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:
WrBug
2026-01-31 07:27:36 +08:00
parent fabbd81f22
commit cdd02e9f3d
34 changed files with 4880 additions and 76 deletions
+6
View File
@@ -32,6 +32,9 @@ import SystemSettings from './pages/SystemSettings'
import ApiHealthStatus from './pages/ApiHealthStatus'
import RpcNodeSettings from './pages/RpcNodeSettings'
import Announcements from './pages/Announcements'
import BacktestList from './pages/BacktestList'
import BacktestCreate from './pages/BacktestCreate'
import BacktestDetail from './pages/BacktestDetail'
import { wsManager } from './services/websocket'
import type { OrderPushMessage } from './types'
import { apiService } from './services/api'
@@ -254,6 +257,9 @@ function App() {
<Route path="/copy-trading/orders/sell/:copyTradingId" element={<ProtectedRoute><CopyTradingSellOrders /></ProtectedRoute>} />
<Route path="/copy-trading/orders/matched/:copyTradingId" element={<ProtectedRoute><CopyTradingMatchedOrders /></ProtectedRoute>} />
<Route path="/copy-trading/filtered-orders/:id" element={<ProtectedRoute><FilteredOrdersList /></ProtectedRoute>} />
<Route path="/backtest" element={<ProtectedRoute><BacktestList /></ProtectedRoute>} />
<Route path="/backtest/create" element={<ProtectedRoute><BacktestCreate /></ProtectedRoute>} />
<Route path="/backtest/detail/:id" element={<ProtectedRoute><BacktestDetail /></ProtectedRoute>} />
<Route path="/config" element={<ProtectedRoute><ConfigPage /></ProtectedRoute>} />
<Route path="/positions" element={<ProtectedRoute><PositionList /></ProtectedRoute>} />
<Route path="/statistics" element={<ProtectedRoute><Statistics /></ProtectedRoute>} />
+7 -1
View File
@@ -20,7 +20,8 @@ import {
CheckCircleOutlined,
SendOutlined,
ApiOutlined,
NotificationOutlined
NotificationOutlined,
LineChartOutlined
} from '@ant-design/icons'
import type { MenuProps } from 'antd'
import type { ReactNode } from 'react'
@@ -156,6 +157,11 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
icon: <UnorderedListOutlined />,
label: t('menu.positions')
},
{
key: '/backtest',
icon: <LineChartOutlined />,
label: t('menu.backtest') || '回测'
},
{
key: '/statistics',
icon: <BarChartOutlined />,
+101
View File
@@ -240,6 +240,7 @@
"templates": "Templates",
"copyTradingConfig": "Copy Trading Config",
"positions": "Position Management",
"backtest": "Backtest",
"statistics": "Statistics",
"announcements": "Announcements",
"users": "User Management",
@@ -1226,5 +1227,105 @@
"providerQuickNode": "QuickNode",
"providerChainstack": "Chainstack",
"providerGetBlock": "GetBlock"
},
"backtest": {
"title": "Backtest",
"taskName": "Task Name",
"leader": "Leader",
"initialBalance": "Initial Balance",
"backtestDays": "Backtest Days",
"status": "Status",
"progress": "Progress",
"startTime": "Start Time",
"endTime": "End Time",
"finalBalance": "Final Balance",
"profitAmount": "Profit Amount",
"profitRate": "Profit Rate",
"totalTrades": "Total Trades",
"buyTrades": "Buy Trades",
"sellTrades": "Sell Trades",
"winTrades": "Win Trades",
"lossTrades": "Loss Trades",
"winRate": "Win Rate",
"maxProfit": "Max Profit",
"maxLoss": "Max Loss",
"maxDrawdown": "Max Drawdown",
"avgHoldingTime": "Avg Holding Time",
"statusPending": "Pending",
"statusRunning": "Running",
"statusCompleted": "Completed",
"statusStopped": "Stopped",
"statusFailed": "Failed",
"createTask": "Create Backtest Task",
"taskList": "Backtest Task List",
"taskDetail": "Backtest Task Detail",
"tradeRecords": "Trade Records",
"config": "Configuration",
"statistics": "Statistics",
"chart": "Balance Chart",
"createSuccess": "Created successfully",
"createFailed": "Failed to create",
"deleteSuccess": "Deleted successfully",
"deleteFailed": "Failed to delete",
"stopSuccess": "Stopped successfully",
"stopFailed": "Failed to stop",
"deleteConfirm": "Are you sure you want to delete this backtest task?",
"stopConfirm": "Are you sure you want to stop this backtest task?",
"noTasks": "No backtest tasks",
"noTrades": "No trade records",
"fetchTasksFailed": "Failed to fetch task list",
"fetchTaskDetailFailed": "Failed to fetch task detail",
"fetchTradesFailed": "Failed to fetch trade records",
"balanceChart": "Balance Change",
"pnlChart": "PnL Change",
"executionTime": "Execution Time",
"runningDuration": "Running Duration",
"estimatedRemaining": "Estimated Remaining",
"leaderAddress": "Leader Address",
"leaderName": "Leader Name",
"copyMode": "Copy Mode",
"copyModeRatio": "Ratio",
"copyModeFixed": "Fixed Amount",
"copyRatio": "Copy Ratio",
"fixedAmount": "Fixed Amount",
"maxOrderSize": "Max Order Size",
"minOrderSize": "Min Order Size",
"maxDailyLoss": "Max Daily Loss",
"maxDailyOrders": "Max Daily Orders",
"priceTolerance": "Price Tolerance",
"delaySeconds": "Delay Seconds",
"supportSell": "Support Sell",
"minOrderDepth": "Min Order Depth",
"maxSpread": "Max Spread",
"minPrice": "Min Price",
"maxPrice": "Max Price",
"maxPositionValue": "Max Position Value",
"keywordFilterMode": "Keyword Filter Mode",
"keywordFilterModeDisabled": "Disabled",
"keywordFilterModeWhitelist": "Whitelist",
"keywordFilterModeBlacklist": "Blacklist",
"keywords": "Keywords",
"maxMarketEndDate": "Market End Date Limit",
"tradeTime": "Trade Time",
"marketId": "Market ID",
"marketTitle": "Market Title",
"side": "Side",
"sideBuy": "Buy",
"sideSell": "Sell",
"sideSettlement": "Settlement",
"outcome": "Outcome",
"quantity": "Quantity",
"price": "Price",
"amount": "Amount",
"fee": "Fee",
"profitLoss": "Profit/Loss",
"balanceAfter": "Balance After",
"leaderTradeId": "Leader Trade ID",
"loading": "Loading...",
"refreshing": "Refreshing...",
"starting": "Starting...",
"stopping": "Stopping...",
"errorOccurred": "Error occurred",
"retry": "Retry"
}
}
+101
View File
@@ -240,6 +240,7 @@
"templates": "跟单模板",
"copyTradingConfig": "跟单配置",
"positions": "仓位管理",
"backtest": "回测",
"statistics": "统计信息",
"announcements": "公告",
"users": "用户管理",
@@ -1226,5 +1227,105 @@
"providerQuickNode": "QuickNode",
"providerChainstack": "Chainstack",
"providerGetBlock": "GetBlock"
},
"backtest": {
"title": "回测",
"taskName": "任务名称",
"leader": "Leader",
"initialBalance": "初始资金",
