diff --git a/__pycache__/MyTT.cpython-310.pyc b/__pycache__/MyTT.cpython-310.pyc
deleted file mode 100644
index 0a8d58f5..00000000
Binary files a/__pycache__/MyTT.cpython-310.pyc and /dev/null differ
diff --git a/__pycache__/formula.cpython-310.pyc b/__pycache__/formula.cpython-310.pyc
index 77495187..564012a2 100644
Binary files a/__pycache__/formula.cpython-310.pyc and b/__pycache__/formula.cpython-310.pyc differ
diff --git a/formula.py b/formula.py
index 4d301aec..63d5d66b 100644
--- a/formula.py
+++ b/formula.py
@@ -1,15 +1,6 @@
 import backtrader as bt
-import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from printAnalyzer import printTradeAnalysis
+from strategy.MyTT import *
 
 
 class Result:
diff --git "a/formula_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py" "b/formula_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
index c1f09eb0..c2de2531 100644
--- "a/formula_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
+++ "b/formula_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
@@ -1,18 +1,9 @@
 import logging
 
-import backtrader as bt
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
+from strategy.MyTT import *
 from formula import Formula, Result
-from printAnalyzer import printTradeAnalysis
 
 
 # 沪深300 1d 20220426
diff --git "a/formula_\350\267\214\347\240\264\344\270\255\346\236\242\345\272\225\350\203\214\351\251\260.py" "b/formula_\350\267\214\347\240\264\344\270\255\346\236\242\345\272\225\350\203\214\351\251\260.py"
index 39c96231..e37beb00 100644
--- "a/formula_\350\267\214\347\240\264\344\270\255\346\236\242\345\272\225\350\203\214\351\251\260.py"
+++ "b/formula_\350\267\214\347\240\264\344\270\255\346\236\242\345\272\225\350\203\214\351\251\260.py"
@@ -1,16 +1,4 @@
-import backtrader as bt
-import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
-
-import math
-import warnings
-
-from MyTT import *
 from formula import Formula
-from printAnalyzer import printTradeAnalysis
 
 
 # warnings.filterwarnings("ignore")
diff --git a/momentum.py b/momentum.py
index df33e764..48b72084 100644
--- a/momentum.py
+++ b/momentum.py
@@ -1,14 +1,7 @@
 import backtrader as bt
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
+from strategy.MyTT import *
 from data import MySQLData
 from printAnalyzer import printTradeAnalysis
 
diff --git a/server.py b/server.py
index 6423ed88..5cb48e83 100644
--- a/server.py
+++ b/server.py
@@ -1,20 +1,12 @@
 from sanic import Sanic, json, SanicException, text
 from sanic.log import logger
 
-from strategy import *
-
 from dateutil.parser import parse
 import akshare
 import Ashare
-from data import KlineData
-from strategy import strategy_弱转强
-from strategy.base import run_formula
-
-# from strategy.strategy_弱转强 import Strategy
-
-strategyArr = {
-    "底部连阳_回踩_突破": strategy_弱转强.Strategy,
-}
+from strategy.base import init_cerebro
+from strategy.comparative_strength_rebound import Strategy
+from strategy.data import ArrowData
 
 app = Sanic(name='quant-api')
 
@@ -30,26 +22,24 @@ async def hello_world(request):
 async def handler(request):
     d = request.json
     # strategy_底部连阳_回踩_突破.Strategy
-    f = eval("strategy_" + d['strategy'] + ".Strategy")
+    # f = eval( d['strategy'] + ".Strategy")
     df = None
+    s1 = Strategy
+    cerebro = init_cerebro()
+    cerebro.addstrategy(s1)
     start = parse(d['start'])
     end = parse(d['end'])
-    datas = []
     for section in d["symbol_group"]:
         exchange, symbol, interval = section.split(".")
-        data = KlineData(
+        data = ArrowData(
             exchange=exchange,
             symbol=symbol,
             start_date=start,
             end_date=end,
             freq=interval,
         )
-        datas.append(data)
-    try:
-        result = run_formula(f, datas)
-    except Exception as e:
-        logger.error('run_formula error:%s %s', e, d)
-        raise e
+        cerebro.adddata(data)
+    result = cerebro.run()
     if df is None:
         df = result[0].orders
     else:
diff --git a/MyTT.py b/strategy/MyTT.py
similarity index 99%
rename from MyTT.py
rename to strategy/MyTT.py
index 601c2a0e..7e2c2571 100644
--- a/MyTT.py
+++ b/strategy/MyTT.py
@@ -18,9 +18,6 @@
 
