diff --git a/src/easy_tdx/backtest/cli.py b/src/easy_tdx/backtest/cli.py
index 1d59d76..177a2cc 100644
--- a/src/easy_tdx/backtest/cli.py
+++ b/src/easy_tdx/backtest/cli.py
@@ -32,7 +32,7 @@ import click
 @click.option(
     "--execution",
     default="next_open",
-    type=click.Choice(["next_open", "next_close", "this_close", "worst", "best"]),
+    type=click.Choice(["next_open", "next_close"]),
     help="成交价规则",
 )
 @click.option("--period", default="DAILY", help="K线周期")
@@ -298,7 +298,7 @@ def _print_table(result: Any) -> None:
 @click.option(
     "--execution",
     default="next_open",
-    type=click.Choice(["next_open", "next_close", "this_close", "worst", "best"]),
+    type=click.Choice(["next_open", "next_close"]),
     help="成交价规则",
 )
 @click.option("--period", default="DAILY", help="K线周期")
diff --git a/src/easy_tdx/backtest/engine.py b/src/easy_tdx/backtest/engine.py
index d7d9a10..a6e36ce 100644
--- a/src/easy_tdx/backtest/engine.py
+++ b/src/easy_tdx/backtest/engine.py
@@ -73,7 +73,7 @@ class BacktestEngine:
             min_commission: Minimum commission per trade
             stamp_tax: Stamp tax rate (for sells)
             slippage: Slippage rate
-            execution: Execution mode ('next_open', 'this_close')
+            execution: Execution mode ('next_open', 'next_close')
             position_mode: Position mode ('full', 'long_only', 'short_only')
             reject_policy: Reject policy ('reduce', 'reject')
             benchmark: Benchmark data for performance comparison
@@ -135,7 +135,6 @@ class BacktestEngine:
         if self._execution_model is not None:
             # ExecutionModel path
             trades = self._execute_with_model(signals, df)
-            future_leak = False
         else:
             # OrderSimulator path (default)
             simulator = OrderSimulator(
@@ -154,7 +153,6 @@ class BacktestEngine:
                 cash=self._cash,
                 position=0.0,
             )
-            future_leak = simulator.future_leak_warning
 
         # Step 3: Portfolio tracking
         trades = self._compute_pnls(trades)
@@ -176,7 +174,6 @@ class BacktestEngine:
             "execution": self._execution,
             "position_mode": self._position_mode,
             "reject_policy": self._reject_policy,
-            "future_leak_warning": future_leak,
         }
 
         return BacktestResult(
diff --git a/src/easy_tdx/backtest/orders.py b/src/easy_tdx/backtest/orders.py
index cdf449f..05c45b8 100644
--- a/src/easy_tdx/backtest/orders.py
+++ b/src/easy_tdx/backtest/orders.py
@@ -26,14 +26,13 @@ class OrderSimulator:
 
     Attributes:
         df: K线数据 DataFrame
-        execution: 成交价规则 (next_open/next_close/this_close/worst/best)
+        execution: 成交价规则 (next_open/next_close)
         position_mode: 仓位模式 (full/fixed/percent)
         reject_policy: 拒绝策略 (reduce/skip)
         commission: 佣金费率
         min_commission: 最低佣金
         stamp_tax: 印花税率（仅卖出）
         slippage: 滑点（每股）
-        future_leak_warning: 是否使用了未来数据（this_close 模式）
     """
 
     df: pd.DataFrame
@@ -45,7 +44,6 @@ class OrderSimulator:
     stamp_tax: float = 0.001
     slippage: float = 0.0
     slippage_model: SlippageModel | None = None
-    future_leak_warning: bool = False
 
     def simulate(
         self,
@@ -195,26 +193,23 @@ class OrderSimulator:
     def _resolve_exec_index(self, bar_idx: int) -> int | None:
         """根据执行模式确定成交的 K 线索引。
 
+        开盘价 / 收盘价模式均在信号后一根 K 线成交（next_open 取次根开盘价，
+        next_close 取次根收盘价），避免使用信号当根的未完成/未来数据。
+
         Args:
             bar_idx: 信号对应的 K 线索引
 
