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/
49 lines
1.1 KiB
Python
49 lines
1.1 KiB
Python
#!/usr/bin/env python3
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"""
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ETF轮动策略回测入口
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用法:
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python run_rotation.py
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python run_rotation.py --config strategies/rotation/config.yaml
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python run_rotation.py --save-path results/my_rotation
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"""
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import argparse
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import time
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from datetime import datetime
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from strategies.rotation.strategy import RotationStrategy
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def main():
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parser = argparse.ArgumentParser(description="ETF轮动策略回测")
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parser.add_argument(
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"--config",
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type=str,
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default="strategies/rotation/config.yaml",
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help="配置文件路径",
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)
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parser.add_argument(
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"--save-path",
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type=str,
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default="results/rotation",
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help="报告保存路径前缀",
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)
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args = parser.parse_args()
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start_time = time.time()
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# 从配置创建策略
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strategy = RotationStrategy.from_yaml(args.config)
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# 运行回测
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result = strategy.run_backtest(save_path=args.save_path)
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elapsed = time.time() - start_time
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print(f"\n总耗时: {elapsed:.1f}秒")
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return result
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if __name__ == "__main__":
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main() |