release: v1.30.1 — 移除 ZIG 未来函数指标与 zig_breakout 策略：回测数字可信优先

tests/unit/test_backtest_engine_vector.py

@@ -302,18 +302,12 @@ def test_auto_falls_back_on_mask_shape_mismatch() -> None:
 def test_vector_path_actually_used_for_builtins() -> None:
     """默认 signal_path='auto' 下内置策略确实走了向量化（防止回退被掩盖）。
 
-    例外白名单：信号依赖路径状态（无法用静态掩码等价表达）的策略，
-    引擎对它们走逐 bar 回放（与 next() 完全一致），属设计而非回退。
+    若某策略信号依赖路径状态（无法用静态掩码等价表达），应在此说明并
+    考虑引擎走逐 bar 回放的白名单机制（当前无此类策略）。
     """
     from easy_tdx.backtest.strategy import Strategy as Base
 
-    # zig_breakout 的 _breakout_level（见顶清仓后记录的前高）随持仓路径
-    # 变化，掩码不可表达；见 builtin.py 该策略的注释
-    path_dependent = {"zig_breakout"}
-
     for name in get_registry().names():
-        if name in path_dependent:
-            continue
         strat_cls = get_registry().get(name).strategy_cls
         assert strat_cls.entry_exit_masks is not Base.entry_exit_masks, (
             f"{name} 未实现 entry_exit_masks，auto 将永远走逐 bar"

tests/unit/test_llm_history_store.py

@@ -31,18 +31,18 @@ class TestLlmHistoryStore:
     def test_context_roundtrip(self, store):
         store.add(
             _rec(
-                strategy="zig_breakout",
-                strategy_label="ZIG 右侧突破回补",
+                strategy="macd",
+                strategy_label="MACD 金叉",
                 symbol="600519",
                 category="DAY",
-                params={"zig_delta": 5.0, "confirm_pct": 2.0},
+                params={"short": 12, "long": 26},
                 start_date="2024-01-01",
                 end_date="2025-01-01",
             )
         )
         it = store.list_all()[0]
-        assert it.strategy == "zig_breakout" and it.symbol == "600519"
-        assert it.params == {"zig_delta": 5.0, "confirm_pct": 2.0}  # JSON 往返保真
+        assert it.strategy == "macd" and it.symbol == "600519"
+        assert it.params == {"short": 12, "long": 26}  # JSON 往返保真
         assert it.start_date == "2024-01-01"
 
     def test_corrupt_params_json_tolerated(self, store, tmp_path):

tests/unit/test_mytt_zig.py

@@ -1,66 +0,0 @@
-"""MyTT.ZIG 之字转向指标单元测试（借鉴 Fork 移植，v1.29）。
-
-覆盖：边界输入（空/单根/零阈值）、单调序列恒等、V 型反转拐点标定、
-阈值两种写法（5 与 0.05）等价、输出形状与有限性。
-"""
-
-from __future__ import annotations
-
-import numpy as np
-
-from easy_tdx.MyTT import ZIG
-
-
-def test_zig_empty_and_single():
-    assert ZIG(np.array([]), 10).size == 0
-    single = ZIG(np.array([42.0]), 10)
-    assert single.shape == (1,) and single[0] == 42.0
-
-
-def test_zig_zero_threshold_returns_self():
-    s = np.array([1.0, 5.0, 2.0, 8.0])
-    assert np.array_equal(ZIG(s, 0), s)
-
-
-def test_zig_monotonic_series_identity():
-    """单调序列无拐点，ZIG 退化为自身（RD 保留 3 位小数）。"""
-    line = np.linspace(1.0, 2.0, 50)
-    assert np.allclose(ZIG(line, 10), line, atol=1e-3)
-
-
-def test_zig_v_shape_trough():
-    """V 型反转：谷底被标为拐点，前后两段各自线性插值。"""
-    v = np.concatenate([np.linspace(100.0, 80.0, 30), np.linspace(80.0, 120.0, 40)])
-    z = ZIG(v, 5)
-    assert z.shape == v.shape
-    assert np.isfinite(z).all()
-    assert abs(z[0] - 100) < 0.01
-    assert abs(z[-1] - 120) < 0.01
-    # 谷底（两个 80 中的后者，上升段起点）被精确对齐
-    assert abs(z.min() - 80) < 0.01
-    assert abs(z[30] - 80) < 0.01
-    # 拐点间线性：下降段任意点是两端点的线性插值
-    assert abs(z[15] - (100 + 80) / 2) < 0.01
-
-
-def test_zig_threshold_forms_equivalent():
-    s = 100 + 10 * np.sin(np.arange(80) / 6.0)
-    assert np.allclose(ZIG(s, 5), ZIG(s, 0.05), atol=1e-9)
-
-
-def test_zig_zigzag_alternating_peaks():
-    """标准锯齿：每个预设峰谷都应成为拐点（ZIG 值在拐点处触及其价格）。"""
-    seg = [10.0, 13.0, 10.0, 13.0, 10.0, 13.0]  # ±30% 摆动，阈值 10% 必转向
-    s = np.array(seg)
-    z = ZIG(s, 10)
-    for i, price in enumerate(seg):
-        assert abs(z[i] - price) < 0.01, f"锯齿序列每根都是拐点: idx={i}"
-
-
-def test_zig_noisy_series_shape():
-    rng = np.random.default_rng(7)
-    s = 100 + np.cumsum(rng.normal(0, 1.5, 200))
-    z = ZIG(s, 12)
-    assert z.shape == s.shape
-    assert np.isfinite(z).all()
-    assert z.min() >= s.min() - 1e-3 and z.max() <= s.max() + 1e-3

