brunoandClaude
b28e9aa308
- 移动调试脚本到 debug_scripts/ 目录 - 清理 Python 缓存文件和编译文件 - 添加综合数据调度器和相关文档 - 整理项目结构，提高代码可维护性 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <[email protected]>
50 lines
1.5 KiB
Python
50 lines
1.5 KiB
Python
#!/usr/bin/env python3
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import sys
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import os
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sys.path.append(os.path.dirname(os.path.abspath(__file__)))
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from strategy_validation.advanced_validator import AdvancedStrategyValidator, StrategyConfig
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from api.strategy_validation_api import triple_ma_strategy
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import pandas as pd
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import numpy as np
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from datetime import datetime, timedelta
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def main():
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print("调试策略验证器...")
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# 创建策略配置
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config = StrategyConfig(
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name="测试三均线策略",
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description="调试用",
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parameters={'ma5': 5, 'ma10': 10, 'ma20': 20, 'volume_threshold': 1.2},
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risk_params={'max_position_size': 0.20, 'stop_loss': 0.05, 'take_profit': 0.10}
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)
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# 创建验证器
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validator = AdvancedStrategyValidator(config)
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print("开始验证...")
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try:
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result = validator.comprehensive_validation(
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stock_codes=['000001.SZ'],
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start_date='2024-08-01',
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end_date='2025-08-01',
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strategy_func=triple_ma_strategy,
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save_results=False
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)
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print("验证成功!")
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print(f"总收益率: {result.total_return:.4f}")
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print(f"年化收益率: {result.annualized_return:.4f}")
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print(f"总交易数: {result.total_trades}")
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print(f"夏普比率: {result.sharpe_ratio:.4f}")
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print(f"胜率: {result.win_rate:.4f}")
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except Exception as e:
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print(f"验证失败: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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main() |