mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 13:24:18 +08:00
626 lines
20 KiB
Vue
626 lines
20 KiB
Vue
<script setup lang="ts">
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// 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）。
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// 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。
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import { computed, nextTick, onMounted, ref, watch } from 'vue'
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import { useRoute, useRouter } from 'vue-router'
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import GradeBadge from '../components/GradeBadge.vue'
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import OptimizeHeatmap from '../components/OptimizeHeatmap.vue'
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import OptimizeResultTable from '../components/OptimizeResultTable.vue'
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import ParamGridPicker from '../components/ParamGridPicker.vue'
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import QuoteCarousel from '../components/QuoteCarousel.vue'
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import SymbolPicker from '../components/SymbolPicker.vue'
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import { gradeGridPoint } from '../grading'
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import type { GradeResult } from '../grading'
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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 router = useRouter()
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const route = useRoute()
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// SymbolPicker 实例引用，用于触发取行情
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const symbolPicker = ref<InstanceType<typeof SymbolPicker> | null>(null)
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// 镜像 SymbolPicker 的代码/周期/日期，用于「查看」跳转时拼进 URL query。
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// 与 SymbolPicker 通过 v-model 双向同步，初始值与 SymbolPicker 默认一致。
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const code = ref('000001')
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const category = ref<Category>('DAY')
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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('2020-01-06')
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const endDate = ref(isoDaysFromNow(0))
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const strategy = ref('ma_cross')
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const paramGrid = ref<Record<string, Array<number | string>>>({})
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const cash = ref(1000000)
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const execution = ref<ExecutionMode>('next_open')
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// 一键寻优并发工作进程数：0=串行（同 workers=1）；2+=多进程并行（CPU-bound 必须）
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const cpuCount = (() => {
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// navigator.hardwareConcurrency 返回逻辑核数（含超线程）；非浏览器/不可用时回退 4
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const n = typeof navigator !== 'undefined' ? navigator.hardwareConcurrency : undefined
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return n && n > 0 ? n : 4
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})()
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// 推荐档：min(cpu, 8)。默认 8 进程，若用户改过则记到 localStorage，
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// 下次以其最后一次选择为默认。
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const recommendedWorkers = Math.min(cpuCount, 8)
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const DEFAULT_WORKERS = 8
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const WORKERS_STORAGE_KEY = 'optimize.workers'
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const WORKER_OPTIONS: { value: number; label: string }[] = [
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{ value: 0, label: '串行（不并发）' },
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{ value: 4, label: '4 进程' },
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{ value: 8, label: '8 进程' },
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{ value: 16, label: '16 进程' },
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]
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function loadWorkersFromStorage(): number {
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try {
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const raw = localStorage.getItem(WORKERS_STORAGE_KEY)
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if (raw == null) return DEFAULT_WORKERS
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const n = Number(raw)
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return Number.isFinite(n) && WORKER_OPTIONS.some((o) => o.value === n)
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? n
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: DEFAULT_WORKERS
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} catch {
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return DEFAULT_WORKERS
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}
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}
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const workers = ref(loadWorkersFromStorage())
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// 用户修改后持久化,下次以最后选择为默认
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watch(workers, (v) => {
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try {
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localStorage.setItem(WORKERS_STORAGE_KEY, String(v))
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} catch {
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/* localStorage 不可用时静默忽略 */
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}
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})
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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 selectedStrategy = computed(
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() => store.strategies.find((s) => s.name === strategy.value) ?? null,
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)
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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：${e instanceof Error ? e.message : e}`