         Returns:
             成交 K 线索引
         """
-        if self.execution == "this_close":
-            # 当信号 K 线收盘时成交
-            self.future_leak_warning = True
-            return bar_idx
-        else:
-            # 其他模式在下一根 K 线成交
-            return bar_idx + 1
+        return bar_idx + 1
 
     def _get_price(self, exec_idx: int, direction: str) -> float | None:
-        """根据执行模式和方向获取成交价。
+        """根据执行模式获取成交价。
 
         Args:
             exec_idx: 成交 K 线索引
-            direction: 交易方向
+            direction: 交易方向（仅作保留，当前两种模式均不依赖方向）
 
         Returns:
             成交价格
@@ -228,14 +223,6 @@ class OrderSimulator:
             return float(row["open"])
         elif self.execution == "next_close":
             return float(row["close"])
-        elif self.execution == "this_close":
-            return float(row["close"])
-        elif self.execution == "worst":
-            # 买入取最高价，卖出取最低价
-            return float(row["high"]) if direction == "BUY" else float(row["low"])
-        elif self.execution == "best":
-            # 买入取最低价，卖出取最高价
-            return float(row["low"]) if direction == "BUY" else float(row["high"])
         else:
             return None
 
diff --git a/src/easy_tdx/backtest/strategies/presets.py b/src/easy_tdx/backtest/strategies/presets.py
new file mode 100644
index 0000000..e70eaad
--- /dev/null
+++ b/src/easy_tdx/backtest/strategies/presets.py
@@ -0,0 +1,101 @@
+"""策略参数寻优预设网格。
+
+每个内置策略 1-2 个关键参数的合理取值列表，供：
+
+1. Web UI 参数寻优页（``ParamGridPicker``）切换策略时自动填充——用户开箱即用，
+   仍可编辑/取消勾选。
+2. 「一键寻优所有策略」（``/backtest/optimize-all/run/async``）逐策略做网格
+   寻优再全局排名。
+
+约束：单策略笛卡尔积 ≤ 200（``ParamGridOptimizer.MAX_GRID_POINTS``）。行尾注释
+标注该策略的网格点数。修改本文件即同步生效，无需重启策略注册表。
+
+新增策略时：在 :data:`STRATEGY_PRESETS` 增加同名 key 即可；未登记的策略在
+「一键寻优」中会被跳过并记录 warning。
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+# 策略名 → {参数名: 取值列表}
+STRATEGY_PRESETS: dict[str, dict[str, list[Any]]] = {
+    # ── 均线类 ──────────────────────────────────────────────────────────────
+    "ma_cross": {
+        # 快线 < 慢线才有意义；笛卡尔积去重快≥慢的无效组合后约 30+
+        "fast": [5, 10, 15, 20, 30, 60],
+        "slow": [10, 20, 30, 60, 120, 250],
+    },  # 36
+    "ema_cross": {
+        "fast": [5, 10, 12, 20],
+        "slow": [20, 26, 30, 60],
+    },  # 16
+    "triple_ma": {
+        "short": [5, 10, 15],
+        "long": [60, 120, 250],
+    },  # 9（mid 用默认 20）
+    "bbi": {
+        "m1": [3, 6],
+        "m4": [20, 30, 50],
+    },  # 6
+    # ── 通道/突破类 ─────────────────────────────────────────────────────────
+    "boll_breakout": {
+        "n": [10, 15, 20, 30],
+        "p": [1.5, 2.0, 2.5, 3.0],
+    },  # 16
+    "donchian": {
+        "n": [10, 15, 20, 30, 40, 55],
+    },  # 6
+    "keltner": {
+        "n": [10, 15, 20, 30],
+        "m": [7, 10, 14, 20],
+    },  # 16
+    "atr_breakout": {
+        "n_ma": [10, 20],
+        "k": [1.5, 2.0, 2.5, 3.0],
+    },  # 8
+    # ── 振荡/反转类 ─────────────────────────────────────────────────────────
+    "macd": {
+        "short": [8, 10, 12, 15],
+        "long": [20, 26, 30, 40],
+    },  # 16
+    "rsi_reversal": {
+        "n": [7, 14, 21],
+        "oversold": [20, 25, 30],
+    },  # 9
+    "kdj_cross": {
+        "n": [5, 9, 14, 18, 21],
+    },  # 5
+    "cci": {
+        "n": [14, 20],
+        "oversold": [-150, -100, -50],
+    },  # 6
+    "wr_reversal": {
+        "n": [7, 14],
+        "oversold": [-90, -80, -70],
+    },  # 6
+    "bias_reversal": {
+        "n": [6, 12],
+        "threshold": [3.0, 5.0, 7.0, 10.0],
+    },  # 8
+    # ── 趋向/平滑类 ─────────────────────────────────────────────────────────
+    "dmi": {
+        "m1": [14, 20],
+        "m2": [6, 10, 14],
+    },  # 6
+    "trix": {
+        "m1": [12, 18],
+        "m2": [12, 20, 30],
+    },  # 6
+    "emv": {
+        "n": [10, 14, 20, 28],
+    },  # 4
+    "dpo": {
+        "m1": [15, 20, 30],
+    },  # 3
+}
+
+
+def get_preset(strategy_name: str) -> dict[str, list[Any]]:
+    """返回某策略的预设网格；未登记返回空 dict。"""
+    return STRATEGY_PRESETS.get(strategy_name, {})
diff --git a/src/easy_tdx/backtest/strategies/registry.py b/src/easy_tdx/backtest/strategies/registry.py
index 9e5a181..040c634 100644
--- a/src/easy_tdx/backtest/strategies/registry.py
+++ b/src/easy_tdx/backtest/strategies/registry.py
@@ -225,11 +225,15 @@ class RegisteredStrategy:
 
