增强回测demo输出与分区加载

crates/fidc-core/src/strategy.rs

@@ -43,6 +43,7 @@ pub struct CnSmallCapRotationConfig {
     pub trade_rate: f64,
     pub stop_loss_pct: f64,
     pub take_profit_pct: f64,
+    pub signal_symbol: Option<String>,
 }
 
 impl CnSmallCapRotationConfig {
@@ -60,6 +61,7 @@ impl CnSmallCapRotationConfig {
             trade_rate: 0.5,
             stop_loss_pct: 0.08,
             take_profit_pct: 0.10,
+            signal_symbol: None,
         }
     }
 }
@@ -157,10 +159,20 @@ impl Strategy for CnSmallCapRotationStrategy {
             .ok_or(BacktestError::MissingBenchmark {
                 date: ctx.decision_date,
             })?;
-        let benchmark_closes = ctx
-            .data
-            .benchmark_closes_up_to(ctx.decision_date, self.config.long_ma_days);
-        let gross_exposure = self.gross_exposure(&benchmark_closes);
+        let signal_symbol = self.config.signal_symbol.as_deref();
+        let signal_closes = if let Some(symbol) = signal_symbol {
+            ctx.data.market_closes_up_to(ctx.decision_date, symbol, self.config.long_ma_days)
+        } else {
+            ctx.data.benchmark_closes_up_to(ctx.decision_date, self.config.long_ma_days)
+        };
+        let signal_level = if let Some(symbol) = signal_symbol {
+            ctx.data
+                .price(ctx.decision_date, symbol, PriceField::Close)
+                .unwrap_or(benchmark.close)
+        } else {
+            benchmark.close
+        };
+        let gross_exposure = self.gross_exposure(&signal_closes);
         let periodic_rebalance = ctx.decision_index % self.config.refresh_rate == 0;
         let exposure_changed = self
             .last_gross_exposure
@@ -175,8 +187,10 @@ impl Strategy for CnSmallCapRotationStrategy {
             ctx.decision_date, ctx.execution_date, gross_exposure
         )];
         let mut diagnostics = vec![format!(
-            "benchmark_close={:.2} refresh_rate={} stocknum={} short_ma_days={} long_ma_days={}",
+            "benchmark_close={:.2} signal_level={:.2} signal_symbol={} refresh_rate={} stocknum={} short_ma_days={} long_ma_days={}",
             benchmark.close,
+            signal_level,
+            signal_symbol.unwrap_or(benchmark.benchmark.as_str()),
             self.config.refresh_rate,
             self.config.stocknum,
             self.config.short_ma_days,
@@ -187,6 +201,7 @@ impl Strategy for CnSmallCapRotationStrategy {
             let selected = self.selector.select(&SelectionContext {
                 decision_date: ctx.decision_date,
                 benchmark,
+                reference_level: signal_level,
                 data: ctx.data,
             });