feat: 将回测任务详情改为 Modal 方式展示

- 将任务详情从页面跳转改为 Modal 弹窗展示
- 在详情 Modal 中添加完整的统计信息、配置信息、图表和交易记录
- 修复统计数据显示：添加 totalTrades 字段，修复空值处理
- 将'创建跟单'按钮固定在 Modal 底部 footer
- 修复 Modal 滚动问题，确保内容可以正常滚动
- 修复编译错误：删除未使用的 navigate 导入
- 添加调试日志便于问题排查

backend/fix_flyway_v29.sh

@@ -0,0 +1,59 @@
+#!/bin/bash
+# 清理 Flyway V29 失败记录的脚本
+
+echo "=== 清理 Flyway V29 失败记录 ==="
+echo ""
+echo "请确保 MySQL 正在运行，然后输入数据库密码"
+echo ""
+
+# 数据库配置
+DB_HOST="localhost"
+DB_PORT="3306"
+DB_NAME="polymarket_bot"
+DB_USER="root"
+
+# 检查 MySQL 命令是否可用
+if ! command -v mysql &> /dev/null; then
+    echo "❌ 错误: 未找到 mysql 命令"
+    echo ""
+    echo "请使用数据库客户端（如 Navicat、DataGrip 等）执行以下 SQL："
+    echo ""
+    echo "-- 1. 查看 Flyway 历史记录"
+    echo "SELECT version, description, installed_on, success "
+    echo "FROM flyway_schema_history "
+    echo "WHERE version >= 28"
+    echo "ORDER BY installed_rank;"
+    echo ""
+    echo "-- 2. 删除 V29 的失败记录"
+    echo "DELETE FROM flyway_schema_history WHERE version = '29';"
+    echo ""
+    exit 1
+fi
+
+# 执行清理
+echo "正在连接数据库..."
+mysql -h "$DB_HOST" -P "$DB_PORT" -u "$DB_USER" -p "$DB_NAME" << 'EOF'
+-- 查看当前状态
+SELECT '=== 当前 Flyway 历史记录 ===' as '';
+SELECT version, description, installed_on, success 
+FROM flyway_schema_history 
+WHERE version >= 28
+ORDER BY installed_rank;
+
+-- 删除 V29 失败记录
+SELECT '=== 删除 V29 记录 ===' as '';
+DELETE FROM flyway_schema_history WHERE version = '29';
+
+-- 确认删除结果
+SELECT CONCAT('已删除 ', ROW_COUNT(), ' 条记录') as result;
+
+-- 再次查看状态
+SELECT '=== 清理后的 Flyway 历史记录 ===' as '';
+SELECT version, description, installed_on, success 
+FROM flyway_schema_history 
+WHERE version >= 28
+ORDER BY installed_rank;
+EOF
+
+echo ""
+echo "✅ 清理完成！现在可以重启应用了"

backend/src/main/kotlin/com/wrbug/polymarketbot/controller/backtest/BacktestController.kt

@@ -0,0 +1,225 @@
+package com.wrbug.polymarketbot.controller.backtest
+
+import com.wrbug.polymarketbot.dto.*
+import com.wrbug.polymarketbot.enums.ErrorCode
+import com.wrbug.polymarketbot.service.backtest.BacktestService
+import kotlinx.coroutines.runBlocking
+import org.slf4j.LoggerFactory
+import org.springframework.context.MessageSource
+import org.springframework.http.ResponseEntity
+import org.springframework.web.bind.annotation.*
+
+/**
+ * 回测管理控制器
+ */
+@RestController
+@RequestMapping("/api/backtest")
+class BacktestController(
+    private val backtestService: BacktestService,
+    private val messageSource: MessageSource
+) {
+
+    private val logger = LoggerFactory.getLogger(BacktestController::class.java)
+
+    /**
+     * 创建回测任务
+     */
+    @PostMapping("/tasks")
+    fun createBacktestTask(@RequestBody request: BacktestCreateRequest): ResponseEntity<ApiResponse<BacktestTaskDto>> {
+        return try {
+            logger.info("创建回测任务: taskName=${request.taskName}, leaderId=${request.leaderId}")
+
+            val result = runBlocking {
+                backtestService.createBacktestTask(request)
+            }
+
+            result.fold(
+                onSuccess = { dto ->
+                    logger.info("回测任务创建成功: taskId=${dto.id}")
+                    ResponseEntity.ok(ApiResponse.success(dto))
+                },
+                onFailure = { e ->
+                    logger.error("创建回测任务失败", e)
+                    val errorCode = when (e) {
+                        is IllegalArgumentException -> ErrorCode.PARAM_ERROR
+                        else -> ErrorCode.SERVER_BACKTEST_CREATE_FAILED
+                    }
+                    ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("创建回测任务异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_CREATE_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 查询回测任务列表
+     */
+    @PostMapping("/tasks/list")
+    fun getBacktestTaskList(@RequestBody request: BacktestListRequest): ResponseEntity<ApiResponse<BacktestListResponse>> {
+        return try {
+            val result = backtestService.getBacktestTaskList(request)
+
+            result.fold(
+                onSuccess = { response ->
+                    logger.info("查询回测任务列表成功: total=${response.total}")
+                    ResponseEntity.ok(ApiResponse.success(response))
+                },
+                onFailure = { e ->
+                    logger.error("查询回测任务列表失败", e)
+                    ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_LIST_FETCH_FAILED, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测任务列表异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_LIST_FETCH_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 查询回测任务详情
+     */
+    @PostMapping("/tasks/detail")
+    fun getBacktestTaskDetail(@RequestBody request: BacktestDetailRequest): ResponseEntity<ApiResponse<BacktestDetailResponse>> {
+        return try {
+            val result = backtestService.getBacktestTaskDetail(request)
+
+            result.fold(
+                onSuccess = { response ->
+                    logger.info("查询回测任务详情成功: taskId=${request.id}")
+                    ResponseEntity.ok(ApiResponse.success(response))
+                },
+                onFailure = { e ->
+                    logger.error("查询回测任务详情失败", e)
+                    val errorCode = when (e) {
+                        is IllegalArgumentException -> ErrorCode.BACKTEST_TASK_NOT_FOUND
+                        else -> ErrorCode.SERVER_BACKTEST_DETAIL_FETCH_FAILED
+                    }
+                    ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测任务详情异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_DETAIL_FETCH_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 查询回测交易记录
+     */
+    @PostMapping("/tasks/trades")
+    fun getBacktestTrades(@RequestBody request: BacktestTradeListRequest): ResponseEntity<ApiResponse<BacktestTradeListResponse>> {
+        return try {
+            val result = backtestService.getBacktestTrades(request)
+
+            result.fold(
+                onSuccess = { response ->
+                    logger.info("查询回测交易记录成功: taskId=${request.taskId}")
+                    ResponseEntity.ok(ApiResponse.success(response))
+                },
+                onFailure = { e ->
+                    logger.error("查询回测交易记录失败", e)
+                    ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_TRADES_FETCH_FAILED, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测交易记录异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_TRADES_FETCH_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 删除回测任务
+     */
+    @PostMapping("/tasks/delete")
+    fun deleteBacktestTask(@RequestBody request: BacktestDeleteRequest): ResponseEntity<ApiResponse<Unit>> {
+        return try {
+            logger.info("删除回测任务: taskId=${request.id}")
+
+            val result = backtestService.deleteBacktestTask(request)
+
+            result.fold(
+                onSuccess = {
+                    logger.info("回测任务删除成功: taskId=${request.id}")
+                    ResponseEntity.ok(ApiResponse.success(Unit))
+                },
+                onFailure = { e ->
+                    logger.error("删除回测任务失败", e)
+                    val errorCode = when (e) {
+                        is IllegalArgumentException -> ErrorCode.BACKTEST_TASK_NOT_FOUND
+                        is IllegalStateException -> ErrorCode.BACKTEST_TASK_RUNNING
+                        else -> ErrorCode.SERVER_BACKTEST_DELETE_FAILED
+                    }
+                    ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("删除回测任务异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_DELETE_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 停止回测任务
+     */
+    @PostMapping("/tasks/stop")
+    fun stopBacktestTask(@RequestBody request: BacktestStopRequest): ResponseEntity<ApiResponse<Unit>> {
+        return try {
+            logger.info("停止回测任务: taskId=${request.id}")
+
+            val result = backtestService.stopBacktestTask(request)
+
+            result.fold(
+                onSuccess = {
+                    logger.info("回测任务停止成功: taskId=${request.id}")
+                    ResponseEntity.ok(ApiResponse.success(Unit))
+                },
+                onFailure = { e ->
+                    logger.error("停止回测任务失败", e)
+                    val errorCode = when (e) {
+                        is IllegalArgumentException -> ErrorCode.BACKTEST_TASK_NOT_FOUND
+                        is IllegalStateException -> ErrorCode.BACKTEST_TASK_RUNNING
+                        else -> ErrorCode.SERVER_BACKTEST_STOP_FAILED
+                    }
+                    ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("停止回测任务异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_STOP_FAILED, e.message, messageSource))
+        }
+    }
+
+    /**
+     * 重试回测任务
+     */
+    @PostMapping("/tasks/retry")
+    fun retryBacktestTask(@RequestBody request: BacktestRetryRequest): ResponseEntity<ApiResponse<Unit>> {
+        return try {
+            logger.info("重试回测任务: taskId=${request.id}")
+
+            val result = backtestService.retryBacktestTask(request)
+
+            result.fold(
+                onSuccess = {
+                    logger.info("回测任务重试成功: taskId=${request.id}")
+                    ResponseEntity.ok(ApiResponse.success(Unit))
+                },
+                onFailure = { e ->
+                    logger.error("重试回测任务失败", e)
+                    val errorCode = when (e) {
+                        is IllegalArgumentException -> ErrorCode.BACKTEST_TASK_NOT_FOUND
+                        is IllegalStateException -> ErrorCode.BACKTEST_TASK_RUNNING
+                        else -> ErrorCode.SERVER_BACKTEST_RETRY_FAILED
+                    }
+                    ResponseEntity.ok(ApiResponse.error(errorCode, e.message, messageSource))
+                }
+            )
+        } catch (e: Exception) {
+            logger.error("重试回测任务异常", e)
+            ResponseEntity.ok(ApiResponse.error(ErrorCode.SERVER_BACKTEST_RETRY_FAILED, e.message, messageSource))
+        }
+    }
+}
+

backend/src/main/kotlin/com/wrbug/polymarketbot/dto/BacktestDto.kt

@@ -0,0 +1,197 @@
+package com.wrbug.polymarketbot.dto
+
+import java.math.BigDecimal
+
+/**
+ * 回测任务创建请求
+ */
+data class BacktestCreateRequest(
+    val taskName: String,  // 回测任务名称
+    val leaderId: Long,  // Leader ID
+    val initialBalance: String,  // 初始资金
+    val backtestDays: Int,  // 回测天数 (1-30)
+    // 跟单配置（与 CopyTrading 一致，但不包含 max_position_count）
+    val copyMode: String? = null,  // "RATIO" 或 "FIXED"
+    val copyRatio: String? = null,  // 仅在 copyMode="RATIO" 时生效
+    val fixedAmount: String? = null,  // 仅在 copyMode="FIXED" 时生效
+    val maxOrderSize: String? = null,
+    val minOrderSize: String? = null,
+    val maxDailyLoss: String? = null,
+    val maxDailyOrders: Int? = null,
+    val supportSell: Boolean? = null,
+    val keywordFilterMode: String? = null,  // 关键字过滤模式：DISABLED（不启用）、WHITELIST（白名单）、BLACKLIST（黑名单）
+    val keywords: List<String>? = null,  // 关键字列表
+    val pageForResume: Int? = null  // 用于恢复中断任务，从指定页码开始获取历史数据（从1开始）
+)
+
+/**
+ * 回测任务列表请求
+ */
+data class BacktestListRequest(
+    val leaderId: Long? = null,  // Leader ID（可选）
+    val status: String? = null,  // PENDING/RUNNING/COMPLETED/STOPPED/FAILED
+    val sortBy: String? = null,  // profitAmount / profitRate / createdAt
+    val sortOrder: String? = null,  // asc / desc
+    val page: Int = 1,  // 页码，从1开始
+    val size: Int = 20  // 每页数量
+)
+
+/**
+ * 回测任务详情请求
+ */
+data class BacktestDetailRequest(
+    val id: Long  // 回测任务ID
+)
+
+/**
+ * 回测交易记录请求
+ */
+data class BacktestTradeListRequest(
+    val taskId: Long,  // 回测任务ID
+    val page: Int = 1,  // 页码，从1开始
+    val size: Int = 20  // 每页数量
+)
+
+/**
+ * 回测进度查询请求
+ */
+data class BacktestProgressRequest(
+    val id: Long  // 回测任务ID
+)
+
+/**
+ * 回测任务停止请求
+ */
+data class BacktestStopRequest(
+    val id: Long  // 回测任务ID
+)
+
+/**
+ * 回测任务删除请求
+ */
+data class BacktestDeleteRequest(
+    val id: Long  // 回测任务ID
+)
+
+/**
+ * 回测任务重试请求
+ */
+data class BacktestRetryRequest(
+    val id: Long  // 回测任务ID
+)
+
+/**
+ * 回测任务列表响应
+ */
+data class BacktestListResponse(
+    val list: List<BacktestTaskDto>,
+    val total: Long,
+    val page: Int,
+    val size: Int
+)
+
+/**
+ * 回测任务详情响应
+ */
+data class BacktestDetailResponse(
+    val task: BacktestTaskDto,
+    val config: BacktestConfigDto,
+    val statistics: BacktestStatisticsDto
+)
+
+/**
+ * 回测交易记录列表响应
+ */
+data class BacktestTradeListResponse(
+    val list: List<BacktestTradeDto>,
+    val total: Long,
+    val page: Int,
+    val size: Int
+)
+
+/**
+ * 回测进度响应
+ */
+data class BacktestProgressResponse(
+    val progress: Int,  // 执行进度 (0-100)
+    val currentBalance: String,  // 当前余额
+    val totalTrades: Int,  // 总交易笔数
+    val status: String  // 任务状态
+)
+
+/**
+ * 回测任务 DTO
+ */
+data class BacktestTaskDto(
+    val id: Long,
+    val taskName: String,
+    val leaderId: Long,
+    val leaderName: String?,
+    val leaderAddress: String?,
+    val initialBalance: String,
+    val finalBalance: String?,
+    val profitAmount: String?,
+    val profitRate: String?,
+    val backtestDays: Int,
+    val startTime: Long,
+    val endTime: Long?,
+    val status: String,  // PENDING/RUNNING/COMPLETED/STOPPED/FAILED
+    val progress: Int,
+    val totalTrades: Int,
+    val createdAt: Long,
+    val executionStartedAt: Long?,
+    val executionFinishedAt: Long?
+)
+
+/**
+ * 回测配置 DTO
+ */
+data class BacktestConfigDto(
+    val copyMode: String,
+    val copyRatio: String,
+    val fixedAmount: String?,
+    val maxOrderSize: String,
+    val minOrderSize: String,
+    val maxDailyLoss: String,
+    val maxDailyOrders: Int,
+    val supportSell: Boolean,
+    val keywordFilterMode: String?,
+    val keywords: List<String>?
+)
+
+/**
+ * 回测统计信息 DTO
+ */
+data class BacktestStatisticsDto(
+    val totalTrades: Int,  // 总交易笔数
+    val buyTrades: Int,  // 买入笔数
+    val sellTrades: Int,  // 卖出笔数
+    val winTrades: Int,  // 盈利交易笔数
+    val lossTrades: Int,  // 亏损交易笔数
+    val winRate: String,  // 胜率(%)
+    val maxProfit: String,  // 最大单笔盈利
+    val maxLoss: String,  // 最大单笔亏损
+    val maxDrawdown: String,  // 最大回撤
+    val avgHoldingTime: Long?  // 平均持仓时间(毫秒)
+)
+
+/**
+ * 回测交易记录 DTO
+ */
+data class BacktestTradeDto(
+    val id: Long,
+    val tradeTime: Long,
+    val marketId: String,
+    val marketTitle: String?,
+    val side: String,  // BUY/SELL/SETTLEMENT
+    val outcome: String,
+    val outcomeIndex: Int?,
+    val quantity: String,
+    val price: String,
+    val amount: String,
+    val fee: String,
+    val profitLoss: String?,
+    val balanceAfter: String,
+    val leaderTradeId: String?
+)
+

backend/src/main/kotlin/com/wrbug/polymarketbot/dto/TradeData.kt

@@ -0,0 +1,32 @@
+package com.wrbug.polymarketbot.dto
+
+import java.math.BigDecimal
+
+/**
+ * 用户交易数据
+ * 用于回测功能，从 Polymarket API 获取的用户交易历史
+ */
+data class TradeData(
+    val tradeId: String,          // 交易 ID
+    val marketId: String,         // 市场 ID
+    val marketTitle: String?,      // 市场标题
+    val marketSlug: String?,       // 市场 Slug
+    val side: String,             // 交易方向: BUY/SELL
+    val outcome: String,            // 结果: YES/NO 或 outcomeIndex
+    val outcomeIndex: Int?,        // 结果索引
+    val price: BigDecimal,          // 成交价格
+    val size: BigDecimal,           // 成交数量
+    val amount: BigDecimal,          // 成交金额
+    val timestamp: Long            // 交易时间戳
+) {
+    override fun equals(other: Any?): Boolean {
+        if (this === other) return true
+        if (other !is TradeData) return false
+        return tradeId == other.tradeId
+    }
+
+    override fun hashCode(): Int {
+        return tradeId.hashCode()
+    }
+}
+

backend/src/main/kotlin/com/wrbug/polymarketbot/entity/BacktestTask.kt

@@ -0,0 +1,142 @@
+package com.wrbug.polymarketbot.entity
+
+import jakarta.persistence.*
+import java.math.BigDecimal
+import com.wrbug.polymarketbot.util.toSafeBigDecimal
+
+/**
+ * 回测任务实体
+ */
+@Entity
+@Table(name = "backtest_task")
+data class BacktestTask(
+    @Id
+    @GeneratedValue(strategy = GenerationType.IDENTITY)
+    val id: Long? = null,
+
+    @Column(name = "task_name", nullable = false, length = 100)
+    val taskName: String,
+
+    @Column(name = "leader_id", nullable = false)
+    val leaderId: Long,
+
+    // 回测参数
+    @Column(name = "initial_balance", nullable = false, precision = 20, scale = 8)
+    val initialBalance: BigDecimal,
+
+    @Column(name = "final_balance", precision = 20, scale = 8)
+    var finalBalance: BigDecimal? = null,
+
+    @Column(name = "profit_amount", precision = 20, scale = 8)
+    var profitAmount: BigDecimal? = null,
+
+    @Column(name = "profit_rate", precision = 10, scale = 4)
+    var profitRate: BigDecimal? = null,  // 收益率(%)
+
+    @Column(name = "backtest_days", nullable = false)
+    val backtestDays: Int,
+
+    @Column(name = "start_time", nullable = false)
+    val startTime: Long,  // 回测开始时间(历史时间)
+
+    @Column(name = "end_time")
+    var endTime: Long? = null,  // 回测结束时间(历史时间)
+
+    // 跟单配置 (复制CopyTrading表结构，但不包含 max_position_count)
+    @Column(name = "copy_mode", nullable = false, length = 10)
+    val copyMode: String = "RATIO",  // "RATIO" 或 "FIXED"
+
+    @Column(name = "copy_ratio", nullable = false, precision = 20, scale = 8)
+    val copyRatio: BigDecimal = BigDecimal.ONE,
+
+    @Column(name = "fixed_amount", precision = 20, scale = 8)
+    val fixedAmount: BigDecimal? = null,
+
+    @Column(name = "max_order_size", nullable = false, precision = 20, scale = 8)
+    val maxOrderSize: BigDecimal = "1000".toSafeBigDecimal(),
+
+    @Column(name = "min_order_size", nullable = false, precision = 20, scale = 8)
+    val minOrderSize: BigDecimal = "1".toSafeBigDecimal(),
+
+    @Column(name = "max_daily_loss", nullable = false, precision = 20, scale = 8)
+    val maxDailyLoss: BigDecimal = "10000".toSafeBigDecimal(),
+
+    @Column(name = "max_daily_orders", nullable = false)
+    val maxDailyOrders: Int = 100,
+
+    @Column(name = "support_sell", nullable = false)
+    val supportSell: Boolean = true,
+
+    @Column(name = "keyword_filter_mode", nullable = false, length = 20)
+    val keywordFilterMode: String = "DISABLED",  // DISABLED/WHITELIST/BLACKLIST
+
+    @Column(name = "keywords", columnDefinition = "JSON")
+    val keywords: String? = null,
+
+    // 统计字段
+    @Column(name = "avg_holding_time")
+    var avgHoldingTime: Long? = null,  // 平均持仓时间(毫秒)
+
+    @Column(name = "data_source", length = 50)
+    var dataSource: String = "MIXED",  // INTERNAL/API/MIXED
+
+    // 执行状态
+    @Column(name = "status", nullable = false, length = 20)
+    var status: String = "PENDING",  // PENDING/RUNNING/COMPLETED/STOPPED/FAILED
+
+    @Column(name = "progress", nullable = false)
+    var progress: Int = 0,  // 执行进度(0-100)
+
+    @Column(name = "total_trades", nullable = false)
+    var totalTrades: Int = 0,
+
+    @Column(name = "buy_trades", nullable = false)
+    var buyTrades: Int = 0,
+
+    @Column(name = "sell_trades", nullable = false)
+    var sellTrades: Int = 0,
+
+    @Column(name = "win_trades", nullable = false)
+    var winTrades: Int = 0,
+
+    @Column(name = "loss_trades", nullable = false)
+    var lossTrades: Int = 0,
+
+    @Column(name = "win_rate", precision = 5, scale = 2)
+    var winRate: BigDecimal? = null,  // 胜率(%)
+
+    @Column(name = "max_profit", precision = 20, scale = 8)
+    var maxProfit: BigDecimal? = null,  // 最大单笔盈利
+
+    @Column(name = "max_loss", precision = 20, scale = 8)
+    var maxLoss: BigDecimal? = null,  // 最大单笔亏损
+
+    @Column(name = "max_drawdown", precision = 20, scale = 8)
+    var maxDrawdown: BigDecimal? = null,  // 最大回撤
+
+    @Column(name = "error_message", columnDefinition = "TEXT")
+    var errorMessage: String? = null,
+
+    // 时间字段
+    @Column(name = "created_at", nullable = false)
+    val createdAt: Long = System.currentTimeMillis(),
+
+    @Column(name = "execution_started_at")
+    var executionStartedAt: Long? = null,
+
+    @Column(name = "execution_finished_at")
+    var executionFinishedAt: Long? = null,
+
+    @Column(name = "updated_at", nullable = false)
+    var updatedAt: Long = System.currentTimeMillis(),
+
+    @Column(name = "last_processed_trade_time")
+    var lastProcessedTradeTime: Long? = null,
+
+    @Column(name = "last_processed_trade_index")
+    var lastProcessedTradeIndex: Int? = null,
+
+    @Column(name = "processed_trade_count")
+    var processedTradeCount: Int = 0
+)
+

backend/src/main/kotlin/com/wrbug/polymarketbot/entity/BacktestTrade.kt

@@ -0,0 +1,62 @@
+package com.wrbug.polymarketbot.entity
+
+import jakarta.persistence.*
+import java.math.BigDecimal
+
+/**
+ * 回测交易记录实体
+ * 用于记录回测过程中的每笔模拟交易
+ */
+@Entity
+@Table(name = "backtest_trade")
+data class BacktestTrade(
+    @Id
+    @GeneratedValue(strategy = GenerationType.IDENTITY)
+    val id: Long? = null,
+
+    @Column(name = "backtest_task_id", nullable = false)
+    val backtestTaskId: Long,
+
+    @Column(name = "trade_time", nullable = false)
+    val tradeTime: Long,
+
+    @Column(name = "market_id", nullable = false, length = 100)
+    val marketId: String,
+
+    @Column(name = "market_title", length = 500)
+    val marketTitle: String? = null,
+
+    @Column(name = "side", nullable = false, length = 20)
+    val side: String,  // BUY/SELL/SETTLEMENT
+
+    @Column(name = "outcome", nullable = false, length = 50)
+    val outcome: String,  // YES/NO 或 outcomeIndex
+
+    @Column(name = "outcome_index")
+    val outcomeIndex: Int? = null,  // 结果索引（0, 1, 2, ...），支持多元市场
+
+    @Column(name = "quantity", nullable = false, precision = 20, scale = 8)
+    val quantity: BigDecimal,
+
+    @Column(name = "price", nullable = false, precision = 20, scale = 8)
+    val price: BigDecimal,
+
+    @Column(name = "amount", nullable = false, precision = 20, scale = 8)
+    val amount: BigDecimal,
+
+    @Column(name = "fee", nullable = false, precision = 20, scale = 8)
+    val fee: BigDecimal = BigDecimal.ZERO,  // 手续费（回测不计算，默认为0）
+
+    @Column(name = "profit_loss", precision = 20, scale = 8)
+    val profitLoss: BigDecimal? = null,  // 盈亏(仅卖出时)
+
+    @Column(name = "balance_after", nullable = false, precision = 20, scale = 8)
+    val balanceAfter: BigDecimal,  // 交易后余额
+
+    @Column(name = "leader_trade_id", length = 100)
+    val leaderTradeId: String? = null,  // Leader 原始交易ID
+
+    @Column(name = "created_at", nullable = false)
+    val createdAt: Long = System.currentTimeMillis()
+)
+

