feat(backtest): 补全第5图VolatilityChart—metrics加rolling波动率时序+risk-series端点+前端接入(凑齐聚宽5图全套)
This commit is contained in:
@@ -156,6 +156,8 @@ export interface RiskSeriesData {
|
||||
alpha: number[]
|
||||
beta: number[]
|
||||
drawdown: number[]
|
||||
strategy_vol?: number[]
|
||||
benchmark_vol?: number[]
|
||||
}
|
||||
|
||||
export async function getRelativeMetrics(taskId: string): Promise<RelativeMetrics> {
|
||||
|
||||
@@ -13,6 +13,7 @@ import BenchmarkCurve from '@/components/backtest/BenchmarkCurve.vue'
|
||||
import AlphaChart from '@/components/backtest/AlphaChart.vue'
|
||||
import BetaChart from '@/components/backtest/BetaChart.vue'
|
||||
import DrawdownChart from '@/components/backtest/DrawdownChart.vue'
|
||||
import VolatilityChart from '@/components/backtest/VolatilityChart.vue'
|
||||
|
||||
const route = useRoute()
|
||||
const taskId = String(route.params.id)
|
||||
@@ -194,6 +195,13 @@ onMounted(async () => {
|
||||
:drawdown="filteredRiskSeries.drawdown"
|
||||
/>
|
||||
</el-card>
|
||||
<el-card>
|
||||
<VolatilityChart
|
||||
:dates="filteredRiskSeries.dates"
|
||||
:strategy="filteredRiskSeries.strategy_vol ?? []"
|
||||
:benchmark="filteredRiskSeries.benchmark_vol ?? []"
|
||||
/>
|
||||
</el-card>
|
||||
</div>
|
||||
</el-tab-pane>
|
||||
|
||||
|
||||
Reference in New Issue
Block a user