Squashed 'docs/standards/playbook/' changes from b529012..a854534
a854534 ✨ feat(plan_progress): auto-detect env for blocked plans 0d9a8ec 🐛 fix(playbook): honor no_backup for sync 2d401fa ✅ test(templates): update prompts validation e23474e 📝 docs(playbook): update prompts and sync notes 60ff3cd 🐛 fix(playbook): sync templates per file 816f036 ✅ test(playbook): add sync and vendor coverage 625cabb 📝 docs(memory_bank): reformat templates 2554c87 📝 docs(prompts): refresh prompt templates 6774a9d ✨ feat(plan_progress): track plan status in progress.md 73d5c26 🔧 chore(playbook): split sync_templates into sections 278750e ✨ feat(playbook): add plan progress tracking and rules updates 6efd637 🐛 fix(sync): keep agents block blank lines ea00d43 🐛 fix(playbook): support toml without tomllib ab0dd11 📝 docs(playbook): drop docs/plans snapshots 398696c ✨ feat(playbook): merge unified cli d959f80 🎨 style(docs): format markdown b4f712a 🗑️ remove(legacy): drop old scripts and tests 0c4cd0e ✨ feat(actions): add install_skills and format_md 3d1582c ✨ feat(sync): add templates and standards actions 49bbfa1 ✨ feat(vendor): add playbook snapshot generation 8cfcc25 ✨ feat(cli): parse toml config and dispatch actions 05903c3 ✨ feat(cli): add toml config and dispatch order 65d216e ✅ test(cli): add basic playbook cli tests f0bcf54 📝 docs(plans): add unified playbook cli plan 0885309 📝 docs(plans): add unified playbook cli design 3483d8a 🔧 chore(git): ignore .worktrees dir eb75036 🔧 chore(templates): align agent templates and docs efb93f1 📝 docs(playbook): drop todo/confirm mentions 4a85306 🗑️ remove(workflow): drop todo/confirm artifacts 9c5ee9f 🎨 style(markdown): format docs with prettier 5a2925f 🐛 fix(scripts): repair windows script parsing 26a35e0 ✅ test(ci): update required skills list 8df3883 🐛 fix(test): skip external root doc links b067fc1 📦 deps(skills): sync superpowers c03cda0 🔧 chore(ci): sync from origin main 55e05cb 🔧 chore(ci): use superpowers sync script 73c97f3 🔧 chore(ci): centralize superpowers sync 945704f 🔧 chore(ci): add superpowers sync workflow e5d2c93 🗑️ remove(skills): drop duplicate workflows 3ae9708 🐛 fix(ci): update tests for flag-only scripts c44b9aa 🔧 chore(scripts): require flag-driven args e4e1d14 🔧 chore(scripts): unify single-dash options b2eb475 ✅ test(templates): add template coverage fc230b7 🎨 style(markdown): format markdown files 8dc8924 🔧 chore(markdown): add prettier config and usage 2045dd4 ✨ feat(vendor_playbook): add apply-templates option 872d8cf ✨ feat(templates): add sync templates scaffolding 5b1ca45 📝 docs(skills): clarify todo-plan template 054967a ✨ feat(skills): add todo-plan skill cc340f1 🔧 chore(ci): align standards-check workflow template e9de0aa 🔧 chore(ci): drop removed skill check e5dd7d9 🔧 fix(sync): avoid backtick expansion 087b0b9 🔧 chore(sync): align agents block across ps1/bat 9481510 🔧 chore(sync): scope agents block to existing langs b0ca842 🔧 fix(sync): rewrite docs path in agents c98d65c 🔧 chore(sync): rewrite agents docs paths c33611c 🗑️ remove(skills): drop unused skills and update references 2b37860 🎨 style(markdown): format markdown files e3ecd26 📝 docs(tsl): align syntax annotations and examples 37546fe 🐛 fix(playbook): enforce rulesets to agents flow f2df89d 🐛 fix(scripts): include language list in AGENTS.md c0d0737 🐛 fix(playbook): add agents mirror for sync 3b8b99b 🎨 style(markdown): normalize md headings and lists 31f3000 ♻️ refactor(playbook): rename agents template directory to rulesets 11b2bed ✨ feat(markdown): add ruleset and sync support 5b89580 ✅ test(scripts): quiet git init warnings 5822a87 ♻️ refactor(playbook): streamline agents and refresh tsl docs git-subtree-dir: docs/standards/playbook git-subtree-split: a85453439f65b0c0aa05a5bbece773a02216ce76
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# 策略回测框架 TSBackTesting
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## 定位
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- 提供统一的策略回测框架(股票/期货/期权/组合等),覆盖资金、交易约束、清算与绩效输出。
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## 结构索引
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- 策略回测流程
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- 成员变量
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- 成员方法
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- 查询用接口
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- 回测范例
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- 债券品种回测说明
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- 期权组合策略回测说明
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- 常见问题
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## 回测流程概览
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- 组合类型选择 → 交易数据准备 → 回测执行 → 结果查询与分析。
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## 组合类型
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- 比例类组合:提供目标权重。
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- 数量类组合:提供成交量/成交价等交易明细。
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## 关键成员变量(分组摘要)
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- **时间与周期**:`FBegT`、`FEndT`、`FCycle`
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- **组合类型**:`FGroupType`(比例类/数量类)
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- **资金与价格**:`FIniCash`、`FPriceType`、`FPriceType1..4`
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- **交易约束**:`FNoZT`、`FNoDT`、`FMinVol`、`FMinAmount`、`FMaxVolPercent`、`FMaxAmountPercent`
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- **费用与分红**:`FFeeType`、`FlowestFeeType`、`FDividendType`
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- **期权与期货特性**:`FOptionRs`、`FMainFutureMap`
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- **基准与输出**:`FBMType`、`FBMDetail`、`FBMOption`、`FHFDataOutPut`
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> 详细取值及说明以实际接口定义为准。
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## 关键成员方法(常用)
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- `BackTest`:执行回测
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- `GetTimeSeries`:返回净值/收益率时间序列
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- `GetTradeOrder`:返回调仓/成交数据
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- `GetNetAssetValue` / `GetAssetData` / `GetHoldData`:资产与持仓
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- `GetPercent`、`GetIRRReturn`、`ReturnBenchmark`:绩效指标
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- `GetClearancePrice` / `GetIntVol` / `GetOtherData`:扩展查询
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## 最小流程示例(概念化)
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```tsl
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// 1) 初始化参数
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backtest := new TSBackTesting();
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backtest.FBegT := 20240101T;
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backtest.FEndT := 20241231T;
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backtest.FGroupType := 1; // 比例类
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backtest.FIniCash := 1000000;
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// 2) 设置交易数据(比例类:目标持仓)
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// backtest.SetTradeData(trade_data);
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// 3) 执行回测
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backtest.BackTest();
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// 4) 获取结果
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return backtest.GetTimeSeries();
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```
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