1 line
53 KiB
JavaScript
1 line
53 KiB
JavaScript
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t.date||t[0]}),axisLabel:{color:a?"#666":"#999",fontSize:11},axisLine:{lineStyle:{color:a?"#333":"#e0e0e0"}}},yAxis:{type:"value",axisLabel:{color:a?"#666":"#999",formatter:function(t){return"$"+t.toLocaleString()}},splitLine:{lineStyle:{color:a?"rgba(255,255,255,0.06)":"#f0f0f0"}}},series:[{type:"line",data:s.map(function(t){return t.equity||t[1]}),smooth:.3,showSymbol:!1,lineStyle:{width:2,color:"#1890ff"},areaStyle:{color:new u.graphic.LinearGradient(0,0,0,1,[{offset:0,color:"rgba(24,144,255,0.25)"},{offset:1,color:"rgba(24,144,255,0.02)"}])}}]})}}}},render:function(t){var e=this;if(this.running)return t("div",{class:"running-overlay"},[t("div",{class:"running-content"},[t("div",{class:"chart-bars"},[1,2,3,4,5].map(function(e){return t("div",{class:"bar bar".concat(e)})})),t("div",{class:"running-text"},this.$t("backtest-center.running")),t("div",{class:"running-sub"},this.runTip)])]);if(!this.hasResult)return t("div",{class:"empty-result"},[t("div",{class:"empty-icon"},[t("a-icon",{props:{type:"bar-chart"}})]),t("h3",this.$t("backtest-center.emptyTitle")),t("p",this.$t("backtest-center.emptyDesc"))]);var a=this.result||{},s=[{label:"totalReturn",value:this.fmtPct(a.totalReturn),cls:(a.totalReturn||0)>=0?"positive":"negative",sub:this.fmtMoney(a.totalProfit)},{label:"annualReturn",value:this.fmtPct(a.annualReturn),cls:(a.annualReturn||0)>=0?"positive":"negative"},{label:"maxDrawdown",value:this.fmtPct(a.maxDrawdown),cls:"negative"},{label:"sharpe",value:(a.sharpeRatio||0).toFixed(2),cls:""},{label:"winRate",value:this.fmtPct(a.winRate),cls:""},{label:"profitFactor",value:(a.profitFactor||0).toFixed(2),cls:(a.profitFactor||0)>=1.5?"positive":(a.profitFactor||0)<1?"negative":""},{label:"trades",value:String(a.totalTrades||0),cls:""},{label:"commission",value:"-"+this.fmtMoney(a.totalCommission),cls:""}];return t("div",{class:"result-content"},[t("div",{class:"result-header"},[t("span",{class:"result-tag"},[t("a-tag",{props:{color:"blue"}},this.symbol),t("a-tag",{},this.market),t("a-tag",{},this.timeframe)]),this.backtestRunId?t("span",{class:"run-id"},"Run #"+this.backtestRunId):null]),t("div",{class:"metrics-cards"},s.map(function(a){return t("div",{class:["metric-card",a.cls]},[t("div",{class:"metric-label"},e.$t("backtest-center.result."+a.label)),t("div",{class:"metric-value"},a.value),a.sub?t("div",{class:"metric-sub"},a.sub):null])})),t("div",{class:"chart-section"},[t("div",{class:"chart-title"},this.$t("backtest-center.result.equityCurve")),t("div",{ref:"eqChart",class:"equity-chart"})]),t("div",{class:"trades-section"},[t("div",{class:"chart-title"},this.$t("backtest-center.result.tradeHistory")),t("a-table",{props:{columns:this.tradeColumns,dataSource:a.trades||[],pagination:{pageSize:8,size:"small"},size:"small",scroll:{x:700},rowKey:"id"},scopedSlots:{type:function(e){return t("a-tag",{props:{color:"long"===e||"buy"===e?"green":"red"}},"long"===e||"buy"===e?"LONG":"SHORT")},profit:function(a){return t("span",{style:{color:a>0?"#52c41a":a<0?"