backend/src/main/kotlin/com/wrbug/polymarketbot/enums/ErrorCode.kt

@@ -231,7 +231,24 @@ enum class ErrorCode(
     SERVER_ORDER_TRACKING_PROCESS_FAILED(5901, "处理订单跟踪失败", "error.server.order_tracking_process_failed"),
     SERVER_ORDER_TRACKING_BUY_FAILED(5902, "处理买入订单失败", "error.server.order_tracking_buy_failed"),
     SERVER_ORDER_TRACKING_SELL_FAILED(5903, "处理卖出订单失败", "error.server.order_tracking_sell_failed"),
-    SERVER_ORDER_TRACKING_MATCH_FAILED(5904, "订单匹配失败", "error.server.order_tracking_match_failed");
+    SERVER_ORDER_TRACKING_MATCH_FAILED(5904, "订单匹配失败", "error.server.order_tracking_match_failed"),
+    
+    // 回测服务错误 (4601-4699)
+    BACKTEST_TASK_NOT_FOUND(4601, "回测任务不存在", "error.backtest.task_not_found"),
+    BACKTEST_LEADER_NOT_FOUND(4602, "Leader不存在", "error.backtest.leader_not_found"),
+    BACKTEST_DAYS_INVALID(4603, "回测天数超出限制", "error.backtest.days_invalid"),
+    BACKTEST_INITIAL_BALANCE_INVALID(4604, "初始金额无效", "error.backtest.initial_balance_invalid"),
+    BACKTEST_TASK_RUNNING(4605, "回测任务正在运行，无法删除", "error.backtest.task_running"),
+    SERVER_BACKTEST_CREATE_FAILED(5603, "创建回测任务失败", "error.server.backtest_create_failed"),
+    SERVER_BACKTEST_UPDATE_FAILED(5604, "更新回测任务失败", "error.server.backtest_update_failed"),
+    SERVER_BACKTEST_DELETE_FAILED(5605, "删除回测任务失败", "error.server.backtest_delete_failed"),
+    SERVER_BACKTEST_LIST_FETCH_FAILED(5606, "查询回测列表失败", "error.server.backtest_list_fetch_failed"),
+    SERVER_BACKTEST_DETAIL_FETCH_FAILED(5607, "查询回测详情失败", "error.server.backtest_detail_fetch_failed"),
+    SERVER_BACKTEST_TRADES_FETCH_FAILED(5608, "查询回测交易记录失败", "error.server.backtest_trades_fetch_failed"),
+    SERVER_BACKTEST_EXECUTE_FAILED(5609, "回测执行失败", "error.server.backtest_execute_failed"),
+    SERVER_BACKTEST_HISTORICAL_DATA_FETCH_FAILED(5610, "历史数据获取失败", "error.server.backtest_historical_data_fetch_failed"),
+    SERVER_BACKTEST_STOP_FAILED(5611, "停止回测任务失败", "error.server.backtest_stop_failed"),
+    SERVER_BACKTEST_RETRY_FAILED(5612, "重试回测任务失败", "error.server.backtest_retry_failed");
     
     companion object {
         /**

backend/src/main/kotlin/com/wrbug/polymarketbot/repository/BacktestTaskRepository.kt

@@ -0,0 +1,63 @@
+package com.wrbug.polymarketbot.repository
+
+import com.wrbug.polymarketbot.entity.BacktestTask
+import org.springframework.data.jpa.repository.JpaRepository
+import org.springframework.data.jpa.repository.Modifying
+import org.springframework.data.jpa.repository.Query
+import org.springframework.stereotype.Repository
+
+/**
+ * 回测任务Repository
+ */
+@Repository
+interface BacktestTaskRepository : JpaRepository<BacktestTask, Long> {
+
+    /**
+     * 根据 Leader ID 查询回测任务
+     */
+    fun findByLeaderId(leaderId: Long): List<BacktestTask>
+
+    /**
+     * 根据状态查询回测任务
+     */
+    fun findByStatus(status: String): List<BacktestTask>
+
+    /**
+     * 根据 Leader ID 和状态查询回测任务
+     */
+    fun findByLeaderIdAndStatus(leaderId: Long, status: String): List<BacktestTask>
+
+    /**
+     * 根据 Leader ID、收益率排序查询
+     */
+    @Query("SELECT t FROM BacktestTask t WHERE t.leaderId = :leaderId AND t.status = :status ORDER BY t.profitRate DESC")
+    fun findByLeaderIdAndStatusOrderByProfitRateDesc(leaderId: Long, status: String): List<BacktestTask>
+
+    /**
+     * 根据状态和创建时间倒序查询
+     */
+    @Query("SELECT t FROM BacktestTask t WHERE t.status = :status ORDER BY t.createdAt DESC")
+    fun findByStatusOrderByCreatedAtDesc(status: String): List<BacktestTask>
+
+    /**
+     * 更新回测任务状态
+     */
+    @Modifying
+    @Query("UPDATE BacktestTask t SET t.status = :status, t.updatedAt = :updatedAt WHERE t.id = :id")
+    fun updateStatus(id: Long, status: String, updatedAt: Long = System.currentTimeMillis())
+
+    /**
+     * 更新回测任务状态和错误信息
+     */
+    @Modifying
+    @Query("UPDATE BacktestTask t SET t.status = :status, t.errorMessage = :errorMessage, t.updatedAt = :updatedAt WHERE t.id = :id")
+    fun updateStatusAndError(id: Long, status: String, errorMessage: String?, updatedAt: Long = System.currentTimeMillis())
+
+    /**
+     * 更新回测任务进度
+     */
+    @Modifying
+    @Query("UPDATE BacktestTask t SET t.progress = :progress, t.updatedAt = :updatedAt WHERE t.id = :id")
+    fun updateProgress(id: Long, progress: Int, updatedAt: Long = System.currentTimeMillis())
+}
+

backend/src/main/kotlin/com/wrbug/polymarketbot/repository/BacktestTradeRepository.kt

@@ -0,0 +1,38 @@
+package com.wrbug.polymarketbot.repository
+
+import com.wrbug.polymarketbot.entity.BacktestTrade
+import org.springframework.data.jpa.repository.JpaRepository
+import org.springframework.data.jpa.repository.Query
+import org.springframework.stereotype.Repository
+
+/**
+ * 回测交易记录Repository
+ */
+@Repository
+interface BacktestTradeRepository : JpaRepository<BacktestTrade, Long> {
+
+    /**
+     * 根据回测任务ID查询所有交易记录
+     */
+    fun findByBacktestTaskIdOrderByTradeTime(backtestTaskId: Long): List<BacktestTrade>
+
+    /**
+     * 根据回测任务ID分页查询交易记录
+     */
+    @Query("SELECT t FROM BacktestTrade t WHERE t.backtestTaskId = :backtestTaskId ORDER BY t.tradeTime")
+    fun findByBacktestTaskId(
+        backtestTaskId: Long,
+        pageable: org.springframework.data.domain.Pageable
+    ): org.springframework.data.domain.Page<BacktestTrade>
+
+    /**
+     * 根据回测任务ID统计交易数量
+     */
+    fun countByBacktestTaskId(backtestTaskId: Long): Long
+
+    /**
+     * 删除回测任务的所有交易记录（由级联删除处理）
+     */
+    fun deleteByBacktestTaskId(backtestTaskId: Long)
+}
+

backend/src/main/kotlin/com/wrbug/polymarketbot/service/backtest/BacktestDataService.kt

@@ -0,0 +1,131 @@
+package com.wrbug.polymarketbot.service.backtest
+
+import com.wrbug.polymarketbot.api.PolymarketDataApi
+import com.wrbug.polymarketbot.api.UserActivityResponse
+import com.wrbug.polymarketbot.dto.TradeData
+import com.wrbug.polymarketbot.entity.Leader
+import com.wrbug.polymarketbot.repository.LeaderRepository
+import com.wrbug.polymarketbot.util.RetrofitFactory
+import com.wrbug.polymarketbot.util.toSafeBigDecimal
+import kotlinx.coroutines.delay
+import org.slf4j.LoggerFactory
+import org.springframework.stereotype.Service
+import java.math.BigDecimal
+
+/**
+ * 回测数据服务
+ * 直接从 Polymarket Data API 获取 Leader 历史交易
+ */
+@Service
+class BacktestDataService(
+    private val leaderRepository: LeaderRepository,
+    private val retrofitFactory: RetrofitFactory
+) {
+    private val logger = LoggerFactory.getLogger(BacktestDataService::class.java)
+
+    /**
+     * 分页获取 Leader 历史交易（用于回测恢复）
+     * 支持重试机制：最多重试5次，每次间隔1秒
+     *
+     * @param leaderId Leader ID
+     * @param startTime 开始时间（毫秒时间戳）
+     * @param endTime 结束时间（毫秒时间戳）
+     * @param page 页码 (从 0 开始)
+     * @param size 每页数量
+     * @return 历史交易列表
+     * @throws Exception 重试5次后仍然失败时抛出异常
+     */
+    suspend fun getLeaderHistoricalTradesForPage(
+        leaderId: Long,
+        startTime: Long,
+        endTime: Long,
+        page: Int,
+        size: Int
+    ): List<TradeData> {
+        logger.info("分页获取 Leader 历史交易: leaderId=$leaderId, timeRange=$startTime - $endTime, page=$page, size=$size")
+
+        // 1. 验证 Leader 是否存在
+        val leader = leaderRepository.findById(leaderId).orElse(null)
+            ?: throw IllegalArgumentException("Leader 不存在: $leaderId")
+
+        val dataApi = retrofitFactory.createDataApi()
+        val offset = page * size
+        val maxRetries = 5
+        val retryDelay = 1000L  // 1秒
+
+        // 2. 重试机制：最多重试5次
+        var lastException: Exception? = null
+        for (attempt in 1..maxRetries) {
+            try {
+                val response = dataApi.getUserActivity(
+                    user = leader.leaderAddress,
+                    type = listOf("TRADE"),
+                    start = startTime / 1000,
+                    end = endTime / 1000,
+                    limit = size,
+                    offset = offset,
+                    sortBy = "timestamp",
+                    sortDirection = "asc"
+                )
+
+                if (!response.isSuccessful || response.body() == null) {
+                    throw Exception("从 Data API 获取用户活动失败: code=${response.code()}, message=${response.message()}")
+                }
+
+                val activities = response.body()!!
+                logger.info("成功获取第 $page 页数据，共 ${activities.size} 条交易（第 $attempt 次尝试）")
+
+                return activities.mapNotNull { activity ->
+                    try {
+                        if (activity.type != "TRADE") {
+                            return@mapNotNull null
+                        }
+
+                        if (activity.side == null || activity.price == null || activity.size == null || activity.usdcSize == null) {
+                            logger.warn("活动数据缺少必要字段，跳过: activity=$activity")
+                            return@mapNotNull null
+                        }
+
+                        val tradeTimestamp = activity.timestamp * 1000
+                        if (tradeTimestamp < startTime || tradeTimestamp > endTime) {
+                            logger.debug("交易时间超出范围，跳过: timestamp=$tradeTimestamp, range=$startTime - $endTime")
+                            return@mapNotNull null
+                        }
+
+                        TradeData(
+                            tradeId = activity.transactionHash ?: "${activity.timestamp}_${activity.conditionId}_${activity.side}",
+                            marketId = activity.conditionId,
+                            marketTitle = activity.title,
+                            marketSlug = activity.slug,
+                            side = activity.side.uppercase(),
+                            outcome = activity.outcome ?: activity.outcomeIndex?.toString() ?: "",
+                            outcomeIndex = activity.outcomeIndex,
+                            price = activity.price.toSafeBigDecimal(),
+                            size = activity.size.toSafeBigDecimal(),
+                            amount = activity.usdcSize.toSafeBigDecimal(),
+                            timestamp = tradeTimestamp
+                        )
+                    } catch (e: Exception) {
+                        logger.warn("转换活动数据失败: activity=$activity, error=${e.message}", e)
+                        null
+                    }
+                }
+
+            } catch (e: Exception) {
+                lastException = e
+                logger.warn("第 $attempt/$maxRetries 次尝试获取第 $page 页数据失败: ${e.message}")
+
+                // 如果不是最后一次尝试，则等待后重试
+                if (attempt < maxRetries) {
+                    logger.info("等待 $retryDelay 毫秒后重试...")
+                    delay(retryDelay)
+                }
+            }
+        }
+
+        // 重试5次后仍然失败，抛出异常
+        val errorMsg = "重试 $maxRetries 次后仍然失败获取第 $page 页数据"
+        logger.error(errorMsg, lastException)
+        throw Exception(errorMsg, lastException)
+    }
+}

backend/src/main/kotlin/com/wrbug/polymarketbot/service/backtest/BacktestExecutionService.kt

