feat(backtest): 回测结算持久化、按配置重新测试、执行时以当前时间为窗口基准
- 持久化: BUY/SELL 与 SETTLEMENT(WIN/LOSE/UNKNOWN/CLOSED) 均写入 backtest_trade - 重新测试: 已完成任务支持「按当前配置重新测试」,新任务名称可编辑,后端 POST /tasks/rerun + 前端按钮与确认弹窗 - 回测窗口: 首次执行以当前时间为终点、startTime = endTime - backtestDays(局部变量,不修改实体) - 新增错误码 BACKTEST_TASK_NOT_COMPLETED、SERVER_BACKTEST_RERUN_FAILED 及多语言 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
+31
@@ -221,5 +221,36 @@ class BacktestController(
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_RETRY_FAILED, e.message, messageSource))
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}
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}
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/**
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* 按当前配置重新测试:基于已完成的回测任务创建相同配置的新任务(仅支持已完成任务)
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*/
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@PostMapping("/tasks/rerun")
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fun rerunBacktestTask(@RequestBody request: BacktestRerunRequest): ResponseEntity<ApiResponse<BacktestTaskDto>> {
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return try {
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logger.info("按配置重新测试: sourceTaskId=${request.id}, newTaskName=${request.taskName}")
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val result = backtestService.rerunBacktestTask(request)
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result.fold(
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onSuccess = { dto ->
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logger.info("重新测试任务创建成功: newTaskId=${dto.id}")
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ResponseEntity.ok(ApiResponse.success(dto))
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},
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onFailure = { e ->
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logger.error("按配置重新测试失败", e)
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val errorCode = when (e) {
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is IllegalArgumentException -> ErrorCode.BACKTEST_TASK_NOT_FOUND
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is IllegalStateException -> ErrorCode.BACKTEST_TASK_NOT_COMPLETED
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else -> ErrorCode.SERVER_BACKTEST_RERUN_FAILED
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}
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ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
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}
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)
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} catch (e: Exception) {
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logger.error("按配置重新测试异常", e)
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ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_RERUN_FAILED, e.message, messageSource))
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}
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}
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}
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@@ -80,6 +80,14 @@ data class BacktestRetryRequest(
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val id: Long // 回测任务ID
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)
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/**
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* 按当前配置重新测试请求(仅支持已完成任务)
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*/
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data class BacktestRerunRequest(
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val id: Long, // 源回测任务ID
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val taskName: String? = null // 新任务名称,为空时使用「原名称 (副本)」
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)
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/**
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* 回测任务列表响应
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*/
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@@ -37,7 +37,7 @@ data class BacktestTask(
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val backtestDays: Int,
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@Column(name = "start_time", nullable = false)
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val startTime: Long, // 回测开始时间(历史时间)
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val startTime: Long, // 回测开始时间(历史时间),创建时计算;执行时以当前时间为基准用局部变量重算窗口
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@Column(name = "end_time")
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var endTime: Long? = null, // 回测结束时间(历史时间)
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@@ -239,6 +239,7 @@ enum class ErrorCode(
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BACKTEST_DAYS_INVALID(4603, "回测天数超出限制", "error.backtest.days_invalid"),
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BACKTEST_INITIAL_BALANCE_INVALID(4604, "初始金额无效", "error.backtest.initial_balance_invalid"),
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BACKTEST_TASK_RUNNING(4605, "回测任务正在运行,无法删除", "error.backtest.task_running"),
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BACKTEST_TASK_NOT_COMPLETED(4606, "仅支持对已完成的回测任务重新测试", "error.backtest.task_not_completed"),
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SERVER_BACKTEST_CREATE_FAILED(5603, "创建回测任务失败", "error.server.backtest_create_failed"),
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SERVER_BACKTEST_UPDATE_FAILED(5604, "更新回测任务失败", "error.server.backtest_update_failed"),
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SERVER_BACKTEST_DELETE_FAILED(5605, "删除回测任务失败", "error.server.backtest_delete_failed"),
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@@ -248,7 +249,8 @@ enum class ErrorCode(
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SERVER_BACKTEST_EXECUTE_FAILED(5609, "回测执行失败", "error.server.backtest_execute_failed"),
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SERVER_BACKTEST_HISTORICAL_DATA_FETCH_FAILED(5610, "历史数据获取失败", "error.server.backtest_historical_data_fetch_failed"),
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SERVER_BACKTEST_STOP_FAILED(5611, "停止回测任务失败", "error.server.backtest_stop_failed"),
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SERVER_BACKTEST_RETRY_FAILED(5612, "重试回测任务失败", "error.server.backtest_retry_failed");
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SERVER_BACKTEST_RETRY_FAILED(5612, "重试回测任务失败", "error.server.backtest_retry_failed"),
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SERVER_BACKTEST_RERUN_FAILED(5613, "按配置重新测试失败", "error.server.backtest_rerun_failed");
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companion object {
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/**
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+45
-39
@@ -12,9 +12,19 @@ import org.slf4j.LoggerFactory
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import org.springframework.stereotype.Service
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import java.math.BigDecimal
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/**
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* 基于 start 游标的一批历史交易结果
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* @param trades 本批交易列表(已按时间升序)
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* @param nextCursorSeconds 下一页游标(API 的 start 参数,秒级);若本批不足 limit 条则为 null 表示最后一页
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*/
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data class LeaderTradesBatchResult(
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val trades: List<TradeData>,
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val nextCursorSeconds: Long?
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)
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/**
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* 回测数据服务
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* 直接从 Polymarket Data API 获取 Leader 历史交易
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* 直接从 Polymarket Data API 获取 Leader 历史交易,使用 start 游标分页(避免 offset 过大报错)
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*/
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@Service
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class BacktestDataService(
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@@ -24,48 +34,45 @@ class BacktestDataService(
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private val logger = LoggerFactory.getLogger(BacktestDataService::class.java)
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/**
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* 分页获取 Leader 历史交易(用于回测恢复)
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* 支持重试机制:最多重试5次,每次间隔1秒
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* 按 start 游标获取一批 Leader 历史交易
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* 规则:limit 固定为 500;若返回 500 条则取本批最大时间戳(秒)作为下一页 start,不加 1(同一秒可能多笔订单,由下游按 tradeId 去重);不足 500 则为最后一页
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*
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* @param leaderId Leader ID
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* @param startTime 开始时间(毫秒时间戳)
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* @param endTime 结束时间(毫秒时间戳)
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* @param page 页码 (从 0 开始)
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* @param size 每页数量
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* @return 历史交易列表
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* @throws Exception 重试5次后仍然失败时抛出异常
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* @param startTime 回测开始时间(毫秒)
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* @param endTime 回测结束时间(毫秒)
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* @param cursorStartSeconds 本页游标(API 的 start,秒);首次传 startTime/1000
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* @param limit 每批条数,建议 500
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* @return 本批交易与下一页游标(null 表示没有下一页)
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*/
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suspend fun getLeaderHistoricalTradesForPage(
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suspend fun getLeaderHistoricalTradesBatch(
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leaderId: Long,
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startTime: Long,
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endTime: Long,
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page: Int,
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size: Int
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): List<TradeData> {
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logger.info("分页获取 Leader 历史交易: leaderId=$leaderId, timeRange=$startTime - $endTime, page=$page, size=$size")
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cursorStartSeconds: Long,
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limit: Int
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): LeaderTradesBatchResult {
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logger.info("获取 Leader 历史交易批次: leaderId=$leaderId, cursorStart=$cursorStartSeconds, limit=$limit")
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// 1. 验证 Leader 是否存在
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val leader = leaderRepository.findById(leaderId).orElse(null)
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?: throw IllegalArgumentException("Leader 不存在: $leaderId")
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val dataApi = retrofitFactory.createDataApi()
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val offset = page * size
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val endSeconds = endTime / 1000
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val maxRetries = 5
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val retryDelay = 1000L // 1秒
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val retryDelay = 1000L
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// 2. 重试机制:最多重试5次
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var lastException: Exception? = null
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for (attempt in 1..maxRetries) {
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try {
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val response = dataApi.getUserActivity(
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user = leader.leaderAddress,
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type = listOf("TRADE"),
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start = startTime / 1000,
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end = endTime / 1000,
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limit = size,
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offset = offset,
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sortBy = "timestamp",
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sortDirection = "asc"
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start = cursorStartSeconds,
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end = endSeconds,
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limit = limit,
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offset = null,
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sortBy = "TIMESTAMP",
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sortDirection = "ASC"
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)
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if (!response.isSuccessful || response.body() == null) {
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@@ -73,25 +80,20 @@ class BacktestDataService(
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}
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val activities = response.body()!!
