亲爱的楼主，我克隆了策略显示回测失败，我看你说看第一条回复，具体是哪条回复。。我找了好久没找到

怎样建立tradestat.py？有没建立过程的截图啊？？

不知道为什么运行不 了![yy.png][1] [1]: https://joinquant-image.b0.upaiyun.com/b2e2813d378fdaf8167dae8c36a8ea49

Traceback (most recent call last): File "kuanke/user_space.py", line 143, in exec_msg return getattr(self, func)(*msg['args'], **msg['kwargs']) File "kuanke/user_space.py", line 316, in handle_data self.func_handle_data(self.user_context, user_space_api.SecuritiesData(context.current_dt)) File "user_code.py", line 295, in handle_data do_handle_data(context, data) File "user_code.py", line 314, in do_handle_data adjust_position(context, buy_stocks) File "user_code.py", line 733, in adjust_position close_position(position) File "user_code.py", line 558, in close_position g.trade_stat.watch(security, order.filled, position.avg_cost, position.price) TypeError: watch() takes exactly 3 arguments (5 given) ========全局变量======== { 'g': PersistentState({'rank_stock_count': 20, 'index_growth_rate': 0.01, 'period': 3, 'last_high': {'002637.XSHE': 16.5, '002634.XSHE': 20.809999999999999, '600774.XSHG': 14.789999999999999}, 'filter_gem': True, 'filter_blacklist': False, 'trade_stat': , 'adjust_position_minute': 50, 'is_day_stop_loss_by_price': False, 'is_stock_stop_profit': False, 'is_last_day_3_black_crows': False, 'day_count': 3, 'buy_stock_count': 3, 'tested_fields': set(['rank_stock_count', 'index_growth_rate', 'period', 'last_high', 'filter_gem', 'filter_blacklist', 'trade_stat', 'adjust_position_minute', 'is_day_stop_loss_by_price', 'is_stock_stop_profit', 'is_last_day_3_black_crows', 'day_count', 'buy_stock_count', 'cur_drop_minute_count', 'min_eps', 'pick_by_eps', 'pick_by_pe', 'pick_stock_count', 'index8', 'is_stock_stop_loss', 'index2', 'adjust_position_hour', 'index_4_stop_loss_by_3_black_crows', 'is_rank_stock', 'index_4_stop_loss_by_price', 'is_market_stop_loss_by_price', 'is_market_stop_loss_by_28_index', 'dst_drop_minute_count', 'is_market_stop_loss_by_3_black_crows']), 'min_eps': 0, 'pick_by_eps': True, 'pick_by_pe': False, 'cur_drop_minute_count': 0, 'pick_stock_count': 100, 'index8': '399333.XSHE', 'is_stock_stop_loss': False, 'index2': '000016.XSHG', 'adjust_position_hour': 14, 'index_4_stop_loss_by_3_black_crows': '000001.XSHG', 'is_rank_stock': True, 'index_4_stop_loss_by_price': '000001.XSHG', 'is_market_stop_loss_by_price': True, 'is_market_stop_loss_by_28_index': False, 'dst_drop_minute_count': 60, 'is_market_stop_loss_by_3_black_crows': True})} ========局部变量======== File "kuanke/user_space.py", line 143, in exec_msg return getattr(self, func)(*msg['args'], **msg['kwargs']) { 'context': , 'data': None, 'self': } ------------ File "kuanke/user_space.py", line 316, in handle_data self.func_handle_data(self.user_context, user_space_api.SecuritiesData(context.current_dt)) { 'context': UserContext({'current_dt': datetime.datetime(2015, 8, 5, 14, 50), 'portfolio': Portfolio({'available_cash': 36837.68, 'subportfolios': [SubPortfolio({'available_cash': 36837.68, 'total_value': 107011.67999999999, 'transferable_cash': 1004.3199999999997, 'type': 'stock', 'locked_cash': 0.0, 'inout_cash': 100000.0, 'interest': 0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}})], '_unsell_positions': {}, 'transferable_cash': 1004.3199999999997, 'portfolio_value': 107011.67999999999, 'locked_cash': 0.0, 'starting_cash': 100000.0, 'inout_cash': 100000.0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}}), 'previous_date': datetime.date(2015, 8, 4), 'run_params': RunParams({'end_date': datetime.date(2016, 1, 1), 'frequency': u'minute', 'type': 'simple_backtest', 'start_date': datetime.date(2015, 7, 1), 'extra_gloabl_vars': {}}), 'universe': ['002637.XSHE', '002634.XSHE', '600774.XSHG']}), 'data': { '000593.XSHE': SecurityMinuteData({'volume': 131300.0, 'money': 1312336.0, 'high': 10.01, 'pre_close': 9.9900000000000002, 'low': 9.9900000000000002, 'close': 10.0, 