feat: add 5-day reversal strategy

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
Yuxuan Yan
2026-06-07 09:26:35 +08:00
parent fd86190e9a
commit 085e51abf1
3 changed files with 52 additions and 4 deletions
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import pytest
from backtest.config import BacktestConfig
from backtest.runner import BacktestRunner
from strategies.reversal import FiveDayReversal
def test_reversal_smoke():
"""Smoke test: run a minimal reversal backtest and check results exist."""
config = BacktestConfig(
symbols=["sh600000"],
start_date="2024-01-01",
end_date="2024-03-31",
initial_cash=100_000,
)
runner = BacktestRunner(config)
results = runner.run(FiveDayReversal)
assert results is not None
assert len(results) == 1
# Check analyzers exist
sharpe = results[0].analyzers.sharpe.get_analysis()
assert "sharperatio" in sharpe