docs: document unified backtest result workflow

README.md

@@ -60,6 +60,7 @@ from quant_engine.alpha_factors import alpha_001, alpha_005, ALPHA158_REGISTRY
 from quant_engine.execution import (
     ExecutionConfig, simulate_with_daily_data, compute_realized_pnl,
 )
+from quant_engine.backtest import run_weight_backtest
 from quant_engine.indicators import macd, bollinger, kdj
 from quant_engine.data_adapter import (
     long_to_wide, wide_to_long, rename_tushare_columns,
@@ -72,6 +73,16 @@ from quant_engine.data_adapter import (
 df = load_qtdb_daily(["000001.SZ"], "2024-01-01", with_adj=True)
 prices, volumes = prepare_execution_inputs(df)
 result = simulate_with_daily_data(prices, initial_cash=1_000_000.0)
+
+# 权重回测 → 稳定结果对象 → 绩效/基准分析
+backtest = run_weight_backtest(
+    weights=rebalance_weights,
+    stock_returns=daily_returns,
+    initial_capital=1_000_000.0,
+    benchmark_nav=benchmark_nav,
+)
+print(backtest.stats())
+print(backtest.benchmark_report())
 ```
 
 ## 与 research_results 的关系

src/quant_engine/backtest.py

@@ -13,22 +13,21 @@
 
 ```python
 from quant_engine.backtest import (
-    compute_nav_from_weights,    # 调仓表 → 净值
+    rebalance_periodic,           # 周期性再平衡
-    rebalance_table,              # 周期性再平衡
+    run_weight_backtest,          # 权重 → 统一结果对象
-    compare_to_benchmark,         # 策略 vs 基准
     weights_to_long_short,        # 多空组合
 )
 
-# 1. 调仓表 → 净值
+# 调仓表 → 净值、收益、绩效与基准报告
-nav = compute_nav_from_weights(
+rebalance_table = rebalance_periodic(target_weights, rebalance_dates, returns.index)
+result = run_weight_backtest(
     weights=rebalance_table,    # 每周/每月调仓
     stock_returns=returns,      # 个股日收益
     initial_capital=1.0,
+    benchmark_nav=benchmark_nav,
 )
-
+print(result.stats())
-# 2. 跟基准比
+print(result.benchmark_report())
-result = compare_to_benchmark(nav, benchmark_nav)
-print(result.summary())
 ```
 """