fix(portfolio): 基准曲线恒空根因=bullet_trade 0.9.x BacktestEngine(benchmark=)构造参数收而不用,须set_benchmark()设全局settings(VPS冒烟实测benchmark_data恒None);run前显式设,幂等 [vps]
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@@ -223,11 +223,18 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
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我们把策略类包成 initialize 函数:initialize 闭包挂 run_daily 等。
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"""
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from bullet_trade import BacktestEngine # type: ignore
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from bullet_trade.core.settings import set_benchmark as bt_set_benchmark # type: ignore
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from bullet_trade.data.api import set_data_provider # type: ignore
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provider = build_provider(args.provider, args.provider_config)
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set_data_provider(provider)
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# bullet_trade 0.9.x: BacktestEngine(benchmark=) 构造参数不生效(构造器收而不用),
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# 引擎只认 set_benchmark() 设的全局 settings → 必须显式设,否则 benchmark_data
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# 恒 None(VPS 冒烟实测:基准曲线空)。每次 run 都设,幂等。
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if getattr(args, "benchmark", ""):
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bt_set_benchmark(args.benchmark)
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# 占位策略:initialize 里把 self(strategy)挂到聚宽风格定时器
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holder: Dict[str, Any] = {}
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