aeroxw/easy_tdx_max
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easy_tdx_max/tests/golden/backtest_metrics.json
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GitHub 4bd5b5d833 release: v1.29.0 — 借鉴社区 Fork 六项特性：ZIG 策略 + 交易时段感知刷新 + 120M K 线 + 逐 bar 衍生字段 + 159 龙头池 + 多 Provider LLM 直连 
- ZIG 右侧突破回补策略：MyTT 新增 ZIG 之字转向（未来函数，含前视偏差警示）；
  波谷启动建仓挂硬止损（OCO）→ 见顶清仓记前高 → 右侧突破回补；路径依赖不实现
  entry_exit_masks（向量化守护测试白名单）；含寻优预设网格与 --strategy-file 独立文件
- 交易时段感知刷新：realtime/session.py（09:15~11:30:30 / 13:00~15:05）+
  GET /market/session；看板 30/60/120s 轮询休市自动暂停（三态状态栏 + 开关持久化
  + 手动刷新不受限）；SSE/WS 既有会话语义不动
- 120 分钟 K 线：/bars?category=MIN_120（MAC 原生 Period.MINS×120 优先，
  2×60M 相邻聚合兜底，标准客户端上限 400 根）；前端周期选择器同步
- 逐 bar 衍生字段：/bars 与 /bars/index 附带 pre_close/change/change_pct/
  amplitude_pct（pre_close≤0.01 兜底防除零）
- 159 只核心龙头池：数据资产取自 Fork（东财全行业龙头名单，四组分层）；
  universe=core 接入 screen scan / SignalScanner / StrengthRanker / market strength；
  GET /market/core-leaders + WebUI「龙头池」页（搜索/个股详情）
- 多 Provider LLM 直连：easy_tdx.ai + /llm/*（DeepSeek/通义/智谱/Kimi/MiniMax/
  OpenAI/Claude/Ollama/自定义，openai 兼容 + anthropic 原生双协议）；
  配置落盘 ~/.easy_tdx/llm.json（WebUI「AI 设置」页 ⇆ 手工编辑双向兼容，
  文件>环境变量>预设；key 脱敏回显/CLEAR 清除）；「AI 解读」后台任务化
  （复用 task_runner，提交+轮询，不占 HTTP 连接）；思考型模型空白正文防御
  （reasoning_content 耗尽 max_tokens → 可操作报错；默认 16000）；
  AI 解读历史页（自动归档 Prompt/正文/策略上下文 + 去回测带参引导）
- WebUI 加固：SPA fallback 对未知 /api/* 返回 JSON 404（不再 200 HTML 伪装解析错）；
  index.html 一律 Cache-Control: no-store（防缓存旧资源引用）；路由兜底重定向；
  全局风险提示常驻底栏 + 龙头池/AI 解读针对性免责声明
- 测试：新增 9 个单测文件共 59 例；黄金基线仅新增 zig_breakout 条目（其余零漂移）；
  全量 1448 例通过
2026-09-02 20:19:17 +08:00

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{
"benchmark_comparison": {
"alpha": -0.07509968942791662,
"beta": 0.52345815483129,
"information_ratio": -0.4168372094924506,
"tracking_error": 0.1915582998133785
},
"buy_hold": {
"annual_return": -0.02751052343019722,
"calmar": -0.10790264140303352,
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"sharpe": -0.07276274597183686,
"total_return": -0.043207472350363485,
"volatility": 0.2753412305613209
},
"meta": {
"bars": 400,
"cash": 100000.0,
"note": "regen: EASY_TDX_REGEN_GOLDEN=1 pytest tests/unit/test_golden_backtest.py",
"seed": 20260902,
"tolerance": {
"abs": 1e-06,
"rel": 1e-06
}
},
"rules": {
"bracket_pct": {
"total_return": 0.06621316999999993,
"total_trades": 1,
"trades": [
[
"BUY",
10.3,
20240102
],
[
"SELL",
11.0,
20240105
]
]
},
"stop_loss": {
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"total_trades": 1,
"trades": [
[
"BUY",
10.2,
20240102
],
[
"SELL",
9.0,
20240108
]
]
},
"take_profit": {
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"total_trades": 1,
"trades": [
[
"BUY",
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20240102
],
[
"SELL",
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20240105
]
]
},
"trailing_stop": {
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"trades": [
[
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20240102
],
[
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20240112
]
]
}
},
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}
}
}
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