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logger.info("成功获取第 $page 页数据,共 ${activities.size} 条交易(第 $attempt 次尝试)")
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logger.info("本批获取 ${activities.size} 条活动(第 $attempt 次尝试)")
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return activities.mapNotNull { activity ->
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val trades = activities.mapNotNull { activity ->
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try {
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if (activity.type != "TRADE") {
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return@mapNotNull null
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}
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if (activity.type != "TRADE") return@mapNotNull null
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if (activity.side == null || activity.price == null || activity.size == null || activity.usdcSize == null) {
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logger.warn("活动数据缺少必要字段,跳过: activity=$activity")
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return@mapNotNull null
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}
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val tradeTimestamp = activity.timestamp * 1000
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if (tradeTimestamp < startTime || tradeTimestamp > endTime) {
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logger.debug("交易时间超出范围,跳过: timestamp=$tradeTimestamp, range=$startTime - $endTime")
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logger.debug("交易时间超出范围,跳过: timestamp=$tradeTimestamp")
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return@mapNotNull null
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}
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TradeData(
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tradeId = activity.transactionHash ?: "${activity.timestamp}_${activity.conditionId}_${activity.side}",
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marketId = activity.conditionId,
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@@ -111,20 +113,24 @@ class BacktestDataService(
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}
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}
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// 下一页 start 用本批最大 timestamp(秒),不加 1:同一秒可能有多笔订单,依赖下游按 tradeId 去重
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val nextCursorSeconds: Long? = if (trades.size < limit) {
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null
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} else {
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val maxTs = trades.maxOf { it.timestamp }
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maxTs / 1000
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}
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return LeaderTradesBatchResult(trades = trades, nextCursorSeconds = nextCursorSeconds)
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} catch (e: Exception) {
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lastException = e
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logger.warn("第 $attempt/$maxRetries 次尝试获取第 $page 页数据失败: ${e.message}")
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// 如果不是最后一次尝试,则等待后重试
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logger.warn("第 $attempt/$maxRetries 次获取批次失败: ${e.message}")
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if (attempt < maxRetries) {
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logger.info("等待 $retryDelay 毫秒后重试...")
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delay(retryDelay)
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}
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}
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}
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// 重试5次后仍然失败,抛出异常
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val errorMsg = "重试 $maxRetries 次后仍然失败获取第 $page 页数据"
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val errorMsg = "重试 $maxRetries 次后仍然失败,cursorStart=$cursorStartSeconds"
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logger.error(errorMsg, lastException)
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throw Exception(errorMsg, lastException)
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}
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+148
-97
@@ -8,6 +8,7 @@ import com.wrbug.polymarketbot.entity.CopyTrading
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import com.wrbug.polymarketbot.repository.BacktestTradeRepository
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import com.wrbug.polymarketbot.repository.BacktestTaskRepository
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import com.wrbug.polymarketbot.service.common.MarketPriceService
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import com.wrbug.polymarketbot.service.common.MarketService
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import com.wrbug.polymarketbot.service.copytrading.configs.CopyTradingFilterService
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import com.wrbug.polymarketbot.util.toSafeBigDecimal
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import org.slf4j.LoggerFactory
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@@ -17,6 +18,7 @@ import java.math.BigDecimal
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import java.text.SimpleDateFormat
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import java.util.*
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import kotlin.math.max
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import kotlin.math.min
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@Service
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class BacktestExecutionService(
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@@ -24,12 +26,14 @@ class BacktestExecutionService(
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private val backtestTradeRepository: BacktestTradeRepository,
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private val backtestDataService: BacktestDataService,
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private val marketPriceService: MarketPriceService,
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private val marketService: MarketService,
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private val copyTradingFilterService: CopyTradingFilterService
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) {
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private val logger = LoggerFactory.getLogger(BacktestExecutionService::class.java)
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/**
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* 持仓数据结构
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* @param marketEndDate 市场结束时间(毫秒),用于到期结算判断,null 表示未知
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*/
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data class Position(
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val marketId: String,
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@@ -37,7 +41,8 @@ class BacktestExecutionService(
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val outcomeIndex: Int?,
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var quantity: BigDecimal,
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val avgPrice: BigDecimal,
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val leaderBuyQuantity: BigDecimal?
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val leaderBuyQuantity: BigDecimal?,
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val marketEndDate: Long? = null
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)
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/**
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@@ -80,10 +85,13 @@ class BacktestExecutionService(
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* 执行回测任务(支持分页和恢复)
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* 自动处理所有页面的数据,支持中断恢复
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*/
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/** 每批请求 API 的条数(基于 start 游标分页,避免 offset 过大) */
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private val backtestBatchLimit = 500
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@Transactional
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suspend fun executeBacktest(task: BacktestTask, page: Int = 1, size: Int = 100) {
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try {
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logger.info("开始执行回测任务: taskId=${task.id}, taskName=${task.taskName}, startPage=$page, pageSize=$size")
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logger.info("开始执行回测任务: taskId=${task.id}, taskName=${task.taskName}, batchLimit=$backtestBatchLimit")
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// 1. 更新任务状态为 RUNNING
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task.status = "RUNNING"
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@@ -95,99 +103,89 @@ class BacktestExecutionService(
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var currentBalance = task.initialBalance
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val positions = mutableMapOf<String, Position>()
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val trades = mutableListOf<BacktestTrade>()
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// 每日订单数缓存:key为日期字符串(yyyy-MM-dd),value为当天的 BUY 订单数
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val dailyOrderCountCache = mutableMapOf<String, Int>()
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// 每日亏损缓存:key为日期字符串(yyyy-MM-dd),value为当天的累计亏损金额
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val dailyLossCache = mutableMapOf<String, BigDecimal>()
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val seenTradeIds = mutableSetOf<String>()
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// 3. 计算回测时间范围
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// 3. 回测时间范围:首次执行以当前时间为基准取最近 backtestDays 天;断点续跑保留原 startTime,仅 endTime 延到当前
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val endTime = System.currentTimeMillis()
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val startTime = task.startTime
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val startTime = if (task.lastProcessedTradeTime == null) {
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endTime - (task.backtestDays * 24L * 3600 * 1000)
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} else {
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task.startTime
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}
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logger.info("回测时间范围: ${formatTimestamp(startTime)} - ${formatTimestamp(endTime)}, " +
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logger.info("回测时间范围: ${formatTimestamp(startTime)} - ${formatTimestamp(endTime)} (${task.backtestDays} 天), " +
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"初始余额: ${task.initialBalance.toPlainString()}")
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// 4. 恢复机制:如果有恢复点,计算从哪一页开始(页码从 0 开始)
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val startPage = if (task.lastProcessedTradeIndex != null) {
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val lastProcessedIndex = task.lastProcessedTradeIndex!!
