/* ============================================================
高股息回测系统 · 统一前端
前后端分离:本文件只通过 /api/* 读写数据,不做任何指标计算。
路由使用 hash(#/...),因此 nginx 只需托管静态文件 + 反代 /api。
============================================================ */
'use strict';
const API = (() => {
// 允许把前端挂在与 API 不同的路径下:
const meta = document.querySelector('meta[name="api-base"]');
return (meta && meta.content) || 'api';
})();
const COLORS = ['#1E40AF','#D97706','#3B82F6','#059669','#DC2626',
'#7C3AED','#0891B2','#CA8A04','#DB2777','#65A30D'];
/* ---------------- 工具 ---------------- */
const esc = s => String(s ?? '').replace(/[&<>"']/g,
c => ({'&':'&','<':'<','>':'>','"':'"',"'":'''}[c]));
// 显示精度来自 config/report.yml: layout.decimals(启动时从 /api/config/display 取)。
// 曾经这里硬编码 2 位,改配置不会生效 —— 与报告层是同一个毛病。
const FMT = {ratio: 4, money: 2, price: 2, percent: 2};
const num = (v, d) => (v === null || v === undefined || Number.isNaN(v))
? '—' : Number(v).toLocaleString('zh-CN',
{minimumFractionDigits: d === undefined ? FMT.ratio : d,
maximumFractionDigits: d === undefined ? FMT.ratio : d});
// 百分比小数位 = ratio - 2(比率保留 ratio 位后乘 100,恰好少两位)
const pct = (v, d) => (v === null || v === undefined || Number.isNaN(v))
? '—' : (v * 100).toFixed(d === undefined ? FMT.percent : d) + '%';
const pp = (v, d) => (v === null || v === undefined || Number.isNaN(v))
? '—' : ((v > 0 ? '+' : '') + (v * 100).toFixed(d === undefined ? FMT.percent : d) + 'pp');
const yi = v => (v === null || v === undefined) ? '—'
: (Math.abs(v) >= 1e8 ? (v/1e8).toFixed(1) + ' 亿' : num(v, 0));
const sign = v => (v === null || v === undefined) ? '' : (v > 0 ? 'gain' : (v < 0 ? 'loss' : ''));
function toast(msg, isErr) {
const t = document.getElementById('toast');
t.textContent = msg;
t.className = 'toast show' + (isErr ? ' err' : '');
clearTimeout(t._timer);
t._timer = setTimeout(() => { t.className = 'toast'; }, 2600);
}
async function api(path, opts) {
const res = await fetch(`${API}/${path}`, Object.assign({
headers: {'Content-Type': 'application/json'}
}, opts));
const text = await res.text();
let data;
try { data = text ? JSON.parse(text) : {}; } catch (e) { data = {error: text.slice(0,200)}; }
if (!res.ok) throw new Error(data.error || `HTTP ${res.status}`);
return data;
}
const patch = (path, body) =>
api(path, {method: 'PATCH', body: JSON.stringify(body)});
/* ---------------- 图表管理 ---------------- */
const charts = [];
function chart(id, option) {
const el = document.getElementById(id);
if (!el || typeof echarts === 'undefined') return null;
const c = echarts.init(el);
c.setOption(Object.assign({color: COLORS}, option));
charts.push(c);
return c;
}
function disposeCharts() { while (charts.length) { try { charts.pop().dispose(); } catch (e) {} } }
/** 只销毁一张图(切换叠加指数时重画同一张图,不动页面上其它图)。 */
function disposeChart(id) {
const el = document.getElementById(id);
if (!el || typeof echarts === 'undefined') return;
const inst = echarts.getInstanceByDom(el);
if (!inst) return;
inst.dispose();
const i = charts.indexOf(inst);
if (i >= 0) charts.splice(i, 1);
}
window.addEventListener('resize', () => charts.forEach(c => c.resize()));
/* ---------------- 模态框 ---------------- */
function modal(title, fields, onOk) {
const bg = document.createElement('div');
bg.className = 'modal-bg';
bg.innerHTML = `
${esc(title)}
${fields.map(f => `
${f.type === 'textarea'
? ``
: ``}
`).join('')}
`;
document.body.appendChild(bg);
const close = () => bg.remove();
bg.addEventListener('click', e => {
if (e.target === bg || e.target.dataset.act === 'cancel') close();
if (e.target.dataset.act === 'ok') {
const out = {};
fields.forEach(f => { out[f.key] = document.getElementById('f_' + f.key).value.trim(); });
close();
onOk(out);
}
});
const first = bg.querySelector('input,textarea');
if (first) { first.focus(); first.select(); }
}
/* ---------------- 视图:概览 ---------------- */
async function viewHome() {
const [s, us, bs] = await Promise.all([
api('summary'), api('universes'), api('backtests')
]);
document.getElementById('db-info').textContent = s.db || '';
const kpi = (label, value, note, cls) => `
${esc(label)}
${value}
${esc(note)}
`;
return `
概览
数据来自 ${esc(s.db)};最近同步 ${esc(s.last_sync || '—')}
${kpi('股票池筛选记录', s.universes_active, `共 ${s.universes} 条(含归档)`)}
${kpi('回测记录', s.backtests_active, `共 ${s.backtests} 条(含归档)`)}
${kpi('最新筛选时点', s.latest_asof || '—', 'Point-in-Time')}
${kpi('Walk-forward', s.walkforwards, '样本外验证运行数')}
${kpi('画像运行', s.profiles, '个股特性画像批次')}
${kpi('参数敏感性', s.sensitivities, '扫描运行数')}
${us.items.length ? `
${us.items.slice(0,4).map(recUniverse).join('')}
`
: '
还没有筛选记录。
运行 python -m hdiv universe --asof 2024-06-28 创建一条。
'}
${bs.items.length ? `
${bs.items.slice(0,4).map(recBacktest).join('')}
`
: '
还没有回测记录。
运行 python -m hdiv backtest 创建一条。
'}
`;
}
/* ---------------- 视图:股票池列表 ---------------- */
function recUniverse(u) {
return `
${esc(u.title)}
${u.state === 'archived' ? '
已归档' : ''}
${u.state === 'deleted' ? '
已删除' : ''}
${u.linked_backtests ? `
关联 ${u.linked_backtests} 次回测` : ''}
时点 ${esc(u.asof_date)}
候选 ${num(u.candidate_count,0)}
入选 ${num(u.member_count,0)}
${esc((u.created_at||'').slice(0,16))}
${u.notes ? `
备注:${esc(u.notes)}
` : ''}
${u.state === 'deleted'
? ``
: ``}
`;
}
async function viewUniverses(params) {
const incArch = params.get('archived') === '1';
const incDel = params.get('deleted') === '1';
const q = params.get('q') || '';
const d = await api(`universes?include_archived=${incArch?1:0}&include_deleted=${incDel?1:0}` +
(q ? `&q=${encodeURIComponent(q)}` : ''));
return `
股票池筛选记录
每次 hdiv universe 执行产生一条记录。可命名、归档或删除。
「删除」是软删除:记录被隐藏,但数据仍完整保留在数据库中,可随时恢复。
本项目对研究数据坚持只增不删。
${d.items.length ? `${d.items.map(recUniverse).join('')}
`
: '没有匹配的筛选记录。
'}`;
}
/* ---------------- 视图:股票池详情 ---------------- */
async function viewUniverseDetail(runId, params) {
