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{"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_13", "label": "code:python (BacktestEngine(initial_capital=100000.0)  # \u521d\u59cb\u8d44\u91d1)", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L226"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_14", "label": "code:python (result = engine.backtest(data, strategy, strategy_name))", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L231"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_15", "label": "code:python (result.total_return      # \u603b\u6536\u76ca\u7387)", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L236"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_1_4_7", "label": "1.4.7 \u4f7f\u7528\u65b9\u6cd5", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L251"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_16", "label": "code:bash (cd /Users/chufeng/.openclaw/workspace-pangtong/sanguo_quant_)", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L254"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_17", "label": "code:python (from technical_selection_strategies_backtest import *)", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L260"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_codeblock_18", "label": "code:python (data = pd.DataFrame({)", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L309"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_1_4_8", "label": "1.4.8 \u4ee3\u7801\u8d28\u91cf\u4fdd\u8bc1", "file_type": "document", "source_file": "/Users/chufeng/.openclaw/sanguo_projects/sanguo_quant_live/archive/FINAL_FIVE_GENERALS_MULTI_FACTOR_STOCK_SELECTION_REPORT.md", "source_location": "L321"}, {"id": "archive_final_five_generals_multi_factor_stock_selection_report_1_4_9", "label": "1.4.9 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