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Remove commission fees from catfly calculations

- cyb50_30min_dual_direction.py: commission_rate 0.0001 → 0.0
- t1_converter.py: remove commission calculation for T+1 adjusted trades

All trades now calculated without transaction fees.
openclaw 2 mesiacov pred
rodič
commit
089ee6382b

+ 1 - 1
cat-fly/cyb50_30min_dual_direction.py

@@ -736,7 +736,7 @@ class DualDirectionExecutor:
     def __init__(self, initial_capital=1000000):
         self.initial_capital = initial_capital
         self.params = {
-            'commission_rate': 0.0001,   # 万分之一
+            'commission_rate': 0.0,   # 无手续费
             'slippage_rate': 0.0,        # 无滑点
             'position_size_pct': 1.0,    # 每次开仓100%仓位
             'stop_loss_pct': 0.008,      # 0.8%止损

+ 3 - 10
cat-fly/t1_converter.py

@@ -101,18 +101,11 @@ def simulate_t1_trades(data_df, long_trades_df, initial_capital=1000000):
                 new_exit_price = original_exit_price
                 t1_adjusted = False
             else:
-                # 计算新的盈亏
-                # 假设使用开盘价卖出
+                # 计算新的盈亏(无手续费)
                 original_pnl = trade['盈亏金额']
                 
-                # 计算手续费(万分之一)
-                commission_rate = 0.0001
-                open_cost = position_size * entry_price * commission_rate
-                close_cost = position_size * new_exit_price * commission_rate
-                
-                # 新的盈亏
-                gross_pnl = (new_exit_price - entry_price) * position_size
-                new_pnl = gross_pnl - open_cost - close_cost
+                # 新的盈亏(毛盈亏,无手续费扣除)
+                new_pnl = (new_exit_price - entry_price) * position_size
                 new_pnl_pct = (new_exit_price - entry_price) / entry_price * 100
                 
                 # 判断新的退出原因