用 WorkBuddy 搭一套多品种批量回测与结果自动汇总流水线

# 品种-主力合约映射表（示例，仅用于演示）
CONTRACT_MAP = {
    "AU": "AU2612",
    "SC": "SC2612",
    "RB": "RB2612"
}
# 每品种基础交易参数
TRADE_PARAM = {
    "AU": {"min_tick": 0.02, "default_lots": 1},
    "SC": {"min_tick": 0.1,  "default_lots": 1},
    "RB": {"min_tick": 1,    "default_lots": 2}
}
# 批量回测标的清单
TARGET_LIST = list(CONTRACT_MAP.keys())

import os
import traceback
import pandas as pd
from instrument_config import TARGET_LIST, CONTRACT_MAP

# 新建结果存放目录
OUTPUT_DIR = "batch_result"
os.makedirs(OUTPUT_DIR, exist_ok=True)
error_list = []


def run_single_backtest(instrument):
    """单个标的回测入口，输出独立 CSV 文件"""
    # 调用回测核心函数（业务逻辑独立封装）
    result_df = backtest_core(instrument, CONTRACT_MAP[instrument])
    # 单标的结果单独落盘
    save_path = os.path.join(OUTPUT_DIR, f"{instrument}_result.csv")
    result_df.to_csv(save_path, encoding="utf-8-sig", index=False)
    return result_df


if __name__ == "__main__":
    for code in TARGET_LIST:
        try:
            run_single_backtest(code)
            print(f"{code} 回测执行完成")
        except Exception:
            # 捕获异常，记录错误信息，继续执行下一个标的
            error_list.append({"instrument": code,
                               "error": traceback.format_exc()})
    # 保存错误清单
    pd.DataFrame(error_list).to_csv("run_error_log.csv",
                                    encoding="utf-8-sig", index=False)

import glob
from pathlib import Path
from datetime import datetime
import pandas as pd

# 读取目录下所有结果 CSV
csv_files = glob.glob("batch_result/*.csv")
df_list = []
for file in csv_files:
    df = pd.read_csv(file, encoding="utf-8-sig")
    df_list.append(df)
total_df = pd.concat(df_list, ignore_index=True)

# 增加运行时间戳与数据区间，方便追溯
total_df["run_time"] = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
total_df["data_period"] = "2025-01-01 ~ 2026-10-01"

# 保存总汇总表
total_df.to_csv("total_summary.csv", encoding="utf-8-sig", index=False)

# 生成纯前端离线 HTML，不引入外部 CDN
html_content = f"""
<html>
<head>
<meta charset="utf-8">
<title>批量回测汇总看板</title>
</head>
<body>
{total_df.to_html(index=False)}
</body>
</html>
"""
Path("backtest_dashboard.html").write_text(html_content, encoding="utf-8")