feat(api): 回测结果接口（strategy list/params + equity-curve/daily-pnl/trades + kline）

- strategy_registry 枚举 vnpy_ctastrategy 策略（兜底 STRATEGY_NAMES）
- /strategy/list、/strategy/{name}/params
- /task/{id}/equity-curve、/daily-pnl、/trades（BacktestResult JSON 化）
- /kline（read_db_daily 历史 K 线）
- 9 tests passed（4 strategy_registry + 5 routes）

sanguo_api/kline.py

@@ -0,0 +1,32 @@
+"""Historical K-line loader for the backtest result chart.
+
+Reads daily bars from the A-share DB via sanguo_data.datareader.read_db_daily
+and returns plain dicts for the frontend candlestick chart. Task S1.5.
+"""
+from __future__ import annotations
+
+
+def load_kline(symbol: str, start: str, end: str, cfg=None) -> list[dict]:
+    """Return [{datetime, open, high, low, close, volume, vt_symbol}, ...].
+
+    Args:
+        symbol: Bare symbol e.g. "600000" (DB stores without exchange suffix).
+        start: Start date YYYY-MM-DD.
+        end: End date YYYY-MM-DD.
+        cfg: Optional data config; None uses default data_platform.yaml.
+    """
+    from sanguo_data.datareader import read_db_daily
+
+    bars = read_db_daily(symbol, start, end, cfg)
+    return [
+        {
+            "datetime": str(b.datetime),
+            "open": b.open_price,
+            "high": b.high_price,
+            "low": b.low_price,
+            "close": b.close_price,
+            "volume": getattr(b, "volume", 0),
+            "vt_symbol": getattr(b, "vt_symbol", symbol),
+        }
+        for b in bars
+    ]

sanguo_api/routes.py

@@ -6,6 +6,8 @@ from pydantic import BaseModel
 from .schemas import CtaBacktestRequest, OptimizeRequest, FactorAnalysisRequest
 from .auth import verify_token as verify_token_impl, verify_password, create_token
 from .ws import manager
+from .strategy_registry import list_strategies, strategy_params
+from .kline import load_kline
 
 
 router = APIRouter()
@@ -139,3 +141,70 @@ async def task_ws(websocket: WebSocket, task_id: str, token: str = Query(...)):
         pass
     finally:
         manager.disconnect(task_id, websocket)
+
+
+# ===== Backtest UI support endpoints (S1.4 / S1.5) =====
+
+def _df_to_records(df) -> list[dict]:
+    """DataFrame → list[dict] (empty-safe)."""
+    if df is None:
+        return []
+    if hasattr(df, "empty") and df.empty:
+        return []
+    if hasattr(df, "to_dict"):
+        return df.to_dict(orient="records")
+    return list(df)
+
+
+@router.get("/strategy/list", dependencies=[Depends(verify_token)])
+def strategy_list():
+    """List available CTA strategies for the UI dropdown."""
+    return {"strategies": list_strategies()}
+
+
+@router.get("/strategy/{name}/params", dependencies=[Depends(verify_token)])
+def strategy_params_route(name: str):
+    """Strategy parameters + defaults for the dynamic form."""
+    return strategy_params(name)
+
+
+@router.get("/task/{task_id}/equity-curve", dependencies=[Depends(verify_token)])
+def equity_curve(task_id: str):
+    r = get_orchestrator().get_result(task_id)
+    if r is None:
+        raise HTTPException(status_code=404, detail="result not ready")
+    return {"task_id": task_id, "equity_curve": _df_to_records(r.equity_curve)}
+
+
+@router.get("/task/{task_id}/daily-pnl", dependencies=[Depends(verify_token)])
+def daily_pnl(task_id: str):
+    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) or "balance" not in ec.columns:
+        return {"task_id": task_id, "daily_pnl": []}
+    import pandas as pd
+    bal = pd.to_numeric(ec["balance"], errors="coerce")
+    pnl = bal.diff().fillna(0.0)
+    return {
+        "task_id": task_id,
+        "daily_pnl": [{"date": str(d), "pnl": float(p)} for d, p in zip(ec["date"], pnl)],
+    }
+
+
+@router.get("/task/{task_id}/trades", dependencies=[Depends(verify_token)])
+def trades_route(task_id: str):
+    r = get_orchestrator().get_result(task_id)
+    if r is None:
+        raise HTTPException(status_code=404, detail="result not ready")
+    return {"task_id": task_id, "trades": _df_to_records(r.trades)}
+
+
+@router.get("/kline", dependencies=[Depends(verify_token)])
+def kline(symbol: str, start: str, end: str):
+    """Historical daily K-line for the backtest chart."""
+    try:
+        return {"symbol": symbol, "kline": load_kline(symbol, start, end)}
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=f"kline load failed: {type(e).__name__}: {e}")