 import numpy as np; import pandas as pd
 
-from decrator import to_array
-
-
 #------------------ 0级：核心工具函数 --------------------------------------------
 def RD(N,D=3):   return np.round(N,D)        #四舍五入取3位小数 
 def RET(S,N=1):  return np.array(S)[-N]      #返回序列倒数第N个值,默认返回最后一个
diff --git a/strategy/__pycache__/MyTT.cpython-310.pyc b/strategy/__pycache__/MyTT.cpython-310.pyc
new file mode 100644
index 00000000..9ca18a20
Binary files /dev/null and b/strategy/__pycache__/MyTT.cpython-310.pyc differ
diff --git a/strategy/__pycache__/base.cpython-310.pyc b/strategy/__pycache__/base.cpython-310.pyc
index 61fe9212..eed72ea4 100644
Binary files a/strategy/__pycache__/base.cpython-310.pyc and b/strategy/__pycache__/base.cpython-310.pyc differ
diff --git a/strategy/__pycache__/comparative_strength_rebound.cpython-310.pyc b/strategy/__pycache__/comparative_strength_rebound.cpython-310.pyc
new file mode 100644
index 00000000..244cec0b
Binary files /dev/null and b/strategy/__pycache__/comparative_strength_rebound.cpython-310.pyc differ
diff --git a/strategy/__pycache__/comparative_strength_rebound_test.cpython-310-pytest-7.4.3.pyc b/strategy/__pycache__/comparative_strength_rebound_test.cpython-310-pytest-7.4.3.pyc
new file mode 100644
index 00000000..8a33b47a
Binary files /dev/null and b/strategy/__pycache__/comparative_strength_rebound_test.cpython-310-pytest-7.4.3.pyc differ
diff --git a/strategy/__pycache__/custom_mytt.cpython-310.pyc b/strategy/__pycache__/custom_mytt.cpython-310.pyc
index 7732a859..057f1e7c 100644
Binary files a/strategy/__pycache__/custom_mytt.cpython-310.pyc and b/strategy/__pycache__/custom_mytt.cpython-310.pyc differ
diff --git a/strategy/__pycache__/data.cpython-310.pyc b/strategy/__pycache__/data.cpython-310.pyc
index aee8f8fc..881f0497 100644
Binary files a/strategy/__pycache__/data.cpython-310.pyc and b/strategy/__pycache__/data.cpython-310.pyc differ
diff --git "a/strategy/__pycache__/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310.pyc" "b/strategy/__pycache__/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310.pyc"
deleted file mode 100644
index 1bae063c..00000000
Binary files "a/strategy/__pycache__/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310.pyc" and /dev/null differ
diff --git "a/strategy/__pycache__/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310-pytest-7.4.3.pyc" "b/strategy/__pycache__/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310-pytest-7.4.3.pyc"
index 381f10e7..20b801f4 100644
Binary files "a/strategy/__pycache__/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310-pytest-7.4.3.pyc" and "b/strategy/__pycache__/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.cpython-310-pytest-7.4.3.pyc" differ
diff --git a/strategy/base.py b/strategy/base.py
index 05cb9ffc..e20cfd1e 100644
--- a/strategy/base.py
+++ b/strategy/base.py
@@ -1,6 +1,138 @@
+import datetime
+
 import pytz
 
