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25d895d 🐛 fix(gitea_workflow): clean up temp repos after job steps 2bc3b11 🐛 fix(gitea_workflow): clean up temporary repo dirs in workflows 98c3f30 📝 docs(agent_rules): allow plan execution on current branch 16c7230 📝 docs(prompts): define custom verify layering 8efc4dd 🐛 fix(skills): quote commit-message description bc8498f 🐛 fix(ci): install tomli for gitea tests 55cda3b 🐛 fix(tests): report missing toml parser clearly c0729c7 🐛 fix(playbook): import Optional for cli compatibility 63e24bf 📦 deps(skills): sync thirdparty skills d2f9356 🐛 fix(ci): isolate gitea workflow repos 588b81d 🐛 fix(ci): inline gitea workflow bootstrap e0b1c3a ♻️ refactor(skills): standardize first-party skill contracts 2c5050d ♻️ refactor(skills): rename repo skills source dir f049dfb 📦 deps(skills): drop duplicate first-party superpowers skills 234b335 ✨ feat(workflow): add superpowers planning and execution state tracking c1702a6 📝 docs(markdown): format tracked markdown and drop stale templates 2325409 📝 docs(markdown): clarify optional markdownlint usage 214c44e 🔧 chore(markdown): add markdownlint baseline and lint fixes a22b324 📝 docs(templates): add execution and memory-bank prompt templates 223a797 📝 docs(templates): update README for Claude Code and current features 4ac8672 📝 docs: simplify README + platform-agnostic tools + auto-create local rules 2431c9d 📝 docs: add claude_md config and use cross-platform paths d64b248 📝 docs: fix README.md inaccuracies and add Claude Code info c8d6bf2 🐛 fix(playbook): use relative paths in CLAUDE.md when not at project root 6518f0f ✨ feat(playbook): auto-create CLAUDE.md with path discovery 6ec9a45 ✨ feat(skills): add skill_link symlink support + platform-agnostic prompt 9f8b6b5 📝 docs: update README and config example for Claude Code support 79cff6c 📝 docs(skills): add Claude Code platform support 452c6f5 ✨ feat(playbook): auto-inject AGENTS.md into CLAUDE.md e1dbf3c 🐛 fix(skills): remove dual-path from commit-message skill f3a7259 🔧 chore(ci): use prepare_repo.sh in both workflows da08212 🔧 chore(ci): extract prepare_repo.sh and clean up workflows 7ade85e 🗑️ remove(tsl): drop syntax_book/, data/ source and build script f94dba0 ♻️ refactor(skills): update playbook.py and tests for thirdparty/ layout b3df412 ♻️ refactor(skills): separate thirdparty skills into thirdparty/ subdirectory 64950e7 📦 deps(skills): sync thirdparty skills a2e3cb0 ✨ feat(playbook): add no_backup deploy controls 8609d59 🐛 fix(docs): repair reference catalog source links 956da11 🐛 fix(playbook): publish hidden ci test fixes 3f67754 📦 deps(skills): sync thirdparty skills 08ca87b 📦 deps(skills): add karpathy thirdparty sync 96b705b 📝 docs(tsl): rebuild canonical syntax and routing manual 3ed5052 📦 deps(skills): sync thirdparty skills 60108dd 📦 deps(skills): sync thirdparty skills da85d4e 🐛 fix(thirdparty): prune nested project snapshots a2a697e 📦 deps(skills): sync thirdparty skills 9df610a 🐛 fix(thirdparty): exclude duplicated superpowers skills 33dd5bb 🐛 fix(thirdparty): preserve optional manifest fields 91b0ea7 🐛 fix(thirdparty): preserve manifest during snapshot update 2e26f98 🔧 chore(thirdparty): generalize skills sync pipeline 5b9c1e3 📦 deps(skills): sync superpowers 2f2d34a 📝 docs(readme): normalize subtree command spacing 62db7db 🐛 fix(ci): serialize superpowers update and sync 3463223 🐛 fix(ci): use literal superpowers sync paths 48f6de8 📦 deps(skills): sync superpowers 4b23529 🔧 chore(ci): merge superpowers update and sync workflow a56d75b 📦 deps(skills): sync superpowers 84bcefa 🔧 chore(ci): use ci[bot] commit author name 00a07e5 📦 deps(skills): sync superpowers 7b84daf 🐛 fix(templates): enforce main loop progress tracking 51373d7 🔧 chore(ci): automate superpowers sync workflow eaaa39c 🐛 fix(ci): prevent stale superpowers sync from restoring skills block 79755c6 📦 deps(skills): sync superpowers 836d878 📦 deps(skills): sync superpowers 8216c9f 📦 deps(skills): sync superpowers 9439505 🐛 fix(playbook): address reported repo issues git-subtree-dir: docs/standards/playbook git-subtree-split: 25d895d8b3f56624ccfe99ad7289e9eb49e0f316