     def to_schema(self) -> dict[str, Any]:
         """序列化为 JSON 兼容的策略描述（供前端策略下拉框 + 参数表单）。"""
+        # 延迟导入避免 presets ↔ registry 循环依赖
+        from easy_tdx.backtest.strategies.presets import get_preset
+
         return {
             "name": self.name,
             "label": self.label,
             "description": self.description,
             "params": [p.to_schema() for p in self.params],
+            "preset_grid": get_preset(self.name),
         }
 
     def build(
diff --git a/src/easy_tdx/web/backtest_schemas.py b/src/easy_tdx/web/backtest_schemas.py
index 3e26767..32ba94a 100644
--- a/src/easy_tdx/web/backtest_schemas.py
+++ b/src/easy_tdx/web/backtest_schemas.py
@@ -17,6 +17,9 @@ __all__ = [
     "StrategySchemaResponse",
     "TaskSubmitResponse",
     "TaskStateResponse",
+    "OptimizeAllBacktestRequest",
+    "OptimizeAllResult",
+    "OptimizeAllRankEntry",
     "serialize_result",
 ]
 
@@ -35,12 +38,12 @@ class BacktestRequest(BaseModel):
 
     strategy: str = Field(..., description="策略名（见 /backtest/strategies）")
     params: dict[str, Any] = Field(default_factory=dict, description="策略参数")
-    cash: float = Field(default=100000.0, gt=0, description="初始资金")
+    cash: float = Field(default=1_000_000.0, gt=0, description="初始资金")
     commission: float = Field(default=0.0003, ge=0, le=0.01, description="佣金费率")
     min_commission: float = Field(default=5.0, ge=0, description="单笔最低佣金")
     stamp_tax: float = Field(default=0.001, ge=0, le=0.01, description="印花税（卖出）")
     slippage: float = Field(default=0.0, ge=0, le=0.05, description="滑点费率")
-    execution: Literal["next_open", "next_close", "this_close", "worst", "best"] = Field(
+    execution: Literal["next_open", "next_close"] = Field(
         default="next_open", description="成交模式"
     )
 
@@ -78,14 +81,12 @@ class PortfolioBacktestRequest(BaseModel):
 
     strategy: str = Field(..., description="策略名")
     params: dict[str, Any] = Field(default_factory=dict, description="策略参数")
-    cash: float = Field(default=200000.0, gt=0, description="组合总资金")
+    cash: float = Field(default=1_000_000.0, gt=0, description="组合总资金")
     commission: float = Field(default=0.0003, ge=0, le=0.01)
     min_commission: float = Field(default=5.0, ge=0)
     stamp_tax: float = Field(default=0.001, ge=0, le=0.01)
     slippage: float = Field(default=0.0, ge=0, le=0.05)
-    execution: Literal["next_open", "next_close", "this_close", "worst", "best"] = Field(
-        default="next_open"
-    )
+    execution: Literal["next_open", "next_close"] = Field(default="next_open")
     stocks: list[str] = Field(
         ...,
         min_length=1,
@@ -115,12 +116,10 @@ class OptimizeBacktestRequest(BaseModel):
     """
 
