feat: 实现回测功能
## 功能概述 实现完整的回测功能,支持基于历史数据模拟跟单策略的执行效果。 ## 后端实现 - 数据库:新增 backtest_task 和 backtest_trade 表(V27迁移脚本) - 实体类:BacktestTask、BacktestTrade - Repository:BacktestTaskRepository、BacktestTradeRepository - Service: - BacktestService:回测任务管理(CRUD) - BacktestDataService:从 Polymarket Data API 获取历史交易数据 - BacktestExecutionService:回测算法核心实现 - BacktestPollingService:定时轮询执行回测任务 - Controller:BacktestController(6个API接口) - DTO:BacktestDto、TradeData - 错误码:新增回测相关错误码和国际化消息 ## 前端实现 - 页面组件: - BacktestList:回测任务列表 - BacktestCreate:创建回测任务 - BacktestDetail:回测详情(含图表) - BacktestChart:资金曲线图表(使用 ECharts) - 类型定义:backtest.ts - API 服务:集成所有回测接口 - 国际化:支持中英文 ## 核心特性 - 回测天数限制:1-15 天 - 数据获取:直接从 Polymarket Data API 获取历史交易(不使用缓存表) - 任务执行:同一时刻只执行一个任务,按创建时间顺序执行最早创建的任务 - 回测算法:完整实现市场结算、卖出匹配、价格容忍度、每日订单限制等规则 - 实时进度:支持任务进度更新和实时轮询 ## 文档更新 - BACKTEST_PRD.md:产品需求文档 - BACKTEST_TECHNICAL_DESIGN.md:技术设计文档 - BACKTEST_REVIEW_CHECKLIST.md:设计评审检查清单 ## 其他修改 - 移除 max_position_count 配置(V26迁移脚本) - 移除 BacktestSyncService(不再需要实时同步) - 修复前后端编译错误
This commit is contained in:
Generated
+33
-13
@@ -11,6 +11,7 @@
|
||||
"antd": "^5.12.0",
|
||||
"antd-mobile": "^5.34.0",
|
||||
"axios": "^1.6.2",
|
||||
"echarts": "^6.0.0",
|
||||
"ethers": "^6.16.0",
|
||||
"i18next": "^25.7.1",
|
||||
"react": "^18.2.0",
|
||||
@@ -158,7 +159,6 @@
|
||||
"resolved": "https://registry.npmjs.org/@babel/core/-/core-7.28.5.tgz",
|
||||
"integrity": "sha512-e7jT4DxYvIDLk1ZHmU/m/mB19rex9sv0c2ftBtjSBv+kVM/902eh0fINUzD7UwLLNR+jU585GxUJ8/EBfAM5fw==",
|
||||
"dev": true,
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"@babel/code-frame": "^7.27.1",
|
||||
"@babel/generator": "^7.28.5",
|
||||
@@ -1677,7 +1677,6 @@
|
||||
"version": "18.3.27",
|
||||
"resolved": "https://registry.npmjs.org/@types/react/-/react-18.3.27.tgz",
|
||||
"integrity": "sha512-cisd7gxkzjBKU2GgdYrTdtQx1SORymWyaAFhaxQPK9bYO9ot3Y5OikQRvY0VYQtvwjeQnizCINJAenh/V7MK2w==",
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"@types/prop-types": "*",
|
||||
"csstype": "^3.2.2"
|
||||
@@ -1743,7 +1742,6 @@
|
||||
"resolved": "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-6.21.0.tgz",
|
||||
"integrity": "sha512-tbsV1jPne5CkFQCgPBcDOt30ItF7aJoZL997JSF7MhGQqOeT3svWRYxiqlfA5RUdlHN6Fi+EI9bxqbdyAUZjYQ==",
|
||||
"dev": true,
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"@typescript-eslint/scope-manager": "6.21.0",
|
||||
"@typescript-eslint/types": "6.21.0",
|
||||
@@ -1940,7 +1938,6 @@
|
||||
"resolved": "https://registry.npmjs.org/acorn/-/acorn-8.15.0.tgz",
