claude_dev b50a0f97be feat(backtest): metrics模块—empyrical算10指标+5时序(聚宽同源口径)

2026-07-11 13:27:44 +08:00

..

__init__.py

feat(backtest): result_store SQLite+parquet 结果存储

2026-07-06 10:43:41 +08:00

conftest.py

feat(backtest): result_store SQLite+parquet 结果存储

2026-07-06 10:43:41 +08:00

test_cta_engine.py

feat(backtest): 接真实 CTA 策略跑通端到端回测（DoubleMaStrategy on 600000）

2026-07-06 23:33:24 +08:00

test_cta_optimizer.py

feat(backtest): cta_optimizer run_optimization wrapper

2026-07-06 11:11:32 +08:00

test_metrics.py

feat(backtest): metrics模块—empyrical算10指标+5时序(聚宽同源口径)

2026-07-11 13:27:44 +08:00

test_result_store.py

fix(backtest): result_id 用 DB 行 id + equity/trades 落 JSON（S1.1+S1.2）

2026-07-07 06:06:10 +08:00