feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]

2026-08-13 18:32:09 +08:00
parent 3e7d40ad5f
commit d030cfc91f
7 changed files with 434 additions and 19 deletions
@@ -1,5 +1,5 @@
 <script setup lang="ts">
-import { ref, onMounted, watch } from 'vue'
+import { ref, reactive, computed, onMounted, watch } from 'vue'
 import { useRoute, useRouter } from 'vue-router'
 import { ElMessage } from 'element-plus'
 import { createPaper, type PaperCreate } from '@/api/paper'
@@ -11,10 +11,38 @@ const router = useRouter()
 const loading = ref(false)
 const fromInstance = ref('')
 const strategyOptions = ref<StrategyItem[]>([])
+const portfolioOptions = ref<string[]>([])
+
+// 策略类型：cta=个股策略 / portfolio=组合策略（组合仅支持实走，历史回放走「组合回测」）
+const strategyType = ref<'cta' | 'portfolio'>('cta')
+const poolForm = reactive({ pool: 'hs300_subset', max_pool: 30, benchmark: '000300.XSHG' })
+const POOL_OPTIONS = [
+  { label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
+  { label: '全市场(慢,非 MVP)', value: 'all' },
+]
+const BENCH_OPTIONS = [
+  { label: '沪深300', value: '000300.XSHG' },
+  { label: '中证500', value: '000905.XSHG' },
+  { label: '中证1000', value: '000852.XSHG' },
+  { label: '中证2000', value: '932000.XSHG' },
+]
+const PORTFOLIO_LABELS: Record<string, string> = {
+  all_weather: '全天候轮动',
+  momentum_timing: '牛熊动量',
+  value_selection: '价值精选',
+  small_cap: '小市值轮动',
+}

 onMounted(async () => {
  try {
-    strategyOptions.value = await getStrategies()
+    const [strats, files] = await Promise.all([
+      getStrategies(),
+      apiClient.get<{ files: { name: string; type: string }[] }>('/strategy/files'),
+    ])
+    strategyOptions.value = strats
+    portfolioOptions.value = files.data.files
+      .filter((f) => f.type === 'portfolio')
+      .map((f) => f.name.replace(/\.py$/, ''))
  } catch {
    /* 下拉加载失败不阻塞表单 */
  }
@@ -88,12 +116,40 @@ onMounted(async () => {
  }
 })

+const isPortfolio = computed(() => strategyType.value === 'portfolio')
+const portfolioStrategy = ref('all_weather')
+
+// 组合类型锁定实走（历史回放走「组合回测」页）
+watch(strategyType, (t) => {
+  if (t === 'portfolio') {
+    form.value.mode = 'live'
+    if (!portfolioStrategy.value && portfolioOptions.value.length) {
+      portfolioStrategy.value = portfolioOptions.value[0]
+    }
+  }
+})
+
 async function onSubmit(): Promise<void> {
  loading.value = true
  try {
-    const aid = await createPaper(form.value)
-    ElMessage.success(`已创建模拟盘 #${aid}`)
-    router.push(form.value.mode === 'live' ? `/paper/live/${aid}` : `/paper/result/${aid}`)
+    const payload: PaperCreate = { ...form.value }
+    if (strategyType.value === 'portfolio') {
+      payload.strategy_type = 'portfolio'
+      payload.mode = 'live'
+      payload.symbols = [poolForm.pool]
+      payload.strategies = [{
+        name: portfolioStrategy.value,
+        params: { max_pool: poolForm.max_pool, benchmark: poolForm.benchmark },
+        match_session: 'next_open',
+        symbol: poolForm.pool,
+      }]
+      payload.pool = poolForm.pool
+      payload.max_pool = Number(poolForm.max_pool)
+      payload.benchmark = poolForm.benchmark
+    }
+    const aid = await createPaper(payload)
+    ElMessage.success(`已创建模拟盘 #${aid}（今晚 20:30 起每日结算）`)
+    router.push(payload.mode === 'live' ? `/paper/live/${aid}` : `/paper/result/${aid}`)
  } catch (e: unknown) {
    ElMessage.error(e instanceof Error ? e.message : '创建失败')
  } finally {
@@ -117,27 +173,70 @@ function onSymbols(v: string): void {