"backtestDays": "回测天数",
"status": "状态",
"progress": "进度",
"startTime": "开始时间",
"endTime": "结束时间",
"finalBalance": "最终资金",
"profitAmount": "收益金额",
"profitRate": "收益率",
"totalTrades": "总交易数",
"buyTrades": "买入笔数",
"sellTrades": "卖出笔数",
"winTrades": "盈利笔数",
"lossTrades": "亏损笔数",
"winRate": "胜率",
"maxProfit": "最大单笔盈利",
"maxLoss": "最大单笔亏损",
"maxDrawdown": "最大回撤",
"avgHoldingTime": "平均持仓时间",
"statusPending": "等待中",
"statusRunning": "运行中",
"statusCompleted": "已完成",
"statusStopped": "已停止",
"statusFailed": "失败",
"createTask": "创建回测任务",
"taskList": "回测任务列表",
"taskDetail": "回测任务详情",
"tradeRecords": "交易记录",
"config": "配置",
"statistics": "统计",
"chart": "资金曲线",
"createSuccess": "创建成功",
"createFailed": "创建失败",
"deleteSuccess": "删除成功",
"deleteFailed": "删除失败",
"stopSuccess": "停止成功",
"stopFailed": "停止失败",
"deleteConfirm": "确定删除此回测任务吗?",
"stopConfirm": "确定停止此回测任务吗?",
"noTasks": "暂无回测任务",
"noTrades": "暂无交易记录",
"fetchTasksFailed": "获取任务列表失败",
"fetchTaskDetailFailed": "获取任务详情失败",
"fetchTradesFailed": "获取交易记录失败",
"balanceChart": "资金变化",
"pnlChart": "盈亏变化",
"executionTime": "执行时间",
"runningDuration": "运行时长",
"estimatedRemaining": "预计剩余",
"leaderAddress": "Leader 地址",
"leaderName": "Leader 名称",
"copyMode": "跟单模式",
"copyModeRatio": "比例",
"copyModeFixed": "固定金额",
"copyRatio": "跟单比例",
"fixedAmount": "固定金额",
"maxOrderSize": "最大单笔订单",
"minOrderSize": "最小单笔订单",
"maxDailyLoss": "最大每日亏损",
"maxDailyOrders": "最大每日订单数",
"priceTolerance": "价格容忍度",
"delaySeconds": "延迟秒数",
"supportSell": "支持卖出",
"minOrderDepth": "最小订单深度",
"maxSpread": "最大价差",
"minPrice": "最低价格",
"maxPrice": "最高价格",
"maxPositionValue": "最大仓位金额",
"keywordFilterMode": "关键字过滤模式",
"keywordFilterModeDisabled": "禁用",
"keywordFilterModeWhitelist": "白名单",
"keywordFilterModeBlacklist": "黑名单",
"keywords": "关键字",
"maxMarketEndDate": "市场截止时间限制",
"tradeTime": "交易时间",
"marketId": "市场ID",
"marketTitle": "市场标题",
"side": "方向",
"sideBuy": "买入",
"sideSell": "卖出",
"sideSettlement": "结算",
"outcome": "结果",
"quantity": "数量",
"price": "价格",
"amount": "金额",
"fee": "手续费",
"profitLoss": "盈亏",
"balanceAfter": "交易后余额",
"leaderTradeId": "Leader 交易ID",
"loading": "加载中...",
"refreshing": "刷新中...",
"starting": "启动中...",
"stopping": "停止中...",
"errorOccurred": "发生错误",
"retry": "重试"
}
}
+101
View File
@@ -240,6 +240,7 @@
"templates": "跟單模板",
"copyTradingConfig": "跟單配置",
"positions": "倉位管理",
"backtest": "回測",
"statistics": "統計信息",
"announcements": "公告",
"users": "用戶管理",
@@ -1226,5 +1227,105 @@
"providerQuickNode": "QuickNode",
"providerChainstack": "Chainstack",
"providerGetBlock": "GetBlock"
},
"backtest": {
"title": "回測",
"taskName": "任務名稱",
"leader": "Leader",
"initialBalance": "初始資金",
"backtestDays": "回測天數",
"status": "狀態",
"progress": "進度",
"startTime": "開始時間",
"endTime": "結束時間",
"finalBalance": "最終資金",
"profitAmount": "收益金額",
"profitRate": "收益率",
"totalTrades": "總交易數",
"buyTrades": "買入筆數",
"sellTrades": "賣出筆數",
"winTrades": "盈利筆數",
"lossTrades": "虧損筆數",
"winRate": "勝率",
"maxProfit": "最大單筆盈利",
"maxLoss": "最大單筆虧損",
"maxDrawdown": "最大回撤",
"avgHoldingTime": "平均持倉時間",
"statusPending": "等待中",
"statusRunning": "運行中",
"statusCompleted": "已完成",
"statusStopped": "已停止",
"statusFailed": "失敗",
"createTask": "創建回測任務",
"taskList": "回測任務列表",
"taskDetail": "回測任務詳情",
"tradeRecords": "交易記錄",
"config": "配置",
"statistics": "統計",
"chart": "資金曲線",
"createSuccess": "創建成功",
"createFailed": "創建失敗",
"deleteSuccess": "刪除成功",
"deleteFailed": "刪除失敗",
"stopSuccess": "停止成功",
"stopFailed": "停止失敗",
"deleteConfirm": "確定刪除此回測任務嗎?",
"stopConfirm": "確定停止此回測任務嗎?",
"noTasks": "暫無回測任務",
"noTrades": "暫無交易記錄",
"fetchTasksFailed": "獲取任務列表失敗",
"fetchTaskDetailFailed": "獲取任務詳情失敗",
"fetchTradesFailed": "獲取交易記錄失敗",
"balanceChart": "資金變化",
"pnlChart": "盈虧變化",
"executionTime": "執行時間",
"runningDuration": "運行時長",
"estimatedRemaining": "預計剩餘",
"leaderAddress": "Leader 地址",
"leaderName": "Leader 名稱",
"copyMode": "跟單模式",
"copyModeRatio": "比例",
"copyModeFixed": "固定金額",
"copyRatio": "跟單比例",
"fixedAmount": "固定金額",
"maxOrderSize": "最大單筆訂單",
"minOrderSize": "最小單筆訂單",
"maxDailyLoss": "最大每日虧損",
"maxDailyOrders": "最大每日訂單數",
"priceTolerance": "價格容忍度",
"delaySeconds": "延遲秒數",
"supportSell": "支持賣出",
"minOrderDepth": "最小訂單深度",
"maxSpread": "最大價差",
"minPrice": "最低價格",
"maxPrice": "最高價格",
"maxPositionValue": "最大倉位金額",
"keywordFilterMode": "關鍵字過濾模式",
"keywordFilterModeDisabled": "禁用",
"keywordFilterModeWhitelist": "白名單",
"keywordFilterModeBlacklist": "黑名單",
"keywords": "關鍵字",
"maxMarketEndDate": "市場截止時間限制",
"tradeTime": "交易時間",
"marketId": "市場ID",
"marketTitle": "市場標題",
"side": "方向",
"sideBuy": "買入",
"sideSell": "賣出",
"sideSettlement": "結算",
"outcome": "結果",
"quantity": "數量",
"price": "價格",
"amount": "金額",
"fee": "手續費",
"profitLoss": "盈虧",
"balanceAfter": "交易後餘額",
"leaderTradeId": "Leader 交易ID",
"loading": "加載中...",
"refreshing": "刷新中...",
"starting": "啟動中...",
"stopping": "停止中...",
"errorOccurred": "發生錯誤",
"retry": "重試"
}
}
+216
View File
@@ -0,0 +1,216 @@
import { useEffect, useRef } from 'react'
import * as echarts from 'echarts'
import type { EChartsOption } from 'echarts'
import { useTranslation } from 'react-i18next'
interface BacktestChartProps {
trades: {
tradeTime: number
balanceAfter: string
}[]
}
const BacktestChart: React.FC<BacktestChartProps> = ({ trades }) => {
const { t } = useTranslation()
const chartRef = useRef<HTMLDivElement>(null)
const chartInstance = useRef<echarts.ECharts | null>(null)
useEffect(() => {
if (!chartRef.current) return
// 初始化图表
chartInstance.current = echarts.init(chartRef.current)
// 监听窗口大小变化
const handleResize = () => {
chartInstance.current?.resize()
}
window.addEventListener('resize', handleResize)
return () => {
window.removeEventListener('resize', handleResize)
chartInstance.current?.dispose()
}
}, [])
useEffect(() => {
if (!chartInstance.current || trades.length === 0) return
// 准备数据
const data = trades.map((trade) => ({
time: new Date(trade.tradeTime).toLocaleString(),
value: parseFloat(trade.balanceAfter)
}))
// 初始余额(第一笔交易前的余额)
const initialBalance = data[0]?.value || 0
// 数据压缩:如果数据点太多,进行采样
const maxPoints = 500 // 最多显示500个点
let compressedData = data
if (data.length > maxPoints) {
const step = Math.ceil(data.length / maxPoints)
