fund-cli 2.0.0__py3-none-any.whl

fund_cli/commands/analyze_cmd.py

@@ -0,0 +1,418 @@
+"""
+基金分析命令
+
+提供基金信息查询、业绩分析、报告生成等功能。
+"""
+
+from datetime import date, datetime, timedelta
+
+import typer
+from rich.console import Console
+from rich.panel import Panel
+from rich.table import Table
+
+from fund_cli.analysis.performance import PerformanceAnalyzer
+from fund_cli.analysis.risk import RiskAnalyzer
+from fund_cli.core.data_manager import get_data_manager
+
+app = typer.Typer(help="基金分析命令")
+console = Console()
+
+
+@app.command("info")
+def info_fund(
+    fund_code: str = typer.Argument(..., help="基金代码（6位数字）"),
+) -> None:
+    """
+    查看基金基础信息。
+
+    示例:
+        fund analyze info 000001
+    """
+    try:
+        dm = get_data_manager()
+
+        console.print(f"[bold blue]获取基金 {fund_code} 信息...[/bold blue]")
+
+        info = dm.get_fund_info(fund_code)
+
+        # 显示基金信息
+        info_table = Table(show_header=False, box=None)
+        info_table.add_column("字段", style="cyan")
+        info_table.add_column("值", style="white")
+
+        field_names = {
+            "code": "基金代码",
+            "name": "基金名称",
+            "type": "基金类型",
+            "establish_date": "成立日期",
+            "manager": "基金经理",
+            "company": "基金公司",
+            "scale": "规模(亿元)",
+        }
+
+        for key, label in field_names.items():
+            value = info.get(key, "-")
+            if value is None:
+                value = "-"
+            info_table.add_row(label, str(value))
+
+        console.print(
+            Panel(
+                info_table, title=f"[bold]{info.get('name', fund_code)}[/bold]", border_style="blue"
+            )
+        )
+
+    except Exception as e:
+        console.print(f"[red]获取信息失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("nav")
+def nav_history(
+    fund_code: str = typer.Argument(..., help="基金代码"),
+    start_date: str | None = typer.Option(None, "--start", "-s", help="开始日期 (YYYY-MM-DD)"),
+    end_date: str | None = typer.Option(None, "--end", "-e", help="结束日期 (YYYY-MM-DD)"),
+    limit: int = typer.Option(30, "--limit", "-l", help="显示条数"),
+) -> None:
+    """
+    查看基金净值历史。
+
+    示例:
+        fund analyze nav 000001
+        fund analyze nav 000001 --start 2023-01-01 --end 2023-12-31
+    """
+    try:
+        dm = get_data_manager()
+
+        # 解析日期
+        start = datetime.strptime(start_date, "%Y-%m-%d").date() if start_date else None
+        end = datetime.strptime(end_date, "%Y-%m-%d").date() if end_date else None
+
+        console.print(f"[bold blue]获取基金 {fund_code} 净值数据...[/bold blue]")
+
+        df = dm.get_fund_nav(fund_code, start_date=start, end_date=end)
+
+        if df.empty:
+            console.print("[yellow]未找到净值数据[/yellow]")
+            return
+
+        # 显示最近的数据
+        df_display = df.tail(limit).copy()
+        df_display["nav_date"] = df_display["nav_date"].dt.strftime("%Y-%m-%d")
+
+        table = Table(title=f"基金 {fund_code} 净值历史")
+        table.add_column("日期", style="cyan")
+        table.add_column("单位净值", style="green")
+        table.add_column("累计净值", style="blue")
+        table.add_column("日涨跌(%)", style="yellow")
+
+        for _, row in df_display.iterrows():
+            daily_return = row.get("daily_return", "")
+            if daily_return is not None:
+                daily_return = f"{daily_return:.2f}"
+            else:
+                daily_return = "-"
+
+            table.add_row(
+                str(row["nav_date"]),
+                f"{row['unit_nav']:.4f}",
+                f"{row['accumulated_nav']:.4f}" if row.get("accumulated_nav") else "-",
+                daily_return,
+            )
+
+        console.print(table)
+        console.print(f"\n[green]共 {len(df)} 条记录，显示最近 {len(df_display)} 条[/green]")
+
+    except Exception as e:
+        console.print(f"[red]获取净值失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("metrics")