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// 计算已处理的页码(从 0 开始)
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val processedPage = lastProcessedIndex / size
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// 特殊情况:如果lastProcessedTradeIndex刚好是100的倍数减1(比如99,199,299...)
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// 说明该页已经完全处理,应该从下一页开始
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val nextPage = if (lastProcessedIndex % size == size - 1) {
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processedPage + 1
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} else {
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processedPage
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}
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logger.info("恢复任务:已处理索引=$lastProcessedIndex, 计算页码=$nextPage, size=$size")
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nextPage
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// 4. 游标分页:恢复时也从 lastProcessedTradeTime 所在秒开始拉(不加 1),与分页规则一致;已处理的通过 timestamp 跳过,不依赖内存 seenTradeIds
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var cursorSeconds = if (task.lastProcessedTradeTime != null) {
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task.lastProcessedTradeTime!! / 1000
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} else {
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logger.info("新任务:从第0页开始")
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0
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startTime / 1000
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}
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val endSeconds = endTime / 1000
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val resumeThresholdMs = task.lastProcessedTradeTime ?: 0L
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// 5. 分页获取和处理交易数据
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var currentPage = maxOf(startPage, page)
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// 计算下一个要处理的全局索引(用于日志和统计)
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val nextGlobalIndex = if (task.lastProcessedTradeIndex != null) {
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task.lastProcessedTradeIndex!! + 1
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} else {
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0
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}
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logger.info("开始分页处理:起始页=$currentPage, 下一个要处理的索引=$nextGlobalIndex")
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logger.info("开始游标分页:cursorStart=$cursorSeconds(恢复则跳过 timestamp<=${resumeThresholdMs}ms)")
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var terminateBacktest = false
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while (true) {
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// 定期从数据库重新加载任务状态,确保能及时响应停止操作
|
||||
if (terminateBacktest) {
|
||||
logger.info("余额已为负或不足,终止回测循环")
|
||||
break
|
||||
}
|
||||
val currentTaskStatus = backtestTaskRepository.findById(task.id!!).orElse(null)
|
||||
if (currentTaskStatus == null || currentTaskStatus.status != "RUNNING") {
|
||||
logger.info("回测任务状态已变更: ${currentTaskStatus?.status},停止执行")
|
||||
break
|
||||
}
|
||||
|
||||
logger.info("正在获取第 $currentPage 页数据...")
|
||||
logger.info("正在获取批次数据 cursorStart=$cursorSeconds (${formatTimestamp(cursorSeconds * 1000)}) ...")
|
||||
|
||||
// 每页使用独立的交易列表,避免跨页重复保存
|
||||
val currentPageTrades = mutableListOf<BacktestTrade>()
|
||||
|
||||
try {
|
||||
// 获取当前页的交易数据(支持重试5次)
|
||||
val pageTrades = backtestDataService.getLeaderHistoricalTradesForPage(
|
||||
val batch = backtestDataService.getLeaderHistoricalTradesBatch(
|
||||
task.leaderId,
|
||||
startTime,
|
||||
endTime,
|
||||
currentPage,
|
||||
size
|
||||
cursorSeconds,
|
||||
backtestBatchLimit
|
||||
)
|
||||
val pageTrades = batch.trades
|
||||
|
||||
if (pageTrades.isEmpty()) {
|
||||
logger.info("第 $currentPage 页无数据,所有数据处理完成")
|
||||
logger.info("本批无数据,所有数据处理完成")
|
||||
break
|
||||
}
|
||||
|
||||
logger.info("第 $currentPage 页获取到 ${pageTrades.size} 条交易")
|
||||
logger.info("本批获取 ${pageTrades.size} 条交易,是否有下一页: ${batch.nextCursorSeconds != null}")
|
||||
|
||||
// 处理当前页的交易
|
||||
val countAtBatchStart = task.processedTradeCount
|
||||
var lastProcessedIndexInPage: Int? = null
|
||||
var processedInBatch = 0
|
||||
for (localIndex in pageTrades.indices) {
|
||||
val leaderTrade = pageTrades[localIndex]
|
||||
// 计算当前交易在全局数据中的索引(从 0 开始)
|
||||
val index = currentPage * size + localIndex
|
||||
|
||||
// 如果是恢复任务,跳过已处理的条目
|
||||
if (task.lastProcessedTradeIndex != null && index <= task.lastProcessedTradeIndex!!) {
|
||||
logger.debug("跳过已处理的交易: index=$index, lastProcessedIndex=${task.lastProcessedTradeIndex}")
|
||||
if (leaderTrade.tradeId in seenTradeIds) {
|
||||
logger.debug("跳过重复交易: ${leaderTrade.tradeId}")
|
||||
continue
|
||||
}
|
||||
if (resumeThresholdMs > 0 && leaderTrade.timestamp <= resumeThresholdMs) {
|
||||
logger.debug("恢复时跳过已处理时间戳: tradeId=${leaderTrade.tradeId}, timestamp=${leaderTrade.timestamp}")
|
||||
continue
|
||||
}
|
||||
seenTradeIds.add(leaderTrade.tradeId)
|
||||
|
||||
// 记录当前处理的索引
|
||||
val index = countAtBatchStart + processedInBatch
|
||||
lastProcessedIndexInPage = index
|
||||
processedInBatch++
|
||||
|
||||
// 更新进度
|
||||
val progress = if (pageTrades.size > 0) {
|
||||
(localIndex * 100) / pageTrades.size
|
||||
// 进度按时间比例:(当前订单时间 - 开始时间) / (结束时间 - 开始时间) * 100,运行中上限 99
|
||||
val timeRange = endTime - startTime
|
||||
val progress = if (timeRange > 0) {
|
||||
val elapsed = (leaderTrade.timestamp - startTime).coerceIn(0L, timeRange)
|
||||
min(99, ((elapsed * 100) / timeRange).toInt())
|
||||
