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shy3130
918c7ade7e
- 策略: 引擎只加载 data/strategies/{custom,ai,composite} 与研究模板目录,
原 25 个内置策略一次性迁移为用户自定义文件(ID 不变, 引用零迁移);
研究模板移至 app/strategy/research, 打包 spec 同步; 新装环境策略库为空
- 信号: 管线不再硬编码任何信号表达式; 涨跌停判定价成为运行时列
limit_up_price/limit_down_price(生效价∓0.005 容差), 20 个信号转为
data/user_data/custom_signals 定义(显式 column 沿用 signal_* 原列名);
依赖解析/注入顺序/当日路径 prev-join 全部定义驱动; 语义统一为历史路径
口径(顺带修正当日路径 BOLL 比较符与翘板/炸板空值两处既有偏差)
- 前端: 信号库单列表(全部可编辑), SignalPicker/监控选项/信号标签全走
定义接口; 回测页新增免责声明(模拟性质/数据源准确性不作保证/不构成
投资建议)
- 测试: 25 个策略夹具与 20 个信号种子入库 tests/fixtures, 受影响测试
全部自包含化(不依赖运行目录用户数据); 77 万行 MA 死叉新旧表达式对拍
逐行一致; 回测实跑 45 笔卖点信号出场验证矩阵链路
- 同批包含工作区既有进度: 策略结果 ext 列同日投影修复(含测试)、数据源插件、fuyao/auth/api_gateway/data_integrity 调整、README 信号库
描述与 strategy.md 导入路径补充
验证: 后端 2592 passed(空数据目录 CI 模拟 2588 passed, 4 例为模拟环境
伪影复验排除); 前端 vitest 125 passed + tsc 0 错 + vite build 通过
46 lines
1.4 KiB
Python
46 lines
1.4 KiB
Python
from __future__ import annotations
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import importlib.util
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from datetime import date
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from pathlib import Path
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import polars as pl
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from app.backtest.matrix import build_market_data_matrix
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_FIXTURES = Path(__file__).resolve().parents[1] / "tests" / "fixtures" / "strategies"
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def _load_fixture(name: str):
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spec = importlib.util.spec_from_file_location(f"{name}_fixture", _FIXTURES / f"{name}.py")
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mod = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(mod)
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return mod
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high_turnover_surge = _load_fixture("high_turnover_surge")
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def test_high_turnover_surge_uses_percent_value_turnover_rate():
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panel = pl.DataFrame({
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"symbol": ["low", "hit", "low", "hit"],
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"date": [date(2024, 1, 2), date(2024, 1, 2), date(2024, 1, 3), date(2024, 1, 3)],
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"open": [100.0, 100.0, 104.0, 104.0],
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"high": [100.0, 100.0, 104.0, 104.0],
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"low": [100.0, 100.0, 104.0, 104.0],
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"close": [100.0, 100.0, 104.0, 104.0],
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"volume": [1000.0, 1000.0, 1000.0, 1000.0],
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"turnover_rate": [4.9, 5.1, 4.9, 5.1],
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})
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market = build_market_data_matrix(panel, field_columns={"turnover_rate"})
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signals = high_turnover_surge.MATRIX_STRATEGY.compute_signals(
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market,
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{"min_turnover": 5.0, "min_change": 3.0},
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)
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selected = [
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symbol
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for symbol, hit in zip(market.symbols, signals.entry[-1], strict=True)
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if hit
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]
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assert selected == ["hit"]
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