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增强回测demo输出与分区加载

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This commit is contained in:
zsb
2026-04-07 21:25:41 -07:00
parent ec425999b0
commit a26049ff15
9 changed files with 211 additions and 63 deletions
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18
crates/fidc-core/tests/partitioned_loader.rs
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@@ -16,10 +16,10 @@ fn temp_dir() -> PathBuf {
#[test]
fn can_load_partitioned_snapshot_dir() {
let dir = temp_dir();
fs::create_dir_all(dir.join("benchmark")).unwrap();
fs::create_dir_all(dir.join("market")).unwrap();
fs::create_dir_all(dir.join("factors")).unwrap();
fs::create_dir_all(dir.join("candidates")).unwrap();
fs::create_dir_all(dir.join("benchmark/2024/01")).unwrap();
fs::create_dir_all(dir.join("market/2024/01")).unwrap();
fs::create_dir_all(dir.join("factors/2024/01")).unwrap();
fs::create_dir_all(dir.join("candidates/2024/01")).unwrap();
fs::write(
dir.join("instruments.csv"),
@@ -27,22 +27,22 @@ fn can_load_partitioned_snapshot_dir() {
)
.unwrap();
fs::write(
dir.join("benchmark/2024-01-02.csv"),
dir.join("benchmark/2024/01/2024-01-02.csv"),
"date,benchmark,open,close,prev_close,volume\n2024-01-02,CSI300.DEMO,2990,3000,2980,100000000\n",
)
.unwrap();
fs::write(
dir.join("market/2024-01-02.csv"),
dir.join("market/2024/01/2024-01-02.csv"),
"date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9\n",
)
.unwrap();
fs::write(
dir.join("factors/2024-01-02.csv"),
"date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm\n2024-01-02,000001.SZ,40,35,12\n",
dir.join("factors/2024/01/2024-01-02.csv"),
"date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm,turnover_ratio,effective_turnover_ratio\n2024-01-02,000001.SZ,40,35,12,3.2,2.1\n",
)
.unwrap();
fs::write(
dir.join("candidates/2024-01-02.csv"),
dir.join("candidates/2024/01/2024-01-02.csv"),
"date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell,is_kcb,is_one_yuan\n2024-01-02,000001.SZ,false,false,false,true,true,false,false\n",
)
.unwrap();