mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 15:44:15 +08:00
Justin Gu
05dc9a74af
新增两层能力： 1. 策略库：单标的/组合回测结果可保存到本地 SQLite 单文件 (~/.easy_tdx/strategies.db)，策略库页可载入回填、重跑、删除。 2. 多策略组合回测：勾选 N 个单标的策略，各拿 1/N 资金、各跑原标的， 净值曲线按日期并集对齐求和，组合结果含 19 项完整绩效指标 + 持仓表。 后端：strategy_store.py(SQLite CRUD) + multi_strategy_engine.py(资金分仓引擎) + routers/strategies.py + /backtest/multi-strategy/run/async。 前端：StrategiesView.vue + 保存策略按钮 + 复用组合页图表组件。 895 单测全绿（+24 新增），ruff/mypy strict/前端 vue-tsc 全通过。
512 lines
14 KiB
Vue
512 lines
14 KiB
Vue
<script setup lang="ts">
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// 组合回测主页面：左配置（多标的 + 策略 + 日期）/ 右报告（组合净值 + 各标的对比）。
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import { computed, nextTick, onMounted, ref } from 'vue'
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import { useRoute } from 'vue-router'
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import EquityChart from '../components/EquityChart.vue'
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import PortfolioCompareChart from '../components/PortfolioCompareChart.vue'
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import PortfolioSummaryTable from '../components/PortfolioSummaryTable.vue'
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import StocksPicker from '../components/StocksPicker.vue'
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import StrategyPicker from '../components/StrategyPicker.vue'
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import { formatError, saveStrategy } from '../api'
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import type { Category, ExecutionMode } from '../types'
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import { useBacktestStore } from '../stores/backtest'
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const store = useBacktestStore()
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const route = useRoute()
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const stocks = ref<string[]>(['SZ:000001', 'SH:600519'])
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const strategy = ref('ma_cross')
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const params = ref<Record<string, number | string | boolean>>({})
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const cash = ref(1000000)
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const category = ref<Category>('DAY')
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const execution = ref<ExecutionMode>('next_open')
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// 成交价模式（精简为 开盘价/收盘价）
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const EXECUTIONS: { value: ExecutionMode; label: string }[] = [
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{ value: 'next_open', label: '开盘价' },
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{ value: 'next_close', label: '收盘价' },
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]
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const CATEGORIES: Category[] = ['DAY', 'WEEK', 'MONTH', 'MIN_5', 'MIN_15', 'MIN_30', 'MIN_60']
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// 日期默认（复用单标的逻辑）
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function isoDaysFromNow(days: number): string {
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const d = new Date()
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d.setDate(d.getDate() + days)
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return d.toISOString().slice(0, 10)
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}
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const startDate = ref(isoDaysFromNow(-365 * 3))
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const endDate = ref(isoDaysFromNow(0))
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onMounted(async () => {
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store.loadStrategies().catch((e) => {
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store.error = `加载策略列表失败：${e instanceof Error ? e.message : e}`
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})
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// 从 URL query 回填（策略库「载入」组合策略跳转带来）
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const qStrategy = route.query.strategy as string | undefined
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const qParams = route.query.params as string | undefined
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const qStocks = route.query.stocks as string | undefined
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const qStartDate = route.query.startDate as string | undefined
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const qEndDate = route.query.endDate as string | undefined
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const qCategory = route.query.category as Category | undefined
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if (qStrategy) {
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strategy.value = qStrategy
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await nextTick()
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}
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if (qParams) {
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try {
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params.value = JSON.parse(qParams) as Record<string, number | string | boolean>
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} catch {
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// 解析失败忽略
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}
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}
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if (qStocks) {
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stocks.value = qStocks
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.split(',')
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.map((s) => s.trim())
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.filter(Boolean)
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}
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if (qStartDate) startDate.value = qStartDate
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if (qEndDate) endDate.value = qEndDate
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if (qCategory) category.value = qCategory
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})
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async function onRun() {
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await store.runPortfolio({
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strategy: strategy.value,
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params: params.value,
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cash: cash.value,
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execution: execution.value,
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stocks: stocks.value,
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category: category.value,
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start_date: startDate.value,
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end_date: endDate.value,
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})
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}
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// ── 保存策略（把当前组合结果 + 配置 + 上下文存进策略库）──────────────────────
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const showSaveForm = ref(false)
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const saving = ref(false)
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const saveName = ref('')
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const saveTags = ref('')
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const saveNotes = ref('')
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const saveMsg = ref('')
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const strategyLabel = computed(
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() => store.strategies.find((s) => s.name === strategy.value)?.label ?? strategy.value,
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)
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function openSaveForm() {
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saveName.value = `${strategyLabel.value} · 组合${stocks.value.length}只`
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saveTags.value = ''
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saveNotes.value = ''
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saveMsg.value = ''
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showSaveForm.value = true
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}
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async function onSave() {
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if (!store.portfolioResult || !saveName.value.trim()) return
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saving.value = true
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saveMsg.value = ''
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try {