} else {
|
||||
0
|
||||
}
|
||||
@@ -199,15 +197,15 @@ class BacktestExecutionService(
|
||||
|
||||
try {
|
||||
// 5.1 实时检查并结算已到期的市场
|
||||
currentBalance = settleExpiredPositions(task, positions, currentBalance, trades, leaderTrade.timestamp)
|
||||
currentBalance = settleExpiredPositions(task, positions, currentBalance, trades, leaderTrade.timestamp, currentPageTrades)
|
||||
|
||||
// 5.2 检查余额和持仓状态
|
||||
if (currentBalance < BigDecimal.ZERO) {
|
||||
logger.info("余额已为负,直接终止回测: $currentBalance")
|
||||
break
|
||||
}
|
||||
if (currentBalance < BigDecimal.ONE && positions.isEmpty()) {
|
||||
logger.info("余额不足且无持仓,停止回测: $currentBalance")
|
||||
if (currentBalance <= BigDecimal.ONE) {
|
||||
logger.info(
|
||||
if (currentBalance < BigDecimal.ZERO) "余额已为负,直接终止回测: $currentBalance"
|
||||
else "余额<=1,停止回测: $currentBalance"
|
||||
)
|
||||
terminateBacktest = true
|
||||
break
|
||||
}
|
||||
|
||||
@@ -262,21 +260,60 @@ class BacktestExecutionService(
|
||||
|
||||
// 5.7 处理买卖逻辑
|
||||
if (leaderTrade.side == "BUY") {
|
||||
// 买入逻辑
|
||||
val quantity = finalFollowAmount.divide(leaderTrade.price, 8, java.math.RoundingMode.DOWN)
|
||||
val totalCost = finalFollowAmount
|
||||
// 余额不足时按最大可用余额交易,仍须满足最小订单金额
|
||||
val actualBuyAmount = if (currentBalance < finalFollowAmount) {
|
||||
logger.debug("余额不足,按最大余额买入: balance=$currentBalance, 原需=$finalFollowAmount, marketId=${leaderTrade.marketId}")
|
||||
currentBalance
|
||||
} else {
|
||||
finalFollowAmount
|
||||
}
|
||||
if (actualBuyAmount < task.minOrderSize) {
|
||||
logger.debug("可用金额低于最小订单限制跳过: actual=$actualBuyAmount, minOrderSize=${task.minOrderSize}")
|
||||
continue
|
||||
}
|
||||
val quantity = actualBuyAmount.divide(leaderTrade.price, 8, java.math.RoundingMode.DOWN)
|
||||
if (quantity <= BigDecimal.ZERO) {
|
||||
logger.debug("计算数量为0跳过: actualBuyAmount=$actualBuyAmount, price=${leaderTrade.price}")
|
||||
continue
|
||||
}
|
||||
val totalCost = actualBuyAmount
|
||||
|
||||
// 更新余额和持仓
|
||||
// 更新余额和持仓(同市场同 outcome 多次买入合并:数量相加、加权均价、leaderBuyQuantity 相加)
|
||||
currentBalance -= totalCost
|
||||
val positionKey = "${leaderTrade.marketId}:${leaderTrade.outcomeIndex ?: 0}"
|
||||
positions[positionKey] = Position(
|
||||
marketId = leaderTrade.marketId,
|
||||
outcome = leaderTrade.outcome ?: "",
|
||||
outcomeIndex = leaderTrade.outcomeIndex,
|
||||
quantity = quantity,
|
||||
avgPrice = leaderTrade.price.toSafeBigDecimal(),
|
||||
leaderBuyQuantity = leaderTrade.size.toSafeBigDecimal()
|
||||
)
|
||||
val price = leaderTrade.price.toSafeBigDecimal()
|
||||
val leaderSize = leaderTrade.size.toSafeBigDecimal()
|
||||
val existing = positions[positionKey]
|
||||
positions[positionKey] = if (existing != null) {
|
||||
val newQuantity = existing.quantity.add(quantity)
|
||||
val newAvgPrice = if (newQuantity > BigDecimal.ZERO) {
|
||||
existing.quantity.multiply(existing.avgPrice).add(quantity.multiply(price))
|
||||
.divide(newQuantity, 8, java.math.RoundingMode.HALF_UP)
|
||||
} else {
|
||||
price
|
||||
}
|
||||
val newLeaderBuyQuantity = (existing.leaderBuyQuantity ?: BigDecimal.ZERO).add(leaderSize)
|
||||
Position(
|
||||
marketId = leaderTrade.marketId,
|
||||
outcome = leaderTrade.outcome ?: "",
|
||||
outcomeIndex = leaderTrade.outcomeIndex,
|
||||
quantity = newQuantity,
|
||||
avgPrice = newAvgPrice,
|
||||
leaderBuyQuantity = newLeaderBuyQuantity,
|
||||
marketEndDate = existing.marketEndDate
|
||||
)
|
||||
} else {
|
||||
val market = marketService.getMarket(leaderTrade.marketId)
|
||||
Position(
|
||||
marketId = leaderTrade.marketId,
|
||||
outcome = leaderTrade.outcome ?: "",
|
||||
outcomeIndex = leaderTrade.outcomeIndex,
|
||||
quantity = quantity,
|
||||
avgPrice = price,
|
||||
leaderBuyQuantity = leaderSize,
|
||||
marketEndDate = market?.endDate
|
||||
)
|
||||
}
|
||||
|
||||
// 记录交易到当前页列表
|
||||
currentPageTrades.add(BacktestTrade(
|
||||
@@ -289,7 +326,7 @@ class BacktestExecutionService(
|
||||
outcomeIndex = leaderTrade.outcomeIndex,
|
||||
quantity = quantity,
|
||||
price = leaderTrade.price.toSafeBigDecimal(),
|
||||
amount = finalFollowAmount,
|
||||
amount = actualBuyAmount,
|
||||
fee = BigDecimal.ZERO,
|
||||
profitLoss = null,
|
||||
balanceAfter = currentBalance,
|
||||
@@ -384,14 +421,11 @@ class BacktestExecutionService(
|
||||
}
|
||||
}
|
||||
|
||||
// 保存当前页的所有交易(每页处理完成后保存,避免重复插入)
|
||||
// 保存本批交易
|
||||
if (currentPageTrades.isNotEmpty()) {
|
||||
logger.info("保存第 $currentPage 页的交易数据,共 ${currentPageTrades.size} 笔")
|
||||
|
||||
// 批量保存当前页的交易
|
||||
logger.info("保存本批交易,共 ${currentPageTrades.size} 笔")
|
||||
backtestTradeRepository.saveAll(currentPageTrades)
|
||||
|
||||
// 更新当前页的最后处理信息
|
||||
val lastTradeInPage = currentPageTrades.lastOrNull()
|
||||
if (lastTradeInPage != null && lastProcessedIndexInPage != null) {
|
||||
task.lastProcessedTradeTime = lastTradeInPage.tradeTime
|
||||
@@ -399,28 +433,34 @@ class BacktestExecutionService(
|
||||
task.processedTradeCount = lastProcessedIndexInPage + 1
|
||||
task.finalBalance = currentBalance
|
||||
backtestTaskRepository.save(task)
|
||||
|
||||
logger.info("第 $currentPage 页处理完成,更新索引: ${task.lastProcessedTradeIndex}, 总处理数: ${task.processedTradeCount}")
|
||||
logger.info("本批处理完成,lastProcessedTradeIndex=${task.lastProcessedTradeIndex}, 总处理数=${task.processedTradeCount}")
|
||||
}
|
||||
} else {
|
||||
logger.info("第 $currentPage 页没有交易需要保存")
|
||||
logger.info("本批没有交易需要保存")
|
||||
}
|
||||
|
||||
// 将当前页交易添加到全局列表(用于最终统计)
|
||||
trades.addAll(currentPageTrades)
|
||||
|
||||
// 准备处理下一页
|
||||
currentPage++
|
||||
if (batch.nextCursorSeconds == null) {
|
||||
logger.info("本批不足 $backtestBatchLimit 条,已是最后一页")
|
||||
break
|
||||
}
|
||||
cursorSeconds = batch.nextCursorSeconds!!