const passed = params.get('passed');
const page = params.get('page') || 1;
const q = params.get('q') || '';
const showAll = passed === 'all';
const query = `passed=${showAll ? 'all' : (passed === '0' ? '0' : '1')}` +
`&page=${page}&size=50` + (q ? `&q=${encodeURIComponent(q)}` : '');
const [u, m, bts] = await Promise.all([
api(`universes/${runId}`), api(`universes/${runId}/members?${query}`),
api(`universes/${runId}/backtests`)
]);
const rows = m.items.map(x => `
| ${esc(x.symbol)} |
${esc(x.name || '')} |
${esc(x.industry || '')} |
${pct(x.dividend_yield)} |
${x.dividend_continuity_years ?? '—'} |
${pct(x.payout_ratio)} |
${num(x.fcf_dividend_cover)} |
${pct(x.roe)} |
${pct(x.debt_ratio)} |
${yi(x.total_mv)} |
${x.passed ? '入选'
: `${esc(x.fail_stage || '')} ${esc(x.fail_reason || '')}`} |
`).join('');
const stats = u.stats || {};
const stages = ['market','risk','dividend','quality'].map(k =>
`${k} 淘汰 ${stats[k] ?? '—'}`).join('');
return `
股票池筛选/${esc(u.asof_date)}
${esc(u.title)}
时点 ${esc(u.asof_date)} ·
候选 ${num(u.candidate_count,0)} · 入选 ${num(u.member_count,0)} ·
${esc(u.run_id)}
记录操作
${u.deleted_at
? ``
: ``}
${u.state !== 'active' ? `${u.state === 'archived' ? '已归档':'已删除'}` : ''}
${u.notes ? `
备注:${esc(u.notes)}
` : ''}
筛选漏斗
候选${num(u.candidate_count,0)}
入选${num(u.member_count,0)}
通过率${u.candidate_count ? ((u.member_count/u.candidate_count)*100).toFixed(2)+'%' : '—'}
行业分布 ${(u.industry_distribution||[]).length} 个行业
关联的回测 ${bts.items.length}
${bts.items.length
? `
${bts.items.map(b => recBacktest(b, true)).join('')}
`
: `
这条筛选记录还没有关联回测。
运行 python -m hdiv backtest --universe-run ${esc(runId)},
或在下方「回测」页把已有回测关联过来。
`}
股票清单 ${num(m.total,0)}
| 代码 | 名称 | 行业 |
股息率 | 连续分红 | 支付率 | FCF覆盖 |
ROE | 负债率 | 总市值 | 结果 / 未通过原因 |
${rows || '| 无数据 |
'}
${stages}
生效的筛选配置
展开完整 JSON
${esc(JSON.stringify(u.config, null, 2))}
`;
}
/* 股票池详情的图表:数据由后端算好,前端只渲染 */
function mountUniverseDetail(u) {
const f = u.funnel;
if (f && f.labels && f.labels.length) {
// 横向条形:候选(数千只)会压倒其余各段,这是事实本身
// (92% 在市值门槛就被淘汰)。因此在条末直接标数值,保证小段也可读。
const rows = f.labels.map((l, i) => ({
name: l, value: f.values[i],
eliminated: i === 0 ? null : f.eliminated[i - 1]
})).reverse();
chart('u_funnel', {
tooltip: {
trigger: 'item',
formatter: p => {
const d = rows[p.dataIndex];
return `${d.name}
存活 ${d.value.toLocaleString()}` +
(d.eliminated != null ? `
本环节淘汰 ${d.eliminated.toLocaleString()}` : '');
}
},
grid: {left: 74, right: 76, top: 12, bottom: 24},
xAxis: {type: 'value', axisLabel: {color: '#64748B'},
splitLine: {lineStyle: {color: '#E9EEF6'}}},
yAxis: {type: 'category', data: rows.map(r => r.name),
axisLabel: {color: '#64748B'}, axisTick: {show: false}},
series: [{
type: 'bar', barMaxWidth: 22,
data: rows.map(r => r.value),
itemStyle: {color: p => COLORS[Math.min(p.dataIndex, COLORS.length - 1)]},
label: {show: true, position: 'right', color: '#0F172A', fontSize: 11,
formatter: p => p.value.toLocaleString()}
}]
});
}
const dist = (u.industry_distribution || []).slice(0, 12);
if (dist.length) {
chart('u_industry', {
tooltip: {trigger: 'item', formatter: p => `${p.name}
${p.value} 只(${p.percent}%)`},
grid: {left: 92, right: 60, top: 10, bottom: 24},
xAxis: {type: 'value', axisLabel: {color: '#64748B'},
splitLine: {lineStyle: {color: '#E9EEF6'}}},
yAxis: {type: 'category', data: dist.map(d => d.industry).reverse(),
axisLabel: {color: '#64748B'}, axisTick: {show: false}},
series: [{
type: 'bar', barMaxWidth: 18,
data: dist.map(d => d.count).reverse(),
itemStyle: {color: COLORS[0]},
label: {show: true, position: 'right', color: '#0F172A', fontSize: 11}
}]
});
}
}
/* ---------------- 视图:个股画像 ---------------- */
async function viewStock(symbol) {
let d;
try { d = await api(`stocks/${encodeURIComponent(symbol)}`); }
catch (e) {
return `
无法打开画像:${esc(e.message)}
`;
}
const info = d.info || {};
const ys = d.yield_summary || {};
const cur = ys.current_value, cp = ys.current_percentile;
const statRows = (d.stats || []).map(s => {
const u = UNIT[s.metric_code] || 'ratio';
const f = v => fmtUnit(v, u);
return `
| ${esc(LABEL[s.metric_code] || s.metric_code)} |
${s.window_years == 0 ? '全历史' : s.window_years + '年'} |
${num(s.n_obs,0)} |
${f(s.min_value)} | ${f(s.p10)} |
${f(s.p25)} | ${f(s.p50)} |
${f(s.p75)} | ${f(s.p90)} |
${f(s.max_value)} |
${f(s.current_value)} |
${num(s.current_percentile,1)}% |
${esc(s.status)} |
`;
}).join('');
const scoreRows = (d.scores || []).map(s => `
| ${esc(SCORE_LABEL[s.score_code] || s.score_code)} |
${num(s.score,1)} |
`).join('');
return `
${esc(info.name || symbol)} ${esc(symbol)}
${esc(info.industry || '—')} · ${esc(info.market || '')} ·
上市 ${esc(info.list_date || '—')} · 画像时点 ${esc((d.profile_run && d.profile_run.asof_date) || '—')}
当前股息率
${pct(cur)}
TTM 每股分红 / 不复权收盘价
历史分位
${num(cp,1)}%
当前值在自身历史分布中的位置
P75 / P25
${pct(ys.p75)} / ${pct(ys.p25)}
买入 / 卖出阈值参考
样本观测
${num(ys.n_obs,0)}
日频观测数
安全边际分项得分
${scoreRows ? `
`
: '
分项数据不足,未计算得分(不使用残缺数据造分)。
'}
历史分布统计
| 指标 | 窗口 | 样本 |
Min | P10 | P25 | P50 | P75 | P90 | Max |
当前 | 分位 | 状态 |
${statRows || '| 无数据 |
'}
`;
}
function mountStock(d) {
const ch = d.chart || {};
if (!ch.dates || !ch.dates.length) return;
const grid = (t,h) => ({left:62,right:62,top:t,height:h});
chart('c_main', {
tooltip:{trigger:'axis',axisPointer:{type:'cross'}},
axisPointer:{link:[{xAxisIndex:'all'}]},
legend:{top:0,textStyle:{color:'#64748B'}},
grid:[grid(34,190),grid(262,120),grid(420,110)],
xAxis:[
{type:'category',data:ch.dates,gridIndex:0,axisLabel:{show:false},axisTick:{show:false}},
{type:'category',data:ch.dates,gridIndex:1,axisLabel:{show:false},axisTick:{show:false}},
{type:'category',data:ch.dates,gridIndex:2,
axisLabel:{color:'#64748B',formatter:v=>String(v).slice(0,7)}}],
yAxis:[
{scale:true,gridIndex:0,name:'价格',axisLabel:{color:'#64748B'},splitLine:{lineStyle:{color:'#E9EEF6'}}},
