From 6aab7a82b5bfe05b6e1ba7d6fc7a8e632329e5f4 Mon Sep 17 00:00:00 2001 From: Justin Gu <97915@qq.com> Date: Fri, 3 Jul 2026 03:35:20 +0800 Subject: [PATCH] =?UTF-8?q?feat(web-ui):=20Vue3=20+=20ECharts=20=E5=9B=9E?= =?UTF-8?q?=E6=B5=8B=E5=89=8D=E7=AB=AF=EF=BC=88=E5=8D=95=E6=A0=87=E7=9A=84?= =?UTF-8?q?=20+=20=E7=BB=84=E5=90=88=E5=9B=9E=E6=B5=8B=EF=BC=89?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 独立前端工程（web-ui/），Vue3 + Vite + TypeScript + Pinia + ECharts。 通过 vite proxy 对接后端 /api，开发期无跨域。 单标的回测（/）： - StrategyPicker: 策略下拉 + 按 schema 动态渲染参数表单 - SymbolPicker: 选标的 + 日期范围取行情（默认3年，结束日=今天） - KlineChart: K线主图 + 买卖点 markPoint（按 datetime 对齐） - EquityChart: 净值曲线 + 回撤双轴图 - MetricTable: 19 项绩效指标（收益/风险/交易分组） - TradeTable: 成交记录表 组合回测（/portfolio）： - StocksPicker: 多标的输入（增删标签） - PortfolioCompareChart: 各标的净值叠加（归一化对比） - PortfolioSummaryTable: 各标的绩效横向对比 - 顶部导航切换单标的/组合 契约修复（/check 审计）： - fetchBars 归一化 date/datetime 列名（日线返回 date） - K线买卖点按完整 datetime 对齐（分钟线不再折叠） - count 上限对齐后端 800 - ECharts 注册内联 dark 主题 - 参数表单空输入不打断编辑 - 网络错误友好提示 技术栈：Vue 3.5 / Vite 8 / TS 6 / Pinia / ECharts（按需引入 725KB） --- web-ui/.gitignore | 24 + web-ui/.vscode/extensions.json | 3 + web-ui/README.md | 71 + web-ui/index.html | 13 + web-ui/package-lock.json | 1429 +++++++++++++++++ web-ui/package.json | 25 + web-ui/public/favicon.svg | 1 + web-ui/src/App.vue | 62 + web-ui/src/api.ts | 159 ++ web-ui/src/components/EquityChart.vue | 104 ++ web-ui/src/components/KlineChart.vue | 134 ++ web-ui/src/components/MetricTable.vue | 138 ++ .../src/components/PortfolioCompareChart.vue | 96 ++ .../src/components/PortfolioSummaryTable.vue | 82 + web-ui/src/components/StocksPicker.vue | 99 ++ web-ui/src/components/StrategyPicker.vue | 124 ++ web-ui/src/components/SymbolPicker.vue | 133 ++ web-ui/src/components/TradeTable.vue | 101 ++ web-ui/src/echarts-setup.ts | 57 + web-ui/src/main.ts | 8 + web-ui/src/router.ts | 15 + web-ui/src/stores/backtest.ts | 129 ++ web-ui/src/style.css | 106 ++ web-ui/src/types.ts | 171 ++ web-ui/src/views/BacktestView.vue | 216 +++ web-ui/src/views/PortfolioView.vue | 266 +++ web-ui/tsconfig.app.json | 15 + web-ui/tsconfig.json | 7 + web-ui/tsconfig.node.json | 23 + web-ui/vite.config.ts | 18 + 30 files changed, 3829 insertions(+) create mode 100644 web-ui/.gitignore create mode 100644 web-ui/.vscode/extensions.json create mode 100644 web-ui/README.md create mode 100644 web-ui/index.html create mode 100644 web-ui/package-lock.json create mode 100644 web-ui/package.json create mode 100644 web-ui/public/favicon.svg create mode 100644 web-ui/src/App.vue create mode 100644 web-ui/src/api.ts create mode 100644 web-ui/src/components/EquityChart.vue create mode 100644 web-ui/src/components/KlineChart.vue create mode 100644 web-ui/src/components/MetricTable.vue create mode 100644 web-ui/src/components/PortfolioCompareChart.vue create mode 100644 web-ui/src/components/PortfolioSummaryTable.vue create mode 100644 web-ui/src/components/StocksPicker.vue create mode 100644 web-ui/src/components/StrategyPicker.vue create mode 100644 web-ui/src/components/SymbolPicker.vue create mode 100644 web-ui/src/components/TradeTable.vue create mode 100644 web-ui/src/echarts-setup.ts create mode 100644 web-ui/src/main.ts create mode 100644 web-ui/src/router.ts create mode 100644 web-ui/src/stores/backtest.ts create mode 100644 web-ui/src/style.css create mode 100644 web-ui/src/types.ts create mode 100644 web-ui/src/views/BacktestView.vue create mode 100644 