|
||||
|
||||
} catch (e: Exception) {
|
||||
logger.error("获取或处理第 $currentPage 页数据失败: ${e.message}", e)
|
||||
logger.error("获取或处理本批数据失败: ${e.message}", e)
|
||||
// 重试失败,标记任务为 FAILED
|
||||
throw e
|
||||
}
|
||||
}
|
||||
|
||||
// 6. 处理回测结束时仍未到期的持仓
|
||||
currentBalance = settleRemainingPositions(task, positions, currentBalance, trades, endTime)
|
||||
val remainingSettlements = mutableListOf<BacktestTrade>()
|
||||
currentBalance = settleRemainingPositions(task, positions, currentBalance, trades, endTime, remainingSettlements)
|
||||
if (remainingSettlements.isNotEmpty()) {
|
||||
backtestTradeRepository.saveAll(remainingSettlements)
|
||||
logger.info("回测结束结算剩余持仓,持久化 ${remainingSettlements.size} 笔 SETTLEMENT(CLOSED)")
|
||||
}
|
||||
|
||||
// 7. 计算最终统计数据
|
||||
val statistics = calculateStatistics(trades)
|
||||
@@ -475,18 +515,25 @@ class BacktestExecutionService(
|
||||
|
||||
/**
|
||||
* 结算已到期的市场
|
||||
* @param batchTradesToSave 本批要持久化的交易列表,到期结算(赎回/输)会追加到此列表并随本批一起落库
|
||||
*/
|
||||
private suspend fun settleExpiredPositions(
|
||||
task: BacktestTask,
|
||||
positions: MutableMap<String, Position>,
|
||||
currentBalance: BigDecimal,
|
||||
trades: MutableList<BacktestTrade>,
|
||||
currentTime: Long
|
||||
currentTime: Long,
|
||||
batchTradesToSave: MutableList<BacktestTrade>
|
||||
): BigDecimal {
|
||||
var balance = currentBalance
|
||||
|
||||
for ((positionKey, position) in positions.toList()) {
|
||||
try {
|
||||
// 仅当市场已到期(结束时间 <= 当前回测时间)时才结算,避免未到期持仓被误结算
|
||||
if (position.marketEndDate == null || position.marketEndDate!! > currentTime) {
|
||||
logger.debug("持仓未到期跳过结算: marketId=${position.marketId}, endDate=${position.marketEndDate}, currentTime=$currentTime")
|
||||
continue
|
||||
}
|
||||
// 获取市场当前价格
|
||||
val marketPrice = marketPriceService.getCurrentMarketPrice(
|
||||
position.marketId,
|
||||
@@ -507,8 +554,7 @@ class BacktestExecutionService(
|
||||
|
||||
balance += settlementValue
|
||||
|
||||
// 记录结算交易
|
||||
trades.add(BacktestTrade(
|
||||
val settlementTrade = BacktestTrade(
|
||||
backtestTaskId = task.id!!,
|
||||
tradeTime = currentTime,
|
||||
marketId = position.marketId,
|
||||
@@ -527,7 +573,9 @@ class BacktestExecutionService(
|
||||
profitLoss = profitLoss,
|
||||
balanceAfter = balance,
|
||||
leaderTradeId = null
|
||||
))
|
||||
)
|
||||
trades.add(settlementTrade)
|
||||
batchTradesToSave.add(settlementTrade)
|
||||
|
||||
// 移除已结算的持仓
|
||||
positions.remove(positionKey)
|
||||
@@ -540,14 +588,16 @@ class BacktestExecutionService(
|
||||
}
|
||||
|
||||
/**
|
||||
* 结算未到期持仓
|
||||
* 结算未到期持仓(回测结束时剩余持仓按均价平仓)
|
||||
* @param settlementsToSave 本批结算记录会追加到此列表,调用方需落库
|
||||
*/
|
||||
private suspend fun settleRemainingPositions(
|
||||
task: BacktestTask,
|
||||
positions: MutableMap<String, Position>,
|
||||
currentBalance: BigDecimal,
|
||||
trades: MutableList<BacktestTrade>,
|
||||
currentTime: Long
|
||||
currentTime: Long,
|
||||
settlementsToSave: MutableList<BacktestTrade>
|
||||
): BigDecimal {
|
||||
var balance = currentBalance
|
||||
|
||||
@@ -561,8 +611,7 @@ class BacktestExecutionService(
|
||||
|
||||
balance += settlementValue
|
||||
|
||||
// 记录平仓交易
|
||||
trades.add(BacktestTrade(
|
||||
val closedTrade = BacktestTrade(
|
||||
backtestTaskId = task.id!!,
|
||||
tradeTime = currentTime,
|
||||
marketId = position.marketId,
|
||||
@@ -577,7 +626,9 @@ class BacktestExecutionService(
|
||||
profitLoss = profitLoss,
|
||||
balanceAfter = balance,
|
||||
leaderTradeId = null
|
||||
))
|
||||
)
|
||||
trades.add(closedTrade)
|
||||
settlementsToSave.add(closedTrade)
|
||||
}
|
||||
|
||||
positions.clear()
|
||||
|
||||
+3
-26
@@ -91,32 +91,9 @@ class BacktestPollingService(
|
||||
}
|
||||
|
||||
runBlocking {
|
||||
// 支持恢复:如果有恢复点,计算从哪一页开始
|
||||
val pageSize = 100
|
||||
val page = if (currentTask.lastProcessedTradeIndex != null) {
|
||||
// 从第几页开始(页码从 0 开始)
|
||||
// 例如:已处理了99笔,lastProcessedTradeIndex=99,应从第1页开始(offset=100)
|
||||
val lastProcessedIndex = currentTask.lastProcessedTradeIndex!!
|
||||
// 计算已处理的页码(从 0 开始)
|
||||
val processedPage = lastProcessedIndex / pageSize
|
||||
|
||||
// 特殊情况:如果lastProcessedTradeIndex刚好是100的倍数减1(比如99,199,299...)
|
||||
// 说明该页已经完全处理,应该从下一页开始
|
||||
val nextPage = if (lastProcessedIndex % pageSize == pageSize - 1) {
|
||||
processedPage + 1
|
||||
} else {
|
||||
processedPage
|
||||
}
|
||||
|
||||
logger.info("恢复任务:已处理索引=$lastProcessedIndex, 计算页码=$nextPage, size=$pageSize")
|
||||
nextPage
|
||||
} else {
|
||||
logger.info("新任务:从第0页开始")
|
||||
0 // 从第0页开始(offset=0)
|
||||
}
|
||||
|
||||
logger.info("执行回测任务: taskId=${currentTask.id}, page=$page, size=$pageSize")
|
||||
executionService.executeBacktest(currentTask, page = page, size = pageSize)
|
||||
// 使用 start 游标分页,恢复时由 lastProcessedTradeTime 决定从何时开始拉取
|
||||
logger.info("执行回测任务: taskId=${currentTask.id}(游标分页,limit=500)")
|
||||
executionService.executeBacktest(currentTask, page = 0, size = 500)
|
||||
}
|
||||
} catch (e: Exception) {
|
||||
logger.error("回测任务执行失败: taskId=${taskToExecute.id}", e)
|
||||
|
||||
@@ -343,6 +343,50 @@ class BacktestService(
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 按当前配置重新测试:基于已完成的回测任务创建一份相同配置的新任务(名称可修改)
|
||||
*/
|
||||
@Transactional
|
||||
fun rerunBacktestTask(request: BacktestRerunRequest): Result<BacktestTaskDto> {
|
||||
return try {
|
||||
val source = backtestTaskRepository.findById(request.id).orElse(null)
|
||||
?: return Result.failure(IllegalArgumentException("回测任务不存在"))
|
||||
|
||||
if (source.status != "COMPLETED") {
|
||||
return Result.failure(IllegalStateException("仅支持对已完成的回测任务重新测试"))
|
||||
}
|
||||
|
||||
val newTaskName = request.taskName?.trim()?.takeIf { it.isNotEmpty() }
|
||||
?: "${source.taskName} (副本)"
|
||||
|
||||
val newTask = BacktestTask(
|
||||
taskName = newTaskName,
|
||||
leaderId = source.leaderId,
|
||||