{scale:true,gridIndex:1,name:'股息率%',axisLabel:{color:'#64748B',formatter:v=>(v*100).toFixed(1)},
splitLine:{lineStyle:{color:'#E9EEF6'}}},
{scale:true,gridIndex:2,name:'PE',axisLabel:{color:'#64748B'},splitLine:{lineStyle:{color:'#E9EEF6'}}}],
dataZoom:[{type:'inside'},{type:'slider',height:16,bottom:8}],
series:[
{name:'收盘价',type:'line',xAxisIndex:0,yAxisIndex:0,data:ch.close,showSymbol:false,
lineStyle:{width:1.4,color:COLORS[0]}},
{name:'股息率',type:'line',xAxisIndex:1,yAxisIndex:1,data:ch.dv_yield,showSymbol:false,
lineStyle:{width:1.6,color:COLORS[1]},areaStyle:{opacity:.12},
markLine:{silent:true,symbol:'none',data:[
...(d.yield_summary && d.yield_summary.p75 != null ? [{yAxis:d.yield_summary.p75,
lineStyle:{color:COLORS[4],type:'dashed'},
label:{formatter:'买入 P75',color:COLORS[4],position:'insideEndTop'}}] : []),
...(d.yield_summary && d.yield_summary.p25 != null ? [{yAxis:d.yield_summary.p25,
lineStyle:{color:COLORS[3],type:'dashed'},
label:{formatter:'卖出 P25',color:COLORS[3],position:'insideEndBottom'}}] : [])]}},
{name:'PE(TTM)',type:'line',xAxisIndex:2,yAxisIndex:2,data:ch.pe_ttm,showSymbol:false,
lineStyle:{width:1.2,color:COLORS[2]}}]
});
// 直方图(用序列值前端分箱,属于纯呈现,不是业务计算)
const vals = (ch.dv_yield || []).filter(v => v != null && v > 0);
if (vals.length) {
const lo = Math.min(...vals), hi = Math.max(...vals), N = 12;
const w = (hi - lo) / N || 1;
const counts = new Array(N).fill(0);
vals.forEach(v => counts[Math.min(N-1, Math.floor((v - lo) / w))]++);
const labels = counts.map((_, i) => ((lo + w*(i+0.5))*100).toFixed(2) + '%');
chart('c_hist', {
tooltip:{trigger:'axis'},
grid:{left:56,right:20,top:20,bottom:44},
xAxis:{type:'category',data:labels,axisLabel:{color:'#64748B',rotate:40,fontSize:10}},
yAxis:{type:'value',name:'天数',axisLabel:{color:'#64748B'},splitLine:{lineStyle:{color:'#E9EEF6'}}},
series:[{type:'bar',data:counts,itemStyle:{color:COLORS[0]},barMaxWidth:24}]
});
}
if (d.scores && d.scores.length) {
const ind = d.scores.filter(s => s.score != null && s.score_code !== 'composite')
.map(s => ({name: SCORE_LABEL[s.score_code] || s.score_code, max: 100}));
const val = d.scores.filter(s => s.score != null && s.score_code !== 'composite')
.map(s => Number(s.score.toFixed(1)));
if (ind.length >= 3) {
chart('c_score', {
tooltip:{}, radar:{indicator:ind,axisName:{color:'#64748B',fontSize:11},
splitLine:{lineStyle:{color:'#E9EEF6'}},splitArea:{areaStyle:{color:['#fff','#F8FAFC']}}},
series:[{type:'radar',data:[{value:val,name:'安全边际',areaStyle:{opacity:.2},
lineStyle:{color:COLORS[0]},itemStyle:{color:COLORS[0]}}]}]
});
}
}
}
const LABEL = {dv_yield:'股息率',pe_ttm:'PE(TTM)',pb:'PB',ps_ttm:'PS(TTM)',close:'收盘价',
drawdown:'回撤',ttm_dps:'TTM 每股分红',dps:'每股分红',roe:'ROE',roic:'ROIC',
gross_margin:'毛利率',net_margin:'净利率',debt_ratio:'资产负债率',
ocf_to_profit:'经营现金流/净利润',payout_ratio:'分红支付率',
fcf_dividend_cover:'FCF 对分红覆盖',dividend_continuity_years:'连续分红年数',
dividend_years_in_window:'窗口内分红年数',dps_cagr_5y:'DPS 5年复合增速',
dps_volatility:'DPS 波动率',free_cashflow:'自由现金流',total_cash_dividend:'总现金分红',
vol_250d:'年化波动率',max_drawdown_3y:'3年最大回撤',beta_300:'Beta(沪深300)',
avg_amount_20d:'20日均成交额',ret_1y:'近1年收益',ret_3y:'近3年收益',
ret_5y:'近5年收益',cagr_5y:'5年复合收益',roe_avg:'ROE(5年均)',roic_avg:'ROIC(5年均)',
gross_margin_avg:'毛利率(5年均)',net_margin_avg:'净利率(5年均)',
ocf_to_profit_avg:'经营现金流/净利润(5年均)',dv_vol_daily:'股息率日频波动',
dv_vol_monthly:'股息率月频波动',dv_vol_quarterly:'股息率季频波动',
dv_vol_annual:'股息率年频波动',n_income_attr_p:'归母净利润',total_assets:'总资产'};
const UNIT = {dv_yield:'pct',drawdown:'pct',roe:'pct',roic:'pct',gross_margin:'pct',
net_margin:'pct',debt_ratio:'pct',payout_ratio:'pct',dps_cagr_5y:'pct',
vol_250d:'pct',max_drawdown_3y:'pct',ret_1y:'pct',ret_3y:'pct',ret_5y:'pct',
cagr_5y:'pct',roe_avg:'pct',roic_avg:'pct',gross_margin_avg:'pct',
net_margin_avg:'pct',dv_vol_daily:'ratio',dv_vol_monthly:'ratio',
dv_vol_quarterly:'ratio',dv_vol_annual:'ratio',dividend_continuity_years:'int',
dividend_years_in_window:'int',avg_amount_20d:'money',free_cashflow:'money',
total_cash_dividend:'money',n_income_attr_p:'money',total_assets:'money',
close:'price',dps:'price',ttm_dps:'price'};
const SCORE_LABEL = {dividend_yield:'股息率安全边际',valuation:'估值安全边际',
financial_quality:'财务质量',balance_sheet:'资产负债表',
dividend_quality:'分红质量',composite:'综合得分'};
function fmtUnit(v, u) {
if (v === null || v === undefined) return '—';
if (u === 'pct') return pct(v);
if (u === 'money') return yi(v);
if (u === 'int') return num(v, 0);
return num(v, u === 'price' ? 2 : 4);
}
/* ---------------- 视图:回测列表 ---------------- */
function recBacktest(b, compact) {
const m = b.metrics || {};
return `
${esc(b.title)}
${b.state === 'archived' ? '
已归档' : ''}
${b.state === 'deleted' ? '
已删除' : ''}
${b.mode && b.mode !== 'single' ? `
${esc(b.mode)}` : ''}
${compact ? '' : `
`}
${(b.strategy && b.strategy.conditions)
? `
${b.strategy.conditions.map(c =>
`${esc(c.group)}:${esc(c.text)}`).join('')}
` : ''}
${m.total_return != null ? `
总收益${pct(m.total_return)}
CAGR${pct(m.cagr)}
最大回撤${pct(m.max_drawdown)}
Sharpe${num(m.sharpe)}
成交${num(m.trade_count,0)}
` : ''}
${b.deleted_at
? ``
: ``}
`;
}
async function viewBacktests(params) {
const incArch = params.get('archived') === '1';
const d = await api(`backtests?include_archived=${incArch?1:0}`);
return `
回测记录
每条记录显示回测条件与总体结果。点击「打开详细结果」查看净值、指标与逐笔成交。
${d.items.length ? `${d.items.map(b => recBacktest(b)).join('')}
`
: `还没有回测记录。
运行 python -m hdiv backtest 创建一条。
`}`;
}
/* ---------------- 视图:回测详情 ---------------- */
async function viewBacktestDetail(runId) {
const b = await api(`backtests/${runId}`);
const m = {};
(await api(`backtests/${runId}/metrics`)).items
.filter(x => x.scope === 'all' && (!x.benchmark_code || x.benchmark_code === ''))
.forEach(x => { m[x.metric_code] = x.metric_value; });
