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
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import { useState, useEffect } from 'react'
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import { Table, Card, Button, Select, Tag, Space, Modal, message, Row, Col } from 'antd'
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import { useTranslation } from 'react-i18next'
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import { PlusOutlined, ReloadOutlined, DeleteOutlined, StopOutlined, EyeOutlined } from '@ant-design/icons'
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import { formatUSDC } from '../utils'
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import { backtestService } from '../services/api'
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import type { BacktestTaskDto, BacktestListRequest } from '../types/backtest'
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const BacktestList: React.FC = () => {
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const { t } = useTranslation()
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const [loading, setLoading] = useState(false)
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const [tasks, setTasks] = useState<BacktestTaskDto[]>([])
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const [total, setTotal] = useState(0)
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const [page, setPage] = useState(1)
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const [size] = useState(10)
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const [statusFilter, setStatusFilter] = useState<string | undefined>()
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const [leaderIdFilter] = useState<number | undefined>()
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const [sortBy, setSortBy] = useState<'profitAmount' | 'profitRate' | 'createdAt'>('createdAt')
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const [sortOrder, setSortOrder] = useState<'asc' | 'desc'>('desc')
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// 获取回测任务列表
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const fetchTasks = async () => {
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setLoading(true)
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try {
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const request: BacktestListRequest = {
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leaderId: leaderIdFilter,
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status: statusFilter as any,
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sortBy,
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sortOrder,
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page,
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size
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}
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const response = await backtestService.list(request)
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if (response.data.code === 0 && response.data.data) {
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setTasks(response.data.data.list)
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setTotal(response.data.data.total)
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} else {
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message.error(response.data.msg || t('backtest.fetchTasksFailed'))
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}
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} catch (error) {
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console.error('Failed to fetch backtest tasks:', error)
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message.error(t('backtest.fetchTasksFailed'))
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} finally {
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setLoading(false)
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}
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}
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useEffect(() => {
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fetchTasks()
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}, [page, statusFilter, leaderIdFilter, sortBy, sortOrder])
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// 刷新
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const handleRefresh = () => {
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fetchTasks()
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}
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// 删除任务
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const handleDelete = (id: number) => {
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Modal.confirm({
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title: t('backtest.deleteConfirm'),
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okText: t('common.confirm'),
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cancelText: t('common.cancel'),
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onOk: async () => {
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try {
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const response = await backtestService.delete({ id })
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if (response.data.code === 0) {
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message.success(t('backtest.deleteSuccess'))
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fetchTasks()
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} else {
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message.error(response.data.msg || t('backtest.deleteFailed'))
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}
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} catch (error) {
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console.error('Failed to delete backtest task:', error)
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message.error(t('backtest.deleteFailed'))
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}
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}
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})
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}
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// 停止任务
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const handleStop = (id: number) => {
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Modal.confirm({
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title: t('backtest.stopConfirm'),
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okText: t('common.confirm'),
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cancelText: t('common.cancel'),
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onOk: async () => {
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try {
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const response = await backtestService.stop({ id })
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if (response.data.code === 0) {
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message.success(t('backtest.stopSuccess'))
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fetchTasks()
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} else {
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message.error(response.data.msg || t('backtest.stopFailed'))
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}
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} catch (error) {
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console.error('Failed to stop backtest task:', error)
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message.error(t('backtest.stopFailed'))
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}
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}
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})
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}
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// 查看详情
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const handleViewDetail = (id: number) => {
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window.location.href = `/backtest/detail?id=${id}`
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}
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// 创建新任务
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const handleCreate = () => {
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window.location.href = '/backtest/create'
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}
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// 状态标签颜色
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const getStatusColor = (status: string) => {
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switch (status) {
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case 'PENDING': return 'blue'
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case 'RUNNING': return 'processing'
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case 'COMPLETED': return 'success'
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case 'STOPPED': return 'warning'
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case 'FAILED': return 'error'
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default: return 'default'
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}
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}
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// 状态标签文本
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const getStatusText = (status: string) => {
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switch (status) {
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case 'PENDING': return t('backtest.statusPending')
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case 'RUNNING': return t('backtest.statusRunning')
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case 'COMPLETED': return t('backtest.statusCompleted')
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case 'STOPPED': return t('backtest.statusStopped')
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case 'FAILED': return t('backtest.statusFailed')
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default: return status
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}
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}
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const columns = [
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{
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title: t('backtest.taskName'),
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dataIndex: 'taskName',
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key: 'taskName',
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width: 150
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},
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{
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title: t('backtest.leader'),
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dataIndex: 'leaderName',
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key: 'leaderName',
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width: 150
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},
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{
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title: t('backtest.initialBalance'),
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dataIndex: 'initialBalance',
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key: 'initialBalance',
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width: 120,
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render: (value: string) => formatUSDC(value)
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},
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{
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title: t('backtest.finalBalance'),
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dataIndex: 'finalBalance',
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key: 'finalBalance',
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width: 120,
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render: (value: string | null) => value ? formatUSDC(value) : '-'
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},
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{
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title: t('backtest.profitAmount'),
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dataIndex: 'profitAmount',
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key: 'profitAmount',
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width: 120,
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render: (value: string | null) => value ? (
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<span style={{ color: parseFloat(value) >= 0 ? '#52c41a' : '#ff4d4f' }}>
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{formatUSDC(value)}
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</span>
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) : '-'
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},
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{
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title: t('backtest.profitRate'),
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dataIndex: 'profitRate',
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key: 'profitRate',
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width: 100,
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render: (value: string | null) => value ? (