compressedData = data.filter((_, index) => index % step === 0)
// 确保最后一个点被包含
if (compressedData[compressedData.length - 1] !== data[data.length - 1]) {
compressedData.push(data[data.length - 1])
}
}
const times = compressedData.map(item => item.time)
const values = compressedData.map(item => item.value)
const option: EChartsOption = {
tooltip: {
trigger: 'axis',
formatter: (params: any) => {
const param = params[0]
const value = parseFloat(param.value).toFixed(2)
const diffValue = param.value - initialBalance
const diff = diffValue.toFixed(2)
const diffPercent = (diffValue / initialBalance * 100).toFixed(2)
const color = diffValue >= 0 ? '#52c41a' : '#ff4d4f'
return `
<div>
<div>${t('backtest.tradeTime')}: ${param.name}</div>
<div>${t('backtest.balanceAfter')}: ${value} USDC</div>
<div style="color: ${color}">
${t('backtest.profitLoss')}: ${diff} USDC (${diffPercent}%)
</div>
</div>
`
}
},
grid: {
left: '3%',
right: '4%',
bottom: '3%',
top: '8%',
containLabel: true
},
xAxis: {
type: 'category',
data: times,
axisLabel: {
rotate: 45,
formatter: (value: string) => {
// 简化时间显示,只显示 HH:mm
const parts = value.split(' ')
if (parts.length > 1) {
const timeParts = parts[1].split(':')
if (timeParts.length >= 2) {
return `${timeParts[0]}:${timeParts[1]}`
}
}
return value
}
},
axisLine: {
lineStyle: {
color: '#e0e0e0'
}
},
axisTick: {
alignWithLabel: true,
lineStyle: {
color: '#e0e0e0'
}
}
},
yAxis: {
type: 'value',
name: 'USDC',
nameLocation: 'end',
nameGap: 10,
axisLabel: {
formatter: (value: number) => value.toFixed(2)
},
splitLine: {
lineStyle: {
color: '#f0f0f0'
}
},
axisLine: {
lineStyle: {
color: '#e0e0e0'
}
}
},
series: [
{
name: t('backtest.balanceAfter'),
type: 'line',
data: values,
smooth: true,
symbol: 'circle',
symbolSize: 4,
lineStyle: {
width: 2,
color: '#1890ff'
},
itemStyle: {
color: '#1890ff'
},
areaStyle: {
color: {
type: 'linear',
x: 0,
y: 0,
x2: 0,
y2: 1,
colorStops: [
{ offset: 0, color: 'rgba(24, 144, 255, 0.3)' },
{ offset: 1, color: 'rgba(24, 144, 255, 0.05)' }
]
}
},
markLine: {
data: [
{
name: t('backtest.initialBalance'),
yAxis: initialBalance,
label: {
formatter: `${t('backtest.initialBalance')}: ${initialBalance.toFixed(2)}`
},
lineStyle: {
type: 'dashed',
color: '#999',
width: 1
}
}
]
}
}
],
dataZoom: [
{
type: 'inside',
start: 0,
end: 100
},
{
type: 'slider',
start: 0,
end: 100,
height: 20,
bottom: 20
}
]
}
chartInstance.current.setOption(option)
}, [trades, t])
return (
<div
ref={chartRef}
style={{
width: '100%',
height: 400
}}
/>
)
}
export default BacktestChart
+408
View File
@@ -0,0 +1,408 @@
import { useState, useEffect } from 'react'
import { Card, Form, Button, Input, InputNumber, Select, Switch, message, Space, Row, Col } from 'antd'
import { ArrowLeftOutlined, SaveOutlined } from '@ant-design/icons'
import { useTranslation } from 'react-i18next'
import { useNavigate } from 'react-router-dom'
import { backtestService } from '../services/api'
import { apiService } from '../services/api'
import type { Leader } from '../types'
import type { BacktestCreateRequest } from '../types/backtest'
const { Option } = Select
const BacktestCreate: React.FC = () => {
const { t } = useTranslation()
const navigate = useNavigate()
const [form] = Form.useForm()
const [loading, setLoading] = useState(false)
const [leaders, setLeaders] = useState<Leader[]>([])
const [copyMode, setCopyMode] = useState<'RATIO' | 'FIXED'>('RATIO')
// 获取 Leader 列表
useEffect(() => {
const fetchLeaders = async () => {
try {
const response = await apiService.leaders.list({})
if (response.data.code === 0 && response.data.data) {
setLeaders(response.data.data.list || [])
}
} catch (error) {
console.error('Failed to fetch leaders:', error)
}
}
fetchLeaders()
}, [])
// 提交表单
const handleSubmit = async () => {
try {
const values = await form.validateFields()
setLoading(true)
const request: BacktestCreateRequest = {
taskName: values.taskName,
leaderId: values.leaderId,
initialBalance: values.initialBalance,
backtestDays: values.backtestDays,
copyMode: values.copyMode || 'RATIO',
copyRatio: values.copyMode === 'RATIO' ? values.copyRatio : undefined,
fixedAmount: values.copyMode === 'FIXED' ? values.fixedAmount : undefined,
maxOrderSize: values.maxOrderSize,
minOrderSize: values.minOrderSize,
maxDailyLoss: values.maxDailyLoss,
maxDailyOrders: values.maxDailyOrders,
priceTolerance: values.priceTolerance,
delaySeconds: values.delaySeconds,
supportSell: values.supportSell,
minOrderDepth: values.minOrderDepth,
maxSpread: values.maxSpread,
minPrice: values.minPrice,
maxPrice: values.maxPrice,
maxPositionValue: values.maxPositionValue,
keywordFilterMode: values.keywordFilterMode,
keywords: values.keywords,
maxMarketEndDate: values.maxMarketEndDate
}
const response = await backtestService.create(request)
if (response.data.code === 0) {
message.success(t('backtest.createSuccess'))
navigate('/backtest/list')
} else {
message.error(response.data.msg || t('backtest.createFailed'))
}
} catch (error) {
console.error('Failed to create backtest task:', error)
message.error(t('backtest.createFailed'))
} finally {
setLoading(false)
}
}
// 返回
const handleBack = () => {
navigate('/backtest/list')
}
// 初始化表单默认值
useEffect(() => {
form.setFieldsValue({
copyMode: 'RATIO',
copyRatio: 1.0,
maxOrderSize: 1000,
minOrderSize: 1,
maxDailyLoss: 500,
maxDailyOrders: 50,
priceTolerance: 5,
delaySeconds: 0,
supportSell: true,
keywordFilterMode: 'DISABLED',
backtestDays: 7
})
}, [form])
return (
<div style={{ padding: 24, maxWidth: 1200, margin: '0 auto' }}>
<Card
title={t('backtest.createTask')}
extra={
<Button icon={<ArrowLeftOutlined />} onClick={handleBack}>
{t('common.back')}
</Button>
}
>
<Form
form={form}
layout="vertical"
onFinish={handleSubmit}
initialValues={{
copyMode: 'RATIO',
copyRatio: 1.0,
maxOrderSize: 1000,
minOrderSize: 1,
maxDailyLoss: 500,
maxDailyOrders: 50,
priceTolerance: 5,
delaySeconds: 0,
supportSell: true,
keywordFilterMode: 'DISABLED',
backtestDays: 7
}}
>
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.taskName')}
name="taskName"
rules={[{ required: true, message: t('backtest.taskNameRequired') || '请输入任务名称' }]}