const rc = b.reconciliation || {};
return `
回测记录/${esc(b.strategy_id)}
${esc(b.title)}
${esc(b.start_date)} ~ ${esc(b.end_date)} · 模式 ${esc(b.mode)} ·
${esc(b.run_id)}
${b.universe_run_id ? ` · 来源股票池
${esc(b.universe_run_id)}` : ''}
总收益
${pct(m.total_return)}
期初 ${yi(b.initial_capital)} → 期末 ${yi(b.final_capital)}
年化 CAGR
${pct(m.cagr)}
区间 ${num(m.years,2)} 年
最大回撤
${pct(m.max_drawdown)}
相对历史高点
Sharpe
${num(m.sharpe)}
Sortino ${num(m.sortino)} · Calmar ${num(m.calmar)}
成交笔数
${num(m.trade_count,0)}
胜率 ${pct(m.win_rate)} · 平均持仓 ${num(m.avg_holding_days,0)} 天
累计现金分红
${yi(b.total_dividend_net)}
已扣红利税 ${yi(b.total_dividend_tax)}
资金对账${rc.balanced ? '通过' : '未通过'} ——
恒等式「期初 = 期末现金 + 买入 − 卖出 + 费用 − 分红」残差
${num(rc.residual, 4)} 元。
${rc.balanced ? '成本与分红入账完整无遗漏。' : '此时不应采信上方绩效指标。'}
净值曲线与基准
叠加指数(右轴)
右轴叠加的是所选指数的点位(不归一化),左轴是净值(起点 = 1);
虚线「基准净值」是本次回测自带的基准,已归一到 1,可直接与策略净值比高低。
指数默认沪深300,可在上方下拉切换或取消叠加。
回测条件
| 类别 | 条件 |
${(b.strategy.conditions||[]).map(c =>
`| ${esc(c.group)} | ${esc(c.text)} |
`).join('')}
${b.strategy.description ? `
${esc(b.strategy.description)}
` : ''}
逐笔成交与理由 …
每笔交易都记录了触发理由(当时的股息率、历史分位、Rule 与参照样本数),
可回答「为什么买」。点击行首展开完整 reason。
未成交信号与原因
这些信号「想交易但没成交」,用于判断约束是否实质影响绩效。
可复现性
| 策略 | ${esc(b.strategy_id)} v${esc(b.strategy_version)} |
| 配置指纹 config_hash | ${esc(b.config_hash||'—')} |
| 数据版本 data_version | ${esc(b.data_version||'—')} |
| 代码版本 code_version | ${esc(b.code_version||'—')} |
| 随机种子 seed | ${esc(b.seed ?? '—')} |
${(b.unimplemented && b.unimplemented.length)
? `
未建模部分(如实声明):
${b.unimplemented.map(x=>`- ${esc(x)}
`).join('')}
`
: ''}
`;
}
const eqState = {runId: null, index: '', indices: []};
/** 净值曲线 + 可选的指数叠加(指数画在右轴,单位是点位,不参与净值刻度)。 */
async function mountEquityChart(runId, indexCode) {
const host = document.getElementById('c_eq');
if (!host) return;
disposeChart('c_eq');
const eq = await api(`backtests/${runId}/equity`
+ (indexCode ? `?index=${encodeURIComponent(indexCode)}` : ''));
const note = document.getElementById('eq-index-note');
if (!eq.dates || !eq.dates.length) {
host.innerHTML = '该回测没有净值曲线
';
if (note) note.textContent = '';
return;
}
host.innerHTML = '';
disposeChart('c_eq'); // 连续切换下拉时,上一次请求可能已经 init 过
const ix = eq.index;
const isNav = n => n === '策略净值' || n === '基准净值';
// itemStyle 必须跟着写:图例与提示框的圆点取 itemStyle(缺省按调色板序号取色),
// 只写 lineStyle 会让「回撤」的圆点变成浅蓝、指数圆点变成绿色,与线色对不上。
const series = [
{name:'策略净值',type:'line',data:eq.nav,showSymbol:false,
lineStyle:{width:2,color:COLORS[0]},itemStyle:{color:COLORS[0]}},
{name:'基准净值',type:'line',data:eq.bench,showSymbol:false,
lineStyle:{width:1.4,color:COLORS[1],type:'dashed'},itemStyle:{color:COLORS[1]}},
{name:'回撤',type:'line',data:eq.drawdown,showSymbol:false,
lineStyle:{width:1,color:COLORS[4]},itemStyle:{color:COLORS[4]},
areaStyle:{opacity:.1}},
];
if (ix) {
series.push({
name:`${ix.name}(右轴)`, type:'line', yAxisIndex:1, data:ix.close,
showSymbol:false, connectNulls:true, // 指数偶有缺日,不因此断线
// 用紫色:与策略净值的深蓝、基准的橙虚线、回撤的红都拉开
lineStyle:{width:1.6,color:COLORS[5]}, itemStyle:{color:COLORS[5]},
});
}
// 净值 / 回撤 / 指数点位三种量纲,不能用同一个小数位
const rowFmt = p => {
const v = p.value;
const text = v == null ? '—'
: p.seriesName === '回撤' ? pct(v, 2)
: isNav(p.seriesName) ? num(v, 4)
: num(v, 2) + ' 点';
return `
${p.marker}${esc(p.seriesName)}
${text}
`;
};
chart('c_eq', {
tooltip:{trigger:'axis',axisPointer:{type:'cross'},
formatter: ps => ``
+ `${esc(ps.length ? ps[0].axisValue : '')}
${ps.map(rowFmt).join('')}`},
legend:{top:0,textStyle:{color:'#64748B'}},
grid:{left:66,right:ix?62:30,top:38,bottom:56},
xAxis:{type:'category',data:eq.dates,axisLabel:{color:'#64748B',
formatter:v=>String(v).slice(0,7)}},
yAxis:[
{type:'value',scale:true,name:'净值',axisLabel:{color:'#64748B'},
splitLine:{lineStyle:{color:'#E9EEF6'}}},
...(ix ? [{type:'value',scale:true,name:'指数点位',position:'right',
axisLabel:{color:'#64748B',formatter:v=>num(v,0)},
nameTextStyle:{color:'#64748B'},splitLine:{show:false}}] : []),
],
dataZoom:[{type:'inside'},{type:'slider',height:16,bottom:12}],
series,
});
if (note) {
if (!ix) note.textContent = '';
else if (!ix.covered)
note.innerHTML = '该指数在本次回测区间内没有行情';
else note.textContent =
`${ix.name} ${ix.code} · 覆盖 ${ix.points}/${eq.dates.length} 个交易日`;
}
}
async function mountBacktestDetail(runId) {
// 持仓面板与净值曲线并行加载:持仓查询较慢,不想拖住曲线
pfState.runId = runId;
loadPortfolio(null);
// 指数下拉:拿不到列表也不该挡住净值曲线本身
eqState.runId = runId;
try { eqState.indices = (await api('indices')).items || []; }
catch (e) { eqState.indices = []; }
const def = eqState.indices.find(x => x.is_default) || eqState.indices[0];
eqState.index = def ? def.code : '';
const sel = document.getElementById('eq-index');
if (sel) {
sel.innerHTML = eqState.indices.map(x =>
``).join('')
+ ``;
}
await mountEquityChart(runId, eqState.index);
const t = await api(`backtests/${runId}/trades?size=200`);
document.getElementById('trade-count').textContent = t.total + ' 笔';
const host = document.getElementById('trades');
if (!t.items.length) { host.innerHTML = '无成交记录
'; }
else {
host.innerHTML = `
| # | 代码 | 信号日 | 成交日 |
方向 | 价格 | 数量 | 金额 | 费用 |
已实现盈亏 | 持仓天数 | 触发理由 |
${t.items.map((x,i)=>`
| ${i+1} |
${esc(x.symbol)} |
${esc(x.signal_date)} | ${esc(x.execution_date)} |
${esc(x.side)} |
${num(x.price,3)} | ${num(x.quantity,0)} |
${num(x.amount,0)} | ${num(x.total_cost,2)} |
${x.realized_pnl==null?'—':num(x.realized_pnl,0)} |
${x.holding_days ?? '—'} |
${esc(x.reason_text)} |
`).join('')}
${t.total > t.items.length ? `` : ''}`;
}
try {
const sk = await api(`backtests/${runId}/signals`);
if (sk.items && sk.items.length) {
document.getElementById('skips-card').style.display = '';
document.getElementById('skips').innerHTML = `
| 代码 | 信号日 | 类型 | 分位 |
未成交原因 |
${sk.items.map(s=>`
| ${esc(s.symbol)} | ${esc(s.signal_date)} |
${esc(s.signal_type)} |
${num(s.yield_percentile,1)}% |
