增强回测引擎第二版策略与快照层

crates/bt-demo/src/main.rs

@@ -26,7 +26,11 @@ fn main() -> Result<(), Box<dyn Error>> {
     fs::create_dir_all(&output_dir)?;
 
     let data = DataSet::from_csv_dir(&data_dir)?;
-    let strategy = CnSmallCapRotationStrategy::new(CnSmallCapRotationConfig::demo());
+    let mut strategy_cfg = CnSmallCapRotationConfig::demo();
+    strategy_cfg.base_index_level = 3000.0;
+    strategy_cfg.base_cap_floor = 38.0;
+    strategy_cfg.cap_span = 25.0;
+    let strategy = CnSmallCapRotationStrategy::new(strategy_cfg);
     let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks::default());
     let config = BacktestConfig {
         initial_cash: 1_000_000.0,
@@ -60,17 +64,18 @@ fn workspace_root() -> PathBuf {
 
 fn write_equity_curve_csv(path: &Path, rows: &[DailyEquityPoint]) -> Result<(), Box<dyn Error>> {
     let mut file = fs::File::create(path)?;
-    writeln!(file, "date,cash,market_value,total_equity,benchmark_close,notes")?;
+    writeln!(file, "date,cash,market_value,total_equity,benchmark_close,notes,diagnostics")?;
     for row in rows {
         writeln!(
             file,
-            "{},{:.2},{:.2},{:.2},{:.2},{}",
+            "{},{:.2},{:.2},{:.2},{:.2},{},{}",
             row.date,
             row.cash,
             row.market_value,
             row.total_equity,
             row.benchmark_close,
             sanitize_csv_field(&row.notes),
+            sanitize_csv_field(&row.diagnostics),
         )?;
     }
     Ok(())