     strategy: str = Field(..., description="策略名")
-    cash: float = Field(default=100000.0, gt=0)
+    cash: float = Field(default=1_000_000.0, gt=0)
     commission: float = Field(default=0.0003, ge=0, le=0.01)
     slippage: float = Field(default=0.0, ge=0, le=0.05)
-    execution: Literal["next_open", "next_close", "this_close", "worst", "best"] = Field(
-        default="next_open"
-    )
+    execution: Literal["next_open", "next_close"] = Field(default="next_open")
     param_grid: dict[str, list[int | float | str]] = Field(
         ...,
         min_length=1,
@@ -147,6 +146,39 @@ class OptimizeBacktestRequest(BaseModel):
         return self
 
 
+class OptimizeAllBacktestRequest(BaseModel):
+    """一键寻优所有策略请求。
+
+    在单个标的上，对所有策略的预设参数网格（见
+    ``easy_tdx.backtest.strategies.presets.STRATEGY_PRESETS``）依次做网格寻优，
+    取各策略最优点汇总成全局排名，找出最佳策略 + 参数组合。数据来源与单标的
+    回测一致（ohlcv 内联或 symbol 取行情）。
+    """
+
+    cash: float = Field(default=1_000_000.0, gt=0)
+    commission: float = Field(default=0.0003, ge=0, le=0.01)
+    slippage: float = Field(default=0.0, ge=0, le=0.05)
+    execution: Literal["next_open", "next_close"] = Field(default="next_open")
+
+    # 数据来源 A：内联 OHLCV
+    ohlcv: list[dict[str, Any]] | None = Field(default=None, max_length=2000)
+
+    # 数据来源 B：按标的取行情
+    symbol: str | None = Field(default=None, pattern=r"^(SZ|SH|BJ):\d{6}$")
+    category: Literal["DAY", "WEEK", "MONTH", "MIN_5", "MIN_15", "MIN_30", "MIN_60"] = Field(
+        default="DAY"
+    )
+    count: int = Field(default=250, ge=20, le=800)
+    start_date: str | None = Field(default=None)
+    end_date: str | None = Field(default=None)
+
+    @model_validator(mode="after")
+    def _check_data_source(self) -> OptimizeAllBacktestRequest:
+        if self.ohlcv is None and self.symbol is None:
+            raise ValueError("必须提供 ohlcv 或 symbol 之一")
+        return self
+
+
 # ── 响应模型 ───────────────────────────────────────────────────────────────────
 
 
@@ -202,6 +234,30 @@ class TaskListResponse(BaseModel):
     count: int
 
 
+class OptimizeAllRankEntry(BaseModel):
+    """一键寻优全局排名单行：某策略的最优点摘要。"""
+
+    strategy: str
+    strategy_label: str
+    params: dict[str, Any]
+    total_return: float = 0.0
+    sharpe: float = 0.0
+    max_drawdown: float = 0.0
+    total_trades: int = 0
+    win_rate: float = 0.0
+    profit_factor: float = 0.0
+    grid_points: int = 0  # 该策略本轮寻优的网格点数
+
+
+class OptimizeAllResult(BaseModel):
+    """一键寻优所有策略的结果：全局排名 + 最佳 + 各策略最优点。"""
+
+    ranking: list[OptimizeAllRankEntry]  # 按 total_return 降序
+    best: OptimizeAllRankEntry | None = None
+    per_strategy: dict[str, OptimizeAllRankEntry] = {}  # 策略名 → 最优点
+    total_grid_points: int = 0  # 所有策略网格点合计
+
+
 # ── 结果序列化 ─────────────────────────────────────────────────────────────────
 
 
diff --git a/src/easy_tdx/web/routers/backtest.py b/src/easy_tdx/web/routers/backtest.py
index 5f8357f..f7dbba6 100644
--- a/src/easy_tdx/web/routers/backtest.py
+++ b/src/easy_tdx/web/routers/backtest.py
@@ -19,6 +19,9 @@ from fastapi import APIRouter, Depends
 from easy_tdx.web.backtest_schemas import (
     BacktestRequest,
     BacktestResultResponse,
+    OptimizeAllBacktestRequest,
+    OptimizeAllRankEntry,
+    OptimizeAllResult,
     OptimizeBacktestRequest,
     PortfolioBacktestRequest,
     StrategySchemaResponse,
@@ -222,6 +225,47 @@ async def run_optimize_async(
     return TaskSubmitResponse(task_id=task_id, status=status)
 