60 lines
2.9 KiB
Markdown
60 lines
2.9 KiB
Markdown
# Backtest And Trade Flow
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文档类型：业务骨架
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是否可直接用于生成代码：否
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是否含已验证可执行示例：否
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是否含已验证反例：否
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遇到不确定时跳转到：项目实际接口定义、[../modules/tsbacktesting.md](../modules/tsbacktesting.md)、[selection_and_signal_patterns.md](selection_and_signal_patterns.md)、[../syntax/index.md](../syntax/index.md)
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这一篇收拢回测、组合、交易与结果读取流程。
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## 这一篇解决什么问题
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回答“回测对象如何组织、交易流程如何设置、结果怎样取出和解释”。
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## 必须记住的规则
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- 回测流程属于业务框架使用，不属于语言层语法。
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- 在回测场景里，先分清“框架对象怎么配置”和“语法怎么写”是两件不同的事。
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- 本层只给业务流程骨架，不给回测对象 API 真值。
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- 本层优先解释流程、对象职责和结果读取入口。
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- 如果问题已经落到回测对象创建方式、交易数据入口名、结果接口真值或项目封装差异，停止在 finance / modules 层继续推断，直接回项目实际接口定义。
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## 最小任务骨架
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1. 先确认回测对象类型、周期、资金和组合类型。
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2. 再确认项目侧是否已经封装好最小可用对象模型、交易输入入口和结果读取链路。
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3. 然后配置交易约束、价格口径、费用和基准。
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4. 再准备交易输入：目标权重、成交明细或其他框架要求的输入数据。
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5. 再执行回测。
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6. 最后按任务读取净值、成交、持仓和绩效结果。
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## 进入前先回答的问题
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- 你做的是比例类组合，还是数量类组合。
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- 你需要哪些交易约束、费用模型和基准口径。
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- 结果要给人看，还是要交给后续分析 / 执行链路。
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## 结果读取骨架
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- 这里说的是结果类型，不是保证存在的接口名；任何读取方法都先以项目实际接口定义为准。
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- 读净值 / 收益率时间序列。
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- 读成交 / 调仓结果。
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- 读持仓、资产和绩效指标。
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- 读基准或扩展结果时，先确认对应接口是否已经在项目里封装好。
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## 常见误判
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- 把回测框架的字段和方法误当成 TSL 语言内建语法。
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- 在没确认组合类型、资金约束和结果接口前，就直接复制零散片段。
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- 只看到 `BackTest()`，就跳过交易输入准备和结果读取设计。
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- 把“概念流程”误写成“独立可编译模板”。
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## 跳转指引
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- finance 总入口：见 [entry_decision.md](entry_decision.md)
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- 参考现有回测资料：见 [../modules/tsbacktesting.md](../modules/tsbacktesting.md)
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- 具体字段、交易数据入口、结果接口真值或项目封装差异：回项目实际接口定义
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- 选股与信号：见 [selection_and_signal_patterns.md](selection_and_signal_patterns.md)
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- 回到语言层：见 [../syntax/index.md](../syntax/index.md)
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