feat(web): 信号雷达——一键扫描全部已保存策略的最近买卖信号

新增导航页 /signals:把策略库 single/portfolio/multi 策略统一展开成
"策略×标的"子任务,按标的去重取最近 800 根 K 线,用与回测引擎同口径的
逐 bar 信号流程(含仓位跟踪)判断最近 N 根(窗口 1/3/5/10 可选,默认 5)
的买/卖信号,汇总卡片 + 筛选 tab + 明细表展示;上次结果缓存 localStorage。

- 后端 signal_scan.py(展开/去重取数/信号评估/汇总)+ POST /backtest/signal-scan/run/async
- 只扫信号不重跑回测,不改写策略库业绩快照;单行失败(未知策略/停牌/参数非法)不中断整批
- normalize_symbol 按代码段纠正历史错标市场前缀(与前端 detectMarket 同规则)
- 新增 20 个单测(含与回测引擎成交序列一致性对照),全套 1030 个单测通过
This commit is contained in:
GitHub
2026-08-21 16:57:12 +08:00
parent 67a5e1d08a
commit 9336273f17
9 changed files with 1499 additions and 2 deletions
+57
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@@ -25,6 +25,10 @@ __all__ = [
"SavedStrategyListResponse", "SavedStrategyListResponse",
"MultiStrategyItem", "MultiStrategyItem",
"MultiStrategyBacktestRequest", "MultiStrategyBacktestRequest",
"SignalScanRequest",
"SignalScanRecentSignal",
"SignalScanRow",
"SignalScanResult",
"serialize_result", "serialize_result",
] ]
@@ -372,6 +376,59 @@ class MultiStrategyBacktestRequest(BaseModel):
execution: Literal["next_open", "next_close"] = Field(default="next_open") execution: Literal["next_open", "next_close"] = Field(default="next_open")
# ── 信号雷达(一键扫描已保存策略的最近买卖信号)────────────────────────────────
class SignalScanRequest(BaseModel):
"""信号扫描请求:扫描策略库全部已保存策略,只看最近 N 根 K 线内的信号。"""
window_bars: int = Field(
default=5, ge=1, le=30, description="检查最近 N 根 K 线内的信号(日线即 N 个交易日)"
)
class SignalScanRecentSignal(BaseModel):
"""窗口内单根 K 线的信号。"""
date: str
direction: Literal["BUY", "SELL"]
class SignalScanRow(BaseModel):
"""扫描结果单行:一个"策略×标的"子任务的信号摘要。
single 策略 1 行;portfolio 每只标的 1 行;multi 每个子策略 1 行
(行内 ``strategy_name`` 是所属已保存策略的名字)。
"""
strategy_id: str
strategy_name: str
kind: Literal["single", "portfolio", "multi"]
strategy: str
strategy_label: str = ""
params: dict[str, Any] = {}
symbol: str
category: str = "DAY"
latest_signal: Literal["BUY", "SELL"] | None = None # 窗口内最后一根有信号的 K 线
signal_date: str | None = None # 该信号所在 K 线日期
recent_signals: list[SignalScanRecentSignal] = [] # 窗口内全部信号(按时间正序)
position: Literal["holding", "flat"] | None = None # 扫描结束时策略仓位
last_close: float | None = None
last_bar_date: str | None = None
error: str | None = None
class SignalScanResult(BaseModel):
"""信号扫描结果:全部子任务行 + 汇总计数。"""
rows: list[SignalScanRow]
total: int = 0
buy_count: int = 0 # 窗口内有买入信号的行数
sell_count: int = 0 # 窗口内有卖出信号的行数
error_count: int = 0
elapsed: float = 0.0
# ── 结果序列化 ───────────────────────────────────────────────────────────────── # ── 结果序列化 ─────────────────────────────────────────────────────────────────
+39
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@@ -25,6 +25,7 @@ from easy_tdx.web.backtest_schemas import (
OptimizeAllResult, OptimizeAllResult,
OptimizeBacktestRequest, OptimizeBacktestRequest,
PortfolioBacktestRequest, PortfolioBacktestRequest,
SignalScanRequest,
StrategySchemaResponse, StrategySchemaResponse,
TaskListResponse, TaskListResponse,
TaskStateResponse, TaskStateResponse,
@@ -297,6 +298,44 @@ async def run_optimize_all_async(
return TaskSubmitResponse(task_id=task_id, status=status) return TaskSubmitResponse(task_id=task_id, status=status)
# ── 信号雷达(一键扫描已保存策略)────────────────────────────────────────────
@router.post("/backtest/signal-scan/run/async", response_model=TaskSubmitResponse, status_code=202)
async def run_signal_scan_async(
req: SignalScanRequest,
client: Any = Depends(get_client),
) -> TaskSubmitResponse:
"""提交「信号雷达」后台任务:扫描策略库全部已保存策略的最近买卖信号。
single/portfolio/multi 统一展开成"策略×标的"子任务,按 (symbol, category)
去重取最近 800 根 K 线(async 上下文内完成),后台线程内逐条跑信号流程
(与回测引擎同口径,含仓位跟踪)。只扫信号、不重跑回测、不改业绩快照。
结果为 SignalScanResult,通过 GET /backtest/tasks/{task_id} 轮询。
"""
from easy_tdx.web.signal_scan import expand_targets, fetch_scan_bars, run_scan
from easy_tdx.web.strategy_store import get_store
records = get_store().list_all()
if not records:
raise ValueError("策略库为空,请先在回测页保存策略")
targets = expand_targets(records)
bars = await fetch_scan_bars(client, targets)
description = (
f"信号扫描 | {len(records)}条策略 · {len(targets)}个子任务 · 窗口{req.window_bars}"
)
runner = get_runner()
task_id = runner.submit(
lambda: run_scan(bars, targets, req.window_bars),
description=description,
)
state = runner.get(task_id)
status: Any = state.status if state.status in ("pending", "running") else "running"
return TaskSubmitResponse(task_id=task_id, status=status)
# ── 内部实现 ─────────────────────────────────────────────────────────────────── # ── 内部实现 ───────────────────────────────────────────────────────────────────
+325
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@@ -0,0 +1,325 @@
"""信号雷达:一键扫描策略库全部已保存策略的最近买卖信号。
流程(与「策略库 → 重跑到今天」同一套信号口径):
1. ``expand_targets``: 把已保存策略(single/portfolio/multi 三种 kind)统一展开成
"策略×标的" 子任务列表;数据损坏的条目展开为带 error 的行,不中断整批。
2. ``fetch_scan_bars``: 按 (symbol, category) 去重取最近 K 线(asyncevent loop 内
调用;单页 800 根足够覆盖内置策略全部参数的指标预热)。
3. ``run_scan``: 后台线程内逐 target 构建策略实例,跑一遍 bar-by-bar 信号流程
(复用 combo._update_position 跟踪仓位,与 BacktestEngine 同口径),
汇总最近 ``window`` 根内的买卖信号、结束仓位与最新收盘价。
只扫信号、不重跑完整回测,也不改写策略库保存的业绩快照。
"""
from __future__ import annotations
import logging
import re
import time
from dataclasses import dataclass, field
from typing import Any
import pandas as pd
from easy_tdx.backtest.combo import _update_position
from easy_tdx.backtest.strategy import Strategy
from easy_tdx.web.strategy_store import SavedStrategy
logger = logging.getLogger(__name__)
# 每标的取的 K 线根数:标准协议单次上限 800 根,足够内置策略最慢参数(如慢线 250)预热。
SCAN_BARS = 800