'security': '000593.XSHE', 'avg': 9.9949999999999992, 'open': 9.9900000000000002, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '000702.XSHE': SecurityMinuteData({'volume': 111800.0, 'money': 1175808.0, 'high': 10.52, 'pre_close': 10.51, 'low': 10.5, 'close': 10.51, 'security': '000702.XSHE', 'avg': 10.516999999999999, 'open': 10.51, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '000785.XSHE': SecurityMinuteData({'volume': 68500.0, 'money': 715819.0, 'high': 10.49, 'pre_close': 10.49, 'low': 10.44, 'close': 10.44, 'security': '000785.XSHE', 'avg': 10.449999999999999, 'open': 10.49, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002088.XSHE': SecurityMinuteData({'volume': 16900.0, 'money': 210408.0, 'high': 12.48, 'pre_close': 12.449999999999999, 'low': 12.449999999999999, 'close': 12.449999999999999, 'security': '002088.XSHE', 'avg': 12.449999999999999, 'open': 12.449999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002120.XSHE': SecurityMinuteData({'volume': 11300.0, 'money': 207864.0, 'high': 18.460000000000001, 'pre_close': 18.379999999999999, 'low': 18.379999999999999, 'close': 18.379999999999999, 'security': '002120.XSHE', 'avg': 18.395, 'open': 18.379999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002150.XSHE': SecurityMinuteData({'volume': 2100.0, 'money': 22392.0, 'high': 10.68, 'pre_close': 10.66, 'low': 10.66, 'close': 10.66, 'security': '002150.XSHE', 'avg': 10.663, 'open': 10.66, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002193.XSHE': SecurityMinuteData({'volume': 15500.0, 'money': 221632.0, 'high': 14.300000000000001, 'pre_close': 14.300000000000001, 'low': 14.289999999999999, 'close': 14.300000000000001, 'security': '002193.XSHE', 'avg': 14.298999999999999, 'open': 14.300000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002352.XSHE': SecurityMinuteData({'volume': 8600.0, 'money': 221296.0, 'high': 25.890000000000001, 'pre_close': 25.699999999999999, 'low': 25.699999999999999, 'close': 25.879999999999999, 'security': '002352.XSHE', 'avg': 25.731999999999999, 'open': 25.699999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002627.XSHE': SecurityMinuteData({'volume': 2200.0, 'money': 47102.0, 'high': 21.41, 'pre_close': 21.41, 'low': 21.41, 'close': 21.41, 'security': '002627.XSHE', 'avg': 21.41, 'open': 21.41, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002634.XSHE': SecurityMinuteData({'volume': 49200.0, 'money': 1131440.0, 'high': 23.0, 'pre_close': 22.989999999999998, 'low': 22.98, 'close': 23.0, 'security': '002634.XSHE', 'avg': 22.997, 'open': 22.989999999999998, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002637.XSHE': SecurityMinuteData({'volume': 30400.0, 'money': 547040.0, 'high': 18.010000000000002, 'pre_close': 18.010000000000002, 'low': 17.960000000000001, 'close': 17.960000000000001, 'security': '002637.XSHE', 'avg': 17.995000000000001, 'open': 18.010000000000002, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600393.XSHG': SecurityMinuteData({'volume': 47400.0, 'money': 431904.0, 'high': 9.1199999999999992, 'pre_close': 9.1099999999999994, 'low': 9.1099999999999994, 'close': 9.1199999999999992, 'security': '600393.XSHG', 'avg': 9.1120000000000001, 'open': 9.1099999999999994, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600419.XSHG': SecurityMinuteData({'volume': 6800.0, 'money': 198456.0, 'high': 29.199999999999999, 'pre_close': 29.190000000000001, 'low': 29.149999999999999, 'close': 29.149999999999999, 'security': '600419.XSHG', 'avg': 29.184999999999999, 'open': 29.190000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600605.XSHG': SecurityMinuteData({'volume': 6600.0, 'money': 104168.0, 'high': 15.789999999999999, 'pre_close': 15.789999999999999, 'low': 15.77, 'close': 15.789999999999999, 'security': '600605.XSHG', 'avg': 15.782999999999999, 'open': 15.789999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600731.XSHG': SecurityMinuteData({'volume': 