feat: attach stress note to backtest reports - #33
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🟡 Changes recommended
attach_stress_note() 中事件序列化方式与文案范围表述存在可改进点，建议修正以避免后续兼容性与语义误导。
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Pull request overview
本 PR 新增 attach_stress_note()，用于将原始数据中的非正价格（负/零价）压力事件与说明附加到回测（backtest）报告中，避免负油价等尾部事件在报告层被“静默消失”，并同步补充了测试与文档记录。
Changes:
- 在
goratio.stress中新增attach_stress_note(raw, backtest_report)，输出stress_events与stress_note。 - 增加对应单元测试覆盖回测报告附加字段的行为。
- 更新
CHANGELOG.md与.planning/ROADMAP.md记录新增能力与测试数量。
File summaries
| File | Description |
|---|---|
| tests/test_stress.py | 新增测试用例验证回测报告可附加压力事件与说明。 |
| src/goratio/stress.py | 新增 attach_stress_note() 将非正价格事件与提示信息注入回测报告。 |
| CHANGELOG.md | 记录新增 attach_stress_note() 能力。 |
| .planning/ROADMAP.md | 路线图勾选该能力并更新测试数量统计。 |
Review details
Suppressed comments (1)
src/goratio/stress.py:55
scan_non_positive_events()scans both gold and oil; wording here currently singles out oil. Consider using a generic phrase like “非正价格事件” to match the actual data attached instress_events.
"负油价/零价事件未进入正价格回测样本；如需压力测试请使用合约级原始数据单列场景"
- Files reviewed: 4/4 changed files
- Comments generated: 2
- Review effort level: Lite
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| events = scan_non_positive_events(raw) | ||
| report = dict(backtest_report) | ||
| report["stress_events"] = [ | ||
| event.__dict__ for event in events | ||
| ] |
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| def attach_stress_note(raw: RawMarketData, backtest_report: dict) -> dict: | ||
| """把负油价压力事件状态附加到 backtest 报告中。""" |
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新增 attach_stress_note，把负油价事件与说明附加到回测报告。