 
+# ── 一键寻优所有策略 ───────────────────────────────────────────────────────────
+
+
+@router.post("/backtest/optimize-all/run/async", response_model=TaskSubmitResponse, status_code=202)
+async def run_optimize_all_async(
+    req: OptimizeAllBacktestRequest,
+    client: Any = Depends(get_client),
+) -> TaskSubmitResponse:
+    """提交「一键寻优所有策略」后台任务。
+
+    在单个标的上，对所有策略的预设参数网格（见 presets.STRATEGY_PRESETS）依次
+    做网格寻优，取各策略最优点汇总成全局排名。数据获取支持内联 ohlcv 或按
+    symbol 取行情。通过 GET /backtest/tasks/{task_id} 轮询结果。
+    """
+    # 1. 取数据
+    if req.ohlcv is not None:
+        df = _ohlcv_to_df(req.ohlcv)
+        desc_bars = f"{len(df)} 根"
+    elif req.symbol is not None:
+        df = await _fetch_bars(client, req.symbol, req.category, 800)
+        desc_bars = f"{req.symbol}"
+        if req.start_date or req.end_date:
+            df = _filter_df_by_date(df, req.start_date, req.end_date)
+    else:
+        raise ValueError("必须提供 ohlcv 或 symbol")
+
+    # 2. 捕获快照
+    snapshot = req.model_copy()
+    description = f"一键寻优全部策略 | {desc_bars}"
+
+    # 3. 提交后台任务
+    runner = get_runner()
+    task_id = runner.submit(
+        lambda: _run_optimize_all(df, snapshot),
+        description=description,
+    )
+    state = runner.get(task_id)
+    status: Any = state.status if state.status in ("pending", "running") else "running"
+    return TaskSubmitResponse(task_id=task_id, status=status)
+
+
 # ── 内部实现 ───────────────────────────────────────────────────────────────────
 
 
@@ -399,6 +443,76 @@ def _run_optimize(df: pd.DataFrame, req: OptimizeBacktestRequest) -> dict[str, A
     return result.to_dict()
 
 
+def _run_optimize_all(df: pd.DataFrame, req: OptimizeAllBacktestRequest) -> dict[str, Any]:
+    """对所有策略的预设网格逐策略寻优，汇总成全局排名（后台线程内调用）。
+
+    遍历 ``STRATEGY_PRESETS`` 中每个策略，用其预设参数网格跑
+    :class:`ParamGridOptimizer`，取各策略的最优点（best）组装排名。单个策略
+    无有效结果（如全网格回测失败）则跳过。
+    """
+    from easy_tdx.backtest.optimizer import ParamGridOptimizer
+    from easy_tdx.backtest.strategies import get_registry
+    from easy_tdx.backtest.strategies.presets import STRATEGY_PRESETS
+
+    registry = get_registry()
+    ranking: list[OptimizeAllRankEntry] = []
+    per_strategy: dict[str, OptimizeAllRankEntry] = {}
+    total_grid = 0
+
+    for strategy_name, grid in STRATEGY_PRESETS.items():
+        # 预设里登记但未注册的策略跳过（理论上不应发生）
+        if strategy_name not in registry.names():
+            continue
+        label = registry.get(strategy_name).label
+        try:
+            optimizer = ParamGridOptimizer(
+                strategy_name=strategy_name,
+                param_grid=grid,
+                df=df,
+                cash=req.cash,
+                commission=req.commission,
+                slippage=req.slippage,
+                execution=req.execution,
+            )
+        except ValueError:
+            # 单策略网格超限（不应发生，预设已控制规模）→ 跳过
+            continue
+
+        result = optimizer.run()
+        if result.best is None:
+            continue
+
+        # 该策略本轮真实跑的网格点数（笛卡尔积，去掉失败点后的有效点）
+        total_grid += len(result.results)
+
+        entry = OptimizeAllRankEntry(
+            strategy=strategy_name,
+            strategy_label=label,
+            params=result.best.params,
+            total_return=result.best.total_return,
+            sharpe=result.best.sharpe,
+            max_drawdown=result.best.max_drawdown,
+            total_trades=result.best.total_trades,
+            win_rate=result.best.win_rate,
+            profit_factor=result.best.profit_factor,
+            grid_points=len(result.results),
+        )
+        ranking.append(entry)
+        per_strategy[strategy_name] = entry
+
+    # 按 total_return 降序
+    ranking.sort(key=lambda r: r.total_return, reverse=True)
+    best = ranking[0] if ranking else None
+
+    result_obj = OptimizeAllResult(
+        ranking=ranking,
+        best=best,
+        per_strategy=per_strategy,
+        total_grid_points=total_grid,
+    )
+    return result_obj.model_dump()
+
+
 def _filter_df_by_date(df: pd.DataFrame, start: str | None, end: str | None) -> pd.DataFrame:
     """按日期范围过滤 DataFrame（闭区间，比较 YYYY-MM-DD）。"""
     if not start and not end:
diff --git a/tests/unit/test_backtest_engine.py b/tests/unit/test_backtest_engine.py
index 3eeff63..6609c60 100644
--- a/tests/unit/test_backtest_engine.py
+++ b/tests/unit/test_backtest_engine.py
@@ -185,17 +185,6 @@ def test_chanlun_injection():
     assert len(result.trades) >= 1
 