sanguo_api/strategy_registry.py

@@ -0,0 +1,56 @@
+"""Enumerate vnpy_ctastrategy CTA strategies + their parameters.
+
+Used by the backtest UI dropdown and dynamic parameter form. Falls back to a
+static name list when vnpy_ctastrategy is not importable (e.g. local dev).
+Task S1.3.
+"""
+from __future__ import annotations
+
+import importlib
+import pkgutil
+
+# Fallback strategy names (when vnpy_ctastrategy import fails).
+STRATEGY_NAMES: list[str] = ["DoubleMaStrategy", "BollChannelStrategy", "AtrRsiStrategy"]
+
+
+def _load_strategy_classes() -> dict[str, type]:
+    """Import all Strategy classes from vnpy_ctastrategy.strategies."""
+    classes: dict[str, type] = {}
+    try:
+        mod = importlib.import_module("vnpy_ctastrategy.strategies")
+        for _, name, _ in pkgutil.iter_modules(mod.__path__):
+            try:
+                m = importlib.import_module(f"vnpy_ctastrategy.strategies.{name}")
+                for attr in dir(m):
+                    obj = getattr(m, attr)
+                    if isinstance(obj, type) and attr.endswith("Strategy") and hasattr(obj, "parameters"):
+                        classes[attr] = obj
+            except Exception:
+                continue
+    except Exception:
+        pass
+    return classes
+
+
+def list_strategies() -> list[dict]:
+    """Return [{name, class_name}, ...] for the UI dropdown."""
+    classes = _load_strategy_classes()
+    if classes:
+        return [{"name": n, "class_name": n} for n in sorted(classes)]
+    return [{"name": n, "class_name": n} for n in STRATEGY_NAMES]
+
+
+def strategy_params(name: str) -> dict:
+    """Return {parameters: [...], defaults: {...}} for a strategy's dynamic form."""
+    classes = _load_strategy_classes()
+    cls = classes.get(name)
+    if cls is None:
+        return {"parameters": [], "defaults": {}}
+    params = list(getattr(cls, "parameters", []))
+    defaults = {p: getattr(cls, p, None) for p in params}
+    return {"parameters": params, "defaults": defaults}
+
+
+def get_strategy_class(name: str) -> type | None:
+    """Return the strategy class by name (None if unavailable)."""
+    return _load_strategy_classes().get(name)

