feat(web-ui): 取行情整合 + 市场智能识别 + 一键寻优全策略

- 取消单标的/寻优页独立的「取行情」按钮,整合进「开始回测/开始寻测」
  (SymbolPicker 经 defineExpose 暴露 loadBars,父组件串联取数+回测)
- 取消市场手动选择(沪/深/北交所下拉),改为 market.ts 按代码段智能
  识别(17 边界用例验证),代码框旁显示识别结果
- 成交价下拉精简为中文「开盘价/收盘价」,初始资金默认 100 万
- 寻优页 ParamGridPicker 切换策略自动填入预设参数网格
- 寻优页新增「一键寻优所有策略」按钮 + 全局策略排名表
  (OptimizeView 复用 store.runOptimizeAll,结果区含最佳/排名/合计网格点)
- types/api/store 新增 OptimizeAll 契约 + submitOptimizeAllTask
- vue-tsc + vite build 通过
This commit is contained in:
Justin Gu
2026-07-04 00:09:05 +08:00
parent f6ae69845d
commit ecd8af1676
10 changed files with 449 additions and 89 deletions
+14
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@@ -7,6 +7,7 @@ import type {
BacktestResult,
Bar,
Category,
OptimizeAllBacktestRequest,
OptimizeBacktestRequest,
PortfolioBacktestRequest,
TaskListResponse,
@@ -160,6 +161,19 @@ export async function submitOptimizeTask(
return (await resp.json()) as TaskSubmitResponse
}
/** 提交「一键寻优所有策略」后台任务,返回 task_id。 */
export async function submitOptimizeAllTask(
req: OptimizeAllBacktestRequest,
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/optimize-all/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 查询后台任务状态(轮询用)。 */
export async function fetchTask(taskId: string): Promise<TaskState> {
const resp = await fetch(`${BASE}/backtest/tasks/${taskId}`)
+23 -4
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@@ -50,12 +50,28 @@ function onInput(name: string, val: string) {
syncOutputs()
}
// 切换策略时清空选择
// 把预设取值列表格式化为输入框文本(逗号分隔)
function presetToText(vals: Array<number | string>): string {
return vals.join(', ')
}
// 切换策略时:若有预设网格则自动勾选并填入预设取值,否则清空选择
watch(
() => props.strategy?.name,
() => {
selected.value = new Set()
inputs.value = {}
const preset = props.strategy?.preset_grid
if (preset && Object.keys(preset).length > 0) {
const names = Object.keys(preset)
selected.value = new Set(names)
const newInputs: Record<string, string> = {}
for (const n of names) {
newInputs[n] = presetToText(preset[n])
}
inputs.value = newInputs
} else {
selected.value = new Set()
inputs.value = {}
}
syncOutputs()
},
)
@@ -71,7 +87,10 @@ const gridPoints = computed(() => {
<template>
<div class="grid-picker">
<p class="hint">勾选 1-2 个参数寻优填入取值列表逗号分隔</p>
<p class="hint">
勾选 1-2 个参数寻优填入取值列表逗号分隔
切换策略会自动填入预设参数可直接编辑
</p>
<div v-for="p in strategy?.params" :key="p.name" class="param-row">
<label class="check">
<input
+19 -16
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@@ -1,19 +1,24 @@
<script setup lang="ts">
// 多标的输入(组合回测用)。逐个添加 市场:代码,可删除
// 多标的输入(组合回测用)。逐个添加 6 位代码,市场自动识别
// 删除手动市场选择(沪市/深市/北交所),由 detectMarket 智能匹配。
import { ref } from 'vue'
import { computed, ref } from 'vue'
import { detectMarket, marketLabel } from '../market'
const props = defineProps<{
modelValue: string[]
}>()
const emit = defineEmits<{ 'update:modelValue': [value: string[]] }>()
const market = ref('SZ')
const code = ref('')
const detectedMarket = computed(() => (code.value && /^\d{6}$/.test(code.value)
? marketLabel(detectMarket(code.value))
: ''))
function add() {
if (!/^\d{6}$/.test(code.value)) return
