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fix: backtest module PostgreSQL compatibility and bug fixes

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- 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
This commit is contained in:
tinkle-community
2026-01-09 01:48:02 +08:00
parent 2f88205231
commit 705aa641b0
9 changed files with 186 additions and 83 deletions
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9
store/backtest.go
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@@ -147,7 +147,7 @@ func (BacktestCheckpoint) TableName() string {
type BacktestEquity struct {
ID int64 `gorm:"primaryKey;autoIncrement"`
RunID string `gorm:"column:run_id;not null;index:idx_backtest_equity_run_ts"`
TS int64 `gorm:"column:ts;not null;index:idx_backtest_equity_run_ts"`
TS int64 `gorm:"column:ts;type:bigint;not null;index:idx_backtest_equity_run_ts"`
Equity float64 `gorm:"column:equity;not null"`
Available float64 `gorm:"column:available;not null"`
PnL float64 `gorm:"column:pnl;not null"`
@@ -164,7 +164,7 @@ func (BacktestEquity) TableName() string {
type BacktestTrade struct {
ID int64 `gorm:"primaryKey;autoIncrement"`
RunID string `gorm:"column:run_id;not null;index:idx_backtest_trades_run_ts"`
TS int64 `gorm:"column:ts;not null;index:idx_backtest_trades_run_ts"`
TS int64 `gorm:"column:ts;type:bigint;not null;index:idx_backtest_trades_run_ts"`
Symbol string `gorm:"column:symbol;not null"`
Action string `gorm:"column:action;not null"`
Side string `gorm:"column:side;default:''"`
@@ -217,7 +217,10 @@ func (s *BacktestStore) initTables() error {
s.db.Raw(`SELECT COUNT(*) FROM information_schema.tables WHERE table_name = 'backtest_runs'`).Scan(&tableExists)
if tableExists > 0 {
// Tables exist - just ensure indexes exist
// Tables exist - fix column types and ensure indexes exist
// Fix ts column type from INTEGER to BIGINT (timestamps in milliseconds exceed int4 max)
s.db.Exec(`ALTER TABLE backtest_equity ALTER COLUMN ts TYPE BIGINT`)
s.db.Exec(`ALTER TABLE backtest_trades ALTER COLUMN ts TYPE BIGINT`)
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_equity_run_ts ON backtest_equity(run_id, ts)`)
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_trades_run_ts ON backtest_trades(run_id, ts)`)
s.db.Exec(`CREATE INDEX IF NOT EXISTS idx_backtest_decisions_run_cycle ON backtest_decisions(run_id, cycle)`)