做量化，
从 DoQuant 开始

from doquant import BacktestEngine, AStockData

# 初始化
data = AStockData(["000001.SZ", "600519.SH"])
engine = BacktestEngine(
    data, start="2023-01-01",
    end="2024-12-31", capital=1_000_000,
    freq=["1d", "60min", "15min"]
)

def signal(bars):
    ma20 = bars.rolling(20).mean()
    ma60 = bars.rolling(60).mean()
    return (ma20 > ma60) & \
           bars.volume.pct_change() > 0.3

result = engine.run(signal)
result.summary()
# → 年化 28.7%  夏普 1.82  回撤 -12.3%