# 仓位跟踪用的佣金率(与 combo.extract_factor_signals 默认一致,只影响全仓股数估算)
_COMMISSION = 0.0003
# 市场前缀纠错规则(与前端 web-ui/src/market.ts detectMarket 保持一致):
# 北交所 43/83/87/92/93/4xx/8xx;沪市 6xx/9xx/5xx(含沪市基金);其余深市。
_BJ_PREFIX = re.compile(r"^(43|83|87|92|93|4|8)")
_SH_PREFIX = re.compile(r"^[695]")
def _detect_market(code: str) -> str:
"""按 6 位代码推断市场(SH/SZ/BJ),规则与前端 detectMarket 一致。"""
if not re.fullmatch(r"\d{6}", code):
return "SZ"
if _BJ_PREFIX.match(code):
return "BJ"
if _SH_PREFIX.match(code):
return "SH"
return "SZ"
def normalize_symbol(raw: str) -> str:
"""纠正历史保存策略的市场前缀(如 SZ:515080 → SH:515080)。
早期前端曾按市场前缀漏判沪市基金,导致部分历史保存的 symbol 错标,
后端按错配市场取到 0 根 K 线被静默跳过。这里按代码段重判市场兜底。
"""
code = raw.split(":", 1)[-1].strip() if raw else ""
if not code:
return raw
return f"{_detect_market(code)}:{code}"
# ── 展开子任务 ────────────────────────────────────────────────────────────────
@dataclass
class ScanTarget:
"""一个待扫描的"策略×标的"子任务(由已保存策略展开而来)。
``error`` 非空表示展开阶段就发现问题(缺 symbol / 组合数据损坏),
run_scan 会把它原样写进结果行,不参与取数与信号计算。
"""
strategy_id: str # 所属已保存策略 id
strategy_name: str # 所属已保存策略名(展示用)
kind: str # single | portfolio | multi
strategy: str # 策略注册表 key(如 ma_cross
strategy_label: str = ""
params: dict[str, Any] = field(default_factory=dict)
symbol: str = "" # 归一化后的 "市场:代码"
category: str = "DAY"
error: str | None = None
def expand_targets(records: list[SavedStrategy]) -> list[ScanTarget]:
"""把全部已保存策略展开成"策略×标的"子任务列表。
- single: 1 条(context.symbol
- portfolio: context.stocks 每只一条(同 strategy + params
- multi: context.items 每条一 target(各自带 strategy/params/symbol
- 缺关键字段的条目展开为 error 行(保证结果表能看到"这条策略有问题"
"""
targets: list[ScanTarget] = []
for rec in records:
ctx = rec.context or {}
if rec.kind == "multi":
items = ctx.get("items")
if not isinstance(items, list) or not items:
targets.append(
ScanTarget(
strategy_id=rec.id,
strategy_name=rec.name,
kind=rec.kind,
strategy=rec.strategy,
error="组合缺少策略明细(items),可能数据损坏",
)
)
continue
for item in items:
if not isinstance(item, dict):
targets.append(_error_target(rec, "组合条目数据损坏"))
continue
symbol = item.get("symbol")
if not item.get("strategy") or not symbol:
targets.append(_error_target(rec, "组合条目缺少 strategy/symbol"))
continue
targets.append(
ScanTarget(
strategy_id=rec.id,
strategy_name=rec.name,
kind=rec.kind,
strategy=str(item["strategy"]),
strategy_label=str(item.get("strategy_label") or ""),
params=item.get("params") or {},
symbol=normalize_symbol(str(symbol)),
category=str(item.get("category") or "DAY"),
)
)
else:
# single 与 portfolio 同构:portfolio 把同策略铺到多只标的
stocks = ctx.get("stocks") if rec.kind == "portfolio" else None
symbols = [str(s) for s in stocks] if isinstance(stocks, list) and stocks else None
if symbols is None:
symbol = ctx.get("symbol")
if not symbol:
targets.append(_error_target(rec, "缺少标的上下文(symbol"))
continue
symbols = [str(symbol)]
for sym in symbols:
targets.append(
ScanTarget(
strategy_id=rec.id,
strategy_name=rec.name,
kind=rec.kind,
strategy=rec.strategy,
strategy_label=rec.strategy_label,
params=rec.params or {},
symbol=normalize_symbol(sym),
category=str(ctx.get("category") or "DAY"),
)
)
return targets
def _error_target(rec: SavedStrategy, message: str) -> ScanTarget:
"""构造一条展开失败的 error 行(保留策略身份,便于在结果表定位)。"""
return ScanTarget(
strategy_id=rec.id,
strategy_name=rec.name,
kind=rec.kind,
strategy=rec.strategy,
error=message,
)
# ── 取行情 ────────────────────────────────────────────────────────────────────
async def fetch_scan_bars(
client: Any,
targets: list[ScanTarget],
) -> dict[tuple[str, str], pd.DataFrame | None]:
"""按 (symbol, category) 去重取最近 ``SCAN_BARS`` 根 K 线(asyncevent loop 内调用)。
同一标的被多个策略引用时只取一次。单个标的取数失败/数据无效记 None
(不中断整批),run_scan 会给相关行统一标 error。
"""
from easy_tdx.web.convert import category_from_str, market_from_str
bars: dict[tuple[str, str], pd.DataFrame | None] = {}
for t in targets:
key = (t.symbol, t.category)
if key in bars or t.error:
continue
try:
market_str, code = t.symbol.split(":", 1)
df = await client.get_security_bars(
market_from_str(market_str),
code,
category_from_str(t.category),
0,
SCAN_BARS,
)
except Exception as exc: # noqa: BLE001 — 单标的失败不中断整批
logger.warning("信号扫描取数失败 %s: %s", t.symbol, exc)
bars[key] = None
continue
if not isinstance(df, pd.DataFrame) or len(df) < 2 or "close" not in df.columns:
bars[key] = None
continue
# 列归一化:日线返回 date 列,_bind_data 需要 datetime;页内已正序但保险再排一次
if "datetime" not in df.columns and "date" in df.columns:
df = df.copy()
df["datetime"] = df["date"]
if "datetime" not in df.columns:
bars[key] = None
continue
bars[key] = df.sort_values("datetime").reset_index(drop=True)
return bars
# ── 信号评估 ──────────────────────────────────────────────────────────────────
def evaluate_signals(
strategy: Strategy,
df: pd.DataFrame,
window: int,
) -> dict[str, Any]:
"""在 df 上单遍跑策略的 bar-by-bar 信号流程,返回最近 window 根内的信号摘要。
复现 BacktestEngine._generate_signals / combo.extract_factor_signals 的
信号收集 + 仓位跟踪(``_update_position``),保证扫描结果与真实回测一致。
"""
n = len(df)
strat = strategy
strat._bind_data(df)
strat._cash = 100_000.0
strat._position_size = 0.0
strat._call_init()
close_arr = df["close"].to_numpy()
dt_col = df["datetime"]
start = max(0, n - window)
recent: list[dict[str, Any]] = []
for i in range(n):
strat._set_bar_index(i)
strat._call_next()
signals = strat._clear_signals()
if signals and i >= start:
date = str(dt_col.iloc[i])[:16]
for sig in signals:
recent.append({"date": date, "direction": sig.direction})
_update_position(strat, signals, close_arr[i], _COMMISSION)
return {