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})
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// 个股弹窗「一键寻优」入口：/optimize?code=601088&autoAll=1
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// 填入代码后自动触发「一键寻优所有策略」（等 nextTick 让 SymbolPicker
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// 的 v-model 同步，onRunAll 里的 loadBars 才会取到正确标的）。
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const qCode = String(route.query.code ?? '')
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if (route.query.autoAll === '1' && /^\d{6}$/.test(qCode)) {
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code.value = qCode
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await nextTick()
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if (!store.optimizeRunning && !store.optimizeAllRunning) {
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onRunAll()
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}
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}
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})
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// 网格点数（前端预校验，提示用户）
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const gridPoints = computed(() => {
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const sizes = Object.values(paramGrid.value).map((v) => v.length)
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return sizes.reduce((a, b) => a * b, 1)
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})
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// 取行情（点击「开始寻优」时触发）→ 寻优
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async function onRun() {
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store.error = ''
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// 1. 先取行情
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const ok = await symbolPicker.value?.loadBars()
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if (!ok) return
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// 取行情成功 → 冻结本次寻优真正使用的标的上下文，供「查看」拼 URL（存 store，跨路由保留）
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store.setOptimizeContext({
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code: code.value,
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category: category.value,
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startDate: startDate.value,
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endDate: endDate.value,
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})
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// 2. 校验寻优参数
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if (Object.keys(paramGrid.value).length === 0) {
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store.error = '请勾选至少 1 个参数并填入取值'
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return
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}
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if (gridPoints.value > 200) {
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store.error = `网格点数 ${gridPoints.value} 超过上限 200`
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return
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}
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// 3. 寻优
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await store.runOptimize({
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strategy: strategy.value,
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param_grid: paramGrid.value,
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cash: cash.value,
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execution: execution.value,
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ohlcv: store.ohlcv,
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})
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}
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// 一键寻优所有策略：取行情 → 全策略预设网格寻优 → 全局排名
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async function onRunAll() {
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store.error = ''
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// 1. 先取行情
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const ok = await symbolPicker.value?.loadBars()
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if (!ok) return
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// 取行情成功 → 冻结本次寻优真正使用的标的上下文，供「查看」拼 URL（存 store，跨路由保留）
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store.setOptimizeContext({
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code: code.value,
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category: category.value,
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startDate: startDate.value,
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endDate: endDate.value,
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})
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// 2. 一键寻优
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await store.runOptimizeAll({
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cash: cash.value,
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execution: execution.value,
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workers: workers.value,
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ohlcv: store.ohlcv,
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})
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}
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/** 「查看」跳转时，把本次寻优实际使用的标的 + 周期 + 日期范围一并塞进 query，
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* 让回测页能完整复现寻优时的行情（而非只带策略参数）。
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* 注意：必须读 store.optimizeContext（取行情成功时冻结），不能读输入框实时值 ——
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* 否则寻优完成后改了输入框代码，「查看」URL 会被污染，指向一个根本没被回测过的标的；
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* 且不能读组件 ref，否则切走再回 /optimize 时排名还在但上下文已丢失。 */
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function buildBacktestQuery(strategyName: string, params: Record<string, number | string>) {
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const ctx = store.optimizeContext
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return {
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strategy: strategyName,
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params: JSON.stringify(params),
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symbol: ctx?.code ?? '',
