feat(portfolio): 组合回测加持仓变化图(daily_positions每日聚合count/value经worker/routes透传,柱=持仓数线=市值)+超额收益曲线(策略/基准净值-1,聚宽标配,前端算);2测试 [vps]

frontend/src/api/portfolio.ts

@@ -71,6 +71,12 @@ export interface DrawdownPoint {
   drawdown: number
 }
 
+export interface HoldingsPoint {
+  date: string
+  count: number
+  value: number
+}
+
 export interface PortfolioBacktestResult {
   strategy: string
   period: { start: string; end: string; trading_days: number }
@@ -80,6 +86,7 @@ export interface PortfolioBacktestResult {
   metrics: PortfolioMetrics
   benchmark_curve?: BenchmarkPoint[]
   drawdown_curve?: DrawdownPoint[]
+  holdings_curve?: HoldingsPoint[]
   raw_summary?: Record<string, unknown>
 }
 

frontend/src/views/backtest/PortfolioBacktest.vue

@@ -15,6 +15,7 @@ import {
   type PortfolioMetrics,
   type BenchmarkPoint,
   type DrawdownPoint,
+  type HoldingsPoint,
 } from '@/api/portfolio'
 
 // 两态:表单(发起) / 查看(route.query.task_id 历史结果)。任务跟踪统一在「历史任务」页(任务中心)。
@@ -25,6 +26,7 @@ const result = ref<PortfolioBacktestResult | null>(null)
 const equityCurve = ref<EquityPoint[]>([])
 const benchmarkCurve = ref<BenchmarkPoint[]>([])
 const drawdownCurve = ref<DrawdownPoint[]>([])
+const holdingsCurve = ref<HoldingsPoint[]>([])
 const stocks = ref<StockPicked[]>([])
 const trades = ref<PortfolioTrade[]>([])
 const metrics = ref<PortfolioMetrics | null>(null)
@@ -199,6 +201,75 @@ function renderRolling(): void {
   setRollOption(option)
 }
 