+def analyze_metrics(
+    fund_code: str = typer.Argument(..., help="基金代码"),
+    start_date: str | None = typer.Option(None, "--start", "-s", help="开始日期"),
+    end_date: str | None = typer.Option(None, "--end", "-e", help="结束日期"),
+    benchmark: str | None = typer.Option(None, "-b", "--benchmark", help="基准指数代码"),
+) -> None:
+    """
+    分析基金业绩指标。
+
+    示例:
+        fund analyze metrics 000001
+        fund analyze metrics 000001 -b 000300
+    """
+    try:
+        dm = get_data_manager()
+
+        # 解析日期
+        start = (
+            datetime.strptime(start_date, "%Y-%m-%d").date()
+            if start_date
+            else date.today() - timedelta(days=365)
+        )
+        end = datetime.strptime(end_date, "%Y-%m-%d").date() if end_date else date.today()
+
+        console.print(f"[bold blue]分析基金 {fund_code} 业绩指标...[/bold blue]")
+
+        # 获取净值数据
+        nav_df = dm.get_fund_nav(fund_code, start_date=start, end_date=end)
+
+        if nav_df.empty:
+            console.print("[yellow]未找到净值数据[/yellow]")
+            return
+
+        # 计算收益率
+        nav_series = nav_df.set_index("nav_date")["unit_nav"]
+        returns = nav_series.pct_change().dropna()
+
+        # 获取基准数据
+        benchmark_returns = None
+        if benchmark:
+            try:
+                benchmark_df = dm.get_benchmark_nav(benchmark, start_date=start, end_date=end)
+                if not benchmark_df.empty:
+                    benchmark_series = benchmark_df.set_index("nav_date")["unit_nav"]
+                    benchmark_returns = benchmark_series.pct_change().dropna()
+            except Exception:
+                console.print(f"[yellow]无法获取基准 {benchmark} 数据[/yellow]")
+
+        # 执行分析
+        perf_analyzer = PerformanceAnalyzer()
+        risk_analyzer = RiskAnalyzer()
+
+        perf_metrics = perf_analyzer.analyze(returns, benchmark=benchmark_returns)
+        risk_metrics = risk_analyzer.analyze(returns, benchmark=benchmark_returns)
+
+        # 显示结果
+        metrics_table = Table(title=f"基金 {fund_code} 分析结果", show_header=True)
+        metrics_table.add_column("指标", style="cyan")
+        metrics_table.add_column("业绩指标", style="green")
+        metrics_table.add_column("风险指标", style="yellow")
+
+        # 收益指标
+        metrics_table.add_row("总收益率", f"{perf_metrics.get('total_return', 0):.2f}%", "-")
+        metrics_table.add_row("年化收益率", f"{perf_metrics.get('cagr', 0):.2f}%", "-")
+        metrics_table.add_row(
+            "年化波动率",
+            f"{perf_metrics.get('volatility', 0):.2f}%",
+            f"{risk_metrics.get('volatility_annual', 0):.2f}%",
+        )
+        metrics_table.add_row(
+            "最大回撤",
+            f"{perf_metrics.get('max_drawdown', 0):.2f}%",
+            f"{risk_metrics.get('max_drawdown', 0):.2f}%",
+        )
+        metrics_table.add_row("夏普比率", f"{perf_metrics.get('sharpe', 0):.2f}", "-")
+        metrics_table.add_row("索提诺比率", f"{perf_metrics.get('sortino', 0):.2f}", "-")
+        metrics_table.add_row(
+            "VaR(95%)",
+            f"{perf_metrics.get('var_95', 0):.2f}%",
+            f"{risk_metrics.get('var_95', 0):.2f}%",
+        )
+
+        # 相对指标
+        if benchmark:
+            metrics_table.add_row("Alpha", f"{perf_metrics.get('alpha', '-') or '-'}", "-")
+            metrics_table.add_row(
+                "Beta",
+                f"{perf_metrics.get('beta', '-') or '-'}",
+                f"{risk_metrics.get('beta', '-') or '-'}",
+            )
+            metrics_table.add_row(
+                "信息比率", f"{perf_metrics.get('information_ratio', '-') or '-'}", "-"
+            )
+            metrics_table.add_row(
+                "跟踪误差",
+                f"{perf_metrics.get('tracking_error', '-') or '-'}%",
+                f"{risk_metrics.get('tracking_error', '-') or '-'}%",
+            )
+