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startDate: ctx?.startDate ?? '',
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endDate: ctx?.endDate ?? '',
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category: ctx?.category ?? category.value,
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}
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}
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// 点击排名表「查看」→ 跳转单标的页用该参数回测
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function onViewParams(params: Record<string, number | string>) {
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// 通过 query 传递参数，单标的页接收后自动填充
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router.push({ path: '/backtest', query: buildBacktestQuery(strategy.value, params) })
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}
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// 一键寻优结果点击「查看」→ 跳转单标的页用该策略 + 参数回测
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function onViewAll(strategyName: string, params: Record<string, number | string>) {
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router.push({ path: '/backtest', query: buildBacktestQuery(strategyName, params) })
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}
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function pct(v: number | null | undefined): string {
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return v !== null && v !== undefined && Number.isFinite(v) ? `${(v * 100).toFixed(2)}%` : '-'
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}
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/** 买入持有的盈亏配色（A 股习惯：涨红跌绿；非数值不加色） */
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function bhClass(v: number | null | undefined): string {
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return v !== null && v !== undefined && Number.isFinite(v) ? (v >= 0 ? 'pos' : 'neg') : ''
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}
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function num(v: number | null | undefined, d = 2): string {
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return v !== null && v !== undefined && Number.isFinite(v) ? v.toFixed(d) : '-'
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}
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// 寻优评级：4 维度降级版（夏普30%/回撤28%/胜率22%/利润因子20%）。
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// 各网格点交易数独立判断「样本不足」否决。
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const bestGrade = computed<GradeResult | null>(() =>
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store.optimizeResult?.best ? gradeGridPoint(store.optimizeResult.best) : null,
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)
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// 一键寻优全局最佳评级
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const bestAllGrade = computed<GradeResult | null>(() =>
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store.optimizeAllResult?.best ? gradeGridPoint(store.optimizeAllResult.best) : null,
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)
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// 一键寻优排名表每行的评级（按需计算，避免大表全量计算）
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const rankingGrades = computed<GradeResult[]>(() =>
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(store.optimizeAllResult?.ranking ?? []).map((r) => gradeGridPoint(r)),
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)
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</script>
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<template>
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<div class="optimize-view">
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<aside class="config-panel">
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<section class="panel-section">
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<h3>行情数据</h3>
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<SymbolPicker
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ref="symbolPicker"
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v-model:code="code"
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v-model:category="category"
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v-model:start-date="startDate"
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v-model:end-date="endDate"
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/>
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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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<div class="field">
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<select v-model="strategy">
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<option v-for="s in store.strategies" :key="s.name" :value="s.name">
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{{ s.label }}（{{ s.name }}）
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</option>
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</select>
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</div>
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</section>
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<section class="panel-section">
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<h3>寻优参数</h3>
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<ParamGridPicker v-model="paramGrid" :strategy="selectedStrategy" />
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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>初始资金</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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<section class="panel-section">
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<h3>一键寻优并发</h3>
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<div class="field">
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<label
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>工作进程
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<span class="hint"
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>CPU {{ cpuCount }} 核 · 推荐 {{ recommendedWorkers }}</span
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></label
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>
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<select v-model.number="workers">
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<option v-for="o in WORKER_OPTIONS" :key="o.value" :value="o.value">{{ o.label }}</option>
