feat(api): 回测结果API加relative_metrics+基准曲线/风险序列/持仓/日志4端点

sanguo_api/routes.py

@@ -62,6 +62,10 @@ def login(req: LoginRequest):
 @router.post("/backtest/cta", dependencies=[Depends(verify_token)])
 async def submit_cta(req: CtaBacktestRequest):
     """Submit CTA backtest task"""
+    # Validate benchmark parameter
+    if req.benchmark not in ("hs300", "zz500"):
+        raise HTTPException(status_code=422, detail=f"Invalid benchmark: {req.benchmark}. Must be 'hs300' or 'zz500'")
+
     cls = get_strategy_class(req.strategy)
     if cls is None:
         raise HTTPException(status_code=400, detail=f"未知策略: {req.strategy}")
@@ -130,9 +134,21 @@ def get_result(task_id: str):
     r = get_orchestrator().get_result(task_id)
     if r is None:
         raise HTTPException(status_code=404, detail="result not ready")
+
+    # Extract relative metrics from statistics
+    relative_metrics = {}
+    relative_fields = [
+        "alpha", "beta", "sortino_ratio", "information_ratio",
+        "annual_volatility", "benchmark_return", "benchmark_volatility"
+    ]
+    for field in relative_fields:
+        if field in r.statistics:
+            relative_metrics[field] = r.statistics[field]
+
     return {
         "task_id": task_id,
         "statistics": r.statistics,
+        "relative_metrics": relative_metrics,
         "symbol": r.symbol,
         "start": r.start,
         "end": r.end,
@@ -306,4 +322,103 @@ def optimization_results(task_id: str):
             "params": getattr(r, "params", {}),
             "statistics": getattr(r, "statistics", {}),
         })
-    return {"task_id": task_id, "results": rows}
+    return {"task_id": task_id, "results": rows}
+
+
+# ===== Task 4: Backtest result API extensions =====
+
+def _get_metrics_file_path(task_id: str) -> str | None:
+    """Get the metrics file path for a task_id from orchestrator config."""
+    orch = get_orchestrator()
+    if hasattr(orch, 'db_path') and orch.db_path:
+        file_dir = os.path.dirname(os.path.abspath(orch.db_path))
+        metrics_file = os.path.join(file_dir, f"{task_id}_metrics.json")
+        if os.path.exists(metrics_file):
+            return metrics_file
+    return None
+
+
+@router.get("/task/{task_id}/benchmark-curve", dependencies=[Depends(verify_token)])
+def benchmark_curve(task_id: str):
+    """Get benchmark curve data (strategy vs benchmark)."""
+    metrics_file = _get_metrics_file_path(task_id)
+    if not metrics_file:
+        raise HTTPException(status_code=404, detail="metrics file not found")
+
+    import json
+    with open(metrics_file, 'r') as f:
+        data = json.load(f)
+
+    series = data.get("series", {})
+    equity_curve = series.get("equity_curve", {})
+    benchmark_curve = series.get("benchmark_curve", {})
+
+    return {
+        "dates": equity_curve.get("dates", []),
+        "strategy": equity_curve.get("values", []),
+        "benchmark": benchmark_curve.get("values", [])
+    }
+
+
+@router.get("/task/{task_id}/risk-series", dependencies=[Depends(verify_token)])
+def risk_series(task_id: str):
+    """Get risk series data (alpha, beta, drawdown)."""
+    metrics_file = _get_metrics_file_path(task_id)
+    if not metrics_file:
+        raise HTTPException(status_code=404, detail="metrics file not found")
+
+    import json
+    with open(metrics_file, 'r') as f:
+        data = json.load(f)
+
+    series = data.get("series", {})
+    alpha = series.get("alpha", {})
+    beta = series.get("beta", {})
+    drawdown = series.get("drawdown", {})
+
+    return {
+        "dates": alpha.get("dates", []),
+        "alpha": alpha.get("values", []),
+        "beta": beta.get("values", []),
+        "drawdown": drawdown.get("values", [])
+    }
+
+
+@router.get("/task/{task_id}/daily-holdings", dependencies=[Depends(verify_token)])
+def daily_holdings(task_id: str):
+    """Get daily holdings data from equity curve."""
+    r = get_orchestrator().get_result(task_id)
+    if r is None:
+        raise HTTPException(status_code=404, detail="result not ready")
+
+    ec = r.equity_curve
+    if ec is None or (hasattr(ec, "empty") and ec.empty):
+        return {"task_id": task_id, "daily_holdings": []}
+
+    # Return balance and return data as holdings
+    holdings = []
+    for _, row in ec.iterrows():
+        holding = {"date": str(row.get("date", ""))}
+        if "balance" in row:
+            holding["balance"] = float(row["balance"])
+        if "return" in row:
+            holding["return"] = float(row["return"])
+        holdings.append(holding)
+
+    return {"task_id": task_id, "daily_holdings": holdings}
+
+
+@router.get("/task/{task_id}/log", dependencies=[Depends(verify_token)])
+def log_endpoint(task_id: str):
+    """Get backtest log text."""
+    orch = get_orchestrator()
+    if hasattr(orch, 'db_path') and orch.db_path:
+        file_dir = os.path.dirname(os.path.abspath(orch.db_path))
+        log_file = os.path.join(file_dir, f"{task_id}.log")
+        if os.path.exists(log_file):
+            with open(log_file, 'r') as f:
+                log_content = f.read()
+            return {"task_id": task_id, "log": log_content}
+
+    # Return empty log if file doesn't exist
+    return {"task_id": task_id, "log": ""}

sanguo_api/schemas.py

@@ -11,6 +11,7 @@ class CtaBacktestRequest(BaseModel):
     params: dict = {}
     start: str
     end: str
+    benchmark: str = "hs300"
 
 
 class OptimizeRequest(BaseModel):