 from formula import *
+from strategy.data import ArrowData
+
+pd.set_option('display.max_rows', None)  # 显示所有行
+pd.set_option('display.max_columns', None)  # 显示所有列
+pd.set_option('display.width', None)  # 显示所有列宽
+
+
+def get_data(exchange, bk, freq,
+             start_date=datetime.datetime(2024, 1, 1),
+             end_date=datetime.datetime(2024, 12, 12),
+             tz=pytz.timezone('Asia/Shanghai')):
+    return ArrowData(
+        exchange=exchange,
+        symbol=bk,
+        freq=freq,
+        start_date=start_date,
+        end_date=end_date,
+        tz=tz
+    )
+
+
+def init_cerebro():
+    cerebro = bt.Cerebro()
+    # 添加手续费，按照万分之二收取
+    cerebro.broker.setcommission(commission=0.0002, stocklike=True)
+    # 设置初始资金为100万
+    cerebro.broker.setcash(1_0000_0000)
+    # 添加自定义的分析指标
+    cerebro.addanalyzer(bt.analyzers.PyFolio, timeframe=bt.TimeFrame.Minutes, compression=None)
+    cerebro.addanalyzer(TradeList, _name='tradelist')
+
+    return cerebro
+
+
+class TradeList(bt.Analyzer):
+    def __init__(self):
+
+        self.trades = []
+        self.cumprofit = 0.0
+
+    def notify_trade(self, trade):
+        if not trade.isclosed:
+            return
+        if len(trade.history) <= 0:
+            return
+        brokervalue = self.strategy.broker.getvalue()
+
+        dir = 'short'
+        if trade.history[0].event.size > 0: dir = 'long'
+
+        pricein = trade.history[len(trade.history) - 1].status.price
+        priceout = trade.history[len(trade.history) - 1].event.price
+        datein = bt.num2date(trade.history[0].status.dt, tz=trade.data.p.tz, naive=False)
+        dateout = bt.num2date(trade.history[len(trade.history) - 1].status.dt, tz=trade.data.p.tz, naive=False)
+        # if trade.data._timeframe >= bt.TimeFrame.Days:
+        #     datein = datein.date()
+        #     dateout = dateout.date()
+
+        pcntchange = 100 * priceout / pricein - 100
+        pnl = trade.history[len(trade.history) - 1].status.pnlcomm
+        pnlpcnt = 100 * pnl / brokervalue
+        barlen = trade.history[len(trade.history) - 1].status.barlen
+        pbar = pnl / barlen
+        self.cumprofit += pnl
+
+        size = value = 0.0
+        for record in trade.history:
+            if abs(size) < abs(record.status.size):
+                size = record.status.size
+                value = record.status.value
+
+        highest_in_trade = max(trade.data.high.get(ago=0, size=barlen + 1))
+        lowest_in_trade = min(trade.data.low.get(ago=0, size=barlen + 1))
+        hp = 100 * (highest_in_trade - pricein) / pricein
+        lp = 100 * (lowest_in_trade - pricein) / pricein
+        if dir == 'long':
+            mfe = hp
+            mae = lp
+        if dir == 'short':
+            mfe = -lp
+            mae = -hp
+
+        self.trades.append({'ref': trade.ref,
+                            'ticker': trade.data._name,
+                            'dir': dir,
+                            'datein': datein,
+                            'pricein': pricein,
+                            'dateout': dateout,
+                            'priceout': priceout,
+                            'chng%': round(pcntchange, 2),
+                            'pnl': pnl, 'pnl%': round(pnlpcnt, 2),
+                            'size': size,
+                            'value': value,
+                            'cumpnl': self.cumprofit,
+                            'nbars': barlen, 'pnl/bar': round(pbar, 2),
+                            'mfe%': round(mfe, 2), 'mae%': round(mae, 2)})
+
+    def get_analysis(self):
+        return self.trades
+
+
+def print_result(cerebro):
+    # 获取交易记录
+    transactions = cerebro.broker.get_transactions()
+    # 初始化总收益率
+    total_return = 0.0
+    # 打印所有交易记录及每笔交易的收益率
+    for i, transaction in enumerate(transactions):
+        # 买入或卖出的价格
+        price = transaction.price
+        # 买入或卖出的数量
+        size = transaction.size
+        # 交易成本（如果有）
+        commission = transaction.comm
+        # 交易类型（'buy' 或 'sell'）
+        order = 'buy' if size > 0 else 'sell'
+        # 计算单笔交易的价值
+        value = price * size
+        # 打印交易信息
+        print(f'Transaction {i}: {order} {abs(size)} units at {price}')
+        # 计算并打印单笔交易的收益率（此处简化处理，未考虑交易成本和时间价值）
+        if order == 'buy':
+            print(f'    Buy Value: {value}')
+        else:
+            # 卖出时计算收益率
+            profit = (price - transactions[i - 1].price) * size - 2 * commission  # 假设买入和卖出都有佣金
+            print(f'    Sell Profit/Loss: {profit}')
+            total_return += profit
+    # 打印总收益率
+    print(f'Total Return: {total_return}')
 