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<span style={{ color: parseFloat(value) >= 0 ? '#52c41a' : '#ff4d4f' }}>
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{value}%
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</span>
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) : '-'
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},
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{
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title: t('backtest.backtestDays'),
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dataIndex: 'backtestDays',
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key: 'backtestDays',
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width: 100,
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render: (value: number) => `${value} ${t('common.day')}`
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},
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{
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title: t('backtest.status'),
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dataIndex: 'status',
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key: 'status',
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width: 100,
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render: (status: string) => (
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<Tag color={getStatusColor(status)}>{getStatusText(status)}</Tag>
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)
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},
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{
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title: t('backtest.progress'),
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dataIndex: 'progress',
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key: 'progress',
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width: 120,
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render: (progress: number) => (
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<div style={{ width: '100%' }}>
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<div style={{ marginBottom: 4 }}>{progress}%</div>
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<div style={{ width: '100%', height: 6, backgroundColor: '#f0f0f0', borderRadius: 3 }}>
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<div
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style={{
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width: `${progress}%`,
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height: '100%',
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backgroundColor: progress === 100 ? '#52c41a' : '#1890ff',
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borderRadius: 3,
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transition: 'width 0.3s ease'
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}}
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/>
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</div>
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</div>
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)
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},
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{
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title: t('backtest.totalTrades'),
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dataIndex: 'totalTrades',
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key: 'totalTrades',
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width: 100
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},
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{
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title: t('backtest.createdAt'),
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dataIndex: 'createdAt',
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key: 'createdAt',
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width: 180,
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render: (timestamp: number) => new Date(timestamp).toLocaleString()
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},
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{
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title: t('common.actions'),
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key: 'actions',
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fixed: 'right' as const,
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width: 150,
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render: (_: any, record: BacktestTaskDto) => (
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<Space size="small">
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<Button
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type="link"
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size="small"
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icon={<EyeOutlined />}
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onClick={() => handleViewDetail(record.id)}
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>
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{t('common.viewDetail')}
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</Button>
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{(record.status === 'RUNNING' || record.status === 'PENDING') && (
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<Button
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type="link"
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size="small"
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danger
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icon={<StopOutlined />}
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onClick={() => handleStop(record.id)}
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>
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{t('backtest.statusStopped')}
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</Button>
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)}
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{(record.status === 'COMPLETED' || record.status === 'STOPPED' || record.status === 'FAILED') && (
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<Button
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type="link"
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size="small"
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danger
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icon={<DeleteOutlined />}
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onClick={() => handleDelete(record.id)}
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>
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{t('common.delete')}
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</Button>
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)}
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</Space>
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)
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}
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]
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return (
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<div style={{ padding: 24 }}>
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<Card>
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<Space direction="vertical" size="large" style={{ width: '100%' }}>
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{/* 头部操作栏 */}
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<Row justify="space-between" align="middle">
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<Col>
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<Space size="middle">
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<Select
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style={{ width: 150 }}
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placeholder={t('backtest.status')}
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allowClear
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onChange={(value) => setStatusFilter(value)}
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value={statusFilter}
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>
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<Select.Option value="PENDING">{t('backtest.statusPending')}</Select.Option>
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<Select.Option value="RUNNING">{t('backtest.statusRunning')}</Select.Option>
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<Select.Option value="COMPLETED">{t('backtest.statusCompleted')}</Select.Option>
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<Select.Option value="STOPPED">{t('backtest.statusStopped')}</Select.Option>
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<Select.Option value="FAILED">{t('backtest.statusFailed')}</Select.Option>
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</Select>
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<Select
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style={{ width: 150 }}
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placeholder={t('backtest.sortBy')}
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onChange={(value) => setSortBy(value)}
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value={sortBy}
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>
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<Select.Option value="profitAmount">{t('backtest.profitAmount')}</Select.Option>
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<Select.Option value="profitRate">{t('backtest.profitRate')}</Select.Option>
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<Select.Option value="createdAt">{t('backtest.createdAt')}</Select.Option>
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</Select>
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<Select
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style={{ width: 120 }}
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placeholder={t('backtest.sortOrder')}
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onChange={(value) => setSortOrder(value)}
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value={sortOrder}
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>
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<Select.Option value="asc">{t('common.ascending')}</Select.Option>
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<Select.Option value="desc">{t('common.descending')}</Select.Option>
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</Select>
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</Space>
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</Col>
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<Col>
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<Space>
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<Button
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type="primary"
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icon={<PlusOutlined />}
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onClick={handleCreate}
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>
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{t('backtest.createTask')}
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</Button>
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<Button
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icon={<ReloadOutlined />}
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onClick={handleRefresh}
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loading={loading}
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>
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{t('common.refresh')}
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</Button>
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</Space>
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</Col>
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</Row>
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{/* 数据表格 */}
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<Table
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columns={columns}
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dataSource={tasks}
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rowKey="id"
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loading={loading}
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pagination={{
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current: page,
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pageSize: size,
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total,
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showSizeChanger: false,
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showTotal: (total) => `${t('common.total')} ${total} ${t('common.items')}`,
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onChange: (newPage) => setPage(newPage)
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}}
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scroll={{ x: 1400 }}
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/>
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</Space>
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</Card>
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</div>
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)
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}
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export default BacktestList
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