backtest by fidingks/mao-quant

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

Read catquant-expert for workflow, API, and strategy patterns
Create script at backtesting/{strategy_name}/{symbol}_{strategy}_backtest.py
The script must: load data, compute signals, run backtest, export JSON, render charts, print metrics
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:

Strategy	overlays (on price)	panels (subplots)
EMA Cross	EMA fast + EMA slow lines	MACD panel (DIF/DEA lines + MACD bars + zero_line)
MACD	EMA(12) + EMA(26) lines	MACD panel (DIF/DEA lines + MACD bars + zero_line)
RSI	EMA(14) line	RSI panel (RSI line + overbought/oversold hlines)
KDJ	--	KDJ panel (K/D/J lines)
BOLL	Upper + Mid + Lower lines + fill between upper/lower	--
Custom	Any indicator lines used in signals	Relevant oscillator if applicable

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