tests/unit/test_zig_strategy.py

@@ -1,97 +0,0 @@
-"""zig_breakout 内置策略单元测试（借鉴 Fork 移植，v1.29）。
-
-覆盖：注册表登记与参数 schema、合成锯齿行情能产生交易、
-止损单挂在买入信号上（OCO bracket）、寻优预设网格登记。
-"""
-
-from __future__ import annotations
-
-import numpy as np
-import pandas as pd
-import pytest
-
-from easy_tdx.backtest.engine import BacktestEngine
-from easy_tdx.backtest.strategies import get_registry
-from easy_tdx.backtest.strategies.presets import STRATEGY_PRESETS
-
-
-def _zigzag_df(n: int = 300, seed: int = 42) -> pd.DataFrame:
-    """先跌后大涨再回调的合成行情（触发 ZIG 波谷启动与见顶清仓）。"""
-    rng = np.random.default_rng(seed)
-    trend = np.concatenate(
-        [
-            np.linspace(100, 80, n // 3),
-            np.linspace(80, 130, n * 2 // 5),
-            np.linspace(130, 110, n - n // 3 - n * 2 // 5),
-        ]
-    )
-    close = trend + rng.normal(0, 0.8, len(trend))
-    high = close + rng.uniform(0, 1.5, len(trend))
-    low = close - rng.uniform(0, 1.5, len(trend))
-    return pd.DataFrame(
-        {
-            "datetime": pd.date_range("2024-01-01", periods=len(trend), freq="B"),
-            "open": close + rng.normal(0, 0.3, len(trend)),
-            "high": high,
-            "low": low,
-            "close": close,
-            "vol": rng.integers(1e6, 5e6, len(trend)).astype(float),
-            "amount": close * 1e6,
-        }
-    )
-
-
-def test_registry_entry_and_params():
-    entry = get_registry().get("zig_breakout")
-    assert entry.label == "ZIG 右侧突破回补"
-    names = [p.name for p in entry.params]
-    assert names == ["zig_delta", "confirm_pct", "hhv_period", "stop_loss_pct"]
-    defaults = {p.name: p.default for p in entry.params}
-    assert defaults == {
-        "zig_delta": 10.0,
-        "confirm_pct": 2.0,
-        "hhv_period": 20,
-        "stop_loss_pct": 3.0,
-    }
-
-
-def test_build_validates_params():
-    entry = get_registry().get("zig_breakout")
-    inst = entry.build({"zig_delta": 5})
-    assert inst.p["zig_delta"] == 5.0 and inst.p["hhv_period"] == 20
-    with pytest.raises(ValueError):
-        entry.build({"zig_delta": -1})  # 低于 min_value
-
-
-def test_strategy_trades_and_bracket_stop():
-    entry = get_registry().get("zig_breakout")
-    result = BacktestEngine(entry.build(), cash=1_000_000).run(_zigzag_df())
-    assert len(result.trades) > 0
-    # 锯齿行情应至少出现一次 BUY（trades 为 DataFrame）
-    assert (result.trades["direction"] == "BUY").any()
-    assert (result.trades["direction"] == "SELL").any()
-
-
-def test_strategy_file_variant_loadable():
-    """strategies/zig_breakout.py 独立文件可供 --strategy-file 加载。"""
-    import importlib.util
-    from pathlib import Path
-
-    path = Path(__file__).resolve().parents[2] / "strategies" / "zig_breakout.py"
-    spec = importlib.util.spec_from_file_location("zig_file_test", path)
-    mod = importlib.util.module_from_spec(spec)
-    spec.loader.exec_module(mod)
-    result = BacktestEngine(mod.ZigBreakoutStrategy(), cash=1_000_000).run(_zigzag_df())
-    assert len(result.trades) > 0
-    assert (result.trades["direction"] == "BUY").any()
-
-
-def test_preset_grid_registered():
-    assert "zig_breakout" in STRATEGY_PRESETS
-    grid = STRATEGY_PRESETS["zig_breakout"]
-    assert "zig_delta" in grid and "confirm_pct" in grid
-    # 笛卡尔积不超过寻优器上限
-    n = 1
-    for vals in grid.values():
-        n *= len(vals)
-    assert n <= 200