"recent_signals": recent,
"latest_signal": recent[-1]["direction"] if recent else None,
"signal_date": recent[-1]["date"] if recent else None,
# 结束仓位(容忍浮点误差):>0 视为策略当前持仓
"position": "holding" if strat._position_size > 0.5 else "flat",
"last_close": float(close_arr[-1]),
"last_bar_date": str(dt_col.iloc[-1])[:16],
}
# ── 汇总扫描 ──────────────────────────────────────────────────────────────────
def run_scan(
bars: dict[tuple[str, str], pd.DataFrame | None],
targets: list[ScanTarget],
window: int,
) -> dict[str, Any]:
"""后台线程内执行:逐 target 构建策略实例并评估信号,汇总成扫描结果。
单个 target 失败(未知策略/参数非法/取数为空/计算异常)记为该行的
error,不影响其余行。返回结构对应 SignalScanResult schema。
"""
from easy_tdx.backtest.strategies import get_registry
registry = get_registry()
rows: list[dict[str, Any]] = []
t0 = time.time()
for t in targets:
row: dict[str, Any] = {
"strategy_id": t.strategy_id,
"strategy_name": t.strategy_name,
"kind": t.kind,
"strategy": t.strategy,
"strategy_label": t.strategy_label,
"params": t.params,
"symbol": t.symbol,
"category": t.category,
"latest_signal": None,
"signal_date": None,
"recent_signals": [],
"position": None,
"last_close": None,
"last_bar_date": None,
"error": None,
}
try:
if t.error:
raise ValueError(t.error)
df = bars.get((t.symbol, t.category))
if df is None:
raise ValueError("未取到有效 K 线(停牌/代码失效/取数失败)")
try:
entry = registry.get(t.strategy)
except KeyError as exc:
raise ValueError(f"未知策略 '{t.strategy}'(可能为旧版本保存)") from exc
strategy = entry.build(t.params)
row.update(evaluate_signals(strategy, df, window))
except Exception as exc: # noqa: BLE001 — 单行失败不中断整批
row["error"] = str(exc) or type(exc).__name__
logger.warning("信号扫描失败 %s@%s: %s", t.strategy, t.symbol, exc)
rows.append(row)
buy_count = sum(1 for r in rows if any(s["direction"] == "BUY" for s in r["recent_signals"]))
sell_count = sum(1 for r in rows if any(s["direction"] == "SELL" for s in r["recent_signals"]))
error_count = sum(1 for r in rows if r["error"])
return {
"rows": rows,
"total": len(rows),
"buy_count": buy_count,
"sell_count": sell_count,
"error_count": error_count,
"elapsed": round(time.time() - t0, 2),
}
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@@ -0,0 +1,386 @@
"""信号雷达(signal_scan)单元 + 端到端测试(离线,无网络)。
覆盖:
- normalize_symbol 市场前缀纠错
- expand_targets 三种 kind 展开 + 数据损坏容错
- fetch_scan_bars 去重取数 / 失败容错 / date→datetime 列归一化
- evaluate_signals 金叉买入、死叉卖出、仓位跟踪、窗口过滤(与回测引擎同口径)
- run_scan 单行失败不中断 + 汇总计数
- POST /backtest/signal-scan/run/async 端到端(fake store + fake 行情)
"""
from __future__ import annotations
import asyncio
import time
import numpy as np
import pandas as pd
import pytest
pytest.importorskip("fastapi")
from easy_tdx.web.signal_scan import ( # noqa: E402
evaluate_signals,
expand_targets,
fetch_scan_bars,
normalize_symbol,
run_scan,
)
from easy_tdx.web.strategy_store import SavedStrategy # noqa: E402
# ── 测试数据 ───────────────────────────────────────────────────────────────────
def v_shape_df(n_fall: int = 40, n_rise: int = 80, n_drop: int = 0) -> pd.DataFrame:
"""V 型走势合成日线:下跌 → 上涨(→ 可选急跌),保证出现金叉(→ 死叉)。
返回的 df 带标准 OHLCV + datetime 列(日线接口返回 date,归一化后是 datetime)。
"""
closes = np.concatenate(
[
10.0 - np.arange(n_fall) * 0.02, # 缓跌:MA5 持续低于 MA20
9.2 + np.arange(n_rise) * 0.12, # 稳定上涨:金叉出现
(10.0 + n_rise * 0.12 - np.arange(1, n_drop + 1) * 0.5) if n_drop else [], # 急跌:死叉
]
)
n = len(closes)
dates = pd.date_range("2025-01-01", periods=n, freq="B")
return pd.DataFrame(
{
"datetime": dates,
"open": closes - 0.05,
"high": closes + 0.10,
"low": closes - 0.10,
"close": closes,
"vol": np.full(n, 5000.0),
"amount": closes * 5000,
}
)
def _single(**ctx_overrides: object) -> SavedStrategy:
ctx: dict = {"symbol": "SH:601088", "category": "DAY"}
ctx.update(ctx_overrides)
return SavedStrategy(
id="s1",
name="神华·双均线",
kind="single",
strategy="ma_cross",
strategy_label="双均线交叉",
params={"fast": 5, "slow": 20},
context=ctx,
)
class FakeClient:
"""假行情客户端:按 (market, code) 返回预置 df,未预置的抛错。"""
def __init__(self, data: dict[str, pd.DataFrame]) -> None:
self.data = data
self.calls: list[tuple[str, str]] = []
async def get_security_bars(self, market, code, category, start, count): # noqa: ANN001
market_str = str(getattr(market, "name", market))
key = f"{market_str}:{code}"
self.calls.append((key, str(getattr(category, "name", category))))
if key not in self.data:
raise ConnectionError(f"no data for {key}")
return self.data[key]
# ── normalize_symbol ──────────────────────────────────────────────────────────
@pytest.mark.parametrize(
("raw", "expected"),
[
("SH:601088", "SH:601088"), # 正确的沪市主板
("SZ:515080", "SH:515080"), # 历史错标的沪市基金 → 纠正
("510300", "SH:510300"), # 无前缀 → 补全
("SZ:000001", "SZ:000001"), # 正确的深市主板
("430047", "BJ:430047"), # 北交所
("830799", "BJ:830799"), # 北交所 8xx
("SZ:300347", "SZ:300347"), # 创业板
],
)
def test_normalize_symbol(raw: str, expected: str) -> None:
assert normalize_symbol(raw) == expected
# ── expand_targets ────────────────────────────────────────────────────────────
def test_expand_single() -> None:
targets = expand_targets([_single()])
assert len(targets) == 1
t = targets[0]
assert (t.strategy, t.params, t.symbol, t.category) == (
"ma_cross",
{"fast": 5, "slow": 20},
"SH:601088",
"DAY",
)
assert t.error is None
def test_expand_portfolio_multi_symbols() -> None:
rec = SavedStrategy(
id="p1",
name="银行组合",
kind="portfolio",
strategy="macd",
params={"short": 10, "long": 20},
context={"stocks": ["SZ:000001", "515080", "SH:601088"], "category": "DAY"},
)
targets = expand_targets([rec])
assert len(targets) == 3
