Dev backtest (#1134)

config/database.go

@@ -5,6 +5,7 @@ import (
 	"database/sql"
 	"encoding/base32"
 	"encoding/json"
+	"errors"
 	"fmt"
 	"log"
 	"nofx/crypto"
@@ -64,6 +65,14 @@ func NewDatabase(dbPath string) (*Database, error) {
 	if err != nil {
 		return nil, fmt.Errorf("打开数据库失败: %w", err)
 	}
+	db.SetMaxOpenConns(1)
+	db.SetMaxIdleConns(1)
+	if _, err := db.Exec(`PRAGMA foreign_keys = ON`); err != nil {
+		return nil, fmt.Errorf("启用外键失败: %w", err)
+	}
+	if err := tuneSQLiteConnection(db); err != nil {
+		return nil, err
+	}
 
 	// 🔒 启用 WAL 模式,提高并发性能和崩溃恢复能力
 	// WAL (Write-Ahead Logging) 模式的优势:
@@ -87,6 +96,17 @@ func NewDatabase(dbPath string) (*Database, error) {
 	if err := database.createTables(); err != nil {
 		return nil, fmt.Errorf("创建表失败: %w", err)
 	}
+	if err := database.ensureBacktestRunColumns(); err != nil {
+		return nil, fmt.Errorf("初始化回测表结构失败: %w", err)
+	}
+
+	// 确保存在默认用户（用于外键约束和默认配置种子）
+	if _, err := db.Exec(`
+		INSERT OR IGNORE INTO users (id, email, password_hash, otp_secret, otp_verified)
+		VALUES ('default', 'default@local', '__default__', '', 1)
+	`); err != nil {
+		return nil, fmt.Errorf("创建默认用户失败: %w", err)
+	}
 
 	if err := database.initDefaultData(); err != nil {
 		return nil, fmt.Errorf("初始化默认数据失败: %w", err)
@@ -189,6 +209,99 @@ func (d *Database) createTables() error {
 			updated_at DATETIME DEFAULT CURRENT_TIMESTAMP
 		)`,
 
