simon
cf6d4d2c56
说明：本提交是工作区中此前的未提交工作（在 14ec0c6 之后产生），**非本次会话所写**，
按用户要求整理并推送。已做安全检查（无明文凭据、无大文件、.env/logs/output 仍被忽略），
并完成可执行范围内的测试验证（见「测试」一节）。
## 新增能力
1) `hdiv backtest --mode daily --start <日期>`
- src/hdiv/backtest/daily.py：两趟式（先逐日选股，再复用既有引擎模拟）
- 每个交易日按当日可见数据重建股票池（PIT），每个交易日判断买卖点
- `pool_exit_action`：hold（只减不加、不因掉出池子而清仓）/ sell（掉出即清仓）
- `profile_on_trade`：买卖决策发生时计算并留痕个股画像，**不区分是否在当日池内**
（卖出/减仓同样留痕，否则「为什么卖」缺证据）
- 与 walkforward 的分工：daily 是一条连续路径的推演，不是过拟合检验；
因此不使用训练段、不冻结分布，阈值口径一律 rolling
- 拒绝 `--universe-run`（daily 的定义就是逐日重筛，冻结池与之矛盾）
2) PIT 批量取数层 src/hdiv/universe/pit.py
- PitRepo 继承 Repo，**只重写取数**（按区块批量预载 + 逐日内存切片），
派生逻辑（最新一期财报合并、单位归一化、支付率口径等）一行不重写
—— 以保证与逐日单点查询**结果等价**
- 候选集预剪枝：用「不可能通过」的边界条件提前排除，文档论证为精确等价而非近似
- src/hdiv/universe/daily.py：每日动态筛选器（仍然调用既有 selector 与四个 Filter）
3) 每日增量同步 `hdiv sync daily`
- src/hdiv/data/sync/daily.py：只抓「库里还没有的那几天」，
按「当日股票数 ≥ 当年规模阈值」判定缺口，不重拉历史、不覆盖既有行；
支持 `--dry-run` 先看待抓清单
- deploy/daily-sync.sh、deploy/install-sync-schedule.sh、
deploy/com.hddiv.sync.plist.example（launchd 每天 17:00）
- 新表 hd_daily_universe（逐日入选成员留痕）+ sql/hd_daily_universe.sql + schema.py
（该表已存在于库中，`ddl plan` 返回 0 个待执行动作）
4) Web 与文档
- 前端支持 daily 模式记录下钻（web/app.js、web/app.css、web/index.html、
web/favicon.svg）
- README / docs/user-guide.md / docs/implementation-status.md 同步更新：
三种回测模式的取舍、daily 的成本说明（6.7 年约 1.5 小时）与调优手段
## 测试
tests/ 共 500 项（新增 tests/test_daily.py 43 项、tests/test_sync_daily.py 36 项）。
已验证通过：
- 排除上述两个新文件的 **421 项：全部通过（pytest 退出码 0）**
- 两个新文件的**非 DB 单元测试 60 项：全部通过**
未能在合理时间内跑完：
- 两个新文件中 **19 项 DB 标记的重型测试**。实测瓶颈是一条**无界全表扫描**：
`SELECT ... FROM hd_cashflow WHERE ann_date <= :asof ORDER BY symbol, end_date, ann_date`
（31 万行，无 symbol/报告期下限）。全量套件跑到 161 项时已耗时 20 分钟、
0 失败，按该速率预计需 3 小时以上，因此改为分档验证。
- 旁证：库中存在 3 次成功的 daily 端到端运行（2026-10-05 10:05 / 10:32 / 11:03，
区间 2024-03-01~03-15），说明该路径可正常完成。
## 已知待改进
- 上述 `hd_cashflow`（及同类「按 ann_date 上界取全历史」）的查询缺
symbol / 报告期下限，是 daily 模式的主要性能瓶颈，建议下一轮优化。
2085 lines
104 KiB
JavaScript
2085 lines
104 KiB
JavaScript
/* ============================================================
|
||
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：<meta name="api-base" content="/api">
|
||
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 ${res.status}`);
|
||
return data;
|
||
}
|
||
|
||
const patch = (path, body) =>
|
||
api(path, {method: 'PATCH', body: JSON.stringify(body)});
|
||
|
||
/* ---------------- 图表管理 ---------------- */
|
||
const charts = [];
|
||
function chart(id, option) {
|
||
const el = document.getElementById(id);
|
||
if (!el || typeof echarts === 'undefined') return null;
|
||
const c = echarts.init(el);
|
||
c.setOption(Object.assign({color: COLORS}, option));
|
||
charts.push(c);
|
||
return c;
|
||
}
|
||
function disposeCharts() { while (charts.length) { try { charts.pop().dispose(); } catch (e) {} } }
|
||
/** 只销毁一张图（切换叠加指数时重画同一张图，不动页面上其它图）。 */
|
||
function disposeChart(id) {
|
||
const el = document.getElementById(id);
|
||
if (!el || typeof echarts === 'undefined') return;
|
||
const inst = echarts.getInstanceByDom(el);
|
||
if (!inst) return;
|
||
inst.dispose();
|
||
const i = charts.indexOf(inst);
|
||
if (i >= 0) charts.splice(i, 1);
|
||
}
|
||
window.addEventListener('resize', () => charts.forEach(c => c.resize()));
|
||
|
||
/* ---------------- 模态框 ---------------- */
|
||
function modal(title, fields, onOk) {
|
||
const bg = document.createElement('div');
|
||
bg.className = 'modal-bg';
|
||
bg.innerHTML = `<div class="modal">
|
||
<h3>${esc(title)}</h3>
|
||
${fields.map(f => `<div class="field">
|
||
<label>${esc(f.label)}</label>
|
||
${f.type === 'textarea'
|
||
? `<textarea id="f_${f.key}" rows="3">${esc(f.value || '')}</textarea>`
|
||
: `<input type="text" id="f_${f.key}" value="${esc(f.value || '')}">`}
|
||
</div>`).join('')}
|
||
<div class="modal-actions">
|
||
<button data-act="cancel">取消</button>
|
||
<button class="primary" data-act="ok">确定</button>
|
||
</div></div>`;
|
||
document.body.appendChild(bg);
|
||
const close = () => bg.remove();
|
||
bg.addEventListener('click', e => {
|
||
if (e.target === bg || e.target.dataset.act === 'cancel') close();
|
||
if (e.target.dataset.act === 'ok') {
|
||
const out = {};
|
||
fields.forEach(f => { out[f.key] = document.getElementById('f_' + f.key).value.trim(); });
|
||
close();
|
||
onOk(out);
|
||
}
|
||
});
|
||
const first = bg.querySelector('input,textarea');
|
||
if (first) { first.focus(); first.select(); }
|
||
}
|
||
|
||
/* ---------------- 视图：概览 ---------------- */
|
||
async function viewHome() {
|
||
const [s, us, bs] = await Promise.all([
|
||
api('summary'), api('universes'), api('backtests')
|
||
]);
|
||
document.getElementById('db-info').textContent = s.db || '';
|
||
|
||
const kpi = (label, value, note, cls) => `<div class="kpi">
|
||
<div class="label">${esc(label)}</div>
|
||
<div class="value ${cls || ''}">${value}</div>
|
||
<div class="note">${esc(note)}</div></div>`;
|
||
|
||
return `
|
||
<h1 class="page">概览</h1>
|
||
<div class="page-sub">数据来自 ${esc(s.db)}；最近同步 ${esc(s.last_sync || '—')}</div>
|
||
|
||
<div class="kpi-grid">
|
||
${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')}
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>最近的股票池筛选 <a class="small" href="#/universes">查看全部 →</a></h2>
|
||
${us.items.length ? `<div class="rec-list">${us.items.slice(0,4).map(recUniverse).join('')}</div>`
|
||
: '<div class="empty">还没有筛选记录。<br>运行 <code class="mono">python -m hdiv universe --asof 2024-06-28</code> 创建一条。</div>'}
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>最近的回测 <a class="small" href="#/backtests">查看全部 →</a></h2>
|
||
${bs.items.length ? `<div class="rec-list">${bs.items.slice(0,4).map(recBacktest).join('')}</div>`
|
||
: '<div class="empty">还没有回测记录。<br>运行 <code class="mono">python -m hdiv backtest</code> 创建一条。</div>'}
|
||
</div>`;
|
||
}
|
||
|
||
/* ---------------- 视图：股票池列表 ---------------- */
|
||
function recUniverse(u) {
|
||
return `<div class="rec ${u.state !== 'active' ? 'dim' : ''}">
|
||
<div class="rec-main">
|
||
<div class="rec-title">
|
||
<a href="#/universes/${esc(u.run_id)}">${esc(u.title)}</a>
|
||
${u.state === 'archived' ? '<span class="badge warn">已归档</span>' : ''}
|
||
${u.state === 'deleted' ? '<span class="badge fail">已删除</span>' : ''}
|
||
${u.linked_backtests ? `<span class="badge ok">关联 ${u.linked_backtests} 次回测</span>` : ''}
|
||
</div>
|
||
<div class="rec-meta">
|
||
<span>时点 <b class="mono">${esc(u.asof_date)}</b></span>
|
||
<span>候选 <b class="mono">${num(u.candidate_count,0)}</b></span>
|
||
<span>入选 <b class="mono">${num(u.member_count,0)}</b></span>
|
||
<span class="mono">${esc((u.created_at||'').slice(0,16))}</span>
|
||
</div>
|
||
${u.notes ? `<div class="rec-meta"><span>备注：${esc(u.notes)}</span></div>` : ''}
|
||
</div>
|
||
<div class="rec-actions">
|
||
<button class="primary" data-act="open" data-id="${esc(u.run_id)}">打开股票清单</button>
|
||
<button data-act="rename" data-id="${esc(u.run_id)}">命名</button>
|
||
<button data-act="archive" data-id="${esc(u.run_id)}" data-to="${u.state === 'archived' ? '0' : '1'}">
|
||
${u.state === 'archived' ? '取消归档' : '归档'}</button>
|
||
${u.state === 'deleted'
|
||
? `<button data-act="delete" data-id="${esc(u.run_id)}" data-to="0">恢复</button>`
|
||
: `<button class="danger" data-act="delete" data-id="${esc(u.run_id)}" data-to="1">删除</button>`}
|
||
</div>
|
||
</div>`;
|
||
}
|
||
|
||
async function viewUniverses(params) {
|
||
const incArch = params.get('archived') === '1';
|
||
const incDel = params.get('deleted') === '1';
|
||
const q = params.get('q') || '';
|
||
const d = await api(`universes?include_archived=${incArch?1:0}&include_deleted=${incDel?1:0}` +
|
||
(q ? `&q=${encodeURIComponent(q)}` : ''));
|
||
|
||
return `
|
||
<h1 class="page">股票池筛选记录</h1>
|
||
<div class="page-sub">每次 <code class="mono">hdiv universe</code> 执行产生一条记录。可命名、归档或删除。</div>
|
||
<div class="callout">
|
||
<b>「删除」是软删除</b>：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。
|
||
</div>
|
||
<div class="toolbar">
|
||
<div class="grow"><input type="search" id="q" placeholder="搜索名称 / 备注 / run_id / 时点…" value="${esc(q)}"></div>
|
||
<label class="check"><input type="checkbox" id="incArch" ${incArch?'checked':''}> 显示已归档</label>
|
||
<label class="check"><input type="checkbox" id="incDel" ${incDel?'checked':''}> 显示已删除</label>
|
||
<button id="doSearch">搜索</button>
|
||
</div>
|
||
${d.items.length ? `<div class="rec-list">${d.items.map(recUniverse).join('')}</div>`
|
||
: '<div class="empty">没有匹配的筛选记录。</div>'}`;
|
||
}
|
||
|
||
/* ---------------- 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/${runId}/backtests`)
|
||
]);
|
||
|
||
const rows = m.items.map(x => `<tr>
|
||
<td><a href="#/stocks/${esc(x.symbol)}" class="mono">${esc(x.symbol)}</a></td>
|
||
<td class="l">${esc(x.name || '')}</td>
|
||
<td class="l small muted">${esc(x.industry || '')}</td>
|
||
<td class="num ${x.passed ? '' : 'muted'}">${pct(x.dividend_yield)}</td>
|
||
<td class="num">${x.dividend_continuity_years ?? '—'}</td>
|
||
<td class="num">${pct(x.payout_ratio)}</td>
|
||
<td class="num">${num(x.fcf_dividend_cover)}</td>
|
||
<td class="num">${pct(x.roe)}</td>