const sym = `${market.value}:${code.value}`
const sym = `${detectMarket(code.value)}:${code.value}`
if (!props.modelValue.includes(sym)) {
emit('update:modelValue', [...props.modelValue, sym])
}
@@ -27,20 +32,16 @@ function remove(sym: string) {
<template>
<div class="stocks-picker">
<div class="row">
<select v-model="market">
<option value="SZ">深市</option>
<option value="SH">沪市</option>
<option value="BJ">北交所</option>
</select>
<div class="row add-row">
<input
v-model="code"
maxlength="6"
placeholder="6位代码"
placeholder="6位代码(市场自动识别)"
@keyup.enter="add"
/>
<button @click="add">添加</button>
</div>
<p v-if="detectedMarket" class="market-hint">将识别为{{ detectedMarket }}</p>
<div v-if="modelValue.length" class="stock-list">
<span v-for="s in modelValue" :key="s" class="stock-tag">
@@ -53,16 +54,18 @@ function remove(sym: string) {
</template>
<style scoped>
.row {
.add-row {
display: flex;
gap: 6px;
}
.row select {
width: auto;
}
.row input {
.add-row input {
flex: 1;
}
.market-hint {
color: var(--text-dim);
font-size: 11px;
margin-top: 4px;
}
.stock-list {
display: flex;
flex-wrap: wrap;
+52 -33
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@@ -1,17 +1,18 @@
<script setup lang="ts">
// 选标的 + 取行情(按日期范围)。
// 选标的 + 配置日期范围(取行情由父组件在「开始回测/开始寻优」时触发)。
// 市场按 6 位代码智能识别,不再手动选择。
// 后端 /bars 仅支持 count(上限 800,约 3.2 年),固定拉满后前端按日期过滤。
// 默认:结束日=今天(最近交易日),开始日=3年前。
import { ref } from 'vue'
import { computed, ref } from 'vue'
import { fetchBars, formatError } from '../api'
import { detectMarket, marketLabel } from '../market'
import { useBacktestStore } from '../stores/backtest'
import type { Category } from '../types'
const store = useBacktestStore()
const market = ref('SZ')
const code = ref('000001')
const category = ref<Category>('DAY')
@@ -24,27 +25,38 @@ function isoDaysFromNow(days: number): string {
const endDate = ref(isoDaysFromNow(0))
const startDate = ref(isoDaysFromNow(-365 * 3))
const loading = ref(false)
const error = ref('')
// loading 由父组件控制(回测/寻优时驱动),组件自身只暴露 loadBars
const loading = ref(false)
const CATEGORIES: Category[] = ['DAY', 'WEEK', 'MONTH', 'MIN_5', 'MIN_15', 'MIN_30', 'MIN_60']
async function loadBars() {
// 智能识别的市场(用于提示展示)
const detectedMarket = computed(() => (code.value && /^\d{6}$/.test(code.value)
? marketLabel(detectMarket(code.value))
: ''))
/** 取行情(由父组件在点击「开始回测/开始寻优」时调用)。
* 成功返回 true,失败返回 false(并把错误写入 store.error 供父组件感知)。 */
async function loadBars(): Promise<boolean> {
// 基本校验
if (!/^\d{6}$/.test(code.value)) {
error.value = '股票代码必须是 6 位数字'
return
store.error = error.value
return false
}
if (startDate.value >= endDate.value) {
error.value = '开始日期必须早于结束日期'
return
store.error = error.value
return false
}
loading.value = true
error.value = ''
try {
const market = detectMarket(code.value)
const bars = await fetchBars(
market.value,
market,
code.value,
category.value,
startDate.value,
@@ -52,39 +64,36 @@ async function loadBars() {
)
if (bars.length < 2) {
error.value = `该日期范围内仅取到 ${bars.length} 根 K 线,不足以回测`
return
store.error = error.value
return false
}
const range = `${startDate.value} ~ ${endDate.value}`
