old_contents: import QUANTAXIS as QA
  from QUANTAXIS import QA_Backtest_stock_day as QB
  
  
  @QB.backtest_init
  def init():
          #
      QB.setting.QA_util_sql_mongo_ip='192.168.4.189'
      QB.account.init_assest=250000
      QB.strategy_start_date='2017-03-01'
      QB.strategy_end_date='2017-07-01'
      QB.backtest_bid_model='market_price'
      
  
  @QB.before_backtest
  def before_backtest():
      global risk_position
      QA.QA_util_log_info(QB.account.message)
      
      
      
  @QB.load_strategy
  def strategy():
      print(QB.account.message)
      print(QB.market_data)
      
  @QB.end_backtest
  def after_backtest():
      print(dir(QB))
new_contents: import QUANTAXIS as QA
  from QUANTAXIS import QA_Backtest_stock_day
  
  QB=QA_Backtest_stock_day()
  @QB.backtest_init
  def init():
      #
      QB.setting.QA_util_sql_mongo_ip='192.168.4.189'
  
      QB.account.init_assest=2500000
      QB.benchmark_code='hs300'
  
      QB.strategy_stock_list=['000001','000002','600010','601801','603111']
      QB.strategy_start_date='2017-03-01'
      QB.strategy_end_date='2017-07-01'
      QB.backtest_bid_model='market_price'
      
  
  @QB.before_backtest
  def before_backtest():
      global risk_position
      QA.QA_util_log_info(QB.account.message)
      
      
      
  @QB.load_strategy
  def strategy():
      print(QB.account.message)
      print(QB.market_data)
      
  @QB.end_backtest
  def after_backtest():
      print(dir(QB))
subject: test modify