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
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

View File

@@ -281,6 +281,19 @@ export interface BacktestRunsResponse {
items: BacktestRunMetadata[];
}
// Position status for real-time display during backtest
export interface BacktestPositionStatus {
symbol: string;
side: string;
quantity: number;
entry_price: number;
mark_price: number;
leverage: number;
unrealized_pnl: number;
unrealized_pnl_pct: number;
margin_used: number;
}
export interface BacktestStatusPayload {
run_id: string;
state: string;
@@ -291,6 +304,7 @@ export interface BacktestStatusPayload {
equity: number;
unrealized_pnl: number;
realized_pnl: number;
positions?: BacktestPositionStatus[];
note?: string;
last_error?: string;
last_updated_iso: string;
@@ -352,6 +366,7 @@ export interface BacktestMetrics {
export interface BacktestStartConfig {
run_id?: string;
ai_model_id?: string;
strategy_id?: string; // Optional: use saved strategy from Strategy Studio
symbols: string[];
timeframes: string[];
decision_timeframe: string;
@@ -385,6 +400,26 @@ export interface BacktestStartConfig {
};
}
// Kline data for backtest chart
export interface BacktestKline {
time: number;
open: number;
high: number;
low: number;
close: number;
volume: number;
}
export interface BacktestKlinesResponse {
symbol: string;
timeframe: string;
start_ts: number;
end_ts: number;
count: number;
klines: BacktestKline[];
run_id: string;
}
// Strategy Studio Types
export interface Strategy {
id: string;