核心组件: - ConfigLoader: 配置加载器(YAML支持) - StrategyConfig: 策略配置数据类 - framework/__init__.py: 框架统一入口 导出接口: - FactorBase, FactorRegistry, FactorCombiner - SignalGenerator, TopNSelector, TrendFollower, ReversalTrader - StrategyBase, RotationStrategy - RiskControl, StopLossControl, PositionLimitControl - Executor, BacktestExecutor, DryRunExecutor - ConfigLoader 集成测试: - 轮动策略完整流程验证 - 趋势策略完整流程验证 - 回调钩子完整流程验证 总计:62个测试全部通过,框架核心实现完成
21 lines
772 B
Python
21 lines
772 B
Python
"""
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量化策略通用框架
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融合Freqtrade回调机制 + 模块化因子设计
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"""
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from .factors import FactorBase, FactorRegistry, FactorCombiner
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from .signals import SignalGenerator, TopNSelector, TrendFollower, ReversalTrader
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from .strategy import StrategyBase, RotationStrategy
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from .risk import RiskControl, StopLossControl, PositionLimitControl
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from .execution import Executor, BacktestExecutor, DryRunExecutor
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from .config import ConfigLoader
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__all__ = [
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'FactorBase', 'FactorRegistry', 'FactorCombiner',
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'SignalGenerator', 'TopNSelector', 'TrendFollower', 'ReversalTrader',
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'StrategyBase', 'RotationStrategy',
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'RiskControl', 'StopLossControl', 'PositionLimitControl',
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'Executor', 'BacktestExecutor', 'DryRunExecutor',
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'ConfigLoader',
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] |