#f5222d":"#666"}},e.fmtMoney(a))}}})])])}},M={name:"BacktestCenter",mixins:[h.t],components:{BacktestHistoryDrawer:w,BacktestRunViewer:D,ResultView:P},data:function(){return{activeTab:"indicator",userId:null,watchlist:[],loadingWatchlist:!1,showAddModal:!1,addingStock:!1,addMarketTab:"Crypto",addSearchKeyword:"",addSearchResults:[],addSearching:!1,addSelectedItem:null,addSearched:!1,addSearchTimer:null,addTriggerSource:"",indicators:[],loadingIndicators:!1,selectedIndicatorId:void 0,selectedWatchlistKey:void 0,market:"Crypto",symbol:"",timeframe:"1D",startDate:d()().subtract(6,"months"),endDate:d()(),datePreset:"6m",initialCapital:1e4,leverage:1,commission:.02,slippage:0,tradeDirection:"long",stopLossPct:0,takeProfitPct:0,entryPct:100,trailingEnabled:!1,trailingStopPct:0,trailingActivationPct:0,running:!1,runTip:"",runTimer:null,hasResult:!1,backtestRunId:null,result:{},strategies:[],loadingStrategies:!1,selectedStrategyId:void 0,stSelectedWatchlistKey:void 0,stMarket:"Crypto",stSymbol:"",stTimeframe:"1D",stStartDate:d()().subtract(6,"months"),stEndDate:d()(),stDatePreset:"6m",stInitialCapital:1e4,stLeverage:1,stCommission:.02,stSlippage:0,stRunning:!1,stRunTip:"",stRunTimer:null,stHasResult:!1,stBacktestRunId:null,stResult:{},showHistoryDrawer:!1,historyIndicatorId:null,showRunViewer:!1,selectedRun:null}},computed:{isDarkTheme:function(){return"dark"===this.navTheme||"realdark"===this.navTheme},selectedIndicatorObj:function(){var t=this;return this.selectedIndicatorId?this.indicators.find(function(e){return e.id===t.selectedIndicatorId}):null},selectedStrategyObj:function(){var t=this;return this.selectedStrategyId?this.strategies.find(function(e){return e.id===t.selectedStrategyId}):null},canRunIndicator:function(){return this.selectedIndicatorId&&this.symbol&&this.startDate&&this.endDate},canRunStrategy:function(){return this.selectedStrategyId&&this.stSymbol&&this.stStartDate&&this.stEndDate},tfMaxDays:function(){return T[this.timeframe]||3650},stTfMaxDays:function(){return T[this.stTimeframe]||3650},tfLimitHint:function(){var t=this.tfMaxDays;return t<=30?"(≤ 1".concat(this.$t("backtest-center.config.monthUnit"),")"):t<=180?"(≤ 6".concat(this.$t("backtest-center.config.monthUnit"),")"):t<=365?"(≤ 1".concat(this.$t("backtest-center.config.yearUnit"),")"):t<=730?"(≤ 2".concat(this.$t("backtest-center.config.yearUnit"),")"):"(≤ ".concat(Math.round(t/365)).concat(this.$t("backtest-center.config.yearUnit"),")")},stTfLimitHint:function(){var t=this.stTfMaxDays;return t<=30?"(≤ 1".concat(this.$t("backtest-center.config.monthUnit"),")"):t<=180?"(≤ 6".concat(this.$t("backtest-center.config.monthUnit"),")"):t<=365?"(≤ 1".concat(this.$t("backtest-center.config.yearUnit"),")"):t<=730?"(≤ 2".concat(this.$t("backtest-center.config.yearUnit"),")"):"(≤ ".concat(Math.round(t/365)).concat(this.$t("backtest-center.config.yearUnit"),")")},filteredDatePresets:function(){var t=this;return A.filter(function(e){return e.days<=t.tfMaxDays})},stFilteredDatePresets:function(){var t=this;return A.filter(function(e){return e.days<=t.stTfMaxDays})}},created:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){return(0,c.A)().w(function(e){while(1)switch(e.n){case 0:return e.n=1,t.loadUserId();case 1:t.loadIndicators(),t.loadStrategies(),t.loadWatchlistData(),t.parseQuery();case 2:return e.a(2)}},e)}))()},beforeDestroy:function(){clearInterval(this.runTimer),clearInterval(this.stRunTimer),clearTimeout(this.addSearchTimer)},methods:{loadUserId:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:return