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v3.0.1

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Signed-off-by: Dinger <quantdinger@gmail.com>
This commit is contained in:
Dinger
2026-04-06 01:39:25 +08:00
parent 15c901364b
commit 3ca291a346
214 changed files with 2771 additions and 8535 deletions
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backend_api_python/app/routes/backtest.py
+68 -143
View File
@@ -265,44 +265,27 @@ def run_backtest():
'message': '使用标准K线回测'
}
# Persist backtest run for AI optimization / history
run_id = None
try:
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
INSERT INTO qd_backtest_runs
(user_id, indicator_id, market, symbol, timeframe, start_date, end_date,
initial_capital, commission, slippage, leverage, trade_direction,
strategy_config, status, error_message, result_json, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, NOW())
""",
(
user_id,
int(indicator_id) if indicator_id is not None else None,
market,
symbol,
timeframe,
start_date_str,
end_date_str,
initial_capital,
commission,
slippage,
leverage,
trade_direction,
json.dumps(strategy_config or {}, ensure_ascii=False),
'success',
'',
json.dumps(result or {}, ensure_ascii=False)
)
)
run_id = cur.lastrowid
db.commit()
cur.close()
except Exception:
# Do not break the main backtest response if persistence fails.
logger.warning("Failed to persist backtest run", exc_info=True)
run_id = backtest_service.persist_run(
user_id=user_id,
indicator_id=int(indicator_id) if indicator_id is not None else None,
run_type='indicator',
market=market,
symbol=symbol,
timeframe=timeframe,
start_date_str=start_date_str,
end_date_str=end_date_str,
initial_capital=initial_capital,
commission=commission,
slippage=slippage,
leverage=leverage,
trade_direction=trade_direction,
strategy_config=strategy_config,
config_snapshot={'indicatorId': int(indicator_id) if indicator_id is not None else None},
status='success',
error_message='',
result=result,
code=indicator_code,
)
return jsonify({
'code': 1,
@@ -323,42 +306,31 @@ def run_backtest():
except Exception as e:
logger.error(f"Backtest failed: {str(e)}")
logger.error(traceback.format_exc())
# Best-effort persist failed run (if we have enough context)
try:
data = data if isinstance(data, dict) else {}
user_id = g.user_id
indicator_id = data.get('indicatorId')
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
INSERT INTO qd_backtest_runs
(user_id, indicator_id, market, symbol, timeframe, start_date, end_date,
initial_capital, commission, slippage, leverage, trade_direction,
strategy_config, status, error_message, result_json, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, NOW())
""",
(
user_id,
int(indicator_id) if indicator_id is not None else None,
str(data.get('market', '') or ''),
str(data.get('symbol', '') or ''),
str(data.get('timeframe', '') or ''),
str(data.get('startDate', '') or ''),
str(data.get('endDate', '') or ''),
float(data.get('initialCapital', 0) or 0),
float(data.get('commission', 0) or 0),
float(data.get('slippage', 0) or 0),
int(data.get('leverage', 1) or 1),
str(data.get('tradeDirection', 'long') or 'long'),
json.dumps(data.get('strategyConfig') or {}, ensure_ascii=False),
'failed',
str(e),
''
)
)
db.commit()
cur.close()
backtest_service.persist_run(
user_id=user_id,
indicator_id=int(indicator_id) if indicator_id is not None else None,
run_type='indicator',
market=str(data.get('market', '') or ''),
symbol=str(data.get('symbol', '') or ''),
timeframe=str(data.get('timeframe', '') or ''),
start_date_str=str(data.get('startDate', '') or ''),
end_date_str=str(data.get('endDate', '') or ''),
initial_capital=float(data.get('initialCapital', 0) or 0),
commission=float(data.get('commission', 0) or 0),
slippage=float(data.get('slippage', 0) or 0),
leverage=int(data.get('leverage', 1) or 1),
trade_direction=str(data.get('tradeDirection', 'long') or 'long'),
strategy_config=data.get('strategyConfig') or {},
config_snapshot={'indicatorId': int(indicator_id) if indicator_id is not None else None},
status='failed',
error_message=str(e),
result=None,
code=str(data.get('indicatorCode', '') or ''),
)
except Exception:
pass
return jsonify({
@@ -391,53 +363,22 @@ def get_backtest_history():
offset = max(0, offset)
indicator_id = request.args.get('indicatorId')
strategy_id = request.args.get('strategyId')
run_type = (request.args.get('runType') or '').strip()
symbol = (request.args.get('symbol') or '').strip()
market = (request.args.get('market') or '').strip()
timeframe = (request.args.get('timeframe') or '').strip()
where = ["user_id = ?"]
params = [user_id]
if indicator_id is not None and str(indicator_id).strip() != "":
try:
where.append("indicator_id = ?")
params.append(int(indicator_id))
except Exception:
pass
if symbol:
where.append("symbol = ?")
params.append(symbol)
if market:
where.append("market = ?")
params.append(market)
if timeframe:
where.append("timeframe = ?")
params.append(timeframe)
where_sql = " AND ".join(where)
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
f"""
SELECT id, user_id, indicator_id, market, symbol, timeframe,
start_date, end_date, initial_capital, commission, slippage,
leverage, trade_direction, strategy_config, status, error_message,
created_at
FROM qd_backtest_runs
WHERE {where_sql}
ORDER BY id DESC
LIMIT ? OFFSET ?