+// 持仓变化图(聚宽「每日持仓」):柱=持仓标的数,线=持仓市值(仓位暴露)
+const holdEl = ref<HTMLDivElement>()
+const { setOption: setHoldOption } = useChart(holdEl)
+function renderHoldings(): void {
+  if (!holdingsCurve.value.length) return
+  const option: EChartsCoreOption = {
+    title: darkTitle('持仓变化'),
+    tooltip: { ...darkTooltip(), trigger: 'axis' },
+    legend: { ...darkAxis(), top: 4, right: 8, textStyle: { color: 'var(--text-3, #aaa)' } },
+    grid: darkGrid(),
+    xAxis: { type: 'category', data: holdingsCurve.value.map((p) => p.date), ...darkAxis() },
+    yAxis: [
+      { type: 'value', name: '持仓数', minInterval: 1, ...darkAxis() },
+      { type: 'value', name: '市值(元)', scale: true, ...darkAxis() },
+    ],
+    series: [
+      {
+        type: 'bar', name: '持仓标的数', yAxisIndex: 0,
+        itemStyle: { color: 'rgba(54, 207, 201, 0.55)' },
+        data: holdingsCurve.value.map((p) => p.count),
+      },
+      {
+        type: 'line', name: '持仓市值', smooth: true, showSymbol: false, yAxisIndex: 1,
+        lineStyle: { color: '#e0a458', width: 1.4 },
+        data: holdingsCurve.value.map((p) => Number((p.value ?? 0).toFixed(0))),
+      },
+    ],
+  }
+  setHoldOption(option)
+}
+
+// 超额收益曲线(聚宽标配):策略净值/基准净值 - 1,围绕 0 轴看相对强弱
+const excessEl = ref<HTMLDivElement>()
+const { setOption: setExcessOption } = useChart(excessEl)
+function renderExcess(): void {
+  const curve = equityCurve.value
+  if (curve.length < 2 || benchmarkCurve.value.length !== curve.length) return
+  const base = curve[0]?.equity || 1
+  const excess = curve.map((p, i) => {
+    const nav = p.equity / base
+    const bench = benchmarkCurve.value[i]?.benchmark ?? 1
+    return Number((((nav / bench) - 1) * 100).toFixed(2))
+  })
+  const option: EChartsCoreOption = {
+    title: darkTitle('超额收益(%)'),
+    tooltip: { ...darkTooltip(), trigger: 'axis' },
+    grid: darkGrid(),
+    xAxis: { type: 'category', data: curve.map((p) => p.date), ...darkAxis() },
+    yAxis: { type: 'value', name: '超额%', ...darkAxis() },
+    series: [
+      {
+        type: 'line', name: '超额收益', smooth: true, showSymbol: false,
+        lineStyle: { color: '#c23531', width: 1.4 },
+        areaStyle: {
+          color: '#c23531', opacity: 0.10,
+          origin: 'start',
+        },
+        markLine: {
+          silent: true, symbol: 'none',
+          lineStyle: { color: 'var(--text-3, #888)', type: 'dashed', width: 1 },
+          data: [{ yAxis: 0 }],
+        },
+        data: excess,
+      },
+    ],
+  }
+  setExcessOption(option)
+}
+
 // 月度收益热力图（前端从净值算：月末净值环比，首月为部分月）
 interface MonthlyTable {
   years: number[]
@@ -257,6 +328,7 @@ async function loadResult(tid: string): Promise<void> {
     equityCurve.value = r.equity_curve || []
     benchmarkCurve.value = r.benchmark_curve || []
     drawdownCurve.value = r.drawdown_curve || []
+    holdingsCurve.value = r.holdings_curve || []
     stocks.value = r.stocks_selected || []
     trades.value = r.trades || []
     metrics.value = r.metrics || null
@@ -265,6 +337,8 @@ async function loadResult(tid: string): Promise<void> {
     renderEquity()
     renderDrawdown()
     renderRolling()
+    renderHoldings()
+    renderExcess()
   } catch {
     ElMessage.error('加载结果失败')
   }
@@ -472,6 +546,16 @@ function fmtNum(v: number | null | undefined, digits = 2): string {
         <div ref="rollEl" class="chart-box dd-box" />
       </el-card>
 
+      <el-card v-if="result && holdingsCurve.length" class="blk" shadow="never">
+        <template #header><span class="section-title">持仓变化</span></template>
+        <div ref="holdEl" class="chart-box dd-box" />
+      </el-card>
+
+      <el-card v-if="result && benchmarkCurve.length === equityCurve.length && equityCurve.length" class="blk" shadow="never">
+        <template #header><span class="section-title">超额收益</span></template>
+        <div ref="excessEl" class="chart-box dd-box" />
+      </el-card>
+
       <el-card v-if="result" class="blk" shadow="never">
         <template #header><span class="section-title">选股名单(末日持仓)</span></template>
         <el-table :data="stocks" stripe size="small" empty-text="无持仓数据">

sanguo_api/routes_portfolio.py

@@ -106,6 +106,7 @@ def get_portfolio_result(task_id: str):
         "stocks_selected": stocks_selected,
         "benchmark_curve": stats.get("benchmark_curve", []),
         "drawdown_curve": stats.get("drawdown_curve", []),
+        "holdings_curve": stats.get("holdings_curve", []),
     }
 
 

sanguo_orchestrator/portfolio_worker.py

@@ -118,6 +118,7 @@ def run_portfolio_task(spec: dict) -> Any:
             "stocks_selected": data.get("stocks_selected", []),
             "benchmark_curve": data.get("benchmark_curve", []),
             "drawdown_curve": data.get("drawdown_curve", []),
+            "holdings_curve": data.get("holdings_curve", []),
             "period": period,
         },
         equity_curve=pd.DataFrame(equity_list) if equity_list else None,

sanguo_portfolio/runner_backtest.py

@@ -393,8 +393,9 @@ def run_backtest_json(params: Dict[str, Any]) -> Dict[str, Any]:
     drawdown_curve = _extract_drawdown(equity_curve)
     metrics.update(_compute_extended_metrics(equity_curve, benchmark_curve))
 