>
<Input placeholder={t('backtest.taskName')} />
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.leader')}
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}>
{leader.leaderName || leader.leaderAddress}
</Option>
))}
</Select>
</Form.Item>
</Col>
</Row>
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.initialBalance') + ' (USDC)'}
name="initialBalance"
rules={[
{ required: true, message: t('backtest.initialBalanceRequired') || '请输入初始资金' },
{ type: 'number', min: 1, message: t('backtest.initialBalanceInvalid') || '初始资金必须大于 0' }
]}
>
<InputNumber
style={{ width: '100%' }}
placeholder={t('backtest.initialBalance')}
precision={2}
min={1}
/>
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.backtestDays') + ` (1-15 ${t('common.day')})`}
name="backtestDays"
rules={[
{ required: true, message: t('backtest.backtestDaysRequired') || '请输入回测天数' },
{ type: 'number', min: 1, max: 15, message: t('backtest.backtestDaysInvalid') || '回测天数必须在 1-15 之间' }
]}
>
<InputNumber
style={{ width: '100%' }}
placeholder={t('backtest.backtestDays')}
precision={0}
min={1}
max={15}
/>
</Form.Item>
</Col>
</Row>
{/* 跟单配置 */}
<div style={{ marginBottom: 24 }}>
<h3 style={{ marginBottom: 16 }}>{t('backtest.config')}</h3>
<Form.Item
label={t('backtest.copyMode')}
name="copyMode"
>
<Select onChange={(value) => setCopyMode(value)}>
<Option value="RATIO">{t('backtest.copyModeRatio')}</Option>
<Option value="FIXED">{t('backtest.copyModeFixed')}</Option>
</Select>
</Form.Item>
{copyMode === 'RATIO' && (
<Form.Item
label={t('backtest.copyRatio')}
name="copyRatio"
rules={[
{ required: true, message: t('backtest.copyRatioRequired') || '请输入跟单比例' },
{ type: 'number', min: 0.01, max: 10, message: t('backtest.copyRatioInvalid') || '跟单比例必须在 0.01-10 之间' }
]}
>
<InputNumber
style={{ width: '100%' }}
placeholder={t('backtest.copyRatio')}
precision={2}
min={0.01}
max={10}
step={0.01}
/>
</Form.Item>
)}
{copyMode === 'FIXED' && (
<Form.Item
label={t('backtest.fixedAmount') + ' (USDC)'}
name="fixedAmount"
rules={[
{ required: true, message: t('backtest.fixedAmountRequired') || '请输入固定金额' },
{ type: 'number', min: 1, message: t('backtest.fixedAmountInvalid') || '固定金额必须大于 0' }
]}
>
<InputNumber
style={{ width: '100%' }}
placeholder={t('backtest.fixedAmount')}
precision={2}
min={1}
/>
</Form.Item>
)}
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.maxOrderSize') + ' (USDC)'}
name="maxOrderSize"
rules={[{ required: true }]}
>
<InputNumber style={{ width: '100%' }} precision={2} min={1} />
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.minOrderSize') + ' (USDC)'}
name="minOrderSize"
rules={[{ required: true }]}
>
<InputNumber style={{ width: '100%' }} precision={2} min={1} />
</Form.Item>
</Col>
</Row>
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.maxDailyLoss') + ' (USDC)'}
name="maxDailyLoss"
rules={[{ required: true }]}
>
<InputNumber style={{ width: '100%' }} precision={2} min={0} />
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.maxDailyOrders')}
name="maxDailyOrders"
rules={[{ required: true }]}
>
<InputNumber style={{ width: '100%' }} precision={0} min={1} />
</Form.Item>
</Col>
</Row>
<Form.Item
label={t('backtest.priceTolerance') + ' (%)'}
name="priceTolerance"
>
<InputNumber style={{ width: '100%' }} precision={2} min={0} max={100} />
</Form.Item>
<Form.Item
label={t('backtest.delaySeconds')}
name="delaySeconds"
>
<InputNumber style={{ width: '100%' }} precision={0} min={0} />
<span style={{ fontSize: 12, color: '#888' }}>{t('backtest.delaySecondsHint') || '延迟执行模拟真实跟单延迟'}</span>
</Form.Item>
<Form.Item
label={t('backtest.supportSell')}
name="supportSell"
valuePropName="checked"
>
<Switch />
<span style={{ fontSize: 12, color: '#888', marginLeft: 8 }}>{t('backtest.supportSellHint') || '是否跟随 Leader 的卖出操作'}</span>
</Form.Item>
<h4 style={{ marginTop: 24, marginBottom: 16 }}>{t('backtest.advancedFilters')}</h4>
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.minOrderDepth') + ' (USDC)'}
name="minOrderDepth"
>
<InputNumber style={{ width: '100%' }} precision={2} min={0} />
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.maxSpread') + ' (%)'}
name="maxSpread"
>
<InputNumber style={{ width: '100%' }} precision={2} min={0} />
</Form.Item>
</Col>
</Row>
<Row gutter={24}>
<Col span={12}>
<Form.Item
label={t('backtest.minPrice')}
name="minPrice"
>
<InputNumber style={{ width: '100%' }} precision={4} min={0} max={1} />
</Form.Item>
</Col>
<Col span={12}>
<Form.Item
label={t('backtest.maxPrice')}
name="maxPrice"
>
<InputNumber style={{ width: '100%' }} precision={4} min={0} max={1} />
</Form.Item>
</Col>
</Row>
<Form.Item
label={t('backtest.maxPositionValue') + ' (USDC)'}
name="maxPositionValue"
>
<InputNumber style={{ width: '100%' }} precision={2} min={0} />
</Form.Item>
<Form.Item
label={t('backtest.keywordFilterMode')}
name="keywordFilterMode"
>
<Select>
<Option value="DISABLED">{t('backtest.keywordFilterModeDisabled')}</Option>
<Option value="WHITELIST">{t('backtest.keywordFilterModeWhitelist')}</Option>
<Option value="BLACKLIST">{t('backtest.keywordFilterModeBlacklist')}</Option>
</Select>
</Form.Item>
<Form.Item
label={t('backtest.keywords')}
name="keywords"
>
<Select
mode="tags"
style={{ width: '100%' }}
placeholder={t('backtest.keywordsPlaceholder') || '请输入关键字,按回车添加'}
/>
</Form.Item>
</div>
{/* 底部按钮 */}
<Form.Item>
<Space>
<Button onClick={handleBack}>
{t('common.cancel')}
</Button>
<Button
type="primary"
htmlType="submit"
icon={<SaveOutlined />}
loading={loading}
>
{t('common.save')}
</Button>
</Space>
</Form.Item>
</Form>
</Card>
</div>
)
}
export default BacktestCreate
+470
View File
@@ -0,0 +1,470 @@
import { useState, useEffect } from 'react'
import { useParams } from 'react-router-dom'
import { Card, Descriptions, Button, Tag, Space, Table, message, Row, Col, Statistic, Spin } from 'antd'
import { ArrowLeftOutlined, ReloadOutlined, DeleteOutlined, StopOutlined } from '@ant-design/icons'
import { useTranslation } from 'react-i18next'
import { formatUSDC } from '../utils'
import { backtestService } from '../services/api'
