我使用如下代码进行回测
def CalculateMA(n,record):
sumMA = 0
for i in range(n):
sumMA += record[-(i+1)]["Close"]
return sumMA/n
def SimpleMAStrategy(status):
account = exchange.GetAccount()
ticker = exchange.GetTicker()
record = exchange.GetRecords(RecordsTime)
MAFast = CalculateMA(MAFastN,record)
MASlow = CalculateMA(MASlowN,record)
balance = account["Balance"]
stocks = account["Stocks"]
Log("当前持仓量是:", account["Stocks"],"当前余额是:", account["Balance"])
currSell1Price = ticker["Sell"]
if (MAFast >= MASlow and status == 0):
id = exchange.Buy(-1, balance*rate/ticker["Sell"])
status = 1
if (MAFast <= MASlow and status == 1):
id = exchange.Sell(-1, stocks)
status = 0
return status
status = 0
while(true):
status = SimpleMAStrategy(status)
Sleep(3000)
发现回测中始终输出当前持仓量是: 3.89e-07 当前余额是: 19999.166986677. 请问回测中exchange.GetAccount是始终只会返回配置参数中设定的信息吗?
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