|
||
<td class="num">${pct(x.debt_ratio)}</td>
|
||
<td class="num">${yi(x.total_mv)}</td>
|
||
<td class="l small">${x.passed ? '<span class="badge ok">入选</span>'
|
||
: `<span class="badge fail">${esc(x.fail_stage || '')}</span> <span class="muted">${esc(x.fail_reason || '')}</span>`}</td>
|
||
</tr>`).join('');
|
||
|
||
const stats = u.stats || {};
|
||
const stages = ['market','risk','dividend','quality'].map(k =>
|
||
`<span class="rec-metric">${k} 淘汰 <b>${stats[k] ?? '—'}</b></span>`).join('');
|
||
|
||
return `
|
||
<div class="crumb"><a href="#/universes">股票池筛选</a><span>/</span>${esc(u.asof_date)}</div>
|
||
<h1 class="page">${esc(u.title)}</h1>
|
||
<div class="page-sub">
|
||
时点 <b class="mono">${esc(u.asof_date)}</b> ·
|
||
候选 ${num(u.candidate_count,0)} · 入选 <b class="mono">${num(u.member_count,0)}</b> ·
|
||
<span class="mono">${esc(u.run_id)}</span>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>记录操作</h2>
|
||
<div class="toolbar" style="margin:0">
|
||
<button class="primary" data-act="rename" data-id="${esc(runId)}" data-scope="u">命名 / 备注</button>
|
||
<button data-act="archive" data-id="${esc(runId)}" data-scope="u" data-to="${u.archived_at ? '0':'1'}">
|
||
${u.archived_at ? '取消归档' : '归档'}</button>
|
||
${u.deleted_at
|
||
? `<button data-act="delete" data-id="${esc(runId)}" data-scope="u" data-to="0">恢复</button>`
|
||
: `<button class="danger" data-act="delete" data-id="${esc(runId)}" data-scope="u" data-to="1">删除</button>`}
|
||
${u.state !== 'active' ? `<span class="badge warn">${u.state === 'archived' ? '已归档':'已删除'}</span>` : ''}
|
||
</div>
|
||
${u.notes ? `<div class="rec-meta" style="margin-top:10px">备注：${esc(u.notes)}</div>` : ''}
|
||
</div>
|
||
|
||
<div class="grid2">
|
||
<div class="card">
|
||
<h2>筛选漏斗</h2>
|
||
<div id="u_funnel" class="chart short"></div>
|
||
<div class="rec-metrics" style="margin-top:10px">
|
||
<span class="rec-metric">候选<b>${num(u.candidate_count,0)}</b></span>
|
||
<span class="rec-metric">入选<b>${num(u.member_count,0)}</b></span>
|
||
<span class="rec-metric">通过率<b>${u.candidate_count ? ((u.member_count/u.candidate_count)*100).toFixed(2)+'%' : '—'}</b></span>
|
||
</div>
|
||
</div>
|
||
<div class="card">
|
||
<h2>行业分布 <span class="badge info">${(u.industry_distribution||[]).length} 个行业</span></h2>
|
||
<div id="u_industry" class="chart short"></div>
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>关联的回测 <span class="badge info">${bts.items.length}</span></h2>
|
||
${bts.items.length
|
||
? `<div class="rec-list">${bts.items.map(b => recBacktest(b, true)).join('')}</div>`
|
||
: `<div class="empty">这条筛选记录还没有关联回测。<br>
|
||
运行 <code class="mono">python -m hdiv backtest --universe-run ${esc(runId)}</code>，
|
||
或在下方「回测」页把已有回测关联过来。</div>`}
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>股票清单 <span class="badge info">${num(m.total,0)}</span></h2>
|
||
<div class="toolbar">
|
||
<div class="grow"><input type="search" id="mq" placeholder="搜索代码 / 名称 / 行业…" value="${esc(q)}"></div>
|
||
<select id="mfilter" style="width:auto">
|
||
<option value="1" ${!showAll && passed!=='0' ? 'selected':''}>仅入选</option>
|
||
<option value="0" ${passed==='0' ? 'selected':''}>仅淘汰</option>
|
||
<option value="all" ${showAll ? 'selected':''}>全部候选</option>
|
||
</select>
|
||
<button id="mgo">筛选</button>
|
||
</div>
|
||
<div class="tw"><table class="data">
|
||
<thead><tr>
|
||
<th class="l">代码</th><th class="l">名称</th><th class="l">行业</th>
|
||
<th>股息率</th><th>连续分红</th><th>支付率</th><th>FCF覆盖</th>
|
||
<th>ROE</th><th>负债率</th><th>总市值</th><th class="l">结果 / 未通过原因</th>
|
||
</tr></thead>
|
||
<tbody>${rows || '<tr><td colspan="11" class="empty">无数据</td></tr>'}</tbody>
|
||
</table></div>
|
||
<div class="pager">
|
||
<span>第 ${m.page} / ${m.pages || 1} 页，共 ${num(m.total,0)} 条</span>
|
||
<button data-act="page" data-p="${m.page-1}" ${m.page<=1?'disabled':''}>上一页</button>
|
||
<button data-act="page" data-p="${m.page+1}" ${m.page>=m.pages?'disabled':''}>下一页</button>
|
||
</div>
|
||
<div class="rec-metrics" style="margin-top:14px">${stages}</div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>生效的筛选配置</h2>
|
||
<details><summary class="small muted" style="cursor:pointer">展开完整 JSON</summary>
|
||
<pre class="mono small" style="white-space:pre-wrap;max-height:420px;overflow:auto">${esc(JSON.stringify(u.config, null, 2))}</pre>
|
||
</details>
|
||
</div>`;
|
||
}
|
||
|
||
/* 股票池详情的图表：数据由后端算好，前端只渲染 */
|
||
function mountUniverseDetail(u) {
|
||
const f = u.funnel;
|
||
if (f && f.labels && f.labels.length) {
|
||
// 横向条形：候选（数千只）会压倒其余各段，这是事实本身
|
||
// （92% 在市值门槛就被淘汰）。因此在条末直接标数值，保证小段也可读。
|
||
const rows = f.labels.map((l, i) => ({
|
||
name: l, value: f.values[i],
|
||
eliminated: i === 0 ? null : f.eliminated[i - 1]
|
||
})).reverse();
|
||
chart('u_funnel', {
|
||
tooltip: {
|
||
trigger: 'item',
|
||
formatter: p => {
|
||
const d = rows[p.dataIndex];
|
||
return `${d.name}<br/>存活 <b>${d.value.toLocaleString()}</b>` +
|
||
(d.eliminated != null ? `<br/>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}<br/>${p.value} 只（${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/${encodeURIComponent(symbol)}`); }
|
||
catch (e) {
|
||
return `<div class="crumb"><a href="#/universes">返回</a></div>
|
||
<div class="callout fail"><b>无法打开画像：</b>${esc(e.message)}</div>`;
|
||
}
|
||
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 `<tr>
|
||
<td class="l">${esc(LABEL[s.metric_code] || s.metric_code)}</td>
|
||
<td class="num">${s.window_years == 0 ? '全历史' : s.window_years + '年'}</td>
|
||
<td class="num">${num(s.n_obs,0)}</td>
|
||
<td class="num">${f(s.min_value)}</td><td class="num">${f(s.p10)}</td>
|
||
<td class="num">${f(s.p25)}</td><td class="num">${f(s.p50)}</td>
|
||
<td class="num">${f(s.p75)}</td><td class="num">${f(s.p90)}</td>
|
||
<td class="num">${f(s.max_value)}</td>
|
||
<td class="num"><b>${f(s.current_value)}</b></td>
|
||
<td class="num ${s.current_percentile >= 75 ? 'gain' : ''}">${num(s.current_percentile,1)}%</td>
|
||
<td><span class="badge ${s.status === 'OK' ? 'ok':'warn'}">${esc(s.status)}</span></td>
|
||
</tr>`;
|
||
}).join('');
|
||
|
||
const scoreRows = (d.scores || []).map(s => `<tr>
|
||
<td class="l">${esc(SCORE_LABEL[s.score_code] || s.score_code)}</td>
|
||
<td class="num">${num(s.score,1)}</td></tr>`).join('');
|
||
|
||
return `
|
||
<div class="crumb"><a href="#/">概览</a><span>/</span>个股画像</div>
|
||
<h1 class="page">${esc(info.name || symbol)} <span class="mono muted" style="font-size:15px">${esc(symbol)}</span></h1>
|
||
<div class="page-sub">${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) || '—')}</div>
|
||
|
||
<div class="kpi-grid">
|
||
<div class="kpi"><div class="label">当前股息率</div>
|
||
<div class="value ${cp >= 75 ? 'gain':''}">${pct(cur)}</div>
|
||
<div class="note">TTM 每股分红 / 不复权收盘价</div></div>
|
||
<div class="kpi"><div class="label">历史分位</div>
|
||
<div class="value ${cp >= 75 ? 'gain':''}">${num(cp,1)}%</div>
|
||
<div class="note">当前值在自身历史分布中的位置</div></div>
|
||
<div class="kpi"><div class="label">P75 / P25</div>
|
||
<div class="value" style="font-size:17px">${pct(ys.p75)} / ${pct(ys.p25)}</div>
|
||
<div class="note">买入 / 卖出阈值参考</div></div>
|
||
<div class="kpi"><div class="label">样本观测</div>
|
||
<div class="value">${num(ys.n_obs,0)}</div>
|
||
<div class="note">日频观测数</div></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>K线 · 股息率 · PE · 回撤</h2>
|
||
<div class="toolbar">
|
||
<span class="small muted">区间</span>
|
||
<input type="date" id="sp-from" style="width:auto">
|
||
<span class="small muted">~</span>
|
||
<input type="date" id="sp-to" style="width:auto">
|
||
<button data-act="sp-apply">应用</button>
|
||
<button data-act="sp-reset">重置</button>
|
||
<span class="small muted" id="sp-hint"></span>
|
||
</div>
|
||
<div id="c_main" class="chart tall"></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
区间只影响这张走势图；右侧分布统计与雷达图仍是<b>画像当时的全历史</b>口径。
|
||
</div>
|
||
</div>
|
||
|
||
<div class="grid2">
|
||
<div class="card"><h2>股息率历史分布</h2><div id="c_hist" class="chart short"></div></div>
|
||
<div class="card"><h2>安全边际分项得分</h2>
|
||
${scoreRows ? `<div id="c_score" class="chart short"></div>
|
||
<div class="tw"><table class="data"><thead><tr><th class="l">分项</th><th>得分</th></tr></thead>
|
||
<tbody>${scoreRows}</tbody></table></div>`
|
||
: '<div class="callout warn">分项数据不足，未计算得分（不使用残缺数据造分）。</div>'}
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>历史分布统计</h2>
|
||
<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">指标</th><th>窗口</th><th>样本</th>
|
||
<th>Min</th><th>P10</th><th>P25</th><th>P50</th><th>P75</th><th>P90</th><th>Max</th>
|
||
<th>当前</th><th>分位</th><th>状态</th></tr></thead>
|
||
<tbody>${statRows || '<tr><td colspan="13" class="empty">无数据</td></tr>'}</tbody>
|
||
</table></div>
|
||
</div>`;
|
||
}
|
||
|
||
const spState = {data: null, from: '', to: ''};
|
||
|
||
function mountStock(d) {
|
||
const ch = d.chart || {};
|
||
if (!ch.dates || !ch.dates.length) return;
|
||
spState.data = d;
|
||
spState.from = ''; spState.to = ''; // 换股票回到全区间
|
||
const from = document.getElementById('sp-from');
|
||
