QABacktestclass.py 文件源码

def _end_of_trading(self, *arg, **kwargs):
        # ????????,??????(????????????)
        # ???????????
        # self._make_slice(self)
        if self.backtest_type in ['day']:
            self.now = str(self.end_real_date)
            self.today = str(self.end_real_date)
        elif self.backtest_type in ['1min', '5min', '15min', '30min', '60min']:
            self.now = str(self.end_real_date) + ' 15:00:00'
            self.today = str(self.end_real_date)
        elif self.backtest_type in ['index_day']:
            self.now = str(self.end_real_date)
            self.today = str(self.end_real_date)
        elif self.backtest_type in ['index_1min', 'index_5min', 'index_15min', 'index_30min', 'index_60min']:
            self.now = str(self.end_real_date) + ' 15:00:00'
            self.today = str(self.end_real_date)

        self.today = self.end_real_date
        self.sell_all()
        self._deal_from_order_queue()
        self.__sync_order_LM('daily_settle')  # ????