self.buy_break = self.buy_setup + self.break_coef * (self.sell_setup - self.buy_setup) # 突破买入价 self.sell_break = self.sell_setup - self.break_coef * (self.sell_setup - self.buy_setup) # 突破卖出价
这里公式都是错的, 回测结果有意义?
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