feat: T+1 net episode backtest summary - #30
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🟡 Changes recommended
新增 backtest 摘要的测试断言与分支覆盖不足，且返回字段/文档与错误信息需补强以避免 API 使用歧义。
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Pull request overview
该 PR 新增合约 episode 的“净收益（T+1 open/settle 执行缺口）+ 成本”回测摘要入口，用于在合约 CSV 数据上快速汇总净收益表现，配合现有 contract_episode_return_summary() 的口径输出。
Changes:
- 新增
run_contract_episode_net_backtest()：按 execution=open/settle 选择净收益口径并扣减成本后汇总统计。 - 新增对应单元测试用例，并更新 Changelog/Roadmap 记录。
File summaries
| File | Description |
|---|---|
| tests/test_contracts.py | 增加 run_contract_episode_net_backtest() 的基础用例覆盖 |
| src/goratio/contracts.py | 新增净收益回测摘要函数（基于 episode summary 的 open/settle 口径） |
| CHANGELOG.md | 记录新增 backtest 摘要入口 |
| .planning/ROADMAP.md | Roadmap 勾选完成项并更新测试数 |
Review details
- Files reviewed: 4/4 changed files
- Comments generated: 4
- Review effort level: Lite
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| result = run_contract_episode_net_backtest( | ||
| records, [episode], execution="open", cost_bps=10.0 | ||
| ) | ||
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| self.assertEqual(result["execution"], "open") | ||
| self.assertEqual(result["episode_count"], 1) | ||
| self.assertIsNotNone(result["mean_net_after_cost_return"]) | ||
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| """基于合约 CSV 的 episode 净收益回测摘要（T+1 open/settle 默认成交模型）。 | ||
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| execution="open" 使用扣减 T+1 open gap 后的真实换月净收益； | ||
| execution="settle" 使用扣减 T+1 settle gap 后的真实换月净收益。 | ||
| """ |
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| if execution not in ("open", "settle"): | ||
| raise ValueError("execution 必须是 open 或 settle") |
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| return { | ||
| "method": "contract_episode_net_backtest", | ||
| "execution": execution, | ||
| "cost_bps": cost_bps, | ||
| "episode_count": len(net_rows), | ||
| "mean_net_after_cost_return": ( | ||
| sum(returns) / len(returns) if returns else None | ||
| ), |
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新增 run_contract_episode_net_backtest，基于 T+1 open/settle 净收益与成本。