    <el-card class="blk" shadow="never">
      <template #header><span class="section-title">基本配置</span></template>
-      <div class="seg-label">运行模式</div>
+      <div class="seg-label">策略类型</div>
      <div class="seg-row">
        <div
-          v-for="m in modes" :key="m.value"
-          class="seg-card" :class="{ active: form.mode === m.value }"
-          @click="form.mode = m.value"
+          class="seg-card" :class="{ active: strategyType === 'cta' }"
+          @click="strategyType = 'cta'"
        >
-          <div class="seg-title">{{ m.label }}</div>
-          <div class="seg-desc">{{ m.desc }}</div>
+          <div class="seg-title">CTA 个股策略</div>
+          <div class="seg-desc">单标的信号型，回放 / 实走</div>
+        </div>
+        <div
+          class="seg-card" :class="{ active: strategyType === 'portfolio' }"
+          @click="strategyType = 'portfolio'"
+        >
+          <div class="seg-title">组合策略</div>
+          <div class="seg-desc">选股轮动型，仅实走（回放走「组合回测」）</div>
        </div>
      </div>

-      <div class="seg-label" style="margin-top:16px">频率</div>
-      <el-radio-group v-model="form.interval">
+      <div class="seg-label" style="margin-top:16px">运行模式</div>
+      <div class="seg-row">
+        <div
+          v-for="m in modes" :key="m.value"
+          class="seg-card" :class="{ active: form.mode === m.value, disabled: isPortfolio && m.value === 'replay' }"
+          @click="if (!(isPortfolio && m.value === 'replay')) form.mode = m.value"
+        >
+          <div class="seg-title">{{ m.label }}</div>
+          <div class="seg-desc">{{ isPortfolio && m.value === 'replay' ? '组合策略不支持（请用组合回测）' : m.desc }}</div>
+        </div>
+      </div>
+
+      <div v-if="!isPortfolio" class="seg-label" style="margin-top:16px">频率</div>
+      <el-radio-group v-if="!isPortfolio" v-model="form.interval">
        <el-radio-button v-for="i in intervals" :key="i.value" :value="i.value">{{ i.label }}</el-radio-button>
      </el-radio-group>
    </el-card>

    <el-card class="blk" shadow="never">
-      <template #header><span class="section-title">标的与策略</span></template>
-      <el-form :model="form" label-width="120px">
+      <template #header><span class="section-title">{{ isPortfolio ? '组合策略与选股' : '标的与策略' }}</span></template>
+      <el-form v-if="isPortfolio" :model="poolForm" label-width="120px">
+        <el-form-item label="组合策略">
+          <el-select v-model="portfolioStrategy" style="width: 320px">
+            <el-option
+              v-for="p in portfolioOptions" :key="p"
+              :label="PORTFOLIO_LABELS[p] ? `${PORTFOLIO_LABELS[p]}（${p}）` : p"
+              :value="p"
+            />
+          </el-select>
+        </el-form-item>
+        <el-form-item label="标的池">
+          <el-select v-model="poolForm.pool" style="width: 320px">
+            <el-option v-for="o in POOL_OPTIONS" :key="o.value" :label="o.label" :value="o.value" />
+          </el-select>
+        </el-form-item>
+        <el-form-item label="选股池上限">
+          <el-input-number v-model="poolForm.max_pool" :min="0" :step="10" :controls="false" style="width: 220px" />
+          <span class="muted form-hint">0=不限, N=前N只（默认30）</span>
+        </el-form-item>
+        <el-form-item label="比较基准">
+          <el-select v-model="poolForm.benchmark" style="width: 220px">
+            <el-option v-for="b in BENCH_OPTIONS" :key="b.value" :label="b.label" :value="b.value" />
+          </el-select>
+        </el-form-item>
+      </el-form>
+      <el-form v-else :model="form" label-width="120px">
        <el-form-item label="标的（逗号分隔）">
          <el-input
            :model-value="form.symbols.join(',')"
@@ -208,6 +307,7 @@ function onSymbols(v: string): void {
 }
 .seg-card:hover { border-color: var(--brand); background: var(--bg-hover); }
 .seg-card.active { border-color: var(--brand); background: rgba(24, 144, 255, 0.10); }
+.seg-card.disabled { opacity: 0.45; cursor: not-allowed; }
 .seg-title { font-size: 14px; font-weight: 600; color: var(--text); }
 .seg-desc { font-size: 12px; color: var(--text-3); margin-top: 4px; }