Saya menggunakan kod berikut untuk mengukur semula.
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 ((("Kemasukan semasa ialah:", account["Stocks"], "saldo semasa adalah:", 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)

Dijumpai bahawa dalam retesting sentiasa output jumlah memegang semasa adalah: 3.89e-07 baki semasa adalah: 19999.166986677. Sila tanya dalam retesting exchange. GetAccount adalah sentiasa akan kembali hanya maklumat yang ditetapkan dalam parameter konfigurasi?