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/
42 lines
878 B
Python
42 lines
878 B
Python
"""
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策略基类定义
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"""
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from abc import ABC, abstractmethod
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from typing import Any
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class Strategy(ABC):
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"""策略抽象基类"""
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def __init__(self, name: str, config: dict = None):
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self.name = name
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self.config = config or {}
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@abstractmethod
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def run(self, **kwargs) -> Any:
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"""执行策略"""
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pass
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@abstractmethod
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def get_signals(self, **kwargs) -> Any:
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"""获取当前信号"""
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pass
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class BacktestStrategy(Strategy):
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"""回测策略基类"""
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def __init__(self, name: str, config: dict = None):
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super().__init__(name, config)
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self.results = None
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@abstractmethod
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def run_backtest(self, **kwargs) -> dict:
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"""执行回测，返回绩效指标"""
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pass
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def get_results(self) -> dict:
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"""获取回测结果"""
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return self.results
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