store.setOhlcv(bars, `${market.value}:${code.value} ${category.value} ${range}`)
store.setOhlcv(bars, `${market}:${code.value} ${category.value} ${range}`)
store.clearResult()
return true
} catch (e) {
error.value = formatError(e)
store.error = error.value
return false
} finally {
loading.value = false
}
}
// 暴露给父组件(BacktestView / OptimizeView)在「开始回测/寻优」时串联调用
defineExpose({ loadBars, loading })
</script>
<template>
<div class="symbol-picker">
<div class="row">
<div class="field">
<label>市场</label>
<select v-model="market">
<option value="SZ">深市</option>
<option value="SH">沪市</option>
<option value="BJ">北交所</option>
</select>
</div>
<div class="field code-field">
<label>代码</label>
<input
v-model="code"
maxlength="6"
placeholder="6位代码"
@keyup.enter="loadBars"
/>
</div>
<div class="field code-field">
<label>代码</label>
<input
v-model="code"
maxlength="6"
placeholder="6位代码(市场自动识别)"
/>
<span v-if="detectedMarket" class="market-tag">{{ detectedMarket }}</span>
</div>
<div class="field">
@@ -105,10 +114,6 @@ async function loadBars() {
</div>
</div>
<button class="primary" :disabled="loading" @click="loadBars">
{{ loading ? '取行情中' : '取行情' }}
</button>
<p v-if="error" class="err">{{ error }}</p>
<p v-if="store.barsSource" class="ok">
已加载{{ store.barsSource }}{{ store.ohlcv.length }}
@@ -118,7 +123,21 @@ async function loadBars() {
<style scoped>
.code-field {
flex: 2;
position: relative;
}
.code-field input {
padding-right: 70px;
}
.market-tag {
position: absolute;
right: 8px;
bottom: 8px;
font-size: 11px;
color: var(--text-dim);
background: var(--bg-elevated);
border: 1px solid var(--border);
padding: 1px 6px;
border-radius: 3px;
}
.err {
color: var(--up);
+50
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@@ -0,0 +1,50 @@
// A股代码 → 市场智能识别。
// 用户只输入 6 位代码,按代码段规则自动匹配 沪市(SH)/深市(SZ)/北交所(BJ)
// 拼成后端要求的 "市场:代码" 格式(如 SZ:000001)。
export type Market = 'SH' | 'SZ' | 'BJ'
/**
* 根据 6 位股票代码智能判断所属市场。
*
* 规则(按优先级,先匹配到的为准):
* - 北交所(BJ)43/83/87/92/93/920(小盘/三板)或 4xx/8xx 开头
* - 沪市(SH) 6/9 开头(主板 60/68 科创、B 股 900)或 5 开头(基金 50/51/56/58
* - 其余归深市(SZ)000/001/002/003/300/301 创业板、200 B股 等
*
* @param code 6 位股票代码(纯数字)
* @returns 市场代码 SH/SZ/BJ;无法判断时默认深市(覆盖面最广)
*/
export function detectMarket(code: string): Market {
const c = code.trim()
if (!/^\d{6}$/.test(c)) return 'SZ'
// 北交所:43/83/87/92(含920段)/93 + 4xx/8xx(三板/小盘)
if (/^(43|83|87|92|93|4|8)/.test(c)) return 'BJ'
// 沪市:6xx(主板/科创板 60/68)、9xxB股)、5xx(沪市基金 50/51/56/58/50ETF 等)
if (/^[695]/.test(c)) return 'SH'
// 其余归深市:000/001/002/003/300/301/200 等
return 'SZ'
}
/**
* 把 6 位代码转成后端要求的 "市场:代码" 格式。
* @param code 6 位股票代码
*/
export function toSymbol(code: string): string {
return `${detectMarket(code)}:${code.trim()}`
}
/** 市场中文显示名。 */
export function marketLabel(market: Market): string {
switch (market) {
case 'SH':
return '沪市'
case 'BJ':
return '北交所'
default:
return '深市'
}
}
+40
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@@ -9,6 +9,7 @@ import {
formatError,
runBacktest,
submitPortfolioTask,
submitOptimizeAllTask,
submitOptimizeTask,
fetchTask,
} from '../api'
@@ -18,6 +19,8 @@ import type {
Bar,
