bt 组合回测
bt 组合回测：使用 bt 框架构建和回测多策略投资组合，支持风险平价、等风险贡献、逆波动率加权等组合构建方法，以及政府债券滚动交易的模拟回测。 含 25 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
34 条不可违反的约束
WHENWhen implementing data input for backtesting
ACTIONverify the price DataFrame index is a DateTimeIndex for time-series alignment
CONSEQUENCEWithout a DateTimeIndex, pandas datetime operations like shift() and offset calculations will fail or produce incorrect results, corrupting backtest calculations
WHENWhen passing price data with duplicate column names
ACTIONallow duplicate column names in the price DataFrame
CONSEQUENCEDuplicate columns cause ambiguous column access and can lead to incorrect signal generation or position sizing based on wrong securities
WHENWhen providing price data to Backtest
ACTIONuse a datetime-indexed pandas DataFrame or Series as the data source
CONSEQUENCENon-datetime indexed data causes pandas datetime operations to fail, preventing proper time-series alignment and offset calculations
常见问题
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更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 zvtvz/zvt 的自动化 batch-v1 元数据 + 自动生成 FAQ。