const to = document.getElementById('sp-to');
|
||
if (from && to) {
|
||
// 画像序列是快照，边界就是能选的全部；不设上限会让人以为能选到今天
|
||
from.min = to.min = ch.dates[0];
|
||
from.max = to.max = ch.dates[ch.dates.length - 1];
|
||
from.value = ch.dates[0];
|
||
to.value = ch.dates[ch.dates.length - 1];
|
||
}
|
||
paintStockMain();
|
||
|
||
// 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]}}]}]
|
||
});
|
||
}
|
||
}
|
||
}
|
||
|
||
/** 画画像走势图；区间是纯前端截取（画像序列已全量在手，不必再取数）。 */
|
||
function paintStockMain() {
|
||
const d = spState.data;
|
||
const ch = d && d.chart;
|
||
if (!ch || !ch.dates || !ch.dates.length) return;
|
||
const all = ch.dates;
|
||
let i0 = 0, i1 = all.length - 1;
|
||
if (spState.from) { const k = all.findIndex(x => x >= spState.from); if (k >= 0) i0 = k; }
|
||
if (spState.to) {
|
||
for (let i = all.length - 1; i >= 0; i--) { if (all[i] <= spState.to) { i1 = i; break; } }
|
||
}
|
||
if (i1 < i0) { toast('开始日期不能晚于结束日期', true); return; }
|
||
const dates = all.slice(i0, i1 + 1);
|
||
const cut = k => ((ch[k] || []).length === all.length ? ch[k].slice(i0, i1 + 1) : []);
|
||
|
||
const hint = document.getElementById('sp-hint');
|
||
if (hint) {
|
||
const asof = (d.profile_run && d.profile_run.asof_date) || all[all.length - 1];
|
||
hint.textContent = `${dates[0]} ~ ${dates[dates.length - 1]} · ${dates.length} 个交易日`
|
||
+ ` · 画像快照止于 ${asof}`;
|
||
}
|
||
|
||
disposeChart('c_main');
|
||
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:dates,gridIndex:0,axisLabel:{show:false},axisTick:{show:false}},
|
||
{type:'category',data:dates,gridIndex:1,axisLabel:{show:false},axisTick:{show:false}},
|
||
{type:'category',data: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:cut('close'),showSymbol:false,
|
||
lineStyle:{width:1.4,color:COLORS[0]},itemStyle:{color:COLORS[0]}},
|
||
{name:'股息率',type:'line',xAxisIndex:1,yAxisIndex:1,data:cut('dv_yield'),showSymbol:false,
|
||
lineStyle:{width:1.6,color:COLORS[1]},itemStyle:{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:cut('pe_ttm'),showSymbol:false,
|
||
lineStyle:{width:1.2,color:COLORS[2]},itemStyle:{color:COLORS[2]}}]
|
||
});
|
||
}
|
||
|
||
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 `<div class="rec ${b.state !== 'active' ? 'dim' : ''}">
|
||
<div class="rec-main">
|
||
<div class="rec-title">
|
||
<a href="#/backtests/${esc(b.run_id)}">${esc(b.title)}</a>
|
||
${b.state === 'archived' ? '<span class="badge warn">已归档</span>' : ''}
|
||
${b.state === 'deleted' ? '<span class="badge fail">已删除</span>' : ''}
|
||
${b.mode && b.mode !== 'single' ? `<span class="badge info">${esc(b.mode)}</span>` : ''}
|
||
</div>
|
||
${compact ? '' : `<div class="rec-meta">
|
||
<span>${esc(b.start_date)} ~ ${esc(b.end_date)}</span>
|
||
<span class="mono">${esc((b.created_at||'').slice(0,16))}</span>
|
||
${b.universe_run_id ? `<a href="#/universes/${esc(b.universe_run_id)}">← 来源股票池</a>` : ''}
|
||
</div>`}
|
||
${(b.strategy && b.strategy.conditions)
|
||
? `<div class="rec-meta" style="margin-top:8px">${b.strategy.conditions.map(c =>
|
||
`<span><b>${esc(c.group)}</b>：${esc(c.text)}</span>`).join('')}</div>` : ''}
|
||
${m.total_return != null ? `<div class="rec-metrics">
|
||
<span class="rec-metric">总收益<b class="${sign(m.total_return)}">${pct(m.total_return)}</b></span>
|
||
<span class="rec-metric">CAGR<b class="${sign(m.cagr)}">${pct(m.cagr)}</b></span>
|
||
<span class="rec-metric">最大回撤<b class="loss">${pct(m.max_drawdown)}</b></span>
|
||
<span class="rec-metric">Sharpe<b>${num(m.sharpe)}</b></span>
|
||
<span class="rec-metric">成交<b>${num(m.trade_count,0)}</b></span>
|
||
</div>` : ''}
|
||
</div>
|
||
<div class="rec-actions">
|
||
<button class="primary" data-act="open" data-id="${esc(b.run_id)}" data-scope="b">打开详细结果</button>
|
||
<button data-act="rename" data-id="${esc(b.run_id)}" data-scope="b">命名</button>
|
||
<button data-act="archive" data-id="${esc(b.run_id)}" data-scope="b" data-to="${b.archived_at ? '0':'1'}">
|
||
${b.archived_at ? '取消归档' : '归档'}</button>
|
||
${b.deleted_at
|
||
? `<button data-act="delete" data-id="${esc(b.run_id)}" data-scope="b" data-to="0">恢复</button>`
|
||
: `<button class="danger" data-act="delete" data-id="${esc(b.run_id)}" data-scope="b" data-to="1">删除</button>`}
|
||
</div>
|
||
</div>`;
|
||
}
|
||
|
||
async function viewBacktests(params) {
|
||
const incArch = params.get('archived') === '1';
|
||
const d = await api(`backtests?include_archived=${incArch?1:0}`);
|
||
return `
|
||
<h1 class="page">回测记录</h1>
|
||
<div class="page-sub">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。</div>
|
||
<div class="toolbar">
|
||
<label class="check"><input type="checkbox" id="incArch" ${incArch?'checked':''}> 显示已归档</label>
|
||
</div>
|
||
${d.items.length ? `<div class="rec-list">${d.items.map(b => recBacktest(b)).join('')}</div>`
|
||
: `<div class="empty">还没有回测记录。<br>运行 <code class="mono">python -m hdiv backtest</code> 创建一条。</div>`}`;
|
||
}
|
||
|
||
/* ---------------- 视图：回测详情 ---------------- */
|
||
/** 个股画像闸门：买入信号触发后，用当日可见数据重算画像再逐条核验。 */
|
||
function profileGateCard(g) {
|
||
const rules = (g && g.rules) || [];
|
||
if (!rules.length) return ''; // 该回测没配画像闸门 → 不占版面
|
||
const STAT = {current_value: '当日值',
|
||
current_percentile: '当日值在窗口分布中的分位'};
|
||
const OP = {'>=': '≥', '<=': '≤', '>': '>', '<': '<', '==': '='};
|
||
const fmtVal = (metric, v) => {
|
||
if (v == null) return '—';
|
||
const u = UNIT[metric] || 'ratio';
|
||
if (u === 'pct') return pct(v, 2);
|
||
if (u === 'int') return num(v, 0) + (metric.endsWith('_years') ? ' 年' : '');
|
||
if (u === 'price') return num(v, 2) + ' 元';
|
||
return num(v, 2); // ratio：倍数/覆盖
|
||
};
|
||
const meta = [
|
||
`画像窗口 ${num(g.window_years, 0)} 年`,
|
||
g.on_unverifiable === 'pass'
|
||
? '数据缺失/样本不足时：放行'
|
||
: '数据缺失/样本不足时：保守不买（REJECT）',
|
||
g.min_window_coverage ? `最小窗口覆盖率 ${pct(g.min_window_coverage, 0)}` : null,
|
||
].filter(Boolean).join(' · ');
|
||
return `
|
||
<div class="card">
|
||
<h2>个股画像筛选条件
|
||
<span class="badge ${g.enabled ? 'info' : 'dim'}">${g.enabled ? '已启用' : '未启用'}</span></h2>
|
||
<div class="callout">
|
||
这是<b>买入的第二道闸门</b>：股息率分位触发买入之后，用<b>当日可见的数据</b>
|
||
重算一次个股画像，再逐条核验，不通过的票直接剔除
|
||
（信号类型 <code class="mono">REJECT</code>，每条规则当时的实际值与阈值可在下方
|
||
「未成交信号与原因」里看到）。<b>取不到值不等于通过</b>，按下方「数据缺失」口径处理。
|
||
</div>
|
||
<div class="toolbar"><span class="small muted">${esc(meta)}</span></div>
|
||
<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">#</th><th class="l">画像指标</th>
|
||
<th class="l">核验口径</th><th class="l">必须满足</th></tr></thead>
|
||
<tbody>${rules.map((r, i) => `<tr>
|
||
<td class="num">${i + 1}</td>
|
||
<td class="l">${esc(LABEL[r.metric] || r.metric)}</td>
|
||
<td class="l small">${esc(STAT[r.stat] || r.stat || '—')}</td>
|
||
<td class="l mono">${esc(OP[r.op] || r.op || '')} ${esc(fmtVal(r.metric, r.value))}</td>
|
||
</tr>`).join('')}</tbody>
|
||
</table></div>
|
||
</div>`;
|
||
}
|
||
|
||
async function viewBacktestDetail(runId) {
|
||
const b = await api(`backtests/${runId}`);
|
||
const m = {};
|
||
(await api(`backtests/${runId}/metrics`)).items
|
||
.filter(x => x.scope === 'all' && (!x.benchmark_code || x.benchmark_code === ''))
|
||
.forEach(x => { m[x.metric_code] = x.metric_value; });
|
||
const rc = b.reconciliation || {};
|
||
|
||
return `
|
||
<div class="crumb"><a href="#/backtests">回测记录</a><span>/</span>${esc(b.strategy_id)}</div>
|
||
<h1 class="page">${esc(b.title)}</h1>
|
||
<div class="page-sub">${esc(b.start_date)} ~ ${esc(b.end_date)} · 模式 ${esc(b.mode)} ·
|
||
<span class="mono">${esc(b.run_id)}</span>
|
||
${b.universe_run_id ? ` · 来源股票池 <a href="#/universes/${esc(b.universe_run_id)}" class="mono">${esc(b.universe_run_id)}</a>` : ''}
|
||
</div>
|
||
|
||
<div class="kpi-grid">
|
||
<div class="kpi"><div class="label">总收益</div>
|
||
<div class="value ${sign(m.total_return)}">${pct(m.total_return)}</div>
|
||
<div class="note">期初 ${yi(b.initial_capital)} → 期末 ${yi(b.final_capital)}</div></div>
|
||
<div class="kpi"><div class="label">年化 CAGR</div>
|
||
<div class="value ${sign(m.cagr)}">${pct(m.cagr)}</div>
|
||
<div class="note">区间 ${num(m.years,2)} 年</div></div>
|
||
<div class="kpi"><div class="label">最大回撤</div>
|
||
<div class="value loss">${pct(m.max_drawdown)}</div>
|
||
<div class="note">相对历史高点</div></div>
|
||
<div class="kpi"><div class="label">Sharpe</div>
|
||
<div class="value ${sign(m.sharpe)}">${num(m.sharpe)}</div>
|
||
<div class="note">Sortino ${num(m.sortino)} · Calmar ${num(m.calmar)}</div></div>
|
||
<div class="kpi"><div class="label">成交笔数</div>
|
||
<div class="value">${num(m.trade_count,0)}</div>
|
||
<div class="note">胜率 ${pct(m.win_rate)} · 平均持仓 ${num(m.avg_holding_days,0)} 天</div></div>
|
||
<div class="kpi"><div class="label">累计现金分红</div>
|
||
<div class="value">${yi(b.total_dividend_net)}</div>
|
||
<div class="note">已扣红利税 ${yi(b.total_dividend_tax)}</div></div>
|
||
</div>
|
||
|
||
<div class="callout ${rc.balanced ? 'ok' : 'fail'}">
|
||
<b>资金对账${rc.balanced ? '通过' : '未通过'}</b> ——
|
||
恒等式「期初 = 期末现金 + 买入 − 卖出 + 费用 − 分红」残差
|
||
<span class="mono">${num(rc.residual, 4)}</span> 元。
|
||
${rc.balanced ? '成本与分红入账完整无遗漏。' : '<b>此时不应采信上方绩效指标。</b>'}