PortfolioBacktestRequest,
PortfolioResult,
OptimizeAllBacktestRequest,
OptimizeAllResult,
OptimizeBacktestRequest,
OptimizeResult,
StrategySchema,
@@ -147,6 +150,40 @@ export const useBacktestStore = defineStore('backtest', () => {
}
}
// ── 一键寻优所有策略(Phase 6) ─────────────────────────────────────────
const optimizeAllResult = ref<OptimizeAllResult | null>(null)
const optimizeAllRunning = ref(false)
/** 提交「一键寻优所有策略」后台任务并轮询直到完成。 */
async function runOptimizeAll(req: OptimizeAllBacktestRequest) {
optimizeAllRunning.value = true
error.value = ''
optimizeAllResult.value = null
try {
const { task_id } = await submitOptimizeAllTask(req)
const start = Date.now()
// 一键寻优全策略网格点更多,放宽超时到 300s
// eslint-disable-next-line no-constant-condition
while (true) {
const state = await fetchTask(task_id)
if (state.status === 'done' && state.result) {
optimizeAllResult.value = state.result as OptimizeAllResult
break
}
if (state.status === 'failed') {
throw new Error(state.error || '一键寻优失败')
}
if (Date.now() - start > 300_000) throw new Error('一键寻优超时(300s')
await new Promise((r) => setTimeout(r, 500))
}
} catch (e) {
error.value = formatError(e)
optimizeAllResult.value = null
} finally {
optimizeAllRunning.value = false
}
}
return {
// state
strategies,
@@ -160,6 +197,8 @@ export const useBacktestStore = defineStore('backtest', () => {
portfolioRunning,
optimizeResult,
optimizeRunning,
optimizeAllResult,
optimizeAllRunning,
// getters
hasBars,
// actions
@@ -170,5 +209,6 @@ export const useBacktestStore = defineStore('backtest', () => {
runPortfolio,
clearPortfolio,
runOptimize,
runOptimizeAll,
}
})
+38 -2
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@@ -22,6 +22,7 @@ export interface StrategySchema {
label: string
description: string
params: ParamSchema[]
preset_grid?: Record<string, Array<number | string>>
}
export interface StrategiesResponse {
@@ -48,7 +49,7 @@ export interface DataFrameResponse {
// ── 回测请求(POST /api/v1/backtest/run ─────────────────────────────────────
export type ExecutionMode = 'next_open' | 'next_close' | 'this_close' | 'worst' | 'best'
export type ExecutionMode = 'next_open' | 'next_close'
export type Category = 'DAY' | 'WEEK' | 'MONTH' | 'MIN_5' | 'MIN_15' | 'MIN_30' | 'MIN_60'
export interface BacktestRequest {
@@ -130,7 +131,7 @@ export type TaskStatus = 'pending' | 'running' | 'done' | 'failed'
export interface TaskState {
task_id: string
status: TaskStatus
result: BacktestResult | PortfolioResult | OptimizeResult | null
result: BacktestResult | PortfolioResult | OptimizeResult | OptimizeAllResult | null
error: string | null
description: string
elapsed: number
@@ -221,6 +222,41 @@ export interface OptimizeResult {
heatmap: OptimizeHeatmap | null
}
// ── 一键寻优所有策略(Phase 6) ──────────────────────────────────────────────
export interface OptimizeAllBacktestRequest {
cash?: number
commission?: number
slippage?: number
execution?: ExecutionMode
ohlcv?: Bar[]
symbol?: string
category?: Category
count?: number
start_date?: string
end_date?: string
}
export interface OptimizeAllRankEntry {
strategy: string
