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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)
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@@ -215,3 +215,58 @@ class TestStrategyPresets:
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for name, grid in STRATEGY_PRESETS.items():
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size = math.prod(len(v) for v in grid.values()) if grid else 1
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assert size <= 200, f"{name}: 预设网格 {size} 点超上限"
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class TestOptimizeAllStrategies:
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"""一键寻优所有内置策略."""
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def test_ranking_sorted_and_labeled(self) -> None:
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"""排名按 total_return 降序,best 是 ranking[0],附中文 label。"""
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from easy_tdx.backtest.optimizer import optimize_all_strategies
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presets = {
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"ma_cross": {"fast": [5, 10], "slow": [20, 30]},
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"donchian": {"n": [10, 20]},
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}
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report = optimize_all_strategies(_make_df(), presets=presets)
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assert report["skipped"] == []
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assert report["total_grid_points"] == sum(r["grid_points"] for r in report["ranking"])
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returns = [r["total_return"] for r in report["ranking"]]
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assert returns == sorted(returns, reverse=True)
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assert report["best"] == report["ranking"][0]
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for r in report["ranking"]:
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assert r["strategy_label"]
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assert set(r) >= {
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"strategy",
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"strategy_label",
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"params",
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"total_return",
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"sharpe",
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"max_drawdown",
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"total_trades",
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"win_rate",
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"profit_factor",
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"grid_points",
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}
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def test_unregistered_preset_skipped(self) -> None:
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"""预设里指向未注册策略的条目应进 skipped,不中断整体寻优。"""
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from easy_tdx.backtest.optimizer import optimize_all_strategies
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presets = {
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"ma_cross": {"fast": [5], "slow": [20]},
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"no_such_strat": {"n": [10]},
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}
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report = optimize_all_strategies(_make_df(), presets=presets)
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assert report["skipped"] == ["no_such_strat"]
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assert [r["strategy"] for r in report["ranking"]] == ["ma_cross"]
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def test_json_native_values(self) -> None:
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"""结果应为 JSON 原生类型(可直供 CLI/REST 序列化)。"""
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import json
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from easy_tdx.backtest.optimizer import optimize_all_strategies
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presets = {"ma_cross": {"fast": [5, 10], "slow": [20]}}
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report = optimize_all_strategies(_make_df(), presets=presets)
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json.dumps(report, allow_nan=False) # NaN/Inf 抛 ValueError
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