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backend/app/backtest/strategies/base.py

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+"""策略抽象基类。策略只产生买卖意图（向 broker 下单），不负责撮合/费用。"""
+from __future__ import annotations
+
+from abc import ABC, abstractmethod
+
+import pandas as pd
+
+from ..broker import PaperBroker
+
+
+class Strategy(ABC):
+    """compute 预算指标；on_bar 逐 bar 决策并向 broker 下单。"""
+
+    @abstractmethod
+    def compute(self, close: pd.Series, high: pd.Series, low: pd.Series) -> pd.DataFrame:
+        ...
+
+    @abstractmethod
+    def on_bar(self, i: int, row: pd.Series, broker: PaperBroker) -> None:
+        ...