mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-12 07:16:56 +08:00
feat: enhance backtest with real-time positions, P&L fixes, and strategy integration
- Add real-time position display with unrealized P&L during backtest - Fix P&L calculation by tracking accumulated opening fees - Add strategy coin source resolution (AI500, OI Top, mixed) - Infer AI provider from model name for better compatibility - Cap position size to available margin to prevent insufficient cash errors - Fix trade markers on K-line chart (long/short instead of buy/sell) - Add QuantData and OI ranking to backtest decision context
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@@ -29,6 +29,7 @@ type BacktestConfig struct {
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RunID string `json:"run_id"`
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UserID string `json:"user_id,omitempty"`
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AIModelID string `json:"ai_model_id,omitempty"`
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StrategyID string `json:"strategy_id,omitempty"` // Optional: use saved strategy from Strategy Studio
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Symbols []string `json:"symbols"`
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Timeframes []string `json:"timeframes"`
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DecisionTimeframe string `json:"decision_timeframe"`
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@@ -53,6 +54,9 @@ type BacktestConfig struct {
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CheckpointIntervalBars int `json:"checkpoint_interval_bars,omitempty"`
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CheckpointIntervalSeconds int `json:"checkpoint_interval_seconds,omitempty"`
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ReplayDecisionDir string `json:"replay_decision_dir,omitempty"`
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// Internal: loaded strategy config (set by Manager when StrategyID is provided)
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loadedStrategy *store.StrategyConfig `json:"-"`
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}
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// Validate performs validity checks on the configuration and fills in default values.
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@@ -178,10 +182,54 @@ func validateFillPolicy(policy string) error {
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}
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}
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// SetLoadedStrategy sets the loaded strategy config from database.
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func (cfg *BacktestConfig) SetLoadedStrategy(strategy *store.StrategyConfig) {
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cfg.loadedStrategy = strategy
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}
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// ToStrategyConfig converts BacktestConfig to StrategyConfig for unified prompt generation.
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// This ensures backtest uses the same StrategyEngine logic as live trading.
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// If a strategy was loaded from database (via StrategyID), it will be used with overrides.
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func (cfg *BacktestConfig) ToStrategyConfig() *store.StrategyConfig {
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// Determine primary and longer timeframe from the timeframes list
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// If a strategy was loaded from database, use it with some overrides
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if cfg.loadedStrategy != nil {
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result := *cfg.loadedStrategy // Make a copy
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// Override coin source with backtest symbols (回测指定的币对优先)
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if len(cfg.Symbols) > 0 {
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result.CoinSource.SourceType = "static"
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result.CoinSource.StaticCoins = cfg.Symbols
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result.CoinSource.UseCoinPool = false
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result.CoinSource.UseOITop = false
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}
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// Override timeframes with backtest config
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if len(cfg.Timeframes) > 0 {
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result.Indicators.Klines.SelectedTimeframes = cfg.Timeframes
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result.Indicators.Klines.PrimaryTimeframe = cfg.Timeframes[0]
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if len(cfg.Timeframes) > 1 {
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result.Indicators.Klines.LongerTimeframe = cfg.Timeframes[len(cfg.Timeframes)-1]
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}
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result.Indicators.Klines.EnableMultiTimeframe = len(cfg.Timeframes) > 1
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}
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// Override leverage with backtest config
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if cfg.Leverage.BTCETHLeverage > 0 {
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result.RiskControl.BTCETHMaxLeverage = cfg.Leverage.BTCETHLeverage
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}
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if cfg.Leverage.AltcoinLeverage > 0 {
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result.RiskControl.AltcoinMaxLeverage = cfg.Leverage.AltcoinLeverage
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}
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// Override custom prompt if provided in backtest config
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if cfg.CustomPrompt != "" {
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result.CustomPrompt = cfg.CustomPrompt
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}
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return &result
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}
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// Fallback: build strategy config from backtest config (original logic)
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primaryTF := "5m"
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longerTF := "4h"
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if len(cfg.Timeframes) > 0 {
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