v1.2.0: 新增量化策略模块(6主流策略全市场回测+单股净值曲线/交易明细),策略: 双均线/MACD/RSI/布林带/动量/N日突破
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+12
-1
@@ -111,6 +111,17 @@ CREATE TABLE IF NOT EXISTS analysis_history (
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);
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CREATE INDEX IF NOT EXISTS idx_history_code ON analysis_history(code);
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CREATE TABLE IF NOT EXISTS strategy_backtests (
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strategy TEXT NOT NULL,
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code TEXT NOT NULL,
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stock_name TEXT DEFAULT '',
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metrics TEXT DEFAULT '{}', -- JSON:收益/回撤/夏普/胜率等
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equity TEXT DEFAULT '[]', -- JSON:[{date,value,bh}, ...] 净值曲线
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trades TEXT DEFAULT '[]', -- JSON:交易明细
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run_at TEXT DEFAULT (datetime('now','localtime')),
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PRIMARY KEY (strategy, code)
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);
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CREATE TABLE IF NOT EXISTS market_index (
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date TEXT PRIMARY KEY,
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sh REAL DEFAULT 0, -- 上证指数(点)
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@@ -177,7 +188,7 @@ def wipe_all():
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"""清空业务表(保留结构)+ 重置自增序列,用于重灌数据"""
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for t in ("stock_daily", "inst_ratings", "fund_holdings", "news",
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"institutions", "stocks", "watchlist", "analysis_cache", "analysis_history",
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"market_index"):
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"market_index", "strategy_backtests"):
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with db() as conn:
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conn.execute(f'DELETE FROM "{t}"')
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with db() as conn:
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