assert [t.symbol for t in targets] == ["SZ:000001", "SH:515080", "SH:601088"]
assert all(t.strategy == "macd" for t in targets)
def test_expand_multi_items() -> None:
rec = SavedStrategy(
id="m1",
name="老登+小登组合",
kind="multi",
strategy="multi",
context={
"items": [
{"strategy": "trix", "params": {"m1": 18, "m2": 20}, "symbol": "SZ:300347"},
{
"strategy": "ema_cross",
"params": {"fast": 12},
"symbol": "SZ:301308",
"category": "DAY",
},
{"strategy": "macd", "symbol": "SH:601088"}, # 缺 params → 默认空
{"strategy": "", "symbol": "SZ:000001"}, # 缺 strategy → error 行
]
},
)
targets = expand_targets([rec])
assert len(targets) == 4
ok = [t for t in targets if t.error is None]
assert [t.strategy for t in ok] == ["trix", "ema_cross", "macd"]
assert ok[1].params == {"fast": 12}
assert [t.error is None for t in targets] == [True, True, True, False]
def test_expand_error_rows() -> None:
# single 缺 symbol / multi 缺 items → 各展开为一条 error 行(不丢策略身份)
no_symbol = _single()
no_symbol.context = {"category": "DAY"}
broken_multi = SavedStrategy(id="m2", name="坏组合", kind="multi", strategy="multi")
targets = expand_targets([no_symbol, broken_multi])
assert len(targets) == 2
assert all(t.error for t in targets)
assert [t.strategy_name for t in targets] == ["神华·双均线", "坏组合"]
# ── fetch_scan_bars ───────────────────────────────────────────────────────────
def test_fetch_scan_bars_dedupe_and_normalize() -> None:
df = v_shape_df()
# 日线接口风格:date 列而非 datetime
daily = df.rename(columns={"datetime": "date"})
client = FakeClient({"SH:601088": daily, "SZ:000001": daily})
rec1 = _single()
rec2 = _single(id="s2", name="另一个神华", strategy="macd", params={})
targets = expand_targets([rec1, rec2]) # 同 symbol 只取一次
targets.append(expand_targets([_single(symbol="SZ:000001")])[0])
bars = asyncio.run(fetch_scan_bars(client, targets))
assert set(bars) == {("SH:601088", "DAY"), ("SZ:000001", "DAY")}
# SH:601088 只取了一次(去重生效)
assert len([c for c in client.calls if c[0] == "SH:601088"]) == 1
# date 列已归一化为 datetime 且按时间正序
out = bars[("SH:601088", "DAY")]
assert "datetime" in out.columns
assert out["datetime"].is_monotonic_increasing
def test_fetch_scan_bars_failure_tolerant() -> None:
client = FakeClient({}) # 全部抛错
targets = expand_targets([_single()])
bars = asyncio.run(fetch_scan_bars(client, targets))
assert bars == {("SH:601088", "DAY"): None}
# ── evaluate_signals ──────────────────────────────────────────────────────────
def _ma_cross_instance(): # noqa: ANN202
from easy_tdx.backtest.strategies import get_registry
return get_registry().get("ma_cross").build({"fast": 5, "slow": 20})
def _expected_cross_dates(df: pd.DataFrame, direction: str) -> list[str]:
"""用 MyTT 独立算出金叉/死叉所在日期(作为期望值,与被测代码解耦)。"""
from easy_tdx.MyTT import CROSS, MA
close = df["close"].to_numpy()
fast, slow = MA(close, 5), MA(close, 20)
mask = CROSS(fast, slow) if direction == "BUY" else CROSS(slow, fast)
return [str(df["datetime"].iloc[i])[:16] for i in range(len(df)) if mask[i]]
def test_evaluate_signals_golden_cross_buy() -> None:
df = v_shape_df(n_rise=30) # 只涨不跌:恰好一个金叉、之后无死叉
buy_dates = _expected_cross_dates(df, "BUY")
assert len(buy_dates) == 1, "V 型数据应恰好产生一个金叉"
cross_date = buy_dates[0]
cross_idx = [i for i in range(len(df)) if str(df["datetime"].iloc[i])[:16] == cross_date][0]
# 窗口恰好从金叉那根开始 → 窗口内能捕获 BUY
result = evaluate_signals(_ma_cross_instance(), df, window=len(df) - cross_idx)
buys = [s for s in result["recent_signals"] if s["direction"] == "BUY"]
assert [s["date"] for s in buys] == [cross_date]
assert result["latest_signal"] == "BUY"
assert result["signal_date"] == cross_date
assert result["position"] == "holding" # 买入后一直持有
assert result["last_close"] == pytest.approx(float(df["close"].iloc[-1]))
assert result["last_bar_date"] == str(df["datetime"].iloc[-1])[:16]
# 窗口再收窄一根(金叉在窗口外)→ 不上报旧信号,但仓位跟踪不受窗口影响
result2 = evaluate_signals(_ma_cross_instance(), df, window=len(df) - cross_idx - 1)
assert result2["recent_signals"] == []
assert result2["latest_signal"] is None
assert result2["position"] == "holding"
def test_evaluate_signals_death_cross_sell() -> None:
df = v_shape_df(n_drop=15) # 涨完急跌:金叉买入 → 死叉卖出
result = evaluate_signals(_ma_cross_instance(), df, window=len(df))
dirs = [s["direction"] for s in result["recent_signals"]]
assert dirs[0] == "BUY"
assert dirs[-1] == "SELL"
assert result["latest_signal"] == "SELL"
assert result["position"] == "flat" # 清仓
def test_evaluate_signals_matches_engine_trades() -> None:
"""与真实回测引擎成交方向序列一致性抽查(同 df、同策略)。"""
from easy_tdx.backtest.engine import BacktestEngine
df = v_shape_df(n_drop=15)
strat = _ma_cross_instance()
result = evaluate_signals(strat, df, window=len(df))
engine = BacktestEngine(strategy=_ma_cross_instance())
trades = engine.run(df).trades
engine_dirs = list(trades["direction"])
scan_dirs = [s["direction"] for s in result["recent_signals"]]
assert scan_dirs == engine_dirs[: len(scan_dirs)]
# ── run_scan ──────────────────────────────────────────────────────────────────
def test_run_scan_summary_and_errors() -> None:
df = v_shape_df()
targets = [
expand_targets([_single()])[0], # 正常行(有行情)
expand_targets([_single(id="s2", name="同标的第二策略")])[0], # 同标的复用行情
]
# 制造三类失败:未知策略 / 无行情 / 展开错误
bad_strategy = expand_targets([_single()])[0]
bad_strategy.strategy = "nope_strategy"
targets.append(bad_strategy)
no_bars = expand_targets([_single()])[0]
no_bars.symbol = "SZ:999999"
targets.append(no_bars)
broken = expand_targets([SavedStrategy(id="x", name="", kind="single", strategy="ma_cross")])[