|
||||
"integrity": "sha512-NZyJarBfL7nWwIq+FDL6Zp/yHEhePMNnnJ0y3qfieCrmNvYct8uvtiV41UvlSe6apAfk0fY1FbWx+NwfmpvtTg==",
|
||||
"dev": true,
|
||||
"peer": true,
|
||||
"bin": {
|
||||
"acorn": "bin/acorn"
|
||||
},
|
||||
@@ -2259,7 +2256,6 @@
|
||||
"url": "https://github.com/sponsors/ai"
|
||||
}
|
||||
],
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"baseline-browser-mapping": "^2.8.25",
|
||||
"caniuse-lite": "^1.0.30001754",
|
||||
@@ -2471,8 +2467,7 @@
|
||||
"node_modules/dayjs": {
|
||||
"version": "1.11.19",
|
||||
"resolved": "https://registry.npmjs.org/dayjs/-/dayjs-1.11.19.tgz",
|
||||
"integrity": "sha512-t5EcLVS6QPBNqM2z8fakk/NKel+Xzshgt8FFKAn+qwlD1pzZWxh0nVCrvFK7ZDb6XucZeF9z8C7CBWTRIVApAw==",
|
||||
"peer": true
|
||||
"integrity": "sha512-t5EcLVS6QPBNqM2z8fakk/NKel+Xzshgt8FFKAn+qwlD1pzZWxh0nVCrvFK7ZDb6XucZeF9z8C7CBWTRIVApAw=="
|
||||
},
|
||||
"node_modules/debug": {
|
||||
"version": "4.4.3",
|
||||
@@ -2581,6 +2576,22 @@
|
||||
"node": ">= 0.4"
|
||||
}
|
||||
},
|
||||
"node_modules/echarts": {
|
||||
"version": "6.0.0",
|
||||
"resolved": "https://registry.npmjs.org/echarts/-/echarts-6.0.0.tgz",
|
||||
"integrity": "sha512-Tte/grDQRiETQP4xz3iZWSvoHrkCQtwqd6hs+mifXcjrCuo2iKWbajFObuLJVBlDIJlOzgQPd1hsaKt/3+OMkQ==",
|
||||
"license": "Apache-2.0",
|
||||
"dependencies": {
|
||||
"tslib": "2.3.0",
|
||||
"zrender": "6.0.0"
|
||||
}
|
||||
},
|
||||
"node_modules/echarts/node_modules/tslib": {
|
||||
"version": "2.3.0",
|
||||
"resolved": "https://registry.npmjs.org/tslib/-/tslib-2.3.0.tgz",
|
||||
"integrity": "sha512-N82ooyxVNm6h1riLCoyS9e3fuJ3AMG2zIZs2Gd1ATcSFjSA23Q0fzjjZeh0jbJvWVDZ0cJT8yaNNaaXHzueNjg==",
|
||||
"license": "0BSD"
|
||||
},
|
||||
"node_modules/electron-to-chromium": {
|
||||
"version": "1.5.258",
|
||||
"resolved": "https://registry.npmjs.org/electron-to-chromium/-/electron-to-chromium-1.5.258.tgz",
|
||||
@@ -2693,7 +2704,6 @@
|
||||
"integrity": "sha512-ypowyDxpVSYpkXr9WPv2PAZCtNip1Mv5KTW0SCurXv/9iOpcrH9PaqUElksqEB6pChqHGDRCFTyrZlGhnLNGiA==",
|
||||
"deprecated": "This version is no longer supported. Please see https://eslint.org/version-support for other options.",
|
||||
"dev": true,
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"@eslint-community/eslint-utils": "^4.2.0",
|
||||
"@eslint-community/regexpp": "^4.6.1",
|
||||
@@ -3372,7 +3382,6 @@
|
||||
"url": "https://www.i18next.com/how-to/faq#i18next-is-awesome.-how-can-i-support-the-project"