 
 # 我们使用的时候，直接用我们新的类读取数据就可以了。
@@ -32,16 +164,11 @@ def __init__(self):
 
     def log(self, txt, dt=None):
         ''' Logging function fot this strategy'''
-        dt = dt or self.datas[0].datetime.datetime(0)
-        dt = pytz.utc.localize(dt)
-        # 定义东八区时区
-        shanghai_timezone = pytz.timezone('Asia/Shanghai')
-        # 将UTC datetime转换为东八区datetime
-        shanghai_datetime = dt.astimezone(shanghai_timezone)
-        print('{}, {}'.format(shanghai_datetime, txt))
+        dt = dt or self.datas[0].datetime.datetime(0, naive=False)
+        print('%s, %s' % (dt.isoformat(), txt))
 
     def notify_order(self, order):
-        symbol = order.p.data.p.symbol
+        symbol = order.p.data.p.name
         if order.isbuy():
             if order.executed.dt:
                 executed_dt = bt.num2date(order.executed.dt)
@@ -79,11 +206,6 @@ def notify_order(self, order):
 
         self.order = None
 
-    def notify_trade(self, trade):
-        if not trade.isclosed:
-            return
-        self.log(f'策略收益：\n毛收益 {trade.pnl:.2f}, 净收益 {trade.pnlcomm:.2f}')
-
     def formula(self, data):
         return Formula(data, self.ind[data])
 
@@ -97,37 +219,15 @@ def get_idx(self):
         return self.data.close.idx
 
 
-def get_cerebro(data):
-    cerebro = bt.Cerebro()
-    tf = bt.TimeFrame.Minutes
-
-    # 添加数据到cerebro
-    if isinstance(data, list):
-        if data[0].p.freq.endswith('d') or data[0].p.freq.endswith('w'):
-            tf = bt.TimeFrame.Days
-        for d in data:
-            cerebro.adddata(d, name=d.p.symbol)
-    else:
-        cerebro.adddata(data, name=data.p.table)
-        if data.p.freq.endswith('d') or data.p.freq.endswith('w'):
-            tf = bt.TimeFrame.Days
-
-    # 添加手续费，按照万分之二收取
-    cerebro.broker.setcommission(commission=0.0002, stocklike=True)
-    # 设置初始资金为100万
-    cerebro.broker.setcash(1_0000_0000)
-
-    cerebro.addanalyzer(bt.analyzers.PyFolio, timeframe=tf, compression=None)
-    return cerebro
-
-
 def buys_time(result):
     for i in result._trades:
         print(i)
+
+
 def is_valid_number(value):
     # 检查变量是否是数字类型
     if isinstance(value, (int, float, complex)):
         # 检查是否不是NaN、正无穷或负无穷
         if not (isinstance(value, float) and (value != value or value == float('inf') or value == float('-inf'))):
             return True
-    return False
\ No newline at end of file
+    return False
diff --git "a/strategy/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py" b/strategy/comparative_strength_rebound.py
similarity index 66%
rename from "strategy/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py"
rename to strategy/comparative_strength_rebound.py
index c6cb88b5..458b92a1 100644
--- "a/strategy/strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py"
+++ b/strategy/comparative_strength_rebound.py
@@ -1,17 +1,18 @@
 import backtrader as bt
 
-from custom_mytt import HHV
 from formula import Formula
 from strategy.base import BaseStrategy, is_valid_number
 import numpy as np
 
+from strategy.custom_mytt import *
+
 
 # ComparativeStrengthReboundStrategy 比较强度反弹策略
 #
-class ComparativeStrengthReboundStrategy(BaseStrategy):
+class Strategy(BaseStrategy):
     params = (
         ('lookback_period', 10),  # Lookback period for comparison
-        ('threshold', 8),  # Threshold for 90% confidence
+        ('threshold', 6),  # Threshold for 90% confidence
     )
 
     def __init__(self):
@@ -25,21 +26,38 @@ def prenext(self):
 
     def next(self):
         current_date = self.datas[0].datetime.datetime(0)
-        if current_date.day == 22:
+        if current_date.day == 22 and current_date.hour == 13 and current_date.minute == 30:
             pass
-        if self.ref_data.close > self.ind[self.ref_data].ma20:
-            return
+
             # Calculate the comparison result for each data
         # Loop through the other datas
         for data in self.other_datas:
-            self.next_one(data)
+            try:
+                self.next_buy(data)
+                self.next_sell(data)
+            except:
+                continue
 