0
]
targets.append(broken)
bars = {("SH:601088", "DAY"): df}
out = run_scan(bars, targets, window=len(df))
assert out["total"] == 5
assert out["buy_count"] == 2 # 前两行各有一个金叉买入
assert out["sell_count"] == 0
assert out["error_count"] == 3 # 未知策略 / 无行情 / 展开错误
rows = out["rows"]
assert rows[0]["error"] is None
assert rows[0]["latest_signal"] == "BUY"
assert "未知策略" in rows[2]["error"]
assert "未取到有效 K 线" in rows[3]["error"]
assert "缺少标的上下文" in rows[4]["error"]
assert out["elapsed"] >= 0
# ── API 端到端 ────────────────────────────────────────────────────────────────
@pytest.fixture()
def api_client():
from fastapi.testclient import TestClient
from easy_tdx.web import create_app
app = create_app()
with TestClient(app) as c:
yield c
def test_signal_scan_endpoint_e2e(api_client, monkeypatch) -> None:
"""POST 提交 → 轮询 done → 结果结构完整(fake store + fake 取数)。"""
import easy_tdx.web.signal_scan as sigscan
import easy_tdx.web.strategy_store as store_mod
# 缓跌 59 根 + 末根跳涨:金叉恰好发生在最后一根 K 线(窗口=1 也能捕获)
df = v_shape_df(n_fall=59, n_rise=0)
df.loc[df.index[-1], ["open", "high", "low", "close"]] = [14.95, 15.2, 14.8, 15.0]
class FakeStore:
def list_all(self) -> list[SavedStrategy]:
return [_single()]
async def fake_fetch(client, targets): # noqa: ANN001
return {("SH:601088", "DAY"): df}
monkeypatch.setattr(store_mod, "get_store", lambda: FakeStore())
monkeypatch.setattr(sigscan, "fetch_scan_bars", fake_fetch)
resp = api_client.post("/api/v1/backtest/signal-scan/run/async", json={"window_bars": 1})
assert resp.status_code == 202, resp.text
task_id = resp.json()["task_id"]
final = None
for _ in range(200):
poll = api_client.get(f"/api/v1/backtest/tasks/{task_id}")
assert poll.status_code == 200
final = poll.json()
if final["status"] in ("done", "failed"):
break
time.sleep(0.05)
assert final is not None and final["status"] == "done", final
result = final["result"]
assert result["total"] == 1
assert result["buy_count"] == 1
row = result["rows"][0]
assert row["strategy"] == "ma_cross"
assert row["symbol"] == "SH:601088"
assert row["error"] is None
assert row["position"] in ("holding", "flat")
def test_signal_scan_endpoint_empty_store(api_client, monkeypatch) -> None:
import easy_tdx.web.strategy_store as store_mod
class EmptyStore:
def list_all(self) -> list[SavedStrategy]:
return []
monkeypatch.setattr(store_mod, "get_store", lambda: EmptyStore())
resp = api_client.post("/api/v1/backtest/signal-scan/run/async", json={})
assert resp.status_code == 400
assert "策略库为空" in resp.json()["detail"]
def test_signal_scan_endpoint_window_validation(api_client) -> None:
resp = api_client.post("/api/v1/backtest/signal-scan/run/async", json={"window_bars": 0})
assert resp.status_code == 422
+1
View File
@@ -12,6 +12,7 @@
<RouterLink to="/optimize" active-class="active">参数寻优</RouterLink> <RouterLink to="/optimize" active-class="active">参数寻优</RouterLink>
<RouterLink to="/compare" active-class="active">结果对比</RouterLink> <RouterLink to="/compare" active-class="active">结果对比</RouterLink>
<RouterLink to="/strategies" active-class="active">策略库</RouterLink> <RouterLink to="/strategies" active-class="active">策略库</RouterLink>
<RouterLink to="/signals" active-class="active">信号雷达</RouterLink>
<RouterLink to="/settings" active-class="active">服务器设置</RouterLink> <RouterLink to="/settings" active-class="active">服务器设置</RouterLink>
</nav> </nav>
</header> </header>
+51
View File
@@ -17,6 +17,8 @@ import type {
ServerHostInfo, ServerHostInfo,
ServerHostListResponse, ServerHostListResponse,
ServerSwitchResult, ServerSwitchResult,
SignalScanRequest,
SignalScanResult,
StrategiesResponse, StrategiesResponse,
TaskListResponse, TaskListResponse,
TaskState, TaskState,
@@ -237,6 +239,55 @@ export async function runBacktestWithPolling(
// ── 策略库(已保存策略)────────────────────────────────────────────────────── // ── 策略库(已保存策略)──────────────────────────────────────────────────────
/** 提交「信号雷达」一键扫描后台任务,返回 task_id。 */
export async function submitSignalScanTask(
req: SignalScanRequest = {},
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/signal-scan/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/**
* 提交信号扫描并轮询直到 done/failed。
*
* 与 runBacktestWithPolling 的区别:扫描要在请求内逐标的取行情(提交本身
* 就可能耗时数十秒),且标的较多时总时长可能超过 2 分钟,故默认 300s 超时。
*/
export async function runSignalScanWithPolling(
req: SignalScanRequest = {},
onPoll?: (state: TaskState) => void,
intervalMs = 500,
timeoutMs = 300_000,
): Promise<TaskState> {
const { task_id } = await submitSignalScanTask(req)
const start = Date.now()
// eslint-disable-next-line no-constant-condition
while (true) {
const state = await fetchTask(task_id)
onPoll?.(state)
if (state.status === 'done' || state.status === 'failed') return state
if (Date.now() - start > timeoutMs) {
throw new Error(`信号扫描超时(${timeoutMs / 1000}s),可稍后重试或减小窗口`)
}
await new Promise((r) => setTimeout(r, intervalMs))
}
}
/** 断言任务结果为信号扫描结果(类型收窄用)。 */
export function asSignalScanResult(state: TaskState): SignalScanResult {
if (state.status === 'failed') throw new Error(state.error || '信号扫描失败')
const result = state.result as SignalScanResult | null
if (!result || !Array.isArray(result.rows)) {
throw new Error('信号扫描结果格式异常(缺少 rows)')
}
return result
}
/** 列出全部已保存策略(按创建时间倒序)。 */ /** 列出全部已保存策略(按创建时间倒序)。 */
export async function fetchSavedStrategies(): Promise<SavedStrategyListResponse> { export async function fetchSavedStrategies(): Promise<SavedStrategyListResponse> {
