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初始化回测核心引擎骨架

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zsb
2026-04-06 23:56:37 -07:00
commit 334864cbc5
25 changed files with 2878 additions and 0 deletions
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data/demo/benchmark.csv Normal file
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date,benchmark,open,close,prev_close,volume
2024-01-02,CSI300.DEMO,2990,3000,2980,100000000
2024-01-03,CSI300.DEMO,3005,3020,3000,102000000
2024-01-04,CSI300.DEMO,3025,3050,3020,105000000
2024-01-05,CSI300.DEMO,3055,3080,3050,108000000
2024-01-08,CSI300.DEMO,3085,3110,3080,109000000
2024-01-09,CSI300.DEMO,3100,3090,3110,107000000
2024-01-10,CSI300.DEMO,3080,3040,3090,111000000
2024-01-11,CSI300.DEMO,3030,2990,3040,115000000
2024-01-12,CSI300.DEMO,2980,2950,2990,118000000
1 date benchmark open close prev_close volume
2 2024-01-02 CSI300.DEMO 2990 3000 2980 100000000
3 2024-01-03 CSI300.DEMO 3005 3020 3000 102000000
4 2024-01-04 CSI300.DEMO 3025 3050 3020 105000000
5 2024-01-05 CSI300.DEMO 3055 3080 3050 108000000
6 2024-01-08 CSI300.DEMO 3085 3110 3080 109000000
7 2024-01-09 CSI300.DEMO 3100 3090 3110 107000000
8 2024-01-10 CSI300.DEMO 3080 3040 3090 111000000
9 2024-01-11 CSI300.DEMO 3030 2990 3040 115000000
10 2024-01-12 CSI300.DEMO 2980 2950 2990 118000000