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" sizer_percent: float = 0.95 # fraction of portfolio per trade