mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-14 16:26:57 +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
This commit is contained in:
301
api/backtest.go
301
api/backtest.go
@@ -3,6 +3,7 @@ package api
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import (
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import (
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"context"
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"context"
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"database/sql"
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"database/sql"
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"encoding/json"
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"errors"
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"errors"
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"fmt"
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"fmt"
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"net/http"
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"net/http"
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@@ -12,6 +13,9 @@ import (
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"time"
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"time"
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"nofx/backtest"
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"nofx/backtest"
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"nofx/logger"
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"nofx/market"
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"nofx/provider"
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"nofx/store"
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"nofx/store"
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"github.com/gin-gonic/gin"
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"github.com/gin-gonic/gin"
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@@ -32,6 +36,7 @@ func (s *Server) registerBacktestRoutes(router *gin.RouterGroup) {
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router.GET("/trace", s.handleBacktestTrace)
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router.GET("/trace", s.handleBacktestTrace)
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router.GET("/decisions", s.handleBacktestDecisions)
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router.GET("/decisions", s.handleBacktestDecisions)
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router.GET("/export", s.handleBacktestExport)
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router.GET("/export", s.handleBacktestExport)
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router.GET("/klines", s.handleBacktestKlines)
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}
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}
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type backtestStartRequest struct {
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type backtestStartRequest struct {
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@@ -65,11 +70,54 @@ func (s *Server) handleBacktestStart(c *gin.Context) {
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}
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}
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cfg.CustomPrompt = strings.TrimSpace(cfg.CustomPrompt)
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cfg.CustomPrompt = strings.TrimSpace(cfg.CustomPrompt)
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cfg.UserID = normalizeUserID(c.GetString("user_id"))
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cfg.UserID = normalizeUserID(c.GetString("user_id"))
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logger.Infof("📊 Backtest request - symbols from request: %v (count=%d), strategyID: %s",
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cfg.Symbols, len(cfg.Symbols), cfg.StrategyID)
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// Load strategy config if strategy_id is provided
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if cfg.StrategyID != "" {
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strategy, err := s.store.Strategy().Get(cfg.UserID, cfg.StrategyID)
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to load strategy: %v", err)})
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return
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}
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if strategy == nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("strategy not found: %s", cfg.StrategyID)})
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return
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}
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var strategyConfig store.StrategyConfig
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if err := json.Unmarshal([]byte(strategy.Config), &strategyConfig); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to parse strategy config: %v", err)})
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return
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}
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cfg.SetLoadedStrategy(&strategyConfig)
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logger.Infof("📊 Backtest using saved strategy: %s (%s)", strategy.Name, strategy.ID)
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logger.Infof("📊 Strategy coin source: type=%s, use_coin_pool=%v, use_oi_top=%v, static_coins=%v",
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strategyConfig.CoinSource.SourceType,
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strategyConfig.CoinSource.UseCoinPool,
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strategyConfig.CoinSource.UseOITop,
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strategyConfig.CoinSource.StaticCoins)
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// If no symbols provided, fetch from strategy's coin source
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if len(cfg.Symbols) == 0 {
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symbols, err := s.resolveStrategyCoins(&strategyConfig)
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("failed to resolve coins from strategy: %v", err)})
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return
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}
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cfg.Symbols = symbols
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logger.Infof("📊 Resolved %d coins from strategy: %v", len(symbols), symbols)
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}
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}
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if err := s.hydrateBacktestAIConfig(&cfg); err != nil {
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if err := s.hydrateBacktestAIConfig(&cfg); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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return
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return
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}
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}
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logger.Infof("📊 Starting backtest with final config: runID=%s, symbols=%v (count=%d), strategyID=%s",
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cfg.RunID, cfg.Symbols, len(cfg.Symbols), cfg.StrategyID)
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runner, err := s.backtestManager.Start(context.Background(), cfg)
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runner, err := s.backtestManager.Start(context.Background(), cfg)
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if err != nil {
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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@@ -443,6 +491,89 @@ func (s *Server) handleBacktestExport(c *gin.Context) {
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c.FileAttachment(path, filename)
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c.FileAttachment(path, filename)
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}
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}
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func (s *Server) handleBacktestKlines(c *gin.Context) {
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if s.backtestManager == nil {
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c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
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return
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}
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userID := normalizeUserID(c.GetString("user_id"))
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runID := c.Query("run_id")
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symbol := c.Query("symbol")
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timeframe := c.Query("timeframe")
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if runID == "" {
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c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
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return
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}
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if symbol == "" {
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c.JSON(http.StatusBadRequest, gin.H{"error": "symbol is required"})
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return
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}
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meta, err := s.ensureBacktestRunOwnership(runID, userID)
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if writeBacktestAccessError(c, err) {
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return
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}
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// Load config to get time range
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cfg, err := backtest.LoadConfig(runID)
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if err != nil {
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c.JSON(http.StatusNotFound, gin.H{"error": "failed to load backtest config"})
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return
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}
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// Use decision timeframe if not specified
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if timeframe == "" {
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timeframe = cfg.DecisionTimeframe
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if timeframe == "" {
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timeframe = "15m"
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}
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}
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// Fetch klines for the backtest time range
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startTime := time.Unix(cfg.StartTS, 0)
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endTime := time.Unix(cfg.EndTS, 0)
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klines, err := market.GetKlinesRange(symbol, timeframe, startTime, endTime)
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if err != nil {
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logger.Errorf("Failed to fetch klines for %s: %v", symbol, err)
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c.JSON(http.StatusInternalServerError, gin.H{"error": fmt.Sprintf("failed to fetch klines: %v", err)})
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return
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}
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// Convert to response format
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type KlineResponse struct {
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Time int64 `json:"time"`
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Open float64 `json:"open"`
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High float64 `json:"high"`
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Low float64 `json:"low"`
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Close float64 `json:"close"`
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Volume float64 `json:"volume"`
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}
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result := make([]KlineResponse, len(klines))
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for i, k := range klines {
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result[i] = KlineResponse{
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Time: k.OpenTime / 1000, // Convert to seconds for lightweight-charts
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Open: k.Open,
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High: k.High,
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Low: k.Low,
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Close: k.Close,
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Volume: k.Volume,
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}
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}
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c.JSON(http.StatusOK, gin.H{
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"symbol": symbol,
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"timeframe": timeframe,
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"start_ts": cfg.StartTS,
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"end_ts": cfg.EndTS,
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"count": len(result),
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"klines": result,
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"run_id": meta.RunID,
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})
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}
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func queryInt(c *gin.Context, name string, fallback int) int {
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func queryInt(c *gin.Context, name string, fallback int) int {
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if value := c.Query(name); value != "" {
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if value := c.Query(name); value != "" {
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if v, err := strconv.Atoi(value); err == nil {
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if v, err := strconv.Atoi(value); err == nil {
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@@ -498,6 +629,155 @@ func writeBacktestAccessError(c *gin.Context, err error) bool {
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return true
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return true
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}
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}
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// resolveStrategyCoins fetches coins based on strategy's coin source configuration
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func (s *Server) resolveStrategyCoins(strategyConfig *store.StrategyConfig) ([]string, error) {
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if strategyConfig == nil {
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return nil, fmt.Errorf("strategy config is nil")
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}
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coinSource := strategyConfig.CoinSource
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var symbols []string
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symbolSet := make(map[string]bool)
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// Set custom API URLs if provided
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if coinSource.CoinPoolAPIURL != "" {
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provider.SetCoinPoolAPI(coinSource.CoinPoolAPIURL)
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}
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if coinSource.OITopAPIURL != "" {
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provider.SetOITopAPI(coinSource.OITopAPIURL)
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}
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// Handle empty source_type - check flags for backward compatibility
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sourceType := coinSource.SourceType
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if sourceType == "" {
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if coinSource.UseCoinPool && coinSource.UseOITop {
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sourceType = "mixed"
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} else if coinSource.UseCoinPool {
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sourceType = "coinpool"
