From c795ea4f48f9fdb41db8c92cb6243c0af13de2e1 Mon Sep 17 00:00:00 2001
From: cfdaily <cfdaily@gitee.com>
Date: Thu, 30 Apr 2026 23:09:14 +0800
Subject: [PATCH] auto-sync: 2026-04-30 23:09:14

---
 data_platform/backtest_report.py | 77 ++++++++++++++++++++++++++++++++
 1 file changed, 77 insertions(+)
 create mode 100644 data_platform/backtest_report.py

diff --git a/data_platform/backtest_report.py b/data_platform/backtest_report.py
new file mode 100644
index 000000000..b9a9cad26
--- /dev/null
+++ b/data_platform/backtest_report.py
@@ -0,0 +1,77 @@
+"""
+BacktestReport - 标准化回测报告
+
+将 BacktestResult 格式化输出为文本/JSON。
+"""
+
+import json
+from typing import Optional
+
+from data_platform.backtest_runner import BacktestResult
+
+
+class BacktestReport:
+    """回测报告生成器"""
+
+    def __init__(self, result: BacktestResult):
+        self.result = result
+
+    def to_text(self) -> str:
+        """生成文本格式报告"""
+        r = self.result
+        lines = [
+            "=" * 60,
+            f"  回测报告 | {r.strategy_name} | {r.code}",
+            "=" * 60,
+            f"  回测区间:   {r.start_date.date()} ~ {r.end_date.date()}",
+            f"  初始资金:   {r.initial_capital:,.0f}",
+            f"  最终权益:   {r.final_capital:,.0f}",
+            "-" * 60,
+            f"  总收益率:   {r.total_return:>8.2%}",
+            f"  年化收益率: {r.annual_return:>8.2%}",
+            f"  最大回撤:   {r.max_drawdown:>8.2%}",
+            f"  夏普比率:   {r.sharpe_ratio:>8.2f}",
+            f"  胜率:       {r.win_rate:>8.2%}",
+            f"  交易次数:   {r.total_trades:>8d}",
+            "-" * 60,
+        ]
+
+        # 交易明细（最多显示20条）
+        if r.trades:
+            lines.append(f"  {'买入日':>12s}  {'卖出日':>12s}  {'买入价':>8s}  "
+                        f"{'卖出价':>8s}  {'收益率':>8s}  {'股数':>6s}")
+            lines.append("  " + "-" * 68)
+            for t in r.trades[:20]:
+                profit_str = f"{t.profit_pct:7.2%}" if t.profit_pct is not None else "    N/A"
+                lines.append(
+                    f"  {t.entry_date.date()!s:>12s}  {t.exit_date.date()!s:>12s}  "
+                    f"{t.entry_price:>8.2f}  {t.exit_price:>8.2f}  "
+                    f"{profit_str}  {t.shares:>6d}"
+                )
+            if len(r.trades) > 20:
+                lines.append(f"  ... 共 {len(r.trades)} 条，仅显示前20条")
+
+        lines.append("=" * 60)
+        return "\n".join(lines)
+
+    def to_dict(self) -> dict:
+        """导出为字典"""
+        r = self.result
+        return {
+            "strategy": r.strategy_name,
+            "code": r.code,
+            "start_date": str(r.start_date.date()),
+            "end_date": str(r.end_date.date()),
+            "initial_capital": r.initial_capital,
+            "final_capital": round(r.final_capital, 2),
+            "total_return": round(r.total_return, 4),
+            "annual_return": round(r.annual_return, 4),
+            "max_drawdown": round(r.max_drawdown, 4),
+            "sharpe_ratio": round(r.sharpe_ratio, 2),
+            "win_rate": round(r.win_rate, 4),
+            "total_trades": r.total_trades,
+        }
+
+    def to_json(self, indent: int = 2) -> str:
+        """导出为JSON"""
+        return json.dumps(self.to_dict(), indent=indent, ensure_ascii=False)