web-ui/src/views/PortfolioView.vue create mode 100644 web-ui/tsconfig.app.json create mode 100644 web-ui/tsconfig.json create mode 100644 web-ui/tsconfig.node.json create mode 100644 web-ui/vite.config.ts diff --git a/web-ui/.gitignore b/web-ui/.gitignore new file mode 100644 index 0000000..a547bf3 --- /dev/null +++ b/web-ui/.gitignore @@ -0,0 +1,24 @@ +# Logs +logs +*.log +npm-debug.log* +yarn-debug.log* +yarn-error.log* +pnpm-debug.log* +lerna-debug.log* + +node_modules +dist +dist-ssr +*.local + +# Editor directories and files +.vscode/* +!.vscode/extensions.json +.idea +.DS_Store +*.suo +*.ntvs* +*.njsproj +*.sln +*.sw? diff --git a/web-ui/.vscode/extensions.json b/web-ui/.vscode/extensions.json new file mode 100644 index 0000000..a7cea0b --- /dev/null +++ b/web-ui/.vscode/extensions.json @@ -0,0 +1,3 @@ +{ + "recommendations": ["Vue.volar"] +} diff --git a/web-ui/README.md b/web-ui/README.md new file mode 100644 index 0000000..54bb921 --- /dev/null +++ b/web-ui/README.md @@ -0,0 +1,71 @@ +# easy-tdx 回测 Web UI + +单标的策略回测的可视化前端（Vue3 + ECharts）。对应后端回测 REST API（`/api/v1/backtest/*`）。 + +## 快速开始 + +需要两个进程：后端 FastAPI（提供回测 + 行情 API）+ 前端 Vite dev server。 + +```bash +# 1. 启动后端（仓库根目录，使用 venv） +venv/Scripts/easy-tdx serve --port 8000 + +# 2. 启动前端（本目录） +npm install # 首次 +npm run dev # 启动在 http://localhost:5173 +``` + +浏览器打开 `http://localhost:5173`。开发期 `/api` 请求由 vite proxy 转发到后端 `127.0.0.1:8000`，无需处理跨域。 + +## 功能（MVP-A） + +- **选标的取行情**：沪深北市场，日线/周线/分钟线，调 `/api/v1/bars` +- **策略选择 + 动态参数表单**：下拉选预置策略（MA交叉/MACD/布林/RSI/KDJ），参数表单按后端 schema 自动渲染 +- **回测报告**： + - K线主图 + 买卖点标注（ECharts candlestick + markPoint） + - 净值曲线 + 回撤双轴图 + - 19 项绩效指标表（收益/风险/交易分组） + - 成交记录表 + +## 技术栈 + +| 层 | 技术 | 说明 | +|----|------|------| +| 框架 | Vue 3.5 + TypeScript | Composition API + ` + + diff --git a/web-ui/package-lock.json b/web-ui/package-lock.json new file mode 100644 index 0000000..ce5125c --- /dev/null +++ b/web-ui/package-lock.json @@ -0,0 +1,1429 @@ +{ + "name": "web-ui", + "version": "0.0.0", + "lockfileVersion": 3, + "requires": true, + "packages": { + "": { + "name": "web-ui", + "version": "0.0.0", + "dependencies": { + "echarts": "^6.1.0", + "pinia": "^3.0.4", + "vue": "^3.5.39", + "vue-router": "^4.6.4" + }, + "devDependencies": { + "@types/node": "^24.13.2", + "@vitejs/plugin-vue": "^6.0.7", + "@vue/tsconfig": "^0.9.1", + "typescript": "~6.0.2", + "vite": "^8.1.1", + "vue-tsc": "^3.3.5" + } + }, + "node_modules/@babel/helper-string-parser": { + "version": "7.29.7", + "resolved": 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{ + "dev": "vite", + "build": "vue-tsc -b && vite build", + "preview": "vite preview" + }, + "dependencies": { + "echarts": "^6.1.0", + "pinia": "^3.0.4", + "vue": "^3.5.39", + "vue-router": "^4.6.4" + }, + "devDependencies": { + "@types/node": "^24.13.2", + "@vitejs/plugin-vue": "^6.0.7", + "@vue/tsconfig": "^0.9.1", + "typescript": "~6.0.2", + "vite": "^8.1.1", + "vue-tsc": "^3.3.5" + } +} diff --git a/web-ui/public/favicon.svg b/web-ui/public/favicon.svg new file mode 100644 index 0000000..6893eb1 --- /dev/null +++ b/web-ui/public/favicon.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/web-ui/src/App.vue b/web-ui/src/App.vue new file mode 100644 index 0000000..adf2acc --- /dev/null +++ b/web-ui/src/App.vue @@ -0,0 +1,62 @@ + + + + + diff --git a/web-ui/src/api.ts b/web-ui/src/api.ts new file mode 100644 index 0000000..b7aad8f --- /dev/null +++ b/web-ui/src/api.ts @@ -0,0 +1,159 @@ +// 后端 API 封装。