strategy_label: string
params: Record<string, number | string>
total_return: number | null
sharpe: number | null
max_drawdown: number | null
total_trades: number
win_rate: number | null
profit_factor: number | null
grid_points: number
}
export interface OptimizeAllResult {
ranking: OptimizeAllRankEntry[]
best: OptimizeAllRankEntry | null
per_strategy: Record<string, OptimizeAllRankEntry>
total_grid_points: number
}
// ── 错误响应(后端 ApiErrorResponse) ─────────────────────────────────────────
export interface ApiError {
+23 -16
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@@ -1,6 +1,7 @@
<script setup lang="ts">
// 回测主页面:左配置面板 / 右报告面板。
// 编排:取行情 → 选策略+参数 → 回测 → 展示 K线+净值+指标+成交。
// 编排:点击「开始回测」→ 自动取行情 → 回测 → 展示 K线+净值+指标+成交。
// 取行情已整合进「开始回测」(不再有单独的取行情按钮)。
import { nextTick, onMounted, ref } from 'vue'
import { useRoute } from 'vue-router'
@@ -17,15 +18,22 @@ import { useBacktestStore } from '../stores/backtest'
const store = useBacktestStore()
const route = useRoute()
// SymbolPicker 实例引用,用于触发取行情
const symbolPicker = ref<InstanceType<typeof SymbolPicker> | null>(null)
// 表单状态(v-model 给子组件)
const strategy = ref('ma_cross')
const params = ref<Record<string, number | string | boolean>>({})
const cash = ref(100000)
const cash = ref(1000000)
const commission = ref(0.0003)
const slippage = ref(0)
const execution = ref<ExecutionMode>('next_open')
const EXECUTIONS: ExecutionMode[] = ['next_open', 'next_close', 'this_close', 'worst', 'best']
// 成交价模式(精简为 开盘价/收盘价)
const EXECUTIONS: { value: ExecutionMode; label: string }[] = [
{ value: 'next_open', label: '开盘价' },
{ value: 'next_close', label: '收盘价' },
]
onMounted(async () => {
await store.loadStrategies().catch((e) => {
@@ -50,7 +58,13 @@ onMounted(async () => {
}
})
// 取行情 + 回测 串联(点击「开始回测」触发)
async function onRun() {
store.error = ''
// 1. 先取行情(SymbolPicker.loadBars 会校验并填充 store.ohlcv
const ok = await symbolPicker.value?.loadBars()
if (!ok) return // 校验/取数失败,错误已在 store.error
// 2. 再回测
await store.run({
strategy: strategy.value,
params: params.value,
@@ -68,7 +82,7 @@ async function onRun() {
<aside class="config-panel">
<section class="panel-section">
<h3>行情数据</h3>
<SymbolPicker />
<SymbolPicker ref="symbolPicker" />
</section>
<section class="panel-section">
@@ -99,21 +113,20 @@ async function onRun() {
</div>
</div>
<div class="field">
<label>成交模式</label>
<label>成交</label>
<select v-model="execution">
<option v-for="e in EXECUTIONS" :key="e" :value="e">{{ e }}</option>
<option v-for="e in EXECUTIONS" :key="e.value" :value="e.value">{{ e.label }}</option>
</select>
</div>
</section>
<button
class="primary run-btn"
:disabled="store.running || !store.hasBars"
:disabled="store.running"
@click="onRun"
>
{{ store.running ? '回测中…' : '开始回测' }}
{{ store.running ? '取行情+回测中…' : '开始回测' }}
</button>
<p v-if="!store.hasBars" class="hint">请先取行情数据</p>
</aside>
<!-- 右栏报告 -->
@@ -121,7 +134,7 @@ async function onRun() {
<div v-if="store.error" class="error-banner"> {{ store.error }}</div>
<div v-if="!store.result && !store.running && !store.error" class="placeholder">
<p>选择标的取行情配置策略后点击开始回测</p>