import type { BacktestTaskDto, BacktestConfigDto, BacktestStatisticsDto, BacktestTradeDto } from '../types/backtest'
import BacktestChart from './BacktestChart'
const BacktestDetail: React.FC = () => {
const { t } = useTranslation()
const { id } = useParams<{ id: string }>()
const [loading, setLoading] = useState(false)
const [task, setTask] = useState<BacktestTaskDto | null>(null)
const [, setConfig] = useState<BacktestConfigDto | null>(null)
const [statistics, setStatistics] = useState<BacktestStatisticsDto | null>(null)
const [trades, setTrades] = useState<BacktestTradeDto[]>([])
const [tradesLoading, setTradesLoading] = useState(false)
const [tradesTotal, setTradesTotal] = useState(0)
const [tradesPage, setTradesPage] = useState(1)
const [tradesSize] = useState(20)
const [polling, setPolling] = useState<NodeJS.Timeout | null>(null)
// 获取回测任务详情
const fetchTaskDetail = async () => {
setLoading(true)
try {
const response = await backtestService.detail({ id: parseInt(id!) })
if (response.data.code === 0 && response.data.data) {
setTask(response.data.data.task)
setConfig(response.data.data.config)
setStatistics(response.data.data.statistics)
} else {
message.error(response.data.msg || t('backtest.fetchTaskDetailFailed'))
}
} catch (error) {
console.error('Failed to fetch backtest task detail:', error)
message.error(t('backtest.fetchTaskDetailFailed'))
} finally {
setLoading(false)
}
}
// 获取交易记录
const fetchTrades = async (page: number) => {
setTradesLoading(true)
try {
const response = await backtestService.trades({
taskId: parseInt(id!),
page,
size: tradesSize
})
if (response.data.code === 0 && response.data.data) {
setTrades(response.data.data.list)
setTradesTotal(response.data.data.total)
} else {
message.error(response.data.msg || t('backtest.fetchTradesFailed'))
}
} catch (error) {
console.error('Failed to fetch backtest trades:', error)
message.error(t('backtest.fetchTradesFailed'))
} finally {
setTradesLoading(false)
}
}
useEffect(() => {
fetchTaskDetail()
fetchTrades(tradesPage)
// 如果任务正在运行,启动轮询
const startPolling = () => {
const timer = setInterval(() => {
fetchTaskDetail()
// 如果任务已完成或失败,停止轮询
if (task?.status === 'COMPLETED' || task?.status === 'FAILED' || task?.status === 'STOPPED') {
stopPolling()
}
}, 3000) // 每3秒轮询一次
setPolling(timer)
}
// 延迟启动轮询,等待任务状态加载完成
setTimeout(() => {
if (task?.status === 'RUNNING' || task?.status === 'PENDING') {
startPolling()
}
}, 1000)
return () => {
stopPolling()
}
}, [id, task?.status])
const stopPolling = () => {
if (polling) {
clearInterval(polling)
setPolling(null)
}
}
// 返回
const handleBack = () => {
window.location.href = '/backtest/list'
}
// 停止任务
const handleStop = () => {
if (!window.confirm(t('backtest.stopConfirm'))) return
const stop = async () => {
try {
const response = await backtestService.stop({ id: parseInt(id!) })
if (response.data.code === 0) {
message.success(t('backtest.stopSuccess'))
fetchTaskDetail()
stopPolling()
} else {
message.error(response.data.msg || t('backtest.stopFailed'))
}
} catch (error) {
console.error('Failed to stop backtest task:', error)
message.error(t('backtest.stopFailed'))
}
}
stop()
}
// 删除任务
const handleDelete = () => {
if (!window.confirm(t('backtest.deleteConfirm'))) return
const del = async () => {
try {
const response = await backtestService.delete({ id: parseInt(id!) })
if (response.data.code === 0) {
message.success(t('backtest.deleteSuccess'))
window.location.href = '/backtest/list'
} else {
message.error(response.data.msg || t('backtest.deleteFailed'))
}
} catch (error) {
console.error('Failed to delete backtest task:', error)
message.error(t('backtest.deleteFailed'))
}
}
del()
}
// 刷新
const handleRefresh = () => {
fetchTaskDetail()
fetchTrades(tradesPage)
}
// 状态标签颜色
const getStatusColor = (status: string) => {
switch (status) {
case 'PENDING': return 'blue'
case 'RUNNING': return 'processing'
case 'COMPLETED': return 'success'
case 'STOPPED': return 'warning'
case 'FAILED': return 'error'
default: return 'default'
}
}
// 状态标签文本
const getStatusText = (status: string) => {
switch (status) {
case 'PENDING': return t('backtest.statusPending')
case 'RUNNING': return t('backtest.statusRunning')
case 'COMPLETED': return t('backtest.statusCompleted')
case 'STOPPED': return t('backtest.statusStopped')
case 'FAILED': return t('backtest.statusFailed')
default: return status
}
}
const columns = [
{
title: t('backtest.tradeTime'),
dataIndex: 'tradeTime',
key: 'tradeTime',
width: 180,
render: (timestamp: number) => new Date(timestamp).toLocaleString()
},
{
title: t('backtest.marketTitle'),
dataIndex: 'marketTitle',
key: 'marketTitle',
width: 250,
ellipsis: true
},
{
title: t('backtest.side'),
dataIndex: 'side',
key: 'side',
width: 100,
render: (side: string) => (
<Tag color={side === 'BUY' ? 'green' : side === 'SELL' ? 'orange' : 'blue'}>
{side === 'BUY' ? t('backtest.sideBuy') : side === 'SELL' ? t('backtest.sideSell') : t('backtest.sideSettlement')}
</Tag>
)
},
{
title: t('backtest.outcome'),
dataIndex: 'outcome',
key: 'outcome',
width: 100
},
{
title: t('backtest.quantity'),
dataIndex: 'quantity',
key: 'quantity',
width: 100,
render: (value: string) => parseFloat(value).toFixed(4)
},
{
title: t('backtest.price'),
dataIndex: 'price',
key: 'price',
width: 100,
render: (value: string) => parseFloat(value).toFixed(4)
},
{
title: t('backtest.amount') + ' (USDC)',
dataIndex: 'amount',
key: 'amount',
width: 120,
render: (value: string) => formatUSDC(value)
},
{
title: t('backtest.fee') + ' (USDC)',
dataIndex: 'fee',
key: 'fee',
width: 120,
render: (value: string) => formatUSDC(value)
},
{
title: t('backtest.profitLoss') + ' (USDC)',
dataIndex: 'profitLoss',
key: 'profitLoss',
width: 120,
render: (value: string | null) => value ? (
<span style={{ color: parseFloat(value) >= 0 ? '#52c41a' : '#ff4d4f' }}>
{formatUSDC(value)}
</span>
) : '-'
},
{
title: t('backtest.balanceAfter') + ' (USDC)',
dataIndex: 'balanceAfter',
key: 'balanceAfter',
width: 120,
render: (value: string) => formatUSDC(value)
},
{
title: t('backtest.leaderTradeId'),
dataIndex: 'leaderTradeId',
key: 'leaderTradeId',
width: 150,
ellipsis: true
}
]
if (!task) {
