feat: Add cross-sectional strategy support

- Add cross-sectional strategy type (single vs cross-sectional)
- Support multi-symbol portfolio management with automatic ranking
- Add portfolio size, long ratio, and rebalance frequency configuration
- Implement parallel order execution for cross-sectional strategies
- Add frontend UI for strategy type selection and configuration
- Add i18n support (Chinese and English) for cross-sectional features
- Fix decimal precision issues in exchange order quantities
- Add last_rebalance_at field to database schema
- Add comprehensive documentation and examples

Database migration required: Add last_rebalance_at column to qd_strategies_trading table

backend_api_python/app/services/strategy.py

@@ -559,6 +559,21 @@ class StrategyService:
         initial_capital = (trading_config or {}).get('initial_capital') or payload.get('initial_capital') or 1000
         leverage = (trading_config or {}).get('leverage') or 1
         market_type = (trading_config or {}).get('market_type') or 'swap'
+        
+        # Cross-sectional strategy fields (store in trading_config to avoid DB schema changes)
+        cs_strategy_type = payload.get('cs_strategy_type') or trading_config.get('cs_strategy_type') or 'single'
+        symbol_list = payload.get('symbol_list') or trading_config.get('symbol_list') or []
+        portfolio_size = payload.get('portfolio_size') or trading_config.get('portfolio_size') or 10
+        long_ratio = float(payload.get('long_ratio') or trading_config.get('long_ratio') or 0.5)
+        rebalance_frequency = payload.get('rebalance_frequency') or trading_config.get('rebalance_frequency') or 'daily'
+        
+        # Store cross-sectional config in trading_config
+        if cs_strategy_type == 'cross_sectional':
+            trading_config['cs_strategy_type'] = cs_strategy_type
+            trading_config['symbol_list'] = symbol_list
+            trading_config['portfolio_size'] = portfolio_size
+            trading_config['long_ratio'] = long_ratio
+            trading_config['rebalance_frequency'] = rebalance_frequency
 
         with get_db_connection() as db:
             cur = db.cursor()
@@ -764,6 +779,18 @@ class StrategyService:
         trading_config = payload.get('trading_config') if payload.get('trading_config') is not None else (existing.get('trading_config') or {})
         exchange_config = payload.get('exchange_config') if payload.get('exchange_config') is not None else (existing.get('exchange_config') or {})
         ai_model_config = payload.get('ai_model_config') if payload.get('ai_model_config') is not None else (existing.get('ai_model_config') or {})
+        
+        # Handle cross-sectional strategy config updates
+        if payload.get('cs_strategy_type') is not None:
+            trading_config['cs_strategy_type'] = payload.get('cs_strategy_type')
+        if payload.get('symbol_list') is not None:
+            trading_config['symbol_list'] = payload.get('symbol_list')
+        if payload.get('portfolio_size') is not None:
+            trading_config['portfolio_size'] = payload.get('portfolio_size')
+        if payload.get('long_ratio') is not None:
+            trading_config['long_ratio'] = payload.get('long_ratio')
+        if payload.get('rebalance_frequency') is not None:
+            trading_config['rebalance_frequency'] = payload.get('rebalance_frequency')
 
         symbol = (trading_config or {}).get('symbol')
         timeframe = (trading_config or {}).get('timeframe')