-
Notifications
You must be signed in to change notification settings - Fork 23
Open
Description
btr2.py实测switch sell时,卖出的钱不会进入现金,导致买入会被推迟的下一周,择时效果下降。
2022-06-20, switch sell: 中证500 price 7.253000
2022-06-20, buy: 沪深300 price 4.413000
2022-06-27, SELL EXECUTED, Price: 7.25, Cost: 47166.39, Comm 168.84,value 51000.23
2022-06-27, BUY EXECUTED, Price: 4.41, Cost: 4.41, Comm 0.01,value 51000.23
2022-06-27, buy: 沪深300 price 4.493000
2022-07-04, BUY EXECUTED, Price: 4.49, Cost: 48443.53, Comm 159.86,value 50527.67
2022-07-04, buy: 沪深300 price 4.464000
2022-07-11, BUY EXECUTED, Price: 4.46, Cost: 2267.71, Comm 7.48,value 48612.00
2022-07-11, sell: 沪深300 price 4.295000
Reactions are currently unavailable
Metadata
Metadata
Assignees
Labels
No labels