aszerW
c905230a40
Archive legacy framework and utility modules that are no longer referenced by the active core (datasource/ and rotation/): - framework/ -> archive/framework/ - framework_v2/ -> archive/framework_v2/ - strategies/ -> archive/strategies/ - config/ -> archive/config/ - visualization/ -> archive/visualization/ - scripts/ -> archive/scripts/ - tests/ -> archive/tests/ - run_rotation.py, run_us_rotation.py -> archive/single_files/ - compare_*.py, test_api_dates.py -> archive/single_files/
63 lines
1.8 KiB
Python
63 lines
1.8 KiB
Python
#!/usr/bin/env python3
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"""
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导出 V2 框架回测逐日明细到 JSON（简化版）
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现在直接调用 strategy.run(export_detail=True)
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不再重复执行策略逻辑
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用法:
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python framework_v2/scripts/export_backtest_detail.py
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"""
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import sys
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from pathlib import Path
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project_root = Path(__file__).parent.parent.parent
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sys.path.insert(0, str(project_root))
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from dotenv import load_dotenv
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load_dotenv()
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from framework_v2.config import load_config
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from framework_v2.strategies.rotation.rotation import GlobalRotationStrategy
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def main():
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print("=" * 80)
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print(" V2 回测逐日明细导出（GlobalRotationStrategy）")
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print("=" * 80)
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# 1. 加载配置
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config_file = project_root / 'framework_v2' / 'strategies' / 'rotation' / 'config_simple.yaml'
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print(f"\n[1] 加载配置: {config_file}")
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config = load_config(str(config_file))
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# 2. 初始化策略
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print("[2] 初始化策略...")
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strategy = GlobalRotationStrategy(config)
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# 3. 运行策略并导出明细
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output_path = project_root / 'framework_v2' / 'results' / 'backtest_detail_v2.json'
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print("[3] 运行策略并导出明细...")
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result = strategy.run(
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export_detail=True,
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detail_path=str(output_path)
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)
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# 4. 打印汇总
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print("\n" + "=" * 80)
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print(" 回测汇总")
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print("=" * 80)
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print(f" 总收益: {result['metrics']['total_return'] * 100:.2f}%")
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print(f" 年化收益: {result['metrics']['annual_return'] * 100:.2f}%")
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print(f" 最大回撤: {result['metrics']['max_drawdown'] * 100:.2f}%")
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print(f" 夏普比率: {result['metrics']['sharpe_ratio']:.2f}")
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print(f" 调仓次数: {result['metrics']['rebalance_count']}")
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print(f" 交易天数: {result['metrics']['n_days']}")
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print(f" 输出文件: {output_path}")
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if __name__ == '__main__':
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main()
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