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https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 18:04:16 +08:00
Justin Gu
1e99feb7c2
- Add backtest/combo.py: CombinationRunner, extract_factor_signals, combine_masks - Signal merge modes: AND / OR / MAJORITY (majority default) - CLI: --combo-strategies and --combo-mode for easy-tdx backtest - run_all_strategies.py: --combo 2 --combo 3 auto-screen best combos - Fix MyTT MFI/CR divide-by-zero RuntimeWarning - 14 new unit tests, 328 total passing
41 lines
1.2 KiB
Python
41 lines
1.2 KiB
Python
"""easy_tdx.backtest — 向量化策略回测引擎（纯计算，零网络依赖）。
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快速开始::
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from easy_tdx.backtest import BacktestEngine, Strategy
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class MyStrategy(Strategy):
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def init(self):
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self.ma5 = self.I(MA, self.data.close, 5)
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self.ma20 = self.I(MA, self.data.close, 20)
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def next(self):
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if crossover(self.ma5, self.ma20):
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self.buy()
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elif crossover(self.ma20, self.ma5):
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self.sell()
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engine = BacktestEngine(strategy=MyStrategy, cash=100000)
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result = engine.run(df)
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print(result.performance)
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"""
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from easy_tdx.backtest.combo import CombinationRunner, ComboResult, FactorSignals # noqa: F401
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from easy_tdx.backtest.engine import BacktestEngine # noqa: F401
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from easy_tdx.backtest.strategy import Strategy, StrategyDataProxy, crossover # noqa: F401
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from easy_tdx.backtest.types import BacktestResult, Position, Signal, Trade # noqa: F401
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__all__ = [
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"BacktestEngine",
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"BacktestResult",
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"CombinationRunner",
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"ComboResult",
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"FactorSignals",
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"Strategy",
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"StrategyDataProxy",
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"Signal",
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"Trade",
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"Position",
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"crossover",
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]
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