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:
@@ -32,6 +32,9 @@ import SystemSettings from './pages/SystemSettings'
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import ApiHealthStatus from './pages/ApiHealthStatus'
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import RpcNodeSettings from './pages/RpcNodeSettings'
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import Announcements from './pages/Announcements'
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import BacktestList from './pages/BacktestList'
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import BacktestCreate from './pages/BacktestCreate'
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import BacktestDetail from './pages/BacktestDetail'
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import { wsManager } from './services/websocket'
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import type { OrderPushMessage } from './types'
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import { apiService } from './services/api'
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@@ -254,6 +257,9 @@ function App() {
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<Route path="/copy-trading/orders/sell/:copyTradingId" element={<ProtectedRoute><CopyTradingSellOrders /></ProtectedRoute>} />
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<Route path="/copy-trading/orders/matched/:copyTradingId" element={<ProtectedRoute><CopyTradingMatchedOrders /></ProtectedRoute>} />
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<Route path="/copy-trading/filtered-orders/:id" element={<ProtectedRoute><FilteredOrdersList /></ProtectedRoute>} />
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<Route path="/backtest" element={<ProtectedRoute><BacktestList /></ProtectedRoute>} />
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<Route path="/backtest/create" element={<ProtectedRoute><BacktestCreate /></ProtectedRoute>} />
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<Route path="/backtest/detail/:id" element={<ProtectedRoute><BacktestDetail /></ProtectedRoute>} />
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<Route path="/config" element={<ProtectedRoute><ConfigPage /></ProtectedRoute>} />
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<Route path="/positions" element={<ProtectedRoute><PositionList /></ProtectedRoute>} />
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<Route path="/statistics" element={<ProtectedRoute><Statistics /></ProtectedRoute>} />
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@@ -20,7 +20,8 @@ import {
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CheckCircleOutlined,
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SendOutlined,
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ApiOutlined,
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NotificationOutlined
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NotificationOutlined,
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LineChartOutlined
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} from '@ant-design/icons'
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import type { MenuProps } from 'antd'
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import type { ReactNode } from 'react'
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@@ -156,6 +157,11 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
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icon: <UnorderedListOutlined />,
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label: t('menu.positions')
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},
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{
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key: '/backtest',
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icon: <LineChartOutlined />,
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label: t('menu.backtest') || '回测'
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},
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{
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key: '/statistics',
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icon: <BarChartOutlined />,
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@@ -240,6 +240,7 @@
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"templates": "Templates",
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"copyTradingConfig": "Copy Trading Config",
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"positions": "Position Management",
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"backtest": "Backtest",
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"statistics": "Statistics",
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"announcements": "Announcements",
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"users": "User Management",
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@@ -1226,5 +1227,105 @@
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"providerQuickNode": "QuickNode",
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"providerChainstack": "Chainstack",
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"providerGetBlock": "GetBlock"
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},
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"backtest": {
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"title": "Backtest",
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"taskName": "Task Name",
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"leader": "Leader",
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"initialBalance": "Initial Balance",
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"backtestDays": "Backtest Days",
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"status": "Status",
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"progress": "Progress",
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"startTime": "Start Time",
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"endTime": "End Time",
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"finalBalance": "Final Balance",
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"profitAmount": "Profit Amount",
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"profitRate": "Profit Rate",
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"totalTrades": "Total Trades",
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"buyTrades": "Buy Trades",
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"sellTrades": "Sell Trades",
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"winTrades": "Win Trades",
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"lossTrades": "Loss Trades",
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"winRate": "Win Rate",
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"maxProfit": "Max Profit",
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"maxLoss": "Max Loss",
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"maxDrawdown": "Max Drawdown",
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"avgHoldingTime": "Avg Holding Time",
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"statusPending": "Pending",
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"statusRunning": "Running",
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"statusCompleted": "Completed",
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"statusStopped": "Stopped",
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"statusFailed": "Failed",
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"createTask": "Create Backtest Task",
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"taskList": "Backtest Task List",
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"taskDetail": "Backtest Task Detail",
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"tradeRecords": "Trade Records",
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"config": "Configuration",
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"statistics": "Statistics",
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"chart": "Balance Chart",
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"createSuccess": "Created successfully",
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"createFailed": "Failed to create",
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"deleteSuccess": "Deleted successfully",
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"deleteFailed": "Failed to delete",
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"stopSuccess": "Stopped successfully",
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"stopFailed": "Failed to stop",
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"deleteConfirm": "Are you sure you want to delete this backtest task?",
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"stopConfirm": "Are you sure you want to stop this backtest task?",
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"noTasks": "No backtest tasks",
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"noTrades": "No trade records",
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"fetchTasksFailed": "Failed to fetch task list",
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"fetchTaskDetailFailed": "Failed to fetch task detail",
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"fetchTradesFailed": "Failed to fetch trade records",
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"balanceChart": "Balance Change",
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"pnlChart": "PnL Change",
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"executionTime": "Execution Time",
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"runningDuration": "Running Duration",
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"estimatedRemaining": "Estimated Remaining",
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"leaderAddress": "Leader Address",
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"leaderName": "Leader Name",
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"copyMode": "Copy Mode",
