feat: add 5-day reversal strategy
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
+4
-4
@@ -1,9 +1,9 @@
|
||||
#!/usr/bin/env python3
|
||||
"""End-to-end smoke test: download data -> backtest SMA crossover -> print results."""
|
||||
"""End-to-end smoke test: download data -> backtest 5-day reversal -> print results."""
|
||||
import logging
|
||||
from backtest.config import BacktestConfig
|
||||
from backtest.runner import BacktestRunner
|
||||
from strategies.base import SmaCross
|
||||
from strategies.reversal import FiveDayReversal
|
||||
from analysis.report import print_results
|
||||
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(message)s")
|
||||
@@ -11,14 +11,14 @@ logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(me
|
||||
|
||||
def main():
|
||||
config = BacktestConfig(
|
||||
symbols=["sh600000"], # 浦发银行
|
||||
symbols=["sh600000", "sz000001", "sh600519"], # 浦发银行, 平安银行, 贵州茅台
|
||||
start_date="2023-01-01",
|
||||
end_date="2024-12-31",
|
||||
initial_cash=1_000_000,
|
||||
)
|
||||
|
||||
runner = BacktestRunner(config)
|
||||
results = runner.run(SmaCross)
|
||||
results = runner.run(FiveDayReversal)
|
||||
print_results(results, config.initial_cash)
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user