feat(paper): 双轨对账前端页——模拟盘菜单新增「双轨对账」:自动配对卡片(策略/实盘#vs影子#/日期/PASS徽标)+四指标卡(笔数全同/均价差bps/持仓逐只/净值月偏差,各带达标徽标)+成交对比表(symbol+side聚合vwap带符号bps,>10标红)+持仓对比表(数量差≠0标红)+日期选择查询;api getReconcilePairs+mock样例(路由须注册在/paper/{aid}前防吞);dev截图验证 [nas]

2026-08-15 08:55:00 +08:00
parent 64b10fda41
commit d649d59c44
6 changed files with 280 additions and 0 deletions
@@ -160,3 +160,60 @@ export async function updatePaper(aid: number, req: PaperUpdateReq): Promise<{ u
  const { data } = await apiClient.put(`/paper/${aid}`, req)
  return data
 }
+
+// ===== 双轨对账（影子柜台 vs 实盘模拟，设计 §8.2）=====
+
+export interface ReconcileTradeRow {
+  symbol: string
+  side: string
+  live_volume: number
+  shadow_volume: number
+  live_vwap: number | null
+  shadow_vwap: number | null
+  price_diff_bps: number | null
+}
+
+export interface ReconcilePositionRow {
+  symbol: string
+  live_volume: number
+  shadow_volume: number
+  volume_diff: number
+}
+
+export interface ReconcileReport {
+  date: string
+  live_account_id: number
+  shadow_account_id: number
+  trades: {
+    live_count: number
+    shadow_count: number
+    count_match: boolean
+    rows: ReconcileTradeRow[]
+    avg_price_diff_bps: number
+    pass_price: boolean
+  }
+  positions: { rows: ReconcilePositionRow[]; match: boolean }
+  nav: {
+    live_total: number | null
+    shadow_total: number | null
+    mtd_deviation_pct: number | null
+    pass_nav: boolean | null
+    live_mtd_return_pct?: number
+    shadow_mtd_return_pct?: number
+    note?: string
+  }
+  passed: boolean
+}
+
+export interface ReconcilePair {
+  live_account_id: number
+  shadow_account_id: number
+  strategy: string
+  report: ReconcileReport
+}
+
+export async function getReconcilePairs(date?: string): Promise<ReconcilePair[]> {
+  const { data } = await apiClient.get<{ pairs: ReconcilePair[] }>(
+    '/paper/reconcile', { params: date ? { date } : {} })
+  return data.pairs
+}
@@ -423,3 +423,45 @@ export const icSummaryMock = {
 /* ========== 任务状态（progress 轮询） ========== */
 export const taskStatusDoneMock = { task_id: 'cta_7a92d1f6', status: 'done', stage: 'compute_metrics' }
 export const taskStatusRunningMock = { task_id: 'cta_running01', status: 'running', stage: 'run_backtesting' }
+
+// 双轨对账(影子 vs 实盘,§8.2 四指标样例)
+export const reconcileMock = {
+  pairs: [{
+    live_account_id: 5,
+    shadow_account_id: 39,
+    strategy: 'channel_test',
+    report: {
+      date: '2026-08-17',
+      live_account_id: 5,
+      shadow_account_id: 39,
+      trades: {
+        live_count: 6,
+        shadow_count: 6,
+        count_match: true,
+        rows: [
+          { symbol: '510300', side: 'B', live_volume: 20000, shadow_volume: 20000, live_vwap: 3.986, shadow_vwap: 3.982, price_diff_bps: 1.0 },
+          { symbol: '159915', side: 'B', live_volume: 15000, shadow_volume: 15000, live_vwap: 2.114, shadow_vwap: 2.108, price_diff_bps: 2.8 },
+          { symbol: '600000', side: 'S', live_volume: 8000, shadow_volume: 8000, live_vwap: 8.912, shadow_vwap: 8.903, price_diff_bps: 1.0 },
+        ],
+        avg_price_diff_bps: 1.6,
+        pass_price: true,
+      },
+      positions: {
+        rows: [
+          { symbol: '510300', live_volume: 20000, shadow_volume: 20000, volume_diff: 0 },
+          { symbol: '159915', live_volume: 15000, shadow_volume: 15000, volume_diff: 0 },
+        ],
+        match: true,
