fix: backtest module PostgreSQL compatibility and bug fixes

- Fix PostgreSQL placeholder conversion (? to $1, $2...) in all SQL queries - Fix int4 overflow for timestamp columns (ALTER to BIGINT) - Fix notional calculation bug in position Close() using proportional entry - Fix potential panic in DecisionTimestamp with bounds check - Fix nil pointer dereference in sliceUpTo with defensive checks - Fix race condition in releaseLock using sync.Once - Fix UnrealizedPnLPct always 0 in convertPositions - Improve Sharpe ratio calculation with proper negative return handling
2026-07-11 23:07:01 +08:00 · 2026-01-09 01:48:02 +08:00
parent 2f88205231
commit 705aa641b0
9 changed files with 186 additions and 83 deletions
--- a/backtest/storage_db_impl.go
+++ b/backtest/storage_db_impl.go
@@ -17,17 +17,17 @@ func saveCheckpointDB(runID string, ckpt *Checkpoint) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_checkpoints (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }

 func loadCheckpointDB(runID string) (*Checkpoint, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_checkpoints WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		if errors.Is(err, sql.ErrNoRows) {
 			return nil, os.ErrNotExist
@@ -57,25 +57,25 @@ func saveConfigDB(runID string, cfg *BacktestConfig) error {
 	if userID == "" {
 		userID = "default"
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, config_json, prompt_template, custom_prompt, override_prompt, ai_provider, ai_model, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
+	`), runID, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, now, now)
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, config_json = ?, prompt_template = ?, custom_prompt = ?, override_prompt = ?, ai_provider = ?, ai_model = ?, updated_at = CURRENT_TIMESTAMP
 		WHERE run_id = ?
-	`, userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
+	`), userID, data, template, cfg.CustomPrompt, cfg.OverrideBasePrompt, cfg.AICfg.Provider, cfg.AICfg.Model, runID)
 	return err
 }

 func loadConfigDB(runID string) (*BacktestConfig, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT config_json FROM backtest_runs WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT config_json FROM backtest_runs WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -96,18 +96,18 @@ func saveRunMetadataDB(meta *RunMetadata) error {
 	if userID == "" {
 		userID = "default"
 	}
-	if _, err := persistenceDB.Exec(`
+	if _, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_runs (run_id, user_id, label, last_error, created_at, updated_at)
 		VALUES (?, ?, ?, ?, ?, ?)
 		ON CONFLICT(run_id) DO NOTHING
-	`, meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
+	`), meta.RunID, userID, meta.Label, meta.LastError, created, updated); err != nil {
 		return err
 	}
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET user_id = ?, state = ?, symbol_count = ?, decision_tf = ?, processed_bars = ?, progress_pct = ?, equity_last = ?, max_drawdown_pct = ?, liquidated = ?, liquidation_note = ?, label = ?, last_error = ?, updated_at = ?
 		WHERE run_id = ?
-	`, userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
+	`), userID, string(meta.State), meta.Summary.SymbolCount, meta.Summary.DecisionTF, meta.Summary.ProcessedBars, meta.Summary.ProgressPct, meta.Summary.EquityLast, meta.Summary.MaxDrawdownPct, meta.Summary.Liquidated, meta.Summary.LiquidationNote, meta.Label, meta.LastError, updated, meta.RunID)
 	return err
 }

@@ -128,10 +128,10 @@ func loadRunMetadataDB(runID string) (*RunMetadata, error) {
 		createdISO      string
 		updatedISO      string
 	)
-	err := persistenceDB.QueryRow(`
+	err := persistenceDB.QueryRow(convertQuery(`
 		SELECT user_id, state, label, last_error, symbol_count, decision_tf, processed_bars, progress_pct, equity_last, max_drawdown_pct, liquidated, liquidation_note, created_at, updated_at
 		FROM backtest_runs WHERE run_id = ?
-	`, runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
+	`), runID).Scan(&userID, &state, &label, &lastErr, &symbolCount, &decisionTF, &processedBars, &progressPct, &equityLast, &maxDD, &liquidated, &liquidationNote, &createdISO, &updatedISO)
 	if err != nil {
 		return nil, err
 	}
@@ -183,18 +183,18 @@ func loadRunIDsDB() ([]string, error) {
 }

 func appendEquityPointDB(runID string, point EquityPoint) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_equity (run_id, ts, equity, available, pnl, pnl_pct, dd_pct, cycle)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
+	`), runID, point.Timestamp, point.Equity, point.Available, point.PnL, point.PnLPct, point.DrawdownPct, point.Cycle)
 	return err
 }

 func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, equity, available, pnl, pnl_pct, dd_pct, cycle
 		FROM backtest_equity WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -211,18 +211,18 @@ func loadEquityPointsDB(runID string) ([]EquityPoint, error) {
 }

