feat: phase 1 — data downloader, backtrader runner, SMA strategy

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-07 09:21:16 +08:00
parent 338c912029
commit fd86190e9a
19 changed files with 456 additions and 0 deletions
@@ -0,0 +1,13 @@
+from dataclasses import dataclass, field
+from datetime import date
+
+
+@dataclass
+class BacktestConfig:
+    symbols: list[str] = field(default_factory=lambda: ["sh600000"])
+    start_date: str = "2023-01-01"
+    end_date: str = "2024-12-31"
+    initial_cash: float = 1_000_000.0
+    commission: float = 0.0003  # 0.03% for Chinese A-shares
+    stamp_duty: float = 0.001   # 0.1% stamp duty on sells only (handled in strategy)
+    adjust: str = "qfq"