MACD Divergence Backtest (A-Shares)
Detect MACD bullish/bearish divergence signals on A-share historical data and produce a complete backtest report.
Overview
Constraints
Evidence Quality
Medium confidence — review before critical use
10 non-negotiable constraints
WHEN实现任何数据 Schema 类时
ACTION继承 Mixin 基类,包含 id(String, primary_key)、entity_id(String)、timestamp(DateTime) 三列
CONSEQUENCE缺少这三列会导致 register_schema、get_data、df_to_db 等全局函数无法正确索引和查询,运行时触发 AttributeError 或 KeyError
WHEN构建 entity_id 时
ACTION使用 {entity_type}_{exchange}_{code} 三段式下划线分隔格式
CONSEQUENCEdecode_entity_id() 使用 split('_') 解析三部分,格式不符会导致 IndexError 或解析出错误的实体类型
WHEN实现自定义 StorageBackend 子类时
ACTION实现 get_engine(storage_id, data_path) 和 get_session_factory(storage_id, data_path) 两个抽象方法
CONSEQUENCEStorageBackend 是全仓库唯一的 ABC,未实现抽象方法会在实例化时抛出 TypeError
FAQ
Community Driven
This crystal was born from 1 community request, with 1 people wanting it
Discussion (1)
这个晶体在茅台(600519)的日线上测试效果非常好,底背离信号准确率很高,推荐大家也试试白酒板块。
Changelog
Initial release.