-    def next_one(self, data):
+    def next_buy(self, data):
         current_date = self.datas[0].datetime.datetime(0)
         data_today = data.close[0]
         if data_today < data.ma5[0]:
             return
-        # f1 = self.formula(data)
+        if data.close < self.ind[data].ma5:
+            return
+        # 当前close在最近10天价位的中上位置
+        high = self.V(HHV(data.close, 10))
+        low = self.V(LLV(data.close, 10))
+        rate = (data.close[0] - low) / (high - low)
+        if rate < 0.5:
+            return
+        high = self.V(HHV(self.ref_data.close, 10))
+        low = self.V(LLV(self.ref_data.close, 10))
+        ref_rate = (self.ref_data.close[0] - low) / (high - low)
+        if rate < ref_rate:
+            return
+
+            # f1 = self.formula(data)
         pct_change_max = self.V(HHV(data.pct_change, 20))
         if not is_valid_number(pct_change_max):
             return
@@ -67,3 +85,9 @@ def next_one(self, data):
         if ref_today < ref_yesterday and data_today > data_yesterday:
             self.log(f'BUY {data._name}, Ref Down and {data._name} Up')
             self.order = self.buy(data)
+
+    def next_sell(self, data):
+        if self.getposition(data=data).size == 0:
+            return
+        if data.close[0] < self.ind[data].ma5[0]:
+            self.sell(data)
diff --git a/strategy/comparative_strength_rebound_test.py b/strategy/comparative_strength_rebound_test.py
new file mode 100644
index 00000000..c00e0367
--- /dev/null
+++ b/strategy/comparative_strength_rebound_test.py
@@ -0,0 +1,146 @@
+import datetime
+from pprint import pprint
+from unittest import TestCase
+
+import akshare
+import pytz
+
+from data import ArrowData
+from strategy import *
+from strategy import comparative_strength_rebound
+from strategy.base import init_cerebro, print_result, TradeList, get_data
+import backtrader as bt
+import pandas as pd
+
+from strategy.comparative_strength_rebound import Strategy
+
+
+class TestStrategy(TestCase):
+    def setUp(self):
+        self.strategy = comparative_strength_rebound.Strategy
+
+    def test_backtest_沪深300(self):
+        cerebro = init_cerebro()
+        freq = "1h"
+        data_ref = get_data("asindex", "sh000300", freq,
+                            start_date=datetime.datetime(2024, 1, 2),
+                            end_date=datetime.datetime(2024, 12, 12), )
+
+        cerebro.adddata(data_ref)
+        df = akshare.stock_zh_a_spot_em()
+        for symbol in df['代码'][:100]:
+            try:
+                data = get_data("as", symbol, freq,
+                         start_date=datetime.datetime(2024, 1, 2),
+                         end_date=datetime.datetime(2024, 12, 12), )
+                cerebro.adddata(data)
+            except:
+                pass
+        cerebro.addstrategy(self.strategy)  # 添加策略
+
+        # 启动回测
+        result = cerebro.run(tradehistory=True)
+        # 返回结果
+        ret = pd.DataFrame(result[0].analyzers.tradelist.get_analysis())
+        pprint(ret)
+
+    def test_backtest_算力(self):
+        cerebro = init_cerebro()
+        bk = "BK1134"
+        data_ref = self.get_data(bk)
+        cerebro.adddata(data_ref)
+        df = akshare.stock_board_concept_cons_em(symbol="算力概念")
+        for symbol in df['代码']:
+            try:
+                data = ArrowData(
+                    exchange="as",
+                    symbol=symbol,
+                    freq="1h",
+                    start_date=datetime.datetime(2024, 1, 2),
+                    end_date=datetime.datetime(2024, 12, 12),
+                    tz=pytz.timezone('Asia/Shanghai')
+                )
+                cerebro.adddata(data)
+            except:
+                pass
+        cerebro.addstrategy(self.strategy)  # 添加策略
+
+        # 启动回测
+        result = cerebro.run(tradehistory=True)
+        # 返回结果
+        ret = pd.DataFrame(result[0].analyzers.tradelist.get_analysis())
+        pprint(ret)
+
+    def test_克来机电_1h(self):
+        # 引力传媒
+        # 添加数据到cerebro
+        data_a = self.get_data("BK1090")
+        data_b = ArrowData(
+            exchange="as",
+            symbol="603960",
+            freq="1h",
+            start_date=datetime.datetime(2024, 1, 2),
+            end_date=datetime.datetime(2024, 12, 12),
+            tz=pytz.timezone('Asia/Shanghai')
+        )
+
+        cerebro = get_cerebro([data_a, data_b])
+        cerebro = bt.Cerebro()
+        cerebro.adddata(data_a)
+        cerebro.adddata(data_b)
+
+        cerebro.addstrategy(self.strategy)  # 添加策略
+
+        result = cerebro.run()
+        hit_list = list(result[0].orders.hit_dt.astype(str).values.tolist())
+        self.assertIn("2024-02-01 10:30:00", hit_list, "hit")
+
+    def test_中视传媒_1h(self):
+        # 引力传媒
+        # 添加数据到cerebro
+        data_a = ArrowData(
+            exchange="emindustry",
+            symbol="BK0486",
+            freq="1h",
+            start_date=datetime.datetime(2024, 1, 1),
+            end_date=datetime.datetime(2024, 12, 12),
+        )
+        data_b = ArrowData(
+            exchange="as",
+            symbol="600088",
+            freq="1h",
+            start_date=datetime.datetime(2024, 1, 1),
+            end_date=datetime.datetime(2024, 12, 12),
+        )
+
+        cerebro = get_cerebro([data_a, data_b])
+        cerebro = bt.Cerebro()
+        cerebro.adddata(data_a)
+        cerebro.adddata(data_b)
+
+        cerebro.addstrategy(ComparativeStrengthReboundStrategy)  # 添加策略
+
+        result = cerebro.run()
+        hit_list = list(result[0].orders.hit_dt.astype(str).values.tolist())
+        self.assertIn("2024-01-23 09:30:00", hit_list, "hit")
+
+    def test_华映科技_5m(self):
+        # 华映科技
+        # 添加数据到cerebro
+        freq = "5m"
+        data_a = get_data("emindustry", "BK1038", freq, )
+        data_b = get_data("as", "000536", freq, )
+
+        cerebro = init_cerebro()
+        cerebro.adddata(data_a)
+        cerebro.adddata(data_b)
+
+        cerebro.addstrategy(self.strategy)  # 添加策略
+
+        result = cerebro.run(tradehistory=True)
+        hit_list = list(result[0].orders.hit_dt.astype(str).values.tolist())
+        self.assertIn("2024-02-22 13:30:00", hit_list, "hit")
+        self.assertNotIn("2024-03-05 09:50:00", hit_list, "hit")
+        # 返回结果
+        ret = pd.DataFrame(result[0].analyzers.tradelist.get_analysis())
+        pprint(ret)
diff --git a/strategy/custom_mytt.py b/strategy/custom_mytt.py
index c6e4115a..50821cd8 100644
--- a/strategy/custom_mytt.py
+++ b/strategy/custom_mytt.py
@@ -1,6 +1,7 @@
-import MyTT
 import numpy as np
 
