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)

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2026-07-11 15:03:30 +08:00
parent 468f5829b9
commit f1fc18bc86
4 changed files with 26 additions and 1 deletions
+5 -1
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@@ -387,12 +387,16 @@ def risk_series(task_id: str):
alpha = series.get("alpha", {})
beta = series.get("beta", {})
drawdown = series.get("drawdown", {})
vol_s = series.get("volatility_strategy", {})
vol_b = series.get("volatility_benchmark", {})
return {
"dates": alpha.get("dates", []),
"alpha": alpha.get("values", []),
"beta": beta.get("values", []),
"drawdown": drawdown.get("values", [])
"drawdown": drawdown.get("values", []),
"strategy_vol": vol_s.get("values", []),
"benchmark_vol": vol_b.get("values", [])
}