sanguo_vnpy_v2/frontend/src/api/portfolio.ts

import { apiClient } from './client'

export interface PortfolioBacktestReq {
  pool: string
  start_date: string
  end_date: string
  initial_cash: number
  benchmark?: string
}

export interface EquityPoint {
  date: string
  equity: number
}

export interface StockPicked {
  code: string
  name: string
  amount: number
  avg_cost: number
  price: number
  value: number
}

export interface PortfolioTrade {
  datetime?: string
  date?: string
  code?: string
  side?: string
  action?: string
  amount?: number
  filled_amount?: number
  price?: number
  filled_price?: number
  commission?: number
  status?: string
}

export interface PortfolioMetrics {
  total_return: number | null
  annual_return: number | null
  max_drawdown: number | null
  sharpe: number | null
  win_rate_daily: number | null
  win_rate_trade: number | null
  trading_days: number | null
}

export interface PortfolioBacktestResult {
  strategy: string
  period: { start: string; end: string; trading_days: number }
  stocks_selected: StockPicked[]
  trades: PortfolioTrade[]
  equity_curve: EquityPoint[]
  metrics: PortfolioMetrics
  raw_summary?: Record<string, unknown>
}

export async function postPortfolioBacktest(
  req: PortfolioBacktestReq,
): Promise<PortfolioBacktestResult> {
  const { data } = await apiClient.post<PortfolioBacktestResult>(
    '/portfolio/backtest',
    req,
    { timeout: 600000 },
  )
  return data
}