e.p=0,e.n=1,(0,p.ug)();case 1:a=e.v,a&&a.data&&(t.userId=a.data.id||a.data.user_id||1),e.n=3;break;case 2:e.p=2,e.v,t.userId=1;case 3:return e.a(2)}},e,null,[[0,2]])}))()},loadIndicators:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(t.userId){e.n=1;break}return e.a(2);case 1:return t.loadingIndicators=!0,e.p=2,e.n=3,(0,m.Ay)({url:"/api/indicator/getIndicators",method:"get",params:{userid:t.userId}});case 3:a=e.v,a&&a.data&&Array.isArray(a.data)&&(t.indicators=a.data.map(function(t){return(0,n.A)((0,n.A)({},t),{},{type:"python"})})),e.n=5;break;case 4:e.p=4,e.v;case 5:return e.p=5,t.loadingIndicators=!1,e.f(5);case 6:return e.a(2)}},e,null,[[2,4,5,6]])}))()},loadStrategies:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:return t.loadingStrategies=!0,e.p=1,e.n=2,(0,b.EM)();case 2:a=e.v,a&&a.data&&Array.isArray(a.data)&&(t.strategies=a.data),e.n=4;break;case 3:e.p=3,e.v;case 4:return e.p=4,t.loadingStrategies=!1,e.f(4);case 5:return e.a(2)}},e,null,[[1,3,4,5]])}))()},loadWatchlistData:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(t.userId){e.n=1;break}return e.a(2);case 1:return t.loadingWatchlist=!0,e.p=2,e.n=3,(0,f.Qo)({userid:t.userId});case 3:a=e.v,a&&1===a.code&&a.data&&(t.watchlist=a.data),e.n=5;break;case 4:e.p=4,e.v;case 5:return e.p=5,t.loadingWatchlist=!1,e.f(5);case 6:return e.a(2)}},e,null,[[2,4,5,6]])}))()},parseQuery:function(){var t=this,e=this.$route.query;"strategy"===e.tab&&(this.activeTab="strategy"),e.indicator_id&&(this.selectedIndicatorId=Number(e.indicator_id)||void 0),e.strategy_id&&(this.selectedStrategyId=Number(e.strategy_id)||void 0),"history"===e.view&&this.$nextTick(function(){return t.openHistory(t.activeTab)})},filterWatchlistOption:function(t,e){var a=(e.componentOptions.propsData.value||"").toLowerCase();return"__add__"===a||a.includes(t.toLowerCase())},handleWatchlistChange:function(t){var e=this;if("__add__"===t)return this.addTriggerSource="indicator",this.showAddModal=!0,void this.$nextTick(function(){e.selectedWatchlistKey=void 0});if(t){var a=t.split(":"),s=(0,r.A)(a,2),i=s[0],n=s[1];this.market=i,this.symbol=n}else this.market="",this.symbol=""},handleStWatchlistChange:function(t){var e=this;if("__add__"===t)return this.addTriggerSource="strategy",this.showAddModal=!0,void this.$nextTick(function(){e.stSelectedWatchlistKey=void 0});if(t){var a=t.split(":"),s=(0,r.A)(a,2),i=s[0],n=s[1];this.stMarket=i,this.stSymbol=n}else this.stMarket="",this.stSymbol=""},getMarketColor:function(t){var e={Crypto:"orange",USStock:"blue",HKStock:"red",Forex:"green",Futures:"purple",PredictionMarket:"cyan"};return e[t]||"default"},onAddMarketTabChange:function(){this.addSearchKeyword="",this.addSearchResults=[],this.addSelectedItem=null,this.addSearched=!1},onAddSearchInput:function(){var t=this;clearTimeout(this.addSearchTimer),this.addSearchKeyword?this.addSearchTimer=setTimeout(function(){return t.doAddSearch()},400):this.addSearchResults=[]},doAddSearch:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(t.addSearchKeyword){e.n=1;break}return e.a(2);case 1:return t.addSearching=!0,e.p=2,e.n=3,(0,f._3)({market:t.addMarketTab,keyword:t.addSearchKeyword,limit:20});case 3:a=e.v,a&&a.data&&Array.isArray(a.data)?t.addSearchResults=a.data:t.addSearchResults=[],t.addSearched=!0,0===t.addSearchResults.length&&(t.addSelectedItem={market:t.addMarketTab,symbol:t.addSearchKeyword.trim().toUpperCase(),name:""}),e.n=5;break;case 4:e.p=4,e.v,t.addSelectedItem={market:t.addMarketTab,symbol:t.addSearchKeyword.trim().toUpperCase(),name:""};case 5:return e.p=5,t.addSearching=!1,e.f(5);case 6:return e.a(2)}},e,null,[[2,4,5,6]])}))()},handleAddStock:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a,s,i,r;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(a=t.addSelectedItem,a&&a.symbol){e.n=1;break}return t.