feat: CLI 对齐 WebUI/SDK 分析能力 — 一键参数寻优+策略列表+组合级WF/一条龙

CLI 此前缺失的三块补齐,引擎层复用现成实现(ParamGridOptimizer/
STRATEGY_PRESETS/evaluate_portfolio/PortfolioWalkForwardEngine),
CLI、Web API 与 Python SDK 三条通路能力对等:

- 新增 easy-tdx optimize 参数网格寻优命令:单策略网格搜索
  (--strategy 用预设网格或 --param 自定义),--all 一键寻优所有
  内置策略并按总收益率全局排名(对齐 WebUI /optimize 页与
  /backtest/optimize-all/run/async);--workers 进程级并行;
  策略名/参数名联网前前置校验快速失败
- optimizer 新增 optimize_all_strategies 规范实现(模块级 worker
  可 pickle、主进程解析 label、跨策略进程池并行、presets 可注入
  子集网格),CLI 与后续 Web 端共用
- 新增 easy-tdx strategies 内置策略列表命令(名称/参数默认值/
  预设网格/说明;--output json 与 GET /backtest/strategies 同构)
- portfolio 补 --evaluate(组合级一条龙)/ --wf(组合级 WF)/
  --auto-fees,输出与 WebUI /portfolio 页同构
- 测试新增 12 例(optimize 互斥/未知策略/未知参数校验、strategies
  表格与 JSON、portfolio 新旗标、optimize_all_strategies 排名序/
  skipped/JSON 原生类型);pytest 1611 通过、ruff/mypy 全绿
- 文档同步:README、docs/backtest_usage.md CLI 章节+目录、
  CHANGELOG 未发布小节、examples/20_cli/cli_examples.sh 补
  回测系列 §39-48(输出样例均为真实行情实测)
This commit is contained in:
Justin Gu
2026-09-04 12:17:36 +08:00
parent 9d2b0397bd
commit c8535e2596
9 changed files with 914 additions and 3 deletions
+113
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@@ -28,3 +28,116 @@ class TestBacktestCLI:
result = runner.invoke(backtest, ["SZ", "000001"])
assert result.exit_code == 1
assert "必须指定" in result.output or "错误" in result.output
class TestStrategiesCLI:
"""测试内置策略列表命令。"""
def test_table_output(self):
"""表格输出应包含注册表策略与预设网格信息。"""
from easy_tdx.backtest.cli import strategies
runner = CliRunner()
result = runner.invoke(strategies, [])
assert result.exit_code == 0
assert "内置策略" in result.output
assert "ma_cross" in result.output
assert "预设网格" in result.output
def test_json_output(self):
"""JSON 输出应为策略 schema 列表(含 preset_grid)。"""
import json
from easy_tdx.backtest.cli import strategies
runner = CliRunner()
result = runner.invoke(strategies, ["--output", "json"])
assert result.exit_code == 0
data = json.loads(result.output)
names = {entry["name"] for entry in data}
assert "ma_cross" in names
ma_cross = next(e for e in data if e["name"] == "ma_cross")
assert ma_cross["preset_grid"]["fast"]
assert all("default" in p for p in ma_cross["params"])
class TestOptimizeCLI:
"""测试参数寻优命令(校验逻辑,不联网)。"""
def test_help(self):
"""测试 --help 显示帮助。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["--help"])
assert result.exit_code == 0
assert "--strategy" in result.output
assert "--all" in result.output
assert "--param" in result.output
def test_strategy_and_all_mutually_exclusive(self):
"""--all 与 --strategy 同时指定应报错(联网之前快速失败)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001", "--strategy", "ma_cross", "--all"])
assert result.exit_code == 1
assert "二选一" in result.output
def test_missing_mode_fails(self):
"""--all 与 --strategy 都不指定应报错。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001"])
assert result.exit_code == 1
assert "二选一" in result.output
def test_unknown_strategy_fails(self):
"""未知策略名应报错并列出可选值(联网之前快速失败)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(optimize, ["SZ", "000001", "--strategy", "no_such_strat"])
assert result.exit_code == 1
assert "未知策略" in result.output
assert "ma_cross" in result.output
def test_unknown_param_fails(self):
"""--param 传不存在的参数名应报错(避免网格点被静默清空)。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(
optimize,
["SZ", "000001", "--strategy", "ma_cross", "--param", "no_such=5,10"],
)
assert result.exit_code == 1
assert "未知参数" in result.output
def test_malformed_param_fails(self):
"""--param 缺少等号应报错。"""
from easy_tdx.backtest.cli import optimize
runner = CliRunner()
result = runner.invoke(
optimize,
["SZ", "000001", "--strategy", "ma_cross", "--param", "fast"],
)
assert result.exit_code == 1
assert "错误" in result.output
class TestPortfolioCLIFlags:
"""测试组合回测命令的新增分析旗标。"""
def test_help_includes_evaluate_and_wf(self):
"""--help 应列出 --evaluate / --wf / --auto-fees。"""
from easy_tdx.backtest.cli import portfolio
runner = CliRunner()
result = runner.invoke(portfolio, ["--help"])
assert result.exit_code == 0
assert "--evaluate" in result.output
assert "--wf" in result.output
assert "--auto-fees" in result.output
+55
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@@ -215,3 +215,58 @@ class TestStrategyPresets:
for name, grid in STRATEGY_PRESETS.items():
size = math.prod(len(v) for v in grid.values()) if grid else 1
assert size <= 200, f"{name}: 预设网格 {size} 点超上限"
class TestOptimizeAllStrategies:
"""一键寻优所有内置策略."""
def test_ranking_sorted_and_labeled(self) -> None:
"""排名按 total_return 降序,best 是 ranking[0],附中文 label。"""
from easy_tdx.backtest.optimizer import optimize_all_strategies
presets = {
"ma_cross": {"fast": [5, 10], "slow": [20, 30]},
"donchian": {"n": [10, 20]},
}
report = optimize_all_strategies(_make_df(), presets=presets)
assert report["skipped"] == []
assert report["total_grid_points"] == sum(r["grid_points"] for r in report["ranking"])
returns = [r["total_return"] for r in report["ranking"]]
assert returns == sorted(returns, reverse=True)
assert report["best"] == report["ranking"][0]
for r in report["ranking"]:
assert r["strategy_label"]
assert set(r) >= {
"strategy",
"strategy_label",
"params",
"total_return",
"sharpe",
"max_drawdown",
"total_trades",
"win_rate",
"profit_factor",
"grid_points",
}
def test_unregistered_preset_skipped(self) -> None:
"""预设里指向未注册策略的条目应进 skipped,不中断整体寻优。"""
from easy_tdx.backtest.optimizer import optimize_all_strategies
presets = {
"ma_cross": {"fast": [5], "slow": [20]},
"no_such_strat": {"n": [10]},
}
report = optimize_all_strategies(_make_df(), presets=presets)
assert report["skipped"] == ["no_such_strat"]
assert [r["strategy"] for r in report["ranking"]] == ["ma_cross"]
def test_json_native_values(self) -> None:
"""结果应为 JSON 原生类型(可直供 CLI/REST 序列化)。"""
import json
from easy_tdx.backtest.optimizer import optimize_all_strategies
presets = {"ma_cross": {"fast": [5, 10], "slow": [20]}}
report = optimize_all_strategies(_make_df(), presets=presets)
json.dumps(report, allow_nan=False) # NaN/Inf 抛 ValueError