25100.0, 'money': 209768.0, 'high': 8.3599999999999994, 'pre_close': 8.3599999999999994, 'low': 8.3499999999999996, 'close': 8.3499999999999996, 'security': '600731.XSHG', 'avg': 8.3569999999999993, 'open': 8.3599999999999994, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600758.XSHG': SecurityMinuteData({'volume': 30200.0, 'money': 354593.0, 'high': 11.779999999999999, 'pre_close': 11.75, 'low': 11.73, 'close': 11.73, 'security': '600758.XSHG', 'avg': 11.741, 'open': 11.75, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600774.XSHG': SecurityMinuteData({'volume': 20100.0, 'money': 305000.0, 'high': 15.18, 'pre_close': 15.18, 'low': 15.16, 'close': 15.17, 'security': '600774.XSHG', 'avg': 15.173999999999999, 'open': 15.18, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600796.XSHG': SecurityMinuteData({'volume': 39000.0, 'money': 346368.0, 'high': 8.9000000000000004, 'pre_close': 8.8699999999999992, 'low': 8.8699999999999992, 'close': 8.8800000000000008, 'security': '600796.XSHG', 'avg': 8.8810000000000002, 'open': 8.8699999999999992, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600891.XSHG': SecurityMinuteData({'volume': 14300.0, 'money': 126264.0, 'high': 8.8300000000000001, 'pre_close': 8.8300000000000001, 'low': 8.8200000000000003, 'close': 8.8200000000000003, 'security': '600891.XSHG', 'avg': 8.8300000000000001, 'open': 8.8300000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '603006.XSHG': SecurityMinuteData({'volume': 39300.0, 'money': 1482320.0, 'high': 37.770000000000003, 'pre_close': 37.549999999999997, 'low': 37.549999999999997, 'close': 37.770000000000003, 'security': '603006.XSHG', 'avg': 37.718000000000004, 'open': 37.549999999999997, 'dt': datetime.datetime(2015, 8, 5, 14, 49)})}, 'hour': 14, 'minute': 50} ------------ File "user_code.py", line 295, in handle_data do_handle_data(context, data) { 'buy_stocks': Index([u'600774.XSHG', u'002120.XSHE', u'002627.XSHE'], dtype='object'), 'context': UserContext({'current_dt': datetime.datetime(2015, 8, 5, 14, 50), 'portfolio': Portfolio({'available_cash': 36837.68, 'subportfolios': [SubPortfolio({'available_cash': 36837.68, 'total_value': 107011.67999999999, 'transferable_cash': 1004.3199999999997, 'type': 'stock', 'locked_cash': 0.0, 'inout_cash': 100000.0, 'interest': 0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}})], '_unsell_positions': {}, 'transferable_cash': 1004.3199999999997, 'portfolio_value': 107011.67999999999, 'locked_cash': 0.0, 'starting_cash': 100000.0, 'inout_cash': 100000.0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}}), 'previous_date': datetime.date(2015, 8, 4), 'run_params': RunParams({'end_date': datetime.date(2016, 1, 1), 'frequency': u'minute', 'type': 'simple_backtest', 'start_date': datetime.date(2015, 7, 1), 'extra_gloabl_vars': {}}), 'universe': ['002637.XSHE', '002634.XSHE', '600774.XSHG']}), 'data': { '000593.XSHE': SecurityMinuteData({'volume': 131300.0, 'money': 1312336.0, 'high': 10.01, 'pre_close': 9.9900000000000002, 'low': 9.9900000000000002, 'close': 10.0, 'security': '000593.XSHE', 'avg': 9.9949999999999992, 'open': 9.9900000000000002, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '000702.XSHE': SecurityMinuteData({'volume': 111800.0, 'money': 1175808.0, 'high': 10.52, 'pre_close': 10.51, 'low': 10.5, 'close': 10.51, 'security': '000702.XSHE', 'avg': 10.516999999999999, 'open': 10.51, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '000785.XSHE': SecurityMinuteData({'volume': 68500.0, 'money': 715819.0, 'high': 10.49, 'pre_close': 10.49, 'low': 10.44, 'close': 10.44, 'security': '000785.XSHE', 'avg': 10.449999999999999, 'open': 10.49, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002088.XSHE': SecurityMinuteData({'volume': 16900.0, 'money': 210408.0, 'high': 12.48, 'pre_close': 12.449999999999999, 'low': 12.449999999999999, 'close': 