zsb/fidc-backtest-engine
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

增加分区快照数据入口

Browse Source
This commit is contained in:
zsb
2026-04-07 00:40:53 -07:00
parent d039c4e741
commit ec425999b0
4 changed files with 141 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
crates/bt-demo/src/main.rs
View File

@@ -20,12 +20,19 @@ use fidc_core::{
fn main() -> Result<(), Box<dyn Error>> {
let root = workspace_root();
let data_dir = root.join("data/demo");
let data_dir = std::env::var("FIDC_BT_DATA_DIR")
.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");
fs::create_dir_all(&output_dir)?;
let data = DataSet::from_csv_dir(&data_dir)?;
let data = if data_layout == "partitioned" {
DataSet::from_partitioned_dir(&data_dir)?
} else {
DataSet::from_csv_dir(&data_dir)?
};
let mut strategy_cfg = CnSmallCapRotationConfig::demo();
strategy_cfg.base_index_level = 3000.0;
strategy_cfg.base_cap_floor = 38.0;