优化命令行输出效果

backtest.py

@@ -210,51 +210,54 @@ def print_stats(stats):
     print("回测结果")
     print("=" * 60)
 
-    # 基本指标
+    indicator_name_mapping = {
-    metrics = [
+        # 'Start': '回测开始时间',
-        ("Return (%)", "总收益率", "Return [%]"),
+        # 'End': '回测结束时间',
-        ("Return", "总收益", "Return"),
+        # 'Duration': '回测持续时长',
-        ("Sharpe Ratio", "夏普比率", "Sharpe Ratio"),
+        # 'Exposure Time [%]': '持仓时间占比（%）',
-        ("Sortino Ratio", "索提诺比率", "Sortino Ratio"),
+        'Equity Final [$]': '最终收益',
-        ("Calmar Ratio", "卡尔玛比率", "Calmar Ratio"),
+        'Equity Peak [$]': '峰值收益',
-        ("Max Drawdown (%)", "最大回撤 (%)", "Max. Drawdown [%]"),
+        'Return [%]': '总收益率（%）',
-        ("Avg Drawdown (%)", "平均回撤 (%)", "Avg. Drawdown [%]"),
+        'Buy & Hold Return [%]': '买入并持有收益率（%）',
-        ("Max Drawdown Duration", "最大回撤持续天数", "Max. Drawdown Duration"),
+        'Return (Ann.) [%]': '年化收益率（%）',
-        ("Avg Drawdown Duration", "平均回撤持续天数", "Avg. Drawdown Duration"),
+        'Volatility (Ann.) [%]': '年化波动率（%）',
-    ]
+        # 'CAGR [%]': '复合年均增长率（%）',
-
+        # 'Sharpe Ratio': '夏普比率',
-    for key, cn_name, en_name in metrics:
+        'Sortino Ratio': '索提诺比率',
-        try:
+        'Calmar Ratio': '卡尔玛比率',
-            value = getattr(stats, key, None)
+        # 'Alpha [%]': '阿尔法系数（%）',
-            if value is not None:
+        # 'Beta': '贝塔系数',
-                formatted = format_value(value, cn_name, key)
+        'Max. Drawdown [%]': '最大回撤（%）',
-                print(f"{cn_name:20s}: {formatted}")
+        'Avg. Drawdown [%]': '平均回撤（%）',
-        except Exception:
+        'Max. Drawdown Duration': '最大回撤持续时长',
-            pass
+        'Avg. Drawdown Duration': '平均回撤持续时长',
-
+        '# Trades': '总交易次数',
-    print()
+        'Win Rate [%]': '胜率（%）',
-
+        # 'Best Trade [%]': '最佳单笔交易收益率（%）',
-    # 交易统计
+        # 'Worst Trade [%]': '最差单笔交易收益率（%）',
-    trade_metrics = [
+        # 'Avg. Trade [%]': '平均单笔交易收益率（%）',
-        ("# Trades", "总交易次数", "# Trades"),
+        # 'Max. Trade Duration': '单笔交易最长持有时长',
-        ("Win Rate [%]", "胜率 (%)", "Win Rate [%]"),
+        # 'Avg. Trade Duration': '单笔交易平均持有时长',
-        ("Best Trade", "最佳交易", "Best Trade"),
+        # 'Profit Factor': '盈利因子',
-        ("Worst Trade", "最差交易", "Worst Trade"),
+        # 'Expectancy [%]': '期望收益（%）',
-        ("Avg Trade", "平均交易", "Avg. Trade"),
+        'SQN': '系统质量数',
-        ("Avg Win Trade", "平均盈利交易", "Avg. Win Trade"),
+        # 'Kelly Criterion': '凯利准则',
-        ("Avg Loss Trade", "平均亏损交易", "Avg. Loss Trade"),
+    }
-        ("Profit Factor", "盈利因子", "Profit Factor"),
+    for k, v in stats.items():
-        ("Expectancy", "期望值", "Expectancy"),
+        if k in indicator_name_mapping:
-    ]
+            cn_name = indicator_name_mapping.get(k, k)
-
+            if isinstance(v, (int, float)):
-    for key, cn_name, en_name in trade_metrics:
+                if "%" in cn_name or k in ['Sharpe Ratio', 'Sortino Ratio', 'Calmar Ratio', 'Profit Factor']:
-        try:
+                    formatted_value = f"{v:.2f}"
-            value = getattr(stats, key, None)
+                elif "$" in cn_name:
-            if value is not None:
+                    formatted_value = f"{v:.2f}"
-                formatted = format_value(value, cn_name, key)
+                elif "次数" in cn_name:
-                print(f"{cn_name:20s}: {formatted}")
+                    formatted_value = f"{v:.0f}"
-        except Exception:
+                else:
-            pass
+                    formatted_value = f"{v:.4f}"
+            else:
+                formatted_value = str(v)
+            print(f'{cn_name}: {formatted_value}')
 
     print("=" * 60 + "\n")