Files
easy_tdx_max/web-ui/src/api.ts
T
Justin Gu 05dc9a74af release: v1.17.11 — Web UI 策略库(SQLite 持久化)+ 多策略资金分仓组合回测
新增两层能力:
1. 策略库:单标的/组合回测结果可保存到本地 SQLite 单文件
   (~/.easy_tdx/strategies.db),策略库页可载入回填、重跑、删除。
2. 多策略组合回测:勾选 N 个单标的策略,各拿 1/N 资金、各跑原标的,
   净值曲线按日期并集对齐求和,组合结果含 19 项完整绩效指标 + 持仓表。

后端:strategy_store.py(SQLite CRUD) + multi_strategy_engine.py(资金分仓引擎)
+ routers/strategies.py + /backtest/multi-strategy/run/async。
前端:StrategiesView.vue + 保存策略按钮 + 复用组合页图表组件。

895 单测全绿(+24 新增),ruff/mypy strict/前端 vue-tsc 全通过。
2026-07-04 20:40:57 +08:00

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// 后端 API 封装。统一 fetch + 错误处理,返回类型化结果。
// 开发期通过 vite proxy 走 /api(同源),生产期由 FastAPI 同源托管。
import type {
ApiError,
BacktestRequest,
BacktestResult,
Bar,
Category,
MultiStrategyBacktestRequest,
OptimizeAllBacktestRequest,
OptimizeBacktestRequest,
PortfolioBacktestRequest,
SavedStrategy,
SavedStrategyCreate,
SavedStrategyListResponse,
StrategiesResponse,
TaskListResponse,
TaskState,
TaskSubmitResponse,
} from './types'
const BASE = '/api/v1'
/** 把未知错误格式化为用户可读的消息(网络错误给友好提示)。 */
export function formatError(e: unknown): string {
if (e instanceof TypeError && e.message.includes('fetch')) {
return '网络错误:无法连接后端服务,请确认 easy-tdx serve 已启动'
}
return e instanceof Error ? e.message : String(e)
}
/** 把 Response 解析为 ApiError 抛出(后端统一错误格式 {error, detail})。 */
async function throwError(resp: Response): Promise<never> {
let detail = `${resp.status} ${resp.statusText}`
try {
const body = (await resp.json()) as ApiError
if (body?.detail) detail = body.detail
} catch {
// 非 JSON 错误体,用 statusText
}
throw new Error(detail)
}
/** 枚举预置策略 + 参数 schema。 */
export async function fetchStrategies(): Promise<StrategiesResponse> {
const resp = await fetch(`${BASE}/backtest/strategies`)
if (!resp.ok) await throwError(resp)
return (await resp.json()) as StrategiesResponse
}
/**
* 按标的取 K 线行情(OHLCV)。
*
* 后端 /bars 单次最多 800 根。当 startDate 到 endDate 跨度超过 800 根时,
* 自动分页拉取(start=0, 800, 1600...)拼接,直到覆盖 startDate 或达上限。
* 可选 startDate/endDate 对结果做闭区间过滤(ISO 日期字符串,如 "2024-01-01")。
*/
const MAX_PAGES = 10 // 翻页上限:10 × 800 = 8000 根(约 32 年日线)
export async function fetchBars(
market: string,
code: string,
category: Category,
startDate?: string,
endDate?: string,
): Promise<Bar[]> {
let allBars: Bar[] = []
for (let page = 0; page < MAX_PAGES; page++) {
const params = new URLSearchParams({
market,
code,
category,
count: '800',
start: String(page * 800),
})
const resp = await fetch(`${BASE}/bars?${params}`)
if (!resp.ok) await throwError(resp)
const body = (await resp.json()) as { data: Record<string, unknown>[] }
const pageBars = body.data.map((row) => normalizeBar(row))
if (pageBars.length === 0) break // 无更多数据
allBars = allBars.concat(pageBars)
// 若已覆盖到 startDate(本页最早一根 ≤ startDate),停止翻页
if (startDate && pageBars.length > 0) {
const oldest = pageBars[pageBars.length - 1].datetime.slice(0, 10)
if (oldest <= startDate) break
}
// 不足 800 根说明已到数据起点
if (pageBars.length < 800) break
}
// 按日期范围过滤(闭区间)
let bars = allBars
if (startDate) bars = bars.filter((b) => b.datetime.slice(0, 10) >= startDate)
if (endDate) bars = bars.filter((b) => b.datetime.slice(0, 10) <= endDate)
// 翻页拼接后按时间正序排序:每页内部是正序,但页间是逆序
// page1=最新段,page2=更旧段),concat 后需排序保证整体正序,
// 否则引擎/图表只正确处理第一页的数据。
bars.sort((a, b) => a.datetime.localeCompare(b.datetime))
return bars
}
/** 把后端 bars 的单条记录归一化为统一 Bardatetime 字段)。 */
function normalizeBar(row: Record<string, unknown>): Bar {
const raw = (row.datetime ?? row.date) as string | undefined
if (!raw) throw new Error('行情数据缺少 datetime/date 字段')
return {
datetime: raw.slice(0, 19).replace(' ', 'T'),
open: Number(row.open),
high: Number(row.high),
low: Number(row.low),
