Plugin directory / Developer / dsh-tool-backtest
dsh-tool-backtest
Verified · install-tested on dsh dmsobtl
What it does
DSH plugin: strategy backtesting engine - define buy/sell signals, run on historical data, output performance metrics.
Works — verified, early-stage project
DSH plugin: strategy backtesting engine - define buy/sell signals, run on historical data, output performance metrics. It installs cleanly and boots without issues in our testing. It's early-stage but functional.
“Verified” means our automated CI actually ran dsh plugin add in a clean profile and it booted — nothing more. Feature descriptions and version compatibility are the author’s claims. This is not a security audit and not an endorsement of third-party code.
README
dsh-tool-backtest
DSH 插件：策略回测引擎 — 定义买卖信号，跑历史数据，输出绩效指标。工具清单
| 工具 | 功能 | |------|------| |run_backtest | 输入 K 线 + 信号 → 输出收益率、夏普、回撤、胜率、交易记录 |
| calc_indicator | 技术指标计算：SMA、EMA、RSI、MACD、布林带 |
安装
``bash
dsh plugin add dsh-tool-backtest
`
配置
`yaml
- insert:
- id: backtest
name: dsh-tool-backtest
config:
defaultCapital: 100000 # 默认初始资金
defaultCommission: 0.001 # 默认手续费率 0.1%
`
使用流程
Agent 的标准回测工作流：
`
1. market_kline 获取历史数据
2. calc_indicator 计算技术指标
3. 根据策略规则生成 signals（Agent 自行判断）
4. run_backtest 执行回测
5. 分析结果，给出建议
`
工具详解
run_backtest
**输入**：
`json
{
"strategyName": "MA5/20 金叉",
"bars": [{"date":"2024-01-02","open":100,"high":102,"low":99,"close":101,"volume":50000}, ...],
"signals": [{"date":"2024-01-15","action":"buy","reason":"MA5上穿MA20"}, ...],
"capital": 100000,
"commission": 0.001
}
`
**输出**：
`json
{
"summary": {
"strategy": "MA5/20 金叉",
"period": "2024-01-02 ~ 2024-12-31",
"totalReturn": "18.5%",
"annualizedReturn": "18.5%",
"maxDrawdown": "7.2%",
"sharpeRatio": 1.82,
"winRate": "65%",
"totalTrades": 12,
"avgHoldingDays": 15,
"profitFactor": 2.3
},
"recentTrades": [...],
"equityCurve": [...]
}
`
calc_indicator
**支持的指标**：
| 指标 | 参数 | 说明 |
|------|------|------|
| sma | period (默认 20) | 简单移动平均 |
| ema | period (默认 20) | 指数移动平均 |
| rsi | period (默认 14) | 相对强弱指标，0-100 |
| macd | 固定 12/26/9 | DIF、DEA、柱状图 |
| bollinger | period (默认 20) | 上轨、中轨、下轨 |
**输入**：
`json
{
"prices": [100, 101.5, 99.8, 102.3, ...],
"indicator": "rsi",
"period": 14
}
`
**输出**：
`json
{
"indicator": "RSI",
"period": 14,
"values": [45.2, 52.1, 68.3, ...]
}
`
绩效指标说明
| 指标 | 含义 | 参考值 |
|------|------|--------|
| 年化收益 | 按交易天数折算的年化回报 | > 15% 算不错 |
| 最大回撤 | 从峰值到谷底的最大跌幅 | < 20% 较安全 |
| 夏普比率 | 风险调整后收益 | > 1 可接受，> 2 优秀 |
| 胜率 | 盈利交易占比 | 趋势策略 40-50% 正常 |
| 盈亏比 | 平均盈利/平均亏损 | > 1.5 配合低胜率可行 |
| 交易次数 | 样本量 | > 20 有统计意义 |
与 dsh-tool-market-data 配合
`yaml
典型 Agent 对话：
User: 用 RSI 超卖策略回测 BTC 半年
Agent:
→ market_kline({ symbol: "BTC", market: "crypto", period: "1d", limit: 180 })
→ calc_indicator({ prices: [close prices...], indicator: "rsi", period: 14 })
生成信号：RSI < 30 → buy, RSI > 70 → sell
→ run_backtest({ strategyName: "RSI(14) 超买超卖", bars: [...], signals: [...] })
输出绩效报告
``
局限性
- 不支持做空（仅多头） - 不支持分批建仓/加仓 - 不支持止损止盈（需在信号层面实现） - 滑点未建模（以收盘价成交） - 无资金管理（每次全仓进出） 这些适合作为 v0.2+ 的增强方向。License
MITInstall
Install the catalog once, then DeepSeek Harness can find and install any plugin from this site automatically:
dsh plugin add dshbase-catalogThen say "install dsh-tool-backtest for me" — your agent finds it in the directory and installs it. Docs: dshbase-catalog · verified packs.
Web profile:
dsh plugin --profile web add dsh-tool-backtestHeadless (CLI) profile:
dsh plugin --profile headless add dsh-tool-backtestPackage
npm: dsh-tool-backtest · version 0.1.0 · tested on dsh 0.1.0-rc.6
Test report
Verified end-to-end: L1 install + L2 load + L3 runtime Q&A on dsh 0.1.0-rc.6.
When to use it
Extend the agent's coding surface — give it a new tool, workflow, or integration so it handles a dev task it couldn't before.
Who it's for
Developers who want dsh to behave like a teammate on real codebases — editing, running, and verifying changes rather than just answering.
For developers — extending it
The tool/command surface is the seam: expose more of the SDK, add smarter context wiring, or tighten the loop between code changes and verification.
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