mirror of
https://github.com/silencesdg/mt5_python_ea_suite.git
synced 2026-08-01 05:07:43 +00:00
47 lines
1.3 KiB
Python
47 lines
1.3 KiB
Python
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""回测入口 — python -m run.backtest"""
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import sys
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import os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from core.utils import get_rates, initialize, shutdown
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from execution.backtest import BacktestEngine
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from config import SYMBOL, TIMEFRAME, BACKTEST_COUNT, BACKTEST_START_DATE, BACKTEST_END_DATE, USE_DATE_RANGE
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from logger import logger
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def main():
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print("=" * 60)
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print("MT5 智能交易系统 - 回测")
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print("=" * 60)
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try:
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initialize()
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if USE_DATE_RANGE:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT,
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BACKTEST_START_DATE, BACKTEST_END_DATE)
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else:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
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shutdown()
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if rates is None or len(rates) == 0:
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logger.error("未能获取历史数据，回测终止。")
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return
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logger.info(f"获取数据: {len(rates)} 条")
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engine = BacktestEngine(use_dynamic_weights=False)
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summary = engine.run(rates)
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print(f"\n回测完成！总盈亏: ${summary.get('total_profit_loss', 0):.2f}")
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except Exception as e:
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import traceback
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logger.error(f"回测出错: {e}")
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traceback.print_exc()
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if __name__ == "__main__":
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main()
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