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} else if coinSource.UseOITop {
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sourceType = "oi_top"
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} else if len(coinSource.StaticCoins) > 0 {
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sourceType = "static"
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} else {
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return nil, fmt.Errorf("strategy has no coin source configured")
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}
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logger.Infof("📊 Inferred source_type=%s from flags", sourceType)
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}
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switch sourceType {
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case "static":
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for _, sym := range coinSource.StaticCoins {
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sym = market.Normalize(sym)
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if !symbolSet[sym] {
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symbols = append(symbols, sym)
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symbolSet[sym] = true
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}
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}
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case "coinpool":
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limit := coinSource.CoinPoolLimit
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if limit <= 0 {
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limit = 30
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}
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logger.Infof("📊 Fetching AI500 coins with limit=%d", limit)
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coins, err := provider.GetTopRatedCoins(limit)
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if err != nil {
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return nil, fmt.Errorf("failed to get AI500 coins: %w", err)
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}
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logger.Infof("📊 Got %d coins from AI500: %v", len(coins), coins)
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for _, sym := range coins {
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sym = market.Normalize(sym)
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if !symbolSet[sym] {
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symbols = append(symbols, sym)
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symbolSet[sym] = true
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}
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}
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case "oi_top":
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coins, err := provider.GetOITopSymbols()
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if err != nil {
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return nil, fmt.Errorf("failed to get OI Top coins: %w", err)
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}
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limit := coinSource.OITopLimit
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if limit <= 0 || limit > len(coins) {
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limit = len(coins)
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}
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for i, sym := range coins {
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if i >= limit {
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break
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}
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sym = market.Normalize(sym)
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if !symbolSet[sym] {
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symbols = append(symbols, sym)
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symbolSet[sym] = true
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}
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}
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case "mixed":
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// Get from coin pool
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if coinSource.UseCoinPool {
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limit := coinSource.CoinPoolLimit
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if limit <= 0 {
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limit = 30
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}
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coins, err := provider.GetTopRatedCoins(limit)
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if err != nil {
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logger.Warnf("Failed to get AI500 coins: %v", err)
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} else {
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for _, sym := range coins {
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sym = market.Normalize(sym)
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if !symbolSet[sym] {
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symbols = append(symbols, sym)
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symbolSet[sym] = true
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}
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}
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}
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}
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// Get from OI Top
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if coinSource.UseOITop {
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coins, err := provider.GetOITopSymbols()
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if err != nil {
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logger.Warnf("Failed to get OI Top coins: %v", err)
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} else {
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limit := coinSource.OITopLimit
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if limit <= 0 || limit > len(coins) {
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limit = len(coins)
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}
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for i, sym := range coins {
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if i >= limit {
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break
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|
}
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sym = market.Normalize(sym)
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|
if !symbolSet[sym] {
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|
symbols = append(symbols, sym)
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symbolSet[sym] = true
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|
}
|
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|
}
|
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|
}
|
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|
}
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|
|
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|
// Add static coins
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for _, sym := range coinSource.StaticCoins {
|
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sym = market.Normalize(sym)
|
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|
if !symbolSet[sym] {
|
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|
symbols = append(symbols, sym)
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|
symbolSet[sym] = true
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|
}
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|
}
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|
|
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|
default:
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|
return nil, fmt.Errorf("unknown coin source type: %s", sourceType)
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|
}
|
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|
|
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|
if len(symbols) == 0 {
|
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|
return nil, fmt.Errorf("no coins resolved from strategy")
|
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|
}
|
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|
|
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|
logger.Infof("📊 Final resolved symbols: %d coins - %v", len(symbols), symbols)
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|
return symbols, nil
|
||||||
|
}
|
||||||
|
|
||||||
func (s *Server) resolveBacktestAIConfig(cfg *backtest.BacktestConfig, userID string) error {
|
func (s *Server) resolveBacktestAIConfig(cfg *backtest.BacktestConfig, userID string) error {
|
||||||
if cfg == nil {
|
if cfg == nil {
|
||||||
return fmt.Errorf("config is nil")
|
return fmt.Errorf("config is nil")
|
||||||
@@ -549,7 +829,26 @@ func (s *Server) hydrateBacktestAIConfig(cfg *backtest.BacktestConfig) error {
|
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return fmt.Errorf("AI model %s is missing API Key, please configure it in the system first", model.Name)
|
return fmt.Errorf("AI model %s is missing API Key, please configure it in the system first", model.Name)
|
||||||
}
|
}
|
||||||
|
|
||||||
cfg.AICfg.Provider = strings.ToLower(model.Provider)
|
provider := strings.ToLower(strings.TrimSpace(model.Provider))
|
||||||
|
// Ensure provider is never empty or "inherit" - infer from model name if needed
|
||||||
|
if provider == "" || provider == "inherit" {
|
||||||
|
modelNameLower := strings.ToLower(model.Name)
|
||||||
|
if strings.Contains(modelNameLower, "claude") || strings.Contains(modelNameLower, "anthropic") {
|
||||||
|
provider = "anthropic"
|
||||||
|
} else if strings.Contains(modelNameLower, "gpt") || strings.Contains(modelNameLower, "openai") {
|
||||||
|
provider = "openai"
|
||||||
|
} else if strings.Contains(modelNameLower, "gemini") || strings.Contains(modelNameLower, "google") {
|
||||||
|
provider = "google"
|
||||||
|
} else if strings.Contains(modelNameLower, "deepseek") {
|
||||||
|
provider = "deepseek"
|
||||||
|
} else if model.CustomAPIURL != "" {
|
||||||
|
provider = "custom"
|
||||||
|
} else {
|
||||||
|
provider = "openai" // default fallback
|
||||||
|
}
|
||||||
|
logger.Infof("📊 Inferred AI provider '%s' from model name '%s'", provider, model.Name)
|
||||||
|
}
|
||||||
|
cfg.AICfg.Provider = provider
|
||||||
cfg.AICfg.APIKey = apiKey
|
cfg.AICfg.APIKey = apiKey
|
||||||
cfg.AICfg.BaseURL = strings.TrimSpace(model.CustomAPIURL)
|
cfg.AICfg.BaseURL = strings.TrimSpace(model.CustomAPIURL)
|
||||||
modelName := strings.TrimSpace(model.CustomModelName)
|
modelName := strings.TrimSpace(model.CustomModelName)
|
||||||
|
|||||||
@@ -18,6 +18,7 @@ type position struct {
|
|||||||
Notional float64
|
Notional float64
|
||||||
LiquidationPrice float64
|
LiquidationPrice float64
|
||||||
OpenTime int64
|
OpenTime int64
|
||||||
|
AccumulatedFee float64 // Total fees paid (opening + any additions)
|
||||||
}
|
}
|
||||||
|
|
||||||
type BacktestAccount struct {
|
type BacktestAccount struct {
|
||||||
@@ -87,6 +88,7 @@ func (acc *BacktestAccount) Open(symbol, side string, quantity float64, leverage
|
|||||||
pos.Notional = notional
|
pos.Notional = notional
|
||||||
pos.OpenTime = ts
|
pos.OpenTime = ts
|
||||||
pos.LiquidationPrice = computeLiquidation(execPrice, leverage, side)
|
pos.LiquidationPrice = computeLiquidation(execPrice, leverage, side)
|
||||||
|
pos.AccumulatedFee = fee // Track opening fee
|
||||||
} else {
|
} else {
|
||||||
if leverage != pos.Leverage {
|
if leverage != pos.Leverage {
|
||||||
// Use weighted average leverage (approximate)
|
// Use weighted average leverage (approximate)
|
||||||
@@ -98,6 +100,7 @@ func (acc *BacktestAccount) Open(symbol, side string, quantity float64, leverage
|
|||||||
pos.EntryPrice = ((pos.EntryPrice * pos.Quantity) + execPrice*quantity) / (pos.Quantity + quantity)
|
pos.EntryPrice = ((pos.EntryPrice * pos.Quantity) + execPrice*quantity) / (pos.Quantity + quantity)
|
||||||
pos.Quantity += quantity
|
pos.Quantity += quantity
|
||||||
pos.LiquidationPrice = computeLiquidation(pos.EntryPrice, pos.Leverage, side)
|
pos.LiquidationPrice = computeLiquidation(pos.EntryPrice, pos.Leverage, side)
|
||||||
|
pos.AccumulatedFee += fee // Add to accumulated fee for position additions
|
||||||
}
|
}
|
||||||
|
|
||||||
return pos, fee, execPrice, nil
|
return pos, fee, execPrice, nil
|
||||||
@@ -120,23 +123,32 @@ func (acc *BacktestAccount) Close(symbol, side string, quantity float64, price f
|
|||||||
|
|
||||||
execPrice := applySlippage(price, acc.slippageRate, side, false)
|
execPrice := applySlippage(price, acc.slippageRate, side, false)
|
||||||
notional := execPrice * quantity
|
notional := execPrice * quantity
|
||||||
fee := notional * acc.feeRate
|
closingFee := notional * acc.feeRate
|
||||||
|
|
||||||
|
// Calculate proportional opening fee for the quantity being closed
|
||||||
|
closePortion := quantity / pos.Quantity
|
||||||
|
openingFeePortion := pos.AccumulatedFee * closePortion
|
||||||
|
totalFee := closingFee + openingFeePortion
|
||||||
|
|
||||||
realized := realizedPnL(pos, quantity, execPrice)
|
realized := realizedPnL(pos, quantity, execPrice)
|
||||||
|
|
||||||
marginPortion := pos.Margin * (quantity / pos.Quantity)
|
marginPortion := pos.Margin * closePortion
|
||||||
acc.cash += marginPortion + realized - fee
|
// Note: Opening fee was already deducted from cash when opening, so we only deduct closing fee here
|
||||||
acc.realizedPnL += realized - fee
|
acc.cash += marginPortion + realized - closingFee
|
||||||
|
// But for realized P&L tracking, we include both fees
|
||||||
|
acc.realizedPnL += realized - totalFee
|
||||||
|
|
||||||
pos.Quantity -= quantity
|
pos.Quantity -= quantity
|
||||||
pos.Notional -= notional
|
pos.Notional -= notional
|
||||||
pos.Margin -= marginPortion
|
pos.Margin -= marginPortion
|
||||||
|
pos.AccumulatedFee -= openingFeePortion // Reduce tracked opening fee
|
||||||
|
|
||||||
if pos.Quantity <= epsilon {
|
if pos.Quantity <= epsilon {
|
||||||
acc.removePosition(pos)
|
acc.removePosition(pos)
|
||||||
}
|
}
|
||||||
|
|
||||||
return realized, fee, execPrice, nil
|
// Return total fee (opening + closing) so caller can calculate accurate P&L
|
||||||
|
return realized, totalFee, execPrice, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
func (acc *BacktestAccount) TotalEquity(priceMap map[string]float64) (float64, float64, map[string]float64) {
|
func (acc *BacktestAccount) TotalEquity(priceMap map[string]float64) (float64, float64, map[string]float64) {
|
||||||
@@ -243,6 +255,7 @@ func (acc *BacktestAccount) RestoreFromSnapshots(cash float64, realized float64,
|
|||||||
Notional: snap.Quantity * snap.AvgPrice,
|
Notional: snap.Quantity * snap.AvgPrice,
|
||||||
LiquidationPrice: snap.LiquidationPrice,
|
LiquidationPrice: snap.LiquidationPrice,
|
||||||
OpenTime: snap.OpenTime,
|
OpenTime: snap.OpenTime,
|
||||||
|
AccumulatedFee: snap.AccumulatedFee,
|
||||||
}
|
}
|
||||||
key := positionKey(pos.Symbol, pos.Side)
|
key := positionKey(pos.Symbol, pos.Side)
|
||||||
acc.positions[key] = pos
|
acc.positions[key] = pos
|
||||||
|
|||||||
@@ -29,6 +29,7 @@ type BacktestConfig struct {
|
|||||||
RunID string `json:"run_id"`
|
RunID string `json:"run_id"`
|
||||||
UserID string `json:"user_id,omitempty"`
|
UserID string `json:"user_id,omitempty"`
|
||||||
AIModelID string `json:"ai_model_id,omitempty"`
|
AIModelID string `json:"ai_model_id,omitempty"`
|
||||||
|
StrategyID string `json:"strategy_id,omitempty"` // Optional: use saved strategy from Strategy Studio
|
||||||
Symbols []string `json:"symbols"`
|
Symbols []string `json:"symbols"`
|
||||||
Timeframes []string `json:"timeframes"`
|
Timeframes []string `json:"timeframes"`
|
||||||
DecisionTimeframe string `json:"decision_timeframe"`
|
DecisionTimeframe string `json:"decision_timeframe"`
|
||||||
@@ -53,6 +54,9 @@ type BacktestConfig struct {
|
|||||||
CheckpointIntervalBars int `json:"checkpoint_interval_bars,omitempty"`
|
CheckpointIntervalBars int `json:"checkpoint_interval_bars,omitempty"`
|
||||||
CheckpointIntervalSeconds int `json:"checkpoint_interval_seconds,omitempty"`
|
CheckpointIntervalSeconds int `json:"checkpoint_interval_seconds,omitempty"`
|
||||||
ReplayDecisionDir string `json:"replay_decision_dir,omitempty"`
|
ReplayDecisionDir string `json:"replay_decision_dir,omitempty"`
|
||||||
|
|
||||||
|
// Internal: loaded strategy config (set by Manager when StrategyID is provided)
|
||||||
|
loadedStrategy *store.StrategyConfig `json:"-"`
|
||||||
}
|
}
|
||||||
|
|
||||||
// Validate performs validity checks on the configuration and fills in default values.