<p>输入代码配置策略后点击开始回测自动取行情</p>
</div>
<div v-if="store.result" class="report-content">
@@ -190,12 +203,6 @@ async function onRun() {
padding: 10px;
font-size: 14px;
}
.hint {
color: var(--text-dim);
font-size: 11px;
text-align: center;
margin-top: 6px;
}
/* 右栏报告面板 */
.report-panel {
+182 -14
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@@ -1,5 +1,6 @@
<script setup lang="ts">
// 参数网格寻优主页面:左配置(选标的 + 策略 + 寻优参数)/ 右报告(排名表 + 热力图)。
// 参数寻优主页面:左配置(选标的 + 策略 + 寻优参数)/ 右报告(排名表 + 热力图)。
// 取行情已整合进「开始寻优」。另有「一键寻优所有策略」:用各策略预设网格逐策略寻优再全局排名。
import { computed, onMounted, ref } from 'vue'
import { useRouter } from 'vue-router'
@@ -14,11 +15,18 @@ import { useBacktestStore } from '../stores/backtest'
const store = useBacktestStore()
const router = useRouter()
// SymbolPicker 实例引用,用于触发取行情
const symbolPicker = ref<InstanceType<typeof SymbolPicker> | null>(null)
const strategy = ref('ma_cross')
const paramGrid = ref<Record<string, Array<number | string>>>({})
const cash = ref(100000)
const cash = ref(1000000)
const execution = ref<ExecutionMode>('next_open')
const EXECUTIONS: ExecutionMode[] = ['next_open', 'next_close', 'this_close', 'worst', 'best']
// 成交价模式(精简为 开盘价/收盘价)
const EXECUTIONS: { value: ExecutionMode; label: string }[] = [
{ value: 'next_open', label: '开盘价' },
{ value: 'next_close', label: '收盘价' },
]
const selectedStrategy = computed(
() => store.strategies.find((s) => s.name === strategy.value) ?? null,
@@ -36,11 +44,13 @@ const gridPoints = computed(() => {
return sizes.reduce((a, b) => a * b, 1)
})
// 取行情(点击「开始寻优」时触发)→ 寻优
async function onRun() {
if (!store.hasBars) {
store.error = '请先取行情数据'
return
}
store.error = ''
// 1. 先取行情
const ok = await symbolPicker.value?.loadBars()
if (!ok) return
// 2. 校验寻优参数
if (Object.keys(paramGrid.value).length === 0) {
store.error = '请勾选至少 1 个参数并填入取值'
return
@@ -49,6 +59,7 @@ async function onRun() {
store.error = `网格点数 ${gridPoints.value} 超过上限 200`
return
}
// 3. 寻优
await store.runOptimize({
strategy: strategy.value,
param_grid: paramGrid.value,
@@ -58,6 +69,20 @@ async function onRun() {
})
}
// 一键寻优所有策略:取行情 → 全策略预设网格寻优 → 全局排名
async function onRunAll() {
store.error = ''
// 1. 先取行情
const ok = await symbolPicker.value?.loadBars()
if (!ok) return
// 2. 一键寻优
await store.runOptimizeAll({
cash: cash.value,
execution: execution.value,
ohlcv: store.ohlcv,
})
}
// 点击排名表「查看」→ 跳转单标的页用该参数回测
function onViewParams(params: Record<string, number | string>) {
// 通过 query 传递参数,单标的页接收后自动填充
@@ -66,6 +91,21 @@ function onViewParams(params: Record<string, number | string>) {
query: { strategy: strategy.value, params: JSON.stringify(params) },
})
}
// 一键寻优结果点击「查看」→ 跳转单标的页用该策略 + 参数回测
function onViewAll(strategyName: string, params: Record<string, number | string>) {
router.push({
path: '/',
query: { strategy: strategyName, params: JSON.stringify(params) },
})
}
function pct(v: number | null | undefined): string {
return v !== null && v !== undefined && Number.isFinite(v) ? `${(v * 100).toFixed(2)}%` : '-'
}
function num(v: number | null | undefined, d = 2): string {