+      },
+      nav: {
+        live_total: 1004218.5,
+        shadow_total: 1003886.2,
+        mtd_deviation_pct: 0.03,
+        pass_nav: true,
+        live_mtd_return_pct: 0.42,
+        shadow_mtd_return_pct: 0.39,
+      },
+      passed: true,
+    },
+  }],
+}
@@ -55,6 +55,7 @@ const routes: Route[] = [
  { m: 'get', re: /^\/kline$/, build: () => D.klineMock },
  // paper
  { m: 'get', re: /^\/paper$/, build: () => D.paperListMock },
+  { m: 'get', re: /^\/paper\/reconcile/, build: () => D.reconcileMock },
  { m: 'get', re: /^\/paper\/[^/]+$/, build: () => D.paperDetailMock },
  { m: 'get', re: /^\/paper\/[^/]+\/equity$/, build: () => D.paperEquityMock },
  { m: 'get', re: /^\/paper\/[^/]+\/trades$/, build: () => D.paperTradesMock },
@@ -27,6 +27,7 @@ const routes: RouteRecordRaw[] = [
      { path: 'factor/result/:id', name: 'fc-result', component: () => import('@/views/factor/Result.vue') },
      { path: 'paper/new', name: 'paper-new', component: () => import('@/views/paper/New.vue') },
      { path: 'paper', name: 'paper-list', component: () => import('@/views/paper/List.vue') },
+      { path: 'paper/reconcile', name: 'paper-reconcile', component: () => import('@/views/paper/Reconcile.vue') },
      { path: 'paper/result/:id', name: 'paper-result', component: () => import('@/views/paper/Result.vue') },
      { path: 'paper/live/:aid', name: 'paper-live', component: () => import('@/views/paper/Live.vue') },
      { path: 'live/new', name: 'live-new', component: () => import('@/views/live/New.vue') },
@@ -34,6 +34,7 @@ const PAGE_TITLE: Array<{ match: RegExp; group: string; title: string }> = [
  { match: /^\/paper\/new$/, group: '模拟盘', title: '新建模拟盘' },
  { match: /^\/paper\/result\//, group: '模拟盘', title: '模拟盘结果' },
  { match: /^\/paper\/live\//, group: '模拟盘', title: '实走监控' },
+  { match: /^\/paper\/reconcile/, group: '模拟盘', title: '双轨对账' },
  { match: /^\/paper$/, group: '模拟盘', title: '模拟盘' },
  { match: /^\/live\/new$/, group: '实盘', title: '新建实盘' },
  { match: /^\/live\/monitor\//, group: '实盘', title: '实盘监控' },
@@ -67,6 +68,7 @@ const CMD_ITEMS: CmdItem[] = [
  { label: '任务列表', group: '回测', path: '/backtest/history' },
  { label: '因子分析', group: '投研', path: '/factor/new' },
  { label: '模拟盘列表', group: '模拟', path: '/paper' },
+  { label: '双轨对账', group: '模拟', path: '/paper/reconcile' },
  { label: '新建模拟盘', group: '模拟', path: '/paper/new' },
  { label: '实盘列表', group: '实盘', path: '/live' },
  { label: '新建实盘', group: '实盘', path: '/live/new' },
@@ -173,6 +175,7 @@ function onLogout(): void {
        <el-sub-menu index="paper">
          <template #title><span class="nav-label">模拟盘</span></template>
          <el-menu-item index="/paper">模拟盘列表</el-menu-item>
+          <el-menu-item index="/paper/reconcile">双轨对账</el-menu-item>
          <el-menu-item index="/paper/new">新建模拟盘</el-menu-item>
        </el-sub-menu>
        <el-sub-menu index="live">
@@ -0,0 +1,176 @@
+<script setup lang="ts">
+import { ref, onMounted } from 'vue'
+import { ElMessage } from 'element-plus'
+import { getReconcilePairs, type ReconcilePair } from '@/api/paper'
+
+const pairs = ref<ReconcilePair[]>([])
+const loading = ref(false)
+const date = ref<string>(new Date().toISOString().slice(0, 10))
+
+async function refresh(): Promise<void> {
+  loading.value = true
+  try {
+    pairs.value = await getReconcilePairs(date.value || undefined)
