claude_dev
c6b19f4244
用户要模拟=回测准确: raw除权缺口致MA假信号, 必须双源。
- data_source: qfq→qfq_dir(干净qfq), raw→raw_dir; _check_adjust_cfg(cfg提供才校验)
- engine 双bar流: step(raw_bars,qfq_bars)撮合/盯市raw+策略on_bar qfq; run zip(raw,qfq)
- live_orchestrator: warmup用qfq(信号am); 去adjust参数(双源固定)
- raw_redownload --adjust(''raw/'qfq'); config qfq_dir
- 113/113通过
37 lines
890 B
YAML
37 lines
890 B
YAML
# config/data_platform.yaml
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data_paths:
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daily_dir: /volume1/stock/A股数据/日线数据/daily
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raw_dir: /volume1/stock/A股数据/日线数据/raw
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qfq_dir: /volume1/stock/A股数据/日线数据/qfq
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minute_15_dir: /volume1/stock/minute_kline/15min
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vnpy_db: /volume1/stock/sanguo_vnpy/data/quant_trading.db
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stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv
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data_sources:
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daily:
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- name: eastmoney
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enabled: true
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interval: 4.0
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- name: baostock
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enabled: true
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interval: 0.0
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timeout: 30
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- name: tencent
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enabled: true
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interval: 0.0
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minute_15:
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- name: eastmoney
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enabled: true
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interval: 4.0
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validation:
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price_positive: true
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ohlc_consistency: true
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no_future_dates: true
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performance:
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request_interval: 0.3
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max_retries: 3
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fail_window: 100
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fail_threshold: 0.8
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