return v !== null && v !== undefined && Number.isFinite(v) ? v.toFixed(d) : '-'
}
</script>
<template>
@@ -73,7 +113,7 @@ function onViewParams(params: Record<string, number | string>) {
<aside class="config-panel">
<section class="panel-section">
<h3>行情数据</h3>
<SymbolPicker />
<SymbolPicker ref="symbolPicker" />
</section>
<section class="panel-section">
@@ -99,19 +139,26 @@ function onViewParams(params: Record<string, number | string>) {
<input v-model.number="cash" type="number" min="1000" step="10000" />
</div>
<div class="field">
<label>成交模式</label>
<label>成交</label>
<select v-model="execution">
<option v-for="e in EXECUTIONS" :key="e" :value="e">{{ e }}</option>
<option v-for="e in EXECUTIONS" :key="e.value" :value="e.value">{{ e.label }}</option>
</select>
</div>
</section>
<button
class="primary run-btn"
:disabled="store.optimizeRunning || !store.hasBars"
:disabled="store.optimizeRunning || store.optimizeAllRunning"
@click="onRun"
>
{{ store.optimizeRunning ? '寻优中…' : '开始寻优' }}
{{ store.optimizeRunning ? '取行情+寻优中…' : '开始寻优' }}
</button>
<button
class="run-btn"
:disabled="store.optimizeRunning || store.optimizeAllRunning"
@click="onRunAll"
>
{{ store.optimizeAllRunning ? '一键寻优所有策略中…' : '一键寻优所有策略' }}
</button>
</aside>
@@ -119,12 +166,13 @@ function onViewParams(params: Record<string, number | string>) {
<div v-if="store.error" class="error-banner"> {{ store.error }}</div>
<div
v-if="!store.optimizeResult && !store.optimizeRunning && !store.error"
v-if="!store.optimizeResult && !store.optimizeAllResult && !store.optimizeRunning && !store.optimizeAllRunning && !store.error"
class="placeholder"
>
<p>选标的 取行情 选策略 勾选寻优参数 开始寻优</p>
<p>选标的 选策略 勾选寻优参数 开始寻优或点一键寻优所有策略</p>
</div>
<!-- 单策略寻优结果 -->
<div v-if="store.optimizeResult" class="report-content">
<section class="report-section">
<h3>最优结果</h3>
@@ -154,6 +202,71 @@ function onViewParams(params: Record<string, number | string>) {
/>
</section>
</div>
<!-- 一键寻优所有策略结果 -->
<div v-if="store.optimizeAllResult" class="report-content">
<section class="report-section">
<h3>全局最佳</h3>
<div v-if="store.optimizeAllResult.best" class="best-summary">
<span class="best-params">
{{ store.optimizeAllResult.best.strategy_label }}
{{ JSON.stringify(store.optimizeAllResult.best.params) }}
</span>
<span class="best-return pos">
{{ (store.optimizeAllResult.best.total_return! * 100).toFixed(2) }}%
</span>
<span class="best-meta">
夏普 {{ store.optimizeAllResult.best.sharpe?.toFixed(2) }} · 回撤
{{ (store.optimizeAllResult.best.max_drawdown! * 100).toFixed(2) }}% · 胜率
{{ (store.optimizeAllResult.best.win_rate! * 100).toFixed(1) }}%
</span>
</div>
<p class="meta-line">
{{ store.optimizeAllResult.ranking.length }} 个策略有效 ·
合计 {{ store.optimizeAllResult.total_grid_points }} 网格点
</p>
</section>
<section class="report-section">
<h3>策略排名按总收益降序</h3>
<table class="opt-table">
<thead>
<tr>
<th>#</th>
<th>策略</th>
<th>参数</th>
<th class="num">总收益</th>
<th class="num">夏普</th>
<th class="num">最大回撤</th>
<th class="num">交易数</th>
<th class="num">胜率</th>
<th></th>
</tr>
</thead>
<tbody>
<tr
v-for="(r, i) in store.optimizeAllResult.ranking"