|
||||
}
|
||||
],
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"@babel/runtime": "^7.28.4"
|
||||
},
|
||||
@@ -5441,7 +5450,6 @@
|
||||
"version": "18.3.1",
|
||||
"resolved": "https://registry.npmjs.org/react/-/react-18.3.1.tgz",
|
||||
"integrity": "sha512-wS+hAgJShR0KhEvPJArfuPVN1+Hz1t0Y6n5jLrGQbkb4urgPE/0Rve+1kMB1v/oWgHgm4WIcV+i7F2pTVj+2iQ==",
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"loose-envify": "^1.1.0"
|
||||
},
|
||||
@@ -5453,7 +5461,6 @@
|
||||
"version": "18.3.1",
|
||||
"resolved": "https://registry.npmjs.org/react-dom/-/react-dom-18.3.1.tgz",
|
||||
"integrity": "sha512-5m4nQKp+rZRb09LNH59GM4BxTh9251/ylbKIbpe7TpGxfJ+9kv6BLkLBXIjjspbgbnIBNqlI23tRnTWT0snUIw==",
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"loose-envify": "^1.1.0",
|
||||
"scheduler": "^0.23.2"
|
||||
@@ -6021,7 +6028,6 @@
|
||||
"resolved": "https://registry.npmjs.org/typescript/-/typescript-5.9.3.tgz",
|
||||
"integrity": "sha512-jl1vZzPDinLr9eUt3J/t7V6FgNEw9QjvBPdysz9KfQDD41fQrC2Y4vKQdiaUpFT4bXlb1RHhLpp8wtm6M5TgSw==",
|
||||
"devOptional": true,
|
||||
"peer": true,
|
||||
"bin": {
|
||||
"tsc": "bin/tsc",
|
||||
"tsserver": "bin/tsserver"
|
||||
@@ -6194,7 +6200,6 @@
|
||||
"resolved": "https://registry.npmjs.org/vite/-/vite-5.4.21.tgz",
|
||||
"integrity": "sha512-o5a9xKjbtuhY6Bi5S3+HvbRERmouabWbyUcpXXUA1u+GNUKoROi9byOJ8M0nHbHYHkYICiMlqxkg1KkYmm25Sw==",
|
||||
"dev": true,
|
||||
"peer": true,
|
||||
"dependencies": {
|
||||
"esbuild": "^0.21.3",
|
||||
"postcss": "^8.4.43",
|
||||
@@ -6325,6 +6330,21 @@
|
||||
"url": "https://github.com/sponsors/sindresorhus"
|
||||
}
|
||||
},
|
||||
"node_modules/zrender": {
|
||||
"version": "6.0.0",
|
||||
"resolved": "https://registry.npmjs.org/zrender/-/zrender-6.0.0.tgz",
|
||||
"integrity": "sha512-41dFXEEXuJpNecuUQq6JlbybmnHaqqpGlbH1yxnA5V9MMP4SbohSVZsJIwz+zdjQXSSlR1Vc34EgH1zxyTDvhg==",
|
||||
"license": "BSD-3-Clause",
|
||||
"dependencies": {
|
||||
"tslib": "2.3.0"
|
||||
}
|
||||
},
|
||||
"node_modules/zrender/node_modules/tslib": {
|
||||
"version": "2.3.0",
|
||||
"resolved": "https://registry.npmjs.org/tslib/-/tslib-2.3.0.tgz",
|
||||
"integrity": "sha512-N82ooyxVNm6h1riLCoyS9e3fuJ3AMG2zIZs2Gd1ATcSFjSA23Q0fzjjZeh0jbJvWVDZ0cJT8yaNNaaXHzueNjg==",
|
||||
"license": "0BSD"
|
||||
},
|
||||
"node_modules/zustand": {
|
||||
"version": "4.5.7",
|
||||
"resolved": "https://registry.npmjs.org/zustand/-/zustand-4.5.7.tgz",
|
||||
|
||||
Reference in New Issue
Block a user