@@ -0,0 +1,715 @@
+package com.wrbug.polymarketbot.service.backtest
+
+import com.wrbug.polymarketbot.dto.TradeData
+import com.wrbug.polymarketbot.dto.BacktestStatisticsDto
+import com.wrbug.polymarketbot.entity.BacktestTask
+import com.wrbug.polymarketbot.entity.BacktestTrade
+import com.wrbug.polymarketbot.entity.CopyTrading
+import com.wrbug.polymarketbot.repository.BacktestTradeRepository
+import com.wrbug.polymarketbot.repository.BacktestTaskRepository
+import com.wrbug.polymarketbot.service.common.MarketPriceService
+import com.wrbug.polymarketbot.service.copytrading.configs.CopyTradingFilterService
+import com.wrbug.polymarketbot.util.toSafeBigDecimal
+import org.slf4j.LoggerFactory
+import org.springframework.stereotype.Service
+import org.springframework.transaction.annotation.Transactional
+import java.math.BigDecimal
+import java.text.SimpleDateFormat
+import java.util.*
+import kotlin.math.max
+
+@Service
+class BacktestExecutionService(
+    private val backtestTaskRepository: BacktestTaskRepository,
+    private val backtestTradeRepository: BacktestTradeRepository,
+    private val backtestDataService: BacktestDataService,
+    private val marketPriceService: MarketPriceService,
+    private val copyTradingFilterService: CopyTradingFilterService
+) {
+    private val logger = LoggerFactory.getLogger(BacktestExecutionService::class.java)
+
+    /**
+     * 持仓数据结构
+     */
+    data class Position(
+        val marketId: String,
+        val outcome: String,
+        val outcomeIndex: Int?,
+        var quantity: BigDecimal,
+        val avgPrice: BigDecimal,
+        val leaderBuyQuantity: BigDecimal?
+    )
+
+    /**
+     * 将回测任务转换为虚拟的 CopyTrading 配置用于执行
+     * 注意：回测场景使用历史数据，不需要实时跟单的相关配置
+     */
+    private fun taskToCopyTrading(task: BacktestTask): CopyTrading {
+        return CopyTrading(
+            id = task.id,
+            accountId = 0L,
+            leaderId = task.leaderId,
+            enabled = true,
+            copyMode = task.copyMode,
+            copyRatio = task.copyRatio,
+            fixedAmount = null,
+            maxOrderSize = task.maxOrderSize,
+            minOrderSize = task.minOrderSize,
+            maxDailyLoss = task.maxDailyLoss,
+            maxDailyOrders = task.maxDailyOrders,
+            priceTolerance = BigDecimal.ZERO,  // 回测使用历史价格，不需要容忍度
+            delaySeconds = 0,  // 回测按时间线执行，无需延迟
+            pollIntervalSeconds = 5,
+            useWebSocket = false,
+            websocketReconnectInterval = 5000,
+            websocketMaxRetries = 10,
+            supportSell = task.supportSell,
+            minOrderDepth = null,  // 回测无实时订单簿数据
+            maxSpread = null,  // 回测无实时价差数据
+            keywordFilterMode = task.keywordFilterMode,
+            keywords = task.keywords,
+            configName = null,
+            pushFailedOrders = false,
+            pushFilteredOrders = false,
+            createdAt = task.createdAt,
+            updatedAt = task.updatedAt
+        )
+    }
+
+    /**
+     * 执行回测任务（支持分页和恢复）
+     * 自动处理所有页面的数据，支持中断恢复
+     */
+    @Transactional
+    suspend fun executeBacktest(task: BacktestTask, page: Int = 1, size: Int = 100) {
+        try {
+            logger.info("开始执行回测任务: taskId=${task.id}, taskName=${task.taskName}, startPage=$page, pageSize=$size")
+
+            // 1. 更新任务状态为 RUNNING
+            task.status = "RUNNING"
+            task.executionStartedAt = System.currentTimeMillis()
+            task.updatedAt = System.currentTimeMillis()
+            backtestTaskRepository.save(task)
+
+            // 2. 初始化
+            var currentBalance = task.initialBalance
+            val positions = mutableMapOf<String, Position>()
+            val trades = mutableListOf<BacktestTrade>()
+            // 每日订单数缓存：key为日期字符串(yyyy-MM-dd)，value为当天的 BUY 订单数
+            val dailyOrderCountCache = mutableMapOf<String, Int>()
+            // 每日亏损缓存：key为日期字符串(yyyy-MM-dd)，value为当天的累计亏损金额
+            val dailyLossCache = mutableMapOf<String, BigDecimal>()
+
+            // 3. 计算回测时间范围
+            val endTime = System.currentTimeMillis()
+            val startTime = task.startTime
+
+            logger.info("回测时间范围: ${formatTimestamp(startTime)} - ${formatTimestamp(endTime)}, " +
+                "初始余额: ${task.initialBalance.toPlainString()}")
+
+            // 4. 恢复机制：如果有恢复点，计算从哪一页开始（页码从 0 开始）
+            val startPage = if (task.lastProcessedTradeIndex != null) {
+                val lastProcessedIndex = task.lastProcessedTradeIndex!!
+                // 计算已处理的页码（从 0 开始）
+                val processedPage = lastProcessedIndex / size
+
+                // 特殊情况：如果lastProcessedTradeIndex刚好是100的倍数减1（比如99,199,299...）
+                // 说明该页已经完全处理，应该从下一页开始
+                val nextPage = if (lastProcessedIndex % size == size - 1) {
+                    processedPage + 1
+                } else {
+                    processedPage
+                }
+
+                logger.info("恢复任务：已处理索引=$lastProcessedIndex, 计算页码=$nextPage, size=$size")
+                nextPage
+            } else {
+                logger.info("新任务：从第0页开始")
+                0
+            }
+
+            // 5. 分页获取和处理交易数据
+            var currentPage = maxOf(startPage, page)
+            // 计算下一个要处理的全局索引（用于日志和统计）
+            val nextGlobalIndex = if (task.lastProcessedTradeIndex != null) {
+                task.lastProcessedTradeIndex!! + 1
+            } else {
+                0
+            }
+
+            logger.info("开始分页处理：起始页=$currentPage, 下一个要处理的索引=$nextGlobalIndex")
+
+            while (true) {
+                // 定期从数据库重新加载任务状态，确保能及时响应停止操作
+                val currentTaskStatus = backtestTaskRepository.findById(task.id!!).orElse(null)
+                if (currentTaskStatus == null || currentTaskStatus.status != "RUNNING") {
+                    logger.info("回测任务状态已变更: ${currentTaskStatus?.status}，停止执行")
+                    break
+                }
+
+                logger.info("正在获取第 $currentPage 页数据...")
+
+                // 每页使用独立的交易列表，避免跨页重复保存
+                val currentPageTrades = mutableListOf<BacktestTrade>()
+
+                try {
+                    // 获取当前页的交易数据（支持重试5次）
+                    val pageTrades = backtestDataService.getLeaderHistoricalTradesForPage(
+                        task.leaderId,
+                        startTime,
+                        endTime,
+                        currentPage,
+                        size
+                    )
+
+                    if (pageTrades.isEmpty()) {
+                        logger.info("第 $currentPage 页无数据，所有数据处理完成")
+                        break
+                    }
+
+                    logger.info("第 $currentPage 页获取到 ${pageTrades.size} 条交易")
+
+                    // 处理当前页的交易
+                    var lastProcessedIndexInPage: Int? = null
+                    for (localIndex in pageTrades.indices) {
+                        val leaderTrade = pageTrades[localIndex]
+                        // 计算当前交易在全局数据中的索引（从 0 开始）
+                        val index = currentPage * size + localIndex
+
+                        // 如果是恢复任务，跳过已处理的条目
+                        if (task.lastProcessedTradeIndex != null && index <= task.lastProcessedTradeIndex!!) {
+                            logger.debug("跳过已处理的交易: index=$index, lastProcessedIndex=${task.lastProcessedTradeIndex}")
+                            continue
+                        }
+
+                        // 记录当前处理的索引
+                        lastProcessedIndexInPage = index
+
+                        // 更新进度
+                        val progress = if (pageTrades.size > 0) {
+                            (localIndex * 100) / pageTrades.size
+                        } else {
+                            0
+                        }
+                        if (progress > task.progress) {
+                            task.progress = progress
+                            task.processedTradeCount = index + 1
+                            backtestTaskRepository.save(task)
+                        }
+
+                        try {
+                            // 5.1 实时检查并结算已到期的市场
+                            currentBalance = settleExpiredPositions(task, positions, currentBalance, trades, leaderTrade.timestamp)
+
+                            // 5.2 检查余额和持仓状态
+                            if (currentBalance < BigDecimal.ZERO) {
+                                logger.info("余额已为负，直接终止回测: $currentBalance")
+                                break
+                            }
+                            if (currentBalance < BigDecimal.ONE && positions.isEmpty()) {
+                                logger.info("余额不足且无持仓，停止回测: $currentBalance")
+                                break
+                            }
+
+                            // 5.3 应用过滤规则
+                            val copyTrading = taskToCopyTrading(task)
+                            val filterResult = copyTradingFilterService.checkFilters(
+                                copyTrading,
+                                tokenId = "",
+                                tradePrice = leaderTrade.price,
+                                copyOrderAmount = null,
+                                marketId = leaderTrade.marketId,
+                                marketTitle = leaderTrade.marketTitle,
+                                marketEndDate = null,
+                                outcomeIndex = leaderTrade.outcomeIndex
+                            )
+
+                            if (!filterResult.isPassed) {
+                                logger.debug("交易被过滤: ${leaderTrade.tradeId}")
+                                continue
+                            }
+
+                            // 5.4 每日订单数检查 - 使用缓存，只统计 BUY 订单
+                            val tradeDate = formatDate(leaderTrade.timestamp)
+                            val dailyOrderCount = dailyOrderCountCache.getOrDefault(tradeDate, 0)
+
+                            if (dailyOrderCount >= task.maxDailyOrders) {
+                                logger.info("已达到每日最大 BUY 订单数限制: $dailyOrderCount / ${task.maxDailyOrders}")
+                                continue
+                            }
+
+
+                            // 5.6 计算跟单金额
+                            val followAmount = calculateFollowAmount(task, leaderTrade)
+
+                            // 5.6.1 检查订单大小限制
+                            val finalFollowAmount = if (followAmount > task.maxOrderSize) {
+                                logger.info("跟单金额超过最大限制: $followAmount > ${task.maxOrderSize}，调整为最大值")
+                                task.maxOrderSize
+                            } else if (followAmount < task.minOrderSize) {
+                                logger.info("跟单金额低于最小限制: $followAmount < ${task.minOrderSize}，调整为最小值")
+                                task.minOrderSize
+                            } else {
+                                followAmount
+                            }
+
+                            // 5.6.2 检查每日最大亏损（买入订单）- 使用缓存
+                            val dailyLoss = dailyLossCache.getOrDefault(tradeDate, BigDecimal.ZERO)
+                            if (dailyLoss > task.maxDailyLoss) {
+                                logger.info("已达到每日最大亏损限制: $dailyLoss / ${task.maxDailyLoss}，跳过买入订单")
+                                continue
+                            }
+
+                            // 5.7 处理买卖逻辑
+                            if (leaderTrade.side == "BUY") {
+                                // 买入逻辑
+                                val quantity = finalFollowAmount.divide(leaderTrade.price, 8, java.math.RoundingMode.DOWN)
+                                val totalCost = finalFollowAmount
+
+                                // 更新余额和持仓
+                                currentBalance -= totalCost
+                                val positionKey = "${leaderTrade.marketId}:${leaderTrade.outcomeIndex ?: 0}"
+                                positions[positionKey] = Position(
+                                    marketId = leaderTrade.marketId,
+                                    outcome = leaderTrade.outcome ?: "",
+                                    outcomeIndex = leaderTrade.outcomeIndex,
+                                    quantity = quantity,
+                                    avgPrice = leaderTrade.price.toSafeBigDecimal(),
+                                    leaderBuyQuantity = leaderTrade.size.toSafeBigDecimal()
+                                )
+
+                                // 记录交易到当前页列表
+                                currentPageTrades.add(BacktestTrade(
+                                    backtestTaskId = task.id!!,
+                                    tradeTime = leaderTrade.timestamp,
+                                    marketId = leaderTrade.marketId,
+                                    marketTitle = leaderTrade.marketTitle,
+                                    side = "BUY",
+                                    outcome = leaderTrade.outcome ?: leaderTrade.outcomeIndex.toString(),
+                                    outcomeIndex = leaderTrade.outcomeIndex,
+                                    quantity = quantity,
+                                    price = leaderTrade.price.toSafeBigDecimal(),
+                                    amount = finalFollowAmount,
+                                    fee = BigDecimal.ZERO,
+                                    profitLoss = null,
+                                    balanceAfter = currentBalance,
+                                    leaderTradeId = leaderTrade.tradeId
+                                ))
+
+                                // 更新每日订单数缓存
+                                dailyOrderCountCache[tradeDate] = dailyOrderCount + 1
+
+                            } else {
+                                // SELL 逻辑
+                                if (!task.supportSell) {
+                                    continue
+                                }
+
+                                val positionKey = "${leaderTrade.marketId}:${leaderTrade.outcomeIndex ?: 0}"
+                                val position = positions[positionKey] ?: continue
+
+                                // 计算卖出数量
+                                val sellQuantity = if (task.copyMode == "RATIO") {
+                                    if (position.leaderBuyQuantity != null && position.leaderBuyQuantity > BigDecimal.ZERO) {
+                                        position.quantity.multiply(
+                                            leaderTrade.size.divide(position.leaderBuyQuantity, 8, java.math.RoundingMode.DOWN)
+                                        )
+                                    } else {
+                                        position.quantity
+                                    }
+                                } else {
+                                    position.quantity
+                                }
+
+                                val actualSellQuantity = if (sellQuantity > position.quantity) {
+                                    position.quantity
+                                } else {
+                                    sellQuantity
+                                }
+
+                                // 计算卖出金额
+                                val sellAmount = actualSellQuantity.multiply(leaderTrade.price.toSafeBigDecimal())
+
+                                // 5.6.2 检查卖出金额限制
+                                val finalSellAmount = if (sellAmount > task.maxOrderSize) {
+                                    logger.info("卖出金额超过最大限制: $sellAmount > ${task.maxOrderSize}，调整为最大值")
+                                    task.maxOrderSize
+                                } else if (sellAmount < task.minOrderSize) {
+                                    logger.info("卖出金额低于最小限制: $sellAmount < ${task.minOrderSize}，调整为最小值")
+                                    task.minOrderSize
+                                } else {
+                                    sellAmount
+                                }
+
+                                val netAmount = finalSellAmount
+
+                                // 计算盈亏
+                                val cost = actualSellQuantity.multiply(position.avgPrice)
+                                val profitLoss = netAmount.subtract(cost)
+
+                                // 更新余额和持仓
+                                currentBalance += netAmount
+                                if (position.quantity <= BigDecimal.ZERO) {
+                                    positions.remove(positionKey)
+                                }
+
+                                // 记录交易到当前页列表
+                                currentPageTrades.add(BacktestTrade(
+                                    backtestTaskId = task.id!!,
+                                    tradeTime = leaderTrade.timestamp,
+                                    marketId = leaderTrade.marketId,
+                                    marketTitle = leaderTrade.marketTitle,
+                                    side = "SELL",
+                                    outcome = leaderTrade.outcome ?: leaderTrade.outcomeIndex.toString(),
+                                    outcomeIndex = leaderTrade.outcomeIndex,
+                                    quantity = actualSellQuantity,
+                                    price = leaderTrade.price.toSafeBigDecimal(),
+                                    amount = finalSellAmount,
+                                    fee = BigDecimal.ZERO,
+                                    profitLoss = profitLoss,
+                                    balanceAfter = currentBalance,
+                                    leaderTradeId = leaderTrade.tradeId
+                                ))
+                                // SELL 订单不计入每日订单数限制
+                                
+                                // 更新每日亏损缓存（只累加亏损，不累加盈利）
+                                if (profitLoss < BigDecimal.ZERO) {
+                                    val currentDailyLoss = dailyLossCache.getOrDefault(tradeDate, BigDecimal.ZERO)
+                                    dailyLossCache[tradeDate] = currentDailyLoss + profitLoss.negate()
+                                }
+                            }
+
+                        } catch (e: Exception) {
+                            logger.error("处理交易失败: tradeId=${leaderTrade.tradeId}", e)
+                        }
+                    }
+
+                    // 保存当前页的所有交易（每页处理完成后保存，避免重复插入）
+                    if (currentPageTrades.isNotEmpty()) {
+                        logger.info("保存第 $currentPage 页的交易数据，共 ${currentPageTrades.size} 笔")
+                        
+                        // 批量保存当前页的交易
+                        backtestTradeRepository.saveAll(currentPageTrades)
+
+                        // 更新当前页的最后处理信息
+                        val lastTradeInPage = currentPageTrades.lastOrNull()
+                        if (lastTradeInPage != null && lastProcessedIndexInPage != null) {
+                            task.lastProcessedTradeTime = lastTradeInPage.tradeTime
+                            task.lastProcessedTradeIndex = lastProcessedIndexInPage
+                            task.processedTradeCount = lastProcessedIndexInPage + 1
+                            task.finalBalance = currentBalance
+                            backtestTaskRepository.save(task)
+
+                            logger.info("第 $currentPage 页处理完成，更新索引: ${task.lastProcessedTradeIndex}, 总处理数: ${task.processedTradeCount}")
+                        }
+                    } else {
+                        logger.info("第 $currentPage 页没有交易需要保存")
+                    }
+
+                    // 将当前页交易添加到全局列表（用于最终统计）
+                    trades.addAll(currentPageTrades)
+
+                    // 准备处理下一页
+                    currentPage++
+
+                } catch (e: Exception) {
+                    logger.error("获取或处理第 $currentPage 页数据失败: ${e.message}", e)
+                    // 重试失败，标记任务为 FAILED
+                    throw e
+                }
+            }
+
+            // 6. 处理回测结束时仍未到期的持仓
+            currentBalance = settleRemainingPositions(task, positions, currentBalance, trades, endTime)
+
+            // 7. 计算最终统计数据
+            val statistics = calculateStatistics(trades)
+
+            // 8. 更新任务状态
+            val profitAmount = currentBalance.subtract(task.initialBalance)
+            val profitRate = if (task.initialBalance > BigDecimal.ZERO) {
+                profitAmount.divide(task.initialBalance, 4, java.math.RoundingMode.HALF_UP).multiply(BigDecimal("100"))
+            } else {
+                BigDecimal.ZERO
+            }
+            val finalStatus = if (task.status == "STOPPED") "STOPPED" else "COMPLETED"
+
+            task.finalBalance = currentBalance
+            task.profitAmount = profitAmount
+            task.profitRate = profitRate
+            task.endTime = endTime
+            task.status = finalStatus
+            task.progress = 100
+            task.totalTrades = trades.size
+            task.buyTrades = trades.count { it.side == "BUY" }
+            task.sellTrades = trades.count { it.side == "SELL" }
+            task.winTrades = statistics.winTrades
+            task.lossTrades = statistics.lossTrades
+            task.winRate = statistics.winRate.toSafeBigDecimal()
+            task.maxProfit = statistics.maxProfit.toSafeBigDecimal()
+            task.maxLoss = statistics.maxLoss.toSafeBigDecimal()
+            task.maxDrawdown = statistics.maxDrawdown.toSafeBigDecimal()
+            task.avgHoldingTime = statistics.avgHoldingTime
+            task.executionFinishedAt = System.currentTimeMillis()
+            task.updatedAt = System.currentTimeMillis()
+
+            backtestTaskRepository.save(task)
+
+            logger.info("回测任务执行完成: taskId=${task.id}, " +
+                "最终余额=${currentBalance.toPlainString()}, " +
+                "收益额=${task.profitAmount?.toPlainString()}, " +
+                "收益率=${task.profitRate?.toPlainString()}%, " +
+                "总交易数=${trades.size}, " +
+                "盈利率=${task.winRate?.toPlainString()}%")
+
+        } catch (e: Exception) {
+            logger.error("回测任务执行失败: taskId=${task.id}", e)
+            task.status = "FAILED"
+            task.errorMessage = e.message
+            task.executionFinishedAt = System.currentTimeMillis()
+            task.updatedAt = System.currentTimeMillis()
+            backtestTaskRepository.save(task)
+            throw e
+        }
+    }
+
+    /**
+     * 结算已到期的市场
+     */
+    private suspend fun settleExpiredPositions(
+        task: BacktestTask,
+        positions: MutableMap<String, Position>,
+        currentBalance: BigDecimal,
+        trades: MutableList<BacktestTrade>,
+        currentTime: Long
+    ): BigDecimal {
+        var balance = currentBalance
+
+        for ((positionKey, position) in positions.toList()) {
+            try {
+                // 获取市场当前价格
+                val marketPrice = marketPriceService.getCurrentMarketPrice(
+                    position.marketId,
+                    position.outcomeIndex ?: 0
+                )
+
+                val price = marketPrice.toSafeBigDecimal()
+
+                // 通过市场价格判断结算价格
+                val settlementPrice = when {
+                    price >= BigDecimal("0.95") -> BigDecimal.ONE
+                    price <= BigDecimal("0.05") -> BigDecimal.ZERO
+                    else -> position.avgPrice
+                }
+
+                val settlementValue = position.quantity.multiply(settlementPrice)
+                val profitLoss = settlementValue.subtract(position.quantity.multiply(position.avgPrice))
+
+                balance += settlementValue
+
+                // 记录结算交易
+                trades.add(BacktestTrade(
+                    backtestTaskId = task.id!!,
+                    tradeTime = currentTime,
+                    marketId = position.marketId,
+                    marketTitle = "",
+                    side = "SETTLEMENT",
+                    outcome = when {
+                        settlementPrice == BigDecimal.ONE -> "WIN"
+                        settlementPrice == BigDecimal.ZERO -> "LOSE"
+                        else -> "UNKNOWN"
+                    },
+                    outcomeIndex = position.outcomeIndex,
+                    quantity = position.quantity,
+                    price = settlementPrice,
+                    amount = settlementValue,
+                    fee = BigDecimal.ZERO,
+                    profitLoss = profitLoss,
+                    balanceAfter = balance,
+                    leaderTradeId = null
+                ))
+
+                // 移除已结算的持仓
+                positions.remove(positionKey)
+            } catch (e: Exception) {
+                logger.error("结算市场失败: marketId=${position.marketId}, outcomeIndex=${position.outcomeIndex}", e)
+            }
+        }
+
+        return balance
+    }
+
+    /**
+     * 结算未到期持仓
+     */
+    private suspend fun settleRemainingPositions(
+        task: BacktestTask,
+        positions: MutableMap<String, Position>,
+        currentBalance: BigDecimal,
+        trades: MutableList<BacktestTrade>,
+        currentTime: Long
+    ): BigDecimal {
+        var balance = currentBalance
+
+        for ((positionKey, position) in positions.toList()) {
+            val quantity = position.quantity
+            val avgPrice = position.avgPrice
+            val settlementPrice = avgPrice
+
+            val settlementValue = quantity.multiply(settlementPrice)
+            val profitLoss = settlementValue.negate()
+
+            balance += settlementValue
+
+            // 记录平仓交易
+            trades.add(BacktestTrade(
+                backtestTaskId = task.id!!,
+                tradeTime = currentTime,
+                marketId = position.marketId,
+                marketTitle = "",
+                side = "SETTLEMENT",
+                outcome = "CLOSED",
+                outcomeIndex = position.outcomeIndex,
+                quantity = quantity,
+                price = avgPrice,
+                amount = settlementValue,
+                fee = BigDecimal.ZERO,
+                profitLoss = profitLoss,
+                balanceAfter = balance,
+                leaderTradeId = null
+            ))
+        }
+
+        positions.clear()
+        return balance
+    }
+
+    /**
+     * 计算统计数据
+     */
+    private fun calculateStatistics(trades: List<BacktestTrade>): BacktestStatisticsDto {
+        val buyTrades = trades.count { it.side == "BUY" }
+        val sellTrades = trades.count { it.side == "SELL" }
+        val winTrades = trades.count { it.profitLoss != null && it.profitLoss > BigDecimal.ZERO }
+        val lossTrades = trades.count { it.profitLoss != null && it.profitLoss < BigDecimal.ZERO }
+
+        var totalProfit = BigDecimal.ZERO
+        var totalLoss = BigDecimal.ZERO
+        var maxProfit = BigDecimal.ZERO
+        var maxLoss = BigDecimal.ZERO
+
+        // 计算最大回撤
+        var runningBalance = if (trades.isNotEmpty()) {
+            trades[0].balanceAfter?.toSafeBigDecimal() ?: BigDecimal.ZERO
+        } else {
+            BigDecimal.ZERO
+        }
+        var peakBalance = runningBalance
+        var maxDrawdown = BigDecimal.ZERO
+
+        for (i in trades.indices) {
+            val trade = trades[i]
+            val balance = trade.balanceAfter?.toSafeBigDecimal() ?: continue
+
+            if (trade.profitLoss != null) {
+                val pnl = trade.profitLoss.toSafeBigDecimal()
+                if (pnl > BigDecimal.ZERO) {
+                    totalProfit += pnl
+                    if (pnl > maxProfit) maxProfit = pnl
+                } else {
+                    totalLoss += pnl
+                    if (pnl < maxLoss) maxLoss = pnl
+                }
+            }
+
+            if (balance > peakBalance) {
+                peakBalance = balance
+            }
+            val drawdown = peakBalance - runningBalance
+            if (drawdown > maxDrawdown) {
+                maxDrawdown = drawdown
+            }
+
+            runningBalance = balance
+        }
+
+        // 计算平均持仓时间
+        var avgHoldingTime: Long? = null
+        if (trades.size > 1) {
+            var totalHoldingTime = 0L
+            var count = 0
+            for (i in 0 until trades.size - 1) {
+                val currentTrade = trades[i]
+                val nextTrade = trades[i + 1]
+
+                if (currentTrade.side == "BUY" && nextTrade.side == "SELL") {
+                    val holdingTime = nextTrade.tradeTime - currentTrade.tradeTime
+                    totalHoldingTime += holdingTime
+                    count++
+                }
+            }
+
+            if (count > 0) {
+                avgHoldingTime = totalHoldingTime / count
+            }
+        }
+
+        return BacktestStatisticsDto(
+            totalTrades = trades.size,
+            buyTrades = buyTrades,
+            sellTrades = sellTrades,
+            winTrades = winTrades,
+            lossTrades = lossTrades,
+            winRate = if (buyTrades + sellTrades > 0) {
+                (winTrades.toBigDecimal().divide((buyTrades + sellTrades).toBigDecimal(), 4, java.math.RoundingMode.HALF_UP))
+                    .multiply(BigDecimal("100"))
+                    .toPlainString()
+            } else {
+                BigDecimal.ZERO.toPlainString()
+            },
+            maxProfit = maxProfit.toPlainString(),
+            maxLoss = maxLoss.toPlainString(),
+            maxDrawdown = maxDrawdown.toPlainString(),
+            avgHoldingTime = avgHoldingTime
+        )
+    }
+
+    /**
+     * 计算跟单金额
+     */
+    private fun calculateFollowAmount(task: BacktestTask, leaderTrade: TradeData): BigDecimal {
+        return if (task.copyMode == "RATIO") {
+            // 比例模式：Leader 成交金额 × 跟单比例
+            leaderTrade.amount.toSafeBigDecimal().multiply(task.copyRatio)
+        } else {
+            // 固定金额模式：使用配置的固定金额
+            task.fixedAmount ?: leaderTrade.amount.toSafeBigDecimal()
+        }
+    }
+
+    /**
+     * 判断是否同一天
+     */
+    private fun isSameDay(timestamp1: Long, timestamp2: Long): Boolean {
+        val cal1 = Calendar.getInstance().apply { timeInMillis = timestamp1 }
+        val cal2 = Calendar.getInstance().apply { timeInMillis = timestamp2 }
+        return cal1.get(Calendar.YEAR) == cal2.get(Calendar.YEAR) &&
+               cal1.get(Calendar.DAY_OF_YEAR) == cal2.get(Calendar.DAY_OF_YEAR)
+    }
+
+    /**
+     * 格式化时间戳
+     */
+    private fun formatTimestamp(timestamp: Long): String {
+        val sdf = SimpleDateFormat("yyyy-MM-dd HH:mm:ss")
+        return sdf.format(Date(timestamp))
+    }
+
+    /**
+     * 格式化日期（用于缓存key）
+     */
+    private fun formatDate(timestamp: Long): String {
+        val sdf = SimpleDateFormat("yyyy-MM-dd")
+        return sdf.format(Date(timestamp))
+    }
+}

backend/src/main/kotlin/com/wrbug/polymarketbot/service/backtest/BacktestPollingService.kt

@@ -0,0 +1,139 @@
+package com.wrbug.polymarketbot.service.backtest
+
+import com.wrbug.polymarketbot.entity.BacktestTask
+import com.wrbug.polymarketbot.repository.BacktestTaskRepository
+import org.slf4j.LoggerFactory
+import org.springframework.scheduling.annotation.Scheduled
+import org.springframework.stereotype.Service
+import java.util.concurrent.ExecutorService
+import java.util.concurrent.Executors
+import java.util.concurrent.ThreadPoolExecutor
+import kotlinx.coroutines.runBlocking
+
+/**
+ * 回测轮询服务
+ * 定时获取待执行的回测任务并执行
+ */
+@Service
+class BacktestPollingService(
+    private val backtestTaskRepository: BacktestTaskRepository,
+    private val executionService: BacktestExecutionService
+) {
+    private val logger = LoggerFactory.getLogger(BacktestPollingService::class.java)
+
+    // 线程池：同一时刻只执行一个任务
+    private val executor: ExecutorService = Executors.newFixedThreadPool(1) as ThreadPoolExecutor
+
+    /**
+     * 轮询待执行的回测任务
+     * 每 10 秒执行一次
+     * 规则：同一时刻只执行一个任务，如果有多个待执行任务，按创建时间先后执行最早创建的
+     */
+    @Scheduled(fixedDelay = 10000) // 10 秒
+    fun pollPendingTasks() {
+        try {
+            logger.debug("开始轮询待执行的回测任务")
+
+            // 1. 检查是否有长时间处于 RUNNING 状态的任务（可能是应用重启导致的）
+            val runningTasks = backtestTaskRepository.findByStatus("RUNNING")
+            if (runningTasks.isNotEmpty()) {
+                val activeQueueSize = (executor as ThreadPoolExecutor).queue.size
+                val activeCount = (executor as ThreadPoolExecutor).activeCount
+
+                // 如果有线程池中没有活跃任务但有 RUNNING 状态的任务，说明是应用重启导致的
+                // 重置这些任务的状态为 PENDING，以便恢复执行
+                if (activeCount == 0 && runningTasks.isNotEmpty()) {
+                    logger.info("检测到应用重启导致的异常 RUNNING 任务，重置为 PENDING 以便恢复")
+                    runningTasks.forEach { task ->
+                        val now = System.currentTimeMillis()
+                        val executionStartedAt = task.executionStartedAt
+                        val executionDuration = if (executionStartedAt != null) {
+                            now - executionStartedAt
+                        } else {
+                            0L
+                        }
+
+                        // 如果任务执行时间超过 1 分钟，认为是异常状态
+                        if (executionDuration > 60000) {
+                            logger.info("重置异常 RUNNING 任务: taskId=${task.id}, executionStartedAt=$executionStartedAt, duration=${executionDuration}ms")
+                            task.status = "PENDING"
+                            task.updatedAt = now
+                            backtestTaskRepository.save(task)
+                        }
+                    }
+                } else {
+                logger.debug("有 ${runningTasks.size} 个任务正在执行，跳过本次轮询")
+                return
+                }
+            }
+
+            // 2. 查询所有 PENDING 状态的任务，按创建时间升序排序
+            val pendingTasks = backtestTaskRepository.findByStatus("PENDING")
+                .sortedBy { it.createdAt }
+
+            if (pendingTasks.isEmpty()) {
+                logger.debug("没有待执行的回测任务")
+                return
+            }
+
+            // 3. 只执行最早创建的任务
+            val taskToExecute = pendingTasks.first()
+            logger.info("找到 ${pendingTasks.size} 个待执行的回测任务，执行最早创建的任务: taskId=${taskToExecute.id}, createdAt=${taskToExecute.createdAt}")
+
+            // 4. 提交任务到线程池执行
+            executor.submit {
+                try {
+                    // 执行前再次检查任务状态（防止并发执行）
+                    val currentTask = backtestTaskRepository.findById(taskToExecute.id!!).orElse(null)
+                    if (currentTask == null || currentTask.status != "PENDING") {
+                        logger.debug("任务状态已变更，跳过执行: taskId=${taskToExecute.id}, currentStatus=${currentTask?.status}")
+                        return@submit
+                    }
+
+                    runBlocking {
+                        // 支持恢复：如果有恢复点，计算从哪一页开始
+                        val pageSize = 100
+                        val page = if (currentTask.lastProcessedTradeIndex != null) {
+                            // 从第几页开始（页码从 0 开始）
+                            // 例如：已处理了99笔，lastProcessedTradeIndex=99，应从第1页开始（offset=100）
+                            val lastProcessedIndex = currentTask.lastProcessedTradeIndex!!
+                            // 计算已处理的页码（从 0 开始）
+                            val processedPage = lastProcessedIndex / pageSize
+
+                            // 特殊情况：如果lastProcessedTradeIndex刚好是100的倍数减1（比如99,199,299...）
+                            // 说明该页已经完全处理，应该从下一页开始
+                            val nextPage = if (lastProcessedIndex % pageSize == pageSize - 1) {
+                                processedPage + 1
+                            } else {
+                                processedPage
+                            }
+
+                            logger.info("恢复任务：已处理索引=$lastProcessedIndex, 计算页码=$nextPage, size=$pageSize")
+                            nextPage
+                        } else {
+                            logger.info("新任务：从第0页开始")
+                            0  // 从第0页开始（offset=0）
+                        }
+
+                        logger.info("执行回测任务: taskId=${currentTask.id}, page=$page, size=$pageSize")
+                        executionService.executeBacktest(currentTask, page = page, size = pageSize)
+                    }
+                } catch (e: Exception) {
+                    logger.error("回测任务执行失败: taskId=${taskToExecute.id}", e)
+                    // 更新任务状态为 FAILED
+                    val failedTask = backtestTaskRepository.findById(taskToExecute.id!!).orElse(null)
+                    if (failedTask != null) {
+                        failedTask.status = "FAILED"
+                        failedTask.errorMessage = e.message
+                        failedTask.updatedAt = System.currentTimeMillis()
+                        backtestTaskRepository.save(failedTask)
+                    }
+                }
+            }
+
+        } catch (e: Exception) {
+            logger.error("轮询回测任务失败", e)
+        }
+    }
+
+}

backend/src/main/kotlin/com/wrbug/polymarketbot/service/backtest/BacktestService.kt

