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新建回测系统，并提交

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lintaogood
2026-01-17 21:37:42 +08:00
commit fe50ea935a
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results/optimization/grid_search_20260106_152521.csv Normal file
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param_ma_short,param_ma_long,param_hold_days,param_position_pct_per_stock,total_return,annual_return,sharpe,max_drawdown,avg_capital_utilization,total_trades,avg_trades_per_year
5,15,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,5,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,6,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,7,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,8,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,9,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,15,10,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
1 param_ma_short param_ma_long param_hold_days param_position_pct_per_stock total_return annual_return sharpe max_drawdown avg_capital_utilization total_trades avg_trades_per_year
2 5 15 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
3 5 15 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
4 5 15 5 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
5 5 15 6 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
6 5 15 7 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
7 5 15 8 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
8 5 15 9 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
9 5 15 10 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
10 5 20 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
11 5 20 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0