+  } catch (e: unknown) {
+    ElMessage.error(e instanceof Error ? e.message : '加载失败')
+  } finally {
+    loading.value = false
+  }
+}
+
+onMounted(refresh)
+
+function num(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—'
+  return Math.round(v).toLocaleString('zh-CN')
+}
+
+function bps(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—'
+  return v.toFixed(1) + ' bps'
+}
+
+function pct(v: number | null | undefined): string {
+  if (v == null || !Number.isFinite(v)) return '—'
+  return v.toFixed(3) + '%'
+}
+
+function sideText(s: string): string {
+  return s === 'B' ? '买' : '卖'
+}
+</script>
+
+<template>
+  <div v-loading="loading" class="page paper-reconcile">
+    <div class="page-head">
+      <div>
+        <h2 class="page-title">双轨对账</h2>
+        <p class="page-subtitle">影子柜台 vs 实盘模拟 · 同策略同参数并跑，差异即真实滑点成本</p>
+      </div>
+      <div class="head-right">
+        <el-date-picker v-model="date" type="date" value-format="YYYY-MM-DD"
+          placeholder="对账日期" :clearable="false" style="width: 150px" />
+        <el-button type="primary" :loading="loading" @click="refresh">查询</el-button>
+      </div>
+    </div>
+
+    <el-alert v-if="!loading && pairs.length === 0" type="info" :closable="false"
+      title="暂无双轨配对"
+      description="需要一对同策略的「实盘 + 影子」账户同时运行中才产生配对；数据从并跑首个交易日起累积。" />
+
+    <div v-for="p in pairs" :key="`${p.live_account_id}-${p.shadow_account_id}`" class="pair-block">
+      <div class="pair-head">
+        <span class="pair-title mono">{{ p.strategy }}</span>
+        <span class="muted">实盘 #{{ p.live_account_id }} vs 影子 #{{ p.shadow_account_id }} · {{ p.report.date }}</span>
+        <el-tag :type="p.report.passed ? 'success' : 'danger'" effect="dark">
+          {{ p.report.passed ? '对账通过' : '存在偏差' }}
+        </el-tag>
+      </div>
+
+      <!-- 四指标 -->
+      <div class="stat-row">
+        <div class="stat">
+          <span class="stat-label">成交笔数（实盘 / 影子）</span>
+          <span class="stat-value mono">{{ p.report.trades.live_count }} / {{ p.report.trades.shadow_count }}</span>
+          <el-tag size="small" :type="p.report.trades.count_match ? 'success' : 'danger'">
+            {{ p.report.trades.count_match ? '完全相同' : '笔数不一致' }}
+          </el-tag>
+        </div>
+        <div class="stat">
+          <span class="stat-label">每笔价差（平均 &lt;10bps）</span>
+          <span class="stat-value mono">{{ bps(p.report.trades.avg_price_diff_bps) }}</span>
+          <el-tag size="small" :type="p.report.trades.pass_price ? 'success' : 'danger'">
+            {{ p.report.trades.pass_price ? '达标' : '超限' }}
+          </el-tag>
+        </div>
+        <div class="stat">
+          <span class="stat-label">收盘持仓逐只对比</span>
+          <span class="stat-value mono">{{ p.report.positions.rows.length }} 只</span>
+          <el-tag size="small" :type="p.report.positions.match ? 'success' : 'danger'">
+            {{ p.report.positions.match ? '完全相同' : '存在分歧' }}
+          </el-tag>
+        </div>
+        <div class="stat">
+          <span class="stat-label">净值偏差（月累计 &lt;0.5%）</span>
+          <span class="stat-value mono">{{ pct(p.report.nav.mtd_deviation_pct) }}</span>
+          <el-tag v-if="p.report.nav.pass_nav !== null" size="small"
+            :type="p.report.nav.pass_nav ? 'success' : 'danger'">
+            {{ p.report.nav.pass_nav ? '达标' : '超限' }}
