""" Strategy backtesting engine for A-share stocks. Supports: - Predefined strategies (MA crossover, momentum, mean reversion, etc.) - Custom entry/exit rules - Multi-strategy comparison - Performance metrics (returns, drawdown, Sharpe, win rate) Usage: python3 backtest_engine.py """ import sys import json def run(strategy_name=None, entry_rule=None, exit_rule=None, universe="hs300", symbols=None, start_date="20210101", end_date="20251231"): """Run a single backtest. Stub - to be implemented.""" return json.dumps({ "status": "stub", "message": f"Backtest (strategy={strategy_name or 'custom'}, universe={universe}) — not yet implemented", "metrics": { "cumulative_return": None, "annualized_return": None, "win_rate": None, "max_drawdown": None, "sharpe_ratio": None, "benchmark_return": None, }, }, ensure_ascii=False) def predefined(): """List available predefined strategies.""" strategies = [ { "name": "ma_cross", "description": "MA Golden Cross: buy when 20-day MA crosses above 60-day MA", "params": {"fast": 20, "slow": 60}, }, { "name": "momentum_breakout", "description": "Momentum Breakout: buy when price breaks 20-day high with volume > 1.5x avg", "params": {"lookback": 20, "volume_multiplier": 1.5}, }, { "name": "mean_reversion", "description": "Mean Reversion: buy when price deviates >2 std below 20-day MA, sell at MA", "params": {"ma_period": 20, "std_dev": 2}, }, { "name": "turtle", "description": "Turtle Trading: breakout of 20-day high, exit at 10-day low", "params": {"entry_period": 20, "exit_period": 10}, }, ] return json.dumps({"strategies": strategies}, ensure_ascii=False) def compare(strategies, universe="hs300", start_date="20210101", end_date="20251231"): """Compare multiple strategies. Stub - to be implemented.""" return json.dumps({ "status": "stub", "message": f"Strategy comparison ({strategies}) — not yet implemented", "comparison": [], }, ensure_ascii=False) FUNCTIONS = { "run": run, "predefined": predefined, "compare": compare, } if __name__ == "__main__": if len(sys.argv) < 2: print("Usage: backtest_engine.py [json_args]") sys.exit(1) func_name = sys.argv[1] args = json.loads(sys.argv[2]) if len(sys.argv) > 2 else {} if func_name not in FUNCTIONS: print(f"Unknown function: {func_name}") sys.exit(1) result = FUNCTIONS[func_name](**args) print(result)