feat(portfolio): 组合回测结果增强: 基准对比曲线(对齐交易日+归一化)+回撤序列+扩展指标(波动/Sortino/Calmar/超额/Alpha/Beta), worker与API透传, 结果页净值对比+回撤图 [vps]

2026-08-13 18:22:10 +08:00
parent c41fd862ea
commit 08aec403f7
6 changed files with 291 additions and 10 deletions
@@ -104,6 +104,8 @@ def get_portfolio_result(task_id: str):
        "equity_curve": _df_to_records(r.equity_curve),
        "trades": _df_to_records(r.trades),
        "stocks_selected": stocks_selected,
+        "benchmark_curve": stats.get("benchmark_curve", []),
+        "drawdown_curve": stats.get("drawdown_curve", []),
    }