return <div style={{ padding: 24, textAlign: 'center' }}><Spin /></div>
}
return (
<div style={{ padding: 24 }}>
<Card>
{/* 头部操作栏 */}
<Space direction="vertical" size="large" style={{ width: '100%' }}>
<Space style={{ width: '100%', justifyContent: 'space-between' }}>
<Space>
<Button icon={<ArrowLeftOutlined />} onClick={handleBack}>
{t('common.back')}
</Button>
<Button icon={<ReloadOutlined />} onClick={handleRefresh} loading={loading}>
{t('common.refresh')}
</Button>
</Space>
<Space>
{(task.status === 'RUNNING' || task.status === 'PENDING') && (
<Button danger icon={<StopOutlined />} onClick={handleStop}>
{t('backtest.statusStopped')}
</Button>
)}
{(task.status === 'COMPLETED' || task.status === 'STOPPED' || task.status === 'FAILED') && (
<Button danger icon={<DeleteOutlined />} onClick={handleDelete}>
{t('common.delete')}
</Button>
)}
</Space>
</Space>
{/* 任务基本信息 */}
<Card title={t('backtest.taskDetail')} size="small">
<Descriptions column={2} bordered size="small">
<Descriptions.Item label={t('backtest.taskName')}>{task.taskName}</Descriptions.Item>
<Descriptions.Item label={t('backtest.leader')}>
{task.leaderName || task.leaderAddress}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.initialBalance')}>
{formatUSDC(task.initialBalance)} USDC
</Descriptions.Item>
<Descriptions.Item label={t('backtest.finalBalance')}>
{task.finalBalance ? formatUSDC(task.finalBalance) + ' USDC' : '-'}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.profitAmount')}>
<span style={{ color: task.profitAmount && parseFloat(task.profitAmount) >= 0 ? '#52c41a' : '#ff4d4f' }}>
{task.profitAmount ? formatUSDC(task.profitAmount) + ' USDC' : '-'}
</span>
</Descriptions.Item>
<Descriptions.Item label={t('backtest.profitRate')}>
<span style={{ color: task.profitRate && parseFloat(task.profitRate) >= 0 ? '#52c41a' : '#ff4d4f' }}>
{task.profitRate ? task.profitRate + '%' : '-'}
</span>
</Descriptions.Item>
<Descriptions.Item label={t('backtest.backtestDays')}>
{task.backtestDays} {t('common.day')}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.status')}>
<Tag color={getStatusColor(task.status)}>{getStatusText(task.status)}</Tag>
</Descriptions.Item>
<Descriptions.Item label={t('backtest.progress')}>
{task.progress}%
</Descriptions.Item>
<Descriptions.Item label={t('backtest.totalTrades')}>
{task.totalTrades}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.startTime')}>
{new Date(task.startTime).toLocaleString()}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.endTime')}>
{task.endTime ? new Date(task.endTime).toLocaleString() : '-'}
</Descriptions.Item>
<Descriptions.Item label={t('backtest.createdAt')}>
{new Date(task.createdAt).toLocaleString()}
</Descriptions.Item>
</Descriptions>
</Card>
{/* 统计信息 */}
{statistics && (
<Row gutter={16}>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.buyTrades')}
value={statistics.buyTrades}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.sellTrades')}
value={statistics.sellTrades}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.winTrades')}
value={statistics.winTrades}
valueStyle={{ color: '#52c41a' }}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.lossTrades')}
value={statistics.lossTrades}
valueStyle={{ color: '#ff4d4f' }}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.winRate')}
value={statistics.winRate}
suffix="%"
valueStyle={{ color: parseFloat(statistics.winRate) >= 50 ? '#52c41a' : '#ff4d4f' }}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.maxProfit')}
value={formatUSDC(statistics.maxProfit)}
valueStyle={{ color: '#52c41a' }}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.maxLoss')}
value={formatUSDC(statistics.maxLoss)}
valueStyle={{ color: '#ff4d4f' }}
/>
</Card>
</Col>
<Col span={6}>
<Card>
<Statistic
title={t('backtest.maxDrawdown')}
value={formatUSDC(statistics.maxDrawdown)}
valueStyle={{ color: '#ff4d4f' }}
/>
</Card>
</Col>
{statistics.avgHoldingTime && (
<Col span={6}>
<Card>
<Statistic
title={t('backtest.avgHoldingTime')}
value={(statistics.avgHoldingTime / 1000 / 60).toFixed(2)}
suffix=" min"
/>
</Card>
</Col>
)}
</Row>
)}
{/* 资金变化图表 */}
{trades.length > 0 && (
<Card title={t('backtest.balanceChart')}>
<BacktestChart trades={trades} />
</Card>
)}
{/* 交易记录 */}
<Card title={t('backtest.tradeRecords')}>
<Table
columns={columns}
dataSource={trades}
rowKey="id"
loading={tradesLoading}
pagination={{
current: tradesPage,
pageSize: tradesSize,
total: tradesTotal,
showSizeChanger: false,
showTotal: (total) => `${t('common.total')} ${total} ${t('common.items')}`,
onChange: (newPage) => {
setTradesPage(newPage)
fetchTrades(newPage)
}
}}
scroll={{ x: 1800 }}
/>
</Card>
</Space>
</Card>
</div>
)
}
export default BacktestDetail
+364
View File
@@ -0,0 +1,364 @@
import { useState, useEffect } from 'react'
import { Table, Card, Button, Select, Tag, Space, Modal, message, Row, Col } from 'antd'
import { useTranslation } from 'react-i18next'
import { PlusOutlined, ReloadOutlined, DeleteOutlined, StopOutlined, EyeOutlined } from '@ant-design/icons'
import { formatUSDC } from '../utils'
import { backtestService } from '../services/api'
import type { BacktestTaskDto, BacktestListRequest } from '../types/backtest'
const BacktestList: React.FC = () => {
const { t } = useTranslation()
const [loading, setLoading] = useState(false)
const [tasks, setTasks] = useState<BacktestTaskDto[]>([])
const [total, setTotal] = useState(0)
const [page, setPage] = useState(1)
const [size] = useState(10)
const [statusFilter, setStatusFilter] = useState<string | undefined>()
const [leaderIdFilter] = useState<number | undefined>()
const [sortBy, setSortBy] = useState<'profitAmount' | 'profitRate' | 'createdAt'>('createdAt')
const [sortOrder, setSortOrder] = useState<'asc' | 'desc'>('desc')
// 获取回测任务列表
const fetchTasks = async () => {
setLoading(true)
try {
const request: BacktestListRequest = {
leaderId: leaderIdFilter,
status: statusFilter as any,
sortBy,
sortOrder,
page,
size
}
const response = await backtestService.list(request)
if (response.data.code === 0 && response.data.data) {
setTasks(response.data.data.list)
setTotal(response.data.data.total)
} else {
