85 lines
3.2 KiB
Python
85 lines
3.2 KiB
Python
import json
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import re
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from pathlib import Path
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# 定义结果目录
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data_dir = Path('./result')
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# 指定要分析的文件
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target_file = data_dir / 'backtest-result-2025-10-14_13-45-04.json'
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print(f"分析文件: {target_file}")
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print(f"文件大小: {target_file.stat().st_size / (1024 * 1024):.2f} MB")
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# 使用正则表达式来查找交易记录中的orders和ft_is_entry字段
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trade_pattern = re.compile(r'"orders":\s*\[\{.*?\}\]', re.DOTALL)
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entry_order_pattern = re.compile(r'"ft_is_entry":\s*true', re.DOTALL)
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price_pattern = re.compile(r'"safe_price":\s*(\d+\.\d+)', re.DOTALL)
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pair_pattern = re.compile(r'"pair":\s*"([^"]+)"', re.DOTALL)
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# 统计信息
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found_trades = 0
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trades_with_multiple_entries = 0
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# 逐行读取文件，避免一次性加载全部内容
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print("开始分析文件...")
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current_chunk = ""
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chunk_size = 1024 * 1024 # 1MB chunks
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with open(target_file, 'r', encoding='utf-8') as f:
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while True:
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chunk = f.read(chunk_size)
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if not chunk:
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break
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current_chunk += chunk
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# 查找交易记录
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trade_matches = trade_pattern.finditer(current_chunk)
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for match in trade_matches:
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found_trades += 1
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# 每1000笔交易显示进度
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if found_trades % 1000 == 0:
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print(f"已分析 {found_trades} 笔交易")
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trade_content = match.group(0)
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# 查找入场订单
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entry_orders = entry_order_pattern.findall(trade_content)
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if len(entry_orders) > 1:
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trades_with_multiple_entries += 1
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# 提取交易对
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pair_match = pair_pattern.search(trade_content)
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pair = pair_match.group(1) if pair_match else "Unknown"
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# 提取价格
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prices = price_pattern.findall(trade_content)
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prices = [float(p) for p in prices[:len(entry_orders)]] # 只取与入场订单数量匹配的价格
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if len(prices) >= 2:
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# 计算第一和第二个价格的降幅
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base_price = prices[0]
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next_price = prices[1]
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price_drop_percent = ((base_price - next_price) / base_price) * 100
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print(f"交易对: {pair}, 基础价格: {base_price:.4f}, 加仓价格: {next_price:.4f}, 降幅: {price_drop_percent:.2f}%")
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# 输出最终统计结果
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print(f"\n分析完成！")
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print(f"找到的交易数: {found_trades}")
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print(f"包含多个入场订单的交易数: {trades_with_multiple_entries}")
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if trades_with_multiple_entries > 0:
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print(f"\n成功找到了 {trades_with_multiple_entries} 笔包含加仓的交易记录！")
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print("\n注意: 由于文件较大，此分析仅显示了部分关键信息。")
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print("建议: 如果需要更详细的分析结果，可以使用pandas库创建完整的分析报告。")
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else:
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print("\n未找到包含多个入场订单的交易记录。")
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print("可能原因:")
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print("1. 回测数据中确实没有加仓交易")
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print("2. 加仓订单的标记方式与脚本预期不符")
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print("3. 文件格式与预期不同") |