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"copyModeRatio": "Ratio",
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"copyModeFixed": "Fixed Amount",
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"copyRatio": "Copy Ratio",
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"fixedAmount": "Fixed Amount",
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"maxOrderSize": "Max Order Size",
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"minOrderSize": "Min Order Size",
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"maxDailyLoss": "Max Daily Loss",
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"maxDailyOrders": "Max Daily Orders",
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"priceTolerance": "Price Tolerance",
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"delaySeconds": "Delay Seconds",
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"supportSell": "Support Sell",
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"minOrderDepth": "Min Order Depth",
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"maxSpread": "Max Spread",
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"minPrice": "Min Price",
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"maxPrice": "Max Price",
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"maxPositionValue": "Max Position Value",
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"keywordFilterMode": "Keyword Filter Mode",
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"keywordFilterModeDisabled": "Disabled",
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"keywordFilterModeWhitelist": "Whitelist",
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"keywordFilterModeBlacklist": "Blacklist",
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"keywords": "Keywords",
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"maxMarketEndDate": "Market End Date Limit",
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"tradeTime": "Trade Time",
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"marketId": "Market ID",
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"marketTitle": "Market Title",
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"side": "Side",
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"sideBuy": "Buy",
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"sideSell": "Sell",
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"sideSettlement": "Settlement",
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"outcome": "Outcome",
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"quantity": "Quantity",
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"price": "Price",
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"amount": "Amount",
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"fee": "Fee",
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"profitLoss": "Profit/Loss",
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"balanceAfter": "Balance After",
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"leaderTradeId": "Leader Trade ID",
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"loading": "Loading...",
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"refreshing": "Refreshing...",
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"starting": "Starting...",
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"stopping": "Stopping...",
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"errorOccurred": "Error occurred",
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"retry": "Retry"
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}
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}
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@@ -240,6 +240,7 @@
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"templates": "跟单模板",
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"copyTradingConfig": "跟单配置",
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"positions": "仓位管理",
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"backtest": "回测",
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"statistics": "统计信息",
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"announcements": "公告",
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"users": "用户管理",
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@@ -1226,5 +1227,105 @@
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"providerQuickNode": "QuickNode",
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"providerChainstack": "Chainstack",
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"providerGetBlock": "GetBlock"
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},
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"backtest": {
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"title": "回测",
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"taskName": "任务名称",
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"leader": "Leader",
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"initialBalance": "初始资金",
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"backtestDays": "回测天数",
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"status": "状态",
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"progress": "进度",
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"startTime": "开始时间",
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"endTime": "结束时间",
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"finalBalance": "最终资金",
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"profitAmount": "收益金额",
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"profitRate": "收益率",
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"totalTrades": "总交易数",
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"buyTrades": "买入笔数",
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"sellTrades": "卖出笔数",
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"winTrades": "盈利笔数",
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"lossTrades": "亏损笔数",
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"winRate": "胜率",
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"maxProfit": "最大单笔盈利",
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"maxLoss": "最大单笔亏损",
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"maxDrawdown": "最大回撤",
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"avgHoldingTime": "平均持仓时间",
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"statusPending": "等待中",
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"statusRunning": "运行中",
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"statusCompleted": "已完成",
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"statusStopped": "已停止",
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"statusFailed": "失败",
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"createTask": "创建回测任务",
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"taskList": "回测任务列表",
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"taskDetail": "回测任务详情",
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"tradeRecords": "交易记录",
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"config": "配置",
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"statistics": "统计",
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"chart": "资金曲线",
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"createSuccess": "创建成功",
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"createFailed": "创建失败",
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"deleteSuccess": "删除成功",
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"deleteFailed": "删除失败",
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"stopSuccess": "停止成功",
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"stopFailed": "停止失败",
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"deleteConfirm": "确定删除此回测任务吗?",
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"stopConfirm": "确定停止此回测任务吗?",
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"noTasks": "暂无回测任务",
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"noTrades": "暂无交易记录",
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"fetchTasksFailed": "获取任务列表失败",
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"fetchTaskDetailFailed": "获取任务详情失败",
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"fetchTradesFailed": "获取交易记录失败",
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"balanceChart": "资金变化",
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"pnlChart": "盈亏变化",
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"executionTime": "执行时间",
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"runningDuration": "运行时长",
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"estimatedRemaining": "预计剩余",
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"leaderAddress": "Leader 地址",
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"leaderName": "Leader 名称",
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"copyMode": "跟单模式",
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"copyModeRatio": "比例",
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"copyModeFixed": "固定金额",
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"copyRatio": "跟单比例",
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"fixedAmount": "固定金额",
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"maxOrderSize": "最大单笔订单",
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"minOrderSize": "最小单笔订单",
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"maxDailyLoss": "最大每日亏损",
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"maxDailyOrders": "最大每日订单数",
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"priceTolerance": "价格容忍度",
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"delaySeconds": "延迟秒数",
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"supportSell": "支持卖出",
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"minOrderDepth": "最小订单深度",
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"maxSpread": "最大价差",
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"minPrice": "最低价格",
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"maxPrice": "最高价格",