+        console.print(metrics_table)
+        console.print(f"\n[dim]分析区间: {start} 至 {end}[/dim]")
+
+    except Exception as e:
+        console.print(f"[red]分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("report")
+def generate_report(
+    fund_code: str = typer.Argument(..., help="基金代码"),
+    output: str = typer.Option(None, help="输出文件路径"),
+    format: str = typer.Option("html", help="报告格式: html/markdown"),
+):
+    """生成分析报告 (FUND-ANALYZE-011)"""
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    try:
+        nav_df = dm.get_fund_nav(fund_code)
+        if nav_df.empty:
+            console.print("[yellow]无净值数据[/yellow]")
+            return
+        returns = nav_df["daily_return"].dropna() / 100.0
+        analyzer = PerformanceAnalyzer()
+        metrics = analyzer.analyze(returns)
+
+        if format == "html":
+            from fund_cli.core.reporters.html_reporter import HtmlReporter
+
+            reporter = HtmlReporter()
+            ext = ".html"
+        elif format == "markdown":
+            from fund_cli.core.reporters.markdown_reporter import MarkdownReporter
+
+            reporter = MarkdownReporter()
+            ext = ".md"
+        else:
+            console.print(f"[red]不支持的格式: {format}[/red]")
+            raise typer.Exit(1) from None
+
+        content = reporter.generate(fund_code, metrics, nav_data=nav_df)
+        out_path = output or f"{fund_code}_report{ext}"
+        reporter.save(content, out_path)
+        console.print(f"[green]报告已生成: {out_path}[/green]")
+    except Exception as e:
+        console.print(f"[red]报告生成失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("rolling")
+def rolling_performance(
+    fund_code: str = typer.Argument(..., help="基金代码"),
+    window: int = typer.Option(60, help="滚动窗口(交易日)"),
+    start_date: str = typer.Option(None, help="开始日期"),
+    end_date: str = typer.Option(None, help="结束日期"),
+):
+    """滚动业绩分析 (FUND-ANALYZE-006)"""
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    try:
+        nav_df = dm.get_fund_nav(
+            fund_code,
+            start_date=date.fromisoformat(start_date) if start_date else None,
+            end_date=date.fromisoformat(end_date) if end_date else None,
+        )
+        if nav_df.empty:
+            console.print("[yellow]无净值数据[/yellow]")
+            return
+        returns = nav_df["daily_return"].dropna() / 100.0
+        analyzer = PerformanceAnalyzer()
+        result = analyzer.rolling_performance(returns, window)
+        if result.empty:
+            console.print("[yellow]数据不足以计算滚动指标[/yellow]")
+            return
+        console.print(f"\n[bold]{fund_code}[/bold] 滚动业绩 (窗口={window}日)：")
+        table = Table(show_header=True, header_style="bold blue")
+        table.add_column("日期")
+        table.add_column("滚动收益", justify="right")
+        table.add_column("滚动夏普", justify="right")
+        table.add_column("滚动波动", justify="right")
+        for idx, row in result.tail(10).iterrows():
+            table.add_row(
+                str(idx.date()),
+                f"{row['rolling_return']:.2f}%",
+                f"{row['rolling_sharpe']:.4f}",
+                f"{row['rolling_volatility']:.2f}%",
+            )
+        console.print(table)
+    except Exception as e:
+        console.print(f"[red]分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("monthly")
+def monthly_distribution(fund_code: str = typer.Argument(..., help="基金代码")):
+    """月度收益分布 (FUND-ANALYZE-008)"""
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    try:
+        nav_df = dm.get_fund_nav(fund_code)
+        if nav_df.empty:
+            console.print("[yellow]无净值数据[/yellow]")
+            return
+        returns = nav_df["daily_return"].dropna() / 100.0
+        analyzer = PerformanceAnalyzer()
+        result = analyzer.monthly_return_distribution(returns)
+        console.print(f"\n[bold]{fund_code}[/bold] 月度收益分布：")
