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
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<script setup lang="ts">
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import { ref } from 'vue'
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import { useRouter } from 'vue-router'
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import { ElMessage } from 'element-plus'
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import { createLive, type LiveCreateRequest } from '@/api/live'
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const router = useRouter()
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const loading = ref(false)
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const form = ref<LiveCreateRequest>({
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name: 'live-600000',
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account: '66639661',
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vt_symbol: '600000.SSE',
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strategy_class: 'AShareDoubleMaStrategy',
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strategy_name: 'AShareDoubleMa_600000',
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setting: {
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fast_window: 5,
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slow_window: 20,
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window: 15,
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size: 100,
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forbid_short: true,
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},
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interval: '15m',
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initial_capital: 1_000_000,
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connect_wait_sec: 10,
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init_wait_sec: 60,
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mini_path: 'C:\\国金QMT交易端模拟\\userdata_mini',
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})
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const strategyClassOptions = [
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{ value: 'AShareDoubleMaStrategy', label: 'AShareDoubleMaStrategy(双均线 A 股策略)' },
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]
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async function onSubmit(): Promise<void> {
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if (!form.value.name.trim()) {
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ElMessage.warning('请填写实例名')
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return
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}
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if (!form.value.account.trim()) {
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ElMessage.warning('请填写交易账号')
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return
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}
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if (!form.value.strategy_name.trim()) {
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ElMessage.warning('请填写策略实例名')
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return
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}
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loading.value = true
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try {
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const res = await createLive(form.value)
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ElMessage.success(`已创建实盘实例 #${res.accountId}(stopped),请到列表点"启动"`)
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router.push('/live')
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} catch (e: unknown) {
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ElMessage.error(e instanceof Error ? e.message : '创建失败')
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} finally {
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loading.value = false
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}
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}
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</script>
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<template>
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<div class="page live-new">
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<div class="page-head">
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<div>
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<h2 class="page-title">新建实盘模拟</h2>
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<p class="page-subtitle">miniQMT 直连 · A 股实盘模拟(supervisor 轮询)</p>
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</div>
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</div>
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<el-alert
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type="info"
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:closable="false"
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title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后起 engine)"
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/>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">基本配置</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="实例名" required>
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<el-input v-model="form.name" placeholder="live-600000" style="width: 320px" />
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<span class="muted form-hint">页面显示用</span>
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</el-form-item>
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<el-form-item label="交易账号" required>
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<el-input v-model="form.account" placeholder="66639661" style="width: 320px" />
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<span class="muted form-hint">QMT 账号</span>
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</el-form-item>
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<el-form-item label="策略类">
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<el-select v-model="form.strategy_class" style="width: 360px">
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<el-option
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v-for="opt in strategyClassOptions"
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:key="opt.value"
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:label="opt.label"
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:value="opt.value"
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/>
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</el-select>
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<span class="muted form-hint">MVP 仅支持 AShareDoubleMaStrategy</span>
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</el-form-item>
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<el-form-item label="策略实例名" required>
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<el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
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<span class="muted form-hint">engine 内唯一</span>
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</el-form-item>
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</el-form>
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</el-card>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">标的与频率</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="标的(vt_symbol)">
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<el-input v-model="form.vt_symbol" placeholder="600000.SSE" style="width: 320px" />
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<span class="muted form-hint">交易所代码 .SSE / .SZSE</span>
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</el-form-item>
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<el-form-item label="K 线周期">
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<el-input v-model="form.interval" placeholder="15m" style="width: 160px" />
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<span class="muted form-hint">如 15m / 1m / d</span>
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</el-form-item>
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<el-form-item label="起始资金">
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<el-input-number v-model="form.initial_capital" :min="10000" :step="100000" style="width: 240px" />
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<span class="muted form-hint">单位:元</span>
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</el-form-item>
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</el-form>
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</el-card>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">策略参数(setting)</span></template>
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<el-form :model="form.setting" label-width="140px">
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<el-form-item label="fast_window">
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<el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">快均线周期</span>
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</el-form-item>
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<el-form-item label="slow_window">
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<el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">慢均线周期</span>
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</el-form-item>
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<el-form-item label="window">
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<el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">辅助计算窗口</span>
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</el-form-item>
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<el-form-item label="size">
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<el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
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<span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
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</el-form-item>
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<el-form-item label="forbid_short">
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<el-switch v-model="form.setting.forbid_short as boolean" />
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<span class="muted form-hint">禁止做空(A 股默认开)</span>
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</el-form-item>
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</el-form>
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</el-card>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">连接参数(可选)</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="connect_wait_sec">
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<el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
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<span class="muted form-hint">连接 QMT 等待秒数</span>
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</el-form-item>
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<el-form-item label="init_wait_sec">
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<el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
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<span class="muted form-hint">策略初始化等待秒数</span>
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</el-form-item>
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<el-form-item label="mini_path">
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<el-input v-model="form.mini_path" placeholder="C:\\国金QMT交易端模拟\\userdata_mini" style="width: 480px" />
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<span class="muted form-hint">miniQMT userdata_mini 路径;空时后端用 env SANGUO_QMT_PATH 或内置默认</span>
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</el-form-item>
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</el-form>
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</el-card>
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<div class="submit-bar">
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<el-button type="primary" size="large" :loading="loading" @click="onSubmit">
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创建实盘实例
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</el-button>
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<el-button size="large" @click="router.push('/live')">取消</el-button>
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</div>
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</div>
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</template>
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<style scoped>
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.live-new { display: flex; flex-direction: column; gap: 16px; }
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.blk { border: 1px solid var(--border-2); }
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.form-hint { margin-left: 10px; }
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.submit-bar { padding: 4px 0; display: flex; gap: 12px; }
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</style>
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