|
// Validate performs validity checks on the configuration and fills in default values.
|
||||||
@@ -178,10 +182,54 @@ func validateFillPolicy(policy string) error {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// SetLoadedStrategy sets the loaded strategy config from database.
|
||||||
|
func (cfg *BacktestConfig) SetLoadedStrategy(strategy *store.StrategyConfig) {
|
||||||
|
cfg.loadedStrategy = strategy
|
||||||
|
}
|
||||||
|
|
||||||
// ToStrategyConfig converts BacktestConfig to StrategyConfig for unified prompt generation.
|
// ToStrategyConfig converts BacktestConfig to StrategyConfig for unified prompt generation.
|
||||||
// This ensures backtest uses the same StrategyEngine logic as live trading.
|
// This ensures backtest uses the same StrategyEngine logic as live trading.
|
||||||
|
// If a strategy was loaded from database (via StrategyID), it will be used with overrides.
|
||||||
func (cfg *BacktestConfig) ToStrategyConfig() *store.StrategyConfig {
|
func (cfg *BacktestConfig) ToStrategyConfig() *store.StrategyConfig {
|
||||||
// Determine primary and longer timeframe from the timeframes list
|
// If a strategy was loaded from database, use it with some overrides
|
||||||
|
if cfg.loadedStrategy != nil {
|
||||||
|
result := *cfg.loadedStrategy // Make a copy
|
||||||
|
|
||||||
|
// Override coin source with backtest symbols (回测指定的币对优先)
|
||||||
|
if len(cfg.Symbols) > 0 {
|
||||||
|
result.CoinSource.SourceType = "static"
|
||||||
|
result.CoinSource.StaticCoins = cfg.Symbols
|
||||||
|
result.CoinSource.UseCoinPool = false
|
||||||
|
result.CoinSource.UseOITop = false
|
||||||
|
}
|
||||||
|
|
||||||
|
// Override timeframes with backtest config
|
||||||
|
if len(cfg.Timeframes) > 0 {
|
||||||
|
result.Indicators.Klines.SelectedTimeframes = cfg.Timeframes
|
||||||
|
result.Indicators.Klines.PrimaryTimeframe = cfg.Timeframes[0]
|
||||||
|
if len(cfg.Timeframes) > 1 {
|
||||||
|
result.Indicators.Klines.LongerTimeframe = cfg.Timeframes[len(cfg.Timeframes)-1]
|
||||||
|
}
|
||||||
|
result.Indicators.Klines.EnableMultiTimeframe = len(cfg.Timeframes) > 1
|
||||||
|
}
|
||||||
|
|
||||||
|
// Override leverage with backtest config
|
||||||
|
if cfg.Leverage.BTCETHLeverage > 0 {
|
||||||
|
result.RiskControl.BTCETHMaxLeverage = cfg.Leverage.BTCETHLeverage
|
||||||
|
}
|
||||||
|
if cfg.Leverage.AltcoinLeverage > 0 {
|
||||||
|
result.RiskControl.AltcoinMaxLeverage = cfg.Leverage.AltcoinLeverage
|
||||||
|
}
|
||||||
|
|
||||||
|
// Override custom prompt if provided in backtest config
|
||||||
|
if cfg.CustomPrompt != "" {
|
||||||
|
result.CustomPrompt = cfg.CustomPrompt
|
||||||
|
}
|
||||||
|
|
||||||
|
return &result
|
||||||
|
}
|
||||||
|
|
||||||
|
// Fallback: build strategy config from backtest config (original logic)
|
||||||
primaryTF := "5m"
|
primaryTF := "5m"
|
||||||
longerTF := "4h"
|
longerTF := "4h"
|
||||||
if len(cfg.Timeframes) > 0 {
|
if len(cfg.Timeframes) > 0 {
|
||||||
|
|||||||
@@ -491,9 +491,14 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
|
|||||||
|
|
||||||
positions := r.convertPositions(priceMap)
|
positions := r.convertPositions(priceMap)
|
||||||
|
|
||||||
candidateCoins := make([]decision.CandidateCoin, 0, len(r.cfg.Symbols))
|
// Get candidate coins from strategy engine (includes source info)
|
||||||
for _, sym := range r.cfg.Symbols {
|
candidateCoins, err := r.strategyEngine.GetCandidateCoins()
|
||||||
candidateCoins = append(candidateCoins, decision.CandidateCoin{Symbol: sym})
|
if err != nil {
|
||||||
|
// Fallback to simple list if strategy engine fails
|
||||||
|
candidateCoins = make([]decision.CandidateCoin, 0, len(r.cfg.Symbols))
|
||||||
|
for _, sym := range r.cfg.Symbols {
|
||||||
|
candidateCoins = append(candidateCoins, decision.CandidateCoin{Symbol: sym, Sources: []string{"backtest"}})
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
runtime := int((ts - int64(r.cfg.StartTS*1000)) / 60000)
|
runtime := int((ts - int64(r.cfg.StartTS*1000)) / 60000)
|
||||||
@@ -512,6 +517,36 @@ func (r *Runner) buildDecisionContext(ts int64, marketData map[string]*market.Da
|
|||||||
Timeframes: r.cfg.Timeframes,
|
Timeframes: r.cfg.Timeframes,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Fetch quantitative data if enabled in strategy (uses current data as approximation)
|
||||||
|
strategyConfig := r.strategyEngine.GetConfig()
|
||||||
|
if strategyConfig.Indicators.EnableQuantData && strategyConfig.Indicators.QuantDataAPIURL != "" {
|
||||||
|
// Collect symbols to query (candidate coins + position coins)
|
||||||
|
symbolSet := make(map[string]bool)
|
||||||
|
for _, sym := range r.cfg.Symbols {
|
||||||
|
symbolSet[sym] = true
|
||||||
|
}
|
||||||
|
for _, pos := range positions {
|
||||||
|
symbolSet[pos.Symbol] = true
|
||||||
|
}
|
||||||
|
symbols := make([]string, 0, len(symbolSet))
|
||||||
|
for sym := range symbolSet {
|
||||||
|
symbols = append(symbols, sym)
|
||||||
|
}
|
||||||
|
ctx.QuantDataMap = r.strategyEngine.FetchQuantDataBatch(symbols)
|
||||||
|
if len(ctx.QuantDataMap) > 0 {
|
||||||
|
logger.Infof("📊 Backtest: fetched quant data for %d symbols", len(ctx.QuantDataMap))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Fetch OI ranking data if enabled in strategy (uses current data as approximation)
|
||||||
|
if strategyConfig.Indicators.EnableOIRanking {
|
||||||
|
ctx.OIRankingData = r.strategyEngine.FetchOIRankingData()
|
||||||
|
if ctx.OIRankingData != nil {
|
||||||
|
logger.Infof("📊 Backtest: OI ranking data ready: %d top, %d low positions",
|
||||||
|
len(ctx.OIRankingData.TopPositions), len(ctx.OIRankingData.LowPositions))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
record := &store.DecisionRecord{
|
record := &store.DecisionRecord{
|
||||||
AccountState: store.AccountSnapshot{
|
AccountState: store.AccountSnapshot{
|
||||||
TotalBalance: accountInfo.TotalEquity,
|
TotalBalance: accountInfo.TotalEquity,
|
||||||
@@ -710,10 +745,31 @@ func (r *Runner) determineQuantity(dec decision.Decision, price float64) float64
|
|||||||
if equity <= 0 {
|
if equity <= 0 {
|
||||||
equity = r.account.InitialBalance()
|
equity = r.account.InitialBalance()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Get leverage for this symbol
|
||||||
|
leverage := r.resolveLeverage(dec.Leverage, dec.Symbol)
|
||||||
|
if leverage <= 0 {
|
||||||
|
leverage = 5
|
||||||
|
}
|
||||||
|
|
||||||
|
// Calculate available margin (leave some buffer for fees)
|
||||||
|
availableCash := r.account.Cash()
|
||||||
|
maxMarginToUse := availableCash * 0.9 // Use max 90% of available cash
|
||||||
|
maxPositionValue := maxMarginToUse * float64(leverage)
|
||||||
|
|
||||||
sizeUSD := dec.PositionSizeUSD
|
sizeUSD := dec.PositionSizeUSD
|
||||||
if sizeUSD <= 0 {
|
if sizeUSD <= 0 {
|
||||||
|
// Default to 5% of equity, but cap to available margin
|
||||||
sizeUSD = 0.05 * equity
|
sizeUSD = 0.05 * equity
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Cap position size to what we can actually afford
|
||||||
|
if sizeUSD > maxPositionValue {
|
||||||
|
logger.Infof("📊 Backtest: capping position from %.2f to %.2f (available margin: %.2f, leverage: %dx)",
|
||||||
|
sizeUSD, maxPositionValue, maxMarginToUse, leverage)
|
||||||
|
sizeUSD = maxPositionValue
|
||||||
|
}
|
||||||
|
|
||||||
qty := sizeUSD / price
|
qty := sizeUSD / price
|
||||||
if qty < 0 {
|
if qty < 0 {
|
||||||
qty = 0
|
qty = 0
|
||||||
@@ -855,6 +911,7 @@ func (r *Runner) updateState(ts int64, equity, unrealized, marginUsed float64, p
|
|||||||
LiquidationPrice: pos.LiquidationPrice,
|
LiquidationPrice: pos.LiquidationPrice,
