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
+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"
}
}