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const perf = store.portfolioResult.total_performance
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await saveStrategy({
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name: saveName.value.trim(),
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kind: 'portfolio',
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strategy: strategy.value,
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strategy_label: strategyLabel.value,
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params: params.value,
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context: {
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stocks: stocks.value,
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category: category.value,
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start_date: startDate.value,
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end_date: endDate.value,
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},
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trade_config: {
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cash: cash.value,
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execution: execution.value,
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},
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snapshot: {
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total_return: perf.total_return,
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annual_return: perf.annual_return,
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total_stocks: perf.total_stocks,
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},
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tags: saveTags.value
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.split(/[,，]/)
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.map((t) => t.trim())
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.filter(Boolean),
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notes: saveNotes.value,
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})
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saveMsg.value = '✓ 已保存到策略库'
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showSaveForm.value = false
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} catch (e) {
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saveMsg.value = `保存失败：${formatError(e)}`
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} finally {
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saving.value = false
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}
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}
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</script>
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<template>
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<div class="portfolio-view">
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<aside class="config-panel">
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<section class="panel-section">
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<h3>标的列表</h3>
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<StocksPicker v-model="stocks" />
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</section>
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<section class="panel-section">
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<h3>策略</h3>
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<StrategyPicker
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v-if="store.strategies.length"
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v-model:strategy="strategy"
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v-model:params="params"
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:strategies="store.strategies"
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/>
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<p v-else class="loading-text">加载策略中…</p>
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</section>
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<section class="panel-section">
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<h3>周期与日期</h3>
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<div class="field">
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<label>周期</label>
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<select v-model="category">
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<option v-for="c in CATEGORIES" :key="c" :value="c">{{ c }}</option>
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</select>
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</div>
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<div class="row">
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<div class="field">
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<label>开始</label>
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<input v-model="startDate" type="date" />
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</div>
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<div class="field">
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<label>结束</label>
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<input v-model="endDate" type="date" />
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</div>
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</div>
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</section>
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<section class="panel-section">
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<h3>资金</h3>
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<div class="field">
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<label>组合总资金</label>
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<input v-model.number="cash" type="number" min="1000" step="10000" />
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</div>
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<div class="field">
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<label>成交价</label>
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<select v-model="execution">
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<option v-for="e in EXECUTIONS" :key="e.value" :value="e.value">{{ e.label }}</option>
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</select>
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</div>
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</section>
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<button
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class="primary run-btn"
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:disabled="store.portfolioRunning || stocks.length === 0"
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@click="onRun"
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>
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{{ store.portfolioRunning ? '组合回测中…' : '开始组合回测' }}
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</button>
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</aside>
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<main class="report-panel">
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<div v-if="store.error" class="error-banner">⚠ {{ store.error }}</div>
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<div
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v-if="!store.portfolioResult && !store.portfolioRunning && !store.error"
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class="placeholder"
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>
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<p>添加多只标的，选择策略后点击「开始组合回测」</p>
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</div>
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<div v-if="store.portfolioResult" class="report-content">
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<div class="result-toolbar">
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<button class="ghost" @click="openSaveForm">💾 保存策略</button>
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<span v-if="saveMsg" class="save-msg">{{ saveMsg }}</span>
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</div>
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<section class="report-section">
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<h3>组合整体绩效</h3>
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<div class="perf-summary">
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<div class="perf-item">
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<span class="label">组合总收益</span>
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<span
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class="value"
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:class="store.portfolioResult.total_performance.total_return > 0 ? 'pos' : 'neg'"
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>
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{{ (store.portfolioResult.total_performance.total_return * 100).toFixed(2) }}%
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</span>
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</div>
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<div class="perf-item">
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<span class="label">标的数量</span>
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<span class="value">{{ store.portfolioResult.total_performance.total_stocks }}</span>
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</div>
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<div class="perf-item">
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<span class="label">组合总资金</span>
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<span class="value">{{ store.portfolioResult.total_performance.total_cash.toFixed(0) }}</span>
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</div>
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</div>
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</section>
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<section class="report-section">
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<h3>组合净值曲线</h3>
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<EquityChart :equity="store.portfolioResult.combined_equity" />
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</section>
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<section class="report-section">
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<h3>各标的绩效对比</h3>
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<PortfolioSummaryTable
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:results="store.portfolioResult.individual_results"
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:allocation="store.portfolioResult.equity_allocation"
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/>
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</section>
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<section class="report-section">
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<h3>各标的净值叠加（归一化）</h3>
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<PortfolioCompareChart :results="store.portfolioResult.individual_results" />
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</section>
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</div>
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</main>
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<!-- 保存策略对话框 -->
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<div v-if="showSaveForm" class="modal-overlay" @click.self="showSaveForm = false">
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<div class="modal">
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<h3>保存到策略库</h3>
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<p class="modal-desc">
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将当前组合策略 + 标的列表 + 成绩快照存下，下次可在「策略库」载入或重跑。
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</p>
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<div class="field">
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<label>名称</label>
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<input v-model="saveName" type="text" placeholder="给这个组合策略起个名" />
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</div>
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<div class="field">
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<label>标签（逗号分隔，可选）</label>
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<input v-model="saveTags" type="text" placeholder="如：消费,长线观察" />
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</div>
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<div class="field">
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<label>备注（可选）</label>
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<textarea v-model="saveNotes" rows="2" placeholder="为什么觉得它好？"></textarea>
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</div>
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<div class="modal-summary">
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{{ strategyLabel }} · {{ stocks.length }} 只 ·
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{{
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store.portfolioResult
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? (store.portfolioResult.total_performance.total_return * 100).toFixed(2) + '%'
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: ''
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}}
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</div>
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<div class="modal-actions">
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<button class="ghost" :disabled="saving" @click="showSaveForm = false">取消</button>
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<button class="primary" :disabled="saving || !saveName.trim()" @click="onSave">
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{{ saving ? '保存中…' : '保存' }}
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</button>
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</div>
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</div>
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</div>
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</div>
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</template>
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<style scoped>
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.portfolio-view {
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display: flex;
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height: 100%;
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}
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.config-panel {
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width: 320px;
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flex-shrink: 0;
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background: var(--bg-panel);
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border-right: 1px solid var(--border);
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padding: 16px;
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overflow-y: auto;
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}
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.panel-section {
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margin-bottom: 20px;
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padding-bottom: 16px;
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border-bottom: 1px solid var(--border);
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}
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.panel-section:last-of-type {
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border-bottom: none;
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}
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.panel-section h3 {
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font-size: 13px;
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font-weight: 600;
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margin-bottom: 12px;
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}
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.loading-text {
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color: var(--text-dim);
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font-size: 12px;
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}
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.run-btn {
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width: 100%;
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padding: 10px;
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font-size: 14px;
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}
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.report-panel {
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flex: 1;
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overflow-y: auto;
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padding: 16px 20px;
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}
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.placeholder {
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display: flex;
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align-items: center;
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justify-content: center;
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height: 100%;
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color: var(--text-dim);
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}
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.error-banner {
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background: rgba(239, 65, 70, 0.12);
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border: 1px solid var(--up);
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color: var(--up);
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padding: 10px 14px;
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border-radius: var(--radius);
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margin-bottom: 16px;
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font-size: 13px;
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}
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.report-section {
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background: var(--bg-panel);
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border: 1px solid var(--border);
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border-radius: var(--radius);
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padding: 14px 16px;
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margin-bottom: 16px;
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}
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.report-section h3 {
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font-size: 13px;
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font-weight: 600;
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color: var(--text-muted);
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margin-bottom: 12px;
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}
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.perf-summary {
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display: flex;
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gap: 32px;
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}
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.perf-item {
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display: flex;
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flex-direction: column;
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gap: 4px;
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}
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.perf-item .label {
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font-size: 12px;
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color: var(--text-dim);
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}
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.perf-item .value {
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font-size: 20px;
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font-weight: 600;
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font-family: var(--font-mono);
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}
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.pos {
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color: var(--up);
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}
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.neg {
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color: var(--down);
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}
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/* 结果工具条 + 保存对话框 */
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.result-toolbar {
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display: flex;
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align-items: center;
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gap: 12px;
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margin-bottom: 16px;
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}
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.result-toolbar .ghost {
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font-size: 12px;
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padding: 6px 12px;
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background: transparent;
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border: 1px solid var(--border);
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border-radius: var(--radius);
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color: var(--text-muted);
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cursor: pointer;
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}
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.result-toolbar .ghost:hover {
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border-color: var(--accent);
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color: var(--accent);
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}
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.save-msg {
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font-size: 12px;
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color: var(--up);
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}
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.modal-overlay {
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position: fixed;
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inset: 0;
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background: rgba(0, 0, 0, 0.5);
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display: flex;
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align-items: center;
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justify-content: center;
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z-index: 100;
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}
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.modal {
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background: var(--bg-panel);
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border: 1px solid var(--border);
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border-radius: 8px;
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padding: 20px;
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width: 380px;
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max-width: 90vw;
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display: flex;
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flex-direction: column;
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gap: 12px;
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}
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.modal h3 {
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font-size: 15px;
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font-weight: 600;
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}
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.modal-desc {
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font-size: 12px;
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color: var(--text-dim);
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line-height: 1.5;
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}
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.modal .field {
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display: flex;
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flex-direction: column;
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gap: 4px;
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}
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.modal .field label {
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font-size: 12px;
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color: var(--text-muted);
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}
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.modal .field input,
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.modal .field textarea {
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background: var(--bg);
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border: 1px solid var(--border);
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border-radius: var(--radius);
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padding: 7px 9px;
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font-size: 13px;
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color: var(--text);
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font-family: inherit;
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resize: vertical;
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}
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.modal-summary {
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font-size: 12px;
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color: var(--text-dim);
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font-family: var(--font-mono);
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padding: 8px 10px;
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background: var(--bg);
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border-radius: var(--radius);
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}
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.modal-actions {
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display: flex;
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justify-content: flex-end;
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gap: 8px;
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margin-top: 4px;
|
||
}
|
||
.modal-actions .ghost {
|
||
font-size: 13px;
|
||
padding: 7px 16px;
|
||
background: transparent;
|
||
border: 1px solid var(--border);
|
||
border-radius: var(--radius);
|
||
color: var(--text-muted);
|
||
cursor: pointer;
|
||
}
|
||
.modal-actions .primary {
|
||
font-size: 13px;
|
||
padding: 7px 16px;
|
||
cursor: pointer;
|
||
}
|
||
.modal-actions .primary:disabled,
|
||
.modal-actions .ghost:disabled {
|
||
opacity: 0.5;
|
||
cursor: default;
|
||
}
|
||
</style>
|