backtrader-event-driven运行经典双均线交叉策略回测，事件驱动模拟信号生成与持仓，输出 PyFolio 绩效报告。
Install via ClawdBot CLI:
clawdbot install tangweigang-jpg/backtrader-event-drivenGrade Fair — based on market validation, documentation quality, package completeness, maintenance status, and authenticity signals.
Calls external URL not in known-safe list
https://github.com/zvtvz/zvt/issues/183Audited Apr 23, 2026 · audit v1.0
Generated May 11, 2026
用户希望快速运行经典的双均线交叉策略回测，利用Backtrader事件驱动引擎模拟信号生成与持仓管理，并输出PyFolio绩效报告，适用于A股、港股和加密货币市场。
当数据源出现异常或用户需要验证数据完整性时，使用内置的OHLC打印策略将K线数据以CSV格式输出，帮助排查数据获取与处理环节的问题。
支持A股、港股和加密货币的多市场回测，用户可指定资产组合（如指数成分股或自定义股票列表），利用事件驱动框架评估资产配置策略的表现。
在研究自定义因子（如MACD金叉、成交量突破）时，通过backtrader事件驱动流水线快速实现因子计算、信号生成和回测，验证因子有效性。
回测完成后，利用PyFolio生成包含夏普比率、最大回撤、年化收益等多项风险调整指标的报告，辅助投资决策与风险管理。
提供云端回测平台，用户无需本地部署即可运行双均线等策略，获取绩效报告。平台按回测次数或订阅收费。
基于该技能包为客户定制化开发量化策略，包括数据源接入、策略参数优化、报告定制等，收取项目费用。
将技能包集成到现有的金融数据平台（如Wind、东方财富），作为增值模块提供给机构客户，收取集成许可费。
💬 Integration Tip
确保Python 3.12+环境与uv包管理器已安装，首次使用前运行bash scripts/install.sh安装依赖。如需自定义策略，请参考references/USE_CASES.md和references/COMPONENTS.md中的API文档。
Scored Jul 20, 2026
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