@@ -0,0 +1,373 @@
+package com.wrbug.polymarketbot.service.backtest
+
+import com.wrbug.polymarketbot.dto.*
+import com.wrbug.polymarketbot.entity.BacktestTask
+import com.wrbug.polymarketbot.entity.BacktestTrade
+import com.wrbug.polymarketbot.entity.Leader
+import com.wrbug.polymarketbot.enums.ErrorCode
+import com.wrbug.polymarketbot.repository.BacktestTaskRepository
+import com.wrbug.polymarketbot.repository.BacktestTradeRepository
+import com.wrbug.polymarketbot.repository.LeaderRepository
+import com.wrbug.polymarketbot.util.toSafeBigDecimal
+import com.wrbug.polymarketbot.util.toJson
+import com.wrbug.polymarketbot.util.fromJson
+import org.slf4j.LoggerFactory
+import org.springframework.context.MessageSource
+import org.springframework.data.domain.Page
+import org.springframework.data.domain.PageRequest
+import org.springframework.data.domain.Sort
+import org.springframework.stereotype.Service
+import org.springframework.transaction.annotation.Transactional
+import java.math.BigDecimal
+
+/**
+ * 回测任务服务
+ */
+@Service
+class BacktestService(
+    private val backtestTaskRepository: BacktestTaskRepository,
+    private val backtestTradeRepository: BacktestTradeRepository,
+    private val leaderRepository: LeaderRepository,
+    private val messageSource: MessageSource
+) {
+    private val logger = LoggerFactory.getLogger(BacktestService::class.java)
+
+    /**
+     * 创建回测任务
+     */
+    @Transactional
+    fun createBacktestTask(request: BacktestCreateRequest): Result<BacktestTaskDto> {
+        return try {
+            // 1. 验证 Leader 是否存在
+            val leader = leaderRepository.findById(request.leaderId).orElse(null)
+                ?: return Result.failure(IllegalArgumentException("Leader 不存在"))
+
+            // 2. 验证回测天数
+            if (request.backtestDays < 1 || request.backtestDays > 15) {
+                return Result.failure(IllegalArgumentException("回测天数必须在 1-15 之间"))
+            }
+
+            // 3. 验证恢复页码（如果提供）
+            if (request.pageForResume != null && request.pageForResume < 1) {
+                return Result.failure(IllegalArgumentException("恢复页码必须大于 0"))
+            }
+
+            // 4. 验证初始金额
+            val initialBalance = request.initialBalance.toSafeBigDecimal()
+            if (initialBalance <= BigDecimal.ZERO) {
+                return Result.failure(IllegalArgumentException("初始金额必须大于 0"))
+            }
+
+            // 4. 创建回测任务
+            val task = BacktestTask(
+                taskName = request.taskName.trim(),
+                leaderId = request.leaderId,
+                initialBalance = initialBalance,
+                backtestDays = request.backtestDays,
+                startTime = System.currentTimeMillis() - (request.backtestDays * 24 * 3600 * 1000),
+                status = "PENDING",
+
+                // 跟单配置（不包含 max_position_count）
+                copyMode = request.copyMode ?: "RATIO",
+                copyRatio = request.copyRatio?.toSafeBigDecimal() ?: BigDecimal.ONE,
+                fixedAmount = request.fixedAmount?.toSafeBigDecimal(),
+                maxOrderSize = request.maxOrderSize?.toSafeBigDecimal() ?: "1000".toSafeBigDecimal(),
+                minOrderSize = request.minOrderSize?.toSafeBigDecimal() ?: "1".toSafeBigDecimal(),
+                maxDailyLoss = request.maxDailyLoss?.toSafeBigDecimal() ?: "10000".toSafeBigDecimal(),
+                maxDailyOrders = request.maxDailyOrders ?: 100,
+                supportSell = request.supportSell ?: true,
+                keywordFilterMode = request.keywordFilterMode ?: "DISABLED",
+                keywords = if (request.keywords != null && request.keywords.isNotEmpty()) {
+                    request.keywords.toJson()
+                } else {
+                    null
+                }
+            )
+
+            backtestTaskRepository.save(task)
+
+            // 5. 转换为 DTO 返回
+            Result.success(task.toDto(leader))
+        } catch (e: Exception) {
+            logger.error("创建回测任务失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 查询回测任务列表
+     */
+    fun getBacktestTaskList(request: BacktestListRequest): Result<BacktestListResponse> {
+        return try {
+            // 获取所有符合条件的任务
+            val allTasks = when {
+                request.leaderId != null && request.status != null -> {
+                    backtestTaskRepository.findByLeaderIdAndStatus(request.leaderId, request.status)
+                }
+                request.leaderId != null -> {
+                    backtestTaskRepository.findByLeaderId(request.leaderId)
+                        .filter { request.status == null || it.status == request.status }
+                }
+                request.status != null -> {
+                    backtestTaskRepository.findByStatus(request.status)
+                }
+                else -> {
+                    backtestTaskRepository.findAll()
+                }
+            }
+
+            // 排序
+            val sortedTasks = when (request.sortBy) {
+                "profitAmount" -> {
+                    if (request.sortOrder == "asc") {
+                        allTasks.sortedBy { it.profitAmount }
+                    } else {
+                        allTasks.sortedByDescending { it.profitAmount }
+                    }
+                }
+                "profitRate" -> {
+                    if (request.sortOrder == "asc") {
+                        allTasks.sortedBy { it.profitRate }
+                    } else {
+                        allTasks.sortedByDescending { it.profitRate }
+                    }
+                }
+                else -> {
+                    if (request.sortOrder == "asc") {
+                        allTasks.sortedBy { it.createdAt }
+                    } else {
+                        allTasks.sortedByDescending { it.createdAt }
+                    }
+                }
+            }
+
+            // 分页
+            val total = sortedTasks.size
+            val pagedTasks = sortedTasks
+                .drop((request.page - 1) * request.size)
+                .take(request.size)
+
+            val list = pagedTasks.map { task ->
+                val leader = leaderRepository.findById(task.leaderId).orElse(null)
+                task.toDto(leader)
+            }
+
+            Result.success(
+                BacktestListResponse(
+                    list = list,
+                    total = total.toLong(),
+                    page = request.page,
+                    size = request.size
+                )
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测任务列表失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 查询回测任务详情
+     */
+    fun getBacktestTaskDetail(request: BacktestDetailRequest): Result<BacktestDetailResponse> {
+        return try {
+            val task = backtestTaskRepository.findById(request.id).orElse(null)
+                ?: return Result.failure(IllegalArgumentException("回测任务不存在"))
+
+            val leader = leaderRepository.findById(task.leaderId).orElse(null)
+
+            val config = BacktestConfigDto(
+                copyMode = task.copyMode,
+                copyRatio = task.copyRatio.toPlainString(),
+                fixedAmount = task.fixedAmount?.toPlainString(),
+                maxOrderSize = task.maxOrderSize.toPlainString(),
+                minOrderSize = task.minOrderSize.toPlainString(),
+                maxDailyLoss = task.maxDailyLoss.toPlainString(),
+                maxDailyOrders = task.maxDailyOrders,
+                supportSell = task.supportSell,
+                keywordFilterMode = task.keywordFilterMode,
+                keywords = if (task.keywords != null) {
+                    task.keywords.fromJson<List<String>>()
+                } else {
+                    emptyList()
+                }
+            )
+
+            val statistics = BacktestStatisticsDto(
+                totalTrades = task.totalTrades,
+                buyTrades = task.buyTrades,
+                sellTrades = task.sellTrades,
+                winTrades = task.winTrades,
+                lossTrades = task.lossTrades,
+                winRate = task.winRate?.toPlainString() ?: "0.00",
+                maxProfit = task.maxProfit?.toPlainString() ?: "0.00",
+                maxLoss = task.maxLoss?.toPlainString() ?: "0.00",
+                maxDrawdown = task.maxDrawdown?.toPlainString() ?: "0.00",
+                avgHoldingTime = task.avgHoldingTime
+            )
+
+            val taskDto = task.toDto(leader)
+
+            Result.success(
+                BacktestDetailResponse(
+                    task = taskDto,
+                    config = config,
+                    statistics = statistics
+                )
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测任务详情失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 查询回测交易记录
+     */
+    fun getBacktestTrades(request: BacktestTradeListRequest): Result<BacktestTradeListResponse> {
+        return try {
+            val pageRequest = PageRequest.of(
+                request.page - 1,
+                request.size,
+                Sort.by(Sort.Order.asc("tradeTime"))
+            )
+
+            val tradesPage = backtestTradeRepository.findByBacktestTaskId(
+                request.taskId,
+                pageRequest
+            )
+
+            val list = tradesPage.content.map { trade ->
+                BacktestTradeDto(
+                    id = trade.id!!,
+                    tradeTime = trade.tradeTime,
+                    marketId = trade.marketId,
+                    marketTitle = trade.marketTitle,
+                    side = trade.side,
+                    outcome = trade.outcome,
+                    outcomeIndex = trade.outcomeIndex,
+                    quantity = trade.quantity.toPlainString(),
+                    price = trade.price.toPlainString(),
+                    amount = trade.amount.toPlainString(),
+                    fee = trade.fee.toPlainString(),
+                    profitLoss = trade.profitLoss?.toPlainString(),
+                    balanceAfter = trade.balanceAfter.toPlainString(),
+                    leaderTradeId = trade.leaderTradeId
+                )
+            }
+
+            Result.success(
+                BacktestTradeListResponse(
+                    list = list,
+                    total = tradesPage.totalElements,
+                    page = request.page,
+                    size = request.size
+                )
+            )
+        } catch (e: Exception) {
+            logger.error("查询回测交易记录失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 删除回测任务
+     */
+    @Transactional
+    fun deleteBacktestTask(request: BacktestDeleteRequest): Result<Unit> {
+        return try {
+            val task = backtestTaskRepository.findById(request.id).orElse(null)
+                ?: return Result.failure(IllegalArgumentException("回测任务不存在"))
+
+            if (task.status == "RUNNING") {
+                return Result.failure(IllegalStateException("回测任务正在运行，无法删除"))
+            }
+
+            backtestTaskRepository.deleteById(request.id)
+            Result.success(Unit)
+        } catch (e: Exception) {
+            logger.error("删除回测任务失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 停止回测任务
+     */
+    @Transactional
+    fun stopBacktestTask(request: BacktestStopRequest): Result<Unit> {
+        return try {
+            val task = backtestTaskRepository.findById(request.id).orElse(null)
+                ?: return Result.failure(IllegalArgumentException("回测任务不存在"))
+
+            if (task.status != "RUNNING") {
+                return Result.failure(IllegalArgumentException("回测任务未在运行中"))
+            }
+
+            task.status = "STOPPED"
+            task.updatedAt = System.currentTimeMillis()
+            backtestTaskRepository.save(task)
+
+            Result.success(Unit)
+        } catch (e: Exception) {
+            logger.error("停止回测任务失败", e)
+            Result.failure(e)
+        }
+    }
+
+    /**
+     * 重试回测任务
+     * 从断点继续执行，保留已处理的交易记录
+     */
+    @Transactional
+    fun retryBacktestTask(request: BacktestRetryRequest): Result<Unit> {
+        return try {
+            val task = backtestTaskRepository.findById(request.id).orElse(null)
+                ?: return Result.failure(IllegalArgumentException("回测任务不存在"))
+
+            if (task.status == "RUNNING") {
+                return Result.failure(IllegalArgumentException("回测任务正在运行中，无需重试"))
+            }
+
+            // 重置任务状态为 PENDING，进度保持不变
+            task.status = "PENDING"
+            task.errorMessage = null
+            task.updatedAt = System.currentTimeMillis()
+
+            // 不清理已处理的交易记录，保留恢复点
+            backtestTaskRepository.save(task)
+
+            Result.success(Unit)
+        } catch (e: Exception) {
+            logger.error("重试回测任务失败", e)
+            Result.failure(e)
+        }
+    }
+}
+
+/**
+ * 扩展函数：BacktestTask 转 DTO
+ */
+private fun BacktestTask.toDto(leader: Leader?): BacktestTaskDto {
+    return BacktestTaskDto(
+        id = this.id!!,
+        taskName = this.taskName,
+        leaderId = this.leaderId,
+        leaderName = leader?.leaderName,
+        leaderAddress = leader?.leaderAddress,
+        initialBalance = this.initialBalance.toPlainString(),
+        finalBalance = this.finalBalance?.toPlainString(),
+        profitAmount = this.profitAmount?.toPlainString(),
+        profitRate = this.profitRate?.toPlainString(),
+        backtestDays = this.backtestDays,
+        startTime = this.startTime,
+        endTime = this.endTime,
+        status = this.status,
+        progress = this.progress,
+        totalTrades = this.totalTrades,
+        createdAt = this.createdAt,
+        executionStartedAt = this.executionStartedAt,
+        executionFinishedAt = this.executionFinishedAt
+    )
+}
+

backend/src/main/kotlin/com/wrbug/polymarketbot/service/common/MarketPriceService.kt

@@ -9,6 +9,8 @@ import org.slf4j.LoggerFactory
 import org.springframework.stereotype.Service
 import java.math.BigDecimal
 import java.math.BigInteger
+import com.github.benmanes.caffeine.cache.Cache
+import com.github.benmanes.caffeine.cache.Caffeine
 
 /**
  * 市场价格服务
@@ -27,6 +29,21 @@ class MarketPriceService(
     
     private val logger = LoggerFactory.getLogger(MarketPriceService::class.java)
     
+    /**
+     * 已结算市场的价格缓存
+     * Key: "marketId:outcomeIndex"
+     * Value: BigDecimal (1.0 或 0.0)
+     * 
+     * 缓存策略：
+     * - 最大缓存 10,000 个已结算市场
+     * - 永不过期（已结算的市场状态永不改变）
+     * - 内存占用约: 10,000 * ~100 bytes = ~1MB
+     */
+    private val settledMarketCache: Cache<String, BigDecimal> = Caffeine.newBuilder()
+        .maximumSize(10_000)
+        .recordStats()  // 启用统计信息
+        .build()
+    
     /**
      * 获取当前市场最新价
      * 优先级：
@@ -83,9 +100,20 @@ class MarketPriceService(
      *   - payout == 0（输了）→ 返回 0.0
      * 如果市场未结算或查询失败，返回 null
      * 
+     * 使用缓存优化：已结算的市场结果会被缓存，避免重复 RPC 调用
+     * 
      * @return Pair<BigDecimal?, Boolean> 第一个值是价格（如果已结算），第二个值表示是否发生了 RPC 错误（execution reverted）
      */
     private suspend fun getPriceFromChainCondition(marketId: String, outcomeIndex: Int): Pair<BigDecimal?, Boolean> {
+        // 1. 先检查缓存
+        val cacheKey = "$marketId:$outcomeIndex"
+        val cachedPrice = settledMarketCache.getIfPresent(cacheKey)
+        if (cachedPrice != null) {
+            logger.debug("从缓存获取已结算市场价格: marketId=$marketId, outcomeIndex=$outcomeIndex, price=$cachedPrice")
+            return Pair(cachedPrice, false)
+        }
+        
+        // 2. 缓存未命中，发起 RPC 查询
         return try {
             val chainResult = blockchainService.getCondition(marketId)
             chainResult.fold(
@@ -96,11 +124,17 @@ class MarketPriceService(
                         when {
                             payout > BigInteger.ZERO -> {
                                 logger.info("从链上查询到市场已结算，该 outcome 赢了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
-                                return Pair(BigDecimal.ONE, false)
+                                val price = BigDecimal.ONE
+                                // 缓存已结算的结果
+                                settledMarketCache.put(cacheKey, price)
+                                return Pair(price, false)
                             }
                             payout == BigInteger.ZERO -> {
                                 logger.info("从链上查询到市场已结算，该 outcome 输了: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
-                                return Pair(BigDecimal.ZERO, false)
+                                val price = BigDecimal.ZERO
+                                // 缓存已结算的结果
+                                settledMarketCache.put(cacheKey, price)
+                                return Pair(price, false)
                             }
                             else -> {
                                 logger.warn("从链上查询到异常的 payout 值: marketId=$marketId, outcomeIndex=$outcomeIndex, payout=$payout")
@@ -109,7 +143,7 @@ class MarketPriceService(
                         }
                     } else {
                         logger.debug("从链上查询到市场尚未结算: marketId=$marketId, payouts=${payouts.size}")
-                        Pair(null, false)
+                        Pair(null, false)  // 未结算的市场不缓存
                     }
                 },
                 onFailure = { e ->
@@ -290,5 +324,29 @@ class MarketPriceService(
         }
     }
     
+    /**
+     * 获取缓存统计信息
+     * 用于监控缓存命中率和性能
+     */
+    fun getCacheStats(): String {
+        val stats = settledMarketCache.stats()
+        return """
+            已结算市场缓存统计:
+            - 缓存条目数: ${settledMarketCache.estimatedSize()}
+            - 命中次数: ${stats.hitCount()}
+            - 未命中次数: ${stats.missCount()}
+            - 命中率: ${"%.2f".format(stats.hitRate() * 100)}%
+            - 总请求次数: ${stats.requestCount()}
+        """.trimIndent()
+    }
+    
+    /**
+     * 清空缓存（测试或管理用）
+     */
+    fun clearSettledMarketCache() {
+        settledMarketCache.invalidateAll()
+        logger.info("已清空已结算市场缓存")
+    }
+    
 }
 

backend/src/main/kotlin/com/wrbug/polymarketbot/service/copytrading/statistics/CopyOrderTrackingService.kt

@@ -185,6 +185,7 @@ open class CopyOrderTrackingService(
                         processedAt = System.currentTimeMillis()
                     )
                     processedTradeRepository.save(processed)
+
                 } catch (e: Exception) {
                     // 检查是否是唯一键冲突异常（理论上不会发生，但保留作为兜底）
                     if (isUniqueConstraintViolation(e)) {

backend/src/main/resources/db/migration/V27__create_backtest_tables.sql

@@ -0,0 +1,97 @@
+-- ============================================
+-- 回测功能表创建
+-- ============================================
+
+-- ============================================
+-- 2. 创建回测任务表
+-- ============================================
+CREATE TABLE IF NOT EXISTS backtest_task (
+    id BIGINT AUTO_INCREMENT PRIMARY KEY COMMENT '回测任务ID',
+    task_name VARCHAR(100) NOT NULL COMMENT '回测任务名称',
+    leader_id BIGINT NOT NULL COMMENT 'Leader ID',
+    initial_balance DECIMAL(20, 8) NOT NULL COMMENT '初始资金',
+    final_balance DECIMAL(20, 8) DEFAULT NULL COMMENT '最终资金',
+    profit_amount DECIMAL(20, 8) DEFAULT NULL COMMENT '收益金额',
+    profit_rate DECIMAL(10, 4) DEFAULT NULL COMMENT '收益率(%)',
+    backtest_days INT NOT NULL COMMENT '回测天数',
+    start_time BIGINT NOT NULL COMMENT '回测开始时间(历史时间)',
+    end_time BIGINT DEFAULT NULL COMMENT '回测结束时间(历史时间)',
+
+    -- 跟单配置 (复制CopyTrading表结构)
+    copy_mode VARCHAR(10) NOT NULL DEFAULT 'RATIO' COMMENT '跟单模式: RATIO/FIXED',
+    copy_ratio DECIMAL(20, 8) NOT NULL DEFAULT 1.0 COMMENT '跟单比例',
+    fixed_amount DECIMAL(20, 8) DEFAULT NULL COMMENT '固定金额',
+    max_order_size DECIMAL(20, 8) NOT NULL DEFAULT 1000.0 COMMENT '最大单笔订单',
+    min_order_size DECIMAL(20, 8) NOT NULL DEFAULT 1.0 COMMENT '最小单笔订单',
+    max_daily_loss DECIMAL(20, 8) NOT NULL DEFAULT 10000.0 COMMENT '最大每日亏损',
+    max_daily_orders INT NOT NULL DEFAULT 100 COMMENT '最大每日订单数',
+    price_tolerance DECIMAL(5, 2) NOT NULL DEFAULT 5.0 COMMENT '价格容忍度(%)',
+    delay_seconds INT NOT NULL DEFAULT 0 COMMENT '延迟秒数',
+    support_sell BOOLEAN NOT NULL DEFAULT TRUE COMMENT '是否支持卖出',
+    min_order_depth DECIMAL(20, 8) DEFAULT NULL COMMENT '最小订单深度',
+    max_spread DECIMAL(20, 8) DEFAULT NULL COMMENT '最大价差',
+    min_price DECIMAL(20, 8) DEFAULT NULL COMMENT '最低价格',
+    max_price DECIMAL(20, 8) DEFAULT NULL COMMENT '最高价格',
+    max_position_value DECIMAL(20, 8) DEFAULT NULL COMMENT '最大仓位金额',
+    keyword_filter_mode VARCHAR(20) NOT NULL DEFAULT 'DISABLED' COMMENT '关键字过滤模式',
+    keywords JSON DEFAULT NULL COMMENT '关键字列表',
+    max_market_end_date BIGINT DEFAULT NULL COMMENT '市场截止时间限制',
+
+    -- 统计字段
+    avg_holding_time BIGINT DEFAULT NULL COMMENT '平均持仓时间(毫秒)',
+    data_source VARCHAR(50) DEFAULT 'MIXED' COMMENT '数据源: INTERNAL/API/MIXED',
+
+    -- 执行状态
+    status VARCHAR(20) NOT NULL DEFAULT 'PENDING' COMMENT '状态: PENDING/RUNNING/COMPLETED/STOPPED/FAILED',
+    progress INT DEFAULT 0 COMMENT '执行进度(0-100)',
+    total_trades INT DEFAULT 0 COMMENT '总交易笔数',
+    buy_trades INT DEFAULT 0 COMMENT '买入笔数',
+    sell_trades INT DEFAULT 0 COMMENT '卖出笔数',
+    win_trades INT DEFAULT 0 COMMENT '盈利交易笔数',
+    loss_trades INT DEFAULT 0 COMMENT '亏损交易笔数',
+    win_rate DECIMAL(5, 2) DEFAULT NULL COMMENT '胜率(%)',
+    max_profit DECIMAL(20, 8) DEFAULT NULL COMMENT '最大单笔盈利',
+    max_loss DECIMAL(20, 8) DEFAULT NULL COMMENT '最大单笔亏损',
+    max_drawdown DECIMAL(20, 8) DEFAULT NULL COMMENT '最大回撤',
+    error_message TEXT DEFAULT NULL COMMENT '错误信息',
+
+    created_at BIGINT NOT NULL COMMENT '创建时间',
+    execution_started_at BIGINT DEFAULT NULL COMMENT '执行开始时间(系统时间)',
+    execution_finished_at BIGINT DEFAULT NULL COMMENT '执行完成时间(系统时间)',
+    updated_at BIGINT NOT NULL COMMENT '更新时间',
+
+    INDEX idx_leader_id (leader_id),
+    INDEX idx_status (status),
+    INDEX idx_created_at (created_at),
+    INDEX idx_leader_profit (leader_id, profit_rate DESC),
+    INDEX idx_status_created (status, created_at DESC),
+    FOREIGN KEY (leader_id) REFERENCES copy_trading_leaders(id) ON DELETE CASCADE
+) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='回测任务表';
+
+-- ============================================
+-- 3. 创建回测交易记录表
+-- ============================================
+CREATE TABLE IF NOT EXISTS backtest_trade (
+    id BIGINT AUTO_INCREMENT PRIMARY KEY COMMENT '交易记录ID',
+    backtest_task_id BIGINT NOT NULL COMMENT '回测任务ID',
+    trade_time BIGINT NOT NULL COMMENT '交易时间',
+    market_id VARCHAR(100) NOT NULL COMMENT '市场ID',
+    market_title VARCHAR(500) DEFAULT NULL COMMENT '市场标题',
+    side VARCHAR(20) NOT NULL COMMENT '方向: BUY/SELL/SETTLEMENT',
+    outcome VARCHAR(50) NOT NULL COMMENT '结果: YES/NO或outcomeIndex',
+    outcome_index INT DEFAULT NULL COMMENT '结果索引（0, 1, 2, ...），支持多元市场',
+    quantity DECIMAL(20, 8) NOT NULL COMMENT '数量',
+    price DECIMAL(20, 8) NOT NULL COMMENT '价格',
+    amount DECIMAL(20, 8) NOT NULL COMMENT '金额',
+    fee DECIMAL(20, 8) NOT NULL DEFAULT 0.0 COMMENT '手续费',
+    profit_loss DECIMAL(20, 8) DEFAULT NULL COMMENT '盈亏(仅卖出时)',
+    balance_after DECIMAL(20, 8) NOT NULL COMMENT '交易后余额',
+    leader_trade_id VARCHAR(100) DEFAULT NULL COMMENT 'Leader原始交易ID',
+
+    created_at BIGINT NOT NULL COMMENT '创建时间',
+
+    INDEX idx_backtest_task_id (backtest_task_id),
+    INDEX idx_trade_time (trade_time),
+    FOREIGN KEY (backtest_task_id) REFERENCES backtest_task(id) ON DELETE CASCADE
+) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='回测交易记录表';
+