const resp = await fetch(`${BASE}/strategies`) const resp = await fetch(`${BASE}/strategies`)
+4 -1
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@@ -5,15 +5,18 @@ import CompareView from './views/CompareView.vue'
import OptimizeView from './views/OptimizeView.vue' import OptimizeView from './views/OptimizeView.vue'
import PortfolioView from './views/PortfolioView.vue' import PortfolioView from './views/PortfolioView.vue'
import ServerSettingsView from './views/ServerSettingsView.vue' import ServerSettingsView from './views/ServerSettingsView.vue'
import SignalRadarView from './views/SignalRadarView.vue'
import StrategiesView from './views/StrategiesView.vue' import StrategiesView from './views/StrategiesView.vue'
// 单标的回测(/+ 组合回测(/portfolio+ 参数寻优(/optimize+ 结果对比(/compare+ 策略库(/strategies+ 服务器设置(/settings)。 // 单标的回测(/+ 组合回测(/portfolio+ 参数寻优(/optimize+ 结果对比(/compare
// + 策略库(/strategies+ 信号雷达(/signals+ 服务器设置(/settings)。
const routes = [ const routes = [
{ path: '/', name: 'backtest', component: BacktestView }, { path: '/', name: 'backtest', component: BacktestView },
{ path: '/portfolio', name: 'portfolio', component: PortfolioView }, { path: '/portfolio', name: 'portfolio', component: PortfolioView },
{ path: '/optimize', name: 'optimize', component: OptimizeView }, { path: '/optimize', name: 'optimize', component: OptimizeView },
{ path: '/compare', name: 'compare', component: CompareView }, { path: '/compare', name: 'compare', component: CompareView },
{ path: '/strategies', name: 'strategies', component: StrategiesView }, { path: '/strategies', name: 'strategies', component: StrategiesView },
{ path: '/signals', name: 'signals', component: SignalRadarView },
{ path: '/settings', name: 'settings', component: ServerSettingsView }, { path: '/settings', name: 'settings', component: ServerSettingsView },
] ]
+49 -1
View File
@@ -131,7 +131,13 @@ export type TaskStatus = 'pending' | 'running' | 'done' | 'failed'
export interface TaskState { export interface TaskState {
task_id: string task_id: string
status: TaskStatus status: TaskStatus
result: BacktestResult | PortfolioResult | OptimizeResult | OptimizeAllResult | null result:
| BacktestResult
| PortfolioResult
| OptimizeResult
| OptimizeAllResult
| SignalScanResult
| null
error: string | null error: string | null
description: string description: string
elapsed: number elapsed: number
@@ -307,6 +313,48 @@ export interface SavedStrategyListResponse {
count: number count: number
} }
// ── 信号雷达(POST /api/v1/backtest/signal-scan/run/async ──────────────────
/** 信号扫描请求:window_bars = 检查最近 N 根 K 线内的信号。 */
export interface SignalScanRequest {
window_bars?: number
}
/** 窗口内单根 K 线的信号。 */
export interface SignalScanRecentSignal {
date: string
direction: 'BUY' | 'SELL'
}
/** 扫描结果单行:一个"策略×标的"子任务的信号摘要。 */
export interface SignalScanRow {
strategy_id: string
strategy_name: string
kind: 'single' | 'portfolio' | 'multi'
strategy: string
strategy_label: string
params: Record<string, number | string | boolean>
symbol: string
category: string
latest_signal: 'BUY' | 'SELL' | null
signal_date: string | null
recent_signals: SignalScanRecentSignal[]
position: 'holding' | 'flat' | null
last_close: number | null
last_bar_date: string | null
error: string | null
}
/** 信号扫描结果:全部子任务行 + 汇总计数。 */
export interface SignalScanResult {
rows: SignalScanRow[]
total: number
buy_count: number
sell_count: number
error_count: number
elapsed: number
}
// ── 多策略组合回测(资金分仓,POST /api/v1/backtest/multi-strategy/run/async ── // ── 多策略组合回测(资金分仓,POST /api/v1/backtest/multi-strategy/run/async ──
/** 多策略组合的单个策略槽位(一个策略 + 参数 + 它要跑的原标的 + 日期)。 */ /** 多策略组合的单个策略槽位(一个策略 + 参数 + 它要跑的原标的 + 日期)。 */
+587
View File
@@ -0,0 +1,587 @@
<script setup lang="ts">
// 信号雷达页:一键扫描策略库全部已保存策略(单标的/多标的/多策略组合),
// 把每种策略展开成"策略×标的"子任务,用最近 N 根 K 线(窗口可选,默认 5)
// 判断买/卖信号并汇总列出——方便每天跟踪"今天哪些策略有信号"。
// 后端 POST /backtest/signal-scan/run/async;取行情在提交请求内完成(标的多时
// 提交本身就要等一会儿),结果轮询拿 SignalScanResult。上次扫描结果缓存在
// localStorage,进页面先展示,避免每次都要重扫。
import { computed, onMounted, ref } from 'vue'
import { useRouter } from 'vue-router'
import { asSignalScanResult, formatError, runSignalScanWithPolling } from '../api'
import type { SignalScanResult, SignalScanRow } from '../types'
const router = useRouter()
const WINDOW_OPTIONS = [1, 3, 5, 10]
const STORAGE_KEY = 'easy-tdx.signal-radar.last'
const windowBars = ref(5)
const scanning = ref(false)
const error = ref('')
const result = ref<SignalScanResult | null>(null)
const scannedAt = ref('') // 本地时间戳(上次扫描完成时刻)
const elapsedSec = ref('') // 上次扫描总耗时(提交+计算)
interface CachedScan {
result: SignalScanResult
scannedAt: string
windowBars: number
}
onMounted(() => {
try {
const raw = localStorage.getItem(STORAGE_KEY)
if (!raw) return
const cached = JSON.parse(raw) as CachedScan
if (cached?.result?.rows) {
result.value = cached.result
scannedAt.value = cached.scannedAt || ''
if (WINDOW_OPTIONS.includes(cached.windowBars)) windowBars.value = cached.windowBars
}
} catch {
// 缓存损坏则忽略,直接空态
}
})
async function onScan() {
if (scanning.value) return
scanning.value = true
error.value = ''
const t0 = Date.now()
try {
const state = await runSignalScanWithPolling({ window_bars: windowBars.value })
result.value = asSignalScanResult(state)
scannedAt.value = new Date().toLocaleString('zh-CN', { hour12: false })
elapsedSec.value = ((Date.now() - t0) / 1000).toFixed(1)
const cached: CachedScan = {
result: result.value,
scannedAt: scannedAt.value,
windowBars: windowBars.value,
}
