增强回测demo输出与分区加载

crates/bt-demo/Cargo.toml

@@ -7,3 +7,5 @@ authors.workspace = true
 
 [dependencies]
 fidc-core = { path = "../fidc-core" }
+serde = { workspace = true }
+serde_json = "1"

crates/bt-demo/src/main.rs

@@ -24,7 +24,12 @@ fn main() -> Result<(), Box<dyn Error>> {
         .map(PathBuf::from)
         .unwrap_or_else(|_| root.join("data/demo"));
     let data_layout = std::env::var("FIDC_BT_DATA_LAYOUT").unwrap_or_else(|_| "flat".to_string());
-    let output_dir = root.join("output/demo");
+    let output_dir = std::env::var("FIDC_BT_OUTPUT_DIR")
+        .map(PathBuf::from)
+        .unwrap_or_else(|_| root.join("output/demo"));
+    let json_output = std::env::var("FIDC_BT_JSON")
+        .map(|value| value == "1" || value.eq_ignore_ascii_case("true"))
+        .unwrap_or(false);
 
     fs::create_dir_all(&output_dir)?;
 
@@ -37,6 +42,11 @@ fn main() -> Result<(), Box<dyn Error>> {
     strategy_cfg.base_index_level = 3000.0;
     strategy_cfg.base_cap_floor = 38.0;
     strategy_cfg.cap_span = 25.0;
+    if let Ok(signal_symbol) = std::env::var("FIDC_BT_SIGNAL_SYMBOL") {
+        if !signal_symbol.trim().is_empty() {
+            strategy_cfg.signal_symbol = Some(signal_symbol);
+        }
+    }
     let strategy = CnSmallCapRotationStrategy::new(strategy_cfg);
     let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks::default());
     let config = BacktestConfig {
@@ -51,14 +61,20 @@ fn main() -> Result<(), Box<dyn Error>> {
     write_trades_csv(&output_dir.join("trades.csv"), &result.fills)?;
     write_holdings_csv(&output_dir.join("holdings_summary.csv"), &result.holdings_summary)?;
 
-    print_summary(
+    let summary = build_summary(
+        &result.strategy_name,
         &result.equity_curve,
         &result.fills,
         &result.holdings_summary,
         result.benchmark_series.last(),
+        &output_dir,
     );
 
+    print_summary(&summary, &result.equity_curve, &result.holdings_summary);
     println!("Artifacts written under {}", output_dir.display());
+    if json_output {
+        println!("{}", serde_json::to_string(&summary)?);
+    }
     Ok(())
 }
 
@@ -140,34 +156,69 @@ fn sanitize_csv_field(text: &str) -> String {
     text.replace(',', ";")
 }
 
-fn print_summary(
+#[derive(Debug, serde::Serialize)]
+struct RunSummary {
+    strategy: String,
+    start_date: String,
+    end_date: String,
+    start_equity: f64,
+    final_equity: f64,
+    total_return: f64,
+    trade_count: usize,
+    holding_count: usize,
+    benchmark_code: Option<String>,
+    benchmark_last_close: Option<f64>,
+    output_dir: String,
+}
+
+fn build_summary(
+    strategy_name: &str,
     equity_curve: &[DailyEquityPoint],
     fills: &[FillEvent],
     holdings: &[HoldingSummary],
     benchmark_last: Option<&BenchmarkSnapshot>,
-) {
-    let Some(first) = equity_curve.first() else {
-        println!("No equity curve points generated.");
-        return;
-    };
-    let Some(last) = equity_curve.last() else {
-        println!("No equity curve points generated.");
-        return;
+    output_dir: &Path,
+) -> RunSummary {
+    let first = equity_curve.first();
+    let last = equity_curve.last();
+    let start_equity = first.map(|row| row.total_equity).unwrap_or_default();
+    let final_equity = last.map(|row| row.total_equity).unwrap_or_default();
+    let total_return = if start_equity.abs() < f64::EPSILON {
+        0.0
+    } else {
+        (final_equity / start_equity) - 1.0
     };
 
-    let total_return = (last.total_equity / first.total_equity) - 1.0;
-    println!("Strategy: cn-smallcap-rotation");
-    println!("Start equity: {:.2}", first.total_equity);
-    println!("Final equity: {:.2}", last.total_equity);
-    println!("Total return: {:.2}%", total_return * 100.0);
-    println!("Trades: {}", fills.len());
-    println!("Final holdings: {}", holdings.len());
+    RunSummary {
+        strategy: strategy_name.to_string(),
+        start_date: first.map(|row| row.date.to_string()).unwrap_or_default(),
+        end_date: last.map(|row| row.date.to_string()).unwrap_or_default(),
+        start_equity,
+        final_equity,
+        total_return,
+        trade_count: fills.len(),
+        holding_count: holdings.len(),
+        benchmark_code: benchmark_last.map(|row| row.benchmark.clone()),
+        benchmark_last_close: benchmark_last.map(|row| row.close),
+        output_dir: output_dir.display().to_string(),
+    }
+}
 
-    if let Some(benchmark) = benchmark_last {
-        println!(
-            "Benchmark last close: {} {:.2}",
-            benchmark.benchmark, benchmark.close
-        );
+fn print_summary(summary: &RunSummary, equity_curve: &[DailyEquityPoint], holdings: &[HoldingSummary]) {
+    if equity_curve.is_empty() {
+        println!("No equity curve points generated.");
+        return;
+    }
+
+    println!("Strategy: {}", summary.strategy);
+    println!("Start equity: {:.2}", summary.start_equity);
+    println!("Final equity: {:.2}", summary.final_equity);
+    println!("Total return: {:.2}%", summary.total_return * 100.0);
+    println!("Trades: {}", summary.trade_count);
+    println!("Final holdings: {}", summary.holding_count);
+
+    if let (Some(code), Some(close)) = (&summary.benchmark_code, summary.benchmark_last_close) {
+        println!("Benchmark last close: {} {:.2}", code, close);
     }
 
     println!("Recent equity points:");