From 636be73db0e836720b9cd186d8f3785bb006a289 Mon Sep 17 00:00:00 2001
From: bingyi <iceoray@qq.com>
Date: Sun, 2 Nov 2025 08:41:37 +0800
Subject: [PATCH] =?UTF-8?q?=E7=AD=96=E7=95=A5=E7=9B=B8=E5=85=B3=E4=BB=A3?=
 =?UTF-8?q?=E7=A0=81=E7=A7=BB=E5=8A=A8?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 gogogo/result_visualizer.py | 30 +-----------------------------
 gogogo/strategy_executor.py | 31 +++++++++++++++++++++++++++++++
 2 files changed, 32 insertions(+), 29 deletions(-)

diff --git a/gogogo/result_visualizer.py b/gogogo/result_visualizer.py
index 32cb739..7b23d54 100644
--- a/gogogo/result_visualizer.py
+++ b/gogogo/result_visualizer.py
@@ -3,40 +3,12 @@ import vectorbt as vbt
 import pandas as pd
 import matplotlib.pyplot as plt
 from strategy_executor import execute_strategy
+from strategy_executor import create_portfolio
 
 # 设置中文显示
 plt.rcParams['font.sans-serif'] = ['SimHei']
 plt.rcParams['axes.unicode_minus'] = False
 
-def create_portfolio(strategy_data):
-    """创建投资组合"""
-    print("创建基于价格比率的投资组合...")
-    
-    price_ratio = strategy_data['price_ratio']
-    size = strategy_data['size']
-    initial_cash = strategy_data['initial_cash']
-    commission = strategy_data['commission']
-    
-    try:
-        # 将price_ratio转换为DataFrame（vectorbt需要）
-        ratio_close = pd.DataFrame({'RATIO': price_ratio})
-        
-        portfolio = vbt.Portfolio.from_orders(
-            close=ratio_close,  # 只传入比率数据
-            size=size,          # 基于比率的交易信号
-            init_cash=initial_cash,
-            fees=commission,
-            freq='D'
-        )
-        
-        print("基于价格比率的投资组合创建成功!")
-        return portfolio
-        
-    except Exception as e:
-        print(f"创建投资组合时出错: {e}")
-        import traceback
-        traceback.print_exc()
-        return None
 
 def plot_results(strategy_data, portfolio):
     """绘制结果图表"""
diff --git a/gogogo/strategy_executor.py b/gogogo/strategy_executor.py
index 3de9ccd..ed6b2c2 100644
--- a/gogogo/strategy_executor.py
+++ b/gogogo/strategy_executor.py
@@ -1,6 +1,7 @@
 # strategy_executor.py
 import pandas as pd
 import numpy as np
+import vectorbt as vbt
 from data_fetcher import get_processed_data
 
 def calculate_ratio_signals(ratio_series, window=20, num_std=2):
@@ -117,6 +118,36 @@ def execute_strategy():
         'hhic_data': hhic_data
     }
 
+def create_portfolio(strategy_data):
+    """创建投资组合"""
+    print("创建基于价格比率的投资组合...")
+    
+    price_ratio = strategy_data['price_ratio']
+    size = strategy_data['size']
+    initial_cash = strategy_data['initial_cash']
+    commission = strategy_data['commission']
+    
+    try:
+        # 将price_ratio转换为DataFrame（vectorbt需要）
+        ratio_close = pd.DataFrame({'RATIO': price_ratio})
+        
+        portfolio = vbt.Portfolio.from_orders(
+            close=ratio_close,  # 只传入比率数据
+            size=size,          # 基于比率的交易信号
+            init_cash=initial_cash,
+            fees=commission,
+            freq='D'
+        )
+        
+        print("基于价格比率的投资组合创建成功!")
+        return portfolio
+        
+    except Exception as e:
+        print(f"创建投资组合时出错: {e}")
+        import traceback
+        traceback.print_exc()
+        return None
+
 if __name__ == "__main__":
     strategy_data = execute_strategy()
     print("策略执行完成!")
\ No newline at end of file