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把test_backtest_cw_config_ini.py加一个循环
# !/usr/bin/env python
# -*- coding: utf-8 -*-
from gmsdk.api import StrategyBase
class MyStrategy(StrategyBase):
def __init__(self, *args, **kwargs):
super(MyStrategy, self).__init__(*args, **kwargs)
self.oc = True
def on_bar(self, bar):
if self.oc:
self.open_long(bar.exchange, bar.sec_id, 0, 100)
else:
self.close_long(bar.exchange, bar.sec_id, 0, 100)
self.oc = not self.oc
if __name__ == '__main__':
for i in range(1, 200):
ret = MyStrategy(config_file='test_backtest.ini').run()
print(i, 'exit code: ', ret)
用以下配置文件试试:
[strategy]
username=demo@myquant.cn
password=123456
strategy_id=strategy_2
subscribe_symbols=DCE.l1509.bar.60, DCE.l1509.tick
mode=4
td_addr=localhost:8001
[backtest]
start_time=2015-07-02 9:00:00
end_time=2015-07-02 15:30:00
initial_cash=1000000
transaction_ratio=1
commission_ratio=0
slippage_ratio=0
运行一下,内存稳步增长:
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