|
||||||
MarginUsed: pos.Margin,
|
MarginUsed: pos.Margin,
|
||||||
OpenTime: pos.OpenTime,
|
OpenTime: pos.OpenTime,
|
||||||
|
AccumulatedFee: pos.AccumulatedFee,
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -1098,6 +1155,49 @@ func (r *Runner) StatusPayload() StatusPayload {
|
|||||||
snapshot := r.snapshotState()
|
snapshot := r.snapshotState()
|
||||||
progress := progressPercent(snapshot, r.cfg)
|
progress := progressPercent(snapshot, r.cfg)
|
||||||
|
|
||||||
|
// Build position statuses with unrealized P&L
|
||||||
|
positions := make([]PositionStatus, 0, len(snapshot.Positions))
|
||||||
|
for _, pos := range snapshot.Positions {
|
||||||
|
if pos.Quantity <= 0 {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
// Get mark price from feed if available
|
||||||
|
markPrice := pos.AvgPrice // fallback to entry price
|
||||||
|
if r.feed != nil && snapshot.BarTimestamp > 0 {
|
||||||
|
if md, _, err := r.feed.BuildMarketData(snapshot.BarTimestamp); err == nil {
|
||||||
|
if data, ok := md[pos.Symbol]; ok {
|
||||||
|
markPrice = data.CurrentPrice
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Calculate unrealized P&L
|
||||||
|
var unrealizedPnL float64
|
||||||
|
if pos.Side == "long" {
|
||||||
|
unrealizedPnL = (markPrice - pos.AvgPrice) * pos.Quantity
|
||||||
|
} else {
|
||||||
|
unrealizedPnL = (pos.AvgPrice - markPrice) * pos.Quantity
|
||||||
|
}
|
||||||
|
|
||||||
|
// Calculate P&L percentage based on margin
|
||||||
|
pnlPct := 0.0
|
||||||
|
if pos.MarginUsed > 0 {
|
||||||
|
pnlPct = (unrealizedPnL / pos.MarginUsed) * 100
|
||||||
|
}
|
||||||
|
|
||||||
|
positions = append(positions, PositionStatus{
|
||||||
|
Symbol: pos.Symbol,
|
||||||
|
Side: pos.Side,
|
||||||
|
Quantity: pos.Quantity,
|
||||||
|
EntryPrice: pos.AvgPrice,
|
||||||
|
MarkPrice: markPrice,
|
||||||
|
Leverage: pos.Leverage,
|
||||||
|
UnrealizedPnL: unrealizedPnL,
|
||||||
|
UnrealizedPnLPct: pnlPct,
|
||||||
|
MarginUsed: pos.MarginUsed,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
payload := StatusPayload{
|
payload := StatusPayload{
|
||||||
RunID: r.cfg.RunID,
|
RunID: r.cfg.RunID,
|
||||||
State: r.Status(),
|
State: r.Status(),
|
||||||
@@ -1108,6 +1208,7 @@ func (r *Runner) StatusPayload() StatusPayload {
|
|||||||
Equity: snapshot.Equity,
|
Equity: snapshot.Equity,
|
||||||
UnrealizedPnL: snapshot.UnrealizedPnL,
|
UnrealizedPnL: snapshot.UnrealizedPnL,
|
||||||
RealizedPnL: snapshot.RealizedPnL,
|
RealizedPnL: snapshot.RealizedPnL,
|
||||||
|
Positions: positions,
|
||||||
Note: snapshot.LiquidationNote,
|
Note: snapshot.LiquidationNote,
|
||||||
LastError: r.lastErrorString(),
|
LastError: r.lastErrorString(),
|
||||||
LastUpdatedIso: snapshot.LastUpdate.UTC().Format(time.RFC3339),
|
LastUpdatedIso: snapshot.LastUpdate.UTC().Format(time.RFC3339),
|
||||||
|
|||||||
@@ -25,6 +25,7 @@ type PositionSnapshot struct {
|
|||||||
LiquidationPrice float64 `json:"liquidation_price"`
|
LiquidationPrice float64 `json:"liquidation_price"`
|
||||||
MarginUsed float64 `json:"margin_used"`
|
MarginUsed float64 `json:"margin_used"`
|
||||||
OpenTime int64 `json:"open_time"`
|
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).
|
// 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.
|
// StatusPayload is used for /status API responses.
|
||||||
type StatusPayload struct {
|
type StatusPayload struct {
|
||||||
RunID string `json:"run_id"`
|
RunID string `json:"run_id"`
|
||||||
State RunState `json:"state"`
|
State RunState `json:"state"`
|
||||||
ProgressPct float64 `json:"progress_pct"`
|
ProgressPct float64 `json:"progress_pct"`
|
||||||
ProcessedBars int `json:"processed_bars"`
|
ProcessedBars int `json:"processed_bars"`
|
||||||
CurrentTime int64 `json:"current_time"`
|
CurrentTime int64 `json:"current_time"`
|
||||||
DecisionCycle int `json:"decision_cycle"`
|
DecisionCycle int `json:"decision_cycle"`
|
||||||
Equity float64 `json:"equity"`
|
Equity float64 `json:"equity"`
|
||||||
UnrealizedPnL float64 `json:"unrealized_pnl"`
|
UnrealizedPnL float64 `json:"unrealized_pnl"`
|
||||||
RealizedPnL float64 `json:"realized_pnl"`
|
RealizedPnL float64 `json:"realized_pnl"`
|
||||||
Note string `json:"note,omitempty"`
|
Positions []PositionStatus `json:"positions,omitempty"`
|
||||||
LastError string `json:"last_error,omitempty"`
|
Note string `json:"note,omitempty"`
|
||||||
LastUpdatedIso string `json:"last_updated_iso"`
|
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"`
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -35,7 +35,7 @@ func Init() {
|
|||||||
cfg := &Config{
|
cfg := &Config{
|
||||||
APIServerPort: 8080,
|
APIServerPort: 8080,
|
||||||
RegistrationEnabled: true,
|
RegistrationEnabled: true,
|
||||||
MaxUsers: 1, // Default: only 1 user allowed
|
MaxUsers: 5, // Default: only 1 user allowed
|
||||||
ExperienceImprovement: true, // Default: enabled to help improve the product
|
ExperienceImprovement: true, // Default: enabled to help improve the product
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -1,6 +1,7 @@
|
|||||||
import { useEffect, useMemo, useState, useCallback, type FormEvent } from 'react'
|
import { useEffect, useMemo, useState, useCallback, useRef, type FormEvent } from 'react'
|
||||||
import useSWR from 'swr'
|
import useSWR from 'swr'
|
||||||
import { motion, AnimatePresence } from 'framer-motion'
|
import { motion, AnimatePresence } from 'framer-motion'
|
||||||
|
import { createChart, ColorType, CrosshairMode, CandlestickSeries, createSeriesMarkers, type IChartApi, type ISeriesApi, type CandlestickData, type UTCTimestamp, type SeriesMarker } from 'lightweight-charts'
|
||||||
import {
|
import {
|
||||||
Play,
|
Play,
|
||||||
Pause,
|
Pause,
|
||||||
@@ -25,6 +26,7 @@ import {
|
|||||||
Eye,
|
Eye,
|
||||||
ArrowUpRight,
|
ArrowUpRight,
|
||||||
ArrowDownRight,
|
ArrowDownRight,
|
||||||
|
CandlestickChart as CandlestickIcon,
|
||||||
} from 'lucide-react'
|
} from 'lucide-react'
|
||||||
import {
|
import {
|
||||||
ResponsiveContainer,
|
ResponsiveContainer,
|
||||||
@@ -43,11 +45,14 @@ import { confirmToast } from '../lib/notify'
|
|||||||
import { DecisionCard } from './DecisionCard'
|
import { DecisionCard } from './DecisionCard'
|
||||||
import type {
|
import type {
|
||||||
BacktestStatusPayload,
|
BacktestStatusPayload,
|
||||||
|
BacktestPositionStatus,
|
||||||
BacktestEquityPoint,
|
BacktestEquityPoint,
|
||||||
BacktestTradeEvent,
|
BacktestTradeEvent,
|
||||||
BacktestMetrics,
|
BacktestMetrics,
|
||||||
|
BacktestKlinesResponse,
|
||||||
DecisionRecord,
|
DecisionRecord,
|
||||||
AIModel,
|
AIModel,
|
||||||
|
Strategy,
|
||||||
} from '../types'
|
} from '../types'
|
||||||
|
|
||||||
// ============ Types ============
|
// ============ Types ============
|
||||||
@@ -261,6 +266,270 @@ function BacktestChart({
|
|||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Candlestick Chart Component with trade markers
|
||||||
|
function CandlestickChartComponent({
|
||||||
|
runId,
|
||||||
|
trades,
|
||||||
|
language,
|
||||||
|
}: {
|
||||||
|
runId: string
|
||||||
|
trades: BacktestTradeEvent[]
|
||||||
|
language: string
|
||||||
|
}) {
|
||||||
|
const chartContainerRef = useRef<HTMLDivElement>(null)
|
||||||
|
const chartRef = useRef<IChartApi | null>(null)
|
||||||
|
const candleSeriesRef = useRef<ISeriesApi<'Candlestick'> | null>(null)
|
||||||
|
|
||||||
|
// Get unique symbols from trades
|
||||||
|
const symbols = useMemo(() => {
|
||||||
|
const symbolSet = new Set(trades.map((t) => t.symbol))
|
||||||
|
return Array.from(symbolSet).sort()
|
||||||
|
}, [trades])