backend/src/main/resources/db/migration/V28__add_backtest_resume_fields.sql

@@ -0,0 +1,14 @@
+-- ============================================
+-- 回测功能恢复字段添加
+-- ============================================
+
+-- 添加恢复相关字段到回测任务表
+ALTER TABLE backtest_task 
+  ADD COLUMN last_processed_trade_time BIGINT DEFAULT NULL COMMENT '最后处理的交易时间（用于中断恢复）',
+  ADD COLUMN last_processed_trade_index INT DEFAULT 0 COMMENT '最后处理的交易索引（用于中断恢复）',
+  ADD COLUMN processed_trade_count INT DEFAULT 0 COMMENT '已处理的交易数量（用于显示真实进度）';
+
+-- 添加索引以优化查询性能
+ALTER TABLE backtest_task
+  ADD INDEX idx_last_processed_trade_time (last_processed_trade_time);
+

backend/src/main/resources/db/migration/V29__drop_unused_backtest_fields.sql

@@ -0,0 +1,13 @@
+-- Drop unused columns from backtest_task table
+-- These fields are not needed for backtest scenarios as they use historical data
+-- Note: Using standard SQL syntax compatible with MySQL 5.7+
+
+-- Check if columns exist before dropping (using standard approach)
+ALTER TABLE backtest_task DROP COLUMN price_tolerance;
+ALTER TABLE backtest_task DROP COLUMN delay_seconds;
+ALTER TABLE backtest_task DROP COLUMN min_order_depth;
+ALTER TABLE backtest_task DROP COLUMN max_spread;
+ALTER TABLE backtest_task DROP COLUMN min_price;
+ALTER TABLE backtest_task DROP COLUMN max_price;
+ALTER TABLE backtest_task DROP COLUMN max_position_value;
+ALTER TABLE backtest_task DROP COLUMN max_market_end_date;

backend/src/main/resources/db/migration/V30__fix_backtest_resume_logic.sql

@@ -0,0 +1,15 @@
+-- ============================================
+-- 修复回测恢复逻辑：将 last_processed_trade_index 默认值改为 NULL
+-- ============================================
+-- 问题：新建任务的 last_processed_trade_index 默认值为 0，导致被误判为恢复任务
+-- 解决：将默认值改为 NULL，并将现有新任务的 0 值改为 NULL
+
+-- 1. 将现有新任务（status='PENDING' 且 last_processed_trade_index=0）的索引值改为 NULL
+UPDATE backtest_task 
+SET last_processed_trade_index = NULL 
+WHERE status = 'PENDING' AND last_processed_trade_index = 0;
+
+-- 2. 修改字段定义，允许 NULL 并设置默认值为 NULL
+ALTER TABLE backtest_task 
+  MODIFY COLUMN last_processed_trade_index INT DEFAULT NULL COMMENT '最后处理的交易索引（用于中断恢复）';
+

backend/src/main/resources/i18n/messages_en.properties

@@ -255,3 +255,54 @@ error.server.order_tracking_process_failed=Failed to process order tracking
 error.server.order_tracking_buy_failed=Failed to process buy order
 error.server.order_tracking_sell_failed=Failed to process sell order
 error.server.order_tracking_match_failed=Order matching failed
+
+# Backtest service errors
+error.backtest.task_not_found=Backtest task not found
+error.backtest.leader_not_found=Leader not found
+error.backtest.days_invalid=Backtest days must be between 1-15 days
+error.backtest.initial_balance_invalid=Invalid initial balance
+error.backtest.task_running=Backtest task is running, cannot delete
+error.server.backtest_create_failed=Failed to create backtest task
+error.server.backtest_update_failed=Failed to update backtest task
+error.server.backtest_delete_failed=Failed to delete backtest task
+error.server.backtest_list_fetch_failed=Failed to fetch backtest list
+error.server.backtest_detail_fetch_failed=Failed to fetch backtest detail
+error.server.backtest_trades_fetch_failed=Failed to fetch backtest trades
+error.server.backtest_execute_failed=Failed to execute backtest
+error.server.backtest_historical_data_fetch_failed=Failed to fetch historical data
+error.server.backtest_stop_failed=Failed to stop backtest task
+error.server.backtest_retry_failed=Failed to retry backtest task
+# Backtest Management
+backtest.title=Backtest Management
+backtest.create_task=Create Backtest
+backtest.task_name=Task Name
+backtest.leader=Leader
+backtest.initial_balance=Initial Balance
+backtest.backtest_days=Backtest Days
+backtest.profit_amount=Profit Amount
+backtest.profit_rate=Profit Rate
+backtest.backtest_days_range=Backtest Days Range (1-15 days)
+backtest.total_trades=Total Trades
+backtest.buy_trades=Buy Trades
+backtest.sell_trades=Sell Trades
+backtest.win_trades=Win Trades
+backtest.loss_trades=Loss Trades
+backtest.win_rate=Win Rate
+backtest.max_profit=Max Profit
+backtest.max_loss=Max Loss
+backtest.max_drawdown=Max Drawdown
+backtest.avg_holding_time=Avg Holding Time
+
+# Backtest Status
+backtest.status.pending=Pending
+backtest.status.running=Running
+backtest.status.completed=Completed
+backtest.status.stopped=Stopped
+backtest.status.failed=Failed
+
+# Backtest Config
+backtest.copy_mode.ratio=Ratio Mode
+backtest.copy_mode.fixed=Fixed Amount
+backtest.price_tolerance=Price Tolerance
+backtest.delay_seconds=Delay Seconds
+backtest.support_sell=Support Sell

backend/src/main/resources/i18n/messages_zh_CN.properties

@@ -255,3 +255,60 @@ error.server.order_tracking_process_failed=处理订单跟踪失败
 error.server.order_tracking_buy_failed=处理买入订单失败
 error.server.order_tracking_sell_failed=处理卖出订单失败
 error.server.order_tracking_match_failed=订单匹配失败
+
+# 回测服务错误
+error.backtest.task_not_found=回测任务不存在
+error.backtest.leader_not_found=Leader不存在
+error.backtest.days_invalid=回测天数必须在 1-15 天之间
+error.backtest.initial_balance_invalid=初始金额无效
+error.backtest.task_running=回测任务正在运行，无法删除
+error.server.backtest_create_failed=创建回测任务失败
+error.server.backtest_update_failed=更新回测任务失败
+error.server.backtest_delete_failed=删除回测任务失败
+error.server.backtest_list_fetch_failed=查询回测列表失败
+error.server.backtest_detail_fetch_failed=查询回测详情失败
+error.server.backtest_trades_fetch_failed=查询回测交易记录失败
+error.server.backtest_execute_failed=回测执行失败
+error.server.backtest_historical_data_fetch_failed=历史数据获取失败
+error.server.backtest_stop_failed=停止回测任务失败
+error.server.backtest_retry_failed=重试回测任务失败
+# 回测管理
+backtest.title=回测管理
+backtest.create_task=新增回测
+backtest.task_name=回测名称
+backtest.leader=Leader
+backtest.initial_balance=初始金额
+backtest.backtest_days=回测天数
+backtest.profit_amount=收益额
+backtest.profit_rate=收益率
+backtest.backtest_days_range=回测天数范围（1-15天）
+backtest.total_trades=总交易笔数
+backtest.buy_trades=买入笔数
+backtest.sell_trades=卖出笔数
+backtest.win_trades=盈利交易笔数
+backtest.loss_trades=亏损交易笔数
+backtest.win_rate=胜率
+backtest.max_profit=最大单笔盈利
+backtest.max_loss=最大单笔亏损
+backtest.max_drawdown=最大回撤
+backtest.avg_holding_time=平均持仓时间
+
+# 回测状态
+backtest.status.pending=待执行
+backtest.status.running=运行中
+backtest.status.completed=已完成
+backtest.status.stopped=已停止
+backtest.status.failed=失败
+
+# 回测配置
+backtest.copy_mode.ratio=比例模式
+backtest.copy_mode.fixed=固定金额
+backtest.price_tolerance=价格容忍度
+backtest.delay_seconds=延迟秒数
+backtest.support_sell=支持卖出
+
+# 订单跟踪服务错误
+error.server.order_tracking_process_failed=处理订单跟踪失败
+error.server.order_tracking_buy_failed=处理买入订单失败
+error.server.order_tracking_sell_failed=处理卖出订单失败
+error.server.order_tracking_match_failed=订单匹配失败

backend/src/main/resources/i18n/messages_zh_TW.properties

@@ -255,3 +255,54 @@ error.server.order_tracking_process_failed=處理訂單跟蹤失敗
 error.server.order_tracking_buy_failed=處理買入訂單失敗
 error.server.order_tracking_sell_failed=處理賣出訂單失敗
 error.server.order_tracking_match_failed=訂單匹配失敗
+
+# 回測服務錯誤
+error.backtest.task_not_found=回測任務不存在
+error.backtest.leader_not_found=Leader不存在
+error.backtest.days_invalid=回測天數必須在 1-15 天之間
+error.backtest.initial_balance_invalid=初始金額無效
+error.backtest.task_running=回測任務正在運行，無法刪除
+error.server.backtest_create_failed=創建回測任務失敗
+error.server.backtest_update_failed=更新回測任務失敗
+error.server.backtest_delete_failed=刪除回測任務失敗
+error.server.backtest_list_fetch_failed=查詢回測列表失敗
+error.server.backtest_detail_fetch_failed=查詢回測詳情失敗
+error.server.backtest_trades_fetch_failed=查詢回測交易記錄失敗
+error.server.backtest_execute_failed=回測執行失敗
+error.server.backtest_historical_data_fetch_failed=歷史數據獲取失敗
+error.server.backtest_stop_failed=停止回測任務失敗
+error.server.backtest_retry_failed=重試回測任務失敗
+# 回測管理
+backtest.title=回測管理
+backtest.create_task=新增回測
+backtest.task_name=回測名稱
+backtest.leader=Leader
+backtest.initial_balance=初始金額
+backtest.backtest_days=回測天數
+backtest.profit_amount=收益額
+backtest.profit_rate=收益率
+backtest.backtest_days_range=回測天數範圍（1-15天）
+backtest.total_trades=總交易筆數
+backtest.buy_trades=買入筆數
+backtest.sell_trades=賣出筆數
+backtest.win_trades=盈利交易筆數
+backtest.loss_trades=虧損交易筆數
+backtest.win_rate=勝率
+backtest.max_profit=最大單筆盈利
+backtest.max_loss=最大單筆虧損
+backtest.max_drawdown=最大回撤
+backtest.avg_holding_time=平均持倉時間
+
+# 回測狀態
+backtest.status.pending=待執行
+backtest.status.running=運行中
+backtest.status.completed=已完成
+backtest.status.stopped=已停止
+backtest.status.failed=失敗
+
+# 回測配置
+backtest.copy_mode.ratio=比例模式
+backtest.copy_mode.fixed=固定金額
+backtest.price_tolerance=價格容忍度
+backtest.delay_seconds=延遲秒數
+backtest.support_sell=支持賣出

docs/zh/backtest/BACKTEST_PRD.md

@@ -0,0 +1,323 @@
+# 跟单回测功能产品需求文档 (PRD)
+
+## 一、功能概述
+
+跟单回测功能允许用户对历史数据进行模拟跟单交易,评估不同跟单策略的收益表现,帮助用户在实际投入资金前验证策略的有效性。
+
+## 二、用户故事
+
+### 主要用户场景
+
+1. **作为用户**,我希望能够创建回测任务,选择特定的 Leader 和跟单配置,以便评估在过去一段时间内使用该策略的收益情况
+2. **作为用户**,我希望能够查看所有历史回测结果,并按收益额或收益率排序,以便找到最优策略
+3. **作为用户**,我希望能够按 Leader 筛选回测记录,以便比较不同 Leader 的表现
+4. **作为用户**,我希望回测结果能够展示详细的交易记录和收益变化,以便深入分析策略表现
+5. **作为用户**,我希望回测在资金不足时能够自动停止,模拟真实交易场景
+
+## 三、功能需求
+
+### 3.1 回测管理页面
+
+#### 3.1.1 页面布局
+
+- **页面位置**: 在跟单管理模块下新增"回测管理"菜单项
+- **页面标题**: "回测管理" / "Backtest Management"
+
+#### 3.1.2 列表功能
+
+**筛选功能**:
+- Leader 筛选下拉框,支持按 Leader 过滤回测记录
+- 状态筛选: 全部 / 运行中 / 已完成 / 已停止
+
+**排序功能**:
+- 按收益额排序 (升序/降序)
+- 按收益率排序 (升序/降序)
+- 按创建时间排序 (默认降序)
+
+**列表字段**:
+| 字段名 | 说明 | 示例 |
+|-------|------|------|
+| 回测ID | 唯一标识 | #12345 |
+| 配置名称 | 回测任务名称 | "激进策略-Leader A" |
+| Leader名称 | 跟单的Leader | "Smart Trader" |
+| 初始金额 | 回测起始资金 | $1000 |
+| 最终金额 | 回测结束时资金 | $1250 |
+| 收益额 | 最终金额 - 初始金额 | +$250 |
+| 收益率 | (收益额/初始金额) × 100% | +25% |
+| 回测天数 | 回测的时间跨度 | 30天 |
+| 交易笔数 | 回测期间执行的交易数量 | 45笔 |
+| 状态 | 运行中/已完成/已停止 | 已完成 |
+| 开始时间 | 回测开始时间 | 2026-01-01 10:00 |
+| 结束时间 | 回测结束时间 | 2026-01-31 15:30 |
+| 操作 | 查看详情/删除 | - |
+
+#### 3.1.3 列表操作
+
+- **查看详情**: 点击后展开详细信息,包括:
+  - 回测配置参数
+  - 详细交易记录
+  - 资金变化曲线图
+  - 收益统计
+- **删除**: 删除回测记录(确认后不可恢复)
+
+### 3.2 新增回测任务
+
+#### 3.2.1 创建入口
+
+- 列表页面右上角"新增回测"按钮
+- 点击后弹出创建对话框或跳转到创建页面
+
+#### 3.2.2 配置表单
+
+**基本配置**:
+- **回测名称** (必填): 用户自定义名称,方便识别
+- **选择Leader** (必填): 下拉框选择已添加的Leader
+- **初始投入金额** (必填): 模拟起始资金,单位USDC,范围: 1 - 1,000,000
+- **回测天数** (必填): 选择回测的历史天数,范围: 1 - 30天
+
+**跟单配置** (参照现有跟单配置参数):
+
+| 配置项 | 字段名 | 说明 | 默认值 |
+|-------|-------|------|-------|
+| 跟单模式 | copyMode | RATIO(比例模式) / FIXED(固定金额) | RATIO |
+| 跟单比例 | copyRatio | 比例模式下生效,相对Leader订单金额的比例 | 1.0 |
+| 固定金额 | fixedAmount | 固定金额模式下生效,每笔固定投入金额 | null |
+| 最大单笔订单 | maxOrderSize | 单笔订单最大金额限制 | 1000 |
+| 最小单笔订单 | minOrderSize | 单笔订单最小金额限制 | 1 |
+| 最大每日亏损 | maxDailyLoss | 每日最大亏损限制 | 10000 |
+| 最大每日订单数 | maxDailyOrders | 每日最大订单数量限制 | 100 |
+| 价格容忍度 | priceTolerance | 价格偏差容忍百分比 | 5% |
+| 延迟秒数 | delaySeconds | 跟单延迟时间 | 0 |
+| 支持卖出 | supportSell | 是否跟随卖出 | true |
+| 最小订单深度 | minOrderDepth | 订单簿深度要求 | null |
+| 最大价差 | maxSpread | 买卖价差限制 | null |
+| 最低价格 | minPrice | 最低价格限制 | null |
+| 最高价格 | maxPrice | 最高价格限制 | null |
+| 最大仓位金额 | maxPositionValue | 最大持仓总金额 | null |
+| 关键字过滤模式 | keywordFilterMode | DISABLED/WHITELIST/BLACKLIST | DISABLED |
+| 关键字列表 | keywords | 关键字数组 | [] |
+| 市场截止时间限制 | maxMarketEndDate | 市场结束时间限制 | null |
+
+> [!IMPORTANT]
+> 跟单配置表单应完全复用现有的跟单配置组件,保持参数一致性
+
+#### 3.2.3 表单验证
+
+- 回测名称: 不能为空,长度1-100字符
+- Leader: 必须选择有效的Leader
+- 初始金额: 必须大于0
+- 回测天数: 必须在1-30之间
+- 其他配置参数: 遵循现有跟单配置的验证规则
+
+#### 3.2.4 提交逻辑
+
+1. 表单验证通过后,提交到后端API
+2. 后端保存回测任务到数据库,状态设置为"待执行"
+3. 前端显示创建成功提示,自动跳转到列表页面
+4. 回测任务由后端轮询服务自动获取并执行
+
+### 3.3 回测详情页面
+
+#### 3.3.1 页面布局
+
+**顶部概览卡片**:
+- 回测名称
+- Leader信息
+- 初始金额 / 最终金额
+- 收益额 / 收益率
+- 回测时间范围
+- 总交易笔数
+- 状态
+
+**资金变化图表**:
+- X轴: 时间
+- Y轴: 账户余额
+- 折线图展示资金随时间的变化
+
+**交易记录表格**:
+| 时间 | 市场 | 方向 | 数量 | 价格 | 金额 | 盈亏 | 余额 |
+|-----|------|-----|------|------|------|------|------|
+| 2026-01-01 10:05 | BTC > $100k | 买入 YES | 100 | 0.65 | 65 | - | 935.00 |
+| 2026-01-01 14:20 | BTC > $100k | 卖出 YES | 100 | 0.72 | 72 | +7.00 | 942.00 |
+| 2026-01-05 16:00 | ETH > $5k | 买入 YES | 50 | 0.80 | 40 | - | 902.00 |
+| 2026-01-10 00:00 | ETH > $5k | 市场结算 YES | 50 | 1.00 | 50 | +10.00 | 952.00 |
+
+> [!NOTE]
+> **交易类型说明**:
+> - **买入**: 跟随Leader买入
+> - **卖出**: 跟随Leader卖出  
+> - **市场结算**: 市场到期自动结算（赎回）
+> 
+> **手续费**: 回测不计算手续费，简化计算逻辑
+
+**统计数据**:
+- 总交易笔数
+- 买入笔数 / 卖出笔数
+- 胜率 (盈利交易 / 总交易)
+- 平均收益
+- 最大单笔盈利
+- 最大单笔亏损
+- 最大回撤
+
+## 四、业务规则
+
+### 4.1 回测执行规则
+
+#### 4.1.1 资金检查
+- **停止条件**: 当账户余额 < $1 **且无任何持仓**时，回测自动停止
+- **继续条件**: 如果余额 < $1 但仍有持仓，继续处理后续交易
+  - 原因: Leader 可能卖出，或市场到期结算，释放资金
+  - 处理: 跳过无法执行的买入订单，继续处理卖出和结算
+- **订单检查**: 每次下单前检查余额是否充足
+- **不足处理**: 余额不足时跳过该买入订单，记录日志，继续监听后续交易
+
+> [!IMPORTANT]
+> 只要有持仓存在，就不应停止回测，因为后续可能通过卖出或市场结算回收资金
+
+#### 4.1.2 历史数据获取
+- 从 Polymarket API 获取 Leader 的历史交易记录
+- 根据回测天数计算起始时间: `startTime = now - (backtestDays × 24 × 3600 × 1000)`
+- 按时间顺序回放交易
+
+#### 4.1.3 交易执行模拟
+- 按照配置的跟单规则计算跟单金额
+- 应用所有过滤条件 (价格、深度、关键字等)
+- 模拟订单成交（不计算手续费）
+- 更新账户余额
+
+> [!NOTE]
+> 回测不计算手续费，简化计算逻辑，避免过于复杂的精度问题
+
+#### 4.1.3.1 余额不足的处理 ⚠️
+
+**场景说明**:
+- 当前余额不足以执行买入订单
+- 但有持仓未卖出（相当于"待赎回资产"）
+
+**处理策略**:
+
+**方案A: 严格模式**（推荐）
+- ✅ 仅使用当前可用余额（`currentBalance`）
+- ✅ 余额不足时跳过该订单，不考虑持仓价值
+- ✅ 理由: 更保守，模拟真实场景（持仓未卖出前资金不可用）
+
+**方案B: 宽松模式**（可选）
+- 计算"潜在可用资金" = `currentBalance + 持仓市值`
+- 允许"透支"买入，后续通过卖出或结算平衡
+- 风险: 可能产生不切实际的回测结果
+
+**推荐实现**:
+```kotlin
+// 严格检查余额
+if (totalCost > currentBalance) {
+    logger.info("余额不足以执行买入订单: 需要 $totalCost, 可用 $currentBalance")
+    logger.debug("当前持仓价值: ${calculatePositionValue(positions)}, 但不计入可用余额")
+    continue  // 跳过该订单
+}
+```
+
+**特殊情况: 市场即将结算**
+- 如果持仓市场在接下来很短时间内会结算，可以提前释放资金
+- 实现: 在每次交易前先执行市场结算检查（已在4.1.5实现）
+
+> [!IMPORTANT]
+> 采用**严格模式**更符合真实跟单场景，避免回测结果过于乐观
+
+#### 4.1.4 卖出跟随
+- 如果 `supportSell = true`,跟随 Leader 的卖出操作
+- 按照买入时的比例卖出持仓
+- 计算盈亏并更新余额
+
+#### 4.1.5 市场结算处理 ⭐
+- **触发时机**: 
+  - **实时检查**: 在处理每笔Leader交易前,检查所有持仓市场的`endDate`
+  - **到期即结算**: 如果市场结束时间 ≤ 当前交易时间,立即结算该持仓
+  - **兜底处理**: 回测结束时,结算所有剩余持仓
+- **结算规则**:
+  - 获取市场最终结果 (通过Polymarket API)
+  - 持仓方向为胜出方: 按 **1.0** 价格结算
+  - 持仓方向为失败方: 按 **0.0** 价格结算
+  - 市场未结算或无法获取结果: 按**成本价**结算 (保守估计)
+- **资金流转**: 结算后的资金立即计入余额,可用于后续交易
+- **交易记录**: 生成"市场结算"类型的交易记录,用于详情展示
+
+> [!IMPORTANT]
+> **实时结算的优势**:
+> - ✅ 模拟真实场景: 市场结束时资金会自动返还
+> - ✅ 提高资金利用率: 结算后的资金可以参与后续交易
+> - ✅ 更准确的收益计算: 反映实际的资金周转情况
+
+### 4.2 数据持久化
+
+#### 4.2.1 回测任务表
+- 保存回测基本信息和配置
+- 记录执行状态和结果
+
+#### 4.2.2 回测交易记录表
+- 保存每笔模拟交易的详细信息
+- 用于详情页面展示和分析
+
+### 4.3 并发控制
+
+- 同一时间最多支持 5 个回测任务并发执行
+- 新任务排队等待,FIFO策略
+- 前端显示任务队列位置
+
+## 五、UI/UX 要求
+
+### 5.1 响应式设计
+- 支持桌面和移动端浏览
+- 表格在小屏幕上支持横向滚动
+
+### 5.2 国际化
+- 支持中文和英文
+- 所有文案提供双语版本
+
+### 5.3 交互体验
+- 创建回测: 表单提交时显示Loading状态
+- 回测执行中: 显示进度条或百分比
+- 数据加载: Skeleton占位符
+- 操作反馈: Toast提示 (成功/失败/警告)
+
+### 5.4 数据可视化
+- 资金变化图表使用 ECharts 或 Recharts
+- 支持图表缩放和数据点Tooltip
+- 图表颜色: 盈利绿色,亏损红色
+
+## 六、非功能需求
+
+### 6.1 性能要求
+- 回测列表页面加载时间 < 2秒
+- 单个回测任务执行时间 < 5分钟 (30天数据)
+- 详情页图表渲染时间 < 1秒
+
+### 6.2 数据准确性
+- 回测结果误差 < 0.1%
+- 余额计算使用 BigDecimal 避免精度丢失
+- 价格和数量精确到小数点后8位
+
+### 6.3 安全性
+- 回测数据仅用户本人可见
+- API接口需要身份认证
+- 防止SQL注入和XSS攻击
+
+## 七、后续迭代规划
+
+### Phase 2 (可选)
+- 支持批量创建回测任务
+- 回测结果对比功能
+- 导出回测报告 (PDF/Excel)
+- AI策略推荐
+
+### Phase 3 (可选)
+- 实时回测 (边交易边回测)
+- 社区策略分享
+- 策略市场
+
+---
+
+## 附录: 页面路由规划
+
+- 回测列表: `/copy-trading/backtest`
+- 新增回测: `/copy-trading/backtest/create`
+- 回测详情: `/copy-trading/backtest/:id`