message.error(response.data.msg || t('backtest.fetchTasksFailed'))
}
} catch (error) {
console.error('Failed to fetch backtest tasks:', error)
message.error(t('backtest.fetchTasksFailed'))
} finally {
setLoading(false)
}
}
useEffect(() => {
fetchTasks()
}, [page, statusFilter, leaderIdFilter, sortBy, sortOrder])
// 刷新
const handleRefresh = () => {
fetchTasks()
}
// 删除任务
const handleDelete = (id: number) => {
Modal.confirm({
title: t('backtest.deleteConfirm'),
okText: t('common.confirm'),
cancelText: t('common.cancel'),
onOk: async () => {
try {
const response = await backtestService.delete({ id })
if (response.data.code === 0) {
message.success(t('backtest.deleteSuccess'))
fetchTasks()
} else {
message.error(response.data.msg || t('backtest.deleteFailed'))
}
} catch (error) {
console.error('Failed to delete backtest task:', error)
message.error(t('backtest.deleteFailed'))
}
}
})
}
// 停止任务
const handleStop = (id: number) => {
Modal.confirm({
title: t('backtest.stopConfirm'),
okText: t('common.confirm'),
cancelText: t('common.cancel'),
onOk: async () => {
try {
const response = await backtestService.stop({ id })
if (response.data.code === 0) {
message.success(t('backtest.stopSuccess'))
fetchTasks()
} else {
message.error(response.data.msg || t('backtest.stopFailed'))
}
} catch (error) {
console.error('Failed to stop backtest task:', error)
message.error(t('backtest.stopFailed'))
}
}
})
}
// 查看详情
const handleViewDetail = (id: number) => {
window.location.href = `/backtest/detail?id=${id}`
}
// 创建新任务
const handleCreate = () => {
window.location.href = '/backtest/create'
}
// 状态标签颜色
const getStatusColor = (status: string) => {
switch (status) {
case 'PENDING': return 'blue'
case 'RUNNING': return 'processing'
case 'COMPLETED': return 'success'
case 'STOPPED': return 'warning'
case 'FAILED': return 'error'
default: return 'default'
}
}
// 状态标签文本
const getStatusText = (status: string) => {
switch (status) {
case 'PENDING': return t('backtest.statusPending')
case 'RUNNING': return t('backtest.statusRunning')
case 'COMPLETED': return t('backtest.statusCompleted')
case 'STOPPED': return t('backtest.statusStopped')
case 'FAILED': return t('backtest.statusFailed')
default: return status
}
}
const columns = [
{
title: t('backtest.taskName'),
dataIndex: 'taskName',
key: 'taskName',
width: 150
},
{
title: t('backtest.leader'),
dataIndex: 'leaderName',
key: 'leaderName',
width: 150
},
{
title: t('backtest.initialBalance'),
dataIndex: 'initialBalance',
key: 'initialBalance',
width: 120,
render: (value: string) => formatUSDC(value)
},
{
title: t('backtest.finalBalance'),
dataIndex: 'finalBalance',
key: 'finalBalance',
width: 120,
render: (value: string | null) => value ? formatUSDC(value) : '-'
},
{
title: t('backtest.profitAmount'),
dataIndex: 'profitAmount',
key: 'profitAmount',
width: 120,
render: (value: string | null) => value ? (
<span style={{ color: parseFloat(value) >= 0 ? '#52c41a' : '#ff4d4f' }}>
{formatUSDC(value)}
</span>
) : '-'
},
{
title: t('backtest.profitRate'),
dataIndex: 'profitRate',
key: 'profitRate',
width: 100,
render: (value: string | null) => value ? (
<span style={{ color: parseFloat(value) >= 0 ? '#52c41a' : '#ff4d4f' }}>
{value}%
</span>
) : '-'
},
{
title: t('backtest.backtestDays'),
dataIndex: 'backtestDays',
key: 'backtestDays',
width: 100,
render: (value: number) => `${value} ${t('common.day')}`
},
{
title: t('backtest.status'),
dataIndex: 'status',
key: 'status',
width: 100,
render: (status: string) => (
<Tag color={getStatusColor(status)}>{getStatusText(status)}</Tag>
)
},
{
title: t('backtest.progress'),
dataIndex: 'progress',
key: 'progress',
width: 120,
render: (progress: number) => (
<div style={{ width: '100%' }}>
<div style={{ marginBottom: 4 }}>{progress}%</div>
<div style={{ width: '100%', height: 6, backgroundColor: '#f0f0f0', borderRadius: 3 }}>
<div
style={{
width: `${progress}%`,
height: '100%',
backgroundColor: progress === 100 ? '#52c41a' : '#1890ff',
borderRadius: 3,
transition: 'width 0.3s ease'
}}
/>
</div>
</div>
)
},
{
title: t('backtest.totalTrades'),
dataIndex: 'totalTrades',
key: 'totalTrades',
width: 100
},
{
title: t('backtest.createdAt'),
dataIndex: 'createdAt',
key: 'createdAt',
width: 180,
render: (timestamp: number) => new Date(timestamp).toLocaleString()
},
{
title: t('common.actions'),
key: 'actions',
fixed: 'right' as const,
width: 150,
render: (_: any, record: BacktestTaskDto) => (
<Space size="small">
<Button
type="link"
size="small"
icon={<EyeOutlined />}
onClick={() => handleViewDetail(record.id)}
>
{t('common.viewDetail')}
</Button>
{(record.status === 'RUNNING' || record.status === 'PENDING') && (
<Button
type="link"
size="small"
danger
icon={<StopOutlined />}
onClick={() => handleStop(record.id)}
>
{t('backtest.statusStopped')}
</Button>
)}
{(record.status === 'COMPLETED' || record.status === 'STOPPED' || record.status === 'FAILED') && (
<Button
type="link"
size="small"
danger
icon={<DeleteOutlined />}
onClick={() => handleDelete(record.id)}
>
{t('common.delete')}
</Button>
)}
</Space>
)
}
]
return (
<div style={{ padding: 24 }}>
<Card>
<Space direction="vertical" size="large" style={{ width: '100%' }}>
{/* 头部操作栏 */}
<Row justify="space-between" align="middle">
<Col>
<Space size="middle">
<Select
style={{ width: 150 }}
placeholder={t('backtest.status')}
allowClear
onChange={(value) => setStatusFilter(value)}
value={statusFilter}
>
<Select.Option value="PENDING">{t('backtest.statusPending')}</Select.Option>
<Select.Option value="RUNNING">{t('backtest.statusRunning')}</Select.Option>
<Select.Option value="COMPLETED">{t('backtest.statusCompleted')}</Select.Option>
<Select.Option value="STOPPED">{t('backtest.statusStopped')}</Select.Option>
<Select.Option value="FAILED">{t('backtest.statusFailed')}</Select.Option>
</Select>
<Select
style={{ width: 150 }}
placeholder={t('backtest.sortBy')}
onChange={(value) => setSortBy(value)}
value={sortBy}
>
<Select.Option value="profitAmount">{t('backtest.profitAmount')}</Select.Option>
<Select.Option value="profitRate">{t('backtest.profitRate')}</Select.Option>
<Select.Option value="createdAt">{t('backtest.createdAt')}</Select.Option>