|
||||||
|
|
||||||
|
const [selectedSymbol, setSelectedSymbol] = useState<string>(symbols[0] || '')
|
||||||
|
const [selectedTimeframe, setSelectedTimeframe] = useState<string>('15m')
|
||||||
|
const [isLoading, setIsLoading] = useState(false)
|
||||||
|
const [error, setError] = useState<string | null>(null)
|
||||||
|
|
||||||
|
const CHART_TIMEFRAMES = ['1m', '3m', '5m', '15m', '30m', '1h', '4h', '1d']
|
||||||
|
|
||||||
|
// Update selected symbol when symbols change
|
||||||
|
useEffect(() => {
|
||||||
|
if (symbols.length > 0 && !symbols.includes(selectedSymbol)) {
|
||||||
|
setSelectedSymbol(symbols[0])
|
||||||
|
}
|
||||||
|
}, [symbols, selectedSymbol])
|
||||||
|
|
||||||
|
// Filter trades for selected symbol
|
||||||
|
const symbolTrades = useMemo(() => {
|
||||||
|
return trades.filter((t) => t.symbol === selectedSymbol)
|
||||||
|
}, [trades, selectedSymbol])
|
||||||
|
|
||||||
|
// Fetch klines and render chart
|
||||||
|
useEffect(() => {
|
||||||
|
if (!chartContainerRef.current || !selectedSymbol || !runId) return
|
||||||
|
|
||||||
|
const container = chartContainerRef.current
|
||||||
|
|
||||||
|
// Create chart
|
||||||
|
const chart = createChart(container, {
|
||||||
|
layout: {
|
||||||
|
background: { type: ColorType.Solid, color: '#0B0E11' },
|
||||||
|
textColor: '#848E9C',
|
||||||
|
},
|
||||||
|
grid: {
|
||||||
|
vertLines: { color: 'rgba(43, 49, 57, 0.5)' },
|
||||||
|
horzLines: { color: 'rgba(43, 49, 57, 0.5)' },
|
||||||
|
},
|
||||||
|
crosshair: {
|
||||||
|
mode: CrosshairMode.Normal,
|
||||||
|
},
|
||||||
|
rightPriceScale: {
|
||||||
|
borderColor: '#2B3139',
|
||||||
|
},
|
||||||
|
timeScale: {
|
||||||
|
borderColor: '#2B3139',
|
||||||
|
timeVisible: true,
|
||||||
|
secondsVisible: false,
|
||||||
|
},
|
||||||
|
width: container.clientWidth,
|
||||||
|
height: 400,
|
||||||
|
})
|
||||||
|
|
||||||
|
chartRef.current = chart
|
||||||
|
|
||||||
|
// Add candlestick series
|
||||||
|
const candleSeries = chart.addSeries(CandlestickSeries, {
|
||||||
|
upColor: '#0ECB81',
|
||||||
|
downColor: '#F6465D',
|
||||||
|
borderUpColor: '#0ECB81',
|
||||||
|
borderDownColor: '#F6465D',
|
||||||
|
wickUpColor: '#0ECB81',
|
||||||
|
wickDownColor: '#F6465D',
|
||||||
|
})
|
||||||
|
candleSeriesRef.current = candleSeries
|
||||||
|
|
||||||
|
// Fetch klines
|
||||||
|
setIsLoading(true)
|
||||||
|
setError(null)
|
||||||
|
|
||||||
|
api
|
||||||
|
.getBacktestKlines(runId, selectedSymbol, selectedTimeframe)
|
||||||
|
.then((data: BacktestKlinesResponse) => {
|
||||||
|
const klineData: CandlestickData<UTCTimestamp>[] = data.klines.map((k) => ({
|
||||||
|
time: k.time as UTCTimestamp,
|
||||||
|
open: k.open,
|
||||||
|
high: k.high,
|
||||||
|
low: k.low,
|
||||||
|
close: k.close,
|
||||||
|
}))
|
||||||
|
candleSeries.setData(klineData)
|
||||||
|
|
||||||
|
// Add trade markers with improved styling
|
||||||
|
const markers: SeriesMarker<UTCTimestamp>[] = symbolTrades
|
||||||
|
.map((trade) => {
|
||||||
|
const tradeTime = Math.floor(trade.ts / 1000)
|
||||||
|
// Find closest kline time
|
||||||
|
const closestKline = data.klines.reduce((prev, curr) =>
|
||||||
|
Math.abs(curr.time - tradeTime) < Math.abs(prev.time - tradeTime) ? curr : prev
|
||||||
|
)
|
||||||
|
const isOpen = trade.action.includes('open')
|
||||||
|
const isLong = trade.side === 'long' || trade.action.includes('long')
|
||||||
|
const pnl = trade.realized_pnl
|
||||||
|
|
||||||
|
// Format display text
|
||||||
|
let text = ''
|
||||||
|
let color = '#0ECB81' // Default green
|
||||||
|
|
||||||
|
if (isOpen) {
|
||||||
|
// Opening position: show direction and price
|
||||||
|
if (isLong) {
|
||||||
|
text = `▲ Long @${trade.price.toFixed(2)}`
|
||||||
|
color = '#0ECB81' // Green for long open
|
||||||
|
} else {
|
||||||
|
text = `▼ Short @${trade.price.toFixed(2)}`
|
||||||
|
color = '#F6465D' // Red for short open
|
||||||
|
}
|
||||||
|
} else {
|
||||||
|
// Closing position: show PnL
|
||||||
|
const pnlStr = pnl >= 0 ? `+$${pnl.toFixed(2)}` : `-$${Math.abs(pnl).toFixed(2)}`
|
||||||
|
text = `✕ ${pnlStr}`
|
||||||
|
color = pnl >= 0 ? '#0ECB81' : '#F6465D' // Green for profit, red for loss
|
||||||
|
}
|
||||||
|
|
||||||
|
return {
|
||||||
|
time: closestKline.time as UTCTimestamp,
|
||||||
|
position: isOpen
|
||||||
|
? (isLong ? 'belowBar' as const : 'aboveBar' as const) // Long below, short above
|
||||||
|
: (isLong ? 'aboveBar' as const : 'belowBar' as const), // Close opposite
|
||||||
|
color,
|
||||||
|
shape: 'circle' as const,
|
||||||
|
size: 2,
|
||||||
|
text,
|
||||||
|
}
|
||||||
|
})
|
||||||
|
.sort((a, b) => (a.time as number) - (b.time as number))
|
||||||
|
|
||||||
|
createSeriesMarkers(candleSeries, markers)
|
||||||
|
chart.timeScale().fitContent()
|
||||||
|
setIsLoading(false)
|
||||||
|
})
|
||||||
|
.catch((err) => {
|
||||||
|
setError(err.message || 'Failed to load klines')
|
||||||
|
setIsLoading(false)
|
||||||
|
})
|
||||||
|
|
||||||
|
// Handle resize
|
||||||
|
const handleResize = () => {
|
||||||
|
if (chartContainerRef.current) {
|
||||||
|
chart.applyOptions({ width: chartContainerRef.current.clientWidth })
|
||||||
|
}
|
||||||
|
}
|
||||||
|
window.addEventListener('resize', handleResize)
|
||||||
|
|
||||||
|
return () => {
|
||||||
|
window.removeEventListener('resize', handleResize)
|
||||||
|
chart.remove()
|
||||||
|
chartRef.current = null
|
||||||
|
candleSeriesRef.current = null
|
||||||
|
}
|
||||||
|
}, [runId, selectedSymbol, selectedTimeframe, symbolTrades])
|
||||||
|
|
||||||
|
if (symbols.length === 0) {
|
||||||
|
return (
|
||||||
|
<div className="py-12 text-center" style={{ color: '#5E6673' }}>
|
||||||
|
{language === 'zh' ? '没有交易记录' : 'No trades to display'}
|
||||||
|
</div>
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div className="space-y-3">
|
||||||
|
{/* Symbol and Timeframe selectors */}
|
||||||
|
<div className="flex items-center gap-4 flex-wrap">
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<CandlestickIcon size={16} style={{ color: '#F0B90B' }} />
|
||||||
|
<span className="text-sm" style={{ color: '#848E9C' }}>
|
||||||
|
{language === 'zh' ? '币种' : 'Symbol'}
|
||||||
|
</span>
|
||||||
|
<select
|
||||||
|
value={selectedSymbol}
|
||||||
|
onChange={(e) => setSelectedSymbol(e.target.value)}
|
||||||
|
className="px-3 py-1.5 rounded text-sm"
|
||||||
|
style={{ background: '#1E2329', border: '1px solid #2B3139', color: '#EAECEF' }}
|
||||||
|
>
|
||||||
|
{symbols.map((sym) => (
|
||||||
|
<option key={sym} value={sym}>
|
||||||
|
{sym}
|
||||||
|
</option>
|
||||||
|
))}
|
||||||
|
</select>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<Clock size={14} style={{ color: '#848E9C' }} />
|
||||||
|
<span className="text-sm" style={{ color: '#848E9C' }}>
|
||||||
|
{language === 'zh' ? '周期' : 'Interval'}
|
||||||
|
</span>
|
||||||
|
<div className="flex rounded overflow-hidden" style={{ border: '1px solid #2B3139' }}>
|
||||||
|
{CHART_TIMEFRAMES.map((tf) => (
|
||||||
|
<button
|
||||||
|
key={tf}
|
||||||
|
onClick={() => setSelectedTimeframe(tf)}
|
||||||
|
className="px-2.5 py-1 text-xs font-medium transition-colors"
|
||||||
|
style={{
|
||||||
|
background: selectedTimeframe === tf ? '#F0B90B' : '#1E2329',
|
||||||
|
color: selectedTimeframe === tf ? '#0B0E11' : '#848E9C',
|
||||||
|
}}
|
||||||
|
>
|
||||||
|
{tf}
|
||||||
|
</button>
|
||||||
|
))}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<span className="text-xs" style={{ color: '#5E6673' }}>
|
||||||
|
({symbolTrades.length} {language === 'zh' ? '笔交易' : 'trades'})
