@@ -67,20 +67,20 @@ def summary(self) -> str:
6767 """Return a formatted summary of walk-forward results."""
6868 lines = [
6969 '=' * 70 ,
70- ' Walk-Forward Analysis Results ' ,
70+ ' 滚动前瞻分析结果( Walk-Forward Analysis) ' ,
7171 '=' * 70 ,
7272 '' ,
73- f'Strategy: { self .strategy_class .__name__ } ' ,
74- f'Optimization Metric: { self .metric_name } ' ,
75- f'Number of Windows: { len (self .windows )} ' ,
73+ f'策略名称( Strategy) : { self .strategy_class .__name__ } ' ,
74+ f'优化指标( Optimization Metric) : { self .metric_name } ' ,
75+ f'窗口数量( Number of Windows) : { len (self .windows )} ' ,
7676 '' ,
77- '📊 Per-Window Performance:' ,
77+ '📊 各窗口表现( Per-Window Performance) :' ,
7878 '' ,
7979 ]
8080
8181 # Table header
8282 lines .append (
83- f'{ "Window" :<8} { "Train Period" :<24} { "Test Period" :<24} { "Train" :<10 } { "Test" :<10 } { "Gap" :<10} '
83+ f'{ "窗口( Window) " :<8} { "训练区间( Train Period) " :<24} { "测试区间( Test Period) " :<24} { "训练得分( Train) " :<12 } { "测试得分( Test) " :<12 } { "回撤( Gap) " :<10} '
8484 )
8585 lines .append ('-' * 86 )
8686
@@ -102,12 +102,10 @@ def summary(self) -> str:
102102 lines .extend (
103103 [
104104 '-' * 86 ,
105- f'{ "Mean" :<8} { "" :<24} { "" :<24} '
106- f'{ float (np .mean (train_scores )):>9.3f} { float (np .mean (test_scores )):>9.3f} { float (np .mean (gaps )):>9.3f} ' ,
107- f'{ "Std" :<8} { "" :<24} { "" :<24} '
108- f'{ float (np .std (train_scores )):>9.3f} { float (np .std (test_scores )):>9.3f} { float (np .std (gaps )):>9.3f} ' ,
105+ f'{ "平均值(Mean)" :<8} { "" :<24} { "" :<24} { float (np .mean (train_scores )):>9.3f} { float (np .mean (test_scores )):>9.3f} { float (np .mean (gaps )):>9.3f} ' ,
106+ f'{ "标准差(Std)" :<8} { "" :<24} { "" :<24} { float (np .std (train_scores )):>9.3f} { float (np .std (test_scores )):>9.3f} { float (np .std (gaps )):>9.3f} ' ,
109107 '' ,
110- '🎯 Combined Out-of-Sample Performance:' ,
108+ '🎯 样本外综合表现( Combined Out-of-Sample Performance) :' ,
111109 '' ,
112110 ]
113111 )
@@ -116,11 +114,11 @@ def summary(self) -> str:
116114 metrics = self .combined_results .summary ()
117115 lines .extend (
118116 [
119- f' Total Return: { _series_metric (metrics , "total_return" , 0.0 ) * 100 :>8.2f} %' ,
120- f' Annual Return: { _series_metric (metrics , "annual_return" , 0.0 ) * 100 :>8.2f} %' ,
121- f' Sharpe Ratio: { _series_metric (metrics , "sharpe_ratio" , 0.0 ):>8.3f} ' ,
122- f' Max Drawdown: { _series_metric (metrics , "max_drawdown" , 0.0 ) * 100 :>8.2f} %' ,
123- f' Win Rate: { _series_metric (metrics , "win_rate" ) * 100 :>8.2f} %' ,
117+ f' 总收益( Total Return): { _series_metric (metrics , "total_return" , 0.0 ) * 100 :>8.2f} %' ,
118+ f' 年化收益( Annual Return): { _series_metric (metrics , "annual_return" , 0.0 ) * 100 :>8.2f} %' ,
119+ f' 夏普比率( Sharpe Ratio): { _series_metric (metrics , "sharpe_ratio" , 0.0 ):>8.3f} ' ,
120+ f' 最大回撤( Max Drawdown): { _series_metric (metrics , "max_drawdown" , 0.0 ) * 100 :>8.2f} %' ,
121+ f' 胜率( Win Rate): { _series_metric (metrics , "win_rate" ) * 100 :>8.2f} %' ,
124122 '' ,
125123 ]
126124 )
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