INNER CODE UNIT · Python
_plan_view
simonlin1212/Vibe-Research · backtest/cli.py:103
def _plan_view(p: Plan) -> dict:
return {"codes": p.codes, "market": p.market.label, "engine": p.market.engine,
"style": p.style.label, "start": p.start, "end": p.end,
"currency": p.market.currency,
"limits": p.limits, "notes": p.notes}
def _result_view(r: Result) -> dict:
m = r.metrics
keep = ("total_return", "annual_return", "max_drawdown", "sharpe", "calmar", "sortino",
"win_rate", "profit_loss_ratio", "profit_factor", "trade_count",
"avg_holding_days", "benchmark_return", "benchmark_ticker",
"total_turnover", "max_consecutive_loss", "execution_fees", "fill_count")
benchmark_is_self = "benchmark_ticker" not in m
disclosures = [price_basis(r.plan.market.key),
"费率为固定假设，未建模历史费率调整及不同券商差异。",
"trade_count 是平仓记录数（含部分数量结算），不是买卖成交笔数；fill_count 才是实际执行的成交记录数。",
"夏普比率采用零无风险利率；平均持有期按交易 bar 计，不是自然日。无亏损或零回撤时，对应无定义比率显示为未定义，不是 0。"]