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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
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data/demo/factors.csv Normal file
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date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm
2024-01-02,000001.SZ,38,24,18
2024-01-02,000002.SZ,45,30,20
2024-01-02,000003.SZ,65,40,15
2024-01-02,600001.SH,85,55,13
2024-01-03,000001.SZ,39,24.5,18
2024-01-03,000002.SZ,46,30.5,20
2024-01-03,000003.SZ,64,39.5,15
2024-01-03,600001.SH,85,55,13
2024-01-04,000001.SZ,40,25,18
2024-01-04,000002.SZ,47,31,20
2024-01-04,000003.SZ,63,39,15
2024-01-04,600001.SH,86,55.5,13
2024-01-05,000001.SZ,41,25.5,18
2024-01-05,000002.SZ,48,32,20
2024-01-05,000003.SZ,62,38.5,15
2024-01-05,600001.SH,86,56,13
2024-01-08,000001.SZ,42,26,18
2024-01-08,000002.SZ,50,33,21
2024-01-08,000003.SZ,61,38,15
2024-01-08,600001.SH,87,56.5,13
2024-01-09,000001.SZ,44,27,19
2024-01-09,000002.SZ,52,34,21
2024-01-09,000003.SZ,60,37.5,15
2024-01-09,600001.SH,88,57,13
2024-01-10,000001.SZ,43,26.5,19
2024-01-10,000002.SZ,53,34.5,21
2024-01-10,000003.SZ,59,37,15
2024-01-10,600001.SH,89,57.5,13
2024-01-11,000001.SZ,42,26,18
2024-01-11,000002.SZ,52,34,21
2024-01-11,000003.SZ,58,36.5,15
2024-01-11,600001.SH,90,58,13
2024-01-12,000001.SZ,40,25,18
2024-01-12,000002.SZ,50,33,20
2024-01-12,000003.SZ,57,36,15
2024-01-12,600001.SH,92,59,13
1 date symbol market_cap_bn free_float_cap_bn pe_ttm
2 2024-01-02 000001.SZ 38 24 18
3 2024-01-02 000002.SZ 45 30 20
4 2024-01-02 000003.SZ 65 40 15
5 2024-01-02 600001.SH 85 55 13
6 2024-01-03 000001.SZ 39 24.5 18
7 2024-01-03 000002.SZ 46 30.5 20
8 2024-01-03 000003.SZ 64 39.5 15
9 2024-01-03 600001.SH 85 55 13
10 2024-01-04 000001.SZ 40 25 18
11 2024-01-04 000002.SZ 47 31 20
12 2024-01-04 000003.SZ 63 39 15
13 2024-01-04 600001.SH 86 55.5 13
14 2024-01-05 000001.SZ 41 25.5 18
15 2024-01-05 000002.SZ 48 32 20
16 2024-01-05 000003.SZ 62 38.5 15
17 2024-01-05 600001.SH 86 56 13
18 2024-01-08 000001.SZ 42 26 18
19 2024-01-08 000002.SZ 50 33 21
20 2024-01-08 000003.SZ 61 38 15
21 2024-01-08 600001.SH 87 56.5 13
22 2024-01-09 000001.SZ 44 27 19
23 2024-01-09 000002.SZ 52 34 21
24 2024-01-09 000003.SZ 60 37.5 15
25 2024-01-09 600001.SH 88 57 13
26 2024-01-10 000001.SZ 43 26.5 19
27 2024-01-10 000002.SZ 53 34.5 21
28 2024-01-10 000003.SZ 59 37 15
29 2024-01-10 600001.SH 89 57.5 13
30 2024-01-11 000001.SZ 42 26 18
31 2024-01-11 000002.SZ 52 34 21
32 2024-01-11 000003.SZ 58 36.5 15
33 2024-01-11 600001.SH 90 58 13
34 2024-01-12 000001.SZ 40 25 18
35 2024-01-12 000002.SZ 50 33 20
36 2024-01-12 000003.SZ 57 36 15
37 2024-01-12 600001.SH 92 59 13