${esc(s.skip_label || '—')} |
`).join('')}
`;
}
} catch (e) { /* 未成交信号是可选信息,失败不影响主流程 */ }
}
/* ---------------- 回测详情:持仓明细 ---------------- */
const pfState = {runId: null, dates: [], cursor: null, loadedFor: null};
// 日期清单在进入回测时取一次即可 —— 曾在每次切日期时重复拉取,
// 单次 460KB,翻页几下就很浪费。
async function ensurePfDates(runId) {
if (pfState.loadedFor === runId && pfState.dates.length) return pfState.dates;
const d = await api(`backtests/${runId}/position-dates`);
pfState.dates = d.dates || [];
pfState.loadedFor = runId;
return pfState.dates;
}
async function loadPortfolio(date) {
const host = document.getElementById('pf-body');
if (!host) return;
host.innerHTML = '加载中…
';
try {
const q = date ? `?date=${encodeURIComponent(date)}` : '';
const d = await api(`backtests/${pfState.runId}/portfolio${q}`);
await ensurePfDates(pfState.runId);
pfState.cursor = d.date;
const el = document.getElementById('pf-date');
if (el) el.value = d.date;
const badge = document.getElementById('pf-badge');
if (badge) badge.textContent = d.adjusted
? `请求 ${d.requested_date} → 最近交易日 ${d.date}` : d.date;
const rng = document.getElementById('pf-range');
if (rng) rng.textContent = `可选区间 ${d.range.start} ~ ${d.range.end}(${d.range.count} 个交易日)`;
const e = d.equity, sm = d.summary;
const rows = d.positions.map((x, i) => `
| ${i + 1} |
${esc(x.symbol)} |
${esc(x.name || '')} |
${esc(x.industry || '')} |
${num(x.quantity, 0)} |
${num(x.avg_cost, 3)} |
${num(x.close, 3)} |
${num(x.market_value, 0)} |
${pct(x.weight)} |
${num(x.unrealized_pnl, 0)} |
${pct(x.pnl_pct)} |
${x.holding_days ?? '—'} |
`).join('');
host.innerHTML = `
总资产
${yi(e.total_value)}
净值 ${num(e.nav, 4)}
现金
${yi(e.cash)}
占比 ${pct(e.total_value ? e.cash / e.total_value : null)}
持仓市值
${yi(e.position_value)}
${sm.count} 只
浮动盈亏
${yi(sm.unrealized_pnl)}
成本 ${yi(sm.cost)} · ${pct(sm.unrealized_pnl_pct)}
当日涨跌
${pct(e.daily_return)}
累计 ${pct(e.cum_return)}
回撤
${pct(e.drawdown)}
相对历史高点
${d.positions.length ? `
| # | 代码 | 名称 | 行业 |
股数 | 成本 | 收盘 | 市值 | 权重 |
浮动盈亏 | 收益率 | 持仓天数 |
${rows}
| 合计 |
${num(sm.market_value, 0)} |
${pct(e.total_value ? sm.market_value / e.total_value : null)} |
${num(sm.unrealized_pnl, 0)} |
${pct(sm.unrealized_pnl_pct)} |
|
` : '该日空仓(100% 现金)
'}
点击任意股票代码可打开该股在本次回测中的买卖点与趋势图。
`;
} catch (err) {
host.innerHTML = `加载失败:${esc(err.message)}
`;
}
}
function shiftPortfolio(delta) {
if (!pfState.dates.length) return loadPortfolio(null);
if (delta === 0) return loadPortfolio(null);
const i = pfState.dates.indexOf(pfState.cursor);
const j = Math.max(0, Math.min(pfState.dates.length - 1,
(i < 0 ? pfState.dates.length - 1 : i) + delta));
loadPortfolio(pfState.dates[j]);
}
/* ---------------- 视图:回测内个股买卖点 ---------------- */
const stState = {runId: null, symbol: null, data: null, shown: {}};
async function viewBacktestStock(runId, symbol) {
let d;
try { d = await api(`backtests/${runId}/stocks/${encodeURIComponent(symbol)}`); }
catch (e) {
return `
无法加载:${esc(e.message)}
`;
}
const st = d.stats;
const i = d.info;
return `
${esc(i.name || symbol)}
${esc(symbol)}
${esc(i.industry || '—')} · 区间 ${esc(d.range.start)} ~ ${esc(d.range.end)}
${d.range.downsampled ? `(原始 ${d.range.points} 点,已降采样显示)` : `(${d.range.points} 个交易日)`}
成交笔数
${st.trade_count}
买 ${st.buy_count} / 卖 ${st.sell_count}
买入金额
${yi(st.buy_amount)}
卖出 ${yi(st.sell_amount)}
已实现盈亏
${yi(st.realized_pnl)}
仅平仓部分
交易费用
${num(st.total_fees, 2)}
佣金+印花税+过户费
首笔 / 末笔
${esc(st.first_trade || '—')}
${esc(st.last_trade || '—')}
成交日期
趋势与买卖点
显示指标(勾几项就是几联图,自上而下排列):
${d.available_series.map(k => ``).join('')}
每个指标独占一个面板(N 联图):时间轴、缩放与十字光标上下联动,
便于对照同一时点的估值与质量读数。▲ 买入 / ▼ 卖出 同时标注在每个面板上,
位置取该指标在成交日的取值;鼠标悬停可一次看全部指标与成交的价格、股数、金额。
股息率为 PIT-TTM 口径(TTM 每股分红 ÷ 不复权收盘价),
ROE 按公告日对齐成阶梯线(不插值,避免未来函数)。
逐笔成交明细 ${st.trade_count}
${st.trade_count ? `
| # | 信号日 | 成交日 | 方向 |
价格 | 股数 | 金额 | 佣金 | 印花税 | 过户费 |
费用合计 | 滑点成本 | 已实现盈亏 | 持仓天数 |
触发理由 |
${d.trades.map((t, i2) => `
| ${i2 + 1} |
${esc(t.signal_date)} | ${esc(t.execution_date)} |
${t.side === 'BUY' ? '买入' : '卖出'} |
${num(t.price, 3)} | ${num(t.quantity, 0)} |
${num(t.amount, 0)} |
${num(t.commission, 2)} | ${num(t.stamp_tax, 2)} |
${num(t.transfer_fee, 2)} | ${num(t.total_cost, 2)} |
${num(t.slippage_cost, 2)} |
${t.realized_pnl == null ? '—' : num(t.realized_pnl, 0)} |
${t.holding_days ?? '—'} |
${esc(t.reason_text)} |
`).join('')}
` : '
该股在本次回测中没有成交
'}
`;
}
const SERIES_LABEL = {close: '股价', dv_yield: '股息率', pe_ttm: 'PE(TTM)',
pb: 'PB', roe: 'ROE', drawdown: '回撤'};
// 面板排列顺序:股价永远在首位(买卖点以成交价标注),其余按 估值 → 质量 → 风险 排。
// 顺序固定而非按勾选先后,避免同一组指标因勾选次序不同而换位置。
const SERIES_ORDER = ['close', 'dv_yield', 'pe_ttm', 'pb', 'roe', 'drawdown'];
const SERIES_UNIT = {close: '元', dv_yield: '', pe_ttm: '倍', pb: '倍',
roe: '', drawdown: ''};
// 轴刻度 / 十字光标标签:比率型指标(股息率、回撤)在此转为 %
const SERIES_TICK = {close: v => num(v, 2), dv_yield: v => (v * 100).toFixed(2) + '%',
pe_ttm: v => num(v, 1), pb: v => num(v, 1), roe: v => num(v, 1) + '%',
drawdown: v => (v * 100).toFixed(0) + '%'};
// 提示框数值(带单位)
const SERIES_TEXT = {close: v => num(v, 2) + ' 元', dv_yield: v => pct(v, 2),
pe_ttm: v => num(v, 2), pb: v => num(v, 2), roe: v => num(v, 2) + '%',
drawdown: v => pct(v, 2)};
function mountBacktestStock(runId, symbol) {
const render = async () => {
const host = document.getElementById('c_stock');
if (!host) return;
const shown = [...document.querySelectorAll('.st-ser:checked')]
.map(x => x.value)
.sort((a, b) => SERIES_ORDER.indexOf(a) - SERIES_ORDER.indexOf(b));
if (!shown.length) {
host.style.height = '140px';
host.innerHTML = '请至少勾选一个指标
';
const n0 = document.getElementById('c_stock_note');
if (n0) n0.innerHTML = '';
return;
}
host.innerHTML = '加载中…
';
const d = await api(`backtests/${runId}/stocks/${encodeURIComponent(symbol)}`
+ `?series=${shown.join(',')}`);
stState.data = d;
host.innerHTML = '';
paintStockPanels(host, d, shown);
};
render().catch(e => {
const host = document.getElementById('c_stock');
if (host) host.innerHTML = `图表加载失败:${esc(e.message)}
`;
const note = document.getElementById('c_stock_note');
if (note) note.innerHTML = '';
});
return render;
}
/** 把选中的指标画成 N 联图:每个指标一个 grid,共用一个时间轴与缩放。 */
function paintStockPanels(host, d, shown) {
const N = shown.length;
const TOP = 46; // 顶部:买卖点图例 + 首个面板标题
const GAP = 34; // 面板间距(容纳下一个面板标题)
const BOTTOM = 54; // 末面板的 x 轴标签 + dataZoom 滑条
const PANEL_H = N <= 2 ? 170 : (N <= 4 ? 132 : 112);
const gridTop = i => TOP + i * (PANEL_H + GAP);
host.style.height = (gridTop(N - 1) + PANEL_H + BOTTOM) + 'px';
const dateIndex = new Map(d.dates.map((dt, i) => [dt, i]));
const idxOf = date => (dateIndex.has(date) ? dateIndex.get(date) : -1);
const tradesOn = new Map();
d.trades.forEach(t => {
if (!tradesOn.has(t.execution_date)) tradesOn.set(t.execution_date, []);
tradesOn.get(t.execution_date).push(t);
});
// 成交日可能落在价格区间之外(实测 000338.SZ 的卖出在区间最后一天之后一天),
// 直接用日期当类目会把这笔成交整笔丢掉。这里把这些日期按序补进横轴,
// 让股价面板仍能按成交价标出买卖点。
const extraDates = [...new Set(d.trades.map(t => t.execution_date))]
.filter(dt => !dateIndex.has(dt)).sort();
const axisDates = d.dates.slice();
extraDates.forEach(dt => {
let lo = 0, hi = axisDates.length;
while (lo < hi) {
const mid = (lo + hi) >> 1;
if (axisDates[mid] < dt) lo = mid + 1; else hi = mid;
}
axisDates.splice(lo, 0, dt);
});
const titles = [], grids = [], xAxis = [], yAxis = [], series = [];
shown.forEach((k, i) => {
const color = COLORS[i % COLORS.length];
const vals = d.series[k] || [];
const top = gridTop(i);
grids.push({left: 76, right: 26, top, height: PANEL_H});
xAxis.push({
type: 'category', data: axisDates, gridIndex: i,
// 两端留 1% 空隙:首/末成交日的三角标不会被画到 grid 外面切掉
boundaryGap: ['1%', '1%'],
axisTick: {show: false},
axisLine: {show: i === N - 1, lineStyle: {color: '#DBEAFE'}},
// 只有最下面的面板显示日期,其余靠十字光标对齐读取
axisLabel: {show: i === N - 1, color: '#64748B', fontSize: 11,
formatter: v => String(v).slice(0, 7)},
axisPointer: {label: {show: i === N - 1}},
});
yAxis.push({
// scale:true 让轴随数据取值;splitNumber 不能太小 —— 取 3 时
// 「nice」刻度会把价格轴整到 0~120,趋势被压扁(实测过)。
type: 'value', gridIndex: i, scale: true, splitNumber: 4,
axisLabel: {color: '#64748B', fontSize: 11, formatter: SERIES_TICK[k]},
splitLine: {lineStyle: {color: '#E9EEF6'}},
axisPointer: {label: {formatter: p => SERIES_TICK[k](p.value)}},
});
titles.push({
left: 76, top: top - 20,
text: `{n|${SERIES_LABEL[k] || k}}`
+ (SERIES_UNIT[k] ? `{u|(${SERIES_UNIT[k]})}` : '')
+ `{v|最新 ${SERIES_TEXT[k](vals[vals.length - 1])}}`,
textStyle: {rich: {
n: {fontSize: 12, fontWeight: 600, color},
u: {fontSize: 11, color: '#94A3B8'},
v: {fontSize: 11, color: '#94A3B8', padding: [0, 0, 0, 10]},
}},
});
series.push({
name: SERIES_LABEL[k] || k, type: 'line', xAxisIndex: i, yAxisIndex: i,
// 指标序列按补过日期的横轴对齐(多出来的位置为 null,折线自然断开)
data: k === 'close' && !extraDates.length
? vals : axisDates.map(dt => {
const j = dateIndex.get(dt);
return j === undefined ? null : vals[j];
}),
showSymbol: false, sampling: 'lttb', z: 5,
lineStyle: {width: k === 'close' ? 1.6 : 1.3, color},
itemStyle: {color},
...(k === 'dv_yield' ? {areaStyle: {opacity: 0.08, color}} : {}),
});
// 买卖点画在**每个**面板上:取该指标在成交日的取值,
// 这样能直接看出「买在多少股息率 / 多少 PE」。
// 股价面板用成交价(含滑点),与「▲▼ 标在成交价上」一致;
// 区间外的成交日只有成交价、没有指标值,因此只画在股价面板。
[['BUY', '买入', COLORS[4], 'triangle', k === 'close' ? 12 : 8],
['SELL', '卖出', COLORS[3], 'diamond', k === 'close' ? 12 : 8]]
.forEach(([side, cn, c, sym, size]) => {
const pts = d.trades.filter(t => t.side === side).map(t => {
if (k === 'close') return t.price == null ? null : [t.execution_date, t.price];
const j = dateIndex.get(t.execution_date);
const v = j === undefined ? null : vals[j];
return v == null ? null : [t.execution_date, v];
}).filter(Boolean);
if (!pts.length) return;
series.push({
name: cn, type: 'scatter', xAxisIndex: i, yAxisIndex: i, z: 20,
symbol: sym, symbolSize: size, itemStyle: {color: c},
data: pts, tooltip: {show: false}, // 统一由 axis 提示框呈现
});
});
});
const xIdx = shown.map((_, i) => i);
chart('c_stock', {
animation: false,
// 任意面板悬停都弹同一份「全指标 + 当日成交」读数
tooltip: {
trigger: 'axis', confine: true,
axisPointer: {type: 'cross', label: {backgroundColor: '#475569'}},
formatter: params => {
const p = Array.isArray(params) ? params[0] : params;
if (!p) return '';
const date = p.axisValue, idx = idxOf(date);
const head = `${esc(date)}
`;
const rows = idx < 0
? `该日超出指标数据区间,仅此处的成交记录
`
: shown.map((k, i) => `
● ${esc(SERIES_LABEL[k] || k)}
${esc(SERIES_TEXT[k]((d.series[k] || [])[idx]))}
`).join('');
const trs = (tradesOn.get(date) || []).map(t => `
${t.side === 'BUY' ? '▲ 买入' : '▼ 卖出'}
${num(t.price, 3)} 元 ·
${num(t.quantity, 0)} 股 · ${num(t.amount, 0)} 元
${esc(t.reason_text)}
`).join('');
return `${head}${rows}${trs}
`;
},
},
legend: {data: ['买入', '卖出'], top: 2, right: 8, itemWidth: 12,
itemHeight: 8, itemGap: 14,
textStyle: {color: '#64748B', fontSize: 11}},
axisPointer: {link: [{xAxisIndex: 'all'}]}, // 十字光标跨面板对齐
title: titles, grid: grids, xAxis, yAxis,
dataZoom: [{type: 'inside', xAxisIndex: xIdx},
{type: 'slider', xAxisIndex: xIdx, height: 16, bottom: 10,
borderColor: '#DBEAFE', fillerColor: 'rgba(30,64,175,.08)',
handleStyle: {color: COLORS[0]},
textStyle: {color: '#64748B', fontSize: 10}}],
series,
});
// 区间外的成交只画得出股价面板,明确说明,避免读者以为图上没卖点就是没卖过
const note = document.getElementById('c_stock_note');
if (note) {
const items = extraDates.map(dt => (tradesOn.get(dt) || []).map(t =>
`${dt} ${t.side === 'BUY' ? '买入' : '卖出'} ${num(t.price, 3)} 元`).join('、'))
.filter(Boolean);
note.innerHTML = items.length ? `
有 ${items.length} 笔成交发生在指标区间(${esc(d.range.start)} ~ ${esc(d.range.end)})之外:
${esc(items.join(';'))}。
这些成交只能按成交价标在「股价」面板上,
股息率 / PE 等面板没有对应日期的取值,因此不标注(悬停对应日期仍可看到成交信息)。
` : '';
}
}
/* ---------------- 视图:Walk-forward ---------------- */
async function viewWalkforwards() {
const d = await api('walkforwards');
return `
Walk-forward 样本外验证
每个窗口用训练段校准阈值、测试段冻结参数,是判断策略是否真正有效的核心依据。
判读要点:单条路径的全期回测会系统性高估策略。
请以样本外均值与稳定性(均值/标准差,<1 表示窗口间差异大于均值本身)为准。
${d.items.length ? `${d.items.map(wfRec).join('')}
`
: `还没有 Walk-forward 记录。
运行 python -m hdiv backtest --mode walkforward(约 25 分钟)。
`}`;
}
function wfRec(w) {
const o = w.oos || {};
const m = o.mean_return, wr = o.win_rate, dd = o.worst_drawdown;
return `
${esc((w.created_at || '').slice(0, 16))}
步进 ${w.step_months} 月
数据版本 ${esc((w.data_version || '').slice(0, 10))}
${m != null ? `
样本外均值${pct(m)}
样本外胜率${pct(wr, 1)}
最差回撤${pct(dd)}
有效窗口${o.sample_count ?? '—'}/${o.window_count ?? '—'}
` : ''}
`;
}
async function viewWalkforwardDetail(wfId) {
let d;
try { d = await api(`walkforwards/${wfId}`); }
catch (e) {
return `
无法加载:${esc(e.message)}
`;
}
const s = d.summary;
const rows = d.windows.map(w => {
const i = w.in_sample, o = w.out_of_sample;
const excess = (i.total_return != null && o.total_return != null) ? null : null;
return `
| #${w.window_index} |
${esc(w.train_start)} ~ ${esc(w.train_end)} |
${esc(w.test_start)} ~ ${esc(w.test_end)} |
${num(i.total_return != null ? i.total_return * 100 : null, 2)}% |
${num(i.cagr != null ? i.cagr * 100 : null, 2)}% |
${num(i.sharpe, 2)} |
${num(o.total_return != null ? o.total_return * 100 : null, 2)}% |
${num(o.cagr != null ? o.cagr * 100 : null, 2)}% |
${num(w.benchmark_return != null ? w.benchmark_return * 100 : null, 2)}% |
${num(w.excess_return != null ? w.excess_return * 100 : null, 2)}pp |
${num(o.max_drawdown != null ? o.max_drawdown * 100 : null, 2)}% |
${num(o.sharpe, 2)} |
${num(o.trade_count, 0)} |
P${num(w.frozen_params.entry_yield_percentile, 0)} |
`;
}).join('');
return `
样本外/${esc(d.strategy_id)}
${esc(d.title)}
${esc(d.scheme)} · 训练 ${d.train_years} 年 / 测试 ${d.test_years} 年 · 步进 ${d.step_months} 月 ·
${esc(d.wf_id)}
样本外收益均值
${pct(s.oos_mean)}
中位数 ${pct(s.oos_median)}
样本外胜率
${pct(s.oos_win_rate, 1)}
${s.oos_returns.filter(x => x > 0).length} / ${s.oos_returns.length} 个窗口为正
基准均值(沪深300)
${pct(s.benchmark_mean)}
同期被动持有
超额收益均值
${num(s.excess_mean != null ? s.excess_mean * 100 : null, 2)}pp
超额胜率 ${pct(s.excess_win_rate, 1)}
稳定性
${num(s.oos_stability, 2)}
均值/标准差,<1 表示结论不稳
最差回撤
${pct(s.oos_worst_drawdown)}
样本外最深
窗口数
${s.window_count}
${d.scheme} 滚动
样本内 vs 样本外
若样本内收益明显高于样本外,说明阈值是在训练段「拟合」出来的,
样本外无法复现 —— 这就是过拟合的直接证据。
超额 = 策略 − 基准(沪深300)。本策略的典型形态是
牛市跑输、熊市跑赢:请结合当年的市场环境判读,不要只看均值。
注意区间长度:训练段 5 年、测试段 1 年,因此上图统一用年化口径。
直接比两者的累计收益会得出「样本内远高于样本外」的错误印象。
逐窗口明细
| 训练段(5 年 · 校准参照分布) |
测试段(1 年 · 冻结参数) |
| 窗口 | 训练区间 | 测试区间 |
收益 | CAGR | Sharpe |
收益 | 年化 | 基准 |
超额 | 最大回撤 |
Sharpe | 成交 | 冻结阈值 |
${rows}
冻结阈值是该窗口在训练段校准出、并在测试段强制沿用的买入分位 ——
各窗口若差异很大,说明策略对参数不稳定。
可复现性
| 策略 | ${esc(d.strategy_id)} v${esc(d.strategy_version)} |
| 配置指纹 | ${esc(d.config_hash || '—')} |
| 数据版本 | ${esc(d.data_version || '—')} |
| 代码版本 | ${esc(d.code_version || '—')} |
`;
}
function mountWalkforwardDetail(d) {
const w = d.windows || [];
if (!w.length) return;
chart('c_wf', {
tooltip: {trigger: 'axis', axisPointer: {type: 'shadow'}},
legend: {top: 0, textStyle: {color: '#64748B'}},
grid: {left: 64, right: 30, top: 38, bottom: 76},
xAxis: {type: 'category',
data: w.map(x => `#${x.window_index}\n${String(x.test_start).slice(0, 7)}`),
axisLabel: {color: '#64748B', fontSize: 10, lineHeight: 13}},
yAxis: {type: 'value', name: '年化收益 %',
axisLabel: {color: '#64748B', formatter: v => v + '%'},
splitLine: {lineStyle: {color: '#E9EEF6'}}},
series: [
// 用**年化**而非累计:训练段 5 年、测试段 1 年,
// 直接比累计收益是不同长度区间的比较,会得出误导性结论。
{name: `样本内年化(${w[0] ? '' : ''}5年)`, type: 'bar', barMaxWidth: 22,
itemStyle: {color: COLORS[2]},
data: w.map(x => x.in_sample.cagr != null
? +(x.in_sample.cagr * 100).toFixed(2) : null)},
{name: '样本外年化(1年)', type: 'bar', barMaxWidth: 22,
itemStyle: {color: COLORS[0]},
data: w.map(x => x.out_of_sample.cagr != null
? +(x.out_of_sample.cagr * 100).toFixed(2) : null)},
{name: '基准(年内)', type: 'bar', barMaxWidth: 22,
itemStyle: {color: COLORS[3]},
data: w.map(x => x.benchmark_return != null
? +(x.benchmark_return * 100).toFixed(2) : null)},
{name: '超额', type: 'line', symbolSize: 7, lineStyle: {width: 1.6, color: COLORS[1]},
itemStyle: {color: COLORS[1]},
data: w.map(x => x.excess_return != null
? +(x.excess_return * 100).toFixed(2) : null)},
{name: '零轴', type: 'line', data: [], markLine: {
silent: true, symbol: 'none',
lineStyle: {color: '#94A3B8', type: 'dashed', width: 1},
data: [{yAxis: 0}]}},
],
});
}
/* ---------------- 视图:归档 ---------------- */
async function viewArchive() {
const [us, bs] = await Promise.all([
api('universes?include_archived=1&include_deleted=1'),
api('backtests?include_archived=1&include_deleted=1')
]);
const aus = us.items.filter(x => x.state !== 'active');
const abs = bs.items.filter(x => x.state !== 'active');
return `
归档与已删除
归档与软删除的记录仍完整保留在数据库中,可随时恢复。
股票池筛选 ${aus.length}
${aus.length ? `
${aus.map(recUniverse).join('')}
`
: '
没有归档或删除的筛选记录。
'}
回测 ${abs.length}
${abs.length ? `
${abs.map(recBacktest).join('')}
`
: '
没有归档或删除的回测记录。
'}
`;
}
/* ---------------- 路由 ---------------- */
let currentPath = '';
function parseHash() {
const raw = location.hash.replace(/^#/, '') || '/';
const [path, qs] = raw.split('?');
return {parts: path.split('/').filter(Boolean), q: new URLSearchParams(qs || '')};
}
async function render() {
const view = document.getElementById('view');
const {parts, q} = parseHash();
const path = parts.join('/');
if (path === currentPath) return;
currentPath = path;
disposeCharts();
document.querySelectorAll('.nav a').forEach(a => {
const key = a.dataset.nav;
const on = (key === 'home' && !parts.length) ||
(key === 'universes' && parts[0] === 'universes') ||
(key === 'backtests' && parts[0] === 'backtests') ||
(key === 'walkforwards' && parts[0] === 'walkforwards') ||
(key === 'archive' && parts[0] === 'archive');
a.classList.toggle('active', !!on);
});
view.innerHTML = '加载中…
';
try {
let html = '', after = null;
if (!parts.length) html = await viewHome();
else if (parts[0] === 'universes' && parts.length === 1) html = await viewUniverses(q);
else if (parts[0] === 'universes' && parts.length === 2) {
const u = await api(`universes/${parts[1]}`);
html = await viewUniverseDetail(parts[1], q);
after = () => mountUniverseDetail(u);
}
else if (parts[0] === 'stocks' && parts.length === 2) {
const d = await api(`stocks/${encodeURIComponent(parts[1])}`).catch(() => null);
html = await viewStock(parts[1]);
if (d) after = () => mountStock(d);
}
else if (parts[0] === 'backtests' && parts.length === 1) html = await viewBacktests(q);
else if (parts[0] === 'backtests' && parts.length === 4 && parts[2] === 'stocks') {
html = await viewBacktestStock(parts[1], parts[3]);
after = () => { stState.runId = parts[1]; stState.symbol = parts[3];
mountBacktestStock(parts[1], parts[3]); };
}
else if (parts[0] === 'backtests' && parts.length === 2) {
html = await viewBacktestDetail(parts[1]);
after = () => mountBacktestDetail(parts[1]).catch(e => toast(e.message, true));
}
else if (parts[0] === 'walkforwards' && parts.length === 1)
html = await viewWalkforwards();
else if (parts[0] === 'walkforwards' && parts.length === 2) {
const d = await api(`walkforwards/${parts[1]}`);
html = await viewWalkforwardDetail(parts[1]);
after = () => mountWalkforwardDetail(d);
}
else if (parts[0] === 'archive') html = await viewArchive();
else html = ``;
view.innerHTML = html;
if (after) await after();
} catch (e) {
view.innerHTML = `加载失败:${esc(e.message)}
请确认后端已启动(python -m hdiv web),
且 nginx 已把 /api 反代到该服务。
`;
}
window.scrollTo(0, 0);
}
/* ---------------- 交互(事件委托) ---------------- */
document.addEventListener('click', async e => {
const btn = e.target.closest('[data-act]');
if (btn) {
e.preventDefault();
const id = btn.dataset.id, act = btn.dataset.act, scope = btn.dataset.scope || 'u';
const base = scope === 'b' ? 'backtests' : 'universes';
try {
if (act === 'open') {
location.hash = `#/${btn.dataset.prefix || base}/${id}`; return;
}
if (act === 'rename') {
const cur = await api(`${base}/${id}`);
modal(scope === 'b' ? '命名回测记录' : '命名筛选记录',
[{key:'display_name', label:'名称', value: cur.display_name || ''},
{key:'notes', label:'备注', value: cur.notes || '', type:'textarea'}],
async v => {
await patch(`${base}/${id}`, v);
toast('已保存');
if (scope === 'b' && cur.universe_run_id)
location.hash = `#/universes/${cur.universe_run_id}`;
else if (scope === 'u' && location.hash.includes(id))
{ currentPath=''; render(); }
else { currentPath=''; render(); }
});
return;
}
if (act === 'archive') {
await patch(`${base}/${id}`, {archived: btn.dataset.to === '1'});
toast(btn.dataset.to === '1' ? '已归档' : '已取消归档');
currentPath = ''; render(); return;
}
if (act === 'delete') {
const del = btn.dataset.to === '1';
if (del && !confirm('确认删除这条记录?\n\n(软删除:记录会被隐藏,但数据仍完整保留,可随时恢复)')) return;
await patch(`${base}/${id}`, {deleted: del});
toast(del ? '已删除(可从「归档」页恢复)' : '已恢复');
currentPath = ''; render(); return;
}
if (act === 'pf-shift') {
shiftPortfolio(parseInt(btn.dataset.d, 10));
return;
}
if (act === 'st-apply') {
const host = document.getElementById('c_stock');
if (host) {
const shown = [...document.querySelectorAll('.st-ser:checked')].map(x => x.value);
if (!shown.length) { toast('请至少勾选一个指标', true); return; }
disposeCharts();
const {parts} = parseHash();
mountBacktestStock(parts[1], parts[3]);
}
return;
}
if (act === 'page') {
const {parts, q} = parseHash();
q.set('page', btn.dataset.p);
location.hash = `#/${parts.join('/')}?${q.toString()}`;
currentPath = ''; render(); return;
}
} catch (err) { toast(err.message, true); }
return;
}
// 列表页筛选控件
if (e.target.id === 'doSearch' || e.target.id === 'mgo') {
const {parts, q} = parseHash();
const qEl = document.getElementById('q') || document.getElementById('mq');
if (qEl) q.set('q', qEl.value.trim());
const fEl = document.getElementById('mfilter');
if (fEl) { q.set('passed', fEl.value); q.set('page', '1'); }
location.hash = `#/${parts.join('/')}${q.toString() ? '?' + q.toString() : ''}`;
currentPath = ''; render(); return;
}
});
document.addEventListener('change', e => {
if (e.target.id === 'pf-date') {
loadPortfolio(e.target.value);
return;
}
if (e.target.id === 'eq-index') {
eqState.index = e.target.value;
mountEquityChart(eqState.runId, eqState.index)
.catch(err => toast(err.message, true));
return;
}
if (e.target.id === 'incArch' || e.target.id === 'incDel') {
const {parts, q} = parseHash();
if (e.target.id === 'incArch') q.set('archived', e.target.checked ? '1' : '0');
if (e.target.id === 'incDel') q.set('deleted', e.target.checked ? '1' : '0');
location.hash = `#/${parts.join('/')}?${q.toString()}`;
currentPath = ''; render();
}
});
document.addEventListener('keydown', e => {
if (e.key === 'Enter' && (e.target.id === 'q' || e.target.id === 'mq')) {
document.getElementById(e.target.id === 'q' ? 'doSearch' : 'mgo').click();
}
});
window.addEventListener('hashchange', () => { currentPath = ''; render(); });
/* ---------------- 启动 ---------------- */
(async function boot() {
const st = document.getElementById('api-status');
try {
await api('health');
st.textContent = 'API 正常'; st.className = 'badge ok';
try {
const dc = await api('config/display');
Object.assign(FMT, dc);
document.documentElement.style.setProperty('--max-width', (dc.max_width || 1440) + 'px');
} catch (e) { /* 取不到就用默认精度,不影响使用 */ }
} catch (e) {
st.textContent = 'API 不可用'; st.className = 'badge fail';
}
document.getElementById('foot-note').textContent =
'数据来自数据库,页面不做任何指标计算 · 删除为软删除,数据不做物理清除';
render();
})();