:key="r.strategy"
:class="{ best: i === 0 }"
>
<td class="rank">{{ i + 1 }}</td>
<td>{{ r.strategy_label }}</td>
<td class="params">{{ JSON.stringify(r.params) }}</td>
<td class="num" :class="r.total_return !== null && r.total_return > 0 ? 'pos' : 'neg'">
{{ pct(r.total_return) }}
</td>
<td class="num">{{ num(r.sharpe) }}</td>
<td class="num neg">{{ pct(r.max_drawdown) }}</td>
<td class="num">{{ r.total_trades }}</td>
<td class="num">{{ pct(r.win_rate) }}</td>
<td>
<button class="view-btn" @click="onViewAll(r.strategy, r.params)">查看</button>
</td>
</tr>
</tbody>
</table>
</section>
</div>
</main>
</div>
</template>
@@ -188,6 +301,10 @@ function onViewParams(params: Record<string, number | string>) {
width: 100%;
padding: 10px;
font-size: 14px;
margin-top: 8px;
}
.run-btn:first-of-type {
margin-top: 0;
}
.report-panel {
flex: 1;
@@ -227,6 +344,7 @@ function onViewParams(params: Record<string, number | string>) {
display: flex;
align-items: baseline;
gap: 16px;
flex-wrap: wrap;
}
.best-params {
font-family: var(--font-mono);
@@ -242,7 +360,57 @@ function onViewParams(params: Record<string, number | string>) {
color: var(--text-dim);
font-size: 12px;
}
.meta-line {
color: var(--text-dim);
font-size: 12px;
margin-top: 8px;
}
.pos {
color: var(--up);
}
.neg {
color: var(--down);
}
.opt-table {
width: 100%;
border-collapse: collapse;
font-size: 13px;
}
.opt-table th,
.opt-table td {
padding: 6px 10px;
border-bottom: 1px solid var(--border);
text-align: left;
}
.opt-table th {
color: var(--text-dim);
font-size: 12px;
position: sticky;
top: 0;
background: var(--bg-panel);
}
.num {
text-align: right;
font-family: var(--font-mono);
}
.params {
font-family: var(--font-mono);
font-size: 12px;
color: var(--text-muted);
}
.rank {
color: var(--text-dim);
width: 32px;
}
.best {
background: rgba(74, 158, 255, 0.08);
}
.best .rank {
color: var(--accent);
font-weight: 700;
}
.view-btn {
font-size: 11px;
padding: 2px 8px;
}
</style>
+8 -4
View File
@@ -16,11 +16,15 @@ const store = useBacktestStore()
const stocks = ref<string[]>(['SZ:000001', 'SH:600519'])
const strategy = ref('ma_cross')
const params = ref<Record<string, number | string | boolean>>({})
const cash = ref(200000)
const cash = ref(1000000)
const category = ref<Category>('DAY')
const execution = ref<ExecutionMode>('next_open')
const EXECUTIONS: ExecutionMode[] = ['next_open', 'next_close', 'this_close', 'worst', 'best']
// 成交价模式(精简为 开盘价/收盘价)
const EXECUTIONS: { value: ExecutionMode; label: string }[] = [
{ value: 'next_open', label: '开盘价' },
{ value: 'next_close', label: '收盘价' },
]
const CATEGORIES: Category[] = ['DAY', 'WEEK', 'MONTH', 'MIN_5', 'MIN_15', 'MIN_30', 'MIN_60']
// 日期默认(复用单标的逻辑)
@@ -98,9 +102,9 @@ async function onRun() {
<input v-model.number="cash" type="number" min="1000" step="10000" />
</div>
<div class="field">
<label>成交模式</label>
<label>成交</label>
<select v-model="execution">
<option v-for="e in EXECUTIONS" :key="e" :value="e">{{ e }}</option>
<option v-for="e in EXECUTIONS" :key="e.value" :value="e.value">{{ e.label }}</option>
</select>
</div>
</section>