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]

This commit is contained in:
2026-08-13 20:40:03 +08:00
parent ced95d006a
commit 929f52e3c2
6 changed files with 153 additions and 1 deletions
+7
View File
@@ -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>
}