<commit_before>[strategy]
username=
password=
mode=4
td_addr=localhost:8001
strategy_id=
subscribe_symbols=

[backtest]
start_time=2014-03-01 09:00:00
end_time=2016-03-18 15:00:00

;Գʼʽ
initial_cash=1000000

;ίɽʣĬ=1ÿί100%ɽ
transaction_ratio=1

;ʣĬ=0ѣ
commission_ratio=0.0003

;ʣĬ=0޻㣩
slippage_ratio=0

;鸴Ȩģʽ,0=Ȩ,1=ǰȨ
price_type=1

;׼
bench_symbol=SHSE.000903

[para]
;ݶ
bar_type=86400

;atr
atr_period=14

;ʱڻATRֵı
buy_multi_atr=1.25
sell_multi_atr=1

#ֹӯֹ
;Ƿ趨̶ֹӯֹ
is_fixation_stop=1
;ӯ
stop_fixation_profit=0.70
;  
stop_fixation_loss=0.1


;Ƿ趨ƶֹӯֹ
is_movement_stop=0
;ӯ
profit_ratio=0.08
;ֹӯ
stop_movement_profit=0.16
;
loss_ratio=0.05
;ֹ  
stop_movement_loss=0.08



;ʷݳ
hist_size=15

;
open_vol=2000

##############################################################
# logger settings
##############################################################
[loggers]
keys=root

[logger_root]
level=INFO
handlers=file

[handlers]
keys=file

[handler_file]
class=handlers.RotatingFileHandler
args=('atr_stock.log','a','maxBytes=10000','backupCount=5')
formatter=simple<commit_msg>fix encoding<commit_after>[strategy]
username=
password=
mode=4
td_addr=localhost:8001
strategy_id=
subscribe_symbols=

[backtest]
start_time=2014-03-01 09:00:00
end_time=2016-03-18 15:00:00

;策略初始资金
initial_cash=1000000

;委托量成交比率，默认=1（每个委托100%成交）
transaction_ratio=1

;手续费率，默认=0（不计算手续费）
commission_ratio=0.0003

;滑点比率，默认=0（无滑点）
slippage_ratio=0

;行情复权模式,0=不复权,1=前复权
price_type=1

;基准
bench_symbol=SHSE.000903

[para]
;数据订阅周期
bar_type=86400

;atr周期
atr_period=14

;买卖时高于或低于ATR值的倍数
buy_multi_atr=1.25
sell_multi_atr=1

#止盈止损
;是否设定固定止盈止损
is_fixation_stop=1
;盈利比率
stop_fixation_profit=0.70
;亏损比率  
stop_fixation_loss=0.1


;是否设定移动止盈止损
is_movement_stop=0
;盈利比率
profit_ratio=0.08
;止盈比率
stop_movement_profit=0.16
;亏损比率
loss_ratio=0.05
;止损比率  
stop_movement_loss=0.08



;历史数据长度
hist_size=15

;开仓量
open_vol=2000

##############################################################
# logger settings
##############################################################
[loggers]
keys=root

[logger_root]
level=INFO
handlers=file

[handlers]
keys=file

[handler_file]
class=handlers.RotatingFileHandler
args=('atr_stock.log','a','maxBytes=10000','backupCount=5')
formatter=simple
{'fraction_non_alphanumeric': 0.22476446837146702, 'fraction_numerical': 0.09331538806639748, 'mean_word_length': 9.229357798165138, 'pattern_counts': {'":': 0, '<': 3, '<?xml version=': 0, '>': 3, 'https://': 0, 'lorem ipsum': 0, 'www.': 0, 'xml': 0}, 'pii_count': 0, 'substrings_counts': 0, 'word_list_counts': {'cursed_substrings.json': 0, 'profanity_word_list.json': 0, 'sexual_word_list.json': 0, 'zh_pornsignals.json': 0}}
{'dir': 'git-commits-cleaned', 'id': '7033215', 'n_tokens_mistral': 1204, 'n_tokens_neox': 1161, 'n_words': 129}