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>净值曲线与基准</h2>
|
||
<div class="toolbar">
|
||
<span class="small muted">叠加指数（右轴）</span>
|
||
<select id="eq-index" style="width:auto"></select>
|
||
<span class="small muted" id="eq-index-note"></span>
|
||
</div>
|
||
<div id="c_eq" class="chart"></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
<b>右轴</b>叠加的是所选指数的<b>点位</b>（不归一化），左轴是净值（起点 = 1）；
|
||
虚线「基准净值」是本次回测<b>自带</b>的基准，已归一到 1，可直接与策略净值比高低。
|
||
指数默认沪深300，可在上方下拉切换或取消叠加。
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card" id="portfolio-card">
|
||
<h2>持仓明细 <span class="badge info" id="pf-badge">…</span></h2>
|
||
<div class="toolbar">
|
||
<span class="small muted">日期</span>
|
||
<input type="date" id="pf-date" style="width:auto">
|
||
<button data-act="pf-shift" data-d="-1">← 上一交易日</button>
|
||
<button data-act="pf-shift" data-d="1">下一交易日 →</button>
|
||
<button data-act="pf-shift" data-d="0">最新</button>
|
||
<span class="small muted" id="pf-range"></span>
|
||
</div>
|
||
<div id="pf-body"><div class="loading">加载中…</div></div>
|
||
</div>
|
||
|
||
<div class="card" id="closed-card">
|
||
<h2>已清仓了结 <span class="badge info" id="closed-count">…</span></h2>
|
||
<div class="callout">
|
||
期末<b>不再持有</b>的个股（已全部卖出）。<b>卖出后至今</b>是清仓日收盘到最新收盘的涨跌：
|
||
<b class="loss">跌</b>说明这笔卖对了，<b class="gain">涨</b>说明可能卖早了。
|
||
<b>收益率</b> = 已实现盈亏 ÷ 买入金额，即这笔投资的累计收益率（不是年化；
|
||
已清仓，所以全部盈亏都已落袋）。
|
||
点代码可打开该股在本次回测中的走势图（默认已经画到最新行情）。
|
||
</div>
|
||
<div id="closed-body"><div class="loading">加载中…</div></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>回测条件</h2>
|
||
<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">类别</th><th class="l">条件</th></tr></thead>
|
||
<tbody>${(b.strategy.conditions||[]).map(c =>
|
||
`<tr><td class="l">${esc(c.group)}</td><td class="l">${esc(c.text)}</td></tr>`).join('')}
|
||
</tbody></table></div>
|
||
${b.strategy.description ? `<div class="callout" style="margin-top:12px">${esc(b.strategy.description)}</div>` : ''}
|
||
</div>
|
||
|
||
${profileGateCard(b.strategy.profile_gate)}
|
||
|
||
<div class="card">
|
||
<h2>逐笔成交与理由 <span class="badge info" id="trade-count">…</span></h2>
|
||
<div class="callout">
|
||
每笔交易都记录了<b>触发理由</b>（当时的股息率、历史分位、Rule 与参照样本数），
|
||
可回答「为什么买」。点击行首展开完整 reason。
|
||
</div>
|
||
<div id="trades"><div class="loading">加载中…</div></div>
|
||
</div>
|
||
|
||
<div class="card" id="du-card" style="display:none">
|
||
<h2>每日动态股票池 <span class="badge info" id="du-badge">…</span></h2>
|
||
<div class="callout">
|
||
本模式<b>每个交易日</b>按当时可见数据重建股票池（PIT）。
|
||
每个决策日的入选成员都留了痕，可回答「某天为什么是这些股票」。
|
||
</div>
|
||
<div class="toolbar">
|
||
<span class="small muted">决策日</span>
|
||
<select id="du-date" style="width:auto"></select>
|
||
<span class="small muted" id="du-note"></span>
|
||
</div>
|
||
<div id="du-body"><div class="loading">加载中…</div></div>
|
||
</div>
|
||
|
||
<div class="card" id="tradeprof-card" style="display:none">
|
||
<h2>成交个股的实时画像 <span class="badge info" id="tradeprof-badge">…</span></h2>
|
||
<div class="callout">
|
||
每一笔成交，都附上<b>该笔决策当天、只用当时可见数据</b>算出的个股画像（PIT）。
|
||
这与「个股画像」页的批量画像同一定义，只是按决策日取值 ——
|
||
它回答的是「当时凭什么买/卖」。点代码可进入个股页看完整曲线与全部画像指标。
|
||
</div>
|
||
<div id="tradeprof"><div class="loading">加载中…</div></div>
|
||
</div>
|
||
|
||
<div class="card" id="skips-card" style="display:none">
|
||
<h2>未成交信号与原因</h2>
|
||
<div class="callout warn">这些信号「想交易但没成交」，用于判断约束是否实质影响绩效。</div>
|
||
<div id="skips"></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>可复现性</h2>
|
||
<div class="tw"><table class="data">
|
||
<tbody>
|
||
<tr><td class="l">策略</td><td class="l mono">${esc(b.strategy_id)} v${esc(b.strategy_version)}</td></tr>
|
||
<tr><td class="l">配置指纹 config_hash</td><td class="l mono">${esc(b.config_hash||'—')}</td></tr>
|
||
<tr><td class="l">数据版本 data_version</td><td class="l mono">${esc(b.data_version||'—')}</td></tr>
|
||
<tr><td class="l">代码版本 code_version</td><td class="l mono">${esc(b.code_version||'—')}</td></tr>
|
||
<tr><td class="l">随机种子 seed</td><td class="l mono">${esc(b.seed ?? '—')}</td></tr>
|
||
</tbody></table></div>
|
||
${(b.unimplemented && b.unimplemented.length)
|
||
? `<div class="callout warn" style="margin-top:12px"><b>未建模部分（如实声明）：</b>
|
||
<ul style="margin:4px 0 0 18px">${b.unimplemented.map(x=>`<li>${esc(x)}</li>`).join('')}</ul></div>`
|
||
: ''}
|
||
</div>`;
|
||
}
|
||
|
||
const eqState = {runId: null, index: '', indices: []};
|
||
|
||
/** 净值曲线 + 可选的指数叠加（指数画在右轴，单位是点位，不参与净值刻度）。 */
|
||
async function mountEquityChart(runId, indexCode) {
|
||
const host = document.getElementById('c_eq');
|
||
if (!host) return;
|
||
disposeChart('c_eq');
|
||
const eq = await api(`backtests/${runId}/equity`
|
||
+ (indexCode ? `?index=${encodeURIComponent(indexCode)}` : ''));
|
||
const note = document.getElementById('eq-index-note');
|
||
if (!eq.dates || !eq.dates.length) {
|
||
host.innerHTML = '<div class="empty">该回测没有净值曲线</div>';
|
||
if (note) note.textContent = '';
|
||
return;
|
||
}
|
||
host.innerHTML = '';
|
||
disposeChart('c_eq'); // 连续切换下拉时，上一次请求可能已经 init 过
|
||
const ix = eq.index;
|
||
const isNav = n => n === '策略净值' || n === '基准净值';
|
||
// itemStyle 必须跟着写：图例与提示框的圆点取 itemStyle（缺省按调色板序号取色），
|
||
// 只写 lineStyle 会让「回撤」的圆点变成浅蓝、指数圆点变成绿色，与线色对不上。
|
||
const series = [
|
||
{name:'策略净值',type:'line',data:eq.nav,showSymbol:false,
|
||
lineStyle:{width:2,color:COLORS[0]},itemStyle:{color:COLORS[0]}},
|
||
{name:'基准净值',type:'line',data:eq.bench,showSymbol:false,
|
||
lineStyle:{width:1.4,color:COLORS[1],type:'dashed'},itemStyle:{color:COLORS[1]}},
|
||
{name:'回撤',type:'line',data:eq.drawdown,showSymbol:false,
|
||
lineStyle:{width:1,color:COLORS[4]},itemStyle:{color:COLORS[4]},
|
||
areaStyle:{opacity:.1}},
|
||
];
|
||
if (ix) {
|
||
series.push({
|
||
name:`${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 `<div style="display:flex;gap:18px;justify-content:space-between;line-height:1.7">
|
||
<span>${p.marker}${esc(p.seriesName)}</span>
|
||
<b style="font-family:monospace">${text}</b></div>`;
|
||
};
|
||
|
||
chart('c_eq', {
|
||
tooltip:{trigger:'axis',axisPointer:{type:'cross'},
|
||
formatter: ps => `<div style="font-weight:600;margin-bottom:4px">`
|
||
+ `${esc(ps.length ? ps[0].axisValue : '')}</div>${ps.map(rowFmt).join('')}`},
|
||
legend:{top:0,textStyle:{color:'#64748B'}},
|
||
grid:{left:66,right:ix?62:30,top:38,bottom:56},
|
||
xAxis:{type:'category',data:eq.dates,axisLabel:{color:'#64748B',
|
||
formatter:v=>String(v).slice(0,7)}},
|
||
yAxis:[
|
||
{type:'value',scale:true,name:'净值',axisLabel:{color:'#64748B'},
|
||
splitLine:{lineStyle:{color:'#E9EEF6'}}},
|
||
...(ix ? [{type:'value',scale:true,name:'指数点位',position:'right',
|
||
axisLabel:{color:'#64748B',formatter:v=>num(v,0)},
|
||
nameTextStyle:{color:'#64748B'},splitLine:{show:false}}] : []),
|
||
],
|
||
dataZoom:[{type:'inside'},{type:'slider',height:16,bottom:12}],
|
||
series,
|
||
});
|
||
|
||
if (note) {
|
||
if (!ix) note.textContent = '';
|
||
else if (!ix.covered)
|
||
note.innerHTML = '<span class="badge warn">该指数在本次回测区间内没有行情</span>';
|
||
else note.textContent =
|
||
`${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 =>
|
||
`<option value="${esc(x.code)}"${x.code === eqState.index ? ' selected' : ''}>`
|
||
+ `${esc(x.name)}（${esc(x.code)}）</option>`).join('')
|
||
+ `<option value=""${eqState.index ? '' : ' selected'}>不叠加</option>`;
|
||
}
|
||
await mountEquityChart(runId, eqState.index);
|
||
|
||
const t = await api(`backtests/${runId}/trades?size=200`);
|
||
document.getElementById('trade-count').textContent = t.total + ' 笔';
|
||
// 成交个股的实时画像（仅 daily 模式有留痕；无留痕时整张卡片不显示）
|
||
renderTradedProfiles(runId, t.items);
|
||
const host = document.getElementById('trades');
|
||
if (!t.items.length) { host.innerHTML = '<div class="empty">无成交记录</div>'; }
|
||
else {
|
||
host.innerHTML = `<div class="tw"><table class="data">
|
||
<thead><tr><th>#</th><th class="l">代码</th><th>信号日</th><th>成交日</th>
|
||
<th>方向</th><th>价格</th><th>数量</th><th>金额</th><th>费用</th>
|
||
<th>已实现盈亏</th><th>持仓天数</th><th class="l">触发理由</th></tr></thead>
|
||
<tbody>${t.items.map((x,i)=>`<tr>
|
||
<td class="num">${i+1}</td>
|
||
<td class="l"><a href="#/backtests/${esc(runId)}/stocks/${esc(x.symbol)}" class="mono">${esc(x.symbol)}</a></td>
|
||
<td class="num">${esc(x.signal_date)}</td><td class="num">${esc(x.execution_date)}</td>
|
||
<td><span class="badge ${x.side==='BUY'?'gain':'loss'}">${esc(x.side)}</span></td>
|
||
<td class="num">${num(x.price,3)}</td><td class="num">${num(x.quantity,0)}</td>
|
||
<td class="num">${num(x.amount,0)}</td><td class="num">${num(x.total_cost,2)}</td>
|
||
<td class="num ${sign(x.realized_pnl)}">${x.realized_pnl==null?'—':num(x.realized_pnl,0)}</td>
|
||
<td class="num">${x.holding_days ?? '—'}</td>
|
||
<td class="l small">${esc(x.reason_text)}</td></tr>`).join('')}
|
||
</tbody></table></div>
|
||
${t.total > t.items.length ? `<div class="pager">仅显示前 ${t.items.length} / ${t.total} 笔</div>` : ''}`;
|
||
}
|
||
|
||
// 已清仓了结清单（期末不再持有的个股 + 清仓后至今涨跌）
|
||
try {
|
||
renderClosedPositions(runId, await api(`backtests/${runId}/closed-positions`));
|
||
} catch (e) {
|
||
const host = document.getElementById('closed-body');
|
||
if (host) host.innerHTML = `<div class="callout fail">加载失败：${esc(e.message)}</div>`;
|
||
}
|
||
|
||
try {
|
||
const sk = await api(`backtests/${runId}/signals`);
|
||
if (sk.items && sk.items.length) {
|
||
document.getElementById('skips-card').style.display = '';
|
||
document.getElementById('skips').innerHTML = `<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">代码</th><th>信号日</th><th>类型</th><th>分位</th>
|
||
<th class="l">未成交原因</th></tr></thead>
|
||
<tbody>${sk.items.map(s=>`<tr>
|
||
<td class="l mono">${esc(s.symbol)}</td><td class="num">${esc(s.signal_date)}</td>
|
||
<td><span class="badge info">${esc(s.signal_type)}</span></td>
|
||
<td class="num">${num(s.yield_percentile,1)}%</td>
|
||
<td class="l small">${esc(s.skip_label || '—')}</td></tr>`).join('')}
|
||
</tbody></table></div>`;
|
||
}
|
||
} catch (e) { /* 未成交信号是可选信息，失败不影响主流程 */ }
|
||
|
||
try { await mountDailyUniverse(runId); }
|
||
catch (e) { /* 每日动态股票池只在 --mode daily 存在，失败不影响主流程 */ }
|
||
}
|
||
|
||
/* ---------------- 回测详情：成交个股的实时画像（--mode daily） ---------------- */
|
||
|
||
/** 把每笔成交的 `reason.profile` 汇总成一张表。
|
||
*
|
||
* 数据源：`GET /api/backtests/{id}/trades` 的 `items[].reason.profile`
|
||
* （由引擎在决策当日写入，不是事后重算）。非 daily 模式或关闭了
|
||
* `daily.profile_on_trade` 时没有任何留痕，整张卡片不显示。
|
||
*/
|
||
/** 已清仓了结清单。清仓复盘真正要回答的是「这笔卖对了没有」。 */
|
||
function renderClosedPositions(runId, cp) {
|
||
const host = document.getElementById('closed-body');
|
||
const badge = document.getElementById('closed-count');
|
||
if (!host) return;
|
||
const s = cp.summary || {};
|
||
if (badge) badge.textContent = `${num(s.count, 0)} 只`;
|
||
if (!cp.items || !cp.items.length) {
|
||
host.innerHTML = '<div class="empty">本次回测没有已清仓的个股'
|
||
+ '（期末仍持有的都在上方「持仓明细」里）</div>';
|
||
return;
|
||
}
|
||
host.innerHTML = `
|
||
<div class="toolbar">
|
||
<span class="small muted">共 <b>${num(s.count, 0)}</b> 只 · 合计已实现
|
||
<b class="${sign(s.realized_pnl)}">${yi(s.realized_pnl)}</b> ·
|
||
清仓后<b class="gain">上涨 ${num(s.since_sell_up, 0)}</b> /
|
||
<b class="loss">下跌 ${num(s.since_sell_down, 0)}</b> 只
|
||
${s.asof ? `· 价格截至 <span class="mono">${esc(s.asof)}</span>` : ''}</span>
|
||
</div>
|
||
<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">代码</th><th class="l">名称</th><th class="l">行业</th>
|
||
<th class="l">持仓区间</th><th>持有天数</th>
|
||
<th>买入金额</th><th>卖出金额</th>
|
||
<th>已实现盈亏</th><th>收益率</th>
|
||
<th>清仓日</th><th>卖出后至今</th>
|
||
<th class="l">清仓理由</th></tr></thead>
|
||
<tbody>${cp.items.map(x => `<tr>
|
||
<td class="l"><a href="#/backtests/${esc(runId)}/stocks/${esc(x.symbol)}"
|
||
class="mono">${esc(x.symbol)}</a></td>
|
||
<td class="l">${esc(x.name || '—')}</td>
|
||
<td class="l small">${esc(x.industry || '—')}</td>
|
||
<td class="l num small">${esc(x.first_hold || '—')} ~ ${esc(x.last_hold || '—')}</td>
|
||
<td class="num">${num(x.hold_days, 0)}</td>
|
||
<td class="num">${num(x.buy_amount, 0)}</td>
|
||
<td class="num">${num(x.sell_amount, 0)}</td>
|
||
<td class="num ${sign(x.realized_pnl)}">${num(x.realized_pnl, 0)}</td>
|
||
<td class="num ${sign(x.return_pct)}">${pct(x.return_pct)}</td>
|
||
<td class="num">${esc(x.last_sell || '—')}</td>
|
||
<td class="num ${sign(x.since_sell_pct)}">${pct(x.since_sell_pct)}</td>
|
||
<td class="l small reason" title="${esc(x.sell_reason || '')}">${esc(x.sell_reason || '—')}</td>
|
||
</tr>`).join('')}</tbody>
|
||
</table></div>`;
|
||
}
|
||
|
||
function renderTradedProfiles(runId, items) {
|
||
const card = document.getElementById('tradeprof-card');
|
||
const host = document.getElementById('tradeprof');
|
||
if (!card || !host) return;
|
||
const rows = (items || []).filter(t => t.reason && t.reason.profile);
|
||
if (!rows.length) return; // 无留痕 → 不显示该卡片
|
||
card.style.display = '';
|
||
const syms = new Set(rows.map(t => t.symbol));
|
||
const badge = document.getElementById('tradeprof-badge');
|
||
if (badge) badge.textContent = `${syms.size} 只 / ${rows.length} 笔成交`;
|
||
|
||
const numOr = (v, u) => (v === null || v === undefined ? '—' : fmtUnit(v, u));
|
||
host.innerHTML = `<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">代码</th><th>信号日</th><th>成交日</th><th>方向</th>
|
||
<th>股息率</th><th>股息率分位</th><th>PE(TTM)</th><th>PB</th>
|
||
<th>ROE(5年均)</th><th>连续分红</th><th>支付率</th><th>FCF覆盖</th>
|
||
<th>当日池内</th></tr></thead>
|
||
<tbody>${rows.map(t => {
|
||
const p = t.reason.profile || {};
|
||
const v = p.values || {};
|
||
const pc = p.percentiles || {};
|
||
const inPool = t.reason.in_universe;
|
||
return `<tr>
|
||
<td class="l"><a class="mono"
|
||
href="#/backtests/${esc(runId)}/stocks/${esc(t.symbol)}">${esc(t.symbol)}</a></td>
|
||
<td class="num">${esc(t.signal_date)}</td>
|
||
<td class="num">${esc(t.execution_date)}</td>
|
||
<td><span class="badge ${t.side === 'BUY' ? 'gain' : 'loss'}">${t.side === 'BUY' ? '买入' : '卖出'}</span></td>
|
||
<td class="num">${numOr(v.dv_yield, 'pct')}</td>
|
||
<td class="num">${pc.dv_yield == null ? '—' : num(pc.dv_yield, 1) + '%'}</td>
|
||
<td class="num">${numOr(v.pe_ttm, 'ratio')}</td>
|
||
<td class="num">${numOr(v.pb, 'ratio')}</td>
|
||
<td class="num">${numOr(v.roe_avg, 'pct')}</td>
|
||
<td class="num">${numOr(v.dividend_continuity_years, 'int')} 年</td>
|
||
<td class="num">${numOr(v.payout_ratio, 'pct')}</td>
|
||
<td class="num">${v.fcf_dividend_cover == null ? '—'
|
||
: num(v.fcf_dividend_cover, 2) + 'x'}</td>
|
||
<td>${inPool === undefined || inPool === null ? '—'
|
||
: (inPool ? '<span class="badge ok">在</span>'
|
||
: '<span class="badge warn">已出</span>')}</td></tr>`;
|
||
}).join('')}</tbody></table></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
「当日池内 = 已出」表示该笔发生在持仓<b>掉出当日股票池之后</b>
|
||
（<code>pool_exit_action: hold</code> 下只减不加 / 按分位卖出）。
|
||
每行的数值都取自该笔成交的 <code>reason_json.profile</code>，可用 SQL 逐条复核。
|
||
</div>`;
|
||
}
|
||
|
||
/* ---------------- 回测详情：每日动态股票池（--mode daily） ---------------- */
|
||
|
||
const duState = {runId: null, timeline: [], date: null};
|
||
|
||
async function mountDailyUniverse(runId) {
|
||
const card = document.getElementById('du-card');
|
||
if (!card) return;
|
||
const tl = await api(`backtests/${runId}/daily-universe`);
|
||
if (!tl.available || !tl.timeline || !tl.timeline.length) return; // 非 daily 模式
|
||
duState.runId = runId;
|
||
duState.timeline = tl.timeline;
|
||
card.style.display = '';
|
||
|
||
const sizes = tl.timeline.map(x => x.member_count);
|
||
const uniq = new Set();
|
||
document.getElementById('du-badge').textContent =
|
||
`${tl.timeline.length} 个有成员的决策日 · 池内 ${Math.min(...sizes)}~${Math.max(...sizes)} 只`;
|
||
|
||
const sel = document.getElementById('du-date');
|
||
sel.innerHTML = tl.timeline.map(x =>
|
||
`<option value="${esc(x.trade_date)}"${x.trade_date === tl.trade_date ? ' selected' : ''}>`
|
||
+ `${esc(x.trade_date)}（${x.member_count} 只）</option>`).join('');
|
||
sel.addEventListener('change', () => loadDailyUniverse(sel.value));
|
||
duState.date = tl.trade_date;
|
||
await loadDailyUniverse(duState.date);
|
||
}
|
||
|
||
async function loadDailyUniverse(date) {
|
||
const host = document.getElementById('du-body');
|
||
const note = document.getElementById('du-note');
|
||
if (!host) return;
|
||
host.innerHTML = '<div class="loading">加载中…</div>';
|
||
const d = await api(`backtests/${duState.runId}/daily-universe?date=${encodeURIComponent(date)}`);
|
||
const items = d.members || [];
|
||
if (note) {
|
||
const row = duState.timeline.find(x => x.trade_date === date) || {};
|
||
note.textContent = row.listed_count
|
||
? `市场候选 ${row.listed_count} 只 → 实际筛选 ${row.candidate_count ?? '—'} 只 → 入选 ${items.length} 只`
|
||
: '';
|
||
}
|
||
if (!items.length) { host.innerHTML = '<div class="empty">该日无入选成员</div>'; return; }
|
||
host.innerHTML = `<div class="tw"><table class="data">
|
||
<thead><tr><th class="l">代码</th><th class="l">名称</th><th class="l">行业</th>
|
||
<th>股息率</th><th>PE(TTM)</th><th>PB</th><th>总市值</th>
|
||
<th>5年ROE</th><th>连续分红</th><th>支付率</th><th>FCF覆盖</th></tr></thead>
|
||
<tbody>${items.map(x => {
|
||
const v = x.values || {};
|
||
return `<tr>
|
||
<td class="l mono">${esc(x.symbol)}</td>
|
||
<td class="l">${esc(x.name || '—')}</td>
|
||
<td class="l small">${esc(x.industry || '—')}</td>
|
||
<td class="num">${pct(x.dividend_yield)}</td>
|
||
<td class="num">${num(v.pe_ttm)}</td>
|
||
<td class="num">${num(v.pb)}</td>
|
||
<td class="num">${yi(x.total_mv)}</td>
|
||
<td class="num">${pct(x.roe_avg)}</td>
|
||
<td class="num">${num(v.dividend_continuity_years,0)} 年</td>
|
||
<td class="num">${pct(v.payout_ratio)}</td>
|
||
<td class="num">${num(v.fcf_dividend_cover)}x</td></tr>`;
|
||
}).join('')}
|
||
</tbody></table></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
「股息率」是<b>筛选口径</b>（<code>universe.yml: yield_source</code>，默认自算 TTM）；
|
||
PE/PB 来自 <code>daily_basic</code>；5 年 ROE、支付率、FCF 覆盖来自年报（PIT：
|
||
只用当时已公告的财报）。
|
||
</div>`;
|
||
}
|
||
|
||
/* ---------------- 回测详情：持仓明细 ---------------- */
|
||
|
||
const pfState = {runId: null, dates: [], cursor: null, loadedFor: null};
|
||
|
||
// 日期清单在进入回测时取一次即可 —— 曾在每次切日期时重复拉取，
|
||
// 单次 460KB，翻页几下就很浪费。
|
||
async function ensurePfDates(runId) {
|
||
if (pfState.loadedFor === runId && pfState.dates.length) return pfState.dates;
|
||
const d = await api(`backtests/${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 = '<div class="loading">加载中…</div>';
|
||
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) => `<tr>
|
||
<td class="num">${i + 1}</td>
|
||
<td class="l"><a href="#/backtests/${esc(d.run_id)}/stocks/${esc(x.symbol)}" class="mono">${esc(x.symbol)}</a></td>
|
||
<td class="l">${esc(x.name || '')}</td>
|
||
<td class="l small muted">${esc(x.industry || '')}</td>
|
||
<td class="num">${num(x.quantity, 0)}</td>
|
||
<td class="num">${num(x.avg_cost, 3)}</td>
|
||
<td class="num">${num(x.close, 3)}</td>
|
||
<td class="num">${num(x.market_value, 0)}</td>
|
||
<td class="num">${pct(x.weight)}</td>
|
||
<td class="num ${sign(x.unrealized_pnl)}">${num(x.unrealized_pnl, 0)}</td>
|
||
<td class="num ${sign(x.pnl_pct)}">${pct(x.pnl_pct)}</td>
|
||
<td class="num">${x.holding_days ?? '—'}</td>
|
||
</tr>`).join('');
|
||
|
||
host.innerHTML = `
|
||
<div class="kpi-grid" style="margin-bottom:14px">
|
||
<div class="kpi"><div class="label">总资产</div><div class="value">${yi(e.total_value)}</div>
|
||
<div class="note">净值 ${num(e.nav, 4)}</div></div>
|
||
<div class="kpi"><div class="label">现金</div><div class="value">${yi(e.cash)}</div>
|
||
<div class="note">占比 ${pct(e.total_value ? e.cash / e.total_value : null)}</div></div>
|
||
<div class="kpi"><div class="label">持仓市值</div><div class="value">${yi(e.position_value)}</div>
|
||
<div class="note">${sm.count} 只</div></div>
|
||
<div class="kpi"><div class="label">浮动盈亏</div>
|
||
<div class="value ${sign(sm.unrealized_pnl)}">${yi(sm.unrealized_pnl)}</div>
|
||
<div class="note">成本 ${yi(sm.cost)} · ${pct(sm.unrealized_pnl_pct)}</div></div>
|
||
<div class="kpi"><div class="label">当日涨跌</div>
|
||
<div class="value ${sign(e.daily_return)}">${pct(e.daily_return)}</div>
|
||
<div class="note">累计 ${pct(e.cum_return)}</div></div>
|
||
<div class="kpi"><div class="label">回撤</div>
|
||
<div class="value ${e.drawdown < 0 ? 'loss' : ''}">${pct(e.drawdown)}</div>
|
||
<div class="note">相对历史高点</div></div>
|
||
</div>
|
||
${d.positions.length ? `<div class="tw"><table class="data">
|
||
<thead><tr><th>#</th><th class="l">代码</th><th class="l">名称</th><th class="l">行业</th>
|
||
<th>股数</th><th>成本</th><th>收盘</th><th>市值</th><th>权重</th>
|
||
<th>浮动盈亏</th><th>收益率</th><th>持仓天数</th></tr></thead>
|
||
<tbody>${rows}</tbody>
|
||
<tfoot><tr><td colspan="7" class="l"><b>合计</b></td>
|
||
<td class="num"><b>${num(sm.market_value, 0)}</b></td>
|
||
<td class="num"><b>${pct(e.total_value ? sm.market_value / e.total_value : null)}</b></td>
|
||
<td class="num ${sign(sm.unrealized_pnl)}"><b>${num(sm.unrealized_pnl, 0)}</b></td>
|
||
<td class="num ${sign(sm.unrealized_pnl_pct)}"><b>${pct(sm.unrealized_pnl_pct)}</b></td>
|
||
<td></td></tr></tfoot>
|
||
</table></div>` : '<div class="empty">该日空仓（100% 现金）</div>'}
|
||
<div class="callout" style="margin-top:12px">
|
||
点击任意股票代码可打开<b>该股在本次回测中的买卖点与趋势图</b>。
|
||
</div>`;
|
||
} catch (err) {
|
||
host.innerHTML = `<div class="callout fail">加载失败：${esc(err.message)}</div>`;
|
||
}
|
||
}
|
||
|
||
function shiftPortfolio(delta) {
|
||
if (!pfState.dates.length) return loadPortfolio(null);
|
||
if (delta === 0) return loadPortfolio(null);
|
||
const i = pfState.dates.indexOf(pfState.cursor);
|
||
const j = Math.max(0, Math.min(pfState.dates.length - 1,
|
||
(i < 0 ? pfState.dates.length - 1 : i) + delta));
|
||
loadPortfolio(pfState.dates[j]);
|
||
}
|
||
|
||
/* ---------------- 视图：回测内个股买卖点 ---------------- */
|
||
|
||
const stState = {runId: null, symbol: null, data: null, shown: {},
|
||
from: '', to: '', seq: 0, rtDone: false};
|
||
|
||
async function viewBacktestStock(runId, symbol) {
|
||
let d;
|
||
try { d = await api(`backtests/${runId}/stocks/${encodeURIComponent(symbol)}`); }
|
||
catch (e) {
|
||
return `<div class="crumb"><a href="#/backtests/${esc(runId)}">返回回测</a></div>
|
||
<div class="callout fail"><b>无法加载：</b>${esc(e.message)}</div>`;
|
||
}
|
||
const st = d.stats;
|
||
const i = d.info;
|
||
return `
|
||
<div class="crumb"><a href="#/backtests">回测</a><span>/</span>
|
||
<a href="#/backtests/${esc(runId)}">${esc(runId.slice(0, 12))}…</a><span>/</span>个股</div>
|
||
<h1 class="page">${esc(i.name || symbol)}
|
||
<span class="mono muted" style="font-size:15px">${esc(symbol)}</span></h1>
|
||
<div class="page-sub">${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）`}</div>
|
||
|
||
<div class="kpi-grid">
|
||
<div class="kpi"><div class="label">成交笔数</div><div class="value">${st.trade_count}</div>
|
||
<div class="note">买 ${st.buy_count} / 卖 ${st.sell_count}</div></div>
|
||
<div class="kpi"><div class="label">买入金额</div><div class="value">${yi(st.buy_amount)}</div>
|
||
<div class="note">卖出 ${yi(st.sell_amount)}</div></div>
|
||
<div class="kpi"><div class="label">已实现盈亏</div>
|
||
<div class="value ${sign(st.realized_pnl)}">${yi(st.realized_pnl)}</div>
|
||
<div class="note">仅平仓部分</div></div>
|
||
<div class="kpi"><div class="label">交易费用</div><div class="value">${num(st.total_fees, 2)}</div>
|
||
<div class="note">佣金+印花税+过户费</div></div>
|
||
<div class="kpi"><div class="label">首笔 / 末笔</div>
|
||
<div class="value" style="font-size:14px">${esc(st.first_trade || '—')}<br>${esc(st.last_trade || '—')}</div>
|
||
<div class="note">成交日期</div></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>趋势与买卖点</h2>
|
||
<div class="toolbar">
|
||
<span class="small muted">区间</span>
|
||
<input type="date" id="st-from" style="width:auto">
|
||
<span class="small muted">~</span>
|
||
<input type="date" id="st-to" style="width:auto">
|
||
<button data-act="st-apply">应用</button>
|
||
<button data-act="st-reset">重置</button>
|
||
<span class="small muted" id="st-range-hint"></span>
|
||
</div>
|
||
<div class="toolbar">
|
||
<span class="small muted">显示指标（勾几项就是几联图，自上而下排列）：</span>
|
||
${d.available_series.map(k => `<label class="check">
|
||
<input type="checkbox" class="st-ser" value="${k}"
|
||
${['close','dv_yield','pe_ttm','roe'].includes(k) ? 'checked' : ''}>
|
||
${esc(SERIES_LABEL[k] || k)}</label>`).join('')}
|
||
</div>
|
||
<div id="c_stock" class="chart"></div>
|
||
<div id="c_stock_note"></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
每个指标<b>独占一个面板</b>（N 联图）：时间轴、缩放与十字光标上下联动，
|
||
便于对照同一时点的估值与质量读数。<b>▲ 买入 / ▼ 卖出</b> 同时标注在<b>每个面板</b>上，
|
||
位置取该指标在成交日的取值；鼠标悬停可一次看全部指标与成交的价格、股数、金额。<br/>
|
||
默认区间 = 首笔成交<b>往前 5 年</b>（股息率分位的判据窗口）→ <b>该股最新行情</b>：
|
||
往前留够判据，才能回答「当时凭什么买」；一直画到今天，
|
||
才能回答「卖飞了还是卖对了」。区间可自由改。
|
||
股息率为 PIT-TTM 口径（TTM 每股分红 ÷ 不复权收盘价），
|
||
ROE 按<b>公告日</b>对齐成阶梯线（不插值，避免未来函数）。
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card" id="rt-profile-card">
|
||
<h2>决策时点实时画像 <span class="badge info" id="rt-badge">…</span></h2>
|
||
<div class="callout">
|
||
这是<b>每个买卖决策当天、只用当时可见数据</b>算出的个股画像（PIT）。
|
||
与「个股画像」页的批量画像同一定义，但按<b>决策日</b>取值 ——
|
||
它回答的是「当时凭什么买/卖」，而不是「今天回头看它长什么样」。
|
||
数值来自成交记录的 <code>reason_json.profile</code>，可用 SQL 逐条复核。
|
||
</div>
|
||
<div id="rt-profile"></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>逐笔成交明细 <span class="badge info">${st.trade_count}</span></h2>
|
||
${st.trade_count ? `<div class="tw"><table class="data">
|
||
<thead><tr><th>#</th><th>信号日</th><th>成交日</th><th>方向</th>
|
||
<th>价格</th><th>股数</th><th>金额</th><th>佣金</th><th>印花税</th><th>过户费</th>
|
||
<th>费用合计</th><th>滑点成本</th><th>已实现盈亏</th><th>持仓天数</th>
|
||
<th class="l">触发理由</th></tr></thead>
|
||
<tbody>${d.trades.map((t, i2) => `<tr>
|
||
<td class="num">${i2 + 1}</td>
|
||
<td class="num">${esc(t.signal_date)}</td><td class="num">${esc(t.execution_date)}</td>
|
||
<td><span class="badge ${t.side === 'BUY' ? 'gain' : 'loss'}">${t.side === 'BUY' ? '买入' : '卖出'}</span></td>
|
||
<td class="num">${num(t.price, 3)}</td><td class="num">${num(t.quantity, 0)}</td>
|
||
<td class="num">${num(t.amount, 0)}</td>
|
||
<td class="num">${num(t.commission, 2)}</td><td class="num">${num(t.stamp_tax, 2)}</td>
|
||
<td class="num">${num(t.transfer_fee, 2)}</td><td class="num">${num(t.total_cost, 2)}</td>
|
||
<td class="num">${num(t.slippage_cost, 2)}</td>
|
||
<td class="num ${sign(t.realized_pnl)}">${t.realized_pnl == null ? '—' : num(t.realized_pnl, 0)}</td>
|
||
<td class="num">${t.holding_days ?? '—'}</td>
|
||
<td class="l small">${esc(t.reason_text)}</td></tr>`).join('')}
|
||
</tbody></table></div>` : '<div class="empty">该股在本次回测中没有成交</div>'}
|
||
</div>`;
|
||
}
|
||
|
||
/** 决策时点实时画像：把成交记录里的 reason_json.profile 渲染成表。
|
||
*
|
||
* 数据来自 `GET /api/backtests/{id}/stocks/{symbol}` 的 trades[].reason.profile，
|
||
* 即引擎在决策当日算出的 PIT 画像快照 —— 不是事后重算。
|
||
*/
|
||
function renderRtProfile(trades) {
|
||
const rows = (trades || []).filter(t => t.reason && t.reason.profile);
|
||
const host = document.getElementById('rt-profile');
|
||
const badge = document.getElementById('rt-badge');
|
||
if (!host) return;
|
||
if (badge) badge.textContent = rows.length ? rows.length + ' 个决策时点' : '无留痕';
|
||
if (!rows.length) {
|
||
host.innerHTML = '<div class="empty">本次回测的成交记录里没有画像留痕'
|
||
+ '（仅 <code>--mode daily</code> 且 <code>daily.profile_on_trade: true</code> 时记录）</div>';
|
||
return;
|
||
}
|
||
// 优先展示的判据指标（与闸门规则同一批），其余放在展开区
|
||
const PRIMARY = ['dv_yield', 'dv_yield_pct', 'pe_ttm', 'pb', 'roe_avg',
|
||
'dividend_continuity_years', 'payout_ratio', 'fcf_dividend_cover'];
|
||
host.innerHTML = rows.map(t => {
|
||
const p = t.reason.profile || {};
|
||
const vals = p.values || {};
|
||
const pcts = p.percentiles || {};
|
||
const cells = PRIMARY.map(k => {
|
||
if (k === 'dv_yield_pct') {
|
||
return `<td class="num">${pcts.dv_yield == null ? '—' : num(pcts.dv_yield, 1) + '%'}</td>`;
|
||
}
|
||
const u = UNIT[k] || 'ratio';
|
||
return `<td class="num">${fmtUnit(vals[k], u)}</td>`;
|
||
}).join('');
|
||
// 其余指标（全历史/各窗口的完整快照）折叠展示，避免默认刷屏
|
||
const others = Object.keys(vals).filter(k => !PRIMARY.includes(k) && k !== 'dv_yield_pct')
|
||
.sort().map(k => `<span class="mono small" style="margin-right:10px">`
|
||
+ `${esc(LABEL[k] || k)}=${fmtUnit(vals[k], UNIT[k] || 'ratio')}</span>`).join('');
|
||
const gate = t.reason.profile_gate;
|
||
const gateTxt = gate
|
||
? `<span class="badge ${gate.verdict === 'PASS' ? 'ok' : 'warn'}">闸门 ${esc(gate.verdict)}</span>`
|
||
: '';
|
||
return `<div style="border-top:1px solid var(--line);padding:10px 0">
|
||
<div class="small" style="margin-bottom:6px">
|
||
<b>${esc(t.signal_date)}</b>
|
||
<span class="badge ${t.side === 'BUY' ? 'gain' : 'loss'}">${t.side === 'BUY' ? '买入' : '卖出'}</span>
|
||
${gateTxt}
|
||
<span class="muted">画像窗口 ${esc(String(p.window_years ?? '—'))} 年 · 决策日 ${esc(p.asof || '—')}</span>
|
||
</div>
|
||
<div class="tw"><table class="data"><thead><tr>
|
||
${PRIMARY.map(k => `<th>${esc(k === 'dv_yield_pct' ? '股息率分位'
|
||
: (LABEL[k] || k))}</th>`).join('')}
|
||
</tr></thead><tbody><tr>${cells}</tr></tbody></table></div>
|
||
${others ? `<details style="margin-top:6px"><summary class="small muted">
|
||
展开该决策日的全部 ${Object.keys(vals).length} 项画像指标</summary>
|
||
<div style="margin-top:6px">${others}</div></details>` : ''}
|
||
</div>`;
|
||
}).join('');
|
||
}
|
||
|
||
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 = '<div class="empty">请至少勾选一个指标</div>';
|
||
const n0 = document.getElementById('c_stock_note');
|
||
if (n0) n0.innerHTML = '';
|
||
return;
|
||
}
|
||
host.innerHTML = '<div class="loading">加载中…</div>';
|
||
// 区间留空 = 用后端缺省区间（持仓起点 → 该股最新行情）
|
||
const range = (stState.from ? `&start=${encodeURIComponent(stState.from)}` : '')
|
||
+ (stState.to ? `&end=${encodeURIComponent(stState.to)}` : '');
|
||
const seq = ++stState.seq;
|
||
const d = await api(`backtests/${runId}/stocks/${encodeURIComponent(symbol)}`
|
||
+ `?series=${shown.join(',')}${range}`);
|
||
if (seq !== stState.seq) return; // 连续改区间时丢掉过期响应
|
||
stState.data = d;
|
||
// 决策时点实时画像与 K 线无关（不随 series/区间变化），只在本次挂载渲染一次
|
||
if (!stState.rtDone) { renderRtProfile(d.trades); stState.rtDone = true; }
|
||
host.innerHTML = '';
|
||
syncStockRange(d.range);
|
||
paintStockPanels(host, d, shown);
|
||
};
|
||
render().catch(e => {
|
||
const host = document.getElementById('c_stock');
|
||
if (host) host.innerHTML = `<div class="callout fail">图表加载失败：${esc(e.message)}</div>`;
|
||
const note = document.getElementById('c_stock_note');
|
||
if (note) note.innerHTML = '';
|
||
});
|
||
return render;
|
||
}
|
||
|
||
/** 把实际生效的区间写回日期框，并把该股行情边界设成 min/max。 */
|
||
function syncStockRange(r) {
|
||
const from = document.getElementById('st-from');
|
||
const to = document.getElementById('st-to');
|
||
if (from && to) {
|
||
if (r.available_start) { from.min = r.available_start; to.min = r.available_start; }
|
||
if (r.available_end) { from.max = r.available_end; to.max = r.available_end; }
|
||
from.value = r.start || '';
|
||
to.value = r.end || '';
|
||
}
|
||
const hint = document.getElementById('st-range-hint');
|
||
if (hint) {
|
||
hint.textContent = `${r.start} ~ ${r.end} · ${r.points} 个交易日`
|
||
+ (r.downsampled ? '（已降采样显示）' : '')
|
||
+ (r.available_end ? ` · 该股行情至 ${r.available_end}` : '');
|
||
}
|
||
}
|
||
|
||
/** 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);
|
||
});
|
||
|
||
// 区间外的成交不占横轴类目（用户把区间收窄时，把 2021 年的买卖点塞进
|
||
// 2024 年的横轴会把图彻底搞乱），只用下方文字提示它们的存在。
|
||
const outside = d.trades.filter(t => !dateIndex.has(t.execution_date));
|
||
|
||
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: d.dates, 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 ${SERIES_TEXT[k](vals[vals.length - 1])}}`,
|
||
textStyle: {rich: {
|
||
n: {fontSize: 12, fontWeight: 600, color},
|
||
u: {fontSize: 11, color: '#94A3B8'},
|
||
v: {fontSize: 11, color: '#94A3B8', padding: [0, 0, 0, 10]},
|
||
}},
|
||
});
|
||
series.push({
|
||
name: SERIES_LABEL[k] || k, type: 'line', xAxisIndex: i, yAxisIndex: i,
|
||
data: vals, showSymbol: false, sampling: 'lttb', z: 5,
|
||
lineStyle: {width: k === 'close' ? 1.6 : 1.3, color},
|
||
itemStyle: {color},
|
||
...(k === 'dv_yield' ? {areaStyle: {opacity: 0.08, color}} : {}),
|
||
});
|
||
// 买卖点画在**每个**面板上：取该指标在成交日的取值，
|
||
// 这样能直接看出「买在多少股息率 / 多少 PE」。
|
||
// 股价面板用成交价（含滑点），与「▲▼ 标在成交价上」一致。
|
||
[['BUY', '买入', COLORS[4], 'triangle', k === 'close' ? 12 : 8],
|
||
['SELL', '卖出', COLORS[3], 'diamond', k === 'close' ? 12 : 8]]
|
||
.forEach(([side, cn, c, sym, size]) => {
|
||
const pts = d.trades.filter(t => t.side === side).map(t => {
|
||
const j = dateIndex.get(t.execution_date);
|
||
if (j === undefined) return null; // 区间外：见下方文字提示
|
||
if (k === 'close') return t.price == null ? null : [t.execution_date, t.price];
|
||
const v = vals[j];
|
||
return v == null ? null : [t.execution_date, v];
|
||
}).filter(Boolean);
|
||
if (!pts.length) return;
|
||
series.push({
|
||
name: cn, type: 'scatter', xAxisIndex: i, yAxisIndex: i, z: 20,
|
||
symbol: sym, symbolSize: size, itemStyle: {color: c},
|
||
data: pts, tooltip: {show: false}, // 统一由 axis 提示框呈现
|
||
});
|
||
});
|
||
});
|
||
|
||
const xIdx = shown.map((_, i) => i);
|
||
chart('c_stock', {
|
||
animation: false,
|
||
// 任意面板悬停都弹同一份「全指标 + 当日成交」读数
|
||
tooltip: {
|
||
trigger: 'axis', confine: true,
|
||
axisPointer: {type: 'cross', label: {backgroundColor: '#475569'}},
|
||
formatter: params => {
|
||
const p = Array.isArray(params) ? params[0] : params;
|
||
if (!p) return '';
|
||
const date = p.axisValue, idx = idxOf(date);
|
||
const head = `<div style="font-weight:600;margin-bottom:4px">${esc(date)}</div>`;
|
||
const rows = idx < 0
|
||
? `<div style="color:#94A3B8;font-size:12px">该日超出指标数据区间，仅此处的成交记录</div>`
|
||
: shown.map((k, i) => `
|
||
<div style="display:flex;gap:16px;justify-content:space-between;line-height:1.7">
|
||
<span style="color:${COLORS[i % COLORS.length]}">● ${esc(SERIES_LABEL[k] || k)}</span>
|
||
<b style="font-family:monospace">${esc(SERIES_TEXT[k]((d.series[k] || [])[idx]))}</b>
|
||
</div>`).join('');
|
||
const trs = (tradesOn.get(date) || []).map(t => `
|
||
<div style="margin-top:6px;padding-top:6px;border-top:1px dashed #CBD5E1">
|
||
<b style="color:${t.side === 'BUY' ? COLORS[4] : COLORS[3]}">
|
||
${t.side === 'BUY' ? '▲ 买入' : '▼ 卖出'}</b>
|
||
<span style="font-family:monospace">${num(t.price, 3)} 元</span> ·
|
||
${num(t.quantity, 0)} 股 · ${num(t.amount, 0)} 元<br/>
|
||
<span style="color:#64748B;font-size:12px">${esc(t.reason_text)}</span>
|
||
</div>`).join('');
|
||
return `<div style="max-width:340px;white-space:normal">${head}${rows}${trs}</div>`;
|
||
},
|
||
},
|
||
legend: {data: ['买入', '卖出'], top: 2, right: 8, itemWidth: 12,
|
||
itemHeight: 8, itemGap: 14,
|
||
textStyle: {color: '#64748B', fontSize: 11}},
|
||
axisPointer: {link: [{xAxisIndex: 'all'}]}, // 十字光标跨面板对齐
|
||
title: titles, grid: grids, xAxis, yAxis,
|
||
dataZoom: [{type: 'inside', xAxisIndex: xIdx},
|
||
{type: 'slider', xAxisIndex: xIdx, height: 16, bottom: 10,
|
||
borderColor: '#DBEAFE', fillerColor: 'rgba(30,64,175,.08)',
|
||
handleStyle: {color: COLORS[0]},
|
||
textStyle: {color: '#64748B', fontSize: 10}}],
|
||
series,
|
||
});
|
||
|
||
// 区间外的成交画不出来（横轴上没有那一天），必须说明，
|
||
// 否则读者会以为「图上没有卖点 = 这笔没卖过」
|
||
const note = document.getElementById('c_stock_note');
|
||
if (note) {
|
||
const items = outside.map(t =>
|
||
`${t.execution_date} ${t.side === 'BUY' ? '买入' : '卖出'} ${num(t.price, 3)} 元`);
|
||
note.innerHTML = items.length ? `<div class="callout warn" style="margin-top:12px">
|
||
有 ${items.length} 笔成交不在所选区间（${esc(d.range.start)} ~ ${esc(d.range.end)}）内，
|
||
因此没有画在图上：${esc(items.join('；'))}。<br/>
|
||
把区间放宽（或点「重置」）即可看到这些买卖点。
|
||
</div>` : '';
|
||
}
|
||
}
|
||
|
||
/* ---------------- 视图：Walk-forward ---------------- */
|
||
|
||
async function viewWalkforwards() {
|
||
const d = await api('walkforwards');
|
||
return `
|
||
<h1 class="page">Walk-forward 样本外验证</h1>
|
||
<div class="page-sub">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。</div>
|
||
<div class="callout warn">
|
||
<b>判读要点</b>：单条路径的全期回测会系统性高估策略。
|
||
请以<b>样本外均值</b>与<b>稳定性</b>（均值/标准差，<1 表示窗口间差异大于均值本身）为准。
|
||
</div>
|
||
${d.items.length ? `<div class="rec-list">${d.items.map(wfRec).join('')}</div>`
|
||
: `<div class="empty">还没有 Walk-forward 记录。<br>
|
||
运行 <code class="mono">python -m hdiv backtest --mode walkforward</code>（约 25 分钟）。</div>`}`;
