aszerW
893a75a27f
重构 RotationStrategy:
- 添加 from_yaml() 从配置创建实例
- 添加 get_data() 获取数据
- 添加 compute_factors() 计算因子
- 添加 generate_signals() 生成信号
- 添加 run_backtest() 完整回测流程
简化 run_rotation.py:
- 从 264 行简化为 9 行
- 只做策略调用入口
执行方式:
python run_rotation.py --config config/strategies/rotation.yaml
python run_rotation.py --save-path results/my_rotation
代码方式:
strategy = RotationStrategy.from_yaml('config/strategies/rotation.yaml')
result = strategy.run_backtest()
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 config/strategies/rotation.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="config/strategies/rotation.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() |