重构回测代码架构，新增批量回测功能

backtest_command.py

@@ -0,0 +1,120 @@
+#!/usr/bin/env python3
+import argparse
+import sys
+
+import tabulate
+
+import backtest_core
+
+
+def parse_arguments():
+    parser = argparse.ArgumentParser(description="量化回测工具", formatter_class=argparse.RawDescriptionHelpFormatter)
+
+    parser.add_argument("--codes", type=str, nargs="+", required=True, help="股票代码列表 (如: 000001.SZ 600000.SH)", )
+    parser.add_argument("--start-date", type=str, required=True, help="回测开始日期 (格式: YYYY-MM-DD)", )
+    parser.add_argument("--end-date", type=str, required=True, help="回测结束日期 (格式: YYYY-MM-DD)", )
+    parser.add_argument("--strategy-file", type=str, required=True, help="策略文件路径 (如: strategy.py)", )
+    parser.add_argument("--cash", type=float, default=100000, help="初始资金 (默认: 100000)", )
+    parser.add_argument("--commission", type=float, default=0.002, help="手续费率 (默认: 0.002)", )
+    parser.add_argument("--warmup-days", type=int, default=365, help="预热天数 (默认: 365，约一年)", )
+    parser.add_argument("--output-dir", type=str, default=None, help="HTML 图表输出目录 (可选，为每个股票生成 {code}.html)", )
+
+    return parser.parse_args()
+
+
+def format_single_result(result: backtest_core.BacktestResult):
+    print("=" * 60)
+    print(f"股票代码: {result.code}")
+    print("=" * 60)
+
+    indicator_mapping = {
+        "最终收益": f"{result.equity_final:.2f}",
+        "峰值收益": f"{result.equity_peak:.2f}",
+        "总收益率（%）": f"{result.return_pct:.2f}",
+        "买入并持有收益率（%）": f"{result.buy_hold_return_pct:.2f}",
+        "年化收益率（%）": f"{result.return_ann_pct:.2f}",
+        "年化波动率（%）": f"{result.volatility_ann_pct:.2f}",
+        "索提诺比率": f"{result.sortino_ratio:.2f}",
+        "卡尔玛比率": f"{result.calmar_ratio:.2f}",
+        "最大回撤（%）": f"{result.max_drawdown_pct:.2f}",
+        "平均回撤（%）": f"{result.avg_drawdown_pct:.2f}",
+        "最大回撤持续时长": f"{result.max_drawdown_duration:.0f} 天",
+        "平均回撤持续时长": f"{result.avg_drawdown_duration:.0f} 天",
+        "总交易次数": f"{result.num_trades:.0f}",
+        "胜率（%）": f"{result.win_rate_pct:.2f}",
+        "系统质量数": f"{result.sqn:.2f}",
+    }
+
+    for name, value in indicator_mapping.items():
+        print(f"{name}: {value}")
+
+    print("=" * 60)
+
+
+def format_batch_results(results: list[backtest_core.BacktestResult]):
+    table_data = []
+    for result in results:
+        table_data.append(
+            [
+                result.code,
+                f"{result.return_pct:.2f}",
+                f"{result.buy_hold_return_pct:.2f}",
+                f"{result.return_ann_pct:.2f}",
+                f"{result.volatility_ann_pct:.2f}",
+                f"{result.win_rate_pct:.2f}",
+                f"{result.max_drawdown_pct:.2f}",
+                f"{result.sortino_ratio:.2f}",
+                f"{result.num_trades:.0f}",
+                f"{result.sqn:.2f}",
+            ]
+        )
+
+    headers = [
+        "股票代码",
+        "收益率%",
+        "买入持有%",
+        "年化收益%",
+        "年化波动%",
+        "胜率%",
+        "最大回撤%",
+        "索提诺比率",
+        "交易次数",
+        "SQN",
+    ]
+    print(tabulate.tabulate(table_data, headers=headers, tablefmt="grid"))
+
+
+def main():
+    args = parse_arguments()
+
+    try:
+        results = backtest_core.run_batch_backtest(
+            codes=args.codes,
+            start_date=args.start_date,
+            end_date=args.end_date,
+            strategy_file=args.strategy_file,
+            cash=args.cash,
+            commission=args.commission,
+            warmup_days=args.warmup_days,
+            output_dir=args.output_dir,
+            show_progress=True,
+        )
+
+        if len(results) == 1:
+            format_single_result(results[0])
+        else:
+            format_batch_results(results)
+
+        if args.output_dir:
+            print(f"\n图表已保存到: {args.output_dir}/")
+
+    except Exception as e:
+        print(f"\n错误: {e}")
+        import traceback
+
+        traceback.print_exc()
+        sys.exit(1)
+
+
+if __name__ == "__main__":
+    main()