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</select>
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</div>
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<p class="workers-tip">
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寻优是 CPU 密集计算，多进程可显著提速（仅对「一键寻优所有策略」生效）。机器较弱时建议先用串行测一次再开并发。
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</p>
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</section>
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<button
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class="primary run-btn"
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:disabled="store.optimizeRunning || store.optimizeAllRunning"
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@click="onRun"
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>
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{{ store.optimizeRunning ? '取行情+寻优中…' : '开始寻优' }}
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</button>
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<button
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class="run-all-btn run-btn"
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:disabled="store.optimizeRunning || store.optimizeAllRunning"
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@click="onRunAll"
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>
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{{ store.optimizeAllRunning ? '一键寻优所有策略中…' : '一键寻优所有策略' }}
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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.optimizeResult && !store.optimizeAllResult && !store.optimizeRunning && !store.optimizeAllRunning && !store.error"
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class="placeholder"
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>
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<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>
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</div>
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<!-- 一键寻优进行中：投资大师名言轮播，让等待不枯燥 -->
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<QuoteCarousel v-if="store.optimizeAllRunning" :interval="3000" />
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<!-- 单策略寻优结果 -->
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<div v-if="store.optimizeResult" class="report-content">
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<section class="report-section">
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<h3>最优结果</h3>
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<div v-if="store.optimizeResult.best" class="best-summary">
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<GradeBadge v-if="bestGrade" :result="bestGrade" size="md" />
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<span class="best-params">{{ JSON.stringify(store.optimizeResult.best.params) }}</span>
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<span class="best-return pos">
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{{ (store.optimizeResult.best.total_return! * 100).toFixed(2) }}%
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</span>
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<span v-if="store.optimizeResult.buy_hold" class="best-bh">
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[买入持有：<span :class="bhClass(store.optimizeResult.buy_hold.total_return)">{{
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pct(store.optimizeResult.buy_hold.total_return)
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}}</span>]
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</span>
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<span class="best-meta">
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夏普 {{ store.optimizeResult.best.sharpe?.toFixed(2) }} · 回撤
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{{ (store.optimizeResult.best.max_drawdown! * 100).toFixed(2) }}%
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</span>
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</div>
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</section>
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<section v-if="store.optimizeResult.heatmap" class="report-section">
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<h3>参数热力图（{{ store.optimizeResult.heatmap.x_name }} × {{ store.optimizeResult.heatmap.y_name }}）</h3>
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<OptimizeHeatmap :heatmap="store.optimizeResult.heatmap" />
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</section>
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<section class="report-section">
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<h3>网格点排名（{{ store.optimizeResult.results.length }} 个）</h3>
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<OptimizeResultTable
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:results="store.optimizeResult.results"
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:best-index="0"
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@select="onViewParams"
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/>
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</section>
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</div>
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<!-- 一键寻优所有策略结果 -->
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<div v-if="store.optimizeAllResult" class="report-content">
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<section class="report-section">
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<h3>全局最佳</h3>
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<div v-if="store.optimizeAllResult.best" class="best-summary">
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<GradeBadge v-if="bestAllGrade" :result="bestAllGrade" size="md" />
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<span class="best-params">
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{{ store.optimizeAllResult.best.strategy_label }}
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{{ JSON.stringify(store.optimizeAllResult.best.params) }}
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</span>
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<span class="best-return pos">
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{{ (store.optimizeAllResult.best.total_return! * 100).toFixed(2) }}%
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</span>