 
-def test_this_close_warning_in_config():
-    """Test future_leak_warning in config when using this_close."""
-    df = _make_df(n=50)
-    engine = BacktestEngine(MACrossStrategy, execution="this_close")
-    result = engine.run(df)
-
-    # Config should have future_leak_warning
-    # Note: MACrossStrategy may not generate signals, so warning might be False
-    assert "future_leak_warning" in result.config
-
-
 def test_config_snapshot():
     """Test config contains correct cash and commission."""
     df = _make_df(n=50)
diff --git a/tests/unit/test_backtest_orders.py b/tests/unit/test_backtest_orders.py
index 64aea20..f1c9ee0 100644
--- a/tests/unit/test_backtest_orders.py
+++ b/tests/unit/test_backtest_orders.py
@@ -77,74 +77,6 @@ class TestExecutionModes:
         assert len(trades) == 1
         assert trades[0].price == 102.0  # df["close"].iloc[1]
 
-    def test_this_close(self) -> None:
-        """this_close: 当前K线的收盘价。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="this_close")
-
-        signals = [_buy_signal(0, size=100)]
-        trades = sim.simulate(signals, cash=20000, position=0)
-
-        assert len(trades) == 1
-        assert trades[0].price == 101.0  # df["close"].iloc[0]
-
-    def test_this_close_future_leak_warning(self) -> None:
-        """this_close 模式应设置 future_leak_warning 标志。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="this_close")
-
-        assert sim.future_leak_warning is False
-
-        # 执行模拟后应设置标志
-        signals = [_buy_signal(0, size=100)]
-        sim.simulate(signals, cash=20000, position=0)
-
-        assert sim.future_leak_warning is True
-
-    def test_worst_price_buy(self) -> None:
-        """worst: 买入取最高价。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="worst")
-
-        signals = [_buy_signal(0, size=100)]
-        trades = sim.simulate(signals, cash=20000, position=0)
-
-        assert len(trades) == 1
-        assert trades[0].price == 103.0  # df["high"].iloc[1]
-
-    def test_worst_price_sell(self) -> None:
-        """worst: 卖出取最低价。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="worst")
-
-        signals = [_sell_signal(0, size=100)]
-        trades = sim.simulate(signals, cash=0, position=200)
-
-        assert len(trades) == 1
-        assert trades[0].price == 100.0  # df["low"].iloc[1]
-
-    def test_best_price_buy(self) -> None:
-        """best: 买入取最低价。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="best")
-
-        signals = [_buy_signal(0, size=100)]
-        trades = sim.simulate(signals, cash=20000, position=0)
-
-        assert len(trades) == 1
-        assert trades[0].price == 100.0  # df["low"].iloc[1]
-
-    def test_best_price_sell(self) -> None:
-        """best: 卖出取最高价。"""
-        df = _make_df(10)
-        sim = OrderSimulator(df, execution="best")
-
-        signals = [_sell_signal(0, size=100)]
-        trades = sim.simulate(signals, cash=0, position=200)
-
-        assert len(trades) == 1
-        assert trades[0].price == 103.0  # df["high"].iloc[1]
-
 
