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