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POST
/
v1
/
quant
/
backtest
Run strategy backtest
curl --request POST \
  --url https://api.reportify.cn/v1/quant/backtest \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '
{
  "start_date": "2023-12-25",
  "end_date": "2023-12-25",
  "symbol": "<string>",
  "entry_formula": "<string>",
  "market": "cn",
  "exit_formula": "<string>",
  "initial_cash": 100000,
  "commission": 0,
  "stop_loss": 0,
  "sizer_percent": 99,
  "auto_close": true,
  "labels": {}
}
'
{
  "success": true,
  "initial_cash": 100000,
  "commission": 0,
  "final_cash": 100000,
  "total_return": 0,
  "total_return_pct": 0,
  "max_drawdown": 0,
  "profit_factor": 0,
  "win_rate": 0,
  "total_trades": 0,
  "winning_trades": 0,
  "losing_trades": 0,
  "trades": [],
  "daily_data": [],
  "error_msg": "<string>"
}

​
运行策略回测

执行策略回测，返回绩效指标和交易记录。 
POST /v1/quant/backtest

curl -X POST https://api.reportify.cn/v1/quant/backtest \
  -H "Authorization: Bearer <token>" \
  -H "Content-Type: application/json" \
  -d '{
    "start_date": "2024-01-01",
    "end_date": "2025-01-01",
    "market": "cn",
    "symbol": "000001",
    "entry_formula": "CROSS(MA(CLOSE, 5), MA(CLOSE, 10))",
    "exit_formula": "CROSS(MA(CLOSE, 10), MA(CLOSE, 5))",
    "initial_cash": 100000,
    "commission": 0.0003,
    "sizer_percent": 99
  }'

​
请求参数

​
start_date
string
required
回测开始日期，格式：YYYY-MM-DD
​
end_date
string
required
回测结束日期，格式：YYYY-MM-DD
​
market
string
default:"cn"
股票市场：cn（A股）, hk（港股）, us（美股）
​
symbol
string
required
股票代码
​
entry_formula
string
required
买入/开仓公式，结果大于 0 时触发买入
​
exit_formula
string
卖出/平仓公式，结果大于 0 时触发卖出（可选）
​
initial_cash
number
default:"100000"
初始资金（元）
​
commission
number
default:"0"
佣金费率（如 0.0003 表示万三）
​
stop_loss
number
default:"0"
止损比例（如 0.1 表示 10% 止损，0 表示不止损）
​
sizer_percent
integer
default:"99"
仓位百分比（1-100，99 表示每次买入使用 99% 资金）
​
auto_close
boolean
default:"true"
是否在回测结束时自动平仓
​
labels
object
标签字典，用于在每日数据中返回额外的指标值（可选）

​
响应参数

​
success
boolean
回测是否成功
​
initial_cash
number
初始资金
​
final_cash
number
最终资金
​
total_return
number
总收益（元）
​
total_return_pct
number
总收益率（如 0.156 表示 15.6%）
​
max_drawdown
number
最大回撤（如 -0.082 表示 -8.2%）
​
profit_factor
number
盈利因子（总盈利 / 总亏损）
​
win_rate
number
胜率（如 0.65 表示 65%）
​
total_trades
integer
总交易次数
​
trades
array
交易详情列表

​
响应示例

{
  "success": true,
  "initial_cash": 100000,
  "final_cash": 115600,
  "total_return": 15600,
  "total_return_pct": 0.156,
  "max_drawdown": -0.082,
  "profit_factor": 2.35,
  "win_rate": 0.65,
  "total_trades": 12,
  "trades": [
    {
      "date": "2024-01-15",
      "action": "buy",
      "price": 11.25,
      "size": 8800,
      "value": 99000,
      "commission": 29.7
    },
    {
      "date": "2024-02-20",
      "action": "sell",
      "price": 12.50,
      "size": 8800,
      "value": 110000,
      "commission": 33.0,
      "pnl": 10937.3,
      "pnl_pct": 0.111
    },
    {
      "date": "2024-03-10",
      "action": "buy",
      "price": 12.00,
      "size": 9100,
      "value": 109200,
      "commission": 32.76
    },
    {
      "date": "2024-04-05",
      "action": "sell",
      "price": 11.50,
      "size": 9100,
      "value": 104650,
      "commission": 31.4,
      "pnl": -4614.16,
      "pnl_pct": -0.042
    }
  ]
}

​
策略公式示例

​
均线金叉死叉策略

5 日均线上穿 10 日均线时买入，下穿时卖出： 
{
    "entry_formula": "CROSS(MA(CLOSE, 5), MA(CLOSE, 10))",
    "exit_formula": "CROSS(MA(CLOSE, 10), MA(CLOSE, 5))",
    "symbol": "000001",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01"
}