$message.warning(t.$t("backtest-center.config.symbolRequired")),e.a(2);case 1:return t.addingStock=!0,e.p=2,s=a.market||t.addMarketTab,e.n=3,(0,f.dp)({userid:t.userId,market:s,symbol:a.symbol,name:a.name||""});case 3:return t.$message.success(t.$t("backtest-center.config.addSuccess")),e.n=4,t.loadWatchlistData();case 4:i="".concat(s,":").concat(a.symbol),"strategy"===t.addTriggerSource?(t.stSelectedWatchlistKey=i,t.stMarket=s,t.stSymbol=a.symbol):(t.selectedWatchlistKey=i,t.market=s,t.symbol=a.symbol),t.showAddModal=!1,e.n=6;break;case 5:e.p=5,r=e.v,t.$message.error(r.message||"Failed");case 6:return e.p=6,t.addingStock=!1,e.f(6);case 7:return e.a(2)}},e,null,[[2,5,6,7]])}))()},onTimeframeChange:function(){this.clampDateRange("indicator"),this.datePreset=this.matchPreset(this.startDate,this.endDate)},onStTimeframeChange:function(){this.clampDateRange("strategy"),this.stDatePreset=this.matchPreset(this.stStartDate,this.stEndDate)},clampDateRange:function(t){var e="strategy"===t?this.stTfMaxDays:this.tfMaxDays,a="strategy"===t?this.stStartDate:this.startDate,s="strategy"===t?this.stEndDate:this.endDate;if(a&&s){var i=s.diff(a,"days");if(i>e){var r=d()(s).subtract(e,"days");"strategy"===t?this.stStartDate=r:this.startDate=r}}},matchPreset:function(t,e){if(!t||!e)return"";for(var a=e.diff(t,"days"),s=0,i=A;s<i.length;s++){var r=i[s];if(Math.abs(a-r.days)<5)return r.key}return""},applyDatePreset:function(t){this.datePreset=t.key,this.startDate=d()().subtract(t.days,"days"),this.endDate=d()()},applyStDatePreset:function(t){this.stDatePreset=t.key,this.stStartDate=d()().subtract(t.days,"days"),this.stEndDate=d()()},onIndicatorChange:function(){this.hasResult=!1},onStrategyChange:function(){this.stHasResult=!1;var t=this.selectedStrategyObj;if(t&&t.symbol){var e=t.market_category||t.market_type||"Crypto",a=t.symbol;this.stSelectedWatchlistKey="".concat(e,":").concat(a),this.stMarket=e,this.stSymbol=a}},runIndicatorBacktest:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a,s,i,r;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(t.canRunIndicator){e.n=1;break}return e.a(2);case 1:return t.running=!0,t.hasResult=!1,t.runTip="",a=0,t.runTimer=setInterval(function(){a++;var e=[t.$t("backtest-center.tip.fetching"),t.$t("backtest-center.tip.computing"),t.$t("backtest-center.tip.analyzing")];t.runTip=e[Math.min(Math.floor(a/5),e.length-1)]},1e3),e.p=2,s=function(t){return Number(t||0)/100},e.n=3,(0,m.Ay)({url:"/api/indicator/backtest",method:"post",data:{userid:t.userId||1,indicatorId:t.selectedIndicatorId,symbol:t.symbol,market:t.market,timeframe:t.timeframe,startDate:t.startDate.format("YYYY-MM-DD"),endDate:t.endDate.format("YYYY-MM-DD"),initialCapital:t.initialCapital,commission:s(t.commission),slippage:s(t.slippage),leverage:t.leverage,tradeDirection:t.tradeDirection,strategyConfig:{risk:{stopLossPct:s(t.stopLossPct),takeProfitPct:s(t.takeProfitPct),trailing:{enabled:t.trailingEnabled,pct:s(t.trailingStopPct),activationPct:s(t.trailingActivationPct)}},position:{entryPct:s(t.entryPct)},scale:{trendAdd:{enabled:!1},dcaAdd:{enabled:!1},trendReduce:{enabled:!1},adverseReduce:{enabled:!1}}},enableMtf:t.market&&"crypto"===t.market.toLowerCase()},timeout:6e5});case 3:i=e.v,1===i.code&&i.data?