</Select>
<Select
style={{ width: 120 }}
placeholder={t('backtest.sortOrder')}
onChange={(value) => setSortOrder(value)}
value={sortOrder}
>
<Select.Option value="asc">{t('common.ascending')}</Select.Option>
<Select.Option value="desc">{t('common.descending')}</Select.Option>
</Select>
</Space>
</Col>
<Col>
<Space>
<Button
type="primary"
icon={<PlusOutlined />}
onClick={handleCreate}
>
{t('backtest.createTask')}
</Button>
<Button
icon={<ReloadOutlined />}
onClick={handleRefresh}
loading={loading}
>
{t('common.refresh')}
</Button>
</Space>
</Col>
</Row>
{/* 数据表格 */}
<Table
columns={columns}
dataSource={tasks}
rowKey="id"
loading={loading}
pagination={{
current: page,
pageSize: size,
total,
showSizeChanger: false,
showTotal: (total) => `${t('common.total')} ${total} ${t('common.items')}`,
onChange: (newPage) => setPage(newPage)
}}
scroll={{ x: 1400 }}
/>
</Space>
</Card>
</div>
)
}
export default BacktestList
+69
View File
@@ -726,3 +726,72 @@ export { apiClient }
export default apiService
/**
* 回测服务
*/
export const backtestService = {
/**
* 创建回测任务
*/
create: (data: {
taskName: string
leaderId: number
initialBalance: string
backtestDays: number
copyMode?: 'RATIO' | 'FIXED'
copyRatio?: string
fixedAmount?: string
maxOrderSize?: string
minOrderSize?: string
maxDailyLoss?: string
maxDailyOrders?: number
priceTolerance?: string
delaySeconds?: number
supportSell?: boolean
minOrderDepth?: string
maxSpread?: string
minPrice?: string
maxPrice?: string
maxPositionValue?: string
keywordFilterMode?: 'DISABLED' | 'WHITELIST' | 'BLACKLIST'
keywords?: string[]
maxMarketEndDate?: number | null
}) => apiClient.post('/api/backtest/tasks', data),
/**
* 查询回测任务列表
*/
list: (data: {
leaderId?: number
status?: 'PENDING' | 'RUNNING' | 'COMPLETED' | 'STOPPED' | 'FAILED'
sortBy?: 'profitAmount' | 'profitRate' | 'createdAt'
sortOrder?: 'asc' | 'desc'
page: number
size: number
}) => apiClient.post('/api/backtest/tasks/list', data),
/**
* 查询回测任务详情
*/
detail: (data: { id: number }) => apiClient.post('/api/backtest/tasks/detail', data),
/**
* 查询回测交易记录
*/
trades: (data: {
taskId: number
page: number
size: number
}) => apiClient.post('/api/backtest/tasks/trades', data),
/**
* 停止回测任务
*/
stop: (data: { id: number }) => apiClient.post('/api/backtest/tasks/stop', data),
/**
* 删除回测任务
*/
delete: (data: { id: number }) => apiClient.post('/api/backtest/tasks/delete', data)
}
+205
View File
@@ -0,0 +1,205 @@
/**
* 回测相关类型定义
*/
/**
* 回测任务创建请求
*/
export interface BacktestCreateRequest {
taskName: string
leaderId: number
initialBalance: string
backtestDays: number // 1-30
// 跟单配置
copyMode?: 'RATIO' | 'FIXED'
copyRatio?: string
fixedAmount?: string
maxOrderSize?: string
minOrderSize?: string
maxDailyLoss?: string
maxDailyOrders?: number
priceTolerance?: string // 百分比
delaySeconds?: number
supportSell?: boolean
minOrderDepth?: string
maxSpread?: string
minPrice?: string
maxPrice?: string
maxPositionValue?: string
keywordFilterMode?: 'DISABLED' | 'WHITELIST' | 'BLACKLIST'
keywords?: string[]
maxMarketEndDate?: number | null
}
/**
* 回测任务列表请求
*/
export interface BacktestListRequest {
leaderId?: number
status?: 'PENDING' | 'RUNNING' | 'COMPLETED' | 'STOPPED' | 'FAILED'
sortBy?: 'profitAmount' | 'profitRate' | 'createdAt'
sortOrder?: 'asc' | 'desc'
page: number
size: number
}
/**
* 回测任务详情请求
*/
export interface BacktestDetailRequest {
id: number
}
/**
* 回测交易记录列表请求
*/
export interface BacktestTradeListRequest {
taskId: number
page: number
size: number
}
/**
* 回测进度查询请求
*/
export interface BacktestProgressRequest {
id: number
}
/**
* 回测任务停止请求
*/
export interface BacktestStopRequest {
id: number
}
/**
* 回测任务删除请求
*/
export interface BacktestDeleteRequest {
id: number
}
/**
* 回测任务列表响应
*/
export interface BacktestListResponse {
list: BacktestTaskDto[]
total: number
page: number
size: number
}
/**
* 回测任务详情响应
*/
export interface BacktestDetailResponse {
task: BacktestTaskDto
config: BacktestConfigDto
statistics: BacktestStatisticsDto
}
/**
* 回测交易记录列表响应
*/
export interface BacktestTradeListResponse {
list: BacktestTradeDto[]
total: number
page: number
size: number
}
/**
* 回测进度响应
*/
export interface BacktestProgressResponse {
progress: number // 0-100
currentBalance: string
totalTrades: number
status: 'PENDING' | 'RUNNING' | 'COMPLETED' | 'STOPPED' | 'FAILED'
}
/**
* 回测任务 DTO
*/
export interface BacktestTaskDto {
id: number
taskName: string
leaderId: number
leaderName: string | null
leaderAddress: string | null
initialBalance: string
finalBalance: string | null
profitAmount: string | null
profitRate: string | null // 百分比
backtestDays: number
startTime: number
endTime: number | null
status: 'PENDING' | 'RUNNING' | 'COMPLETED' | 'STOPPED' | 'FAILED'
progress: number // 0-100
totalTrades: number
createdAt: number
executionStartedAt: number | null
executionFinishedAt: number | null
}
/**
* 回测配置 DTO
*/
export interface BacktestConfigDto {
copyMode: 'RATIO' | 'FIXED'
copyRatio: string
fixedAmount: string | null
maxOrderSize: string
minOrderSize: string
maxDailyLoss: string
maxDailyOrders: number
priceTolerance: string // 百分比
delaySeconds: number
supportSell: boolean
minOrderDepth: string | null
maxSpread: string | null
minPrice: string | null
maxPrice: string | null
maxPositionValue: string | null
keywordFilterMode: 'DISABLED' | 'WHITELIST' | 'BLACKLIST' | null
keywords: string[] | null
maxMarketEndDate: number | null
}
/**
* 回测统计 DTO
*/
export interface BacktestStatisticsDto {
totalTrades: number // 总交易笔数
buyTrades: number // 买入笔数
sellTrades: number // 卖出笔数
winTrades: number // 盈利交易笔数
lossTrades: number // 亏损交易笔数
winRate: string // 胜率 (百分比)
maxProfit: string // 最大单笔盈利
maxLoss: string // 最大单笔亏损
maxDrawdown: string // 最大回撤
avgHoldingTime: number | null // 平均持仓时间 (毫秒)
}
/**
* 回测交易记录 DTO
*/
export interface BacktestTradeDto {
id: number
tradeTime: number
marketId: string
marketTitle: string | null
side: 'BUY' | 'SELL' | 'SETTLEMENT'
outcome: string // YES/NO 或 outcomeIndex
outcomeIndex: number | null
quantity: string
price: string
amount: string
fee: string
profitLoss: string | null // 仅卖出和结算时有值
balanceAfter: string
leaderTradeId: string | null
}