30 lines
1.1 KiB
Python
30 lines
1.1 KiB
Python
"""补跑 XAUUSD 单品种回测（仓库无 best_XAUUSD.json）。"""
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import json
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import sys
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).parent))
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from scan_all_factors import solo_backtest
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CANDIDATES = [
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("precious_metals_v1", "strategies/precious_metals_v1.json", "formula_tokens"),
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("best_precious_metals", "strategies/best_precious_metals.json", "formula"),
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("XAG_formula_on_XAU", "strategies/best_XAGUSD.json", "formula"),
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]
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print("\nXAUUSD solo backtest (returns-only)\n")
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print(f"{'strategy':<28} {'ann%':>8} {'sharpe':>8} {'valid':>6}")
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print("-" * 56)
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results = []
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for name, path, key in CANDIDATES:
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data = json.load(open(path, encoding="utf-8"))
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formula = data.get(key) or data.get("formula") or data.get("formula_tokens")
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bt = solo_backtest([int(t) for t in formula], "XAUUSD")
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tag = "YES" if bt.get("valid") else "NO"
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print(f"{name:<28} {bt['ann_ret']*100:>8.2f} {bt['sharpe']:>8.3f} {tag:>6}")
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results.append({"name": name, "symbol": "XAUUSD", **bt})
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out = Path("backtest_output/xauusd_scan.json")
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out.write_text(json.dumps(results, indent=2), encoding="utf-8")
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print(f"\n-> {out}")
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