backtest

Create a catquant backtest script.

Arguments

Parse $ARGUMENTS as: strategy symbol interval

• $0 = strategy (ema-crossover, rsi, macd, kdj, boll). Default: ema-crossover
• $1 = symbol (e.g., SH600000, SZ000001). Default: SH600000
• $2 = interval (D, 5m, 1m). Default: D

If no arguments, ask the user.

Instructions

1. Read catquant-expert for workflow, API, and strategy patterns
2. Create script at backtesting/{strategy_name}/{symbol}_{strategy}_backtest.py
3. The script must: load data, compute signals, run backtest, export JSON, render charts, print metrics
4. Explain the backtest report in plain language

Chart Rendering

Always render charts with the strategy's indicator lines. Use overlays for lines on the price chart and panels for separate indicator subplots. Pick the configuration matching the strategy:

Example (EMA crossover):

ema5 = ema_series(close, 5)
ema20 = ema_series(close, 20)
dif, dea, macd = getMACDData(close)

render(result, bars, outdir, "kline",
    overlays=[
        {"data": ema5,  "label": "EMA5",  "color": "#ff9800"},
        {"data": ema20, "label": "EMA20", "color": "#2196f3"},
    ],
    panels=[{
        "title": "MACD",
        "lines": [
            {"data": dif, "label": "DIF", "color": "#2962ff"},
            {"data": dea, "label": "DEA", "color": "#ff6d00"},
        ],
        "bars": [{"data": macd, "label": "MACD"}],
        "zero_line": True,
    }])
render(result, bars, outdir, "equity")

Color palette: #ff9800 (orange), #2196f3 (blue), #e040fb (purple), #00bcd4 (cyan), #8bc34a (green). Lines: #2962ff (DIF), #ff6d00 (DEA), #e040fb (J line). Bars auto-colored red/green by sign.

Example

/backtest ema-crossover SH600000 D /backtest macd SZ300750 5m