fix(backtest): 结果页指标全显"—" + 任务重启后404

两个根因:

1. relative_metrics 缺字段(routes.py): get_result 的 relative_fields 列表
   漏了 total_return/annual_return/sharpe_ratio/max_drawdown 4 个字段, 导致
   这 4 个指标永远进不了响应 → 前端 MetricCards 显"—"。补全为 11 字段。

2. 任务 task_id 不持久(runner/cta_engine): submit_cta 用 cta_{symbol}_{id(params)}
   (内存地址) 作 runner id, 而 run_cta_backtest 内部另生成 cta_{uuid} 存 DB,
   两者持久层不相交 → 重启后 pool 内存映射丢失, get_result(runner_id) 的
   load_result_by_task_id 查不到 → /result 404 → 前端指标全 0 + 图表无数据。
   改为 submit 前置生成稳定 uuid, 透传给 run_cta_backtest 复用, 使
   runner-id == DB task_id (单一 id, 重启可查)。

附: Dashboard 最近任务"策略/因子"列 min-width 150→190(长策略名不再截断)
测试: test_runner task_id 断言同步新格式
This commit is contained in:
2026-07-11 22:10:48 +08:00
parent 41a788c431
commit 59da65b839
5 changed files with 21 additions and 11 deletions
+1 -1
View File
@@ -108,7 +108,7 @@ function statusLabel(s: string): string {
<el-table-column label="类型" width="84">
<template #default="{ row }"><span class="chip" :class="`chip-${row.type}`">{{ typeLabel(row.type) }}</span></template>
</el-table-column>
<el-table-column prop="strategy" label="策略 / 因子" min-width="150" show-overflow-tooltip />
<el-table-column prop="strategy" label="策略 / 因子" min-width="190" show-overflow-tooltip />
<el-table-column prop="symbol" label="标的" width="90" />
<el-table-column label="状态" width="84">
<template #default="{ row }"><span class="chip" :class="`st-${row.status}`">{{ statusLabel(row.status) }}</span></template>
+2 -1
View File
@@ -139,8 +139,9 @@ def get_result(task_id: str):
# Extract relative metrics from statistics
relative_metrics = {}
relative_fields = [
"total_return", "annual_return", "sharpe_ratio", "max_drawdown",
"alpha", "beta", "sortino_ratio", "information_ratio",
"annual_volatility", "benchmark_return", "benchmark_volatility"
"annual_volatility", "benchmark_return", "benchmark_volatility",
]
for field in relative_fields:
if field in r.statistics:
+7 -3
View File
@@ -48,7 +48,7 @@ def guess_exchange(symbol: str) -> Exchange:
return Exchange("SSE")
def run_cta_backtest(strategy_class, symbol: str, params: dict, start: str, end: str, cfg, db_path: str, benchmark: str = "hs300") -> BacktestResult:
def run_cta_backtest(strategy_class, symbol: str, params: dict, start: str, end: str, cfg, db_path: str, benchmark: str = "hs300", task_id: str | None = None) -> BacktestResult:
"""
Run CTA strategy backtest using vnpy_ctastrategy BacktestingEngine.
@@ -60,12 +60,16 @@ def run_cta_backtest(strategy_class, symbol: str, params: dict, start: str, end:
end: Backtest end date (YYYY-MM-DD format)
cfg: Configuration object (may contain data paths)
db_path: SQLite database path for saving results
benchmark: Benchmark code (hs300/zz500)
task_id: Optional task ID from runner (reused as the persisted task_id so
runner-id == DB task_id; if omitted a fresh uuid is generated).
Returns:
BacktestResult: Result object with backtest statistics and status
"""
# Generate unique task ID
task_id = f"cta_{uuid.uuid4().hex[:8]}"
# Use runner-provided task_id (durable, single id across pool/DB/URL) or generate
if not task_id:
task_id = f"cta_{uuid.uuid4().hex[:8]}"
try:
# Lazy import of BacktestingEngine (local env may not have vnpy_ctastrategy)
+7 -4
View File
@@ -3,6 +3,7 @@ Orchestrator for task coordination and execution
Manages backtesting tasks with lazy imports
"""
import asyncio
import uuid
from concurrent.futures import Future
from .pool import TaskPool
from .task import TaskState
@@ -32,7 +33,9 @@ class Orchestrator:
async def submit_cta(self, strategy_class, symbol: str, params: dict,
start: str, end: str, cfg, benchmark: str = "hs300") -> str:
"""Submit a CTA backtesting task asynchronously"""
task_id = f"cta_{symbol}_{id(params)}"
# Stable uuid up front → reused as the persisted DB task_id, so runner-id ==
# DB task_id (durable across restarts; previously used id(params) memory addr).
task_id = f"cta_{uuid.uuid4().hex[:8]}"
self.pool.submit(task_id, "cta")
self._pending[task_id] = dict(
strategy_class=strategy_class,
@@ -48,7 +51,7 @@ class Orchestrator:
spec = self._pending[task_id]
fut: Future = self.pool.submit_work(
task_id, _cta_worker, spec["strategy_class"], spec["symbol"],
spec["params"], spec["start"], spec["end"], spec["cfg"], spec["benchmark"], self.db_path
spec["params"], spec["start"], spec["end"], spec["cfg"], spec["benchmark"], self.db_path, task_id
)
task = self.pool.get_task(task_id)
@@ -165,10 +168,10 @@ class Orchestrator:
# Module-level worker functions (must be top-level for ProcessPoolExecutor pickle)
def _cta_worker(strategy_class, symbol: str, params: dict, start: str, end: str, cfg, benchmark: str, db_path: str) -> any:
def _cta_worker(strategy_class, symbol: str, params: dict, start: str, end: str, cfg, benchmark: str, db_path: str, task_id: str) -> any:
"""Worker for CTA backtest (lazy import, spawn-friendly)"""
from sanguo_backtest.cta_engine import run_cta_backtest
return run_cta_backtest(strategy_class, symbol, params, start, end, cfg, db_path, benchmark=benchmark)
return run_cta_backtest(strategy_class, symbol, params, start, end, cfg, db_path, benchmark=benchmark, task_id=task_id)
def _opt_worker(strategy_class, symbol: str, grid: dict, start: str, end: str, cfg, db_path: str) -> any:
+4 -2
View File
@@ -52,7 +52,9 @@ class TestOrchestrator:
assert orchestrator._pending[task_id]["end"] == end
assert orchestrator._pending[task_id]["cfg"] == cfg
assert task_id.startswith("cta_AAPL_")
# Durable uuid format: cta_<8hex> (reused as persisted DB task_id)
assert task_id.startswith("cta_")
assert task_id != "cta_AAPL_" and len(task_id) == len("cta_") + 8
@patch('sanguo_orchestrator.runner.TaskPool')
def test_get_status(self, mock_pool_class):
@@ -144,7 +146,7 @@ class TestOrchestratorAsync:
Mock(), "600000", {}, "2024-01-01", "2024-06-30", cfg=Mock()
)
assert task_id.startswith("cta_600000")
assert task_id.startswith("cta_") and len(task_id) == len("cta_") + 8
orchestrator.pool.executor.submit.assert_called_once()
@pytest.mark.asyncio