-    # 选股(末日持仓):daily_positions 最后一日
+    # 选股(末日持仓):daily_positions 最后一日;持仓变化曲线:每日聚合
     stocks_selected = _extract_last_positions(raw.get("daily_positions"))
+    holdings_curve = _extract_holdings_curve(raw.get("daily_positions"))
 
     # 成交明细
     trades = _extract_trades(raw.get("trades"))
@@ -412,6 +413,7 @@ def run_backtest_json(params: Dict[str, Any]) -> Dict[str, Any]:
         "equity_curve": equity_curve,
         "benchmark_curve": benchmark_curve,
         "drawdown_curve": drawdown_curve,
+        "holdings_curve": holdings_curve,
         "metrics": metrics,
         "raw_summary": summary,
     }
@@ -591,6 +593,37 @@ def _compute_extended_metrics(
     return out
 
 
+def _extract_holdings_curve(daily_positions: Any) -> list[Dict[str, Any]]:
+    """daily_positions → 每日持仓聚合曲线:[{date, count, value}]。
+
+    count=当日非零持仓标的数(聚宽「每日持仓」图的主序列),
+    value=当日持仓市值(次轴,看仓位暴露变化)。
+    """
+    out: list[Dict[str, Any]] = []
+    if daily_positions is None:
+        return out
+    try:
+        import pandas as pd  # type: ignore
+        if not (isinstance(daily_positions, pd.DataFrame) and not daily_positions.empty):
+            return out
+        df = daily_positions
+        if "date" not in df.columns:
+            return out
+        df = df[pd.to_numeric(df.get("amount"), errors="coerce").fillna(0) > 0]
+        agg = df.groupby("date").agg(
+            count=("code", "size"), value=("value", "sum"),
+        ).sort_index()
+        for date, row in agg.iterrows():
+            out.append({
+                "date": str(date)[:10],
+                "count": int(row["count"]),
+                "value": float(row["value"] or 0),
+            })
+    except Exception as exc:
+        logger.warning("解析 holdings_curve 失败: %s", exc)
+    return out
+
+
 def _extract_last_positions(daily_positions: Any) -> list[Dict[str, Any]]:
     """daily_positions: DataFrame,列含 date/code/amount/avg_cost/price/value。
     取最后一日的非零持仓作为选股名单。"""

tests/portfolio/test_runner_curves.py

@@ -64,3 +64,29 @@ def test_extended_metrics_values():
 def test_extended_metrics_short_series():
     assert _compute_extended_metrics([{"date": "d", "equity": 1.0}], []) == {}
     assert _compute_extended_metrics([], []) == {}
+
+
+def test_holdings_curve_aggregates_daily():
+    """每日持仓聚合:count=非零标的数,value=市值合计;零持仓行剔除。"""
+    import pandas as pd
+    from sanguo_portfolio.runner_backtest import _extract_holdings_curve
+
+    df = pd.DataFrame([
+        {"date": "2024-01-01", "code": "600000", "amount": 100, "value": 1000.0},
+        {"date": "2024-01-01", "code": "000001", "amount": 200, "value": 2000.0},
+        {"date": "2024-01-01", "code": "510300", "amount": 0, "value": 0.0},   # 已清仓剔除
+        {"date": "2024-01-02", "code": "600000", "amount": 100, "value": 1100.0},
+    ])
+    curve = _extract_holdings_curve(df)
+    assert curve == [
+        {"date": "2024-01-01", "count": 2, "value": 3000.0},
+        {"date": "2024-01-02", "count": 1, "value": 1100.0},
+    ]
+
+
+def test_holdings_curve_empty_inputs():
+    from sanguo_portfolio.runner_backtest import _extract_holdings_curve
+    assert _extract_holdings_curve(None) == []
+    import pandas as pd
+    assert _extract_holdings_curve(pd.DataFrame()) == []
+    assert _extract_holdings_curve(pd.DataFrame({"code": ["600000"]})) == []  # 无 date 列