利用jupyter notebook回测从数据库加载的数据量为什么ui界面加载的数据量不一样?
回测结果:UI界面回测加载有26636个数据,jupyter notebook只有1725个数据
数据库:mongo
jupyter 代码:
%%
from vnpy.app.cta_strategy.backtesting import BacktestingEngine, OptimizationSetting
from vnpy.app.cta_strategy.strategies.atr_rsi_strategy import (
AtrRsiStrategy,
)
from datetime import datetime
engine = BacktestingEngine()
engine.set_parameters(
vt_symbol="rb1910.SHFE",
interval="1m",
start=datetime(2019, 4, 30),
end=datetime(2019, 8, 20),
rate=0.3/10000,
slippage=0.2,
size=300,
pricetick=0.2,
capital=1_000_000,
)
engine.add_strategy(AtrRsiStrategy, {})
engine.load_data()
engine.run_backtesting()
df = engine.calculate_result()
engine.calculate_statistics(df)
engine.show_chart(df)