mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 00:07:01 +08:00
refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
This commit is contained in:
tinkle-community
239
backtest/runner_metrics.go
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239
backtest/runner_metrics.go
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@@ -0,0 +1,239 @@
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package backtest
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import (
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"fmt"
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"sort"
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"time"
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"nofx/logger"
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"nofx/store"
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)
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func (r *Runner) persistMetadata() {
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state := r.snapshotState()
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meta := r.buildMetadata(state, r.Status())
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meta.CreatedAt = r.createdAt
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if err := SaveRunMetadata(meta); err != nil {
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logger.Infof("failed to save run metadata for %s: %v", r.cfg.RunID, err)
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} else {
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if err := updateRunIndex(meta, &r.cfg); err != nil {
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logger.Infof("failed to update index for %s: %v", r.cfg.RunID, err)
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}
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}
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}
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func (r *Runner) logDecision(record *store.DecisionRecord) error {
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if record == nil {
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return nil
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}
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persistDecisionRecord(r.cfg.RunID, record)
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return nil
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}
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func (r *Runner) persistMetrics(force bool) {
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if r.cfg.RunID == "" {
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return
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}
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if !force && !r.lastMetricsWrite.IsZero() {
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if time.Since(r.lastMetricsWrite) < metricsWriteInterval {
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return
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}
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}
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state := r.snapshotState()
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metrics, err := CalculateMetrics(r.cfg.RunID, &r.cfg, &state)
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if err != nil {
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logger.Infof("failed to compute metrics for %s: %v", r.cfg.RunID, err)
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return
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}
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if metrics == nil {
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return
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}
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if err := PersistMetrics(r.cfg.RunID, metrics); err != nil {
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logger.Infof("failed to persist metrics for %s: %v", r.cfg.RunID, err)
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return
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}
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r.lastMetricsWrite = time.Now()
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}
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func (r *Runner) buildMetadata(state BacktestState, runState RunState) *RunMetadata {
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if state.Liquidated && runState != RunStateLiquidated {
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runState = RunStateLiquidated
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}
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progress := progressPercent(state, r.cfg)
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summary := RunSummary{
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SymbolCount: len(r.cfg.Symbols),
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DecisionTF: r.cfg.DecisionTimeframe,
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ProcessedBars: state.BarIndex,
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ProgressPct: progress,
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EquityLast: state.Equity,
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MaxDrawdownPct: state.MaxDrawdownPct,
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Liquidated: state.Liquidated,
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LiquidationNote: state.LiquidationNote,
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}
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meta := &RunMetadata{
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RunID: r.cfg.RunID,
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UserID: r.cfg.UserID,
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State: runState,
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LastError: r.lastErrorString(),
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Summary: summary,
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}
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return meta
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}
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func progressPercent(state BacktestState, cfg BacktestConfig) float64 {
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duration := cfg.Duration()
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if duration <= 0 {
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return 0
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}
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if state.BarTimestamp == 0 {
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return 0
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}
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start := time.Unix(cfg.StartTS, 0)
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end := time.Unix(cfg.EndTS, 0)
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current := time.UnixMilli(state.BarTimestamp)
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if !current.After(start) {
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return 0
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}
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if current.After(end) {
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return 100
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}
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elapsed := current.Sub(start)
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pct := float64(elapsed) / float64(duration) * 100
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if pct > 100 {
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pct = 100
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}
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if pct < 0 {
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pct = 0
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}
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return pct
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}
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func (r *Runner) maybeCheckpoint() error {
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state := r.snapshotState()
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shouldCheckpoint := false
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if r.cfg.CheckpointIntervalBars > 0 && state.BarIndex > 0 && state.BarIndex%r.cfg.CheckpointIntervalBars == 0 {
