mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 19:14:19 +08:00
Justin Gu
07205b6166
- SymbolPicker code/category/startDate/endDate 改 defineModel 双向同步 - OptimizeView 两个「查看」按钮跳转 URL 附带 symbol/startDate/endDate/category - BacktestView onMounted 回填标的/周期/日期到 SymbolPicker 表单 - 向后兼容：老 URL(只有 strategy/params) 仍正常，缺失字段保持默认 - 前端 vue-tsc / vite build 通过，后端 870 单测全绿(无回归)
442 lines
13 KiB
Vue
442 lines
13 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, onMounted, ref } from 'vue'
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import { useRouter } from 'vue-router'
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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 SymbolPicker from '../components/SymbolPicker.vue'
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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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// 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(isoDaysFromNow(-365 * 3))
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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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// 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(() => {
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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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})
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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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// 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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// 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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ohlcv: store.ohlcv,
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})
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}
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/** 「查看」跳转时，把当前标的 + 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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function buildBacktestQuery(strategyName: string, params: Record<string, number | string>) {
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return {
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strategy: strategyName,
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params: JSON.stringify(params),
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symbol: code.value,
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startDate: startDate.value,
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endDate: endDate.value,
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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: '/', 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: '/', 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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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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</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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<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-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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<!-- 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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<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 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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<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 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>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>
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<td>{{ r.strategy_label }}</td>
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<td class="params">{{ JSON.stringify(r.params) }}</td>
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<td class="num" :class="r.total_return !== null && r.total_return > 0 ? 'pos' : 'neg'">
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{{ pct(r.total_return) }}
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</td>
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<td class="num">{{ num(r.sharpe) }}</td>
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<td class="num neg">{{ pct(r.max_drawdown) }}</td>
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<td class="num">{{ r.total_trades }}</td>
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<td class="num">{{ pct(r.win_rate) }}</td>
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<td>
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<button class="view-btn" @click="onViewAll(r.strategy, r.params)">查看</button>
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</td>
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</tr>
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</tbody>
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</table>
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</section>
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</div>
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</main>
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</div>
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</template>
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<style scoped>
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.optimize-view {
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display: flex;
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height: 100%;
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}
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.config-panel {
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width: 320px;
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flex-shrink: 0;
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background: var(--bg-panel);
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border-right: 1px solid var(--border);
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padding: 16px;
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overflow-y: auto;
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}
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.panel-section {
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margin-bottom: 20px;
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padding-bottom: 16px;
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border-bottom: 1px solid var(--border);
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}
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.panel-section:last-of-type {
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border-bottom: none;
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}
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.panel-section h3 {
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font-size: 13px;
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font-weight: 600;
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margin-bottom: 12px;
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}
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.run-btn {
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width: 100%;
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padding: 10px;
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font-size: 14px;
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margin-top: 8px;
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}
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.run-btn:first-of-type {
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margin-top: 0;
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}
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.report-panel {
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flex: 1;
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overflow-y: auto;
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padding: 16px 20px;
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}
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.placeholder {
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display: flex;
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align-items: center;
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justify-content: center;
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height: 100%;
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color: var(--text-dim);
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}
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.error-banner {
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background: rgba(239, 65, 70, 0.12);
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border: 1px solid var(--up);
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color: var(--up);
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padding: 10px 14px;
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border-radius: var(--radius);
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margin-bottom: 16px;
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font-size: 13px;
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}
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.report-section {
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background: var(--bg-panel);
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border: 1px solid var(--border);
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border-radius: var(--radius);
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padding: 14px 16px;
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margin-bottom: 16px;
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}
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.report-section h3 {
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font-size: 13px;
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font-weight: 600;
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color: var(--text-muted);
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margin-bottom: 12px;
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}
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.best-summary {
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display: flex;
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align-items: baseline;
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gap: 16px;
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flex-wrap: wrap;
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}
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.best-params {
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font-family: var(--font-mono);
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font-size: 14px;
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color: var(--accent);
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}
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.best-return {
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font-size: 22px;
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font-weight: 700;
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font-family: var(--font-mono);
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}
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.best-meta {
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color: var(--text-dim);
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font-size: 12px;
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}
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.meta-line {
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color: var(--text-dim);
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font-size: 12px;
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margin-top: 8px;
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}
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.pos {
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color: var(--up);
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}
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.neg {
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color: var(--down);
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}
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.opt-table {
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width: 100%;
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border-collapse: collapse;
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font-size: 13px;
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}
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.opt-table th,
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.opt-table td {
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padding: 6px 10px;
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border-bottom: 1px solid var(--border);
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text-align: left;
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}
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.opt-table th {
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color: var(--text-dim);
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font-size: 12px;
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position: sticky;
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top: 0;
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background: var(--bg-panel);
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}
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.num {
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text-align: right;
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font-family: var(--font-mono);
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}
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.params {
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font-family: var(--font-mono);
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font-size: 12px;
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color: var(--text-muted);
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}
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.rank {
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color: var(--text-dim);
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width: 32px;
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}
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.best {
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background: rgba(74, 158, 255, 0.08);
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}
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.best .rank {
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color: var(--accent);
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font-weight: 700;
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}
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.view-btn {
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font-size: 11px;
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padding: 2px 8px;
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}
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</style>
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