+        console.print(f"  总月数: {result['total_months']}")
+        console.print(f"  正收益月: [green]{result['positive_months']}[/green]")
+        console.print(f"  负收益月: [red]{result['negative_months']}[/red]")
+        console.print(f"  月胜率: {result['win_rate']:.1f}%")
+        console.print(f"  平均月收益: {result['avg_monthly_return']:.4f}%")
+        console.print(f"  最佳月: [green]{result['max_month']:.2f}%[/green]")
+        console.print(f"  最差月: [red]{result['min_month']:.2f}%[/red]")
+    except Exception as e:
+        console.print(f"[red]分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("scenario")
+def scenario_analysis(fund_code: str = typer.Argument(..., help="基金代码")):
+    """情景分析 (FUND-ANALYZE-009)"""
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    try:
+        nav_df = dm.get_fund_nav(fund_code)
+        if nav_df.empty:
+            console.print("[yellow]无净值数据[/yellow]")
+            return
+        returns = nav_df["daily_return"].dropna() / 100.0
+        analyzer = PerformanceAnalyzer()
+        result = analyzer.scenario_analysis(returns)
+        console.print(f"\n[bold]{fund_code}[/bold] 情景分析：")
+        table = Table(show_header=True, header_style="bold blue")
+        table.add_column("情景", style="cyan")
+        table.add_column("年化假设", justify="right")
+        table.add_column("模拟总收益", justify="right")
+        table.add_column("模拟波动率", justify="right")
+        for name, data in result.items():
+            table.add_row(
+                name,
+                f"{data['annual_return']:.1f}%",
+                f"{data['simulated_total_return']:.2f}%",
+                f"{data['simulated_volatility']:.2f}%",
+            )
+        console.print(table)
+    except Exception as e:
+        console.print(f"[red]分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("persistence")
+def performance_persistence(fund_code: str = typer.Argument(..., help="基金代码")):
+    """业绩持续性分析 (FUND-ANALYZE-010)"""
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    try:
+        nav_df = dm.get_fund_nav(fund_code)
+        if nav_df.empty:
+            console.print("[yellow]无净值数据[/yellow]")
+            return
+        returns = nav_df["daily_return"].dropna() / 100.0
+        analyzer = PerformanceAnalyzer()
+        result = analyzer.performance_persistence(returns)
+        console.print(f"\n[bold]{fund_code}[/bold] 业绩持续性分析：")
+        console.print(f"  持续性评分: {result['persistence_score']}/100")
+        console.print(f"  排名相关性: {result['rank_correlation']:.4f}")
+        console.print(f"  月胜率: {result['monthly_win_rate']:.1f}%")
+        console.print(f"  最长连续正收益: {result['max_positive_streak']}月")
+        console.print(f"  最长连续负收益: {result['max_negative_streak']}月")
+    except Exception as e:
+        console.print(f"[red]分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+if __name__ == "__main__":
+    app()

fund_cli/commands/compare_cmd.py

@@ -0,0 +1,264 @@
+"""
+基金对比命令
+
+提供多基金对比分析功能。
+"""
+
+from datetime import date, timedelta
+
+import typer
+from rich.console import Console
+from rich.table import Table
+
+from fund_cli.analysis.performance import PerformanceAnalyzer
+from fund_cli.core.data_manager import get_data_manager
+
+app = typer.Typer(help="基金对比命令")
+console = Console()
+
+
+@app.command("funds")
+def compare_funds(
+    fund_codes: list[str] = typer.Argument(..., help="基金代码列表（至少2只）"),
+    period: str = typer.Option("1y", "--period", "-p", help="对比周期: 1m, 3m, 6m, 1y, 3y"),
+) -> None:
+    """
+    对比多只基金的业绩表现。
+
+    示例:
+        fund compare funds 000001 000002 000003
+        fund compare funds 000001 000002 --period 3y
+    """
+    if len(fund_codes) < 2:
+        console.print("[red]请至少输入2只基金代码[/red]")
+        raise typer.Exit(1) from None
+
+    try:
+        dm = get_data_manager()
+        analyzer = PerformanceAnalyzer()
+
+        # 计算日期范围
