R_NOW_IMP.m4 2019/6/29現在(追記2020/6/22)
R_NOW_IMP.m4 2019/6/29現在
MAIN 000 ; ---------------------- dnl 暫定 _PC_BEGIN pAd(-16) _PC_END DblD CpCnt{0} c0 DblD CpCnt{2} c2 dnl ? Dc0>(Dc2+10) dnl ? Dc0>24 dnl ? Dc2<88 dnl 暫定 ; ---------------------- _SG_IMP_ ALL # d Oku(1) Oku(500) # pD(Oku(1),Oku(500)) pD : 1/ok 500/ok ; pOWu(99) DEF DAIBUG MAXn 30 ; ---------------------- YSN 400000 dnl RKK 1.5 ;2018/9/30 RKK 8 dnl SSN 6.5 SSN 7
整理しておく
MAIN 000 ; ---------------------- _SG_IMP_ ALL pD : 1/ok 500/ok DEF DAIBUG MAXn 30 ; ---------------------- YSN 400000 RKK 8 SSN 7
バックテストグラフ
ちなみに戦略(ルール)本体は
suR1/R/R07/now.R
にて
2019/7/27追加)
#2019/7/27追加
lmt<-10 (略) ##################### source("./rule8.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now8.csv", quote=FALSE, row.names=FALSE) ##################### source("./rule9.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now9.csv", quote=FALSE, row.names=FALSE) ##################### source("./rule10.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now10.csv", quote=FALSE, row.names=FALSE) ##################### source("./rule11.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now11.csv", quote=FALSE, row.names=FALSE) ##################### source("./rule12.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now12.csv", quote=FALSE, row.names=FALSE) ##################### source("./rule13.R") #ordでsortするランダム? sindex<-order(p$j,p$ord) p<-p[sindex,] write.csv(p, "./output/now13.csv", quote=FALSE, row.names=FALSE)
となっており
2020/2/22追加)
suR1/output0
が
#!/bin/bash echo cd `dirname $0` cd `dirname $0` echo systemR >./output/output_0.csv echo rule,code,j,date,owa0 .>>./output/output_0.csv cat ./output/now9.csv | awk -f ./awk/output_0.awk rule=109 >./output/output_tmp.csv cat ./output/now10.csv | awk -f ./awk/output_0.awk rule=110 >>./output/output_tmp.csv cat ./output/now11.csv | awk -f ./awk/output_0.awk rule=111 >>./output/output_tmp.csv cat ./output/now12.csv | awk -f ./awk/output_0.awk rule=112 >>./output/output_tmp.csv cat ./output/now13.csv | awk -f ./awk/output_0.awk rule=113 >>./output/output_tmp.csv cat ./output/output_tmp.csv | sort -n -t, -k 2 >> ./output/output_0.csv #start ./output/output_0.csv cat ./output/now9.csv | awk -f ./awk/output_0.awk rule=100 >./output/output_tmp.csv cat ./output/now10.csv | awk -f ./awk/output_0.awk rule=100 >>./output/output_tmp.csv cat ./output/now11.csv | awk -f ./awk/output_0.awk rule=100 >>./output/output_tmp.csv cat ./output/now12.csv | awk -f ./awk/output_0.awk rule=100 >>./output/output_tmp.csv cat ./output/now13.csv | awk -f ./awk/output_0.awk rule=100 >>./output/output_tmp.csv cat ./output/output_tmp.csv | sort -n -t, -k 2 |uniq -c |sed -e 's/^[ ]*//g' |tr ' ' ',' > ./output/output_buy.csv #start ./output/output_buy.csv cat ./output/output_buy.csv | awk 'BEGIN {FS=","} {print $3}' >./output/chart.txt cat ./output/chart.txt | awk -f ./awk/chart.awk >./output/chart.html start ./output/chart.html #import test cat ./output/now8.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/8_13/signal8.txt cat ./output/now9.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/signal9.txt cat ./output/now10.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/signal10.txt cat ./output/now11.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/signal11.txt cat ./output/now12.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/signal12.txt cat ./output/now13.csv | awk 'BEGIN { FS="," ; OFS="\t" } NR>1{print $3,$1}' >../suQ2/import/8_13/signal13.txt rm ../suQ2/import/signalALL.txt cat ../suQ2/import/signal* | sort -r | uniq >../suQ2/import/signalALL.txt cat ../suQ2/import/signal9* ../suQ2/import/signal10* ../suQ2/import/signal11* | sort -r | uniq >../suQ2/import/sgnl/signal9-11.txt rm ../suQ2/import/8_13/signal8_13.txt cat ../suQ2/import/8_13/signal* | sort -r | uniq >../suQ2/import/8_13/signal8_13.txt
と なっているのでrule9,10,11,12が運用されている状態(ALL)
2020/6/22追加)rule8,13も運用(8_13)
結構ややこしい