docs/zh/backtest/BACKTEST_REVIEW_CHECKLIST.md

@@ -0,0 +1,669 @@
+# 回测功能设计审查清单
+
+## 一、设计审查要点
+
+### 1.1 产品需求完整性 ✅
+
+**已覆盖的核心功能**:
+- ✅ 回测任务的创建、查询、删除
+- ✅ 按Leader筛选和排序功能
+- ✅ 回测配置参数复用现有跟单配置
+- ✅ 回测详情展示 (交易记录、资金曲线图、统计数据)
+- ✅ 资金不足时自动停止机制
+- ✅ 回测天数限制 (1-30天)
+
+**潜在遗漏点**:
+> [!WARNING]
+> **需要确认的问题**:
+> 1. **回测结果的可见性**: 是否需要支持多用户? 当前设计未涉及权限控制
+> 2. **回测任务的生命周期管理**: 是否需要自动清理过期的回测记录?
+> 3. **回测进度的实时展示**: 前端如何获取运行中任务的进度? (考虑WebSocket或轮询)
+
+### 1.2 技术设计合理性 ✅
+
+**优点**:
+- ✅ 数据库设计规范,索引合理
+- ✅ API设计符合RESTful规范
+- ✅ 复用现有的 `CopyTradingFilterService`,减少代码冗余
+- ✅ 使用 BigDecimal 保证计算精度
+- ✅ 异步执行回测任务,不阻塞主线程
+
+**可能的改进点**:
+> [!NOTE]
+> **建议优化的地方**:
+> 1. **历史数据获取**: 当前设计依赖Polymarket API,需要考虑API限流和数据缺失的情况
+> 2. **缓存策略**: 建议对Leader历史交易数据使用分层缓存 (内存 + Redis)
+> 3. **回测结果的序列化**: 考虑将详细交易记录存储为JSON,减少表的大小
+
+### 1.3 业务逻辑准确性 ✅
+
+**已完善的关键逻辑**:
+
+#### 1.3.1 历史数据获取 ⭐ (已修正)
+> [!NOTE]
+> **问题**: 现有 `ProcessedTrade` 表字段有限，无法满足回测需求。
+>
+> **解决方案**: 创建独立的 `backtest_historical_trades` 表
+> - ✅ 存储完整的交易信息（marketId, price, quantity, outcomeIndex 等）
+> - ✅ 支持实时数据同步（跟单时同时写入）
+> - ✅ 支持通过 API 补充历史数据
+> - ✅ 不影响现有跟单功能
+
+#### 1.3.2 卖出匹配逻辑 ⭐ (已修正)
+> [!NOTE]
+> **改进**: 使用 `outcomeIndex` 支持多元市场
+>
+> **实现方案**:
+> - 持仓键: `marketId + outcomeIndex`（支持多元市场）
+> - 比例模式: 按 Leader 卖出比例计算
+> - 固定金额模式: 全部卖出
+> - 参考 `CopyOrderTracking` 的逻辑
+
+**伪代码**:
+```kotlin
+val positionKey = "${leaderTrade.marketId}:${leaderTrade.outcomeIndex ?: 0}"
+val position = positions[positionKey] ?: continue
+
+val sellQuantity = if (task.copyMode == "RATIO") {
+    if (position.leaderBuyQuantity != null && position.leaderBuyQuantity > BigDecimal.ZERO) {
+        position.quantity * (leaderTrade.quantity / position.leaderBuyQuantity)
+    } else {
+        position.quantity  // 全部卖出
+    }
+} else {
+    position.quantity  // 固定金额模式全部卖出
+}
+```
+
+#### 1.3.3 价格滑点模拟 ✅ (已决策)
+> [!NOTE]
+> **用户决策**: 暂不模拟价格滑点
+>
+> **理由**:
+> - 简化回测逻辑
+> - 减少复杂度
+> - 后续可以作为可选项添加
+>
+> **实现**: 使用 Leader 的成交价，不进行滑点调整
+
+#### 1.3.2 价格滑点模拟
+> [!NOTE]
+> **关键问题**: 是否需要模拟价格滑点？
+> 
+> **当前设计**: 不模拟价格滑点，直接使用Leader的成交价
+> - 优点: 简化逻辑，回测速度快
+> - 缺点: 可能高估收益（实际跟单可能有滑点）
+> 
+> **可选方案**: 增加可配置的滑点参数
+> - 买入时: 价格 × (1 + 滑点%)
+> - 卖出时: 价格 × (1 - 滑点%)
+> - 增加可选的滑点模拟参数 (例如: ±0.5%)
+> - 在PRD中补充此配置项
+
+#### 1.3.3 手续费计算 ✅ (已移除)
+> [!NOTE]
+> **用户决策**: 回测不计算手续费
+> 
+> **理由**:
+> - 简化计算逻辑
+> - 避免精度问题
+> - 降低复杂度
+> 
+> **实现**:
+> - 所有交易的 `fee` 字段均为 `0`
+> - 买入成本 = 数量 × 价格
+> - 卖出收入 = 数量 × 价格
+> - 结算收入 = 数量 × 结算价
+
+#### 1.3.4 市场结算处理 ⭐ (已优化)
+> [!NOTE]
+> **问题**: 市场结束时,未平仓位如何自动结算?
+>
+> **优化方案** (采纳用户建议):
+> - ✅ **实时检查**: 在回测循环中,每处理一笔Leader交易前,检查所有持仓的市场`endDate`
+> - ✅ **到期即结算**: 如果 `marketEndDate <= currentTradeTime`,立即结算该持仓
+> - ✅ **资金可用**: 结算后的资金立即计入余额,可以用于后续交易
+> - ✅ **兜底处理**: 回测结束时,结算所有剩余未到期持仓
+>
+> **结算价格判断** (通过市场价格):
+> - 价格 >= 0.95: 胜出 (按 1.0 结算)
+> - 价格 <= 0.05: 失败 (按 0.0 结算)
+> - 其他情况: 按成本价保守估计
+>
+> **实现要点**:
+> ```kotlin
+> // 在交易循环中实时检查市场到期
+> for (leaderTrade in leaderTrades.sortedBy { it.timestamp }) {
+>
+>     // 1. 检查并结算已到期的市场
+>     val expiredPositions = positions.filter { (_, position) ->
+>         val marketInfo = getMarketInfo(position.marketId)
+>         marketInfo.endDate <= leaderTrade.timestamp
+>     }
+>
+>     for ((positionKey, position) in expiredPositions) {
+>         val marketPrice = marketPriceService.getCurrentMarketPrice(
+>             marketId = position.marketId,
+>             outcomeIndex = position.outcomeIndex ?: 0
+>         )
+>
+>         val settlementPrice = when {
+>             marketPrice >= BigDecimal("0.95") -> BigDecimal.ONE  // 胜出
+>             marketPrice <= BigDecimal("0.05") -> BigDecimal.ZERO  // 失败
+>             else -> position.avgPrice  // 未结算，按成本价
+>         }
+>
+>         val settlementValue = position.quantity * settlementPrice
+>         currentBalance += settlementValue
+>         positions.remove(positionKey)
+>     }
+>
+>     // 2. 处理当前Leader交易
+>     // ...
+> }
+> ```
+>
+> **优势**:
+> - 更符合真实场景 (市场结束时自动返还资金)
+> - 提高资金利用率 (结算资金可参与后续交易)
+> - 更准确的收益计算
+> - 通过市场价格判断，无需依赖可能不存在的 `winner` 字段
+
+#### 1.3.5 余额不足与持仓处理 ⚠️ (边缘场景) - 已修正
+> [!WARNING]
+> **关键问题**: 当余额不足但有未卖出持仓时，如何处理？
+> 
+> **场景示例**:
+> - 初始余额: $1000
+> - 已买入持仓市值: $800（未卖出）
+> - 当前余额: $200
+> - 新买入订单需要: $300
+> - **问题**: 是否允许买入？虽然持仓市值足够，但资金被占用
+> 
+> **推荐方案: 严格模式**
+> - ❌ 不允许买入（余额不足）
+> - ✅ 仅使用 `currentBalance` 判断
+> - ✅ 不计入持仓市值（因为持仓未实现）
+> - ✅ 理由: 更真实，避免过于乐观的回测结果
+> 
+> **替代方案: 宽松模式**
+> - ✅ 计算"虚拟可用资金" = `currentBalance + 持仓估值`
+> - ⚠️ 允许"透支"买入
+> - ❌ 风险: 可能产生不切实际的收益
+> 
+> **实际影响**:
+> - 严格模式下，资金周转率是限制因素
+> - 鼓励快进快出的策略
+> - 长期持仓策略会因资金占用而错过后续机会
+> 
+> **已在文档中采用**: 严格模式
+
+#### 1.3.6 每日订单数限制 ✅ (已补充)
+> [!NOTE]
+> **问题**: 文档提到了 `maxDailyOrders` 参数，但未在算法中实现
+>
+> **解决方案**: 在回测循环中添加每日订单数统计
+>
+> **实现**:
+> ```kotlin
+> // 统计当前交易时间当天已有的订单数
+> val dailyOrderCount = trades.count { isSameDay(it.tradeTime, leaderTrade.timestamp) }
+>
+> if (dailyOrderCount >= task.maxDailyOrders) {
+>     logger.info("已达到每日最大订单数限制: $dailyOrderCount / ${task.maxDailyOrders}")
+>     continue
+> }
+> ```
+>
+> **优势**:
+> - 符合实际跟单的风险控制逻辑
+> - 避免回测结果过于激进
+
+#### 1.3.7 价格容忍度检查 ✅ (已补充)
+> [!NOTE]
+> **问题**: 文档提到了 `priceTolerance` 参数，但未在算法中实现
+>
+> **解决方案**: 在执行交易前检查当前市场价格是否在容忍范围内
+>
+> **实现**:
+> ```kotlin
+> if (task.priceTolerance > BigDecimal.ZERO) {
+>     val tolerance = task.priceTolerance.divide(BigDecimal("100"))
+>     val minPrice = leaderTrade.price.multiply(BigDecimal.ONE.subtract(tolerance))
+>     val maxPrice = leaderTrade.price.multiply(BigDecimal.ONE.add(tolerance))
+>
+>     val currentPrice = marketPriceService.getCurrentMarketPrice(
+>         marketId = leaderTrade.marketId,
+>         outcomeIndex = leaderTrade.outcomeIndex ?: 0
+>     )
+>
+>     if (currentPrice < minPrice || currentPrice > maxPrice) {
+>         logger.info("价格超出容忍度范围: 当前=$currentPrice, 可用范围=[$minPrice, $maxPrice]")
+>         continue
+>     }
+> }
+> ```
+
+#### 1.3.8 回测停止条件 ✅ (已修正)
+> [!NOTE]
+> **修正**: 基于用户反馈，修正了停止逻辑
+> 
+> **错误设计**:
+> ```kotlin
+> if (currentBalance < $1) {
+>     break  // ❌ 直接停止，忽略持仓
+> }
+> ```
+> 
+> **正确设计**:
+> ```kotlin
+> // 只有"余额不足 且 无持仓"时才停止
+> if (currentBalance < $1 && positions.isEmpty()) {
+>     break  // ✅ 确保无持仓时才停止
+> }
+> 
+> // 有持仓时继续处理（等待卖出或结算）
+> if (currentBalance < $1 && positions.isNotEmpty()) {
+>     // 继续处理，跳过买入，但执行卖出和结算
+> }
+> ```
+> 
+> **理由**:
+> - 持仓存在意味着可能有后续卖出或市场结算
+> - 这些操作会释放资金
+> - 过早停止会导致资金无法回收，回测不准确
+
+### 1.4 性能和可扩展性 ✅
+
+**已考虑的优化**:
+- ✅ 异步执行,线程池限制并发
+- ✅ 分页查询
+- ✅ 数据库索引优化
+- ✅ 前端虚拟滚动
+
+**需要进一步考虑**:
+> [!TIP]
+> **性能优化建议**:
+> 1. **批量插入交易记录**: 使用 `saveAll()` 而非逐条 `save()`
+> 2. **进度更新频率**: 避免每笔交易都更新数据库,改为每100笔或每10秒更新一次
+> 3. **历史数据预加载**: 在任务开始前一次性加载所有历史交易,避免多次API调用
+
+## 二、数据库设计补充
+
+### 2.1 新增回测历史交易表
+
+**问题**: 现有 `ProcessedTrade` 表字段有限，无法满足回测需求。
+
+**解决方案**: 创建独立的 `backtest_historical_trades` 表，存储完整的 Leader 历史交易数据。
+
+```sql
+CREATE TABLE backtest_historical_trades (
+    id BIGINT AUTO_INCREMENT PRIMARY KEY COMMENT '记录ID',
+    leader_id BIGINT NOT NULL COMMENT 'Leader ID',
+    trade_id VARCHAR(100) NOT NULL COMMENT 'Leader 交易ID（唯一标识）',
+    market_id VARCHAR(100) NOT NULL COMMENT '市场ID',
+    market_title VARCHAR(500) DEFAULT NULL COMMENT '市场标题',
+    market_slug VARCHAR(200) DEFAULT NULL COMMENT '市场 slug（用于生成链接）',
+    side VARCHAR(10) NOT NULL COMMENT '交易方向: BUY/SELL',
+    outcome VARCHAR(50) DEFAULT NULL COMMENT '市场方向（如 YES, NO 等）',
+    outcome_index INT DEFAULT NULL COMMENT '结果索引（0, 1, 2, ...），支持多元市场',
+    price DECIMAL(20, 8) NOT NULL COMMENT '交易价格',
+    size DECIMAL(20, 8) NOT NULL COMMENT '交易数量',
+    amount DECIMAL(20, 8) NOT NULL COMMENT '交易金额（price × size）',
+    trade_timestamp BIGINT NOT NULL COMMENT '交易时间戳（毫秒）',
+
+    -- 元数据
+    source VARCHAR(20) NOT NULL DEFAULT 'POLLING' COMMENT '数据来源: WEBSOCKET/POLLING/API',
+    fetched_at BIGINT NOT NULL COMMENT '数据获取时间（毫秒）',
+    created_at BIGINT NOT NULL COMMENT '创建时间（毫秒）',
+
+    UNIQUE INDEX uk_leader_trade (leader_id, trade_id),
+    INDEX idx_leader_id (leader_id),
+    INDEX idx_trade_timestamp (trade_timestamp),
+    INDEX idx_market_id (market_id)
+) COMMENT='回测历史交易表';
+```
+
+**优势**:
+- ✅ 不影响现有跟单系统的 `ProcessedTrade` 表
+- ✅ 存储完整的交易信息，满足回测需求
+- ✅ 支持实时数据同步（跟单时同时写入）
+- ✅ 支持通过 API 补充历史数据
+- ✅ 唯一索引自动去重
+
+### 2.2 移除 max_position_count 字段
+
+**问题**: 文档中包含 `max_position_count` 字段，但 V26 迁移已删除该字段。
+
+**解决方案**: 从 `backtest_task` 表和相关 API 中移除该字段。
+
+### 2.3 其他字段建议
+
+#### `backtest_task` 表
+建议新增以下字段:
+
+```sql
+-- 用于计算平均持仓时间
+avg_holding_time BIGINT DEFAULT NULL COMMENT '平均持仓时间(毫秒)',
+
+-- 用于记录回测使用的数据源
+data_source VARCHAR(50) DEFAULT 'MIXED' COMMENT '数据源: INTERNAL/API/MIXED',
+
+-- 用于记录回测执行的详细日志
+execution_log TEXT DEFAULT NULL COMMENT '执行日志(JSON格式)'
+```
+
+### 2.4 索引优化
+
+建议添加复合索引:
+```sql
+-- 用于按Leader和收益率查询
+CREATE INDEX idx_leader_profit ON backtest_task(leader_id, profit_rate DESC);
+
+-- 用于按状态和创建时间查询
+CREATE INDEX idx_status_created ON backtest_task(status, created_at DESC);
+```
+
+## 三、API设计补充
+
+### 3.1 API 规范修正
+
+**问题**: 文档中使用 GET/DELETE 方法，违反项目统一使用 POST 的规范。
+
+**修正方案**:
+
+```bash
+# ❌ 错误（使用 GET/DELETE）
+GET /api/backtest/tasks
+GET /api/backtest/tasks/{id}
+DELETE /api/backtest/tasks/{id}
+
+# ✅ 正确（统一使用 POST）
+POST /api/backtest/tasks/list
+POST /api/backtest/tasks/detail
+POST /api/backtest/tasks/delete
+```
+
+**完整的 API 列表**:
+
+| 功能 | 方法 | 路径 | 说明 |
+|-----|------|------|------|
+| 创建回测 | POST | /api/backtest/tasks | 创建新的回测任务 |
+| 查询列表 | POST | /api/backtest/tasks/list | 分页查询回测任务列表 |
+| 查询详情 | POST | /api/backtest/tasks/detail | 查询单个回测任务详情 |
+| 查询交易 | POST | /api/backtest/tasks/trades | 查询回测的交易记录 |
+| 删除任务 | POST | /api/backtest/tasks/delete | 删除回测任务 |
+| 停止任务 | POST | /api/backtest/tasks/stop | 停止运行中的回测 |
+| 查询进度 | POST | /api/backtest/tasks/progress | 查询回测执行进度 |
+
+### 3.2 缺失的API
+
+建议新增以下API:
+
+#### 3.2.1 查询回测进度 (实时更新)
+```
+POST /api/backtest/tasks/progress
+```
+
+**Request Body**:
+```json
+{
+  "id": 12345
+}
+```
+
+**Response**:
+```json
+{
+  "success": true,
+  "data": {
+    "progress": 65,
+    "currentBalance": "1150.00",
+    "totalTrades": 30,
+    "status": "RUNNING"
+  }
+}
+```
+
+#### 3.2.2 批量删除回测任务
+```
+POST /api/backtest/tasks/batch-delete
+```
+
+**Request Body**:
+```json
+{
+  "taskIds": [12345, 12346, 12347]
+}
+```
+
+#### 3.2.3 导出回测报告
+```
+POST /api/backtest/tasks/export
+```
+
+**Request Body**:
+```json
+{
+  "id": 12345,
+  "format": "csv"  // 或 "pdf"
+}
+```
+
+### 3.2 API错误码规范
+
+建议统一错误码:
+
+| 错误码 | 说明 |
+|-------|------|
+| 40001 | 回测任务不存在 |
+| 40002 | Leader不存在 |
+| 40003 | 回测天数超出限制 |
+| 40004 | 初始金额无效 |
+| 40005 | 回测任务正在运行,无法删除 |
+| 50001 | 历史数据获取失败 |
+| 50002 | 回测执行失败 |
+
+## 四、前端实现补充
+
+### 4.1 状态轮询
+
+对于运行中的回测任务,前端需要定时轮询进度:
+
+```typescript
+useEffect(() => {
+  if (task.status === 'RUNNING') {
+    const interval = setInterval(async () => {
+      const progress = await backtestService.getProgress(task.id);
+      setTask({ ...task, ...progress });
+    }, 3000); // 每3秒轮询一次
+    
+    return () => clearInterval(interval);
+  }
+}, [task.status]);
+```
+
+### 4.2 图表数据压缩
+
+当交易记录过多时,图表数据需要压缩:
+
+```typescript
+// 将数据按时间聚合为最多200个点
+const compressChartData = (trades: BacktestTrade[], maxPoints: number = 200) => {
+  if (trades.length <= maxPoints) return trades;
+  
+  const interval = Math.floor(trades.length / maxPoints);
+  return trades.filter((_, index) => index % interval === 0);
+};
+```
+
+### 4.3 国际化文案
+
+需要在 `locales/` 目录下补充以下文案:
+
+**zh-CN.json**:
+```json
+{
+  "backtest": {
+    "title": "回测管理",
+    "createTask": "新增回测",
+    "taskName": "回测名称",
+    "leader": "Leader",
+    "initialBalance": "初始金额",
+    "backtestDays": "回测天数",
+    "profitAmount": "收益额",
+    "profitRate": "收益率",
+    "status": {
+      "pending": "待执行",
+      "running": "运行中",
+      "completed": "已完成",
+      "stopped": "已停止",
+      "failed": "失败"
+    }
+  }
+}
+```
+
+## 五、测试计划补充
+
+### 5.1 单元测试
+
+**需要测试的核心方法**:
+- `BacktestExecutionService.executeBacktest()` - 回测算法准确性
+- `BacktestExecutionService.calculateStatistics()` - 统计数据计算
+- `BacktestDataService.getLeaderHistoricalTrades()` - 历史数据获取
+
+**测试用例示例**:
+```kotlin
+@Test
+fun `test backtest with simple buy-sell scenario`() {
+    // Given: 初始余额1000, Leader买入100@0.5, 卖出100@0.6
+    val task = createTestTask(initialBalance = 1000.toBigDecimal())
+    val trades = listOf(
+        createBuyTrade(quantity = 100.toBigDecimal(), price = 0.5.toBigDecimal()),
+        createSellTrade(quantity = 100.toBigDecimal(), price = 0.6.toBigDecimal())
+    )
+    
+    // When: 执行回测
+    val result = executionService.executeBacktest(task)
+    
+    // Then: 验证收益
+    // 买入: 100 * 0.5 = 50, 手续费0.1, 总成本50.1
+    // 卖出: 100 * 0.6 = 60, 手续费0.12, 净收入59.88
+    // 盈利: 59.88 - 50.1 = 9.78
+    // 最终余额: 1000 - 50.1 + 59.88 = 1009.78
+    assertEquals(1009.78.toBigDecimal(), result.finalBalance)
+    assertEquals(9.78.toBigDecimal(), result.profitAmount)
+}
+```
+
+### 5.2 集成测试
+
+**测试场景**:
+1. 端到端测试: 创建任务 → 执行回测 → 查询结果
+2. 异常场景: 历史数据为空、API调用失败
+3. 边界条件: 余额刚好为0、单笔交易耗尽余额
+
+### 5.3 性能测试
+
+**测试指标**:
+- 30天历史数据 (假设1000笔交易) 的回测执行时间 < 5分钟
+- 并发5个回测任务时的系统资源占用
+- 查询包含10000笔交易的回测详情页面加载时间 < 2秒
+
+## 六、风险评估和缓解方案
+
+### 6.1 数据准确性风险
+
+**风险**: 历史数据不完整或API返回数据有误
+
+**缓解方案**:
+1. 数据验证: 检查返回数据的完整性 (是否有时间断层)
+2. 数据对比: 使用多个数据源交叉验证
+3. 错误标记: 回测结果标注数据质量等级
+
+### 6.2 计算精度风险
+
+**风险**: BigDecimal计算中的舍入误差累积
+
+**缓解方案**:
+1. 统一舍入模式: 使用 `RoundingMode.HALF_UP`
+2. 精度测试: 编写专门的精度测试用例
+3. 误差补偿: 最终余额与理论值的误差 < 0.01 USDC
+
+### 6.3 性能风险
+
+**风险**: 大量回测任务导致系统负载过高
+
+**缓解方案**:
+1. 任务队列: 使用异步任务队列 (可选: Redis Queue 或 RabbitMQ)
+2. 资源限流: 限制单用户最多创建10个待执行任务
+3. 自动清理: 定期清理30天前的回测记录
+
+## 七、需要与用户确认的问题
+
+> [!IMPORTANT]
+> **关键决策点 - 需要用户反馈**:
+
+### 7.1 卖出匹配策略
+**问题**: 当用户多次买入同一市场时,卖出应该匹配哪笔买入?
+
+**选项**:
+- **选项A**: FIFO (先进先出) - 先卖出最早的买入
+- **选项B**: 加权平均 - 按平均成本价计算盈亏
+- **选项C**: 完全跟随Leader - Leader卖多少比例,我们也卖多少比例
+
+**建议**: 选项C (完全跟随),与实际跟单逻辑保持一致
+
+### 7.2 价格滑点模拟
+**问题**: 是否需要在回测中模拟价格滑点?
+
+**选项**:
+- **选项A**: 不模拟,使用Leader成交价 (乐观估计)
+- **选项B**: 固定滑点 (如买入+0.5%, 卖出-0.5%)
+- **选项C**: 可配置滑点,用户自定义
+
+**建议**: 选项C,增加灵活性
+
+### 7.3 数据源选择
+**问题**: 历史数据来源?
+
+**选项**:
+- **选项A**: 仅使用 Polymarket API
+- **选项B**: 优先使用系统记录的 `ProcessedTrade` 表,不足时调用API
+- **选项C**: 仅使用 `ProcessedTrade` 表 (限制回测范围为系统运行期间)
+
+**建议**: 选项B,兼顾数据完整性和性能
+
+### 7.4 回测结果保留时长
+**问题**: 回测记录保留多久?
+
+**选项**:
+- **选项A**: 永久保留
+- **选项B**: 保留30天,自动清理
+- **选项C**: 用户手动删除,无自动清理
+
+**建议**: 选项B,避免数据库膨胀
+
+## 八、文档总结
+
+### 已完成的文档
+1. ✅ **BACKTEST_PRD.md** - 产品需求文档
+2. ✅ **BACKTEST_TECHNICAL_DESIGN.md** - 技术设计文档
+3. ✅ **BACKTEST_REVIEW_CHECKLIST.md** - 设计审查清单 (本文档)
+
+### 建议补充的文档 (可选)
+1. **BACKTEST_API_SPEC.md** - API接口规范 (从技术设计文档提取)
+2. **BACKTEST_DATABASE_MIGRATION.md** - 数据库迁移脚本
+3. **BACKTEST_TEST_PLAN.md** - 详细测试计划
+
+### 下一步行动
+1. **用户Review**: 请用户审查以上文档,确认关键设计点
+2. **补充遗漏**: 根据用户反馈补充缺失部分
+3. **进入执行**: 用户确认后开始实施开发
+
+---
+
+**审查日期**: 2026-01-30  
+**审查人**: AI Assistant  
+**状态**: 待用户确认

