fix: hk_mr1去掉ret60_max(面板无ret60列,bias60已覆盖)+hk_backtest删ret60分支

2026-08-15 03:07:33 +08:00
parent 7c8d47a855
commit c051d942e6
2 changed files with 1 additions and 4 deletions
@@ -44,8 +44,6 @@ def gen_trades(panel, strat):
        cond &= panel["rsi"] < e["rsi_max"]
    if "bias60_max" in e:
        cond &= panel["bias60"] < e["bias60_max"]
-    if "ret60_max" in e:
-        cond &= panel["ret60"] < e["ret60_max"]
    if "rsi_delta_min" in e:
        # 面板无rsi_delta，用rsi与前5日差值近似（面板已有rsi）
        cond &= panel["rsi"] - panel.groupby("code")["rsi"].shift(5) >= e["rsi_delta_min"]