+        period_map = {
+            "1m": 30,
+            "3m": 90,
+            "6m": 180,
+            "1y": 365,
+            "3y": 1095,
+        }
+        days = period_map.get(period, 365)
+        start_date = date.today() - timedelta(days=days)
+
+        console.print(f"[bold blue]对比分析 {len(fund_codes)} 只基金...[/bold blue]")
+
+        # 收集数据
+        results = []
+        for code in fund_codes:
+            try:
+                nav_df = dm.get_fund_nav(code, start_date=start_date)
+                if not nav_df.empty:
+                    nav_series = nav_df.set_index("nav_date")["unit_nav"]
+                    returns = nav_series.pct_change().dropna()
+                    metrics = analyzer.analyze(returns)
+
+                    info = dm.get_fund_info(code)
+                    results.append(
+                        {
+                            "code": code,
+                            "name": info.get("name", "-"),
+                            "total_return": metrics.get("total_return", 0),
+                            "cagr": metrics.get("cagr", 0),
+                            "volatility": metrics.get("volatility", 0),
+                            "max_drawdown": metrics.get("max_drawdown", 0),
+                            "sharpe": metrics.get("sharpe", 0),
+                        }
+                    )
+            except Exception as e:
+                console.print(f"[yellow]获取 {code} 数据失败: {e}[/yellow]")
+
+        if not results:
+            console.print("[red]未能获取任何基金数据[/red]")
+            return
+
+        # 显示对比结果
+        table = Table(title="基金对比结果")
+        table.add_column("基金代码", style="cyan")
+        table.add_column("基金名称", style="white")
+        table.add_column("总收益率", style="green")
+        table.add_column("年化收益", style="green")
+        table.add_column("年化波动", style="yellow")
+        table.add_column("最大回撤", style="red")
+        table.add_column("夏普比率", style="blue")
+
+        for r in results:
+            table.add_row(
+                r["code"],
+                r["name"][:10] if r["name"] else "-",
+                f"{r['total_return']:.2f}%",
+                f"{r['cagr']:.2f}%",
+                f"{r['volatility']:.2f}%",
+                f"{r['max_drawdown']:.2f}%",
+                f"{r['sharpe']:.2f}",
+            )
+
+        console.print(table)
+
+    except Exception as e:
+        console.print(f"[red]对比分析失败: {e}[/red]")
+        raise typer.Exit(1) from None
+
+
+@app.command("rolling-win")
+def rolling_win_rate(
+    fund_codes: str = typer.Argument(..., help="基金代码，逗号分隔"),
+    window: int = typer.Option(60, help="滚动窗口(交易日)"),
+    period: str = typer.Option("1y", help="分析周期"),
+):
+    """滚动胜率对比 (FUND-COMPARE-005)"""
+    from datetime import date, timedelta
+
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    codes = [c.strip() for c in fund_codes.split(",")]
+    end = date.today()
+    start = end - timedelta(
+        days={"1m": 30, "3m": 90, "6m": 180, "1y": 365, "2y": 730}.get(period, 365)
+    )
+
+    all_returns = {}
+    for code in codes:
+        try:
+            nav_df = dm.get_fund_nav(code, start_date=start, end_date=end)
+            if not nav_df.empty and "daily_return" in nav_df.columns:
+                all_returns[code] = nav_df["daily_return"].dropna() / 100.0
+        except Exception:
+            continue
+
+    if len(all_returns) < 2:
+        console.print("[yellow]至少需要2只基金的有效数据[/yellow]")
+        return
+
+    import pandas as pd
+
+    returns_df = pd.DataFrame(all_returns)
+    rolling = returns_df.rolling(window=window).apply(lambda x: (1 + x).prod() - 1)
+    win_counts = {}
+    for code in codes:
+        if code in rolling.columns:
+            others = [c for c in codes if c != code and c in rolling.columns]
+            if others:
+                wins = (rolling[code] > rolling[others].T).sum(axis=1).sum()