initialBalance = source.initialBalance,
|
||||
backtestDays = source.backtestDays,
|
||||
startTime = source.startTime,
|
||||
status = "PENDING",
|
||||
copyMode = source.copyMode,
|
||||
copyRatio = source.copyRatio,
|
||||
fixedAmount = source.fixedAmount,
|
||||
maxOrderSize = source.maxOrderSize,
|
||||
minOrderSize = source.minOrderSize,
|
||||
maxDailyLoss = source.maxDailyLoss,
|
||||
maxDailyOrders = source.maxDailyOrders,
|
||||
supportSell = source.supportSell,
|
||||
keywordFilterMode = source.keywordFilterMode,
|
||||
keywords = source.keywords
|
||||
)
|
||||
|
||||
backtestTaskRepository.save(newTask)
|
||||
val leader = leaderRepository.findById(newTask.leaderId).orElse(null)
|
||||
Result.success(newTask.toDto(leader))
|
||||
} catch (e: Exception) {
|
||||
logger.error("按配置重新测试失败", e)
|
||||
Result.failure(e)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
|
||||
@@ -262,6 +262,7 @@ error.backtest.leader_not_found=Leader not found
|
||||
error.backtest.days_invalid=Backtest days must be between 1-15 days
|
||||
error.backtest.initial_balance_invalid=Invalid initial balance
|
||||
error.backtest.task_running=Backtest task is running, cannot delete
|
||||
error.backtest.task_not_completed=Re-run is only supported for completed backtest tasks
|
||||
error.server.backtest_create_failed=Failed to create backtest task
|
||||
error.server.backtest_update_failed=Failed to update backtest task
|
||||
error.server.backtest_delete_failed=Failed to delete backtest task
|
||||
@@ -272,6 +273,7 @@ error.server.backtest_execute_failed=Failed to execute backtest
|
||||
error.server.backtest_historical_data_fetch_failed=Failed to fetch historical data
|
||||
error.server.backtest_stop_failed=Failed to stop backtest task
|
||||
error.server.backtest_retry_failed=Failed to retry backtest task
|
||||
error.server.backtest_rerun_failed=Failed to re-run backtest with same config
|
||||
# Backtest Management
|
||||
backtest.title=Backtest Management
|
||||
backtest.create_task=Create Backtest
|
||||
|
||||
@@ -262,6 +262,7 @@ error.backtest.leader_not_found=Leader不存在
|
||||
error.backtest.days_invalid=回测天数必须在 1-15 天之间
|
||||
error.backtest.initial_balance_invalid=初始金额无效
|
||||
error.backtest.task_running=回测任务正在运行,无法删除
|
||||
error.backtest.task_not_completed=仅支持对已完成的回测任务重新测试
|
||||
error.server.backtest_create_failed=创建回测任务失败
|
||||
error.server.backtest_update_failed=更新回测任务失败
|
||||
error.server.backtest_delete_failed=删除回测任务失败
|
||||
@@ -272,6 +273,7 @@ error.server.backtest_execute_failed=回测执行失败
|
||||
error.server.backtest_historical_data_fetch_failed=历史数据获取失败
|
||||
error.server.backtest_stop_failed=停止回测任务失败
|
||||
error.server.backtest_retry_failed=重试回测任务失败
|
||||
error.server.backtest_rerun_failed=按配置重新测试失败
|
||||
# 回测管理
|
||||
backtest.title=回测管理
|
||||
backtest.create_task=新增回测
|
||||
|
||||
@@ -262,6 +262,7 @@ error.backtest.leader_not_found=Leader不存在
|
||||
error.backtest.days_invalid=回測天數必須在 1-15 天之間
|
||||
error.backtest.initial_balance_invalid=初始金額無效
|
||||
error.backtest.task_running=回測任務正在運行,無法刪除
|
||||
error.backtest.task_not_completed=僅支援對已完成的回測任務重新測試
|
||||
error.server.backtest_create_failed=創建回測任務失敗
|
||||
error.server.backtest_update_failed=更新回測任務失敗
|
||||
error.server.backtest_delete_failed=刪除回測任務失敗
|
||||
@@ -272,6 +273,7 @@ error.server.backtest_execute_failed=回測執行失敗
|
||||
error.server.backtest_historical_data_fetch_failed=歷史數據獲取失敗
|
||||
error.server.backtest_stop_failed=停止回測任務失敗
|
||||
error.server.backtest_retry_failed=重試回測任務失敗
|
||||
error.server.backtest_rerun_failed=依配置重新測試失敗
|
||||
# 回測管理
|
||||
backtest.title=回測管理
|
||||
backtest.create_task=新增回測
|
||||
|
||||
@@ -0,0 +1,45 @@
|
||||
# Polymarket Data API 游标分页验证
|
||||
|
||||
回测拉取 Leader 历史交易改用 **start 游标分页**(不再使用 offset),避免 `offset` 过大(如 3100+)时 API 报错。
|
||||
|
||||
## 规则
|
||||
|
||||
- `limit` 固定为 500(快速验证可用 50)。
|
||||
- 首次请求:`start` = 回测开始时间(秒),`end` = 回测结束时间(秒)。
|
||||
- 若本批返回 **500 条**:取本批中**最大 timestamp**,下一页 `start = max_timestamp`(**不加 1**:同一秒可能有多笔订单,会漏单)。
|
||||
- 若本批 **不足 500 条**:视为最后一页,不再请求。
|
||||
- 下一页会与上一页在「最大 timestamp」这一秒重叠,必须按 **tradeId(transactionHash)去重**。
|
||||
|
||||
## 快速验证(limit=50)
|
||||
|
||||
```bash
|
||||
# 环境变量(替换为实际值)
|
||||
USER="0x1979ae6b7e6534de9c4539d0c205e582ca637c9d"
|
||||
START=1769961432
|
||||
END=1770566207
|
||||
LIMIT=50
|
||||
|
||||
# 第 1 页(游标分页不传 offset)
|
||||
curl -s "https://data-api.polymarket.com/activity?user=${USER}&limit=${LIMIT}&type=TRADE&start=${START}&end=${END}&sortBy=TIMESTAMP&sortDirection=ASC" | jq 'length'
|
||||
# 若输出 50,则取本批最大 timestamp 作为下一页 start(不加 1,同一秒可能多笔)
|
||||
curl -s "https://data-api.polymarket.com/activity?user=${USER}&limit=${LIMIT}&type=TRADE&start=${START}&end=${END}&sortBy=TIMESTAMP&sortDirection=ASC" | jq 'max_by(.timestamp) | .timestamp'
|
||||
# 假设得到 1770000000,则下一页 start=1770000000(与上一批重叠,需按 tradeId 去重)
|
||||
|
||||
# 第 2 页(游标分页,不使用 offset)
|
||||
NEXT_START=1770000000
|
||||
curl -s "https://data-api.polymarket.com/activity?user=${USER}&limit=${LIMIT}&type=TRADE&start=${NEXT_START}&end=${END}&sortBy=TIMESTAMP&sortDirection=ASC" | jq 'length'
|
||||
# 若输出 < 50,则为最后一页
|
||||
```
|
||||
|
||||
## 单条命令示例(第 1 页,limit=50)
|
||||
|
||||
```bash
|
||||
curl -s "https://data-api.polymarket.com/activity?user=0x1979ae6b7e6534de9c4539d0c205e582ca637c9d&limit=50&type=TRADE&start=1769961432&end=1770566207&sortBy=TIMESTAMP&sortDirection=ASC"
|
||||
```
|
||||
|
||||
注意:**不要传 offset**,下一页 `start = 上一批最大 timestamp`(不加 1),同一秒多笔订单不丢,重叠记录按 tradeId 去重。
|
||||
|
||||
## 代码位置
|
||||
|
||||
- 拉取批次:`BacktestDataService.getLeaderHistoricalTradesBatch()`,返回 `LeaderTradesBatchResult(trades, nextCursorSeconds)`。
|
||||
- 执行循环:`BacktestExecutionService.executeBacktest()`,按 `cursorSeconds` 循环,并用 `seenTradeIds` 去重。
|
||||
@@ -0,0 +1,67 @@
|
||||
import React from 'react'
|
||||
import { Select } from 'antd'
|
||||
