From 4ad505434b86e8c78e8e7cd6df3788dba667ef62 Mon Sep 17 00:00:00 2001
From: claude_dev <claude-dev@sanguo.local>
Date: Wed, 12 Aug 2026 23:56:14 +0800
Subject: [PATCH] =?UTF-8?q?feat(backtest):=20=E4=B8=AA=E8=82=A1=E5=9B=9E?=
 =?UTF-8?q?=E6=B5=8B=E6=8E=A5=E5=85=A5=E8=B4=B9=E7=94=A8(cfg=E9=80=9A?=
 =?UTF-8?q?=E9=81=93)+slippage+benchmark=E6=94=BE=E5=AE=BD=E8=87=B34?=
 =?UTF-8?q?=E5=9F=BA=E5=87=86=20[vps]?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
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---
 sanguo_api/routes.py              | 21 ++++++++++++++----
 sanguo_api/schemas.py             |  1 +
 sanguo_backtest/cta_engine.py     | 10 +++++++++
 tests/api/test_submit_cta_fees.py | 36 +++++++++++++++++++++++++++++++
 4 files changed, 64 insertions(+), 4 deletions(-)
 create mode 100644 tests/api/test_submit_cta_fees.py

diff --git a/sanguo_api/routes.py b/sanguo_api/routes.py
index b508749..06ad2c7 100644
--- a/sanguo_api/routes.py
+++ b/sanguo_api/routes.py
@@ -59,12 +59,25 @@ def login(req: LoginRequest):
     return {"token": create_token(req.username)}
 
 
+_BENCHMARKS = ("hs300", "zz500", "zz1000", "zz2000")
+
+
+def _build_fee_cfg(req: CtaBacktestRequest) -> dict:
+    """前端费用参数打包成 cfg，走现有 cfg 通道注入 AShareBacktestingEngine。"""
+    return {
+        "commission_rate": req.commission_rate,
+        "min_commission": req.min_commission,
+        "stamp_duty_rate": req.stamp_duty_rate,
+        "transfer_fee_rate": req.transfer_fee_rate,
+        "slippage": req.slippage,
+    }
+
+
 @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'")
+    if req.benchmark not in _BENCHMARKS:
+        raise HTTPException(status_code=422, detail=f"Invalid benchmark: {req.benchmark}. Must be one of {_BENCHMARKS}")
 
     cls = get_strategy_class(req.strategy)
     if cls is None:
@@ -75,7 +88,7 @@ async def submit_cta(req: CtaBacktestRequest):
         params=req.params,
         start=req.start,
         end=req.end,
-        cfg=None,
+        cfg=_build_fee_cfg(req),
         benchmark=req.benchmark,
         capital=req.capital,
         position_pct=req.position_pct,
diff --git a/sanguo_api/schemas.py b/sanguo_api/schemas.py
index ad7941a..587b39b 100644
--- a/sanguo_api/schemas.py
+++ b/sanguo_api/schemas.py
@@ -21,6 +21,7 @@ class CtaBacktestRequest(BaseModel):
     min_commission: float = 5.0  # 最低 5 元
     stamp_duty_rate: float = 0.0005  # 卖方 0.05%
     transfer_fee_rate: float = 0.00001  # 沪市 0.001%
+    slippage: float = 0.0  # 滑点（比率，万10=0.001）；0=不加滑点
 
 
 class OptimizeRequest(BaseModel):
diff --git a/sanguo_backtest/cta_engine.py b/sanguo_backtest/cta_engine.py
index 31904d6..3f71248 100644
--- a/sanguo_backtest/cta_engine.py
+++ b/sanguo_backtest/cta_engine.py
@@ -180,6 +180,14 @@ def run_cta_backtest(
         # 一致，走 vnpy 原生 load_data。
         engine.raw_interval = interval
 
+        # 前端透传费用（cfg 通道：routes.submit_cta _build_fee_cfg 打包；None/非 dict→用函数默认值）
+        if cfg and isinstance(cfg, dict):
+            commission_rate = float(cfg.get("commission_rate", commission_rate))
+            min_commission = float(cfg.get("min_commission", min_commission))
+            stamp_duty_rate = float(cfg.get("stamp_duty_rate", stamp_duty_rate))
+            transfer_fee_rate = float(cfg.get("transfer_fee_rate", transfer_fee_rate))
+        _slippage = float(cfg.get("slippage", 0.0)) if (cfg and isinstance(cfg, dict)) else 0.0
+
         # A 股适配参数（定寸 + 费用）
         engine.position_pct = position_pct
         engine.commission_rate = commission_rate
@@ -187,6 +195,8 @@ def run_cta_backtest(
         engine.stamp_duty_rate = stamp_duty_rate
         engine.transfer_fee_rate = transfer_fee_rate
         engine.is_sse = (_exchange.value == "SSE")
+        if _slippage:
+            engine.slippage = _slippage  # 覆盖 set_parameters 的 slippage=0
 
         # Add strategy
         engine.add_strategy(strategy_class, params)
diff --git a/tests/api/test_submit_cta_fees.py b/tests/api/test_submit_cta_fees.py
new file mode 100644
index 0000000..6a2bac0
--- /dev/null
+++ b/tests/api/test_submit_cta_fees.py
@@ -0,0 +1,36 @@
+"""Tests for 个股回测费用接入 + benchmark 放宽 (Task D).
+
+schema 层本地可跑(pydantic)；_build_fee_cfg 走 routes→auth→jwt，需 NAS docker 或齐后端 venv。
+"""
+from sanguo_api.schemas import CtaBacktestRequest
+
+
+def test_slippage_field_present():
+    req = CtaBacktestRequest(
+        symbol="600519.SH", strategy="DoubleMaStrategy", start="2024-01-02", end="2024-06-28",
+        slippage=0.001,
+    )
+    assert req.slippage == 0.001
+    assert req.commission_rate == 0.00025  # 默认仍在
+
+
+def test_benchmark_accepts_four_values():
+    for b in ("hs300", "zz500", "zz1000", "zz2000"):
+        req = CtaBacktestRequest(
+            symbol="600519.SH", strategy="DoubleMaStrategy",
+            start="2024-01-02", end="2024-06-28", benchmark=b,
+        )
+        assert req.benchmark == b
+
+
+def test_build_fee_cfg_carries_all_fields():
+    from sanguo_api.routes import _build_fee_cfg
+    req = CtaBacktestRequest(
+        symbol="600519.SH", strategy="DoubleMaStrategy", start="2024-01-02", end="2024-06-28",
+        commission_rate=0.0003, stamp_duty_rate=0.001, slippage=0.001,
+    )
+    cfg = _build_fee_cfg(req)
+    assert cfg["commission_rate"] == 0.0003
+    assert cfg["stamp_duty_rate"] == 0.001
+    assert cfg["slippage"] == 0.001
+    assert "min_commission" in cfg and "transfer_fee_rate" in cfg