12.449999999999999, 'security': '002088.XSHE', 'avg': 12.449999999999999, 'open': 12.449999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002120.XSHE': SecurityMinuteData({'volume': 11300.0, 'money': 207864.0, 'high': 18.460000000000001, 'pre_close': 18.379999999999999, 'low': 18.379999999999999, 'close': 18.379999999999999, 'security': '002120.XSHE', 'avg': 18.395, 'open': 18.379999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002150.XSHE': SecurityMinuteData({'volume': 2100.0, 'money': 22392.0, 'high': 10.68, 'pre_close': 10.66, 'low': 10.66, 'close': 10.66, 'security': '002150.XSHE', 'avg': 10.663, 'open': 10.66, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002193.XSHE': SecurityMinuteData({'volume': 15500.0, 'money': 221632.0, 'high': 14.300000000000001, 'pre_close': 14.300000000000001, 'low': 14.289999999999999, 'close': 14.300000000000001, 'security': '002193.XSHE', 'avg': 14.298999999999999, 'open': 14.300000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002352.XSHE': SecurityMinuteData({'volume': 8600.0, 'money': 221296.0, 'high': 25.890000000000001, 'pre_close': 25.699999999999999, 'low': 25.699999999999999, 'close': 25.879999999999999, 'security': '002352.XSHE', 'avg': 25.731999999999999, 'open': 25.699999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002627.XSHE': SecurityMinuteData({'volume': 2200.0, 'money': 47102.0, 'high': 21.41, 'pre_close': 21.41, 'low': 21.41, 'close': 21.41, 'security': '002627.XSHE', 'avg': 21.41, 'open': 21.41, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002634.XSHE': SecurityMinuteData({'volume': 49200.0, 'money': 1131440.0, 'high': 23.0, 'pre_close': 22.989999999999998, 'low': 22.98, 'close': 23.0, 'security': '002634.XSHE', 'avg': 22.997, 'open': 22.989999999999998, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '002637.XSHE': SecurityMinuteData({'volume': 30400.0, 'money': 547040.0, 'high': 18.010000000000002, 'pre_close': 18.010000000000002, 'low': 17.960000000000001, 'close': 17.960000000000001, 'security': '002637.XSHE', 'avg': 17.995000000000001, 'open': 18.010000000000002, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600393.XSHG': SecurityMinuteData({'volume': 47400.0, 'money': 431904.0, 'high': 9.1199999999999992, 'pre_close': 9.1099999999999994, 'low': 9.1099999999999994, 'close': 9.1199999999999992, 'security': '600393.XSHG', 'avg': 9.1120000000000001, 'open': 9.1099999999999994, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600419.XSHG': SecurityMinuteData({'volume': 6800.0, 'money': 198456.0, 'high': 29.199999999999999, 'pre_close': 29.190000000000001, 'low': 29.149999999999999, 'close': 29.149999999999999, 'security': '600419.XSHG', 'avg': 29.184999999999999, 'open': 29.190000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600605.XSHG': SecurityMinuteData({'volume': 6600.0, 'money': 104168.0, 'high': 15.789999999999999, 'pre_close': 15.789999999999999, 'low': 15.77, 'close': 15.789999999999999, 'security': '600605.XSHG', 'avg': 15.782999999999999, 'open': 15.789999999999999, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600731.XSHG': SecurityMinuteData({'volume': 25100.0, 'money': 209768.0, 'high': 8.3599999999999994, 'pre_close': 8.3599999999999994, 'low': 8.3499999999999996, 'close': 8.3499999999999996, 'security': '600731.XSHG', 'avg': 8.3569999999999993, 'open': 8.3599999999999994, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600758.XSHG': SecurityMinuteData({'volume': 30200.0, 'money': 354593.0, 'high': 11.779999999999999, 'pre_close': 11.75, 'low': 11.73, 'close': 11.73, 'security': '600758.XSHG', 'avg': 11.741, 'open': 11.75, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600774.XSHG': SecurityMinuteData({'volume': 20100.0, 'money': 305000.0, 'high': 15.18, 'pre_close': 15.18, 'low': 15.16, 'close': 15.17, 'security': '600774.XSHG', 'avg': 15.173999999999999, 'open': 