""",
(*params, limit, offset)
)
rows = cur.fetchall() or []
cur.close()
# Parse strategy_config JSON best-effort
for r in rows:
try:
r['strategy_config'] = json.loads(r.get('strategy_config') or '{}')
except Exception:
pass
rows = backtest_service.list_runs(
user_id=user_id,
limit=limit,
offset=offset,
indicator_id=int(indicator_id) if indicator_id is not None and str(indicator_id).strip() != "" else None,
strategy_id=int(strategy_id) if strategy_id is not None and str(strategy_id).strip() != "" else None,
run_type=run_type or None,
symbol=symbol,
market=market,
timeframe=timeframe,
)
return jsonify({'code': 1, 'msg': 'OK', 'data': rows})
except Exception as e:
@@ -461,35 +402,10 @@ def get_backtest_run():
if not run_id:
return jsonify({'code': 0, 'msg': 'runId is required', 'data': None}), 400
with get_db_connection() as db:
cur = db.cursor()
cur.execute(
"""
SELECT id, user_id, indicator_id, market, symbol, timeframe,
start_date, end_date, initial_capital, commission, slippage,
leverage, trade_direction, strategy_config, status, error_message,
result_json, created_at
FROM qd_backtest_runs
WHERE id = ? AND user_id = ?
""",
(run_id, user_id),
)
row = cur.fetchone()
cur.close()
row = backtest_service.get_run(user_id=user_id, run_id=run_id)
if not row:
return jsonify({'code': 0, 'msg': 'run not found', 'data': None}), 404
try:
row['strategy_config'] = json.loads(row.get('strategy_config') or '{}')
except Exception:
pass
try:
row['result'] = json.loads(row.get('result_json') or '{}')
except Exception:
row['result'] = {}
row.pop('result_json', None)
return jsonify({'code': 1, 'msg': 'OK', 'data': row})
except Exception as e:
logger.error(f"get_backtest_run failed: {e}")
@@ -724,6 +640,7 @@ def ai_analyze_backtest_runs():
try:
data = request.get_json() or {}
user_id = g.user_id
backtest_service.ensure_storage_schema()
lang = _normalize_lang(data.get('lang'))
run_ids = data.get('runIds') or []
if not isinstance(run_ids, list) or not run_ids:
@@ -740,9 +657,9 @@ def ai_analyze_backtest_runs():
cur = db.cursor()
cur.execute(
f"""
SELECT id, user_id, indicator_id, market, symbol, timeframe,
SELECT id, user_id, indicator_id, strategy_id, strategy_name, run_type, market, symbol, timeframe,
start_date, end_date, initial_capital, commission, slippage,
leverage, trade_direction, strategy_config, status, error_message,
leverage, trade_direction, strategy_config, config_snapshot, status, error_message,
result_json, created_at
FROM qd_backtest_runs
WHERE user_id = ? AND id IN ({placeholders})
@@ -759,6 +676,10 @@ def ai_analyze_backtest_runs():
r['strategy_config'] = json.loads(r.get('strategy_config') or '{}')
except Exception:
r['strategy_config'] = {}
try:
r['config_snapshot'] = json.loads(r.get('config_snapshot') or '{}')
except Exception:
r['config_snapshot'] = {}
try:
r['result'] = json.loads(r.get('result_json') or '{}')
except Exception:
@@ -806,6 +727,9 @@ def ai_analyze_backtest_runs():
"selectedRuns": [
{
"id": r.get("id"),
"strategy_id": r.get("strategy_id"),
"strategy_name": r.get("strategy_name"),
"run_type": r.get("run_type"),
"market": r.get("market"),
"symbol": r.get("symbol"),
"timeframe": r.get("timeframe"),
@@ -814,6 +738,7 @@ def ai_analyze_backtest_runs():
"leverage": r.get("leverage"),
"trade_direction": r.get("trade_direction"),
"strategy_config": r.get("strategy_config") or {},
"config_snapshot": r.get("config_snapshot") or {},
"result": r.get("result") or {},
"status": r.get("status"),
}
@@ -833,7 +758,7 @@ def ai_analyze_backtest_runs():
{"role": "user", "content": json.dumps(user_payload, ensure_ascii=False)},
],
},
timeout=120,
timeout=30,
)
try:
resp.raise_for_status()