 # ── Test Position Modes ────────────────────────────────────────────────────────
 
@@ -489,16 +421,3 @@ class TestNonContinuousIndex:
         # position 1 的 open = 101.0；旧代码会用 label 10 当位置 → iloc[10] 越界
         assert trades[0].price == 101.0
         assert trades[0].rejected is False
-
-    def test_this_close_with_non_continuous_index(self) -> None:
-        """this_close 模式下信号在 bar 2（label=30），应在同根 close 成交。"""
-        df = _make_df(10)
-        df.index = [10 * (i + 1) for i in range(len(df))]
-        sim = OrderSimulator(df, execution="this_close")
-
-        signals = [_buy_signal(2, size=100)]
-        trades = sim.simulate(signals, cash=20000, position=0)
-
-        assert len(trades) == 1
-        # position 2 的 close = 103.0
-        assert trades[0].price == 103.0
diff --git a/tests/unit/test_web_backtest.py b/tests/unit/test_web_backtest.py
index e16e4ec..2f93334 100644
--- a/tests/unit/test_web_backtest.py
+++ b/tests/unit/test_web_backtest.py
@@ -191,7 +191,7 @@ def test_backtest_request_defaults():
     from easy_tdx.web.backtest_schemas import BacktestRequest
 
     req = BacktestRequest(strategy="ma_cross", symbol="SZ:000001")
-    assert req.cash == 100000.0
+    assert req.cash == 1_000_000.0
     assert req.commission == 0.0003
     assert req.execution == "next_open"
     assert req.category == "DAY"
@@ -704,7 +704,7 @@ def test_portfolio_request_defaults():
     from easy_tdx.web.backtest_schemas import PortfolioBacktestRequest
 
     req = PortfolioBacktestRequest(strategy="ma_cross", stocks=["SZ:000001"])
-    assert req.cash == 200000.0
+    assert req.cash == 1_000_000.0
     assert req.category == "DAY"
 
 
@@ -899,6 +899,55 @@ def test_optimize_single_param_no_heatmap(client, sample_ohlcv):
     assert final["result"]["heatmap"] is None
 
 
+def test_optimize_all_endpoint(client, sample_ohlcv):
+    """POST /backtest/optimize-all/run/async 端到端：逐策略预设网格寻优 + 全局排名。"""
+    resp = client.post(
+        "/api/v1/backtest/optimize-all/run/async",
+        json={
+            "cash": 1_000_000,
+            "ohlcv": sample_ohlcv,
+        },
+    )
+    assert resp.status_code == 202, resp.text
+    task_id = resp.json()["task_id"]
+
+    final = None
+    for _ in range(400):
+        poll = client.get(f"/api/v1/backtest/tasks/{task_id}")
+        final = poll.json()
+        if final["status"] in ("done", "failed"):
+            break
+        time.sleep(0.05)
+
+    assert final["status"] == "done", final
+    result = final["result"]
+    # 排名按 total_return 降序、best 指向第一名、各策略最优点齐全
+    assert "ranking" in result and len(result["ranking"]) > 0
+    assert "best" in result and result["best"] is not None
+    assert "per_strategy" in result and len(result["per_strategy"]) == len(result["ranking"])
+    assert "total_grid_points" in result and result["total_grid_points"] > 0
+    # ranking 降序校验
+    returns = [r["total_return"] for r in result["ranking"]]
+    assert returns == sorted(returns, reverse=True)
+    # best == ranking[0]
+    assert result["best"]["strategy"] == result["ranking"][0]["strategy"]
+    # 合计网格点 == 各策略 grid_points 之和
+    assert result["total_grid_points"] == sum(r["grid_points"] for r in result["ranking"])
+
+
+def test_optimize_all_request_validation():
+    """optimize-all 请求必须提供数据源。"""
+    from easy_tdx.web.backtest_schemas import OptimizeAllBacktestRequest
+
+    # 缺数据源
+    with pytest.raises(ValueError):
+        OptimizeAllBacktestRequest()
+    # 合法
+    req = OptimizeAllBacktestRequest(symbol="SZ:000001")
+    assert req.cash == 1_000_000.0
+    assert req.execution == "next_open"
+
+
 # ---------------------------------------------------------------------------
 # Phase 5: 任务列表端点（对比页用）
 # ---------------------------------------------------------------------------