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