​
RSI 超买超卖策略

RSI 低于 30 时买入，高于 70 时卖出： 
{
    "entry_formula": "RSI(14) < 30",
    "exit_formula": "RSI(14) > 70",
    "symbol": "600519",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01",
    "stop_loss": 0.1
}

​
MACD 金叉死叉策略

MACD DIF 上穿 DEA 时买入，下穿时卖出： 
{
    "entry_formula": "CROSS(MACD().dif, MACD().dea)",
    "exit_formula": "CROSS(MACD().dea, MACD().dif)",
    "symbol": "000002",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01"
}

​
布林带突破策略

价格突破布林带上轨时买入，跌破下轨时卖出： 
{
    "entry_formula": "CLOSE > BOLL(20, 2).upper",
    "exit_formula": "CLOSE < BOLL(20, 2).lower",
    "symbol": "000001",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01"
}

​
组合条件策略

RSI 超卖且价格在 20 日均线上方买入，RSI 超买或价格跌破均线卖出： 
{
    "entry_formula": "(RSI(14) < 30) & (CLOSE > MA(CLOSE, 20))",
    "exit_formula": "(RSI(14) > 70) | (CLOSE < MA(CLOSE, 20))",
    "symbol": "600036",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01",
    "commission": 0.0003,
    "sizer_percent": 80
}

​
带 labels 的回测

回测时同时返回每日的技术指标值： 
{
    "entry_formula": "CROSS(MA(CLOSE, 5), MA(CLOSE, 10))",
    "exit_formula": "CROSS(MA(CLOSE, 10), MA(CLOSE, 5))",
    "symbol": "000001",
    "start_date": "2024-01-01",
    "end_date": "2025-01-01",
    "labels": {
        "ma5": "MA(CLOSE, 5)",
        "ma10": "MA(CLOSE, 10)",
        "rsi": "RSI(14)",
        "macd_dif": "MACD().dif"
    }
}

​
参数说明

​
佣金设置

值描述
0不计算佣金
0.0003万三（0.03%）
0.001千一（0.1%）

​
止损设置

值描述
0不设止损
0.055% 止损
0.110% 止损

​
仓位设置

值描述
99使用 99% 资金（预留部分应对价格波动）
50使用 50% 资金（半仓操作）
30使用 30% 资金（轻仓试探）

​
注意事项

  • 回测结果仅供参考，历史收益不代表未来表现
  • 回测未考虑滑点、冲击成本等实际交易因素
  • 建议使用合理的佣金和止损参数以更接近真实交易
  • 如果不设置 exit_formula，则只有买入信号，卖出依赖止损或 auto_close

Authorizations

​
Authorization
string
header
required

Enter your Bearer token

Body

application/json

Backtest input parameters for strategy execution.

​
start_date
string<date>
required

Backtest start date (required)

​
end_date
string<date>
required

Backtest end date (required)

​
symbol
string
required

Stock code (e.g., 600519, 00700, AAPL)

​
entry_formula
string
required

Buy/entry formula, triggers buy when result > 0 (required)

​
market
enum<string>
default:cn

Stock market (cn, hk, us), default cn

Available options:
cn,
hk,
us
​
exit_formula
string | null

Sell/exit formula, triggers sell when result > 0 (optional)

​
initial_cash
number
default:100000

Initial capital, default 100000.0

​
commission
number
default:0

Commission rate, default 0.0

​
stop_loss
number
default:0

Stop loss percentage, default 0.0 (disabled)

​
sizer_percent
integer
default:99

Position size percentage, default 99%

​
auto_close
boolean
default:true

Auto close position at end, default true

​
labels
Labels · object

Label dictionary for additional indicators, e.g., {"up": "CROSS(MA(CLOSE, 20), MA(CLOSE, 60))"}

Response

Successful Response

Backtest result containing performance metrics and trade details.

​
success
boolean
default:true

Whether backtest completed successfully

​
initial_cash
number
default:100000

Initial capital

​
commission
number
default:0

Commission rate

​
final_cash
number
default:100000

Final capital after backtest

​
total_return
number
default:0

Total profit/loss amount

​
total_return_pct
number
default:0

Total return percentage

​
max_drawdown
number
default:0

Maximum drawdown percentage

​
profit_factor
number
default:0

Gross profit / Gross loss ratio

​
win_rate
number
default:0

Winning trades percentage

​
total_trades
integer
default:0

Total number of completed trades

​
winning_trades
integer
default:0

Number of profitable trades

​
losing_trades
integer
default:0

Number of losing trades

​
trades
TradeItem · object[]

List of trade details

​
daily_data
Daily Data · object[]

Daily data list with OHLC and label values

​
error_msg
string | null

Error message when success is false