import type { Leader } from '../types'
|
||||
|
||||
const { Option } = Select
|
||||
|
||||
interface LeaderSelectProps {
|
||||
value?: number
|
||||
onChange?: (value: number | undefined) => void
|
||||
onSelectChange?: (value: number | undefined) => void // 选择变化时的回调
|
||||
leaders: Leader[]
|
||||
placeholder?: string
|
||||
disabled?: boolean
|
||||
showSearch?: boolean
|
||||
allowClear?: boolean
|
||||
notFoundContent?: React.ReactNode
|
||||
}
|
||||
|
||||
const LeaderSelect: React.FC<LeaderSelectProps> = ({
|
||||
value,
|
||||
onChange,
|
||||
onSelectChange,
|
||||
leaders,
|
||||
placeholder,
|
||||
disabled,
|
||||
showSearch = true,
|
||||
allowClear = false,
|
||||
notFoundContent
|
||||
}) => {
|
||||
// 处理选择变化
|
||||
const handleChange = (val: number | undefined) => {
|
||||
if (onChange) {
|
||||
onChange(val)
|
||||
}
|
||||
if (onSelectChange) {
|
||||
onSelectChange(val)
|
||||
}
|
||||
}
|
||||
|
||||
return (
|
||||
<Select
|
||||
value={value}
|
||||
onChange={handleChange}
|
||||
placeholder={placeholder}
|
||||
disabled={disabled}
|
||||
showSearch={showSearch}
|
||||
allowClear={allowClear}
|
||||
notFoundContent={notFoundContent}
|
||||
optionFilterProp="label"
|
||||
optionLabelProp="label"
|
||||
>
|
||||
{leaders.map(leader => {
|
||||
const label = leader.leaderName || `Leader ${leader.id}`
|
||||
return (
|
||||
<Option key={leader.id} value={leader.id} label={label}>
|
||||
<div style={{ display: 'flex', flexDirection: 'column' }}>
|
||||
<span>{label}</span>
|
||||
<span style={{ fontSize: '12px', color: '#999' }}>{leader.leaderAddress}</span>
|
||||
</div>
|
||||
</Option>
|
||||
)
|
||||
})}
|
||||
</Select>
|
||||
)
|
||||
}
|
||||
|
||||
export default LeaderSelect
|
||||
@@ -1363,6 +1363,11 @@
|
||||
"supportSellHint": "Whether to follow Leader sell orders",
|
||||
"sortBy": "Sort By",
|
||||
"sortOrder": "Sort Order",
|
||||
"createdAt": "Created At"
|
||||
"createdAt": "Created At",
|
||||
"rerun": "Re-run",
|
||||
"rerunConfirm": "Create a new backtest task with the same config?",
|
||||
"rerunTaskNamePlaceholder": "New task name (leave empty for \"Original name (copy)\")",
|
||||
"rerunSuccess": "New backtest task created",
|
||||
"rerunFailed": "Re-run failed"
|
||||
}
|
||||
}
|
||||
@@ -1363,6 +1363,11 @@
|
||||
"supportSellHint": "是否跟随 Leader 卖出",
|
||||
"sortBy": "排序字段",
|
||||
"sortOrder": "排序顺序",
|
||||
"createdAt": "创建时间"
|
||||
"createdAt": "创建时间",
|
||||
"rerun": "重新测试",
|
||||
"rerunConfirm": "将按当前配置创建新的回测任务,是否继续?",
|
||||
"rerunTaskNamePlaceholder": "新任务名称(留空使用「原名称 (副本)」)",
|
||||
"rerunSuccess": "已创建新回测任务",
|
||||
"rerunFailed": "重新测试失败"
|
||||
}
|
||||
}
|
||||
@@ -1363,6 +1363,11 @@
|
||||
"supportSellHint": "是否跟隨 Leader 賣出",
|
||||
"sortBy": "排序欄位",
|
||||
"sortOrder": "排序順序",
|
||||
"createdAt": "創建時間"
|
||||
"createdAt": "創建時間",
|
||||
"rerun": "重新測試",
|
||||
"rerunConfirm": "將按當前配置創建新的回測任務,是否繼續?",
|
||||
"rerunTaskNamePlaceholder": "新任務名稱(留空使用「原名稱 (副本)」)",
|
||||
"rerunSuccess": "已創建新回測任務",
|
||||
"rerunFailed": "重新測試失敗"
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,7 @@
|
||||
import { useState, useEffect } from 'react'
|
||||
import { Table, Card, Button, Select, Tag, Space, Modal, message, Row, Col, Form, Input, InputNumber, Switch, Statistic, Descriptions } from 'antd'
|
||||
import { useTranslation } from 'react-i18next'
|
||||
import { PlusOutlined, ReloadOutlined, DeleteOutlined, StopOutlined, EyeOutlined, RedoOutlined, CopyOutlined } from '@ant-design/icons'
|
||||
import { PlusOutlined, ReloadOutlined, DeleteOutlined, StopOutlined, EyeOutlined, RedoOutlined, CopyOutlined, SyncOutlined } from '@ant-design/icons'
|
||||
import { formatUSDC } from '../utils'
|
||||
import { backtestService, apiService } from '../services/api'
|
||||
import type { BacktestTaskDto, BacktestListRequest, BacktestCreateRequest, BacktestTradeDto } from '../types/backtest'
|
||||
@@ -9,8 +9,7 @@ import type { Leader } from '../types'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import AddCopyTradingModal from './CopyTradingOrders/AddModal'
|
||||
import BacktestChart from './BacktestChart'
|
||||
|
||||
const { Option } = Select
|
||||
import LeaderSelect from '../components/LeaderSelect'
|
||||
|
||||
const BacktestList: React.FC = () => {
|
||||
const { t } = useTranslation()
|
||||
@@ -36,6 +35,12 @@ const BacktestList: React.FC = () => {
|
||||
const [addCopyTradingModalVisible, setAddCopyTradingModalVisible] = useState(false)
|
||||
const [preFilledConfig, setPreFilledConfig] = useState<any>(null)
|
||||
|
||||
// 重新测试 Modal 相关状态
|
||||
const [rerunModalVisible, setRerunModalVisible] = useState(false)
|
||||
const [rerunTask, setRerunTask] = useState<BacktestTaskDto | null>(null)
|
||||
const [rerunTaskName, setRerunTaskName] = useState('')
|
||||
const [rerunLoading, setRerunLoading] = useState(false)
|
||||
|
||||
// 任务详情 Modal 相关状态
|
||||
const [detailModalVisible, setDetailModalVisible] = useState(false)
|
||||
const [detailTask, setDetailTask] = useState<BacktestTaskDto | null>(null)
|
||||
@@ -130,6 +135,38 @@ const BacktestList: React.FC = () => {
|
||||
})
|
||||
}
|
||||
|
||||
// 按配置重新测试(仅已完成任务)
|
||||
const handleRerun = (task: BacktestTaskDto) => {
|
||||
setRerunTask(task)
|
||||
setRerunTaskName(`${task.taskName} (副本)`)
|
||||
setRerunModalVisible(true)
|
||||
}
|
||||
|
||||
const handleRerunSubmit = async () => {
|
||||
if (!rerunTask) return
|
||||
setRerunLoading(true)
|
||||
try {
|
||||
const response = await backtestService.rerun({
|
||||
id: rerunTask.id,
|
||||
taskName: rerunTaskName.trim() || undefined
|
||||
})
|
||||
if (response.data.code === 0) {
|
||||
message.success(t('backtest.rerunSuccess'))
|
||||
setRerunModalVisible(false)
|
||||
setRerunTask(null)
|
||||
setRerunTaskName('')
|
||||
fetchTasks()
|
||||
} else {
|
||||