15.18, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600796.XSHG': SecurityMinuteData({'volume': 39000.0, 'money': 346368.0, 'high': 8.9000000000000004, 'pre_close': 8.8699999999999992, 'low': 8.8699999999999992, 'close': 8.8800000000000008, 'security': '600796.XSHG', 'avg': 8.8810000000000002, 'open': 8.8699999999999992, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '600891.XSHG': SecurityMinuteData({'volume': 14300.0, 'money': 126264.0, 'high': 8.8300000000000001, 'pre_close': 8.8300000000000001, 'low': 8.8200000000000003, 'close': 8.8200000000000003, 'security': '600891.XSHG', 'avg': 8.8300000000000001, 'open': 8.8300000000000001, 'dt': datetime.datetime(2015, 8, 5, 14, 49)}), '603006.XSHG': SecurityMinuteData({'volume': 39300.0, 'money': 1482320.0, 'high': 37.770000000000003, 'pre_close': 37.549999999999997, 'low': 37.549999999999997, 'close': 37.770000000000003, 'security': '603006.XSHG', 'avg': 37.718000000000004, 'open': 37.549999999999997, 'dt': datetime.datetime(2015, 8, 5, 14, 49)})}, 'gr_index2': -0.042893057317101572, 'gr_index8': 0.14755199647686049} ------------ File "user_code.py", line 314, in do_handle_data adjust_position(context, buy_stocks) { 'buy_stocks': Index([u'600774.XSHG', u'002120.XSHE', u'002627.XSHE'], dtype='object'), 'context': UserContext({'current_dt': datetime.datetime(2015, 8, 5, 14, 50), 'portfolio': Portfolio({'available_cash': 36837.68, 'subportfolios': [SubPortfolio({'available_cash': 36837.68, 'total_value': 107011.67999999999, 'transferable_cash': 1004.3199999999997, 'type': 'stock', 'locked_cash': 0.0, 'inout_cash': 100000.0, 'interest': 0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}})], '_unsell_positions': {}, 'transferable_cash': 1004.3199999999997, 'portfolio_value': 107011.67999999999, 'locked_cash': 0.0, 'starting_cash': 100000.0, 'inout_cash': 100000.0, 'short_positions': {}, 'positions_value': 70174.0, 'margin': 0, 'long_positions': {'002634.XSHE': Position({'hold_cost': 22.5, 'total_amount': 1600, 'closeable_amount': 1600, 'price': 23.0, 'today_amount': 0, 'avg_cost': 20.84, 'pindex': None, 'value': 36800.0, 'interest': None, 'locked_amount': 0, 'security': '002634.XSHE', 'side': 'long'}), '600774.XSHG': Position({'hold_cost': 15.210000000000001, 'total_amount': 2200, 'closeable_amount': 2200, 'price': 15.17, 'today_amount': 0, 'avg_cost': 14.81, 'pindex': None, 'value': 33374.0, 'interest': None, 'locked_amount': 0, 'security': '600774.XSHG', 'side': 'long'})}}), 'previous_date': datetime.date(2015, 8, 4), 'run_params': RunParams({'end_date': datetime.date(2016, 1, 1), 'frequency': u'minute', 'type': 'simple_backtest', 'start_date': datetime.date(2015, 7, 1), 'extra_gloabl_vars': {}}), 'universe': ['002637.XSHE', '002634.XSHE', '600774.XSHG']}), 'position': Position({'hold_cost': 16.809999999999999, 'total_amount': 2000, 'closeable_amount': 2000, 'price': 17.960000000000001, 'today_amount': 0, 'avg_cost': 16.52, 'pindex': None, 'value': 35920.0, 'interest': None, 'locked_amount': 0, 'security': '002637.XSHE', 'side': 'long'}), 'stock': '002637.XSHE'} ------------ File "user_code.py", line 733, in adjust_position close_position(position) { 'order': Order({'status': OrderStatus.held, 'error_msg': None, 'finish_time': datetime.datetime(2015, 8, 5, 14, 50), 'price': 17.94, 'pindex': 0, 'is_buy': False, 'order_id': 4, 'amount': 2000, 'limit': 0, 'entrust_time': datetime.datetime(2015, 8, 5, 14, 50), 'action': 'close', 'security': '002637.XSHE', '_avg_cost_before_sell': 16.52, 'side': 'long', 'filled': 2000, 'add_time': datetime.datetime(2015, 8, 5, 14, 50)}), 'position': Position({'hold_cost': 16.809999999999999, 'total_amount': 2000, 'closeable_amount': 2000, 'price': 17.960000000000001, 'today_amount': 0, 'avg_cost': 16.52, 'pindex': None, 'value': 35920.0, 'interest': None, 'locked_amount': 0, 'security': '002637.XSHE', 'side': 'long'}), 'security': '002637.XSHE'} ------------ 是什么意思？？