+                total = rolling[code].notna().sum()
+                win_counts[code] = round(wins / total * 100, 1) if total > 0 else 0
+
+    console.print(f"\n[bold]滚动胜率对比[/bold] (窗口={window}日)：")
+    table = Table(show_header=True, header_style="bold blue")
+    table.add_column("基金代码", style="cyan")
+    table.add_column("胜率", justify="right")
+    for code, rate in sorted(win_counts.items(), key=lambda x: x[1], reverse=True):
+        table.add_row(code, f"{rate:.1f}%")
+    console.print(table)
+
+
+@app.command("correlation")
+def correlation_analysis(
+    fund_codes: str = typer.Argument(..., help="基金代码，逗号分隔"),
+    period: str = typer.Option("1y", help="分析周期"),
+):
+    """相关性分析 (FUND-COMPARE-006)"""
+    from datetime import date, timedelta
+
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    codes = [c.strip() for c in fund_codes.split(",")]
+    end = date.today()
+    start = end - timedelta(days=365)
+
+    all_returns = {}
+    for code in codes:
+        try:
+            nav_df = dm.get_fund_nav(code, start_date=start, end_date=end)
+            if not nav_df.empty and "daily_return" in nav_df.columns:
+                all_returns[code] = nav_df["daily_return"].dropna() / 100.0
+        except Exception:
+            continue
+
+    if len(all_returns) < 2:
+        console.print("[yellow]至少需要2只基金的有效数据[/yellow]")
+        return
+
+    import pandas as pd
+
+    returns_df = pd.DataFrame(all_returns).dropna()
+    corr = returns_df.corr()
+
+    console.print("\n[bold]相关性矩阵[/bold]：")
+    table = Table(show_header=True, header_style="bold blue")
+    table.add_column("", style="cyan")
+    for code in corr.columns:
+        table.add_column(code, justify="right")
+    for code in corr.index:
+        row = [f"[bold]{code}[/bold]"]
+        for val in corr[code]:
+            color = "green" if val > 0.5 else "red" if val < -0.3 else ""
+            row.append(f"[{color}]{val:.4f}[/{color}]")
+        table.add_row(*row)
+    console.print(table)
+
+
+@app.command("report")
+def compare_report(
+    fund_codes: str = typer.Argument(..., help="基金代码，逗号分隔"),
+    period: str = typer.Option("1y", help="分析周期"),
+    output: str = typer.Option(None, help="输出文件路径"),
+):
+    """对比报告生成 (FUND-COMPARE-007)"""
+    from datetime import date, timedelta
+
+    from fund_cli.analysis.performance import PerformanceAnalyzer
+    from fund_cli.core.data_manager import DataManager
+
+    dm = DataManager()
+    codes = [c.strip() for c in fund_codes.split(",")]
+    end = date.today()
+    start = end - timedelta(days=365)
+
+    analyzer = PerformanceAnalyzer()
+    results = []
+    for code in codes:
+        try:
+            nav_df = dm.get_fund_nav(code, start_date=start, end_date=end)
+            if nav_df.empty:
+                continue
+            returns = nav_df["daily_return"].dropna() / 100.0
+            metrics = analyzer.analyze(returns)
+            metrics["fund_code"] = code
+            results.append(metrics)
+        except Exception:
+            continue
+
+    if not results:
+        console.print("[yellow]无有效数据[/yellow]")
+        return
+
+    from fund_cli.core.reporters.markdown_reporter import MarkdownReporter
+
+    md = f"# 基金对比报告\n\n对比周期: {period}\n\n"
+    md += "| 指标 | " + " | ".join(r["fund_code"] for r in results) + " |\n"
+    md += "|------|" + "|".join(["------"] * len(results)) + "|\n"
+    for key in ["total_return", "volatility", "sharpe_ratio", "max_drawdown"]:
+        row = [key]
+        for r in results:
+            v = r.get(key, "N/A")
+            row.append(f"{v:.4f}" if isinstance(v, float) else str(v))
+        md += "|" + "|".join(row) + "|\n"
+
+    reporter = MarkdownReporter()
+    out = output or "comparison_report.md"
+    reporter.save(md, out)
+    console.print(f"[green]对比报告已生成: {out}[/green]")
+
+
+if __name__ == "__main__":
+    app()