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feat: enhance backtest with real-time positions, P&L fixes, and strategy integration

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- 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
This commit is contained in:
tinkle-community
2025-12-20 01:10:11 +08:00
parent 5534861fe5
commit e2d702c662
9 changed files with 1144 additions and 62 deletions
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39
backtest/types.go
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@@ -25,6 +25,7 @@ type PositionSnapshot struct {
LiquidationPrice float64 `json:"liquidation_price"`
MarginUsed float64 `json:"margin_used"`
OpenTime int64 `json:"open_time"`
AccumulatedFee float64 `json:"accumulated_fee,omitempty"` // Opening fees accumulated
}
// BacktestState represents the real-time state during execution (in-memory state).
@@ -149,16 +150,30 @@ type RunSummary struct {
// StatusPayload is used for /status API responses.
type StatusPayload struct {
RunID string `json:"run_id"`
State RunState `json:"state"`
ProgressPct float64 `json:"progress_pct"`
ProcessedBars int `json:"processed_bars"`
CurrentTime int64 `json:"current_time"`
DecisionCycle int `json:"decision_cycle"`
Equity float64 `json:"equity"`
UnrealizedPnL float64 `json:"unrealized_pnl"`
RealizedPnL float64 `json:"realized_pnl"`
Note string `json:"note,omitempty"`
LastError string `json:"last_error,omitempty"`
LastUpdatedIso string `json:"last_updated_iso"`
RunID string `json:"run_id"`
State RunState `json:"state"`
ProgressPct float64 `json:"progress_pct"`
ProcessedBars int `json:"processed_bars"`
CurrentTime int64 `json:"current_time"`
DecisionCycle int `json:"decision_cycle"`
Equity float64 `json:"equity"`
UnrealizedPnL float64 `json:"unrealized_pnl"`
RealizedPnL float64 `json:"realized_pnl"`
Positions []PositionStatus `json:"positions,omitempty"`
Note string `json:"note,omitempty"`
LastError string `json:"last_error,omitempty"`
LastUpdatedIso string `json:"last_updated_iso"`
}
// PositionStatus represents a position with unrealized P&L for status display.
type PositionStatus struct {
Symbol string `json:"symbol"`
Side string `json:"side"`
Quantity float64 `json:"quantity"`
EntryPrice float64 `json:"entry_price"`
MarkPrice float64 `json:"mark_price"`
Leverage int `json:"leverage"`
UnrealizedPnL float64 `json:"unrealized_pnl"`
UnrealizedPnLPct float64 `json:"unrealized_pnl_pct"`
MarginUsed float64 `json:"margin_used"`
}