localStorage.setItem(STORAGE_KEY, JSON.stringify(cached))
} catch (e) {
error.value = formatError(e)
} finally {
scanning.value = false
}
}
// ── 筛选 ─────────────────────────────────────────────────────────────────────
type FilterKey = 'signal' | 'buy' | 'sell' | 'error' | 'all'
const activeFilter = ref<FilterKey>('signal') // 默认只看有信号的
function hasBuy(r: SignalScanRow): boolean {
return r.recent_signals.some((s) => s.direction === 'BUY')
}
function hasSell(r: SignalScanRow): boolean {
return r.recent_signals.some((s) => s.direction === 'SELL')
}
const filterDefs = computed(() => {
const rows = result.value?.rows || []
const defs: { key: FilterKey; label: string; count: number }[] = [
{ key: 'signal', label: '有信号', count: rows.filter((r) => !r.error && r.recent_signals.length > 0).length },
{ key: 'buy', label: '买入', count: rows.filter((r) => !r.error && hasBuy(r)).length },
{ key: 'sell', label: '卖出', count: rows.filter((r) => !r.error && hasSell(r)).length },
{ key: 'error', label: '失败', count: rows.filter((r) => r.error).length },
{ key: 'all', label: '全部', count: rows.length },
]
return defs
})
const visibleRows = computed(() => {
const rows = result.value?.rows || []
switch (activeFilter.value) {
case 'signal':
return rows.filter((r) => !r.error && r.recent_signals.length > 0)
case 'buy':
return rows.filter((r) => !r.error && hasBuy(r))
case 'sell':
return rows.filter((r) => !r.error && hasSell(r))
case 'error':
return rows.filter((r) => r.error)
default:
return rows
}
})
// ── 展示辅助 ─────────────────────────────────────────────────────────────────
function kindLabel(kind: SignalScanRow['kind']): string {
return kind === 'multi' ? '多策略' : kind === 'portfolio' ? '多标的' : '单标的'
}
/** 窗口内信号序列,如 "B 08-19 · S 08-20"B=买 S=卖)。 */
function signalSeq(r: SignalScanRow): string {
return r.recent_signals
.map((s) => `${s.direction === 'BUY' ? 'B' : 'S'} ${s.date.slice(5, 10)}`)
.join(' · ')
}
/** 跳转单标的回测页回填该子策略(query 模式与策略库「载入」一致)。 */
function onLoad(r: SignalScanRow) {
const codeOnly = r.symbol.includes(':') ? r.symbol.split(':').pop()! : r.symbol
router.push({
path: '/',
query: {
strategy: r.strategy,
params: JSON.stringify(r.params),
symbol: codeOnly || undefined,
category: r.category || undefined,
endDate: new Date().toISOString().slice(0, 10),
},
})
}
</script>
<template>
<div class="radar-view">
<header class="page-header">
<div>
<h2>信号雷达</h2>
<p class="subtitle">
一键扫描策略库全部已保存策略列出最近 K 线内出现买入/卖出信号的策略
<template v-if="scannedAt">
上次扫描 {{ scannedAt }}<template v-if="elapsedSec">{{ elapsedSec }}s</template>
</template>
</p>
</div>
<div class="header-actions">
<label class="window-picker">
窗口
<select v-model="windowBars" :disabled="scanning">
<option v-for="w in WINDOW_OPTIONS" :key="w" :value="w">{{ w }} </option>
</select>
</label>
<button class="primary" :disabled="scanning" @click="onScan">
{{ scanning ? '扫描中' : ' 一键扫描' }}
</button>
</div>
</header>
<div v-if="error" class="error-banner"> {{ error }}</div>
<!-- 扫描中提交请求内要逐标的取行情需要等待 -->
<div v-if="scanning" class="scanning-box">
<span class="spinner"></span>
正在扫描逐标的取最近 800 K 线并计算信号标的较多时约需几十秒请稍候
</div>
<template v-if="result && !scanning">
<!-- 汇总卡片 -->
<div class="stat-cards">
<div class="stat">
<span class="k">子任务</span>
<span class="v">{{ result.total }}</span>
</div>
<div class="stat">
<span class="k">买入信号</span>
<span class="v buy">{{ result.buy_count }}</span>
</div>
<div class="stat">
<span class="k">卖出信号</span>
<span class="v sell">{{ result.sell_count }}</span>
</div>
<div class="stat">
<span class="k">失败</span>
<span class="v dim">{{ result.error_count }}</span>
</div>
</div>
<p class="hint">
窗口 = 最近 {{ windowBars }} {{ result.rows[0]?.category === 'DAY' ? '交易日' : 'K 线' }}
盘中最后一根 K 线未收盘信号为盘中即时值收盘后为准
</p>
<!-- 筛选 tab -->
<nav class="tabs">
<button
v-for="f in filterDefs"
:key="f.key"
:class="['tab', { active: activeFilter === f.key }]"
@click="activeFilter = f.key"
>
{{ f.label }}<span class="tab-count">{{ f.count }}</span>
</button>
</nav>
<div v-if="visibleRows.length === 0" class="placeholder">
<p>{{ activeFilter === 'signal' ? '窗口内没有任何买卖信号。' : '该筛选下没有子任务。' }}</p>
<p class="hint">可切换更大的窗口 10 或点一键扫描重新检查</p>
</div>
<table v-else class="radar-table">
<thead>
<tr>
<th>策略</th>
<th>类型</th>
<th>子策略 / 参数</th>
<th>标的</th>
<th>最新信号</th>
<th>窗口内信号</th>
<th class="num">最新收盘</th>
<th>仓位</th>
<th></th>
</tr>
</thead>
<tbody>
<tr v-for="(r, i) in visibleRows" :key="`${r.strategy_id}-${i}`" :class="{ errored: r.error }">
<td class="name" :title="r.strategy_name">{{ r.strategy_name }}</td>
<td><span class="kind-badge" :class="r.kind">{{ kindLabel(r.kind) }}</span></td>
<td class="sub-strat">
{{ r.strategy_label || r.strategy }}
<span class="params">{{ JSON.stringify(r.params) }}</span>
</td>
<td class="sym">{{ r.symbol }}</td>
<td v-if="r.error" class="err" colspan="4"> {{ r.error }}</td>
<template v-else>
<td>
<span v-if="r.latest_signal" class="signal-tag" :class="r.latest_signal">
{{ r.latest_signal === 'BUY' ? '买入' : '卖出' }}
</span>
<span v-else class="none-tag"></span>
</td>
<td class="seq">{{ signalSeq(r) || '—' }}</td>
<td class="num">{{ r.last_close != null ? r.last_close.toFixed(2) : '-' }}</td>
<td>
<span v-if="r.position" class="pos-tag" :class="r.position">
{{ r.position === 'holding' ? '持仓' : '空仓' }}
</span>
</td>
</template>
<td>
<button v-if="!r.error" class="ghost sm" @click="onLoad(r)">载入</button>
</td>
</tr>
</tbody>
</table>
</template>
<div v-if="!result && !scanning && !error" class="placeholder">
