Initial commit: A-share stock analysis project with screening, backtesting, and multi-factor analysis tools

2026-07-01 06:39:40 +00:00
commit d80c208004
19 changed files with 1542 additions and 0 deletions
@@ -0,0 +1,53 @@
+import { tool } from "@opencode-ai/plugin";
+import path from "path";
+
+const SCRIPTS_DIR = (ctx: { worktree: string }) =>
+  path.join(ctx.worktree, "scripts");
+
+async function runPython(
+  ctx: { worktree: string },
+  fn: string,
+  args: Record<string, unknown>,
+): Promise<string> {
+  const scriptPath = path.join(SCRIPTS_DIR(ctx), "backtest_engine.py");
+  const argsJson = JSON.stringify(args);
+  const result = await Bun.$`python3 ${scriptPath} ${fn} ${argsJson}`.text();
+  return result.trim();
+}
+
+export const run = tool({
+  description: "Run a backtest for a trading strategy on specified stock universe and period",
+  args: {
+    strategy_name: tool.schema.string().optional().describe("Name of a predefined strategy, or omit to use custom rules"),
+    entry_rule: tool.schema.string().optional().describe("Custom entry condition (Python expression using df columns like close, ma20, ma60, volume, etc.)"),
+    exit_rule: tool.schema.string().optional().describe("Custom exit condition (Python expression) or 'stop_loss:0.05,take_profit:0.15,max_hold:20'"),
+    universe: tool.schema.enum(["hs300", "zz500", "all", "custom"]).default("hs300").describe("Stock universe to test on"),
+    symbols: tool.schema.string().optional().describe("Comma-separated stock codes for custom universe"),
+    start_date: tool.schema.string().default("20210101").describe("Start date YYYYMMDD"),
+    end_date: tool.schema.string().default("20251231").describe("End date YYYYMMDD"),
+  },
+  async execute(args, context) {
+    return runPython(context, "run", args);
+  },
+});
+
+export const predefined = tool({
+  description: "List all predefined backtest strategies with descriptions",
+  args: {},
+  async execute(args, context) {
+    return runPython(context, "predefined", args);
+  },
+});
+
+export const compare = tool({
+  description: "Compare multiple predefined strategies on the same universe and period",
+  args: {
+    strategies: tool.schema.string().describe("Comma-separated strategy names to compare"),
+    universe: tool.schema.enum(["hs300", "zz500", "all"]).default("hs300").describe("Stock universe"),
+    start_date: tool.schema.string().default("20210101").describe("Start date YYYYMMDD"),
+    end_date: tool.schema.string().default("20251231").describe("End date YYYYMMDD"),
+  },
+  async execute(args, context) {
+    return runPython(context, "compare", args);
+  },
+});