message.error(response.data.msg || t('backtest.rerunFailed'))
|
||||
}
|
||||
} catch (error) {
|
||||
console.error('Rerun backtest failed:', error)
|
||||
message.error(t('backtest.rerunFailed'))
|
||||
} finally {
|
||||
setRerunLoading(false)
|
||||
}
|
||||
}
|
||||
|
||||
// 重试任务
|
||||
const handleRetry = (id: number) => {
|
||||
Modal.confirm({
|
||||
@@ -545,14 +582,24 @@ const BacktestList: React.FC = () => {
|
||||
{t('common.viewDetail')}
|
||||
</Button>
|
||||
{record.status === 'COMPLETED' && (
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<CopyOutlined />}
|
||||
onClick={() => handleCreateCopyTrading(record)}
|
||||
>
|
||||
{t('backtest.createCopyTrading')}
|
||||
</Button>
|
||||
<>
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<SyncOutlined />}
|
||||
onClick={() => handleRerun(record)}
|
||||
>
|
||||
{t('backtest.rerun')}
|
||||
</Button>
|
||||
<Button
|
||||
type="link"
|
||||
size="small"
|
||||
icon={<CopyOutlined />}
|
||||
onClick={() => handleCreateCopyTrading(record)}
|
||||
>
|
||||
{t('backtest.createCopyTrading')}
|
||||
</Button>
|
||||
</>
|
||||
)}
|
||||
{record.status === 'RUNNING' && (
|
||||
<Button
|
||||
@@ -675,6 +722,30 @@ const BacktestList: React.FC = () => {
|
||||
</Space>
|
||||
</Card>
|
||||
|
||||
{/* 重新测试 Modal */}
|
||||
<Modal
|
||||
title={t('backtest.rerun')}
|
||||
open={rerunModalVisible}
|
||||
onCancel={() => {
|
||||
setRerunModalVisible(false)
|
||||
setRerunTask(null)
|
||||
setRerunTaskName('')
|
||||
}}
|
||||
onOk={handleRerunSubmit}
|
||||
okText={t('common.confirm')}
|
||||
cancelText={t('common.cancel')}
|
||||
confirmLoading={rerunLoading}
|
||||
destroyOnClose
|
||||
>
|
||||
<p style={{ marginBottom: 8 }}>{t('backtest.rerunConfirm')}</p>
|
||||
<Input
|
||||
value={rerunTaskName}
|
||||
onChange={(e) => setRerunTaskName(e.target.value)}
|
||||
placeholder={t('backtest.rerunTaskNamePlaceholder')}
|
||||
maxLength={100}
|
||||
/>
|
||||
</Modal>
|
||||
|
||||
{/* 创建回测任务 Modal */}
|
||||
<Modal
|
||||
title={t('backtest.createTask')}
|
||||
@@ -719,16 +790,10 @@ const BacktestList: React.FC = () => {
|
||||
name="leaderId"
|
||||
rules={[{ required: true, message: t('backtest.leaderRequired') || '请选择 Leader' }]}
|
||||
>
|
||||
<Select placeholder={t('backtest.leader')} showSearch>
|
||||
{leaders.map((leader) => (
|
||||
<Option key={leader.id} value={leader.id}>
|
||||
<div style={{ display: 'flex', flexDirection: 'column' }}>
|
||||
<span>{leader.leaderName || `Leader ${leader.id}`}</span>
|
||||
<span style={{ fontSize: '12px', color: '#999' }}>{leader.leaderAddress}</span>
|
||||
</div>
|
||||
</Option>
|
||||
))}
|
||||
</Select>
|
||||
<LeaderSelect
|
||||
leaders={leaders}
|
||||
placeholder={t('backtest.leader')}
|
||||
/>
|
||||
</Form.Item>
|
||||
</Col>
|
||||
</Row>
|
||||
@@ -945,6 +1010,12 @@ const BacktestList: React.FC = () => {
|
||||
footer={
|
||||
detailTask && detailTask.status === 'COMPLETED' && detailConfig ? (
|
||||
<Space style={{ width: '100%', justifyContent: 'flex-end' }}>
|
||||
<Button icon={<SyncOutlined />} onClick={() => {
|
||||
setDetailModalVisible(false)
|
||||
handleRerun(detailTask)
|
||||
}}>
|
||||
{t('backtest.rerun')}
|
||||
</Button>
|
||||
<Button type="primary" icon={<CopyOutlined />} onClick={() => {
|
||||
const preFilled = {
|
||||
leaderId: detailTask.leaderId,
|
||||
|
||||
@@ -9,6 +9,7 @@ import { useTranslation } from 'react-i18next'
|
||||
import { useMediaQuery } from 'react-responsive'
|
||||
import AccountImportForm from '../../components/AccountImportForm'
|
||||
import LeaderAddForm from '../../components/LeaderAddForm'
|
||||
import LeaderSelect from '../../components/LeaderSelect'
|
||||
|
||||
const { Option } = Select
|
||||
|
||||
@@ -467,8 +468,10 @@ const AddModal: React.FC<AddModalProps> = ({
|
||||
name="leaderId"
|
||||
rules={[{ required: true, message: t('copyTradingAdd.leaderRequired') || '请选择 Leader' }]}
|
||||
>
|
||||
<Select
|
||||
<LeaderSelect
|
||||
leaders={leaders}
|
||||
placeholder={t('copyTradingAdd.selectLeaderPlaceholder') || '请选择 Leader'}
|
||||
onSelectChange={(value) => fetchLeaderAssetInfo(value)}
|
||||
notFoundContent={
|
||||
leaders.length === 0 ? (
|
||||
<div style={{ textAlign: 'center', padding: '12px' }}>
|
||||
@@ -484,14 +487,7 @@ const AddModal: React.FC<AddModalProps> = ({
|
||||
</div>
|
||||
) : null
|
||||
}
|
||||
onChange={(value) => fetchLeaderAssetInfo(value)}
|
||||
>
|
||||
{leaders.map(leader => (
|
||||
<Option key={leader.id} value={leader.id}>
|
||||
{leader.leaderName || `Leader ${leader.id}`} ({leader.leaderAddress.slice(0, 6)}...{leader.leaderAddress.slice(-4)})
|
||||
</Option>
|
||||
))}
|
||||
</Select>
|
||||
/>
|
||||
</Form.Item>
|
||||
|
||||
{/* Leader 资产信息 */}
|
||||
|
||||
@@ -323,7 +323,10 @@ const EditModal: React.FC<EditModalProps> = ({
|
||||
>
|
||||
<Select disabled>
|
||||
<Option value={copyTrading.leaderId}>
|
||||
{copyTrading.leaderName || `Leader ${copyTrading.leaderId}`} ({copyTrading.leaderAddress.slice(0, 6)}...{copyTrading.leaderAddress.slice(-4)})
|
||||
<div style={{ display: 'flex', flexDirection: 'column' }}>
|
||||
<span>{copyTrading.leaderName || `Leader ${copyTrading.leaderId}`}</span>
|
||||
<span style={{ fontSize: '12px', color: '#999' }}>{copyTrading.leaderAddress}</span>
|
||||
</div>
|
||||
</Option>
|
||||
</Select>
|
||||
</Form.Item>
|
||||
|
||||
@@ -797,6 +797,11 @@ export const backtestService = {
|
||||
/**
|
||||
* 重试回测任务
|
||||
*/
|
||||
retry: (data: { id: number }) => apiClient.post('/backtest/tasks/retry', data)
|
||||
retry: (data: { id: number }) => apiClient.post('/backtest/tasks/retry', data),
|
||||
|
||||
/**
|
||||
* 按当前配置重新测试(仅支持已完成任务,创建同名配置的新任务)
|
||||
*/
|
||||
rerun: (data: { id: number; taskName?: string }) => apiClient.post('/backtest/tasks/rerun', data)
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user