<p>还没有扫描结果</p>
<p class="hint">
点右上角 一键扫描把策略库里保存的单策略与组合策略全部检查一遍
列出最近 {{ windowBars }} K 线内出现买卖信号的策略每天收盘后扫一次即可跟踪
</p>
</div>
</div>
</template>
<style scoped>
.radar-view {
height: 100%;
overflow-y: auto;
padding: 16px 20px 32px;
}
.page-header {
display: flex;
align-items: center;
justify-content: space-between;
margin-bottom: 16px;
}
.page-header h2 {
font-size: 16px;
font-weight: 600;
}
.subtitle {
font-size: 12px;
color: var(--text-dim);
margin-top: 4px;
}
.header-actions {
display: flex;
align-items: center;
gap: 10px;
}
.window-picker {
display: flex;
align-items: center;
gap: 6px;
font-size: 12px;
color: var(--text-muted);
}
.window-picker select {
background: var(--bg-panel);
color: var(--text);
border: 1px solid var(--border);
border-radius: var(--radius);
padding: 5px 8px;
font-size: 12px;
cursor: pointer;
}
.primary {
font-size: 13px;
padding: 7px 18px;
background: var(--accent);
border: 1px solid var(--accent);
color: #fff;
font-weight: 600;
border-radius: var(--radius);
cursor: pointer;
}
.primary:hover:not(:disabled) {
filter: brightness(1.1);
}
.primary:disabled {
opacity: 0.6;
cursor: default;
}
.error-banner {
background: rgba(239, 65, 70, 0.12);
border: 1px solid var(--up);
color: var(--up);
padding: 10px 14px;
border-radius: var(--radius);
margin-bottom: 16px;
font-size: 13px;
}
.scanning-box {
display: flex;
align-items: center;
gap: 10px;
padding: 18px 16px;
background: var(--bg-panel);
border: 1px solid var(--border);
border-radius: var(--radius);
color: var(--text-muted);
font-size: 13px;
}
.spinner {
width: 14px;
height: 14px;
border: 2px solid var(--border);
border-top-color: var(--accent);
border-radius: 50%;
animation: spin 0.8s linear infinite;
flex-shrink: 0;
}
@keyframes spin {
to {
transform: rotate(360deg);
}
}
.placeholder {
display: flex;
flex-direction: column;
align-items: center;
justify-content: center;
text-align: center;
height: 50%;
color: var(--text-dim);
gap: 8px;
}
.placeholder .hint,
.hint {
font-size: 12px;
color: var(--text-dim);
max-width: 560px;
line-height: 1.6;
}
/* 汇总卡片 */
.stat-cards {
display: flex;
gap: 14px;
margin-bottom: 10px;
}
.stat {
flex: 1;
display: flex;
flex-direction: column;
gap: 3px;
background: var(--bg-panel);
border: 1px solid var(--border);
border-radius: var(--radius);
padding: 10px 14px;
}
.stat .k {
font-size: 12px;
color: var(--text-dim);
}
.stat .v {
font-size: 22px;
font-weight: 700;
font-family: var(--font-mono);
}
.stat .v.buy {
color: var(--up);
}
.stat .v.sell {
color: var(--down);
}
.stat .v.dim {
color: var(--text-dim);
}
/* 筛选 tab(与策略库页同风格) */
.tabs {
display: flex;
gap: 4px;
border-bottom: 1px solid var(--border);
margin: 14px 0 12px;
}
.tab {
background: transparent;
border: none;
border-bottom: 2px solid transparent;
color: var(--text-muted);
padding: 8px 14px;
font-size: 13px;
font-weight: 500;
cursor: pointer;
display: flex;
align-items: center;
gap: 6px;
}
.tab:hover {
color: var(--text);
}
.tab.active {
color: var(--text);
border-bottom-color: var(--accent);
}
.tab-count {
font-size: 11px;
padding: 1px 6px;
border-radius: 8px;
background: var(--border);
color: var(--text-dim);
font-weight: 400;
}
.tab.active .tab-count {
background: rgba(74, 158, 255, 0.18);
color: var(--accent);
}
/* 结果表 */
.radar-table {
width: 100%;
border-collapse: collapse;
font-size: 13px;
}
.radar-table th,
.radar-table td {
padding: 8px 10px;
text-align: left;
border-bottom: 1px solid var(--border);
vertical-align: middle;
}
.radar-table th {
color: var(--text-dim);
font-size: 12px;
font-weight: 600;
}
.radar-table .num {
text-align: right;
font-family: var(--font-mono);
}
.radar-table .name {
max-width: 180px;
overflow: hidden;
text-overflow: ellipsis;
white-space: nowrap;
font-weight: 500;
}
.radar-table .sym {
font-family: var(--font-mono);
font-weight: 600;
white-space: nowrap;
}
.radar-table .sub-strat {
max-width: 220px;
overflow: hidden;
text-overflow: ellipsis;
white-space: nowrap;
}
.sub-strat .params {
font-family: var(--font-mono);
font-size: 11px;
color: var(--text-dim);
margin-left: 6px;
}
.radar-table .seq {
font-family: var(--font-mono);
font-size: 12px;
color: var(--text-muted);
white-space: nowrap;
}
.radar-table .err {
color: var(--up);
font-size: 12px;
}
.radar-table tr.errored {
opacity: 0.75;
}
/* 徽章 */
.kind-badge {
font-size: 11px;
padding: 2px 7px;
border-radius: 4px;
background: rgba(74, 158, 255, 0.15);
color: var(--accent);
white-space: nowrap;
}
.kind-badge.portfolio {
background: rgba(140, 110, 220, 0.18);
color: #b39ddb;
}
.kind-badge.multi {
background: rgba(245, 158, 11, 0.18);
color: #f59e0b;
}
.signal-tag {
font-size: 12px;
padding: 2px 10px;
border-radius: 4px;
font-weight: 600;
white-space: nowrap;
}
/* A股习惯:买入红、卖出绿 */
.signal-tag.BUY {
background: rgba(239, 65, 70, 0.14);
color: var(--up);
}
.signal-tag.SELL {
background: rgba(24, 160, 88, 0.16);
color: var(--down);
}
.none-tag {
color: var(--text-dim);
}
.pos-tag {
font-size: 11px;
padding: 2px 8px;
border-radius: 4px;
white-space: nowrap;
}
.pos-tag.holding {
background: rgba(239, 65, 70, 0.12);
color: var(--up);
}
.pos-tag.flat {
background: var(--border);
color: var(--text-dim);
}
.ghost {
font-size: 12px;
padding: 4px 12px;
background: transparent;
border: 1px solid var(--border);
border-radius: var(--radius);
color: var(--text-muted);
cursor: pointer;
}
.ghost:hover:not(:disabled) {
border-color: var(--accent);
color: var(--accent);
}
.sm {
font-size: 12px;
padding: 4px 12px;
}
</style>