fix: handle uncovered walk-forward folds

backend/app/backtest/walkforward.py

@@ -10,6 +10,7 @@ from __future__ import annotations
 
 import logging
 import time
+from bisect import bisect_left
 from dataclasses import dataclass, field
 from datetime import date, timedelta
 
@@ -196,6 +197,15 @@ class WalkForwardService:
         shared_market_data = (
             shared_prepared.market_data if shared_prepared is not None else None
         )
+        shared_date_labels = (
+            tuple(label[:10] for label in shared_market_data.timestamp_labels)
+            if shared_market_data is not None
+            else ()
+        )
+
+        def _shared_window_has_data(window_start: date, window_end: date) -> bool:
+            index = bisect_left(shared_date_labels, window_start.isoformat())
+            return index < len(shared_date_labels) and shared_date_labels[index] <= window_end.isoformat()
 
         # 遥测: 首尾快照 PanelCache, 量化跨折重叠区间重复扫盘的 IO 占比 (是否值得进一步优化)。
         cache_before = self.service.engine.cache_stats()
@@ -213,6 +223,26 @@ class WalkForwardService:
             if cancel_event is not None and cancel_event.is_set():
                 break
 
+            base = {
+                "index": f.index,
+                "train_start": str(f.train_start),
+                "train_end": str(f.train_end),
+                "test_start": str(f.test_start),
+                "test_end": str(f.test_end),
+            }
+            missing_window = None
+            if shared_market_data is not None:
+                if not _shared_window_has_data(f.train_start, f.train_end):
+                    missing_window = "训练区间无可用行情数据"
+                elif not _shared_window_has_data(f.test_start, f.test_end):
+                    missing_window = "测试区间无可用行情数据"
+            if missing_window is not None:
+                skipped.append({**base, "reason": missing_window})
+                done += 1
+                if progress_cb is not None:
+                    progress_cb({"type": "walkforward_progress", "done": done, "total": n_total, "fold": f.index})
+                continue
+
             # 训练区间: 网格优化选最优参数
             opt_cfg = OptimizeConfig(
                 strategy_id=cfg.strategy_id,
@@ -239,14 +269,6 @@ class WalkForwardService:
             is_score = opt_res.get("best_score")
             done += 1
 
-            base = {
-                "index": f.index,
-                "train_start": str(f.train_start),
-                "train_end": str(f.train_end),
-                "test_start": str(f.test_start),
-                "test_end": str(f.test_end),
-            }
-
             # 训练区间没优化出参数 (全组失败/取消) -> 跳过, 不用默认参数硬跑 OOS 伪装成有效折
             if best_params is None:
                 skipped.append({**base, "reason": "训练区间未优化出参数"})

backend/tests/backtest/test_worker_process.py

@@ -186,3 +186,37 @@ def test_spawn_walkforward_reuses_shared_matrix_across_folds(tmp_path):
     assert result["shared_market_data_bytes"] > 0
     assert all(fold["oos_stats"]["shared_market_data"] for fold in result["folds"])
     assert result["worker"]["worker_exitcode"] == 0
+
+
+def test_spawn_walkforward_skips_folds_before_available_matrix_data(tmp_path):
+    configured_start = date(2024, 1, 1)
+    market_start = configured_start + timedelta(days=4)
+    data_dir = tmp_path / "data"
+    _write_worker_strategy(data_dir)
+    _write_market_data(data_dir, market_start, days=8)
+    config = WalkForwardConfig(
+        strategy_id="worker_always_entry",
+        symbols=["600000.SH"],
+        start=configured_start,
+        end=configured_start + timedelta(days=11),
+        param_grid={"gate": [1, 2]},
+        objective="total_return",
+        train_days=2,
+        test_days=1,
+        step_days=2,
+        overrides={"basic_filter": {"enabled": False}},
+        backtest_kwargs={
+            "matching": "close_t",
+            "fees_pct": 0,
+            "slippage_bps": 0,
+            "max_positions": 1,
+        },
+    )
+
+    result = run_worker_task(make_worker_task("walkforward", data_dir, config))
+
+    assert result["n_planned_folds"] == 4
+    assert result["n_skipped"] == 1
+    assert result["skipped"][0]["reason"] == "训练区间无可用行情数据"
+    assert result["n_folds"] == 3
+    assert result["worker"]["worker_exitcode"] == 0

frontend/src/pages/Backtest.tsx

@@ -25,7 +25,7 @@ const MODES: Record<Tab, { title: string; subtitle: string; hint: string }> = {
     hint: '在独立 worker 中复用基础数据并串行回测参数组合，按夏普/索提诺等目标排序。',
   },
   walkforward: {
-    title: 'Walk-forward',
+    title: '步进优化',
     subtitle: '滚动窗口样本外验证',
     hint: '每折训练区间优化、测试区间验证，看样本外是否退化以识别过拟合。',
   },
@@ -58,7 +58,7 @@ export function Backtest() {
           >
             <Icon className="h-3.5 w-3.5" />
             {MODES[tab].title}
-            {tab === 'optimizer' && (
+            {(tab === 'optimizer' || tab === 'walkforward') && (
               <span className={`rounded border px-1 py-px text-[8px] font-semibold uppercase ${
                 active ? 'border-white/40 bg-white/15 text-white' : 'border-amber-400/30 bg-amber-400/10 text-amber-400'
               }`}>

frontend/src/pages/backtest/StrategyWalkForward.tsx

@@ -186,7 +186,7 @@ export function StrategyWalkForward() {
           </button>
         ) : (
           <button onClick={onRun} disabled={!canRun} className="inline-flex w-full items-center justify-center gap-1.5 rounded-btn bg-accent px-3 py-2 text-xs font-medium text-white hover:opacity-90 disabled:opacity-40 disabled:cursor-not-allowed">
-            <Play className="h-3.5 w-3.5" /> 开始 Walk-forward
+            <Play className="h-3.5 w-3.5" /> 开始步进优化
           </button>
         )}
       </div>
@@ -210,7 +210,7 @@ export function StrategyWalkForward() {
 
         {!result && !task?.isPending && (
           <EmptyState
-            title="Walk-forward 优化"
+            title="步进优化"
             hint="每折在训练区间网格优化选最优参数，再在紧邻的测试区间做样本外(OOS)验证。样本内漂亮、样本外崩溃即过拟合。"
           />
         )}