GitHub
c49ba4c4b5
feat: 组合回测分析体系对齐单标的 — 组合级WF/一条龙/完整25项绩效/AI解读
组合回测（一策略×多标的）此前只能看 4 个数字，本轮把单标的的整条
分析链路在组合端补齐（WebUI/REST 双端）：
- portfolio_engine：合并净值+汇总成交喂 PerformanceAnalyzer，输出
完整 25 项指标（SQN/最大连胜连亏/Ulcer/VaR/CVaR 等）+ 组合层
trades（symbol 列）；修复假年化与回撤口径（负值+固定分母 →
逐点峰值，与单标的/多策略一致）
- walkforward：新增 PortfolioWalkForwardEngine，按标的日期并集切窗、
每窗独立开仓、合成组合窗内净值，复用 WalkForwardResult 结构
- benchmark：新增 evaluate_portfolio 一条龙（组合回测+组合WF+
跨标的多数口径适配性体检+综合评分+组合评级+等权买入持有基准对比），
报告结构与单标的 evaluate_strategy 同构
- performance：FIFO 持仓天数配对支持 symbol 分组
- Web：新增 POST /backtest/portfolio/wf/run/async 与
/backtest/portfolio/evaluate/run/async；组合回测响应附带
grade（组合净值口径）与 score；新增 _normalize_bars_dt 修复
按标的取数路径的字符串日期/遗留 date 列崩溃（E2E 揭露）
- 前端：组合页新增附加分析勾选区与组合绩效指标/WF/一条龙/成交明细
区块；buildPortfolioAiPrompt 组合版 Prompt；抽通用
AiInterpretModal（回测页迁移共用，行为不变）；TradeTable 支持
showSymbol；EvaluatePanel 支持 gradeOverride
- 测试：后端 +17 例（pytest 1603 绿）、aiPrompt 组合版 2 例、
Playwright 组合页 E2E 2 例（9/9 绿）
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