+from strategy import MyTT
+
 
 def to_array(func):
     def wrapper(*args, **kwargs):
@@ -29,3 +30,6 @@ def wrapper(*args, **kwargs):
 @to_array
 def HHV(S, N):  # HHV(C, 5) 最近5天收盘最高价
     return MyTT.HHV(S, N)
+@to_array
+def LLV(S, N):  # HHV(C, 5) 最近5天收盘最高价
+    return MyTT.LLV(S, N)
\ No newline at end of file
diff --git a/strategy/data.py b/strategy/data.py
index 48d7e416..4f6b83c2 100644
--- a/strategy/data.py
+++ b/strategy/data.py
@@ -37,7 +37,7 @@ class ArrowData(bt.feeds.PandasData):
         # 可以根据需要添加其他参数
     )
 
-    def __init__(self, exchange, symbol, freq, start_date, end_date):
+    def __init__(self, exchange, symbol, freq, start_date, end_date,tz=pytz.timezone('Asia/Shanghai')):
         req = {
             "name": f"kline_{exchange}_{symbol}_{freq}",
             "timestampStart": start_date.timestamp() * 1000,
@@ -52,7 +52,7 @@ def __init__(self, exchange, symbol, freq, start_date, end_date):
         # 确保时间列是datetime类型
         self.p.dataname = df
         self.p.freq = freq
-        self.p.symbol = symbol
+        self.p.name = symbol
         self.p.timeframe = bt.TimeFrame.Days
         # 调用父类的__init__方法，传递处理后的DataFrame
         super(ArrowData, self).__init__()
diff --git "a/strategy/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py" "b/strategy/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py"
deleted file mode 100644
index 41295967..00000000
--- "a/strategy/test_strategy_\347\233\270\345\257\271\345\274\272\345\212\277.py"
+++ /dev/null
@@ -1,69 +0,0 @@
-import datetime
-from unittest import TestCase
-
-import pytz
-
-from data import ArrowData
-from strategy import *
-from strategy.base import get_cerebro
-from strategy.strategy_相对强势 import ComparativeStrengthReboundStrategy
-import backtrader as bt
-
-
-class TestStrategy(TestCase):
-    def test_克来机电_1h(self):
-        # 引力传媒
-        # 添加数据到cerebro
-        data_a = ArrowData(
-            exchange="emconcept",
-            symbol="BK1090",
-            freq="1h",
-            start_date=datetime.datetime(2024, 1, 2),
-            end_date=datetime.datetime(2024, 12, 12),
-        )
-        data_b = ArrowData(
-            exchange="as",
-            symbol="603960",
-            freq="1h",
-            start_date=datetime.datetime(2024, 1, 2),
-            end_date=datetime.datetime(2024, 12, 12),
-        )
-
-        cerebro = get_cerebro([data_a, data_b])
-        cerebro = bt.Cerebro()
-        cerebro.adddata(data_a)
-        cerebro.adddata(data_b)
-
-        cerebro.addstrategy(ComparativeStrengthReboundStrategy)  # 添加策略
-
-        result = cerebro.run()
-        hit_list = list(result[0].orders.hit_dt.astype(str).values.tolist())
-        self.assertIn("2024-02-01 10:30:00", hit_list, "hit")
-    def test_中视传媒_1h(self):
-        # 引力传媒
-        # 添加数据到cerebro
-        data_a = ArrowData(
-            exchange="emindustry",
-            symbol="BK0486",
-            freq="1h",
-            start_date=datetime.datetime(2024, 1, 1),
-            end_date=datetime.datetime(2024, 12, 12),
-        )
-        data_b = ArrowData(
-            exchange="as",
-            symbol="600088",
-            freq="1h",
-            start_date=datetime.datetime(2024, 1, 1),
-            end_date=datetime.datetime(2024, 12, 12),
-        )
-
-        cerebro = get_cerebro([data_a, data_b])
-        cerebro = bt.Cerebro()
-        cerebro.adddata(data_a)
-        cerebro.adddata(data_b)
-
-        cerebro.addstrategy(ComparativeStrengthReboundStrategy)  # 添加策略
-
-        result = cerebro.run()
-        hit_list = list(result[0].orders.hit_dt.astype(str).values.tolist())
-        self.assertIn("2024-01-23 09:30:00", hit_list, "hit")
diff --git "a/strategy_\346\236\201\345\200\274\345\257\271\346\257\224_test.py" "b/strategy_\346\236\201\345\200\274\345\257\271\346\257\224_test.py"
index b86a51d1..c5517733 100644
--- "a/strategy_\346\236\201\345\200\274\345\257\271\346\257\224_test.py"
+++ "b/strategy_\346\236\201\345\200\274\345\257\271\346\257\224_test.py"
@@ -1,20 +1,9 @@
 from unittest import TestCase
-import backtrader as bt
 
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from formula import *
-from data import MySQLData, new_data
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from data import new_data
+from strategy import run_formula
 from strategy_极值对比 import Strategy
 
