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
2026-01-31 07:27:36 +08:00
parent fabbd81f22
commit cdd02e9f3d
34 changed files with 4880 additions and 76 deletions
@@ -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
+