INNER CODE UNIT · Python

_result_view

simonlin1212/Vibe-Research · backtest/cli.py:110

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。"]
    if "execution_fees" in m:
        disclosures.append(
            f"execution_fees 是引擎逐笔成交记录中实际扣除的费用合计，单位 {r.plan.market.currency}；"
            "包含期末强制平仓费用，不包含滑点损耗或独立资金费用；这些费用已计入净值，不应再次扣减收益。"
            "滑点通过引擎成交价格模型反映在净值中，不属于 execution_fees，不代表回测未计滑点。"
        )
    if benchmark_is_self:

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