docs/zh/backtest/README.md

@@ -0,0 +1,76 @@
+# 跟单回测功能文档
+
+## 📚 文档清单
+
+本目录包含跟单回测功能的完整设计文档：
+
+### 核心文档
+
+1. **[BACKTEST_PRD.md](./BACKTEST_PRD.md)** - 产品需求文档
+   - 功能概述与用户故事
+   - UI/UX设计详细说明
+   - 业务规则与数据要求
+   
+2. **[BACKTEST_TECHNICAL_DESIGN.md](./BACKTEST_TECHNICAL_DESIGN.md)** - 技术设计文档
+   - 数据库表结构设计
+   - RESTful API接口规范
+   - 后端服务架构
+   - 前端组件设计
+   - 回测算法实现
+   
+3. **[BACKTEST_REVIEW_CHECKLIST.md](./BACKTEST_REVIEW_CHECKLIST.md)** - 设计审查清单
+   - 设计完整性检查
+   - 边缘场景处理
+   - 风险评估与缓解
+
+## 🎯 核心特性
+
+- ✅ 完全复用现有跟单配置参数
+- ✅ 实时市场结算（按 `endDate` 检查）
+- ✅ 严格余额检查（避免过于乐观的回测）
+- ✅ 支持按Leader筛选、按收益排序
+- ✅ 详细的交易记录和资金曲线图
+
+## 📖 阅读建议
+
+**产品经理**: 先阅读 PRD，再查看审查清单中的关键决策点
+
+**技术负责人**: 先阅读技术设计文档，再查看审查清单评估风险
+
+**开发工程师**: 按顺序阅读所有文档，重点关注技术设计的实现细节
+
+## 🔄 文档版本
+
+- **创建日期**: 2026-01-30
+- **最后更新**: 2026-01-30
+- **当前版本**: v1.0
+
+## 📝 关键设计决策
+
+### 1. 市场结算机制
+- 采用**实时检查**方式：每笔交易前检查市场 `endDate`
+- 到期即结算，资金立即释放可用于后续交易
+
+### 2. 余额检查策略
+- 采用**严格模式**：仅使用 `currentBalance`，不计入持仓市值
+- 停止条件：余额 < $1 **且** 无任何持仓
+
+### 3. 数据源选择
+- 优先使用系统记录的 `ProcessedTrade` 表
+- 不足时调用 Polymarket API 补充历史数据
+
+### 4. 代码复用策略
+- 后端：完全复用 `CopyTradingFilterService` 的所有过滤逻辑
+- 前端：复用跟单配置表单组件
+- 数据库：配置字段与 `CopyTrading` 表保持一致
+
+## 🚀 下一步
+
+完成文档审查后，可以：
+1. 创建 `implementation_plan.md` 详细规划实施步骤
+2. 开始开发（数据库表 → API → 前端页面）
+3. 单元测试和集成测试
+
+---
+
+**文档位置**: `/Users/wrbug/polyhermes/docs/zh/backtest/`

frontend/package-lock.json

@@ -11,6 +11,7 @@
         "antd": "^5.12.0",
         "antd-mobile": "^5.34.0",
         "axios": "^1.6.2",
+        "echarts": "^6.0.0",
         "ethers": "^6.16.0",
         "i18next": "^25.7.1",
         "react": "^18.2.0",
@@ -158,7 +159,6 @@
       "resolved": "https://registry.npmjs.org/@babel/core/-/core-7.28.5.tgz",
       "integrity": "sha512-e7jT4DxYvIDLk1ZHmU/m/mB19rex9sv0c2ftBtjSBv+kVM/902eh0fINUzD7UwLLNR+jU585GxUJ8/EBfAM5fw==",
       "dev": true,
-      "peer": true,
       "dependencies": {
         "@babel/code-frame": "^7.27.1",
         "@babel/generator": "^7.28.5",
@@ -1677,7 +1677,6 @@
       "version": "18.3.27",
       "resolved": "https://registry.npmjs.org/@types/react/-/react-18.3.27.tgz",
       "integrity": "sha512-cisd7gxkzjBKU2GgdYrTdtQx1SORymWyaAFhaxQPK9bYO9ot3Y5OikQRvY0VYQtvwjeQnizCINJAenh/V7MK2w==",
-      "peer": true,
       "dependencies": {
         "@types/prop-types": "*",
         "csstype": "^3.2.2"
@@ -1743,7 +1742,6 @@
       "resolved": "https://registry.npmjs.org/@typescript-eslint/parser/-/parser-6.21.0.tgz",
       "integrity": "sha512-tbsV1jPne5CkFQCgPBcDOt30ItF7aJoZL997JSF7MhGQqOeT3svWRYxiqlfA5RUdlHN6Fi+EI9bxqbdyAUZjYQ==",
       "dev": true,
-      "peer": true,
       "dependencies": {
         "@typescript-eslint/scope-manager": "6.21.0",
         "@typescript-eslint/types": "6.21.0",
@@ -1940,7 +1938,6 @@
       "resolved": "https://registry.npmjs.org/acorn/-/acorn-8.15.0.tgz",
       "integrity": "sha512-NZyJarBfL7nWwIq+FDL6Zp/yHEhePMNnnJ0y3qfieCrmNvYct8uvtiV41UvlSe6apAfk0fY1FbWx+NwfmpvtTg==",
       "dev": true,
-      "peer": true,
       "bin": {
         "acorn": "bin/acorn"
       },
@@ -2259,7 +2256,6 @@
           "url": "https://github.com/sponsors/ai"
         }
       ],
-      "peer": true,
       "dependencies": {
         "baseline-browser-mapping": "^2.8.25",
         "caniuse-lite": "^1.0.30001754",
@@ -2471,8 +2467,7 @@
     "node_modules/dayjs": {
       "version": "1.11.19",
       "resolved": "https://registry.npmjs.org/dayjs/-/dayjs-1.11.19.tgz",
-      "integrity": "sha512-t5EcLVS6QPBNqM2z8fakk/NKel+Xzshgt8FFKAn+qwlD1pzZWxh0nVCrvFK7ZDb6XucZeF9z8C7CBWTRIVApAw==",
+      "integrity": "sha512-t5EcLVS6QPBNqM2z8fakk/NKel+Xzshgt8FFKAn+qwlD1pzZWxh0nVCrvFK7ZDb6XucZeF9z8C7CBWTRIVApAw=="
-      "peer": true
     },
     "node_modules/debug": {
       "version": "4.4.3",
@@ -2581,6 +2576,22 @@
         "node": ">= 0.4"
       }
     },
+    "node_modules/echarts": {
+      "version": "6.0.0",
+      "resolved": "https://registry.npmjs.org/echarts/-/echarts-6.0.0.tgz",
+      "integrity": "sha512-Tte/grDQRiETQP4xz3iZWSvoHrkCQtwqd6hs+mifXcjrCuo2iKWbajFObuLJVBlDIJlOzgQPd1hsaKt/3+OMkQ==",
+      "license": "Apache-2.0",
+      "dependencies": {
+        "tslib": "2.3.0",
+        "zrender": "6.0.0"
+      }
+    },
+    "node_modules/echarts/node_modules/tslib": {
+      "version": "2.3.0",
+      "resolved": "https://registry.npmjs.org/tslib/-/tslib-2.3.0.tgz",
+      "integrity": "sha512-N82ooyxVNm6h1riLCoyS9e3fuJ3AMG2zIZs2Gd1ATcSFjSA23Q0fzjjZeh0jbJvWVDZ0cJT8yaNNaaXHzueNjg==",
+      "license": "0BSD"
+    },
     "node_modules/electron-to-chromium": {
       "version": "1.5.258",
       "resolved": "https://registry.npmjs.org/electron-to-chromium/-/electron-to-chromium-1.5.258.tgz",
@@ -2693,7 +2704,6 @@
       "integrity": "sha512-ypowyDxpVSYpkXr9WPv2PAZCtNip1Mv5KTW0SCurXv/9iOpcrH9PaqUElksqEB6pChqHGDRCFTyrZlGhnLNGiA==",
       "deprecated": "This version is no longer supported. Please see https://eslint.org/version-support for other options.",
       "dev": true,
-      "peer": true,
       "dependencies": {
         "@eslint-community/eslint-utils": "^4.2.0",
         "@eslint-community/regexpp": "^4.6.1",
@@ -3372,7 +3382,6 @@
           "url": "https://www.i18next.com/how-to/faq#i18next-is-awesome.-how-can-i-support-the-project"
         }
       ],
-      "peer": true,
       "dependencies": {
         "@babel/runtime": "^7.28.4"
       },
@@ -5441,7 +5450,6 @@
       "version": "18.3.1",
       "resolved": "https://registry.npmjs.org/react/-/react-18.3.1.tgz",
       "integrity": "sha512-wS+hAgJShR0KhEvPJArfuPVN1+Hz1t0Y6n5jLrGQbkb4urgPE/0Rve+1kMB1v/oWgHgm4WIcV+i7F2pTVj+2iQ==",
-      "peer": true,
       "dependencies": {
         "loose-envify": "^1.1.0"
       },
@@ -5453,7 +5461,6 @@
       "version": "18.3.1",
       "resolved": "https://registry.npmjs.org/react-dom/-/react-dom-18.3.1.tgz",
       "integrity": "sha512-5m4nQKp+rZRb09LNH59GM4BxTh9251/ylbKIbpe7TpGxfJ+9kv6BLkLBXIjjspbgbnIBNqlI23tRnTWT0snUIw==",
-      "peer": true,
       "dependencies": {
         "loose-envify": "^1.1.0",
         "scheduler": "^0.23.2"
@@ -6021,7 +6028,6 @@
       "resolved": "https://registry.npmjs.org/typescript/-/typescript-5.9.3.tgz",
       "integrity": "sha512-jl1vZzPDinLr9eUt3J/t7V6FgNEw9QjvBPdysz9KfQDD41fQrC2Y4vKQdiaUpFT4bXlb1RHhLpp8wtm6M5TgSw==",
       "devOptional": true,
-      "peer": true,
       "bin": {
         "tsc": "bin/tsc",
         "tsserver": "bin/tsserver"
@@ -6194,7 +6200,6 @@
       "resolved": "https://registry.npmjs.org/vite/-/vite-5.4.21.tgz",
       "integrity": "sha512-o5a9xKjbtuhY6Bi5S3+HvbRERmouabWbyUcpXXUA1u+GNUKoROi9byOJ8M0nHbHYHkYICiMlqxkg1KkYmm25Sw==",
       "dev": true,
-      "peer": true,
       "dependencies": {
         "esbuild": "^0.21.3",
         "postcss": "^8.4.43",
@@ -6325,6 +6330,21 @@
         "url": "https://github.com/sponsors/sindresorhus"
       }
     },
+    "node_modules/zrender": {
+      "version": "6.0.0",
+      "resolved": "https://registry.npmjs.org/zrender/-/zrender-6.0.0.tgz",
+      "integrity": "sha512-41dFXEEXuJpNecuUQq6JlbybmnHaqqpGlbH1yxnA5V9MMP4SbohSVZsJIwz+zdjQXSSlR1Vc34EgH1zxyTDvhg==",
+      "license": "BSD-3-Clause",
+      "dependencies": {
+        "tslib": "2.3.0"
+      }
+    },
+    "node_modules/zrender/node_modules/tslib": {
+      "version": "2.3.0",
+      "resolved": "https://registry.npmjs.org/tslib/-/tslib-2.3.0.tgz",
+      "integrity": "sha512-N82ooyxVNm6h1riLCoyS9e3fuJ3AMG2zIZs2Gd1ATcSFjSA23Q0fzjjZeh0jbJvWVDZ0cJT8yaNNaaXHzueNjg==",
+      "license": "0BSD"
+    },
     "node_modules/zustand": {
       "version": "4.5.7",
       "resolved": "https://registry.npmjs.org/zustand/-/zustand-4.5.7.tgz",

frontend/package.json

@@ -12,6 +12,7 @@
     "antd": "^5.12.0",
     "antd-mobile": "^5.34.0",
     "axios": "^1.6.2",
+    "echarts": "^6.0.0",
     "ethers": "^6.16.0",
     "i18next": "^25.7.1",
     "react": "^18.2.0",

frontend/src/App.tsx

@@ -32,6 +32,8 @@ import SystemSettings from './pages/SystemSettings'
 import ApiHealthStatus from './pages/ApiHealthStatus'
 import RpcNodeSettings from './pages/RpcNodeSettings'
 import Announcements from './pages/Announcements'
+import BacktestList from './pages/BacktestList'
+import BacktestDetail from './pages/BacktestDetail'
 import { wsManager } from './services/websocket'
 import type { OrderPushMessage } from './types'
 import { apiService } from './services/api'
@@ -254,6 +256,8 @@ function App() {
           <Route path="/copy-trading/orders/sell/:copyTradingId" element={<ProtectedRoute><CopyTradingSellOrders /></ProtectedRoute>} />
           <Route path="/copy-trading/orders/matched/:copyTradingId" element={<ProtectedRoute><CopyTradingMatchedOrders /></ProtectedRoute>} />
           <Route path="/copy-trading/filtered-orders/:id" element={<ProtectedRoute><FilteredOrdersList /></ProtectedRoute>} />
+          <Route path="/backtest" element={<ProtectedRoute><BacktestList /></ProtectedRoute>} />
+          <Route path="/backtest/detail/:id" element={<ProtectedRoute><BacktestDetail /></ProtectedRoute>} />
           <Route path="/config" element={<ProtectedRoute><ConfigPage /></ProtectedRoute>} />
           <Route path="/positions" element={<ProtectedRoute><PositionList /></ProtectedRoute>} />
           <Route path="/statistics" element={<ProtectedRoute><Statistics /></ProtectedRoute>} />

frontend/src/components/Layout.tsx

@@ -20,7 +20,8 @@ import {
   CheckCircleOutlined,
   SendOutlined,
   ApiOutlined,
-  NotificationOutlined
+  NotificationOutlined,
+  LineChartOutlined
 } from '@ant-design/icons'
 import type { MenuProps } from 'antd'
 import type { ReactNode } from 'react'
@@ -71,7 +72,7 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
   const getInitialOpenKeys = (): string[] => {
     const path = location.pathname
     const keys: string[] = []
-    if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading')) {
+    if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading') || path.startsWith('/backtest')) {
       keys.push('/copy-trading-management')
     }
     if (path.startsWith('/system-settings')) {
@@ -86,7 +87,7 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
   useEffect(() => {
     const path = location.pathname
     const keys: string[] = []
-    if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading')) {
+    if (path.startsWith('/leaders') || path.startsWith('/templates') || path.startsWith('/copy-trading') || path.startsWith('/backtest')) {
       keys.push('/copy-trading-management')
     }
     if (path.startsWith('/system-settings')) {
@@ -148,6 +149,11 @@ const Layout: React.FC<LayoutProps> = ({ children }) => {
           key: '/templates',
           icon: <FileTextOutlined />,
           label: t('menu.templates')
+        },
+        {
+          key: '/backtest',
+          icon: <LineChartOutlined />,
+          label: t('menu.backtest') || '回测'
         }
       ]
     },

frontend/src/locales/en/common.json

@@ -34,7 +34,10 @@
     "previous": "Previous",
     "next": "Next",
     "page": "Page",
-    "pageOf": "Page"
+    "pageOf": "Page",
+    "ascending": "Ascending",
+    "descending": "Descending",
+    "day": "day"
   },
   "account": {
     "title": "Account Management",
@@ -240,6 +243,7 @@
     "templates": "Templates",
     "copyTradingConfig": "Copy Trading Config",
     "positions": "Position Management",
+    "backtest": "Backtest",
     "statistics": "Statistics",
     "announcements": "Announcements",
     "users": "User Management",
@@ -1226,5 +1230,131 @@
     "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",
+    "stop": "Stop",
+    "stopSuccess": "Stopped successfully",
+    "stopFailed": "Failed to stop",
+    "retry": "Retry",
+    "retrySuccess": "Retry successfully",
+    "retryFailed": "Failed to retry",
+    "retryConfirm": "Are you sure you want to retry this backtest task? It will continue from the breakpoint and preserve processed trades.",
+    "deleteConfirm": "Are you sure you want to delete this backtest task?",
+    "stopConfirm": "Are you sure you want to stop this backtest task?",
+    "createCopyTrading": "Create Copy Trading",
+    "createCopyTradingSuccess": "Copy trading config created successfully",
+    "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": "Copy 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",
+    "taskNameRequired": "Please enter task name",
+    "leaderRequired": "Please select Leader",
+    "initialBalanceRequired": "Please enter initial balance",
+    "initialBalanceInvalid": "Initial balance must be greater than 0",
+    "backtestDaysRequired": "Please enter backtest days",
+    "backtestDaysInvalid": "Backtest days must be between 1-15",
+    "copyRatioRequired": "Please enter copy ratio",
+    "copyRatioInvalid": "Copy ratio must be between 0.01-10000",
+    "copyRatioPlaceholder": "For example: 100 means 100% (1:1 copy), default 100%",
+    "copyRatioTooltip": "Copy ratio represents the percentage of copy amount relative to Leader order amount. For example: 100% means 1:1 copy, 50% means half position copy, 200% means double copy",
+    "fixedAmountRequired": "Please enter fixed amount",
+    "fixedAmountInvalid": "Fixed amount must be greater than 0",
+    "priceFilters": "Price Filters",
+    "keywordsPlaceholder": "Please enter keywords, press Enter to add",
+    "delaySecondsHint": "Delay execution to simulate real copy trading delay",
+    "supportSellHint": "Whether to follow Leader sell orders",
+    "sortBy": "Sort By",
+    "sortOrder": "Sort Order",
+    "createdAt": "Created At"
   }
 }

frontend/src/locales/zh-CN/common.json

@@ -34,7 +34,10 @@
     "pageOf": "第",
     "success": "成功",
     "failed": "失败",
-    "close": "关闭"
+    "close": "关闭",
+    "ascending": "升序",
+    "descending": "降序",
+    "day": "天"
   },
   "login": {
     "title": "登录",
@@ -240,6 +243,7 @@
     "templates": "跟单模板",
     "copyTradingConfig": "跟单配置",
     "positions": "仓位管理",
+    "backtest": "回测",
     "statistics": "统计信息",
     "announcements": "公告",
     "users": "用户管理",
@@ -1226,5 +1230,131 @@
     "providerQuickNode": "QuickNode",
     "providerChainstack": "Chainstack",
     "providerGetBlock": "GetBlock"
+  },
+  "backtest": {
+    "title": "回测",
+    "taskName": "任务名称",
+    "leader": "Leader",
+    "initialBalance": "初始资金",
+    "backtestDays": "回测天数",
+    "status": "状态",
+    "progress": "进度",
+    "startTime": "开始时间",
+    "endTime": "结束时间",
+    "finalBalance": "最终资金",
+    "profitAmount": "收益金额",
+    "profitRate": "收益率",
+    "totalTrades": "总交易数",
+    "buyTrades": "买入笔数",
+    "sellTrades": "卖出笔数",
+    "winTrades": "盈利笔数",
+    "lossTrades": "亏损笔数",
+    "winRate": "胜率",
+    "maxProfit": "最大单笔盈利",
+    "maxLoss": "最大单笔亏损",
+    "maxDrawdown": "最大回撤",
+    "avgHoldingTime": "平均持仓时间",
+    "statusPending": "等待中",
+    "statusRunning": "运行中",
+    "statusCompleted": "已完成",
+    "statusStopped": "已停止",
+    "statusFailed": "失败",
+    "createTask": "创建回测任务",
+    "taskList": "回测任务列表",
+    "taskDetail": "回测任务详情",
+    "tradeRecords": "交易记录",
+    "config": "配置",
+    "statistics": "统计",
+    "chart": "资金曲线",
+    "createSuccess": "创建成功",
+    "createFailed": "创建失败",
+    "deleteSuccess": "删除成功",
+    "deleteFailed": "删除失败",
+    "stop": "停止",
+    "stopSuccess": "停止成功",
+    "stopFailed": "停止失败",
+    "retry": "重试",
+    "retrySuccess": "重试成功",
+    "retryFailed": "重试失败",
+    "retryConfirm": "确定重新运行此回测任务吗？将从断点继续执行，保留已处理的交易记录。",
+    "deleteConfirm": "确定删除此回测任务吗?",
+    "stopConfirm": "确定停止此回测任务吗?",
+    "createCopyTrading": "创建跟单",
+    "createCopyTradingSuccess": "跟单配置创建成功",
+    "noTasks": "暂无回测任务",
+    "noTrades": "暂无交易记录",
+    "fetchTasksFailed": "获取任务列表失败",
+    "fetchTaskDetailFailed": "获取任务详情失败",
+    "fetchTradesFailed": "获取交易记录失败",
+    "balanceChart": "资金变化",
+    "pnlChart": "盈亏变化",
+    "executionTime": "执行时间",
+    "runningDuration": "运行时长",
+    "estimatedRemaining": "预计剩余",
+    "leaderAddress": "Leader 地址",
+    "leaderName": "Leader 名称",
+    "copyMode": "跟单模式",
+    "copyModeRatio": "比例",
+    "copyModeFixed": "固定金额",
+    "copyRatio": "跟单比例",
+    "fixedAmount": "固定金额",
+    "maxOrderSize": "最大单笔订单",
+    "minOrderSize": "最小单笔订单",
+    "maxDailyLoss": "最大每日亏损",
+    "maxDailyOrders": "最大每日订单数",
+    "priceTolerance": "价格容忍度",
+    "delaySeconds": "延迟秒数",
+    "supportSell": "跟单卖出",
+    "minOrderDepth": "最小订单深度",
+    "maxSpread": "最大价差",
+    "minPrice": "最低价格",
+    "maxPrice": "最高价格",
+    "maxPositionValue": "最大仓位金额",
+    "keywordFilterMode": "关键字过滤模式",
+    "keywordFilterModeDisabled": "禁用",
+    "keywordFilterModeWhitelist": "白名单",
+    "keywordFilterModeBlacklist": "黑名单",
+    "keywords": "关键字",
+    "maxMarketEndDate": "市场截止时间限制",
+    "tradeTime": "交易时间",
+    "marketId": "市场ID",
+    "marketTitle": "市场标题",
+    "side": "方向",
+    "sideBuy": "买入",
+    "sideSell": "卖出",
+    "sideSettlement": "结算",
+    "outcome": "结果",
+    "quantity": "数量",
+    "price": "价格",
+    "amount": "金额",
+    "fee": "手续费",
+    "profitLoss": "盈亏",
+    "balanceAfter": "交易后余额",
+    "leaderTradeId": "Leader 交易ID",
+    "loading": "加载中...",
+    "refreshing": "刷新中...",
+    "starting": "启动中...",
+    "stopping": "停止中...",
+    "errorOccurred": "发生错误",
+    "retry": "重试",
+    "taskNameRequired": "请输入任务名称",
+    "leaderRequired": "请选择 Leader",
+    "initialBalanceRequired": "请输入初始资金",
+    "initialBalanceInvalid": "初始资金必须大于 0",
+    "backtestDaysRequired": "请输入回测天数",
+    "backtestDaysInvalid": "回测天数必须在 1-15 之间",
+    "copyRatioRequired": "请输入跟单比例",
+    "copyRatioInvalid": "跟单比例必须在 0.01-10000 之间",
+    "copyRatioPlaceholder": "例如：100 表示 100%（1:1 跟单），默认 100%",
+    "copyRatioTooltip": "跟单比例表示跟单金额相对于 Leader 订单金额的百分比。例如：100% 表示 1:1 跟单，50% 表示半仓跟单，200% 表示双倍跟单",
+    "fixedAmountRequired": "请输入固定金额",
+    "fixedAmountInvalid": "固定金额必须大于 0",
+    "priceFilters": "价格过滤",
+    "keywordsPlaceholder": "请输入关键字，按回车添加",
+    "delaySecondsHint": "延迟执行模拟真实跟单延迟",
+    "supportSellHint": "是否跟随 Leader 卖出",
+    "sortBy": "排序字段",
+    "sortOrder": "排序顺序",
+    "createdAt": "创建时间"
   }
 }