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Chart container */}
|
||||||
|
<div
|
||||||
|
ref={chartContainerRef}
|
||||||
|
className="w-full rounded-lg overflow-hidden"
|
||||||
|
style={{ background: '#0B0E11', minHeight: 400 }}
|
||||||
|
>
|
||||||
|
{isLoading && (
|
||||||
|
<div className="flex items-center justify-center h-[400px]" style={{ color: '#848E9C' }}>
|
||||||
|
<RefreshCw className="animate-spin mr-2" size={16} />
|
||||||
|
{language === 'zh' ? '加载K线数据...' : 'Loading kline data...'}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
{error && (
|
||||||
|
<div className="flex items-center justify-center h-[400px]" style={{ color: '#F6465D' }}>
|
||||||
|
<AlertTriangle className="mr-2" size={16} />
|
||||||
|
{error}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Legend */}
|
||||||
|
<div className="flex items-center gap-4 text-xs" style={{ color: '#848E9C' }}>
|
||||||
|
<div className="flex items-center gap-1.5">
|
||||||
|
<div className="w-2.5 h-2.5 rounded-full" style={{ background: '#0ECB81' }} />
|
||||||
|
<span>{language === 'zh' ? '开仓/盈利' : 'Open/Profit'}</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center gap-1.5">
|
||||||
|
<div className="w-2.5 h-2.5 rounded-full" style={{ background: '#F6465D' }} />
|
||||||
|
<span>{language === 'zh' ? '亏损平仓' : 'Loss Close'}</span>
|
||||||
|
</div>
|
||||||
|
<span style={{ color: '#5E6673' }}>|</span>
|
||||||
|
<span>▲ Long · ▼ Short · ✕ {language === 'zh' ? '平仓' : 'Close'}</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
// Trade Timeline Component
|
// Trade Timeline Component
|
||||||
function TradeTimeline({ trades }: { trades: BacktestTradeEvent[] }) {
|
function TradeTimeline({ trades }: { trades: BacktestTradeEvent[] }) {
|
||||||
const recentTrades = useMemo(() => [...trades].slice(-20).reverse(), [trades])
|
const recentTrades = useMemo(() => [...trades].slice(-20).reverse(), [trades])
|
||||||
@@ -341,6 +610,128 @@ function TradeTimeline({ trades }: { trades: BacktestTradeEvent[] }) {
|
|||||||
)
|
)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Real-time Positions Display Component
|
||||||
|
function PositionsDisplay({
|
||||||
|
positions,
|
||||||
|
language,
|
||||||
|
}: {
|
||||||
|
positions: BacktestPositionStatus[]
|
||||||
|
language: string
|
||||||
|
}) {
|
||||||
|
if (!positions || positions.length === 0) {
|
||||||
|
return null
|
||||||
|
}
|
||||||
|
|
||||||
|
const totalUnrealizedPnL = positions.reduce((sum, p) => sum + p.unrealized_pnl, 0)
|
||||||
|
const totalMargin = positions.reduce((sum, p) => sum + p.margin_used, 0)
|
||||||
|
|
||||||
|
return (
|
||||||
|
<div
|
||||||
|
className="mt-3 p-3 rounded-lg"
|
||||||
|
style={{ background: 'rgba(30, 35, 41, 0.8)', border: '1px solid #2B3139' }}
|
||||||
|
>
|
||||||
|
<div className="flex items-center justify-between mb-2">
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<Activity className="w-4 h-4" style={{ color: '#F0B90B' }} />
|
||||||
|
<span className="text-sm font-medium" style={{ color: '#EAECEF' }}>
|
||||||
|
{language === 'zh' ? '当前持仓' : 'Active Positions'}
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
className="px-1.5 py-0.5 rounded text-xs"
|
||||||
|
style={{ background: '#F0B90B20', color: '#F0B90B' }}
|
||||||
|
>
|
||||||
|
{positions.length}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center gap-3 text-xs">
|
||||||
|
<span style={{ color: '#848E9C' }}>
|
||||||
|
{language === 'zh' ? '保证金' : 'Margin'}: ${totalMargin.toFixed(2)}
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
className="font-medium"
|
||||||
|
style={{ color: totalUnrealizedPnL >= 0 ? '#0ECB81' : '#F6465D' }}
|
||||||
|
>
|
||||||
|
{language === 'zh' ? '浮盈' : 'Unrealized'}: {totalUnrealizedPnL >= 0 ? '+' : ''}
|
||||||
|
${totalUnrealizedPnL.toFixed(2)}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="space-y-1.5">
|
||||||
|
{positions.map((pos) => {
|
||||||
|
const isLong = pos.side === 'long'
|
||||||
|
const pnlColor = pos.unrealized_pnl >= 0 ? '#0ECB81' : '#F6465D'
|
||||||
|
|
||||||
|
return (
|
||||||
|
<motion.div
|
||||||
|
key={`${pos.symbol}-${pos.side}`}
|
||||||
|
initial={{ opacity: 0, scale: 0.95 }}
|
||||||
|
animate={{ opacity: 1, scale: 1 }}
|
||||||
|
className="flex items-center justify-between p-2 rounded"
|
||||||
|
style={{ background: '#1E2329' }}
|
||||||
|
>
|
||||||
|
<div className="flex items-center gap-2">
|
||||||
|
<div
|
||||||
|
className="w-6 h-6 rounded flex items-center justify-center"
|
||||||
|
style={{ background: isLong ? '#0ECB8120' : '#F6465D20' }}
|
||||||
|
>
|
||||||
|
{isLong ? (
|
||||||
|
<TrendingUp className="w-3.5 h-3.5" style={{ color: '#0ECB81' }} />
|
||||||
|
) : (
|
||||||
|
<TrendingDown className="w-3.5 h-3.5" style={{ color: '#F6465D' }} />
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
<div>
|
||||||
|
<div className="flex items-center gap-1.5">
|
||||||
|
<span className="font-mono font-bold text-sm" style={{ color: '#EAECEF' }}>
|
||||||
|
{pos.symbol.replace('USDT', '')}
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
className="px-1 py-0.5 rounded text-[10px] font-medium"
|
||||||
|
style={{
|
||||||
|
background: isLong ? '#0ECB8120' : '#F6465D20',
|
||||||
|
color: isLong ? '#0ECB81' : '#F6465D',
|
||||||
|
}}
|
||||||
|
>
|
||||||
|
{isLong ? 'LONG' : 'SHORT'} {pos.leverage}x
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
<div className="text-[10px]" style={{ color: '#5E6673' }}>
|
||||||
|
{language === 'zh' ? '数量' : 'Qty'}: {pos.quantity.toFixed(4)} ·{' '}
|
||||||
|
{language === 'zh' ? '保证金' : 'Margin'}: ${pos.margin_used.toFixed(2)}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div className="text-right">
|
||||||
|
<div className="flex items-center gap-2 text-xs">
|
||||||
|
<span style={{ color: '#848E9C' }}>
|
||||||
|
{language === 'zh' ? '开仓' : 'Entry'}: ${pos.entry_price.toFixed(2)}
|
||||||
|
</span>
|
||||||
|
<span style={{ color: '#EAECEF' }}>
|
||||||
|
{language === 'zh' ? '现价' : 'Mark'}: ${pos.mark_price.toFixed(2)}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
<div className="flex items-center justify-end gap-1.5 mt-0.5">
|
||||||
|
<span className="font-mono font-bold" style={{ color: pnlColor }}>
|
||||||
|
{pos.unrealized_pnl >= 0 ? '+' : ''}${pos.unrealized_pnl.toFixed(2)}
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
className="px-1 py-0.5 rounded text-[10px] font-medium"
|
||||||
|
style={{ background: `${pnlColor}20`, color: pnlColor }}
|
||||||
|
>
|
||||||
|
{pos.unrealized_pnl_pct >= 0 ? '+' : ''}{pos.unrealized_pnl_pct.toFixed(2)}%
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</motion.div>
|
||||||
|
)
|
||||||
|
})}
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
// ============ Main Component ============
|
// ============ Main Component ============
|
||||||
export function BacktestPage() {
|
export function BacktestPage() {
|
||||||
const { language } = useLanguage()
|
const { language } = useLanguage()
|
||||||
@@ -380,6 +771,7 @@ export function BacktestPage() {
|
|||||||
cacheAI: true,
|
cacheAI: true,
|
||||||
replayOnly: false,
|
replayOnly: false,
|
||||||
aiModelId: '',
|
aiModelId: '',
|
||||||
|
strategyId: '', // Optional: use saved strategy from Strategy Studio
|
||||||
})
|
})
|
||||||
|
|
||||||
// Data fetching
|
// Data fetching
|
||||||
@@ -389,6 +781,7 @@ export function BacktestPage() {
|
|||||||
const runs = runsResp?.items ?? []
|
const runs = runsResp?.items ?? []
|
||||||
|
|
||||||
const { data: aiModels } = useSWR<AIModel[]>('ai-models', api.getModelConfigs, { refreshInterval: 30000 })
|
