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/
55 lines
1.2 KiB
Python
55 lines
1.2 KiB
Python
#!/usr/bin/env python3
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"""
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美股动量轮动策略回测入口
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运行方式:
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python run_us_rotation.py
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python run_us_rotation.py --save results/us_rotation
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"""
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import argparse
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import time
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from pathlib import Path
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from strategies.us_rotation.strategy import USRotationStrategy
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def main():
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parser = argparse.ArgumentParser(description='美股动量轮动策略回测')
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parser.add_argument(
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'--config',
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type=str,
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default='strategies/us_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',
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type=str,
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default='results/us_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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print("=" * 60)
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print("美股动量轮动策略")
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print("=" * 60)
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print(f"配置文件: {args.config}")
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print(f"保存路径: {args.save}")
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# 创建策略实例
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strategy = USRotationStrategy.from_yaml(args.config)
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# 运行回测
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result = strategy.run_backtest(save_path=args.save)
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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() |