 
diff --git a/test_formula.py b/test_formula.py
deleted file mode 100644
index 85f0bfd5..00000000
--- a/test_formula.py
+++ /dev/null
@@ -1,62 +0,0 @@
-from unittest import TestCase
-import backtrader as bt
-
-import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
-
-import math
-import warnings
-
-from MyTT import *
-from formula import *
-from data import MySQLData
-from printAnalyzer import printTradeAnalysis
-
-
-class TestFormula(TestCase):
-    def test_f_底部连阳上穿均线_1(self):
-        # 添加数据到cerebro
-        data = MySQLData(
-            "kline_ashare",
-            symbol="002995",
-            contract_type="spot",
-            start_date=datetime.datetime(2023, 1, 1),
-            end_date=datetime.datetime(2023, 6, 12),
-            interval="30m",
-        )
-        result=self.run_formula("反弹至均线后下跌不创新低", data)
-        self.assertIn("2020-01-01 19:00:00",result,"hit")
-    def test_f_底部连阳上穿均线_300081(self):
-        # 添加数据到cerebro
-        data = MySQLData(
-            "kline_ashare",
-            symbol="300081",
-            contract_type="spot",
-            start_date=datetime.datetime(2023, 1, 1),
-            end_date=datetime.datetime(2023, 6, 12),
-            interval="1h",
-        )
-        result=self.run_formula("反弹至均线后下跌不创新低", data)
-        self.assertIn("2020-01-01 19:00:00",result,"hit")
-
-    def run_formula(self, func_name, data):
-        cerebro = bt.Cerebro()
-
-        # 添加数据到cerebro
-        cerebro.adddata(data)
-
-        print("加载数据完毕")
-        # 添加手续费，按照万分之二收取
-        cerebro.broker.setcommission(commission=0.0002, stocklike=True)
-        # 设置初始资金为100万
-        cerebro.broker.setcash(1_0000_0000)
-        # 添加策略
-        cerebro.addstrategy(FormulaStrategy)
-
-        cerebro.addanalyzer(bt.analyzers.PyFolio, timeframe=bt.TimeFrame.Minutes, compression=None)
-        # 运行回测
-        backtest_result = cerebro.run()
-        return backtest_result
diff --git "a/test_strategy_ma60\345\272\225\350\203\214\351\251\260.py" "b/test_strategy_ma60\345\272\225\350\203\214\351\251\260.py"
index 19e47f65..14491880 100644
--- "a/test_strategy_ma60\345\272\225\350\203\214\351\251\260.py"
+++ "b/test_strategy_ma60\345\272\225\350\203\214\351\251\260.py"
@@ -1,20 +1,8 @@
 from unittest import TestCase
-import backtrader as bt
 
-import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
-
-import math
-import warnings
-
-from MyTT import *
 from formula import *
 from data import KlineData
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from strategy import run_formula
 from strategy_ma60底背驰 import Strategy
 
 
diff --git "a/test_strategy_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py" "b/test_strategy_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
index ea09b3d7..eb7a08cb 100644
--- "a/test_strategy_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
+++ "b/test_strategy_\344\270\211\346\256\265\345\272\225\350\203\214\351\251\260.py"
@@ -1,20 +1,9 @@
 from unittest import TestCase
-import backtrader as bt
 
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from formula import *
 from data import KlineData
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from strategy import run_formula
 from strategy_三段底背驰 import Strategy
 
 
diff --git "a/test_strategy_\344\270\213\350\267\214\346\217\220\345\211\215\344\274\201\347\250\263.py" "b/test_strategy_\344\270\213\350\267\214\346\217\220\345\211\215\344\274\201\347\250\263.py"
index 6790b94e..60c57718 100644
--- "a/test_strategy_\344\270\213\350\267\214\346\217\220\345\211\215\344\274\201\347\250\263.py"
+++ "b/test_strategy_\344\270\213\350\267\214\346\217\220\345\211\215\344\274\201\347\250\263.py"
@@ -1,20 +1,9 @@
 from unittest import TestCase
-import backtrader as bt
 
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from formula import *
 from data import KlineData
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from strategy import run_formula
 from strategy_下跌提前企稳 import Strategy
 
 
diff --git "a/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264.py" "b/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264.py"
index 6ebc9043..a5ecf3a3 100644
--- "a/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264.py"
+++ "b/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264.py"
@@ -1,20 +1,9 @@
 from unittest import TestCase
-import backtrader as bt
 
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from formula import *
 from data import KlineData
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from strategy import run_formula
 from strategy_底部连阳_回踩_突破 import Strategy
 
 
diff --git "a/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264_ban.py" "b/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264_ban.py"
index 277e623d..6ee66749 100644
--- "a/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264_ban.py"
+++ "b/test_strategy_\345\272\225\351\203\250\350\277\236\351\230\263_\345\233\236\350\270\251_\347\252\201\347\240\264_ban.py"
@@ -1,20 +1,9 @@
 from unittest import TestCase
-import backtrader as bt
 
 import datetime
-import pandas as pd
-import numpy as np
-import os, sys
-import copy
 
-import math
-import warnings
-
-from MyTT import *
-from formula import *
 from data import MySQLData
-from printAnalyzer import printTradeAnalysis
-from strategy import run_formula, buys_time
+from strategy import run_formula
 from strategy_底部连阳_回踩_突破 import Strategy