const { data: aiModels } = useSWR<AIModel[]>('ai-models', api.getModelConfigs, { refreshInterval: 30000 })
|
||||||
|
const { data: strategies } = useSWR<Strategy[]>('strategies', api.getStrategies, { refreshInterval: 30000 })
|
||||||
|
|
||||||
const { data: status } = useSWR<BacktestStatusPayload>(
|
const { data: status } = useSWR<BacktestStatusPayload>(
|
||||||
selectedRunId ? ['bt-status', selectedRunId] : null,
|
selectedRunId ? ['bt-status', selectedRunId] : null,
|
||||||
@@ -422,6 +815,69 @@ export function BacktestPage() {
|
|||||||
|
|
||||||
const selectedRun = runs.find((r) => r.run_id === selectedRunId)
|
const selectedRun = runs.find((r) => r.run_id === selectedRunId)
|
||||||
const selectedModel = aiModels?.find((m) => m.id === formState.aiModelId)
|
const selectedModel = aiModels?.find((m) => m.id === formState.aiModelId)
|
||||||
|
const selectedStrategy = strategies?.find((s) => s.id === formState.strategyId)
|
||||||
|
|
||||||
|
// Check if selected strategy has dynamic coin source
|
||||||
|
const strategyHasDynamicCoins = useMemo(() => {
|
||||||
|
if (!selectedStrategy) return false
|
||||||
|
const coinSource = selectedStrategy.config?.coin_source
|
||||||
|
if (!coinSource) return false
|
||||||
|
|
||||||
|
// Check explicit source_type
|
||||||
|
if (coinSource.source_type === 'coinpool' || coinSource.source_type === 'oi_top') {
|
||||||
|
return true
|
||||||
|
}
|
||||||
|
if (coinSource.source_type === 'mixed' && (coinSource.use_coin_pool || coinSource.use_oi_top)) {
|
||||||
|
return true
|
||||||
|
}
|
||||||
|
|
||||||
|
// Also check flags for backward compatibility (when source_type is empty or not set)
|
||||||
|
const srcType = coinSource.source_type as string
|
||||||
|
if (!srcType) {
|
||||||
|
if (coinSource.use_coin_pool || coinSource.use_oi_top) {
|
||||||
|
return true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return false
|
||||||
|
}, [selectedStrategy])
|
||||||
|
|
||||||
|
// Get coin source description
|
||||||
|
const coinSourceDescription = useMemo(() => {
|
||||||
|
if (!selectedStrategy?.config?.coin_source) return null
|
||||||
|
const cs = selectedStrategy.config.coin_source
|
||||||
|
|
||||||
|
// Infer source_type from flags if empty (backward compatibility)
|
||||||
|
let sourceType = cs.source_type as string
|
||||||
|
if (!sourceType) {
|
||||||
|
if (cs.use_coin_pool && cs.use_oi_top) {
|
||||||
|
sourceType = 'mixed'
|
||||||
|
} else if (cs.use_coin_pool) {
|
||||||
|
sourceType = 'coinpool'
|
||||||
|
} else if (cs.use_oi_top) {
|
||||||
|
sourceType = 'oi_top'
|
||||||
|
} else if (cs.static_coins?.length) {
|
||||||
|
sourceType = 'static'
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
switch (sourceType) {
|
||||||
|
case 'coinpool':
|
||||||
|
return { type: 'AI500', limit: cs.coin_pool_limit || 30 }
|
||||||
|
case 'oi_top':
|
||||||
|
return { type: 'OI Top', limit: cs.oi_top_limit || 30 }
|
||||||
|
case 'mixed':
|
||||||
|
const sources = []
|
||||||
|
if (cs.use_coin_pool) sources.push(`AI500(${cs.coin_pool_limit || 30})`)
|
||||||
|
if (cs.use_oi_top) sources.push(`OI Top(${cs.oi_top_limit || 30})`)
|
||||||
|
if (cs.static_coins?.length) sources.push(`Static(${cs.static_coins.length})`)
|
||||||
|
return { type: 'Mixed', desc: sources.join(' + ') }
|
||||||
|
case 'static':
|
||||||
|
return { type: 'Static', coins: cs.static_coins || [] }
|
||||||
|
default:
|
||||||
|
return null
|
||||||
|
}
|
||||||
|
}, [selectedStrategy])
|
||||||
|
|
||||||
// Auto-select first model
|
// Auto-select first model
|
||||||
useEffect(() => {
|
useEffect(() => {
|
||||||
@@ -456,9 +912,16 @@ export function BacktestPage() {
|
|||||||
const end = new Date(formState.end).getTime()
|
const end = new Date(formState.end).getTime()
|
||||||
if (end <= start) throw new Error(tr('toasts.invalidRange'))
|
if (end <= start) throw new Error(tr('toasts.invalidRange'))
|
||||||
|
|
||||||
|
// Parse user symbols - if using dynamic coin strategy, allow empty
|
||||||
|
const userSymbols = formState.symbols.split(',').map((s) => s.trim()).filter(Boolean)
|
||||||
|
|
||||||
|
// Only send empty symbols if user deliberately cleared them and strategy has dynamic coin source
|
||||||
|
const symbolsToSend = (userSymbols.length === 0 && strategyHasDynamicCoins) ? [] : userSymbols
|
||||||
|
|
||||||
const payload = await api.startBacktest({
|
const payload = await api.startBacktest({
|
||||||
run_id: formState.runId.trim() || undefined,
|
run_id: formState.runId.trim() || undefined,
|
||||||
symbols: formState.symbols.split(',').map((s) => s.trim()).filter(Boolean),
|
strategy_id: formState.strategyId || undefined, // Use saved strategy from Strategy Studio
|
||||||
|
symbols: symbolsToSend,
|
||||||
timeframes: formState.timeframes,
|
timeframes: formState.timeframes,
|
||||||
decision_timeframe: formState.decisionTf,
|
decision_timeframe: formState.decisionTf,
|
||||||
decision_cadence_nbars: formState.cadence,
|
decision_cadence_nbars: formState.cadence,
|
||||||
@@ -727,43 +1190,111 @@ export function BacktestPage() {
|
|||||||
)}
|
)}
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
|
{/* Strategy Selection (Optional) */}
|
||||||
|
<div>
|
||||||
|
<label className="block text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||||
|
{language === 'zh' ? '策略配置(可选)' : 'Strategy (Optional)'}
|
||||||
|
</label>
|
||||||
|
<select
|
||||||
|
className="w-full p-3 rounded-lg text-sm"
|
||||||
|
style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
|
||||||
|
value={formState.strategyId}
|
||||||
|
onChange={(e) => handleFormChange('strategyId', e.target.value)}
|
||||||
|
>
|
||||||
|
<option value="">{language === 'zh' ? '不使用保存的策略' : 'No saved strategy'}</option>
|
||||||
|
{strategies?.map((s) => (
|
||||||
|
<option key={s.id} value={s.id}>
|
||||||
|
{s.name} {s.is_active && '✓'} {s.is_default && '⭐'}
|
||||||
|
</option>
|
||||||
|
))}
|
||||||
|
</select>
|
||||||
|
{formState.strategyId && coinSourceDescription && (
|
||||||
|
<div className="mt-2 p-2 rounded" style={{ background: 'rgba(240,185,11,0.1)', border: '1px solid rgba(240,185,11,0.2)' }}>
|
||||||
|
<div className="flex items-center gap-2 text-xs">
|
||||||
|
<span style={{ color: '#F0B90B' }}>
|
||||||
|
{language === 'zh' ? '币种来源:' : 'Coin Source:'}
|
||||||
|
</span>
|
||||||
|
<span className="font-medium" style={{ color: '#EAECEF' }}>
|
||||||
|
{coinSourceDescription.type}
|
||||||
|
{coinSourceDescription.limit && ` (${coinSourceDescription.limit})`}
|
||||||
|
{coinSourceDescription.desc && ` - ${coinSourceDescription.desc}`}
|
||||||
|
</span>
|
||||||
|
</div>
|
||||||
|
{strategyHasDynamicCoins && (
|
||||||
|
<div className="text-xs mt-1" style={{ color: '#F0B90B' }}>
|
||||||
|
{language === 'zh'
|
||||||
|
? '⚡ 清空下方币种输入框即可使用策略的动态币种'
|
||||||
|
: '⚡ Clear the symbols field below to use strategy\'s dynamic coins'}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
|
||||||
<div>
|
<div>
|
||||||
<label className="block text-xs mb-2" style={{ color: '#848E9C' }}>
|
<label className="block text-xs mb-2" style={{ color: '#848E9C' }}>
|
||||||
{tr('form.symbolsLabel')}
|
{tr('form.symbolsLabel')}
|
||||||
|
{strategyHasDynamicCoins && (
|
||||||
|
<span className="ml-2" style={{ color: '#5E6673' }}>
|
||||||
|
({language === 'zh' ? '可选 - 策略已配置币种来源' : 'Optional - strategy has coin source'})
|
||||||
|
</span>
|
||||||
|
)}
|
||||||
</label>
|
</label>
|
||||||
<div className="flex flex-wrap gap-1 mb-2">
|
{!strategyHasDynamicCoins && (
|
||||||
{POPULAR_SYMBOLS.map((sym) => {
|
<div className="flex flex-wrap gap-1 mb-2">
|
||||||