WORD神，百分之3千的收益率，跟上！

12.15号后就没有操作了，请问什么情况

@爱上SBB 清仓了

你的股票池是怎么设定的

@Morningstar 可否用市销率替换总市值指标，选择市销率最小的股票作为候选股票池，如果这样，请教代码该如何修改？

tradestat包在哪

找不到tradestat.py。。。求MorningStar大神指导

MorningStar大神，是不是现在有什么东西改动过了。我新建了一个文本文件，重命名成你说的tradestat.py -> 把第一段长代码复制进去，保存。到我的策略里新建个策略，把第二段几行代码复制进去，点击加测，就是报楼上的同志贴出来的一大堆错呀。求楼主释疑 Traceback (most recent call last): File "kuanke/user_space.py", line 143, in exec_msg return getattr(self, func)(*msg['args'], **msg['kwargs']) File "kuanke/user_space.py", line 225, in init_code exec code_obj in code_scope File "user_code.py", line 4, in g.trade_stat.watch(context, stock) NameError: name 'context' is not defined ========全局变量======== { 'g': PersistentState({'trade_stat': , 'tested_fields': set(['trade_stat'])}), 'tradestat': }

@Morningstar 大神你好，我在研究裡把源代碼貼上，自定義了一個python的庫，名為tradestat.py, 然後在回測中執行如下代碼： from tradestat import * 出來的結果報錯如下： Traceback (most recent call last): File "kuanke/user_space.py", line 143, in exec_msg return getattr(self, func)(*msg['args'], **msg['kwargs']) File "kuanke/user_space.py", line 225, in init_code exec code_obj in code_scope File "user_code.py", line 1, in import tradestat File "kuanke/user_space.py", line 222, in my_import return builtin_import(name, *args, **kwargs) File "tradestat.py", line 1 SyntaxError: Non-ASCII character '\xe8' in file tradestat.py on line 1, but no encoding declared; see http://python.org/dev/peps/pep-0263/ for details 請問問題出在那裡？求大神幫忙解答。謝謝！

@akd298888 要新建个文本文件，而不是新建研究。

今天开仓了

今天开仓是因为上证50指数20日涨幅1.70%，但这个是国家队拉上来的呀，有人敢跟吗？

打开了28止损 未开仓

@hlbb 非常非常的感谢.

选择不同的时间段，结果相差很多呀