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shouldCheckpoint = true
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}
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interval := time.Duration(r.cfg.CheckpointIntervalSeconds) * time.Second
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if interval <= 0 {
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interval = 2 * time.Second
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}
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if time.Since(r.lastCheckpoint) >= interval {
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shouldCheckpoint = true
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}
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if !shouldCheckpoint {
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return nil
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}
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if err := r.saveCheckpoint(state); err != nil {
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return err
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}
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return nil
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}
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func (r *Runner) snapshotForCheckpoint(state BacktestState) []PositionSnapshot {
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res := make([]PositionSnapshot, 0, len(state.Positions))
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for _, pos := range state.Positions {
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res = append(res, pos)
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}
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sort.Slice(res, func(i, j int) bool {
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if res[i].Symbol == res[j].Symbol {
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return res[i].Side < res[j].Side
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}
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return res[i].Symbol < res[j].Symbol
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})
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return res
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}
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func (r *Runner) buildCheckpointFromState(state BacktestState) *Checkpoint {
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return &Checkpoint{
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BarIndex: state.BarIndex,
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BarTimestamp: state.BarTimestamp,
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Cash: state.Cash,
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Equity: state.Equity,
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UnrealizedPnL: state.UnrealizedPnL,
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RealizedPnL: state.RealizedPnL,
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Positions: r.snapshotForCheckpoint(state),
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DecisionCycle: state.DecisionCycle,
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Liquidated: state.Liquidated,
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LiquidationNote: state.LiquidationNote,
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MaxEquity: state.MaxEquity,
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MinEquity: state.MinEquity,
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MaxDrawdownPct: state.MaxDrawdownPct,
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AICacheRef: r.cachePath,
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}
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}
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func (r *Runner) saveCheckpoint(state BacktestState) error {
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ckpt := r.buildCheckpointFromState(state)
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if ckpt == nil {
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return nil
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}
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if err := SaveCheckpoint(r.cfg.RunID, ckpt); err != nil {
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return err
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}
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r.lastCheckpoint = time.Now()
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return nil
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}
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func (r *Runner) forceCheckpoint() {
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state := r.snapshotState()
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if err := r.saveCheckpoint(state); err != nil {
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logger.Infof("failed to save checkpoint for %s: %v", r.cfg.RunID, err)
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}
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}
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func (r *Runner) RestoreFromCheckpoint() error {
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ckpt, err := LoadCheckpoint(r.cfg.RunID)
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if err != nil {
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return err
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}
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return r.applyCheckpoint(ckpt)
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}
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func (r *Runner) applyCheckpoint(ckpt *Checkpoint) error {
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if ckpt == nil {
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return fmt.Errorf("checkpoint is nil")
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}
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r.account.RestoreFromSnapshots(ckpt.Cash, ckpt.RealizedPnL, ckpt.Positions)
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r.stateMu.Lock()
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defer r.stateMu.Unlock()
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r.state.BarIndex = ckpt.BarIndex
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r.state.BarTimestamp = ckpt.BarTimestamp
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r.state.Cash = ckpt.Cash
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r.state.Equity = ckpt.Equity
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r.state.UnrealizedPnL = ckpt.UnrealizedPnL
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r.state.RealizedPnL = ckpt.RealizedPnL
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r.state.DecisionCycle = ckpt.DecisionCycle
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r.state.Liquidated = ckpt.Liquidated
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r.state.LiquidationNote = ckpt.LiquidationNote
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r.state.MaxEquity = ckpt.MaxEquity
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r.state.MinEquity = ckpt.MinEquity
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r.state.MaxDrawdownPct = ckpt.MaxDrawdownPct
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r.state.Positions = snapshotsToMap(ckpt.Positions)
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r.state.LastUpdate = time.Now().UTC()
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r.lastCheckpoint = time.Now()
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return nil
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}
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func snapshotsToMap(snaps []PositionSnapshot) map[string]PositionSnapshot {
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positions := make(map[string]PositionSnapshot, len(snaps))
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for _, snap := range snaps {
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key := fmt.Sprintf("%s:%s", snap.Symbol, snap.Side)
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positions[key] = snap
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}
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return positions
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}
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