+          </el-tag>
+          <el-tag v-else size="small" type="info">净值序列不全</el-tag>
+        </div>
+      </div>
+
+      <div class="pair-nav mono muted" v-if="p.report.nav.note">
+        {{ p.report.nav.note }} · 实盘总值 {{ num(p.report.nav.live_total) }} / 影子总值 {{ num(p.report.nav.shadow_total) }}
+      </div>
+
+      <!-- 成交明细 -->
+      <el-card shadow="never">
+        <template #header><span class="section-title">成交对比（按标的+方向聚合 vwap）</span></template>
+        <el-table :data="p.report.trades.rows" size="small" empty-text="当日无成交">
+          <el-table-column prop="symbol" label="标的" min-width="100" class-name="mono" />
+          <el-table-column label="方向" width="70">
+            <template #default="{ row }">{{ sideText(row.side) }}</template>
+          </el-table-column>
+          <el-table-column prop="live_volume" label="实盘量" width="110" class-name="num" />
+          <el-table-column prop="shadow_volume" label="影子量" width="110" class-name="num" />
+          <el-table-column prop="live_vwap" label="实盘均价" width="110" class-name="num" />
+          <el-table-column prop="shadow_vwap" label="影子均价" width="110" class-name="num" />
+          <el-table-column label="价差" width="110" class-name="num">
+            <template #default="{ row }">
+              <span v-if="row.price_diff_bps != null"
+                :class="Math.abs(row.price_diff_bps) > 10 ? 'down' : ''">{{ bps(row.price_diff_bps) }}</span>
+              <span v-else class="muted">—</span>
+            </template>
+          </el-table-column>
+        </el-table>
+      </el-card>
+
+      <!-- 持仓明细 -->
+      <el-card shadow="never">
+        <template #header><span class="section-title">收盘持仓对比</span></template>
+        <el-table :data="p.report.positions.rows" size="small" empty-text="双方均无持仓">
+          <el-table-column prop="symbol" label="标的" min-width="100" class-name="mono" />
+          <el-table-column prop="live_volume" label="实盘持仓" width="130" class-name="num" />
+          <el-table-column prop="shadow_volume" label="影子持仓" width="130" class-name="num" />
+          <el-table-column label="数量差" width="130" class-name="num">
+            <template #default="{ row }">
+              <span :class="row.volume_diff !== 0 ? 'down' : ''">{{ row.volume_diff }}</span>
+            </template>
+          </el-table-column>
+        </el-table>
+      </el-card>
+    </div>
+  </div>
+</template>
+
+<style scoped>
+.paper-reconcile { display: flex; flex-direction: column; gap: 16px; }
+.head-right { display: flex; align-items: center; gap: 12px; }
+
+.pair-block { display: flex; flex-direction: column; gap: 12px; }
+.pair-head { display: flex; align-items: center; gap: 12px; }
+.pair-title { font-size: 15px; font-weight: 700; color: var(--text); }
+
+.pair-nav { font-size: 12px; }
+
+.stat-row {
+  display: grid;
+  grid-template-columns: repeat(4, 1fr);
+  gap: var(--sp-3);
+}
+.stat {
+  background: var(--bg-card);
+  border: 1px solid var(--border);
+  border-radius: var(--r-md);
+  padding: 12px 14px;
+  display: flex;
+  flex-direction: column;
+  gap: 6px;
+}
+.stat-label { font-size: 11px; color: var(--text-3); letter-spacing: 0.3px; }
+.stat-value { font-size: 17px; color: var(--text); font-weight: 600; }
+
+@media (max-width: 1200px) { .stat-row { grid-template-columns: repeat(2, 1fr); } }
+</style>