claude_dev
510f77e6ea
- BacktestResult 加 id；save_result 设 result.id=lastrowid（修 get_result bug） - runner._on_done 用 result.id（getattr 兜底 FactorReport） - cta_engine 构建 equity_curve/trades DataFrame；save 传 file_dir - result_store parquet→JSON（去 pyarrow 依赖，本机/容器都稳） - 16 tests passed
39 lines
1.2 KiB
Python
39 lines
1.2 KiB
Python
"""Diagnostic: confirm multi-symbol factor analysis produces real IC on real data.
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Guarded entry for spawn-friendly multiprocessing. Throwaway."""
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import sys
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import os
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import traceback
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_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "vnpy_v4.4.0"))
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_REPO = os.path.dirname(_VNPY_SRC)
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for _p in (_REPO, _VNPY_SRC):
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if _p not in sys.path:
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sys.path.insert(0, _p)
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def main():
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import sanguo_factor # registers built-in factors
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from sanguo_factor.registry import get_factor
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from sanguo_factor.analyzer import run_factor_analysis
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from sanguo_data.config import load_config
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print("ma5 registered:", get_factor("ma5") is not None)
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cfg = load_config("/app/config/data_platform.yaml")
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symbols = ["600000", "000001", "300750"] # multi-symbol for cross-section
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print(f"symbols={symbols} range=2024-01-01..2024-06-30")
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try:
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report = run_factor_analysis(
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symbols, ["ma5"], "2024-01-01", "2024-06-30", cfg,
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output_dir="/tmp/diag_factor",
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)
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print("=== ic_summary ===")
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print(report.ic_summary)
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print("=== report_paths ===")
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print(report.report_paths)
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except Exception:
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traceback.print_exc()
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if __name__ == "__main__":
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main()
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