统一 fetch + 错误处理，返回类型化结果。 +// 开发期通过 vite proxy 走 /api（同源），生产期由 FastAPI 同源托管。 + +import type { + ApiError, + BacktestRequest, + BacktestResult, + Bar, + Category, + PortfolioBacktestRequest, + StrategiesResponse, + TaskState, + TaskSubmitResponse, +} from './types' + +const BASE = '/api/v1' + +/** 把未知错误格式化为用户可读的消息（网络错误给友好提示）。 */ +export function formatError(e: unknown): string { + if (e instanceof TypeError && e.message.includes('fetch')) { + return '网络错误：无法连接后端服务，请确认 easy-tdx serve 已启动' + } + return e instanceof Error ? e.message : String(e) +} + +/** 把 Response 解析为 ApiError 抛出（后端统一错误格式 {error, detail}）。 */ +async function throwError(resp: Response): Promise { + let detail = `${resp.status} ${resp.statusText}` + try { + const body = (await resp.json()) as ApiError + if (body?.detail) detail = body.detail + } catch { + // 非 JSON 错误体，用 statusText + } + throw new Error(detail) +} + +/** 枚举预置策略 + 参数 schema。 */ +export async function fetchStrategies(): Promise { + const resp = await fetch(`${BASE}/backtest/strategies`) + if (!resp.ok) await throwError(resp) + return (await resp.json()) as StrategiesResponse +} + +/** + * 按标的取 K 线行情（OHLCV）。 + * + * 后端 /bars 仅支持按 count 取数（上限 800 根，约 3.2 年日线），不支持日期范围。 + * 这里固定拉满 800 根，由调用方按日期范围在前端过滤。 + * 可选 startDate/endDate 对结果做闭区间过滤（ISO 日期字符串，如 "2024-01-01"）。 + */ +export async function fetchBars( + market: string, + code: string, + category: Category, + startDate?: string, + endDate?: string, +): Promise { + const params = new URLSearchParams({ + market, + code, + category, + count: '800', // 后端硬上限，前端按日期过滤 + }) + const resp = await fetch(`${BASE}/bars?${params}`) + if (!resp.ok) await throwError(resp) + const body = (await resp.json()) as { data: Record[] } + // 后端 bars 列名不统一：日线及以上是 `date`，分钟线是 `datetime`。 + // 归一化为统一 `datetime` 字段（取 ISO 前 19 位）。 + let bars = body.data.map((row) => normalizeBar(row)) + // 按日期范围过滤（闭区间，比较日期部分 YYYY-MM-DD） + if (startDate) bars = bars.filter((b) => b.datetime.slice(0, 10) >= startDate) + if (endDate) bars = bars.filter((b) => b.datetime.slice(0, 10) <= endDate) + return bars +} + +/** 把后端 bars 的单条记录归一化为统一 Bar（datetime 字段）。 */ +function normalizeBar(row: Record): Bar { + const raw = (row.datetime ?? row.date) as string | undefined + if (!raw) throw new Error('行情数据缺少 datetime/date 字段') + return { + datetime: raw.slice(0, 19).replace(' ', 'T'), + open: Number(row.open), + high: Number(row.high), + low: Number(row.low), + close: Number(row.close), + vol: Number(row.vol), + amount: Number(row.amount), + } +} + +/** 同步回测（内联 OHLCV，快速）。 */ +export async function runBacktest(req: BacktestRequest): Promise { + const resp = await fetch(`${BASE}/backtest/run`, { + method: 'POST', + headers: { 'Content-Type': 'application/json' }, + body: JSON.stringify(req), + }) + if (!resp.ok) await throwError(resp) + return (await resp.json()) as BacktestResult +} + +/** 提交后台回测任务，返回 task_id。 */ +export async function submitBacktestTask(req: BacktestRequest): Promise { + const resp = await fetch(`${BASE}/backtest/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 +} + +/** 提交组合回测后台任务，返回 task_id。 */ +export async function submitPortfolioTask( + req: PortfolioBacktestRequest, +): Promise { + const resp = await fetch(`${BASE}/backtest/portfolio/run/async`, { + method: 'POST', + headers: { 'Content-Type': 'application/json' }, + body: JSON.stringify(req), + }) + if (!resp.ok) await throwError(resp) + return (await resp.json()) as TaskSubmitResponse +} + +/** 查询后台任务状态（轮询用）。 */ +export async function fetchTask(taskId: string): Promise { + const resp = await fetch(`${BASE}/backtest/tasks/${taskId}`) + if (!resp.ok) await throwError(resp) + return (await resp.json()) as TaskState +} + +/** + * 提交后台任务并轮询直到 done/failed。 + * @param req 回测请求 + * @param onPoll 每次轮询回调（可选，用于更新 UI 进度） + * @param intervalMs 轮询间隔（默认 300ms） + * @param timeoutMs 总超时（默认 120s） + */ +export async function runBacktestWithPolling( + req: BacktestRequest, + onPoll?: (state: TaskState) => void, + intervalMs = 300, + timeoutMs = 120_000, +): Promise { + const { task_id } = await submitBacktestTask(req) + const start = Date.now() + // eslint-disable-next-line no-constant-condition + while (true) { + const state = await fetchTask(task_id) + onPoll?.(state) + if (state.status === 'done' || state.status === 'failed') return state + if (Date.now() - start > timeoutMs) { + throw new Error(`回测任务超时（${timeoutMs / 1000}s）`) + } + await new Promise((r) => setTimeout(r, intervalMs)) + } +} diff --git a/web-ui/src/components/EquityChart.vue b/web-ui/src/components/EquityChart.vue new file mode 100644 index 0000000..a802a34 --- /dev/null +++ b/web-ui/src/components/EquityChart.vue @@ -0,0 +1,104 @@ + + + + + diff --git a/web-ui/src/components/KlineChart.vue b/web-ui/src/components/KlineChart.vue new file mode 100644 index 0000000..4439837 --- /dev/null +++ b/web-ui/src/components/KlineChart.vue @@ -0,0 +1,134 @@ + + + + + diff --git a/web-ui/src/components/MetricTable.vue b/web-ui/src/components/MetricTable.vue new file mode 100644 index 0000000..ff7eee8 --- /dev/null +++ b/web-ui/src/components/MetricTable.vue @@ -0,0 +1,138 @@ + + + + + diff --git a/web-ui/src/components/PortfolioCompareChart.vue b/web-ui/src/components/PortfolioCompareChart.vue new file mode 100644 index 0000000..e367f80 --- /dev/null +++ b/web-ui/src/components/PortfolioCompareChart.vue @@ -0,0 +1,96 @@ + + + + + diff --git a/web-ui/src/components/PortfolioSummaryTable.vue b/web-ui/src/components/PortfolioSummaryTable.vue new file mode 100644 index 0000000..0ecfd40 --- /dev/null +++ b/web-ui/src/components/PortfolioSummaryTable.vue @@ -0,0 +1,82 @@ + + + + + diff --git a/web-ui/src/components/StocksPicker.vue b/web-ui/src/components/StocksPicker.vue new file mode 100644 index 0000000..1ebc3c6 --- /dev/null +++ b/web-ui/src/components/StocksPicker.vue @@ -0,0 +1,99 @@ + + + + + diff --git a/web-ui/src/components/StrategyPicker.vue b/web-ui/src/components/StrategyPicker.vue new file mode 100644 index 0000000..d0eb209 --- /dev/null +++ b/web-ui/src/components/StrategyPicker.vue @@ -0,0 +1,124 @@ + + + + + diff --git a/web-ui/src/components/SymbolPicker.vue b/web-ui/src/components/SymbolPicker.vue new file mode 100644 index 0000000..0ba6878 --- /dev/null +++ b/web-ui/src/components/SymbolPicker.vue @@ -0,0 +1,133 @@ + + + + + diff --git a/web-ui/src/components/TradeTable.vue b/web-ui/src/components/TradeTable.vue new file mode 100644 index 0000000..dd3bd36 --- /dev/null +++ b/web-ui/src/components/TradeTable.vue @@ -0,0 +1,101 @@ + + + + + diff --git a/web-ui/src/echarts-setup.ts b/web-ui/src/echarts-setup.ts new file mode 100644 index 0000000..ec15116 --- /dev/null +++ b/web-ui/src/echarts-setup.ts @@ -0,0 +1,57 @@ +// ECharts 按需引入。只注册 MVP-A 用到的图表类型，避免全量引入（~1MB → ~400KB）。 +// 用到的：candlestick（K线）、line（净值/回撤曲线）、markPoint（买卖点标注）。 + +import * as echarts from 'echarts/core' +import { BarChart, CandlestickChart, LineChart } from 'echarts/charts' +import { + DataZoomComponent, + GridComponent, + LegendComponent, + MarkPointComponent, + TitleComponent, + TooltipComponent, +} from 'echarts/components' +import { CanvasRenderer } from 'echarts/renderers' + +echarts.use([ + CanvasRenderer, + CandlestickChart, + LineChart, + BarChart, + GridComponent, + TooltipComponent, + LegendComponent, + TitleComponent, + DataZoomComponent, + MarkPointComponent, +]) + +// A股惯例：红涨绿跌 +export const UP_COLOR = '#ef4146' +export const DOWN_COLOR = '#18a058' + +// 注册内联 dark 主题（echarts/core 不预置 'dark' 主题数据）。 +// 覆盖坐标轴文字、分割线等默认浅色样式，适配深色背景。 +echarts.registerTheme('dark', { + backgroundColor: 'transparent', + textStyle: { color: '#8b919e' }, + title: { textStyle: { color: '#e6e8eb' }, subtextStyle: { color: '#8b919e' } }, + legend: { textStyle: { color: '#8b919e' } }, + tooltip: { + backgroundColor: 'rgba(26,29,38,0.95)', + borderColor: '#2a2e3a', + textStyle: { color: '#e6e8eb' }, + }, + categoryAxis: { + axisLine: { lineStyle: { color: '#2a2e3a' } }, + axisLabel: { color: '#5c6370' }, + splitLine: { show: false }, + }, + valueAxis: { + axisLine: { lineStyle: { color: '#2a2e3a' } }, + axisLabel: { color: '#5c6370' }, + splitLine: { lineStyle: { color: '#2a2e3a' } }, + }, +}) + +export default echarts diff --git a/web-ui/src/main.ts b/web-ui/src/main.ts new file mode 100644 index 0000000..110b171 --- /dev/null +++ b/web-ui/src/main.ts @@ -0,0 +1,8 @@ +import { createApp } from 'vue' +import { createPinia } from 'pinia' + +import App from './App.vue' +import { router } from './router' +import './style.css' + +createApp(App).use(createPinia()).use(router).mount('#app') diff --git a/web-ui/src/router.ts b/web-ui/src/router.ts new file mode 100644 index 0000000..610ba2c --- /dev/null +++ b/web-ui/src/router.ts @@ -0,0 +1,15 @@ +import { createRouter, createWebHistory } from 'vue-router' + +import BacktestView from './views/BacktestView.vue' +import PortfolioView from './views/PortfolioView.vue' + +// 单标的回测（/）+ 组合回测（/portfolio）。参数寻优/结果对比留待 Phase 4-5。 +const routes = [ + { path: '/', name: 'backtest', component: BacktestView }, + { path: '/portfolio', name: 'portfolio', component: PortfolioView }, +] + +export const router = createRouter({ + history: createWebHistory(), + routes, +}) diff --git a/web-ui/src/stores/backtest.ts b/web-ui/src/stores/backtest.ts new file mode 100644 index 0000000..0ac3a27 --- /dev/null +++ b/web-ui/src/stores/backtest.ts @@ -0,0 +1,129 @@ +// 回测状态管理（Pinia）。 +// 持有：策略列表、当前 OHLCV、回测结果、运行状态、错误信息。 + +import { defineStore } from 'pinia' +import { computed, ref } from 'vue' + +import { fetchStrategies, formatError, runBacktest, submitPortfolioTask, fetchTask } from '../api' +import type { + BacktestRequest, + BacktestResult, + Bar, + PortfolioBacktestRequest, + PortfolioResult, + StrategySchema, +} from '../types' + +export const useBacktestStore = defineStore('backtest', () => { + // ── 策略 ───────────────────────────────────────────────────────────────── + const strategies = ref([]) + const strategiesLoaded = ref(false) + + async function loadStrategies() { + if (strategiesLoaded.value) return + const resp = await fetchStrategies() + strategies.value = resp.strategies + strategiesLoaded.value = true + } + + // ── OHLCV 行情（前端始终持有，回测与 K 线共用） ─────────────────────────── + const ohlcv = ref([]) + const barsSource = ref('') // 来源描述，如 "SZ:000001 DAY×250" + + function setOhlcv(bars: Bar[], source: string) { + ohlcv.value = bars + barsSource.value = source + } + + const hasBars = computed(() => ohlcv.value.length >= 2) + + // ── 回测结果 ────────────────────────────────────────────────────────────── + const result = ref(null) + const running = ref(false) + const error = ref('') + + /** 运行同步回测（内联 OHLCV）。 */ + async function run(req: Omit) { + if (!hasBars.value) { + error.value = '请先取行情数据或粘贴 OHLCV' + return + } + running.value = true + error.value = '' + try { + const fullReq: BacktestRequest = { ...req, ohlcv: ohlcv.value } + result.value = await runBacktest(fullReq) + } catch (e) { + error.value = formatError(e) + result.value = null + } finally { + running.value = false + } + } + + function clearResult() { + result.value = null + error.value = '' + } + + // ── 组合回测（Phase 3） ─────────────────────────────────────────────────── + const portfolioResult = ref(null) + const portfolioRunning = ref(false) + + /** 提交组合回测后台任务并轮询直到完成。 */ + async function runPortfolio(req: PortfolioBacktestRequest) { + portfolioRunning.value = true + error.value = '' + portfolioResult.value = null + try { + const { task_id } = await submitPortfolioTask(req) + // 轮询 + const start = Date.now() + // eslint-disable-next-line no-constant-condition + while (true) { + const state = await fetchTask(task_id) + if (state.status === 'done' && state.result) { + portfolioResult.value = state.result as PortfolioResult + break + } + if (state.status === 'failed') { + throw new Error(state.error || '组合回测失败') + } + if (Date.now() - start > 120_000) throw new Error('组合回测超时（120s）') + await new Promise((r) => setTimeout(r, 300)) + } + } catch (e) { + error.value = formatError(e) + portfolioResult.value = null + } finally { + portfolioRunning.value = false + } + } + + function clearPortfolio() { + portfolioResult.value = null + error.value = '' + } + + return { + // state + strategies, + strategiesLoaded, + ohlcv, + barsSource, + result, + running, + error, + portfolioResult, + portfolioRunning, + // getters + hasBars, + // actions + loadStrategies, + setOhlcv, + run, + clearResult, + runPortfolio, + clearPortfolio, + } +}) diff --git a/web-ui/src/style.css b/web-ui/src/style.css new file mode 100644 index 0000000..c9f8ca9 --- /dev/null +++ b/web-ui/src/style.css @@ -0,0 +1,106 @@ +/* 全局深色金融主题。MVP-A 不引 UI 组件库，用 CSS 变量统一设计 token。 */ + +:root { + --bg: #0f1117; + --bg-elevated: #1a1d26; + --bg-panel: #161922; + --border: #2a2e3a; + --text: #e6e8eb; + --text-muted: #8b919e; + --text-dim: #5c6370; + --accent: #4a9eff; + --up: #ef4146; /* A股惯例：红涨 */ + --down: #18a058; /* 绿跌 */ + --warn: #f0a020; + --radius: 6px; + --font-mono: 'JetBrains Mono', 'Cascadia Code', Consolas, monospace; +} + +* { + box-sizing: border-box; + margin: 0; + padding: 0; +} + +html, +body, +#app { + height: 100%; + background: var(--bg); + color: var(--text); + font-family: + -apple-system, BlinkMacSystemFont, 'Segoe UI', 'PingFang SC', 'Microsoft YaHei', + Roboto, Helvetica, Arial, sans-serif; + font-size: 14px; + line-height: 1.5; +} + +button { + cursor: pointer; + border: 1px solid var(--border); + background: var(--bg-elevated); + color: var(--text); + padding: 6px 14px; + border-radius: var(--radius); + font-size: 13px; + transition: all 0.15s; +} +button:hover:not(:disabled) { + border-color: var(--accent); +} +button:disabled { + opacity: 0.5; + cursor: not-allowed; +} +button.primary { + background: var(--accent); + border-color: var(--accent); + color: #fff; + font-weight: 600; +} +button.primary:disabled { + background: var(--bg-elevated); + color: var(--text-dim); +} + +input, +select, +textarea { + background: var(--bg); + border: 1px solid var(--border); + color: var(--text); + padding: 6px 10px; + border-radius: var(--radius); + font-size: 13px; + width: 100%; +} +input:focus, +select:focus, +textarea:focus { + outline: none; + border-color: var(--accent); +} + +label { + display: block; + color: var(--text-muted); + font-size: 12px; + margin-bottom: 4px; +} + +.field { + margin-bottom: 12px; +} + +.row { + display: flex; + gap: 8px; + align-items: flex-end; +} +.row > * { + flex: 1; +} + +a { + color: var(--accent); +} diff --git a/web-ui/src/types.ts b/web-ui/src/types.ts new file mode 100644 index 0000000..0540c6d --- /dev/null +++ b/web-ui/src/types.ts @@ -0,0 +1,171 @@ +// 后端 API 的 TypeScript 类型镜像。 +// 与 src/easy_tdx/web/backtest_schemas.py 及 backtest router 的响应保持一致。 +// 后端是唯一事实源；这里只做类型契约。 + +// ── 策略 schema（GET /api/v1/backtest/strategies） ─────────────────────────── + +export type ParamType = 'int' | 'float' | 'bool' | 'str' + +export interface ParamSchema { + name: string + type: ParamType + default: number | string | boolean + label: string + min_value?: number + max_value?: number + choices?: string[] + description?: string +} + +export interface StrategySchema { + name: string + label: string + description: string + params: ParamSchema[] +} + +export interface StrategiesResponse { + strategies: StrategySchema[] + count: number +} + +// ── OHLCV 行情（GET /api/v1/bars） ──────────────────────────────────────────── + +export interface Bar { + datetime: string + open: number + high: number + low: number + close: number + vol: number + amount: number +} + +export interface DataFrameResponse { + data: Record[] + count: number +} + +// ── 回测请求（POST /api/v1/backtest/run） ───────────────────────────────────── + +export type ExecutionMode = 'next_open' | 'next_close' | 'this_close' | 'worst' | 'best' +export type Category = 'DAY' | 'WEEK' | 'MONTH' | 'MIN_5' | 'MIN_15' | 'MIN_30' | 'MIN_60' + +export interface BacktestRequest { + strategy: string + params?: Record + cash?: number + commission?: number + min_commission?: number + stamp_tax?: number + slippage?: number + execution?: ExecutionMode + ohlcv?: Bar[] + symbol?: string + category?: Category + count?: number +} + +// ── 回测结果 ────────────────────────────────────────────────────────────────── + +export interface Performance { + total_return: number + annual_return: number + max_drawdown: number + max_dd_duration: number + sharpe: number + sortino: number + calmar: number + total_trades: number + win_trades: number + lose_trades: number + rejected_trades: number + win_rate: number + profit_factor: number + avg_win: number + avg_loss: number + max_win: number + max_loss: number + avg_holding_days: number + volatility: number +} + +export interface EquityPoint { + datetime: string + cash: number + position_value: number + total: number + drawdown: number + drawdown_pct: number +} + +export interface Trade { + datetime: string + direction: 'BUY' | 'SELL' + size: number + price: number + commission: number + slippage: number + pnl: number + rejected: boolean +} + +export interface BacktestResult { + performance: Performance + equity_curve: EquityPoint[] + trades: Trade[] + positions: Record[] + config: Record +} + +// ── 后台任务（POST /api/v1/backtest/run/async + GET /tasks/{id}） ───────────── + +export interface TaskSubmitResponse { + task_id: string + status: 'pending' | 