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