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:
@@ -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"
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user