增强回测demo输出与分区加载

This commit is contained in:
zsb
2026-04-07 21:25:41 -07:00
parent ec425999b0
commit a26049ff15
9 changed files with 211 additions and 63 deletions

View File

@@ -21,6 +21,7 @@ pub struct UniverseCandidate {
pub struct SelectionContext<'a> {
pub decision_date: NaiveDate,
pub benchmark: &'a BenchmarkSnapshot,
pub reference_level: f64,
pub data: &'a DataSet,
}
@@ -77,8 +78,8 @@ impl DynamicMarketCapBandSelector {
impl UniverseSelector for DynamicMarketCapBandSelector {
fn select(&self, ctx: &SelectionContext<'_>) -> Vec<UniverseCandidate> {
let _regime = self.regime(ctx.benchmark.close);
let (min_cap, max_cap) = self.band_for_level(ctx.benchmark.close);
let _regime = self.regime(ctx.reference_level);
let (min_cap, max_cap) = self.band_for_level(ctx.reference_level);
let mut selected = ctx
.data