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<span v-if="store.optimizeAllResult.buy_hold" class="best-bh">
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[买入持有：<span :class="bhClass(store.optimizeAllResult.buy_hold.total_return)">{{
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pct(store.optimizeAllResult.buy_hold.total_return)
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}}</span>]
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</span>
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<span class="best-meta">
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夏普 {{ store.optimizeAllResult.best.sharpe?.toFixed(2) }} · 回撤
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{{ (store.optimizeAllResult.best.max_drawdown! * 100).toFixed(2) }}% · 胜率
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{{ (store.optimizeAllResult.best.win_rate! * 100).toFixed(1) }}%
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</span>
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</div>
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<p class="meta-line">
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共 {{ store.optimizeAllResult.ranking.length }} 个策略有效 ·
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合计 {{ store.optimizeAllResult.total_grid_points }} 网格点
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</p>
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</section>
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<section class="report-section">
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<h3>策略排名（按总收益降序）</h3>
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<table class="opt-table">
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<thead>
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<tr>
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<th>#</th>
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<th>评级</th>
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<th>策略</th>
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<th>参数</th>
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<th class="num">总收益</th>
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<th class="num">夏普</th>
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<th class="num">最大回撤</th>
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<th class="num">交易数</th>
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<th class="num">胜率</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr
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v-for="(r, i) in store.optimizeAllResult.ranking"
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:key="r.strategy"
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:class="{ best: i === 0 }"
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>
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<td class="rank">{{ i + 1 }}</td>
|
||
<td class="grade-cell">
|
||
<GradeBadge
|
||
v-if="rankingGrades[i]"
|
||
:result="rankingGrades[i]"
|
||
size="sm"
|
||
:show-score="false"
|
||
/>
|
||
</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>
|
||
|
||
<style scoped>
|
||
.optimize-view {
|
||
display: flex;
|
||
height: 100%;
|
||
}
|
||
.config-panel {
|
||
width: 320px;
|
||
flex-shrink: 0;
|
||
background: var(--bg-panel);
|
||
border-right: 1px solid var(--border);
|
||
padding: 16px;
|
||
overflow-y: auto;
|
||
}
|
||
.panel-section {
|
||
margin-bottom: 20px;
|
||
padding-bottom: 16px;
|
||
border-bottom: 1px solid var(--border);
|
||
}
|
||
.panel-section:last-of-type {
|
||
border-bottom: none;
|
||
}
|
||
.panel-section h3 {
|
||
font-size: 13px;
|
||
font-weight: 600;
|
||
margin-bottom: 12px;
|
||
}
|
||
.hint {
|
||
font-weight: 400;
|
||
color: var(--text-muted, #888);
|
||
font-size: 12px;
|
||
margin-left: 6px;
|
||
}
|
||
.workers-tip {
|
||
margin: 8px 0 0;
|
||
font-size: 12px;
|
||
line-height: 1.5;
|
||
color: var(--text-muted, #888);
|
||
}
|
||
.run-btn {
|
||
width: 100%;
|
||
padding: 10px;
|
||
font-size: 14px;
|
||
margin-top: 8px;
|
||
}
|
||
.run-btn:first-of-type {
|
||
margin-top: 0;
|
||
}
|
||
|
||
/* 「一键寻优所有策略」按钮：暖橙渐变，比 primary 蓝更醒目 */
|
||
.run-all-btn {
|
||
background: linear-gradient(135deg, #f59e0b 0%, #ea580c 100%);
|
||
border: 1px solid #f59e0b;
|
||
color: #fff;
|
||
font-weight: 600;
|
||
box-shadow: 0 4px 14px rgba(245, 158, 11, 0.35);
|
||
}
|
||
.run-all-btn:hover:not(:disabled) {
|
||
background: linear-gradient(135deg, #fbbf24, #f59e0b);
|
||
border-color: #fbbf24;
|
||
box-shadow: 0 6px 18px rgba(245, 158, 11, 0.5);
|
||
transform: translateY(-1px);
|
||
}
|
||
.run-all-btn:active:not(:disabled) {
|
||
transform: translateY(0);
|
||
box-shadow: 0 2px 8px rgba(245, 158, 11, 0.35);
|
||
}
|
||
/* 运行中：暗橙 disabled，但仍是橙，区别于普通按钮的纯灰 */
|
||
.run-all-btn:disabled {
|
||
background: linear-gradient(135deg, #b45309, #9a3412);
|
||
border-color: #b45309;
|
||
color: #fde68a;
|
||
opacity: 0.9;
|
||
cursor: not-allowed;
|
||
box-shadow: none;
|
||
transform: none;
|
||
}
|
||
.report-panel {
|
||
flex: 1;
|
||
overflow-y: auto;
|
||
padding: 16px 20px;
|
||
}
|
||
.placeholder {
|
||
display: flex;
|
||
align-items: center;
|
||
justify-content: center;
|
||
height: 100%;
|
||
color: var(--text-dim);
|
||
}
|
||
.error-banner {
|
||
background: rgba(239, 65, 70, 0.12);
|
||
border: 1px solid var(--up);
|
||
color: var(--up);
|
||
padding: 10px 14px;
|
||
border-radius: var(--radius);
|
||
margin-bottom: 16px;
|
||
font-size: 13px;
|
||
}
|
||
.report-section {
|
||
background: var(--bg-panel);
|
||
border: 1px solid var(--border);
|
||
border-radius: var(--radius);
|
||
padding: 14px 16px;
|
||
margin-bottom: 16px;
|
||
}
|
||
.report-section h3 {
|
||
font-size: 13px;
|
||
font-weight: 600;
|
||
color: var(--text-muted);
|
||
margin-bottom: 12px;
|
||
}
|
||
.best-summary {
|
||
display: flex;
|
||
align-items: baseline;
|
||
gap: 16px;
|
||
flex-wrap: wrap;
|
||
}
|
||
.best-params {
|
||
font-family: var(--font-mono);
|
||
font-size: 14px;
|
||
color: var(--accent);
|
||
}
|
||
.best-return {
|
||
font-size: 22px;
|
||
font-weight: 700;
|
||
font-family: var(--font-mono);
|
||
}
|
||
/* 买入持有对比项：标签/括号弱化不抢焦点，百分比按盈亏走 .pos/.neg 红绿 */
|
||
.best-bh {
|
||
color: var(--text-dim);
|
||
font-size: 13px;
|
||
font-family: var(--font-mono);
|
||
}
|
||
.best-meta {
|
||
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;
|
||
}
|
||
.grade-cell {
|
||
width: 56px;
|
||
}
|
||
</style>
|