feat: contracts net-backtest CLI - #31
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🟡 Changes recommended
新增命令路径存在可避免的重复 CSV 解析开销且测试未覆盖 settle/文本输出分支，建议补齐后再合并。
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Pull request overview
本 PR 为 goratio contracts 增加 net-backtest 子命令，使用户可以从合约 CSV 直接运行基于 T+1 open/settle 净收益口径 的 episode 回测摘要输出（支持 JSON 或文本）。
Changes:
- 在 CLI 中新增
contracts net-backtest子命令与参数（horizon/cost-bps/execution/json）。 - 增加对应 CLI 单测，验证从合约 CSV 运行并产出可解析的 JSON。
- 更新 README/CHANGELOG/ROADMAP 文档，补充命令用法与版本记录。
File summaries
| File | Description |
|---|---|
| tests/test_cli.py | 新增 contracts net-backtest 的 CLI 回归测试用例。 |
| src/goratio/cli.py | 增加 contracts net-backtest 子命令解析与执行逻辑，并接入 run_contract_episode_net_backtest。 |
| README.md | 补充 contracts net-backtest 的示例用法。 |
| CHANGELOG.md | 记录新增 CLI 能力的变更条目。 |
| .planning/ROADMAP.md | 更新 roadmap 勾选项与测试数量统计。 |
Review details
- Files reviewed: 5/5 changed files
- Comments generated: 2
- Review effort level: Lite
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| records = read_contract_csv(args.csv) | ||
| raw = contract_csv_to_raw_market_data(args.csv) | ||
| prepared = prepare_market_data( |
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| output = io.StringIO() | ||
| exit_code = main( | ||
| [ | ||
| "contracts", "net-backtest", "--csv", str(csv_path), | ||
| "--horizon", "63", "--json", | ||
| ], | ||
| today=lambda: date(2024, 1, 4), | ||
| stdout=output, | ||
| stderr=io.StringIO(), | ||
| ) | ||
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| payload = json.loads(output.getvalue()) | ||
| self.assertEqual(exit_code, 0) | ||
| self.assertEqual(payload["execution"], "open") | ||
| self.assertEqual(payload["episode_count"], 0) |
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新增 contracts net-backtest，从合约 CSV 运行 T+1 open/settle 净收益回测。