feat: 实盘模拟(live) + 组合回测MVP(portfolio)

[live] 实盘模拟 vnpy+miniQMT 直连(supervisor 轮询, 前后端): - sanguo_live: LiveTradingEngine + AShareCtaTemplate(定寸/禁做空) + runner_supervisor(DB驱动) + persistence(4表WAL) - sanguo_api/routes_live: 9路由(create/start/stop/positions/trades/account/status) - frontend live: New/List/Monitor + api/live.ts; config/live.yaml [portfolio] 组合回测 MVP(BulletTrade, 链路代码完成待验证): - runner_backtest 加 JSON 入口(--json, BacktestEngine 顶层 import) - sanguo_api/routes_portfolio: POST /portfolio/backtest SSH 触发 VPS 跑 - frontend PortfolioBacktest.vue + api/portfolio.ts: 表单+结果+净值曲线 - 路由/菜单注册(/backtest/portfolio 组合回测) - 已知: MVP 链路未端到端验证, agent 改至中途被停; 待 Mac 起服务联调
2026-07-18 20:04:16 +08:00
parent a68cf4905e
commit 96b1924fd5
24 changed files with 3550 additions and 9 deletions
@@ -0,0 +1,125 @@
+import { apiClient } from './client'
+
+/** 实盘模拟账户(API 返回行) */
+export interface LiveAccount {
+  id: number
+  name: string
+  account: string
+  vt_symbol: string
+  strategy_class: string
+  strategy_name: string
+  /** JSON 字符串,前端 JSON.parse 得到策略参数 */
+  setting: string
+  status: string
+  interval: string
+  initial_capital: number
+  connect_wait_sec?: number
+  init_wait_sec?: number
+  mini_path?: string
+  error_msg?: string | null
+  created_at?: string
+  updated_at?: string
+  /** 列表端点附带(单账户 GET 不含) */
+  latest_equity?: number | null
+  latest_date?: string | null
+  total_return?: number | null
+  position_count?: number
+}
+
+export interface LiveCreateRequest {
+  name: string
+  account: string
+  vt_symbol: string
+  strategy_class: string
+  strategy_name: string
+  setting: Record<string, unknown>
+  interval: string
+  initial_capital: number
+  connect_wait_sec?: number
+  init_wait_sec?: number
+  mini_path?: string
+}
+
+export interface LiveStatus {
+  account_id: number
+  status: string
+  name: string
+  account: string
+  vt_symbol: string
+  strategy_name: string
+  updated_at?: string
+  error_msg?: string
+}
+
+export interface LivePosition {
+  symbol: string
+  volume: number
+  frozen: number
+  avg_price: number
+  updated_at?: string
+}
+
+export interface LiveTrade {
+  account_id: number
+  strategy_name: string
+  symbol: string
+  direction: string
+  offset: string
+  price: number
+  volume: number
+  traded_at: string
+  vt_tradeid?: string
+}
+
+export interface LiveBalance {
+  account_id?: number
+  date?: string
+  cash?: number
+  market_value?: number
+  total?: number
+}
+
+export async function createLive(req: LiveCreateRequest): Promise<{ accountId: number; status: string }> {
+  const { data } = await apiClient.post<{ account_id: number; status: string }>('/live/create', req)
+  return { accountId: data.account_id, status: data.status }
+}
+
+export async function listLives(): Promise<LiveAccount[]> {
+  const { data } = await apiClient.get<{ accounts: LiveAccount[] }>('/live')
+  return data.accounts
+}
+
+export async function getLive(aid: number): Promise<LiveAccount> {
+  const { data } = await apiClient.get<LiveAccount>(`/live/${aid}`)
+  return data
+}
+
+export async function startLive(aid: number): Promise<{ accountId: number; status: string }> {
+  const { data } = await apiClient.post<{ account_id: number; status: string }>(`/live/${aid}/start`)
+  return { accountId: data.account_id, status: data.status }
+}
+
+export async function stopLive(aid: number): Promise<{ accountId: number; status: string }> {
+  const { data } = await apiClient.post<{ account_id: number; status: string }>(`/live/${aid}/stop`)
+  return { accountId: data.account_id, status: data.status }
+}
+
+export async function getLivePositions(aid: number): Promise<LivePosition[]> {
+  const { data } = await apiClient.get<LivePosition[]>(`/live/${aid}/positions`)
+  return data
+}
+
+export async function getLiveTrades(aid: number): Promise<LiveTrade[]> {
+  const { data } = await apiClient.get<LiveTrade[]>(`/live/${aid}/trades`)
+  return data
+}
+
+export async function getLiveAccountBalance(aid: number): Promise<LiveBalance> {
+  const { data } = await apiClient.get<LiveBalance>(`/live/${aid}/account`)
+  return data ?? {}
+}
+
+export async function getLiveStatus(aid: number): Promise<LiveStatus> {
+  const { data } = await apiClient.get<LiveStatus>(`/live/${aid}/status`)
+  return data
+}
@@ -0,0 +1,68 @@
+import { apiClient } from './client'
+
+export interface PortfolioBacktestReq {
+  pool: string
+  start_date: string
+  end_date: string
+  initial_cash: number
+  benchmark?: string
+}
+
+export interface EquityPoint {
+  date: string
+  equity: number
+}
+
+export interface StockPicked {
+  code: string
+  name: string
+  amount: number
+  avg_cost: number
+  price: number
+  value: number
+}
+
+export interface PortfolioTrade {
+  datetime?: string
+  date?: string
+  code?: string
+  side?: string
+  action?: string
+  amount?: number
+  filled_amount?: number
+  price?: number
+  filled_price?: number
+  commission?: number
+  status?: string
+}
+
+export interface PortfolioMetrics {
+  total_return: number | null
+  annual_return: number | null
+  max_drawdown: number | null
+  sharpe: number | null
+  win_rate_daily: number | null
+  win_rate_trade: number | null
+  trading_days: number | null
+}
+
+export interface PortfolioBacktestResult {
+  strategy: string
+  period: { start: string; end: string; trading_days: number }
+  stocks_selected: StockPicked[]
+  trades: PortfolioTrade[]
+  equity_curve: EquityPoint[]
+  metrics: PortfolioMetrics
+  raw_summary?: Record<string, unknown>
+}
+
+export async function postPortfolioBacktest(
+  req: PortfolioBacktestReq,
+): Promise<PortfolioBacktestResult> {
+  const { data } = await apiClient.post<PortfolioBacktestResult>(
+    '/portfolio/backtest',
+    req,
+    { timeout: 600000 },
+  )
+  return data
+}