close: Number(row.close),
vol: Number(row.vol),
amount: Number(row.amount),
}
}
/** 同步回测(内联 OHLCV,快速)。 */
export async function runBacktest(req: BacktestRequest): Promise<BacktestResult> {
const resp = await fetch(`${BASE}/backtest/run`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as BacktestResult
}
/** 提交后台回测任务,返回 task_id。 */
export async function submitBacktestTask(req: BacktestRequest): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 提交组合回测后台任务,返回 task_id。 */
export async function submitPortfolioTask(
req: PortfolioBacktestRequest,
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/portfolio/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 提交多策略组合回测后台任务(资金分仓),返回 task_id。 */
export async function submitMultiStrategyTask(
req: MultiStrategyBacktestRequest,
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/multi-strategy/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 提交参数网格寻优后台任务,返回 task_id。 */
export async function submitOptimizeTask(
req: OptimizeBacktestRequest,
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/optimize/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 提交「一键寻优所有策略」后台任务,返回 task_id。 */
export async function submitOptimizeAllTask(
req: OptimizeAllBacktestRequest,
): Promise<TaskSubmitResponse> {
const resp = await fetch(`${BASE}/backtest/optimize-all/run/async`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskSubmitResponse
}
/** 查询后台任务状态(轮询用)。 */
export async function fetchTask(taskId: string): Promise<TaskState> {
const resp = await fetch(`${BASE}/backtest/tasks/${taskId}`)
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskState
}
/** 列出最近任务摘要(供对比页选择)。 */
export async function fetchTaskList(limit = 20): Promise<TaskListResponse> {
const resp = await fetch(`${BASE}/backtest/tasks?limit=${limit}`)
if (!resp.ok) await throwError(resp)
return (await resp.json()) as TaskListResponse
}
/**
* 提交后台任务并轮询直到 done/failed。
* @param req 回测请求
* @param onPoll 每次轮询回调(可选,用于更新 UI 进度)
* @param intervalMs 轮询间隔(默认 300ms
* @param timeoutMs 总超时(默认 120s
*/
export async function runBacktestWithPolling(
req: BacktestRequest,
onPoll?: (state: TaskState) => void,
intervalMs = 300,
timeoutMs = 120_000,
): Promise<TaskState> {
const { task_id } = await submitBacktestTask(req)
const start = Date.now()
// eslint-disable-next-line no-constant-condition
while (true) {
const state = await fetchTask(task_id)
onPoll?.(state)
if (state.status === 'done' || state.status === 'failed') return state
if (Date.now() - start > timeoutMs) {
throw new Error(`回测任务超时(${timeoutMs / 1000}s`)
}
await new Promise((r) => setTimeout(r, intervalMs))
}
}
// ── 策略库(已保存策略)──────────────────────────────────────────────────────
/** 列出全部已保存策略(按创建时间倒序)。 */
export async function fetchSavedStrategies(): Promise<SavedStrategyListResponse> {
const resp = await fetch(`${BASE}/strategies`)
if (!resp.ok) await throwError(resp)
return (await resp.json()) as SavedStrategyListResponse
}
/** 查看单条已保存策略。 */
export async function fetchSavedStrategy(id: string): Promise<SavedStrategy> {
const resp = await fetch(`${BASE}/strategies/${id}`)
if (!resp.ok) await throwError(resp)
return (await resp.json()) as SavedStrategy
}
/** 保存一条策略(含当时的标的上下文与成绩快照)。 */
export async function saveStrategy(req: SavedStrategyCreate): Promise<SavedStrategy> {
const resp = await fetch(`${BASE}/strategies`, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify(req),
})
if (!resp.ok) await throwError(resp)
return (await resp.json()) as SavedStrategy
}
/** 删除一条已保存策略。 */
export async function deleteSavedStrategy(id: string): Promise<void> {
const resp = await fetch(`${BASE}/strategies/${id}`, { method: 'DELETE' })
if (!resp.ok) await throwError(resp)
}