const isSelected = formState.symbols.includes(sym)
|
{POPULAR_SYMBOLS.map((sym) => {
|
||||||
return (
|
const isSelected = formState.symbols.includes(sym)
|
||||||
<button
|
return (
|
||||||
key={sym}
|
<button
|
||||||
type="button"
|
key={sym}
|
||||||
onClick={() => {
|
type="button"
|
||||||
const current = formState.symbols.split(',').map((s) => s.trim()).filter(Boolean)
|
onClick={() => {
|
||||||
const updated = isSelected
|
const current = formState.symbols.split(',').map((s) => s.trim()).filter(Boolean)
|
||||||
? current.filter((s) => s !== sym)
|
const updated = isSelected
|
||||||
: [...current, sym]
|
? current.filter((s) => s !== sym)
|
||||||
handleFormChange('symbols', updated.join(','))
|
: [...current, sym]
|
||||||
}}
|
handleFormChange('symbols', updated.join(','))
|
||||||
className="px-2 py-1 rounded text-xs transition-all"
|
}}
|
||||||
style={{
|
className="px-2 py-1 rounded text-xs transition-all"
|
||||||
background: isSelected ? 'rgba(240,185,11,0.15)' : '#1E2329',
|
style={{
|
||||||
border: `1px solid ${isSelected ? '#F0B90B' : '#2B3139'}`,
|
background: isSelected ? 'rgba(240,185,11,0.15)' : '#1E2329',
|
||||||
color: isSelected ? '#F0B90B' : '#848E9C',
|
border: `1px solid ${isSelected ? '#F0B90B' : '#2B3139'}`,
|
||||||
}}
|
color: isSelected ? '#F0B90B' : '#848E9C',
|
||||||
>
|
}}
|
||||||
{sym.replace('USDT', '')}
|
>
|
||||||
</button>
|
{sym.replace('USDT', '')}
|
||||||
)
|
</button>
|
||||||
})}
|
)
|
||||||
|
})}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
<div className="relative">
|
||||||
|
<textarea
|
||||||
|
className="w-full p-2 rounded-lg text-xs font-mono"
|
||||||
|
style={{
|
||||||
|
background: '#0B0E11',
|
||||||
|
border: '1px solid #2B3139',
|
||||||
|
color: '#EAECEF',
|
||||||
|
}}
|
||||||
|
value={formState.symbols}
|
||||||
|
onChange={(e) => handleFormChange('symbols', e.target.value)}
|
||||||
|
rows={2}
|
||||||
|
placeholder={strategyHasDynamicCoins
|
||||||
|
? (language === 'zh' ? '留空将使用策略配置的币种来源' : 'Leave empty to use strategy coin source')
|
||||||
|
: ''
|
||||||
|
}
|
||||||
|
/>
|
||||||
|
{strategyHasDynamicCoins && formState.symbols && (
|
||||||
|
<button
|
||||||
|
type="button"
|
||||||
|
onClick={() => handleFormChange('symbols', '')}
|
||||||
|
className="absolute top-2 right-2 px-2 py-1 rounded text-xs"
|
||||||
|
style={{ background: '#F0B90B', color: '#0B0E11' }}
|
||||||
|
>
|
||||||
|
{language === 'zh' ? '清空使用策略币种' : 'Clear to use strategy'}
|
||||||
|
</button>
|
||||||
|
)}
|
||||||
</div>
|
</div>
|
||||||
<textarea
|
|
||||||
className="w-full p-2 rounded-lg text-xs font-mono"
|
|
||||||
style={{ background: '#0B0E11', border: '1px solid #2B3139', color: '#EAECEF' }}
|
|
||||||
value={formState.symbols}
|
|
||||||
onChange={(e) => handleFormChange('symbols', e.target.value)}
|
|
||||||
rows={2}
|
|
||||||
/>
|
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<button
|
<button
|
||||||
@@ -1234,6 +1765,11 @@ export function BacktestPage() {
|
|||||||
{status?.note || status?.last_error}
|
{status?.note || status?.last_error}
|
||||||
</div>
|
</div>
|
||||||
)}
|
)}
|
||||||
|
|
||||||
|
{/* Real-time Positions Display */}
|
||||||
|
{status?.positions && status.positions.length > 0 && (
|
||||||
|
<PositionsDisplay positions={status.positions} language={language} />
|
||||||
|
)}
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
{/* Stats Grid */}
|
{/* Stats Grid */}
|
||||||
@@ -1362,12 +1898,33 @@ export function BacktestPage() {
|
|||||||
initial={{ opacity: 0 }}
|
initial={{ opacity: 0 }}
|
||||||
animate={{ opacity: 1 }}
|
animate={{ opacity: 1 }}
|
||||||
exit={{ opacity: 0 }}
|
exit={{ opacity: 0 }}
|
||||||
|
className="space-y-6"
|
||||||
>
|
>
|
||||||
{equity && equity.length > 0 ? (
|
{/* Equity Chart */}
|
||||||
<BacktestChart equity={equity} trades={trades ?? []} />
|
<div>
|
||||||
) : (
|
<h4 className="text-sm font-medium mb-3" style={{ color: '#EAECEF' }}>
|
||||||
<div className="py-12 text-center" style={{ color: '#5E6673' }}>
|
{language === 'zh' ? '资金曲线' : 'Equity Curve'}
|
||||||
{tr('charts.equityEmpty')}
|
</h4>
|
||||||
|
{equity && equity.length > 0 ? (
|
||||||
|
<BacktestChart equity={equity} trades={trades ?? []} />
|
||||||
|
) : (
|
||||||
|
<div className="py-12 text-center" style={{ color: '#5E6673' }}>
|
||||||
|
{tr('charts.equityEmpty')}
|
||||||
|
</div>
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
|
||||||
|
{/* Candlestick Chart with Trade Markers */}
|
||||||
|
{selectedRunId && trades && trades.length > 0 && (
|
||||||
|
<div>
|
||||||
|
<h4 className="text-sm font-medium mb-3" style={{ color: '#EAECEF' }}>
|
||||||
|
{language === 'zh' ? 'K线图 & 交易标记' : 'Candlestick & Trade Markers'}
|
||||||
|
</h4>
|
||||||
|
<CandlestickChartComponent
|
||||||
|
runId={selectedRunId}
|
||||||
|
trades={trades}
|
||||||
|
language={language}
|
||||||
|
/>
|
||||||
</div>
|
</div>
|
||||||
)}
|
)}
|
||||||
</motion.div>
|
</motion.div>
|
||||||
|
|||||||
@@ -20,6 +20,7 @@ import type {
|
|||||||
BacktestTradeEvent,
|
BacktestTradeEvent,
|
||||||
BacktestMetrics,
|
BacktestMetrics,
|
||||||
BacktestRunMetadata,
|
BacktestRunMetadata,
|
||||||
|
BacktestKlinesResponse,
|
||||||
Strategy,
|
Strategy,
|
||||||
StrategyConfig,
|
StrategyConfig,
|
||||||
DebateSession,
|
DebateSession,
|
||||||
@@ -580,6 +581,19 @@ export const api = {
|
|||||||
return handleJSONResponse<BacktestMetrics>(res)
|
return handleJSONResponse<BacktestMetrics>(res)
|
||||||
},
|
},
|
||||||
|
|
||||||
|
async getBacktestKlines(
|
||||||
|
runId: string,
|
||||||
|
symbol: string,
|
||||||
|
timeframe?: string
|
||||||
|
): Promise<BacktestKlinesResponse> {
|
||||||
|
const query = new URLSearchParams({ run_id: runId, symbol })
|
||||||
|
if (timeframe) query.set('timeframe', timeframe)
|
||||||
|
const res = await fetch(`${API_BASE}/backtest/klines?${query}`, {
|
||||||
|
headers: getAuthHeaders(),
|
||||||
|
})
|
||||||
|
return handleJSONResponse<BacktestKlinesResponse>(res)
|
||||||
|
},
|
||||||
|
|
||||||
async getBacktestTrace(
|
async getBacktestTrace(
|
||||||
runId: string,
|
runId: string,
|
||||||
cycle?: number
|
cycle?: number
|
||||||
|
|||||||
@@ -281,6 +281,19 @@ export interface BacktestRunsResponse {
|
|||||||
items: BacktestRunMetadata[];
|
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 {
|
export interface BacktestStatusPayload {
|
||||||
run_id: string;
|
run_id: string;
|
||||||
state: string;
|
state: string;
|
||||||
@@ -291,6 +304,7 @@ export interface BacktestStatusPayload {
|
|||||||
equity: number;
|
equity: number;
|
||||||
unrealized_pnl: number;
|
unrealized_pnl: number;
|
||||||
realized_pnl: number;
|
realized_pnl: number;
|
||||||
|
positions?: BacktestPositionStatus[];
|
||||||
note?: string;
|
note?: string;
|
||||||
last_error?: string;
|
last_error?: string;
|
||||||
last_updated_iso: string;
|
last_updated_iso: string;
|
||||||
@@ -352,6 +366,7 @@ export interface BacktestMetrics {
|
|||||||
export interface BacktestStartConfig {
|
export interface BacktestStartConfig {
|
||||||
run_id?: string;
|
run_id?: string;
|
||||||
ai_model_id?: string;
|
ai_model_id?: string;
|
||||||
|
strategy_id?: string; // Optional: use saved strategy from Strategy Studio
|
||||||
symbols: string[];
|
symbols: string[];
|
||||||
timeframes: string[];
|
timeframes: string[];
|
||||||
decision_timeframe: 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
|
// Strategy Studio Types
|
||||||
export interface Strategy {
|
export interface Strategy {
|
||||||
id: string;
|
id: string;
|
||||||
|
|||||||
Reference in New Issue
Block a user