'running' +} + +export type TaskStatus = 'pending' | 'running' | 'done' | 'failed' + +export interface TaskState { + task_id: string + status: TaskStatus + result: BacktestResult | PortfolioResult | null + error: string | null + description: string + elapsed: number +} + +// ── 组合回测（Phase 3） ─────────────────────────────────────────────────────── + +export interface PortfolioBacktestRequest { + strategy: string + params?: Record + cash?: number + commission?: number + slippage?: number + execution?: ExecutionMode + stocks: string[] + category?: Category + start_date?: string + end_date?: string +} + +export interface PortfolioResult { + total_performance: { + total_return: number + annual_return: number + total_stocks: number + total_cash: number + } + individual_results: Record + equity_allocation: Record + combined_equity: EquityPoint[] +} + +// ── 错误响应（后端 ApiErrorResponse） ───────────────────────────────────────── + +export interface ApiError { + error: string + detail: string +} diff --git a/web-ui/src/views/BacktestView.vue b/web-ui/src/views/BacktestView.vue new file mode 100644 index 0000000..35c14ec --- /dev/null +++ b/web-ui/src/views/BacktestView.vue @@ -0,0 +1,216 @@ + + + + + diff --git a/web-ui/src/views/PortfolioView.vue b/web-ui/src/views/PortfolioView.vue new file mode 100644 index 0000000..18fad31 --- /dev/null +++ b/web-ui/src/views/PortfolioView.vue @@ -0,0 +1,266 @@ + + + + + diff --git a/web-ui/tsconfig.app.json b/web-ui/tsconfig.app.json new file mode 100644 index 0000000..d72aa75 --- /dev/null +++ b/web-ui/tsconfig.app.json @@ -0,0 +1,15 @@ +{ + "extends": "@vue/tsconfig/tsconfig.dom.json", + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.app.tsbuildinfo", + "types": ["vite/client"], + "allowArbitraryExtensions": true, + + /* Linting */ + "noUnusedLocals": true, + "noUnusedParameters": true, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true + }, + "include": ["src/**/*.ts", "src/**/*.tsx", "src/**/*.vue"] +} diff --git a/web-ui/tsconfig.json b/web-ui/tsconfig.json new file mode 100644 index 0000000..1ffef60 --- /dev/null +++ b/web-ui/tsconfig.json @@ -0,0 +1,7 @@ +{ + "files": [], + "references": [ + { "path": "./tsconfig.app.json" }, + { "path": "./tsconfig.node.json" } + ] +} diff --git a/web-ui/tsconfig.node.json b/web-ui/tsconfig.node.json new file mode 100644 index 0000000..8455dcb --- /dev/null +++ b/web-ui/tsconfig.node.json @@ -0,0 +1,23 @@ +{ + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.node.tsbuildinfo", + "target": "es2023", + "lib": ["ES2023"], + "types": ["node"], + "skipLibCheck": true, + + /* Bundler mode */ + "module": "nodenext", + "allowImportingTsExtensions": true, + "verbatimModuleSyntax": true, + "moduleDetection": "force", + "noEmit": true, + + /* Linting */ + "noUnusedLocals": true, + "noUnusedParameters": true, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true + }, + "include": ["vite.config.ts"] +} diff --git a/web-ui/vite.config.ts b/web-ui/vite.config.ts new file mode 100644 index 0000000..b1a2fb1 --- /dev/null +++ b/web-ui/vite.config.ts @@ -0,0 +1,18 @@ +import { defineConfig } from 'vite' +import vue from '@vitejs/plugin-vue' + +// https://vite.dev/config/ +// dev server 把 /api 请求代理到后端 FastAPI（默认 8000 端口）， +// 解决开发期跨域；生产环境由 FastAPI 同源托管 dist。 +export default defineConfig({ + plugins: [vue()], + server: { + port: 5173, + proxy: { + '/api': { + target: 'http://127.0.0.1:8000', + changeOrigin: true, + }, + }, + }, +})