 func appendTradeEventDB(runID string, event TradeEvent) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_trades (run_id, ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note)
 		VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
-	`, runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
+	`), runID, event.Timestamp, event.Symbol, event.Action, event.Side, event.Quantity, event.Price, event.Fee, event.Slippage, event.OrderValue, event.RealizedPnL, event.Leverage, event.Cycle, event.PositionAfter, event.LiquidationFlag, event.Note)
 	return err
 }

 func loadTradeEventsDB(runID string) ([]TradeEvent, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT ts, symbol, action, side, qty, price, fee, slippage, order_value, realized_pnl, leverage, cycle, position_after, liquidation, note
 		FROM backtest_trades WHERE run_id = ? ORDER BY ts ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return nil, err
 	}
@@ -243,17 +243,17 @@ func saveMetricsDB(runID string, metrics *Metrics) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_metrics (run_id, payload, updated_at)
 		VALUES (?, ?, CURRENT_TIMESTAMP)
 		ON CONFLICT(run_id) DO UPDATE SET payload=excluded.payload, updated_at=CURRENT_TIMESTAMP
-	`, runID, data)
+	`), runID, data)
 	return err
 }

 func loadMetricsDB(runID string) (*Metrics, error) {
 	var payload []byte
-	err := persistenceDB.QueryRow(`SELECT payload FROM backtest_metrics WHERE run_id = ?`, runID).Scan(&payload)
+	err := persistenceDB.QueryRow(convertQuery(`SELECT payload FROM backtest_metrics WHERE run_id = ?`), runID).Scan(&payload)
 	if err != nil {
 		return nil, err
 	}
@@ -265,22 +265,21 @@ func loadMetricsDB(runID string) (*Metrics, error) {
 }

 func saveProgressDB(runID string, payload progressPayload) error {
-	_, err := persistenceDB.Exec(`
+	_, err := persistenceDB.Exec(convertQuery(`
 		UPDATE backtest_runs
 		SET progress_pct = ?, equity_last = ?, processed_bars = ?, liquidated = ?, updated_at = ?
 		WHERE run_id = ?
-	`, payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
+	`), payload.ProgressPct, payload.Equity, payload.BarIndex, payload.Liquidated, payload.UpdatedAtISO, runID)
 	return err
 }

 func loadDecisionTraceDB(runID string, cycle int) (*store.DecisionRecord, error) {
-	query := `SELECT payload FROM backtest_decisions WHERE run_id = ?`
 	var rows *sql.Rows
 	var err error
 	if cycle > 0 {
-		rows, err = persistenceDB.Query(query+` AND cycle = ? ORDER BY created_at DESC LIMIT 1`, runID, cycle)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? AND cycle = ? ORDER BY created_at DESC LIMIT 1`), runID, cycle)
 	} else {
-		rows, err = persistenceDB.Query(query+` ORDER BY created_at DESC LIMIT 1`, runID)
+		rows, err = persistenceDB.Query(convertQuery(`SELECT payload FROM backtest_decisions WHERE run_id = ? ORDER BY created_at DESC LIMIT 1`), runID)
 	}
 	if err != nil {
 		return nil, err
@@ -308,20 +307,20 @@ func saveDecisionRecordDB(runID string, record *store.DecisionRecord) error {
 	if err != nil {
 		return err
 	}
-	_, err = persistenceDB.Exec(`
+	_, err = persistenceDB.Exec(convertQuery(`
 		INSERT INTO backtest_decisions (run_id, cycle, payload)
 		VALUES (?, ?, ?)
-	`, runID, record.CycleNumber, data)
+	`), runID, record.CycleNumber, data)
 	return err
 }

 func loadDecisionRecordsDB(runID string, limit, offset int) ([]*store.DecisionRecord, error) {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT payload FROM backtest_decisions
 		WHERE run_id = ?
 		ORDER BY id DESC
 		LIMIT ? OFFSET ?
-	`, runID, limit, offset)
+	`), runID, limit, offset)
 	if err != nil {
 		return nil, err
 	}
@@ -428,10 +427,10 @@ func writeJSONLinesToZip[T any](z *zip.Writer, name string, items []T) error {
 }

 func writeDecisionLogsToZip(z *zip.Writer, runID string) error {
-	rows, err := persistenceDB.Query(`
+	rows, err := persistenceDB.Query(convertQuery(`
 		SELECT id, cycle, payload FROM backtest_decisions
 		WHERE run_id = ? ORDER BY id ASC
-	`, runID)
+	`), runID)
 	if err != nil {
 		return err
 	}
@@ -494,6 +493,6 @@ func listIndexEntriesDB() ([]RunIndexEntry, error) {
 }

 func deleteRunDB(runID string) error {
-	_, err := persistenceDB.Exec(`DELETE FROM backtest_runs WHERE run_id = ?`, runID)
+	_, err := persistenceDB.Exec(convertQuery(`DELETE FROM backtest_runs WHERE run_id = ?`), runID)
 	return err
 }