+		// 回测运行主表
+		`CREATE TABLE IF NOT EXISTS backtest_runs (
+			run_id TEXT PRIMARY KEY,
+			user_id TEXT NOT NULL DEFAULT 'default',
+			config_json TEXT NOT NULL DEFAULT '',
+			state TEXT NOT NULL DEFAULT 'created',
+			label TEXT DEFAULT '',
+			symbol_count INTEGER DEFAULT 0,
+			decision_tf TEXT DEFAULT '',
+			processed_bars INTEGER DEFAULT 0,
+			progress_pct REAL DEFAULT 0,
+			equity_last REAL DEFAULT 0,
+			max_drawdown_pct REAL DEFAULT 0,
+			liquidated BOOLEAN DEFAULT 0,
+			liquidation_note TEXT DEFAULT '',
+			prompt_template TEXT DEFAULT '',
+			custom_prompt TEXT DEFAULT '',
+			override_prompt BOOLEAN DEFAULT 0,
+			ai_provider TEXT DEFAULT '',
+			ai_model TEXT DEFAULT '',
+			last_error TEXT DEFAULT '',
+			created_at DATETIME DEFAULT CURRENT_TIMESTAMP,
+			updated_at DATETIME DEFAULT CURRENT_TIMESTAMP
+		)`,
+
+		// 回测检查点
+		`CREATE TABLE IF NOT EXISTS backtest_checkpoints (
+			run_id TEXT PRIMARY KEY,
+			payload BLOB NOT NULL,
+			updated_at DATETIME DEFAULT CURRENT_TIMESTAMP,
+			FOREIGN KEY (run_id) REFERENCES backtest_runs(run_id) ON DELETE CASCADE
+		)`,
+
+		// 回测权益曲线
+		`CREATE TABLE IF NOT EXISTS backtest_equity (
+			id INTEGER PRIMARY KEY AUTOINCREMENT,
+			run_id TEXT NOT NULL,
+			ts INTEGER NOT NULL,
+			equity REAL NOT NULL,
+			available REAL NOT NULL,
+			pnl REAL NOT NULL,
+			pnl_pct REAL NOT NULL,
+			dd_pct REAL NOT NULL,
+			cycle INTEGER NOT NULL,
+			FOREIGN KEY (run_id) REFERENCES backtest_runs(run_id) ON DELETE CASCADE
+		)`,
+
+		// 回测交易记录
+		`CREATE TABLE IF NOT EXISTS backtest_trades (
+			id INTEGER PRIMARY KEY AUTOINCREMENT,
+			run_id TEXT NOT NULL,
+			ts INTEGER NOT NULL,
+			symbol TEXT NOT NULL,
+			action TEXT NOT NULL,
+			side TEXT DEFAULT '',
+			qty REAL DEFAULT 0,
+			price REAL DEFAULT 0,
+			fee REAL DEFAULT 0,
+			slippage REAL DEFAULT 0,
+			order_value REAL DEFAULT 0,
+			realized_pnl REAL DEFAULT 0,
+			leverage INTEGER DEFAULT 0,
+			cycle INTEGER DEFAULT 0,
+			position_after REAL DEFAULT 0,
+			liquidation BOOLEAN DEFAULT 0,
+			note TEXT DEFAULT '',
+			FOREIGN KEY (run_id) REFERENCES backtest_runs(run_id) ON DELETE CASCADE
+		)`,
+
+		// 回测指标
+		`CREATE TABLE IF NOT EXISTS backtest_metrics (
+			run_id TEXT PRIMARY KEY,
+			payload BLOB NOT NULL,
+			updated_at DATETIME DEFAULT CURRENT_TIMESTAMP,
+			FOREIGN KEY (run_id) REFERENCES backtest_runs(run_id) ON DELETE CASCADE
+		)`,
+
+		// 回测决策日志
+		`CREATE TABLE IF NOT EXISTS backtest_decisions (
+			id INTEGER PRIMARY KEY AUTOINCREMENT,
+			run_id TEXT NOT NULL,
+			cycle INTEGER NOT NULL,
+			payload BLOB NOT NULL,
+			created_at DATETIME DEFAULT CURRENT_TIMESTAMP,
+			FOREIGN KEY (run_id) REFERENCES backtest_runs(run_id) ON DELETE CASCADE
+		)`,
+
+		// 索引
+		`CREATE INDEX IF NOT EXISTS idx_backtest_runs_state ON backtest_runs(state, updated_at)`,
+		`CREATE INDEX IF NOT EXISTS idx_backtest_equity_run_ts ON backtest_equity(run_id, ts)`,
+		`CREATE INDEX IF NOT EXISTS idx_backtest_trades_run_ts ON backtest_trades(run_id, ts)`,
+		`CREATE INDEX IF NOT EXISTS idx_backtest_decisions_run_cycle ON backtest_decisions(run_id, cycle)`,
+
 		// 内测码表
 		`CREATE TABLE IF NOT EXISTS beta_codes (
 			code TEXT PRIMARY KEY,
@@ -280,6 +393,72 @@ func (d *Database) createTables() error {
 	return nil
 }
 
+func (d *Database) ensureBacktestRunColumns() error {
+	addColumn := func(table, column, definition string) error {
+		exists, err := columnExists(d.db, table, column)
+		if err != nil {
+			return err
+		}
+		if exists {
+			return nil
+		}
+		_, err = d.db.Exec(fmt.Sprintf("ALTER TABLE %s ADD COLUMN %s %s", table, column, definition))
+		return err
+	}
+	if err := addColumn("backtest_runs", "label", "TEXT DEFAULT ''"); err != nil {
+		return err
+	}
+	if err := addColumn("backtest_runs", "last_error", "TEXT DEFAULT ''"); err != nil {
+		return err
+	}
+	if err := addColumn("backtest_trades", "leverage", "INTEGER DEFAULT 0"); err != nil {
+		return err
+	}
+	return nil
+}
+
+func columnExists(db *sql.DB, table, column string) (bool, error) {
+	rows, err := db.Query(fmt.Sprintf("PRAGMA table_info(%s)", table))
+	if err != nil {
+		return false, err
+	}
+	defer rows.Close()
+	for rows.Next() {
+		var (
+			cid        int
+			name       string
+			ctype      string
+			notnull    int
+			dfltValue  any
+			primaryKey int
+		)
+		if err := rows.Scan(&cid, &name, &ctype, &notnull, &dfltValue, &primaryKey); err != nil {
+			return false, err
+		}
+		if name == column {
+			return true, nil
+		}
+	}
+	return false, rows.Err()
+}
+
+func tuneSQLiteConnection(db *sql.DB) error {
+	if db == nil {
+		return fmt.Errorf("db is nil")
+	}
+	statements := []string{
+		`PRAGMA busy_timeout = 5000`,
+		`PRAGMA journal_mode = WAL`,
+		`PRAGMA synchronous = NORMAL`,
+	}
+	for _, stmt := range statements {
+		if _, err := db.Exec(stmt); err != nil {
+			return fmt.Errorf("执行 %s 失败: %w", stmt, err)
+		}
+	}
+	return nil
+}
+
 // initDefaultData 初始化默认数据
 func (d *Database) initDefaultData() error {
 	// 初始化AI模型（使用default用户）
@@ -663,6 +842,103 @@ func (d *Database) GetAIModels(userID string) ([]*AIModelConfig, error) {
 	return models, nil
 }
 
