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@@ -134,7 +134,7 @@ class TestStrategy(bt.Strategy):
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def backtrader(table_list, num, Volatility, rate, ns):
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stattime = dt.now()
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- print(type(ns.df), ns.df)
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+ # print(type(ns.df), ns.df)
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engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks_data?charset=utf8')
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result = mp.Manager().list()
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result_change = mp.Manager().list()
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@@ -246,9 +246,9 @@ if __name__ == '__main__':
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ns.df = df
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sttime = dt.now()
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thread_list = []
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- for num in range(20, 40, 10):
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- for Volatility in range(10, 12, 1):
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- for rate in range(5, 7, 1):
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+ for num in range(30, 120, 10):
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+ for Volatility in range(3, 21, 1):
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+ for rate in range(5, 15, 1):
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#获得cpu数量，计算进程数
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# step = math.ceil(len(table_list)/cpu_count/100)*100
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print(f'{num}天波动率为{Volatility}% 乖离率为{rate}%')
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@@ -260,7 +260,7 @@ if __name__ == '__main__':
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thread_list.append(p)
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# p.start()
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# p.join()
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- print(len(thread_list))
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+ print(len(thread_list))
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print('开始轮循！')
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for thread in thread_list:
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thread.start()
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