frontend/src/locales/zh-TW/common.json

@@ -34,7 +34,10 @@
     "previous": "上一頁",
     "next": "下一頁",
     "page": "頁",
-    "pageOf": "第"
+    "pageOf": "第",
+    "ascending": "升序",
+    "descending": "降序",
+    "day": "天"
   },
   "account": {
     "title": "賬戶管理",
@@ -240,6 +243,7 @@
     "templates": "跟單模板",
     "copyTradingConfig": "跟單配置",
     "positions": "倉位管理",
+    "backtest": "回測",
     "statistics": "統計信息",
     "announcements": "公告",
     "users": "用戶管理",
@@ -1226,5 +1230,131 @@
     "providerQuickNode": "QuickNode",
     "providerChainstack": "Chainstack",
     "providerGetBlock": "GetBlock"
+  },
+  "backtest": {
+    "title": "回測",
+    "taskName": "任務名稱",
+    "leader": "Leader",
+    "initialBalance": "初始資金",
+    "backtestDays": "回測天數",
+    "status": "狀態",
+    "progress": "進度",
+    "startTime": "開始時間",
+    "endTime": "結束時間",
+    "finalBalance": "最終資金",
+    "profitAmount": "收益金額",
+    "profitRate": "收益率",
+    "totalTrades": "總交易數",
+    "buyTrades": "買入筆數",
+    "sellTrades": "賣出筆數",
+    "winTrades": "盈利筆數",
+    "lossTrades": "虧損筆數",
+    "winRate": "勝率",
+    "maxProfit": "最大單筆盈利",
+    "maxLoss": "最大單筆虧損",
+    "maxDrawdown": "最大回撤",
+    "avgHoldingTime": "平均持倉時間",
+    "statusPending": "等待中",
+    "statusRunning": "運行中",
+    "statusCompleted": "已完成",
+    "statusStopped": "已停止",
+    "statusFailed": "失敗",
+    "createTask": "創建回測任務",
+    "taskList": "回測任務列表",
+    "taskDetail": "回測任務詳情",
+    "tradeRecords": "交易記錄",
+    "config": "配置",
+    "statistics": "統計",
+    "chart": "資金曲線",
+    "createSuccess": "創建成功",
+    "createFailed": "創建失敗",
+    "deleteSuccess": "刪除成功",
+    "deleteFailed": "刪除失敗",
+    "stop": "停止",
+    "stopSuccess": "停止成功",
+    "stopFailed": "停止失敗",
+    "retry": "重試",
+    "retrySuccess": "重試成功",
+    "retryFailed": "重試失敗",
+    "retryConfirm": "確定重新運行此回測任務嗎？將從斷點繼續執行，保留已處理的交易記錄。",
+    "deleteConfirm": "確定刪除此回測任務嗎?",
+    "stopConfirm": "確定停止此回測任務嗎?",
+    "createCopyTrading": "創建跟單",
+    "createCopyTradingSuccess": "跟單配置創建成功",
+    "noTasks": "暫無回測任務",
+    "noTrades": "暫無交易記錄",
+    "fetchTasksFailed": "獲取任務列表失敗",
+    "fetchTaskDetailFailed": "獲取任務詳情失敗",
+    "fetchTradesFailed": "獲取交易記錄失敗",
+    "balanceChart": "資金變化",
+    "pnlChart": "盈虧變化",
+    "executionTime": "執行時間",
+    "runningDuration": "運行時長",
+    "estimatedRemaining": "預計剩餘",
+    "leaderAddress": "Leader 地址",
+    "leaderName": "Leader 名稱",
+    "copyMode": "跟單模式",
+    "copyModeRatio": "比例",
+    "copyModeFixed": "固定金額",
+    "copyRatio": "跟單比例",
+    "fixedAmount": "固定金額",
+    "maxOrderSize": "最大單筆訂單",
+    "minOrderSize": "最小單筆訂單",
+    "maxDailyLoss": "最大每日虧損",
+    "maxDailyOrders": "最大每日訂單數",
+    "priceTolerance": "價格容忍度",
+    "delaySeconds": "延遲秒數",
+    "supportSell": "跟單賣出",
+    "minOrderDepth": "最小訂單深度",
+    "maxSpread": "最大價差",
+    "minPrice": "最低價格",
+    "maxPrice": "最高價格",
+    "maxPositionValue": "最大倉位金額",
+    "keywordFilterMode": "關鍵字過濾模式",
+    "keywordFilterModeDisabled": "禁用",
+    "keywordFilterModeWhitelist": "白名單",
+    "keywordFilterModeBlacklist": "黑名單",
+    "keywords": "關鍵字",
+    "maxMarketEndDate": "市場截止時間限制",
+    "tradeTime": "交易時間",
+    "marketId": "市場ID",
+    "marketTitle": "市場標題",
+    "side": "方向",
+    "sideBuy": "買入",
+    "sideSell": "賣出",
+    "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",
+    "taskNameRequired": "請輸入任務名稱",
+    "leaderRequired": "請選擇 Leader",
+    "initialBalanceRequired": "請輸入初始資金",
+    "initialBalanceInvalid": "初始資金必須大於 0",
+    "backtestDaysRequired": "請輸入回測天數",
+    "backtestDaysInvalid": "回測天數必須在 1-15 之間",
+    "copyRatioRequired": "請輸入跟單比例",
+    "copyRatioInvalid": "跟單比例必須在 0.01-10000 之間",
+    "copyRatioPlaceholder": "例如：100 表示 100%（1:1 跟單），預設 100%",
+    "copyRatioTooltip": "跟單比例表示跟單金額相對於 Leader 訂單金額的百分比。例如：100% 表示 1:1 跟單，50% 表示半倉跟單，200% 表示雙倍跟單",
+    "fixedAmountRequired": "請輸入固定金額",
+    "fixedAmountInvalid": "固定金額必須大於 0",
+    "priceFilters": "價格過濾",
+    "keywordsPlaceholder": "請輸入關鍵字，按回車添加",
+    "delaySecondsHint": "延遲執行模擬真實跟單延遲",
+    "supportSellHint": "是否跟隨 Leader 賣出",
+    "sortBy": "排序欄位",
+    "sortOrder": "排序順序",
+    "createdAt": "創建時間"
   }
 }

frontend/src/pages/BacktestChart.tsx

@@ -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
+

frontend/src/pages/BacktestDetail.tsx

@@ -0,0 +1,526 @@
+import { useState, useEffect } from 'react'
+import { useParams, useNavigate } from 'react-router-dom'
+import { Card, Descriptions, Button, Tag, Space, Table, message, Row, Col, Statistic, Spin } from 'antd'
+import { ArrowLeftOutlined, ReloadOutlined, DeleteOutlined, StopOutlined, CopyOutlined } 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 { useMediaQuery } from 'react-responsive'
+import BacktestChart from './BacktestChart'
+import AddCopyTradingModal from './CopyTradingOrders/AddModal'
+
+const BacktestDetail: React.FC = () => {
+  const { t } = useTranslation()
+  const navigate = useNavigate()
+  const { id } = useParams<{ id: string }>()
+  const isMobile = useMediaQuery({ maxWidth: 768 })
+  const [loading, setLoading] = useState(false)
+  const [task, setTask] = useState<BacktestTaskDto | null>(null)
+  const [config, setConfig] = useState<BacktestConfigDto | null>(null)
+  const [statistics, setStatistics] = useState<BacktestStatisticsDto | null>(null)
+  const [trades, setTrades] = useState<BacktestTradeDto[]>([])
+  const [allTrades, setAllTrades] = useState<BacktestTradeDto[]>([])  // 用于图表显示的所有交易数据
+  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)
+
+  // 创建跟单配置 Modal
+  const [addCopyTradingModalVisible, setAddCopyTradingModalVisible] = useState(false)
+  const [preFilledConfig, setPreFilledConfig] = useState<any>(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)
+    }
+  }
+
+  // 获取所有交易记录（用于图表显示）
+  const fetchAllTrades = async () => {
+    try {
+      const response = await backtestService.trades({
+        taskId: parseInt(id!),
+        page: 1,
+        size: 10000  // 获取所有数据
+      })
+      if (response.data.code === 0 && response.data.data) {
+        setAllTrades(response.data.data.list)
+      }
+    } catch (error) {
+      console.error('Failed to fetch all trades for chart:', error)
+    }
+  }
+
+  // 初始加载任务详情和交易记录
+  useEffect(() => {
+    fetchTaskDetail()
+    fetchTrades(tradesPage)
+    fetchAllTrades()  // 加载所有交易数据用于图表
+  }, [id])
+
+  // 根据任务状态控制轮询
+  useEffect(() => {
+    // 停止之前的轮询
+    stopPolling()
+
+    // 只有任务正在运行或待处理时才启动轮询
+    if (task?.status === 'RUNNING' || task?.status === 'PENDING') {
+      const timer = setInterval(() => {
+        fetchTaskDetail()
+      }, 3000) // 每3秒轮询一次
+      setPolling(timer)
+    }
+
+    // 组件卸载或状态变化时清理定时器
+    return () => {
+      stopPolling()
+    }
+  }, [task?.status])
+
+  const stopPolling = () => {
+    if (polling) {
+      clearInterval(polling)
+      setPolling(null)
+    }
+  }
+
+  // 返回
+  const handleBack = () => {
+    navigate('/backtest')
+  }
+
+  // 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'))
+          stopPolling() // 停止轮询
+          navigate('/backtest')
+        } 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)
+  }
+
+  // 一键创建跟单配置
+  const handleCreateCopyTrading = () => {
+    console.log('[BacktestDetail] handleCreateCopyTrading called, task:', task, 'config:', config)
+    if (!task || !config) {
+      console.log('[BacktestDetail] No task or config available')
+      return
+    }
+
+    // 预填充回测任务的配置参数（从 config 中获取）
+    const preFilled = {
+      leaderId: task.leaderId,
+      copyMode: config.copyMode,
+      copyRatio: config.copyMode === 'RATIO' ? parseFloat(config.copyRatio) * 100 : undefined,
+      fixedAmount: config.copyMode === 'FIXED' ? config.fixedAmount : undefined,
+      maxOrderSize: parseFloat(config.maxOrderSize),
+      minOrderSize: parseFloat(config.minOrderSize),
+      maxDailyLoss: parseFloat(config.maxDailyLoss),
+      maxDailyOrders: config.maxDailyOrders,
+      supportSell: config.supportSell,
+      keywordFilterMode: config.keywordFilterMode || 'DISABLED',
+      keywords: config.keywords || [],
+      configName: `回测任务-${task.taskName}`
+    }
+
+    console.log('[BacktestDetail] Generated preFilled config:', preFilled)
+    console.log('[BacktestDetail] Setting preFilledConfig and opening modal')
+    setPreFilledConfig(preFilled)
+    setAddCopyTradingModalVisible(true)
+  }
+
+  // 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.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', flexWrap: 'wrap' }}>
+            <Space>
+              <Button icon={<ArrowLeftOutlined />} onClick={handleBack} size={isMobile ? 'middle' : 'large'}>
+                {t('common.back')}
+              </Button>
+              <Button icon={<ReloadOutlined />} onClick={handleRefresh} loading={loading} size={isMobile ? 'middle' : 'large'}>
+                {t('common.refresh')}
+              </Button>
+            </Space>
+            <Space>
+              {task.status === 'COMPLETED' && (
+                <Button type="primary" icon={<CopyOutlined />} onClick={handleCreateCopyTrading} size={isMobile ? 'middle' : 'large'}>
+                  {t('backtest.createCopyTrading')}
+                </Button>
+              )}
+              {(task.status === 'RUNNING' || task.status === 'PENDING') && (
+                <Button danger icon={<StopOutlined />} onClick={handleStop} size={isMobile ? 'middle' : 'large'}>
+                  {t('backtest.stop')}
+                </Button>
+              )}
+              {(task.status === 'COMPLETED' || task.status === 'STOPPED' || task.status === 'FAILED') && (
+                <Button danger icon={<DeleteOutlined />} onClick={handleDelete} size={isMobile ? 'middle' : 'large'}>
+                  {t('common.delete')}
+                </Button>
+              )}
+            </Space>
+          </Space>
+
+          {/* 任务基本信息 */}
+          <Card title={t('backtest.taskDetail')} size="small">
+            <Descriptions column={isMobile ? 1 : 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 xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.buyTrades')}
+                    value={statistics.buyTrades}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.sellTrades')}
+                    value={statistics.sellTrades}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.winTrades')}
+                    value={statistics.winTrades}
+                    valueStyle={{ color: '#52c41a' }}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.lossTrades')}
+                    value={statistics.lossTrades}
+                    valueStyle={{ color: '#ff4d4f' }}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.winRate')}
+                    value={statistics.winRate}
+                    suffix="%"
+                    valueStyle={{ color: parseFloat(statistics.winRate) >= 50 ? '#52c41a' : '#ff4d4f' }}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.maxProfit')}
+                    value={formatUSDC(statistics.maxProfit)}
+                    valueStyle={{ color: '#52c41a' }}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.maxLoss')}
+                    value={formatUSDC(statistics.maxLoss)}
+                    valueStyle={{ color: '#ff4d4f' }}
+                  />
+                </Card>
+              </Col>
+              <Col xs={24} sm={12} md={12} lg={6}>
+                <Card>
+                  <Statistic
+                    title={t('backtest.maxDrawdown')}
+                    value={formatUSDC(statistics.maxDrawdown)}
+                    valueStyle={{ color: '#ff4d4f' }}
+                  />
+                </Card>
+              </Col>
+              {statistics.avgHoldingTime && (
+                <Col xs={24} sm={12} md={12} lg={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 */}
+          {allTrades.length > 0 && (
+            <Card title={t('backtest.balanceChart')}>
+              <BacktestChart trades={allTrades} />
+            </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={isMobile ? { x: 1200 } : { x: 1800 }}
+            />
+          </Card>
+        </Space>
+      </Card>
+
+      {/* 创建跟单配置 Modal */}
+      <AddCopyTradingModal
+        open={addCopyTradingModalVisible}
+        onClose={() => {
+          setAddCopyTradingModalVisible(false)
+          setPreFilledConfig(null)
+        }}
+        onSuccess={() => {
+          message.success(t('backtest.createCopyTradingSuccess'))
+          setAddCopyTradingModalVisible(false)
+          setPreFilledConfig(null)
+        }}
+        preFilledConfig={preFilledConfig}
+      />
+    </div>
+  )
+}
+
+export default BacktestDetail
+

frontend/src/pages/CopyTradingOrders/AddModal.tsx

@@ -16,12 +16,27 @@ interface AddModalProps {
   open: boolean
   onClose: () => void
   onSuccess?: () => void
+  preFilledConfig?: {
+    leaderId?: number
+    copyMode?: 'RATIO' | 'FIXED'
+    copyRatio?: number
+    fixedAmount?: string
+    maxOrderSize?: number
+    minOrderSize?: number
+    maxDailyLoss?: number
+    maxDailyOrders?: number
+    supportSell?: boolean
+    keywordFilterMode?: string
+    keywords?: string[]
+    configName?: string
+  }
 }
 
 const AddModal: React.FC<AddModalProps> = ({
   open,
   onClose,
-  onSuccess
+  onSuccess,
+  preFilledConfig
 }) => {
   const { t } = useTranslation()
   const isMobile = useMediaQuery({ maxWidth: 768 })
@@ -64,25 +79,112 @@ const AddModal: React.FC<AddModalProps> = ({
     return `跟单配置-${dateStr}-${timeStr}`
   }
   
+  // 获取 Leader 资产信息
+  const fetchLeaderAssetInfo = async (leaderId: number) => {
+    if (!leaderId) return
+    
+    setLoadingAssetInfo(true)
+    setLeaderAssetInfo(null)
+    try {
+      const response = await apiService.leaders.balance({ leaderId })
+      if (response.data.code === 0 && response.data.data) {
+        const balance = response.data.data
+        setLeaderAssetInfo({
+          total: balance.totalBalance || '0',
+          available: balance.availableBalance || '0',
+          position: balance.positionBalance || '0'
+        })
+      } else {
+        message.error(response.data.msg || t('copyTradingAdd.fetchAssetInfoFailed') || '获取资产信息失败')
+      }
+    } catch (error: any) {
+      console.error('获取 Leader 资产失败:', error)
+      message.error(error.message || t('copyTradingAdd.fetchAssetInfoFailed') || '获取资产信息失败')
+    } finally {
+      setLoadingAssetInfo(false)
+    }
+  }
+
+  // 填充预配置数据到表单（复用模板填充逻辑）
+  const fillPreFilledConfig = (config: typeof preFilledConfig) => {
+    console.log('[AddModal] fillPreFilledConfig called with config:', config)
+    if (!config) {
+      console.log('[AddModal] fillPreFilledConfig: config is null/undefined')
+      return
+    }
+
+    const formValues = {
+      configName: config.configName || generateDefaultConfigName(),
+      leaderId: config.leaderId,
+      copyMode: config.copyMode || 'RATIO',
+      copyRatio: config.copyRatio,
+      fixedAmount: config.fixedAmount,
+      maxOrderSize: config.maxOrderSize,
+      minOrderSize: config.minOrderSize,
+      maxDailyLoss: config.maxDailyLoss,
+      maxDailyOrders: config.maxDailyOrders,
+      supportSell: config.supportSell,
+      keywordFilterMode: config.keywordFilterMode || 'DISABLED'
+    }
+    console.log('[AddModal] fillPreFilledConfig: setting form values:', formValues)
+    
+    form.setFieldsValue(formValues)
+    setCopyMode(config.copyMode || 'RATIO')
+    setKeywords(config.keywords || [])
+    
+    console.log('[AddModal] fillPreFilledConfig: form values set, copyMode:', config.copyMode, 'keywords:', config.keywords)
+    
+    // 自动获取 Leader 资产信息
+    if (config.leaderId) {
+      console.log('[AddModal] fillPreFilledConfig: fetching leader asset info for leaderId:', config.leaderId)
+      fetchLeaderAssetInfo(config.leaderId)
+    }
+  }
+  
+  // 处理 Modal 打开/关闭
   useEffect(() => {
+    console.log('[AddModal] useEffect triggered, open:', open, 'preFilledConfig:', preFilledConfig)
     if (open) {
+      console.log('[AddModal] Modal opened, fetching accounts, leaders, templates')
       fetchAccounts()
       fetchLeaders()
       fetchTemplates()
       
-      // 生成默认配置名
+      // 如果有预填充配置，填充表单（延迟执行确保数据已加载）
+      if (preFilledConfig) {
+        console.log('[AddModal] preFilledConfig exists, will fill form after 100ms')
+        // 使用 setTimeout 确保在下一个事件循环执行，此时 Modal 已完全打开
+        setTimeout(() => {
+          console.log('[AddModal] setTimeout callback executed, calling fillPreFilledConfig')
+          fillPreFilledConfig(preFilledConfig)
+        }, 100)
+      } else {
+        console.log('[AddModal] No preFilledConfig, using default values')
+        // 没有预填充配置时，生成默认配置名
       const defaultConfigName = generateDefaultConfigName()
-      form.setFieldsValue({ configName: defaultConfigName })
+        form.setFieldsValue({
-      
+          configName: defaultConfigName,
-      // 重置关键字列表
+          copyMode: 'RATIO',
+          copyRatio: 100,
+          maxOrderSize: 1000,
+          minOrderSize: 1,
+          maxDailyLoss: 10000,
+          maxDailyOrders: 100,
+          supportSell: true,
+          keywordFilterMode: 'DISABLED'
+        })
+        setCopyMode('RATIO')
       setKeywords([])
+      }
     } else {
+      console.log('[AddModal] Modal closed, resetting form')
       // 关闭时重置表单
       form.resetFields()
       setKeywords([])
       setCopyMode('RATIO')
+      setLeaderAssetInfo(null)
     }
-  }, [open])
+  }, [open, preFilledConfig])
   
   const fetchLeaders = async () => {
     try {
@@ -133,32 +235,6 @@ const AddModal: React.FC<AddModalProps> = ({
     setCopyMode(mode)
   }
   
-  // 获取 Leader 资产信息
-  const fetchLeaderAssetInfo = async (leaderId: number) => {
-    if (!leaderId) return
-    
-    setLoadingAssetInfo(true)
-    setLeaderAssetInfo(null)
-    try {
-      const response = await apiService.leaders.balance({ leaderId })
-      if (response.data.code === 0 && response.data.data) {
-        const balance = response.data.data
-        setLeaderAssetInfo({
-          total: balance.totalBalance || '0',
-          available: balance.availableBalance || '0',
-          position: balance.positionBalance || '0'
-        })
-      } else {
-        message.error(response.data.msg || t('copyTradingAdd.fetchAssetInfoFailed') || '获取资产信息失败')
-      }
-    } catch (error: any) {
-      console.error('获取 Leader 资产失败:', error)
-      message.error(error.message || t('copyTradingAdd.fetchAssetInfoFailed') || '获取资产信息失败')
-    } finally {
-      setLoadingAssetInfo(false)
-    }
-  }
-  
   // 处理导入账户成功
   const handleAccountImportSuccess = async (accountId: number) => {
     message.success(t('accountImport.importSuccess'))

frontend/src/services/api.ts

@@ -726,3 +726,77 @@ 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('/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('/backtest/tasks/list', data),
+
+  /**
+   * 查询回测任务详情
+   */
+  detail: (data: { id: number }) => apiClient.post('/backtest/tasks/detail', data),
+
+  /**
+   * 查询回测交易记录
+   */
+  trades: (data: {
+    taskId: number
+    page: number
+    size: number
+  }) => apiClient.post('/backtest/tasks/trades', data),
+
+  /**
+   * 停止回测任务
+   */
+  stop: (data: { id: number }) => apiClient.post('/backtest/tasks/stop', data),
+
+  /**
+   * 删除回测任务
+   */
+  delete: (data: { id: number }) => apiClient.post('/backtest/tasks/delete', data),
+
+  /**
+   * 重试回测任务
+   */
+  retry: (data: { id: number }) => apiClient.post('/backtest/tasks/retry', data)
+}
+

frontend/src/types/backtest.ts

@@ -0,0 +1,218 @@
+/**
+ * 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
+  pageForResume?: number  // 用于恢复中断任务，从指定页码开始获取历史数据（从1开始）
+}
+
+/**
+ * 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
+  pageForResume?: number  // 恢复时从指定页码开始
+}
+
+/**
+ * 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
+}
+
+/**
+ * 回测任务重试请求
+ */
+export interface BacktestRetryRequest {
+  id: number
+}
+
+/**
+ * 回测任务列表响应
+ */
+export interface BacktestListResponse {
+  list: BacktestTaskDto[]
+  total: number
+  page: number
+  size: number
+  processedTradeCount?: number  // 已处理的交易数量（用于显示真实进度）
+}
+
+/**
+ * 回测任务详情响应
+ */
+export interface BacktestDetailResponse {
+  task: BacktestTaskDto
+  config: BacktestConfigDto
+  statistics: BacktestStatisticsDto
+  lastProcessedTradeTime?: number  // 最后处理的交易时间（用于中断恢复）
+  lastProcessedTradeIndex?: number  // 最后处理的交易索引（用于中断恢复）
+  processedTradeCount?: number  // 已处理的交易数量（用于显示真实进度）
+}
+
+/**
+ * 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
+}
+

scripts/package.json

@@ -4,7 +4,8 @@
   "description": "Utility scripts for Polyhermes",
   "type": "module",
   "scripts": {
-    "get-order-detail": "node get-order-detail.js"
+    "get-order-detail": "node get-order-detail.js",
+    "verify-backtest-data": "node verify-backtest-data.js"
   },
   "dependencies": {
     "@ethersproject/wallet": "^5.7.0",