(i.data.runId&&(t.backtestRunId=i.data.runId),t.result=i.data.result||i.data,t.hasResult=!0,t.$message.success(t.$t("backtest-center.result.success"))):t.$message.error(i.msg||t.$t("backtest-center.result.failed")),e.n=5;break;case 4:e.p=4,r=e.v,t.$message.error(r.message||t.$t("backtest-center.result.failed"));case 5:return e.p=5,t.running=!1,clearInterval(t.runTimer),t.runTip="",e.f(5);case 6:return e.a(2)}},e,null,[[2,4,5,6]])}))()},runStrategyBacktest:function(){var t=this;return(0,o.A)((0,c.A)().m(function e(){var a,s,i,r,n,o,l;return(0,c.A)().w(function(e){while(1)switch(e.p=e.n){case 0:if(t.canRunStrategy){e.n=1;break}return e.a(2);case 1:if(a=t.selectedStrategyObj,a){e.n=2;break}return e.a(2);case 2:if(s=a.indicator_config?a.indicator_config.indicator_id:a.indicator_id,s){e.n=3;break}return t.$message.warning(t.$t("backtest-center.strategy.noIndicator")),e.a(2);case 3:return t.stRunning=!0,t.stHasResult=!1,t.stRunTip="",i=0,t.stRunTimer=setInterval(function(){i++;var e=[t.$t("backtest-center.tip.fetching"),t.$t("backtest-center.tip.computing"),t.$t("backtest-center.tip.analyzing")];t.stRunTip=e[Math.min(Math.floor(i/5),e.length-1)]},1e3),e.p=4,r=function(t){return Number(t||0)/100},n=a.trading_config||{},e.n=5,(0,m.Ay)({url:"/api/indicator/backtest",method:"post",data:{userid:t.userId||1,indicatorId:s,symbol:t.stSymbol,market:t.stMarket,timeframe:t.stTimeframe,startDate:t.stStartDate.format("YYYY-MM-DD"),endDate:t.stEndDate.format("YYYY-MM-DD"),initialCapital:t.stInitialCapital,commission:r(t.stCommission),slippage:r(t.stSlippage),leverage:t.stLeverage,tradeDirection:n.trade_direction||"long",strategyConfig:{risk:{stopLossPct:r(n.stop_loss_pct||0),takeProfitPct:r(n.take_profit_pct||0),trailing:{enabled:!!n.trailing_stop,pct:r(n.trailing_stop_pct||0),activationPct:r(n.trailing_activation_pct||0)}},position:{entryPct:r(n.entry_pct||100)},scale:{trendAdd:{enabled:!1},dcaAdd:{enabled:!1},trendReduce:{enabled:!1},adverseReduce:{enabled:!1}}},enableMtf:t.stMarket&&"crypto"===t.stMarket.toLowerCase()},timeout:6e5});case 5:o=e.v,1===o.code&&o.data?(o.data.runId&&(t.stBacktestRunId=o.data.runId),t.stResult=o.data.result||o.data,t.stHasResult=!0,t.$message.success(t.$t("backtest-center.result.success"))):t.$message.error(o.msg||t.$t("backtest-center.result.failed")),e.n=7;break;case 6:e.p=6,l=e.v,t.$message.error(l.message||t.$t("backtest-center.result.failed"));case 7:return e.p=7,t.stRunning=!1,clearInterval(t.stRunTimer),t.stRunTip="",e.f(7);case 8:return e.a(2)}},e,null,[[4,6,7,8]])}))()},openHistory:function(t){if("strategy"===t){var e=this.selectedStrategyObj;this.historyIndicatorId=e&&e.indicator_config?e.indicator_config.indicator_id:e?e.indicator_id:null}else this.historyIndicatorId=this.selectedIndicatorId||null;this.showHistoryDrawer=!0},handleViewRun:function(t){this.selectedRun=t,this.showRunViewer=!0}}},z=M,L=(0,_.A)(z,s,i,!1,null,"24a3e98e",null),K=L.exports}}]); |