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优化代码风格

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This commit is contained in:
兰缘小妖
2026-01-28 09:54:38 +08:00
parent 5cc140259e
commit a2a261769b
2 changed files with 17 additions and 43 deletions
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47
backtest.py
View File

@@ -135,40 +135,19 @@ def parse_arguments():
返回:
args: 命名空间对象
"""
parser = argparse.ArgumentParser(
description="量化回测工具", formatter_class=argparse.RawDescriptionHelpFormatter
)
parser = argparse.ArgumentParser(description="量化回测工具", formatter_class=argparse.RawDescriptionHelpFormatter)
# 必需参数
parser.add_argument(
"--code", type=str, required=True, help="股票代码 (如: 000001.SZ)"
)
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("--code", type=str, required=True, help="股票代码 (如: 000001.SZ)")
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)", )
# 可选参数
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(
"--output", type=str, default=None, help="HTML 输出文件路径 (可选)"
)
parser.add_argument(
"--warmup-days", type=int, default=365, help="预热天数 (默认: 365，约一年）"
)
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("--output", type=str, default=None, help="HTML 输出文件路径 (可选)")
parser.add_argument("--warmup-days", type=int, default=365, help="预热天数 (默认: 365，约一年）")
return parser.parse_args()
@@ -255,21 +234,17 @@ def main():
data = load_data_from_db(args.code, args.start_date, args.end_date)
print(f"数据加载完成，共 {len(data)} 条记录")
# 截取预热数据
warmup_data = data.iloc[-args.warmup_days:]
print(f"使用预热数据范围: {warmup_data.index[0]} ~ {warmup_data.index[-1]}")
# 加载策略
calculate_indicators, strategy_class = load_strategy(args.strategy_file)
# 计算指标
warmup_data = calculate_indicators(warmup_data)
data = calculate_indicators(data)
# 执行回测
from backtesting import Backtest
bt = Backtest(
warmup_data,
data,
strategy_class,
cash=args.cash,
commission=args.commission,

13
strategies/macd_strategy.py
View File

@@ -38,7 +38,7 @@ def calculate_indicators(data):
返回:
DataFrame, 添加了指标列:
- dif: MACD 线 (dif)
- macd: MACD 线 (macd)
- signal: MACD 信号线 (DEA)
- hist: MACD 柱状图 (Histogram)
- ema: 日指数移动平均线
@@ -49,7 +49,7 @@ def calculate_indicators(data):
# talib.MACD 返回三个值: (macd, macdsignal, macdhist)
macd, macdsignal, macdhist = talib.MACD(data["Close"], fastperiod=10, slowperiod=20, signalperiod=9)
data["dif"] = macd
data["macd"] = macd
data["signal"] = macdsignal
data["hist"] = macdhist
@@ -92,10 +92,10 @@ class MacdTrendStrategy(Strategy):
注册指标到 backtesting 框架
"""
# 注册 MACD 线
self.macd = self.I(lambda x: x, self.data.dif)
self.macd = self.I(lambda x: x, self.data.macd)
# 注册 MACD 信号线
self.macd_signal = self.I(lambda x: x, self.data.signal)
self.signal = self.I(lambda x: x, self.data.signal)
# 注册 EMA 趋势线
self.ema = self.I(lambda x: x, self.data.ema)
@@ -113,12 +113,11 @@ class MacdTrendStrategy(Strategy):
- 或价格 < EMA (趋势转向，强制平仓)
"""
# 买入条件: MACD 金叉 AND 价格 > EMA
if crossover(self.macd, self.macd_signal) and self.data.Close[-1] > self.ema[-1]:
self.position.close() # 先平掉现有仓位
if crossover(self.macd, self.signal) and self.data.Close[-1] > self.ema[-1]:
self.buy() # 开多仓
# 卖出条件: MACD 死叉 OR 价格 < EMA
elif crossover(self.macd_signal, self.macd) or self.data.Close[-1] < self.ema[-1]:
elif crossover(self.signal, self.macd) or self.data.Close[-1] < self.ema[-1]:
self.position.close() # 平掉多仓