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"maxPositionValue": "最大仓位金额",
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"keywordFilterMode": "关键字过滤模式",
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"keywordFilterModeDisabled": "禁用",
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"keywordFilterModeWhitelist": "白名单",
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"keywordFilterModeBlacklist": "黑名单",
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"keywords": "关键字",
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"maxMarketEndDate": "市场截止时间限制",
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"tradeTime": "交易时间",
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"marketId": "市场ID",
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"marketTitle": "市场标题",
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"side": "方向",
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"sideBuy": "买入",
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"sideSell": "卖出",
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"sideSettlement": "结算",
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"outcome": "结果",
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"quantity": "数量",
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"price": "价格",
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"amount": "金额",
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"fee": "手续费",
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"profitLoss": "盈亏",
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"balanceAfter": "交易后余额",
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"leaderTradeId": "Leader 交易ID",
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"loading": "加载中...",
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"refreshing": "刷新中...",
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"starting": "启动中...",
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"stopping": "停止中...",
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"errorOccurred": "发生错误",
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"retry": "重试"
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}
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}
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@@ -240,6 +240,7 @@
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"templates": "跟單模板",
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"copyTradingConfig": "跟單配置",
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"positions": "倉位管理",
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"backtest": "回測",
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"statistics": "統計信息",
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"announcements": "公告",
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"users": "用戶管理",
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@@ -1226,5 +1227,105 @@
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"providerQuickNode": "QuickNode",
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"providerChainstack": "Chainstack",
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"providerGetBlock": "GetBlock"
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},
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"backtest": {
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"title": "回測",
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"taskName": "任務名稱",
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"leader": "Leader",
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"initialBalance": "初始資金",
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"backtestDays": "回測天數",
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"status": "狀態",
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"progress": "進度",
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"startTime": "開始時間",
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"endTime": "結束時間",
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"finalBalance": "最終資金",
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"profitAmount": "收益金額",
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"profitRate": "收益率",
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"totalTrades": "總交易數",
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"buyTrades": "買入筆數",
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"sellTrades": "賣出筆數",
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"winTrades": "盈利筆數",
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"lossTrades": "虧損筆數",
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"winRate": "勝率",
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"maxProfit": "最大單筆盈利",
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"maxLoss": "最大單筆虧損",
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"maxDrawdown": "最大回撤",
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"avgHoldingTime": "平均持倉時間",
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"statusPending": "等待中",
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"statusRunning": "運行中",
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"statusCompleted": "已完成",
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"statusStopped": "已停止",
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"statusFailed": "失敗",
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"createTask": "創建回測任務",
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"taskList": "回測任務列表",
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"taskDetail": "回測任務詳情",
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"tradeRecords": "交易記錄",
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"config": "配置",
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"statistics": "統計",
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"chart": "資金曲線",
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"createSuccess": "創建成功",
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"createFailed": "創建失敗",
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"deleteSuccess": "刪除成功",
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"deleteFailed": "刪除失敗",
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"stopSuccess": "停止成功",
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"stopFailed": "停止失敗",
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"deleteConfirm": "確定刪除此回測任務嗎?",
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"stopConfirm": "確定停止此回測任務嗎?",
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"noTasks": "暫無回測任務",
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"noTrades": "暫無交易記錄",
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"fetchTasksFailed": "獲取任務列表失敗",
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"fetchTaskDetailFailed": "獲取任務詳情失敗",
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"fetchTradesFailed": "獲取交易記錄失敗",
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"balanceChart": "資金變化",
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"pnlChart": "盈虧變化",
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"executionTime": "執行時間",
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"runningDuration": "運行時長",
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"estimatedRemaining": "預計剩餘",
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"leaderAddress": "Leader 地址",
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"leaderName": "Leader 名稱",
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"copyMode": "跟單模式",
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"copyModeRatio": "比例",
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"copyModeFixed": "固定金額",
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"copyRatio": "跟單比例",
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"fixedAmount": "固定金額",
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"maxOrderSize": "最大單筆訂單",
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"minOrderSize": "最小單筆訂單",
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"maxDailyLoss": "最大每日虧損",
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"maxDailyOrders": "最大每日訂單數",
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"priceTolerance": "價格容忍度",
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"delaySeconds": "延遲秒數",
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"supportSell": "支持賣出",
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"minOrderDepth": "最小訂單深度",
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"maxSpread": "最大價差",
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"minPrice": "最低價格",
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"maxPrice": "最高價格",
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"maxPositionValue": "最大倉位金額",
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"keywordFilterMode": "關鍵字過濾模式",
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"keywordFilterModeDisabled": "禁用",
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"keywordFilterModeWhitelist": "白名單",
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"keywordFilterModeBlacklist": "黑名單",
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"keywords": "關鍵字",
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"maxMarketEndDate": "市場截止時間限制",
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"tradeTime": "交易時間",
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"marketId": "市場ID",
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"marketTitle": "市場標題",
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"side": "方向",
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"sideBuy": "買入",
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"sideSell": "賣出",
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||||
"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"
|
||||
}
|
||||
}
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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)
|
||||
}
|
||||
|
||||
|
||||
@@ -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
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user