| 1234567891011121314151617 |
- import pandas as pd
- df = pd.read_csv('cyb50_optimized_trades_2017-06-01_2026-01-19.csv')
- print('资金连续性检查:')
- print('='*80)
- for i in range(min(10, len(df)-1)):
- prev_final = df.iloc[i]['平仓时总资金']
- curr_initial = df.iloc[i+1]['开仓时总资金']
- diff = abs(prev_final - curr_initial)
- status = 'ERROR' if diff > 100 else 'OK'
- print(f'{status} Trade#{i+1}->{i+2}: Prev Final {prev_final:,.0f} -> Curr Initial {curr_initial:,.0f} (Diff: {diff:,.0f})')
- print(f'\nSummary:')
- total_issues = sum(abs(df.iloc[i]['平仓时总资金'] - df.iloc[i+1]['开仓时总资金']) > 100 for i in range(len(df)-1))
- print(f'Inconsistent trades: {total_issues}/{len(df)-1}')
|