+// GetAIModel 根据模型ID和用户ID获取单个AI模型配置，若用户下不存在则回退到default用户。
+func (d *Database) GetAIModel(userID, modelID string) (*AIModelConfig, error) {
+	if modelID == "" {
+		return nil, fmt.Errorf("模型ID不能为空")
+	}
+
+	candidates := []string{}
+	if userID != "" {
+		candidates = append(candidates, userID)
+	}
+	if userID != "default" {
+		candidates = append(candidates, "default")
+	}
+	if len(candidates) == 0 {
+		candidates = append(candidates, "default")
+	}
+
+	for _, uid := range candidates {
+		var model AIModelConfig
+		err := d.db.QueryRow(`
+			SELECT id, user_id, name, provider, enabled, api_key,
+			       COALESCE(custom_api_url, ''), COALESCE(custom_model_name, ''), created_at, updated_at
+			FROM ai_models
+			WHERE user_id = ? AND id = ?
+			LIMIT 1
+		`, uid, modelID).Scan(
+			&model.ID,
+			&model.UserID,
+			&model.Name,
+			&model.Provider,
+			&model.Enabled,
+			&model.APIKey,
+			&model.CustomAPIURL,
+			&model.CustomModelName,
+			&model.CreatedAt,
+			&model.UpdatedAt,
+		)
+		if err == nil {
+			// 解密API Key（与 GetAIModels 行为保持一致）
+			model.APIKey = d.decryptSensitiveData(model.APIKey)
+			return &model, nil
+		}
+		if !errors.Is(err, sql.ErrNoRows) {
+			return nil, err
+		}
+	}
+
+	return nil, sql.ErrNoRows
+}
+
+// GetDefaultAIModel 获取指定用户（或默认用户）的首个启用的AI模型。
+func (d *Database) GetDefaultAIModel(userID string) (*AIModelConfig, error) {
+	if userID == "" {
+		userID = "default"
+	}
+	model, err := d.firstEnabledAIModel(userID)
+	if err == nil {
+		return model, nil
+	}
+	if !errors.Is(err, sql.ErrNoRows) {
+		return nil, err
+	}
+	if userID != "default" {
+		return d.firstEnabledAIModel("default")
+	}
+	return nil, fmt.Errorf("请先在系统中配置可用的AI模型")
+}
+
+func (d *Database) firstEnabledAIModel(userID string) (*AIModelConfig, error) {
+	var model AIModelConfig
+	err := d.db.QueryRow(`
+		SELECT id, user_id, name, provider, enabled, api_key,
+		       COALESCE(custom_api_url, ''), COALESCE(custom_model_name, ''), created_at, updated_at
+		FROM ai_models
+		WHERE user_id = ? AND enabled = 1
+		ORDER BY datetime(updated_at) DESC, id ASC
+		LIMIT 1
+	`, userID).Scan(
+		&model.ID,
+		&model.UserID,
+		&model.Name,
+		&model.Provider,
+		&model.Enabled,
+		&model.APIKey,
+		&model.CustomAPIURL,
+		&model.CustomModelName,
+		&model.CreatedAt,
+		&model.UpdatedAt,
+	)
+	if err != nil {
+		return nil, err
+	}
+	// 解密API Key，避免上层拿到加密串导致下游认证失败
+	model.APIKey = d.decryptSensitiveData(model.APIKey)
+	return &model, nil
+}
+
 // UpdateAIModel 更新AI模型配置，如果不存在则创建用户特定配置
 func (d *Database) UpdateAIModel(userID, id string, enabled bool, apiKey, customAPIURL, customModelName string) error {
 	// 先尝试精确匹配 ID（新版逻辑，支持多个相同 provider 的模型）
@@ -1172,6 +1448,11 @@ func (d *Database) GetCustomCoins() []string {
 }
 
 // Close 关闭数据库连接
+// Conn 返回底层 *sql.DB，供需要执行自定义查询的模块使用。
+func (d *Database) Conn() *sql.DB {
+	return d.db
+}
+
 func (d *Database) Close() error {
 	return d.db.Close()
 }