run_backtest
Run quantitative strategy backtests with built-in strategies. Get performance metrics like annualized return, Sharpe ratio, and max drawdown.
Instructions
执行量化策略回测。内置策略:limit_up_first_board(涨停首板)、low_valuation(低估值)、momentum(动量)、mean_reversion(均值回归)。返回年化收益、夏普比率、最大回撤等。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategy_type | No | ||
| strategy_params | No | ||
| universe | No | hs300 | |
| start | No | 20220101 | |
| end | No | 20241231 | |
| initial_capital | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |