Justin Gu 87fafe9131 feat(backtest): 参数网格寻优（optimizer + 前端寻优页） ...

对单个策略的 1-2 个参数做网格搜索，遍历用户指定的取值列表笛卡尔积，
每个组合跑一次回测，按 total_return 排序，返回排名表 + 热力图。

后端：
- ParamGridOptimizer（backtest/optimizer.py）：itertools.product 遍历网格，
  每点 entry.build(params) + BacktestEngine.run(df)，复用同一 DataFrame
- 网格大小上限 200 防组合爆炸，单点失败容错（跳过不中断）
- 2 参数时生成热力图矩阵（x/y 轴取值 + cell 收益率）
- POST /backtest/optimize/run/async 端点（后台任务）
- OptimizeBacktestRequest schema（param_grid 1-2 参数）

前端（/optimize 寻优页）：
- ParamGridPicker：勾选 1-2 个寻优参数，逗号分隔填取值列表
- OptimizeResultTable：网格点排名表（按收益降序，最优高亮）
- OptimizeHeatmap：2 参数热力图（ECharts heatmap，绿→红映射收益）
- 最优点「查看」按钮跳转单标的页用该参数回测

测试：821 passed（+10 寻优器单测 + 3 寻优路由测试）

2026-07-03 03:55:35 +08:00

..

__init__.py

feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端

2026-04-11 19:55:19 +08:00

test_a_share_extensions.py

style: ruff format tests/unit/test_a_share_extensions.py

2026-07-03 01:30:40 +08:00

test_async_transport.py

feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client

2026-05-22 22:44:45 +08:00

test_backtest_attribution.py

feat(backtest): add AttributionAnalyzer with Brinson, factor, cost attribution

2026-06-12 21:10:50 +08:00

test_backtest_cli.py

feat(backtest): add CLI command with auto data fetch and table output

2026-06-09 18:15:37 +08:00

test_backtest_combo.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_backtest_engine.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_backtest_execution.py

feat(backtest): add LimitExecution

2026-06-12 20:59:59 +08:00

test_backtest_orders.py

fix(backtest): _find_bar_index 用 to_numpy().argmax() 取真实位置

2026-06-13 21:10:15 +08:00

test_backtest_performance.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_backtest_portfolio.py

feat(backtest): add PortfolioTracker with equity curve and drawdown

2026-06-09 17:55:24 +08:00

test_backtest_slippage.py

feat(backtest): add SquareRootSlippage + VolumeSlippage

2026-06-12 20:47:03 +08:00

test_backtest_strategy.py

fix(backtest): resolve mypy and ruff lint issues

2026-06-09 18:21:25 +08:00

test_backtest_types.py

feat(backtest): add core data types (Signal/Trade/Position/BacktestResult)

2026-06-09 16:43:44 +08:00

test_block_info.py

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

test_board_change_ranking.py

fix: ruff format compliance for CI

2026-06-11 22:56:23 +08:00

test_chanlun_phase2.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_chanlun_phase3.py

feat: add append_klines for incremental chanlun analysis

2026-06-11 02:25:42 +08:00

test_chanlun.py

feat(chanlun): 分钟级别日期自适应输出时分 YYYY-MM-DD HH:MM

2026-06-17 18:17:32 +08:00

test_client_reconnect.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_cninfo.py

fix(cninfo): URL 404 + type null + 表格截断 + PDF 下载（实测 601088 暴露）

2026-06-14 23:58:24 +08:00

test_codec_bitmap.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_codec_datetime.py

feat(kline): 分钟级K线时间戳可选bar_time对齐Tushare (Discussion #7)

2026-06-30 15:02:27 +08:00

test_codec_frame.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_price.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_volume.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_commands_offline.py

fix(security_quotes): 修复 ETF/指数实时行情价格被放大10倍 (Issue #8)

2026-06-29 22:15:28 +08:00

test_config.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_decode_errors.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_ex_reconnect.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_factor_analysis.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_factor_base.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_factor_builtin.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_factor_engine.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_factor_transform.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_financial_data.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_heartbeat.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_indicator.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_kline_bar_time.py

feat(kline): 分钟级K线时间戳可选bar_time对齐Tushare (Discussion #7)

2026-06-30 15:02:27 +08:00

test_mac_tick_charts.py

fix(tick_charts): 多日分时图 minutes>=1440 报 ValueError (Issue #10)

2026-07-01 16:22:57 +08:00

test_mytt.py

feat(indicator): 新增 SAR/VWAP/AROON 三指标 + 注册 FK（30 → 34）

2026-06-14 18:46:02 +08:00

test_optimizer.py

feat(backtest): 参数网格寻优（optimizer + 前端寻优页）

2026-07-03 03:55:35 +08:00

test_portfolio_engine.py

feat(backtest): 回测 REST API + 策略注册表 + 组合回测引擎

2026-07-03 03:34:34 +08:00

test_portfolio_optimizer.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_portfolio_rebalance.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_portfolio_risk.py

fix(types): 修复 CI mypy strict + ruff format 失败

2026-06-13 21:21:33 +08:00

test_protocol_fixes.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_public_api.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_realtime.py

feat: realtime event-driven market data push framework

2026-06-11 02:34:00 +08:00

test_scanner.py

release: v1.16.2 — 三轮审计质量加固（B6.9→A7.9）

2026-07-02 03:37:37 +08:00

test_screen.py

fix(ci): mypy python_version 3.10 → 3.12 修复 numpy stub 语法错误

2026-06-25 03:46:57 +08:00

test_sina.py

feat(sina): 新增新浪财报三表 — 三层接入（API/CLI/Web），独立数据源

2026-06-15 00:31:13 +08:00

test_sync_transport.py

fix(transport): ping 容错 TdxConnectionError，避免单台服务器拖垮测速

2026-06-13 21:09:55 +08:00

test_web_api.py

feat(sina): 新增新浪财报三表 — 三层接入（API/CLI/Web），独立数据源

2026-06-15 00:31:13 +08:00

test_web_backtest.py

feat(backtest): 参数网格寻优（optimizer + 前端寻优页）

2026-07-03 03:55:35 +08:00

test_write_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_ex_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_min_bar.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00