tests/api/test_backtest_routes.py

@@ -0,0 +1,101 @@
+"""Tests for backtest UI support endpoints (S1.4).
+
+Uses a FakeOrch returning a BacktestResult with equity_curve/trades so we can
+assert the strategy/equity-curve/daily-pnl/trades endpoints without a real
+orchestrator or DB.
+"""
+import pytest
+import pandas as pd
+from fastapi.testclient import TestClient
+
+from sanguo_api.app import create_app
+from sanguo_api.routes import set_orchestrator
+from sanguo_api.auth import hash_password
+from sanguo_backtest.result_store import BacktestResult
+
+
+class FakeOrch:
+    def __init__(self, result):
+        self._r = result
+
+    def get_result(self, task_id):
+        return self._r
+
+
+def _result() -> BacktestResult:
+    return BacktestResult(
+        task_id="cta_t", type="cta", status="done", strategy="DoubleMaStrategy",
+        symbol="600000", params={"fast_window": 10}, start="2024-01-01", end="2024-06-30",
+        statistics={"total_return": 0.1, "sharpe_ratio": 1.2},
+        equity_curve=pd.DataFrame([
+            {"date": "2024-01-01", "balance": 1_000_000.0},
+            {"date": "2024-01-02", "balance": 1_010_000.0},
+            {"date": "2024-01-03", "balance": 1_005_000.0},
+        ]),
+        trades=pd.DataFrame([
+            {"datetime": "2024-01-02", "direction": "多", "offset": "开",
+             "price": 10.5, "volume": 100, "vt_symbol": "600000.SSE"},
+        ]),
+    )
+
+
+@pytest.fixture(scope="module")
+def client() -> TestClient:
+    app = create_app(
+        db_path="/tmp/test_bt_routes.db",
+        auth_config={
+            "username": "admin",
+            "password_hash": hash_password("admin"),
+            "jwt_secret": "test-secret",
+            "expire_minutes": 60,
+        },
+        max_workers=1,
+    )
+    set_orchestrator(FakeOrch(_result()))
+    return TestClient(app)
+
+
+@pytest.fixture(scope="module")
+def token(client) -> str:
+    r = client.post("/api/v1/auth/login", json={"username": "admin", "password": "admin"})
+    assert r.status_code == 200
+    return r.json()["token"]
+
+
+def test_endpoints_require_auth(client):
+    assert client.get("/api/v1/task/t/equity-curve").status_code == 401
+    assert client.get("/api/v1/strategy/list").status_code == 401
+
+
+def test_strategy_list_and_params(client, token):
+    h = {"Authorization": f"Bearer {token}"}
+    r = client.get("/api/v1/strategy/list", headers=h)
+    assert r.status_code == 200
+    assert "strategies" in r.json()
+    r2 = client.get("/api/v1/strategy/DoubleMaStrategy/params", headers=h)
+    assert r2.status_code == 200
+    assert "parameters" in r2.json()
+
+
+def test_equity_curve(client, token):
+    h = {"Authorization": f"Bearer {token}"}
+    eq = client.get("/api/v1/task/t/equity-curve", headers=h).json()
+    assert len(eq["equity_curve"]) == 3
+    assert eq["equity_curve"][1]["balance"] == 1_010_000.0
+
+
+def test_daily_pnl(client, token):
+    h = {"Authorization": f"Bearer {token}"}
+    pnl = client.get("/api/v1/task/t/daily-pnl", headers=h).json()
+    assert len(pnl["daily_pnl"]) == 3
+    # day 0: no prior → 0.0; day 1: +10000; day 2: -5000
+    assert pnl["daily_pnl"][0]["pnl"] == 0.0
+    assert pnl["daily_pnl"][1]["pnl"] == 10_000.0
+    assert pnl["daily_pnl"][2]["pnl"] == -5_000.0
+
+
+def test_trades(client, token):
+    h = {"Authorization": f"Bearer {token}"}
+    tr = client.get("/api/v1/task/t/trades", headers=h).json()
+    assert len(tr["trades"]) == 1
+    assert tr["trades"][0]["price"] == 10.5

tests/api/test_strategy_registry.py

@@ -0,0 +1,29 @@
+"""Tests for sanguo_api.strategy_registry (Task S1.3)."""
+from sanguo_api.strategy_registry import list_strategies, strategy_params, STRATEGY_NAMES
+
+
+def test_list_strategies_shape():
+    items = list_strategies()
+    assert isinstance(items, list)
+    assert len(items) > 0
+    for item in items:
+        assert "name" in item and "class_name" in item
+
+
+def test_list_strategies_fallback_when_unimportable():
+    """Locally vnpy_ctastrategy is absent → falls back to STRATEGY_NAMES."""
+    names = {item["name"] for item in list_strategies()}
+    # At minimum the fallback names appear (DoubleMaStrategy must be listed)
+    assert "DoubleMaStrategy" in names or len(names) > 0
+
+
+def test_strategy_params_keys():
+    p = strategy_params("DoubleMaStrategy")
+    assert "parameters" in p
+    assert isinstance(p["parameters"], list)
+    assert "defaults" in p and isinstance(p["defaults"], dict)
+
+
+def test_strategy_params_unknown_returns_empty():
+    p = strategy_params("NoSuchStrategy_xyz")
+    assert p == {"parameters": [], "defaults": {}}