42 lines
1.4 KiB
Python
42 lines
1.4 KiB
Python
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import gzip, csv
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from collections import defaultdict
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f = gzip.open('shadow_decisions.csv.gz', 'rt')
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reader = csv.DictReader(f)
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# 只看 BTC, 5m, 实际入场了 (would_enter=1)
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rows = [r for r in reader if r['symbol'] == 'BTCUSDT' and r['timeframe'] == '5m' and r['would_enter'] == '1']
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f.close()
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print(f"BTC 5m entries: {len(rows)}")
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# 各策略胜率
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print("\n===== 各策略胜率 (BTC 5m) =====")
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stats = defaultdict(lambda: [0, 0, 0.0])
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for r in rows:
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cfg = r['config_name']
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stats[cfg][0] += 1
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stats[cfg][1] += 1 if r['win'] == '1' else 0
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try:
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stats[cfg][2] += float(r['realized_pnl']) if r['realized_pnl'] else 0
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except:
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pass
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for cfg, (total, wins, pnl) in sorted(stats.items(), key=lambda x: -x[1][1] / max(x[1][0], 1)):
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wr = wins / total * 100
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print(f" {cfg:40s} {wins:4d}/{total:<4d} WR={wr:5.1f}% PnL={pnl:+.2f}")
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# 总体
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total_wins = sum(s[1] for s in stats.values())
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total_entries = sum(s[0] for s in stats.values())
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total_pnl = sum(s[2] for s in stats.values())
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print(f"\n 总计: {total_wins}/{total_entries} WR={total_wins/total_entries*100:.1f}% PnL={total_pnl:+.2f}")
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# 按 side 统计
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print("\n===== 按方向统计 =====")
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sides = defaultdict(lambda: [0, 0])
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for r in rows:
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sides[r['side']][0] += 1
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sides[r['side']][1] += 1 if r['win'] == '1' else 0
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for side, (total, wins) in sides.items():
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print(f" {side}: {wins}/{total} WR={wins/total*100:.1f}%")
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