|
||
}
|
||
|
||
function wfRec(w) {
|
||
const o = w.oos || {};
|
||
const m = o.mean_return, wr = o.win_rate, dd = o.worst_drawdown;
|
||
return `<div class="rec">
|
||
<div class="rec-main">
|
||
<div class="rec-title">
|
||
<a href="#/walkforwards/${esc(w.wf_id)}">${esc(w.title)}</a>
|
||
<span class="badge info">${esc(w.status || 'OK')}</span>
|
||
</div>
|
||
<div class="rec-meta">
|
||
<span class="mono">${esc((w.created_at || '').slice(0, 16))}</span>
|
||
<span>步进 ${w.step_months} 月</span>
|
||
<span>数据版本 <span class="mono">${esc((w.data_version || '').slice(0, 10))}</span></span>
|
||
</div>
|
||
${m != null ? `<div class="rec-metrics">
|
||
<span class="rec-metric">样本外均值<b class="${sign(m)}">${pct(m)}</b></span>
|
||
<span class="rec-metric">样本外胜率<b>${pct(wr, 1)}</b></span>
|
||
<span class="rec-metric">最差回撤<b class="loss">${pct(dd)}</b></span>
|
||
<span class="rec-metric">有效窗口<b>${o.sample_count ?? '—'}/${o.window_count ?? '—'}</b></span>
|
||
</div>` : ''}
|
||
</div>
|
||
<div class="rec-actions">
|
||
<button class="primary" data-act="open" data-id="${esc(w.wf_id)}" data-prefix="walkforwards">
|
||
打开逐窗口结果</button>
|
||
</div>
|
||
</div>`;
|
||
}
|
||
|
||
async function viewWalkforwardDetail(wfId) {
|
||
let d;
|
||
try { d = await api(`walkforwards/${wfId}`); }
|
||
catch (e) {
|
||
return `<div class="crumb"><a href="#/walkforwards">样本外</a></div>
|
||
<div class="callout fail"><b>无法加载：</b>${esc(e.message)}</div>`;
|
||
}
|
||
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 `<tr>
|
||
<td class="num">#${w.window_index}</td>
|
||
<td class="num">${esc(w.train_start)} ~ ${esc(w.train_end)}</td>
|
||
<td class="num">${esc(w.test_start)} ~ ${esc(w.test_end)}</td>
|
||
<td class="num">${num(i.total_return != null ? i.total_return * 100 : null, 2)}%</td>
|
||
<td class="num"><b>${num(i.cagr != null ? i.cagr * 100 : null, 2)}%</b></td>
|
||
<td class="num">${num(i.sharpe, 2)}</td>
|
||
<td class="num ${sign(o.total_return)}"><b>${num(o.total_return != null ? o.total_return * 100 : null, 2)}%</b></td>
|
||
<td class="num ${sign(o.cagr)}">${num(o.cagr != null ? o.cagr * 100 : null, 2)}%</td>
|
||
<td class="num">${num(w.benchmark_return != null ? w.benchmark_return * 100 : null, 2)}%</td>
|
||
<td class="num ${sign(w.excess_return)}"><b>${num(w.excess_return != null ? w.excess_return * 100 : null, 2)}pp</b></td>
|
||
<td class="num loss">${num(o.max_drawdown != null ? o.max_drawdown * 100 : null, 2)}%</td>
|
||
<td class="num">${num(o.sharpe, 2)}</td>
|
||
<td class="num">${num(o.trade_count, 0)}</td>
|
||
<td class="num">P${num(w.frozen_params.entry_yield_percentile, 0)}</td>
|
||
</tr>`;
|
||
}).join('');
|
||
|
||
return `
|
||
<div class="crumb"><a href="#/walkforwards">样本外</a><span>/</span>${esc(d.strategy_id)}</div>
|
||
<h1 class="page">${esc(d.title)}</h1>
|
||
<div class="page-sub">
|
||
${esc(d.scheme)} · 训练 ${d.train_years} 年 / 测试 ${d.test_years} 年 · 步进 ${d.step_months} 月 ·
|
||
<span class="mono">${esc(d.wf_id)}</span>
|
||
</div>
|
||
|
||
<div class="kpi-grid">
|
||
<div class="kpi"><div class="label">样本外收益均值</div>
|
||
<div class="value ${sign(s.oos_mean)}">${pct(s.oos_mean)}</div>
|
||
<div class="note">中位数 ${pct(s.oos_median)}</div></div>
|
||
<div class="kpi"><div class="label">样本外胜率</div>
|
||
<div class="value">${pct(s.oos_win_rate, 1)}</div>
|
||
<div class="note">${s.oos_returns.filter(x => x > 0).length} / ${s.oos_returns.length} 个窗口为正</div></div>
|
||
<div class="kpi"><div class="label">基准均值（沪深300）</div>
|
||
<div class="value">${pct(s.benchmark_mean)}</div>
|
||
<div class="note">同期被动持有</div></div>
|
||
<div class="kpi"><div class="label">超额收益均值</div>
|
||
<div class="value ${sign(s.excess_mean)}">${num(s.excess_mean != null ? s.excess_mean * 100 : null, 2)}pp</div>
|
||
<div class="note">超额胜率 ${pct(s.excess_win_rate, 1)}</div></div>
|
||
<div class="kpi"><div class="label">稳定性</div>
|
||
<div class="value ${s.oos_stability != null && s.oos_stability < 0 ? 'loss' : ''}">${num(s.oos_stability, 2)}</div>
|
||
<div class="note">均值/标准差，<1 表示结论不稳</div></div>
|
||
<div class="kpi"><div class="label">最差回撤</div>
|
||
<div class="value loss">${pct(s.oos_worst_drawdown)}</div>
|
||
<div class="note">样本外最深</div></div>
|
||
<div class="kpi"><div class="label">窗口数</div>
|
||
<div class="value">${s.window_count}</div>
|
||
<div class="note">${d.scheme} 滚动</div></div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>样本内 vs 样本外</h2>
|
||
<div id="c_wf" class="chart"></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
若<b>样本内收益明显高于样本外</b>，说明阈值是在训练段「拟合」出来的，
|
||
样本外无法复现 —— 这就是过拟合的直接证据。<br>
|
||
<b>超额 = 策略 − 基准（沪深300）</b>。本策略的典型形态是
|
||
<b>牛市跑输、熊市跑赢</b>：请结合当年的市场环境判读，不要只看均值。<br>
|
||
<b>注意区间长度</b>：训练段 5 年、测试段 1 年，因此上图统一用<b>年化</b>口径。
|
||
直接比两者的累计收益会得出「样本内远高于样本外」的错误印象。
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>逐窗口明细</h2>
|
||
<div class="tw"><table class="data">
|
||
<thead>
|
||
<tr><th colspan="6" class="l" style="text-align:center">训练段（5 年 · 校准参照分布）</th>
|
||
<th colspan="7" class="l" style="text-align:center;border-left:2px solid #DBEAFE">测试段（1 年 · 冻结参数）</th></tr>
|
||
<tr><th>窗口</th><th>训练区间</th><th>测试区间</th>
|
||
<th>收益</th><th>CAGR</th><th>Sharpe</th>
|
||
<th style="border-left:2px solid #DBEAFE">收益</th><th>年化</th><th>基准</th>
|
||
<th>超额</th><th>最大回撤</th>
|
||
<th>Sharpe</th><th>成交</th><th>冻结阈值</th></tr>
|
||
</thead>
|
||
<tbody>${rows}</tbody>
|
||
</table></div>
|
||
<div class="callout" style="margin-top:12px">
|
||
<b>冻结阈值</b>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。
|
||
</div>
|
||
</div>
|
||
|
||
<div class="card">
|
||
<h2>可复现性</h2>
|
||
<div class="tw"><table class="data"><tbody>
|
||
<tr><td class="l">策略</td><td class="l mono">${esc(d.strategy_id)} v${esc(d.strategy_version)}</td></tr>
|
||
<tr><td class="l">配置指纹</td><td class="l mono">${esc(d.config_hash || '—')}</td></tr>
|
||
<tr><td class="l">数据版本</td><td class="l mono">${esc(d.data_version || '—')}</td></tr>
|
||
<tr><td class="l">代码版本</td><td class="l mono">${esc(d.code_version || '—')}</td></tr>
|
||
</tbody></table></div>
|
||
</div>`;
|
||
}
|
||
|
||
function mountWalkforwardDetail(d) {
|
||
const w = d.windows || [];
|
||
if (!w.length) return;
|
||
chart('c_wf', {
|
||
tooltip: {trigger: 'axis', axisPointer: {type: 'shadow'}},
|
||
legend: {top: 0, textStyle: {color: '#64748B'}},
|
||
grid: {left: 64, right: 30, top: 38, bottom: 76},
|
||
xAxis: {type: 'category',
|
||
data: w.map(x => `#${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 `
|
||
<h1 class="page">归档与已删除</h1>
|
||
<div class="page-sub">归档与软删除的记录仍完整保留在数据库中，可随时恢复。</div>
|
||
<div class="card"><h2>股票池筛选 <span class="badge info">${aus.length}</span></h2>
|
||
${aus.length ? `<div class="rec-list">${aus.map(recUniverse).join('')}</div>`
|
||
: '<div class="empty">没有归档或删除的筛选记录。</div>'}</div>
|
||
<div class="card"><h2>回测 <span class="badge info">${abs.length}</span></h2>
|
||
${abs.length ? `<div class="rec-list">${abs.map(recBacktest).join('')}</div>`
|
||
: '<div class="empty">没有归档或删除的回测记录。</div>'}</div>`;
|
||
}
|
||
|
||
/* ---------------- 路由 ---------------- */
|
||
// 「已渲染路径」缓存。哨兵值必须是 null，**不能是空串**：首页（hash 为空）解析出的
|
||
// path 正是 ''，若用 '' 表示「还没渲染」，render() 会在首页一开始就
|
||
// `path === currentPath` 提前返回 —— 概览页永远停在 index.html 里那句「加载中…」。
|
||
// 同理，所有「强制重渲染」的地方一律写 currentPath = null。
|
||
let currentPath = null;
|
||
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 = '<div class="loading">加载中…</div>';
|
||
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];
|
||
stState.from = ''; stState.to = ''; // 换股票回到默认区间
|
||
stState.rtDone = false; // 换股票要重渲染画像留痕
|
||
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/${parts[1]}`);
|
||
html = await viewWalkforwardDetail(parts[1]);
|
||
after = () => mountWalkforwardDetail(d);
|
||
}
|
||
else if (parts[0] === 'archive') html = await viewArchive();
|
||
else html = `<div class="callout warn">未知页面：<span class="mono">${esc(path)}</span>
|
||
<br><a href="#/">返回概览</a></div>`;
|
||
view.innerHTML = html;
|
||
if (after) await after();
|
||
} catch (e) {
|
||
view.innerHTML = `<div class="callout fail"><b>加载失败：</b>${esc(e.message)}
|
||
<br><span class="small">请确认后端已启动（<code class="mono">python -m hdiv web</code>），
|
||
且 nginx 已把 <code class="mono">/api</code> 反代到该服务。</span></div>`;
|
||
}
|
||
window.scrollTo(0, 0);
|
||
}
|
||
|
||
/* ---------------- 交互（事件委托） ---------------- */
|
||
document.addEventListener('click', async e => {
|
||
const btn = e.target.closest('[data-act]');
|
||
if (btn) {
|
||
e.preventDefault();
|
||
const id = btn.dataset.id, act = btn.dataset.act, scope = btn.dataset.scope || 'u';
|
||
const base = scope === 'b' ? 'backtests' : 'universes';
|
||
try {
|
||
if (act === 'open') {
|
||
location.hash = `#/${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=null; render(); }
|
||
else { currentPath=null; 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 = null; 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 = null; render(); return;
|
||
}
|
||
if (act === 'pf-shift') {
|
||
shiftPortfolio(parseInt(btn.dataset.d, 10));
|
||
return;
|
||
}
|
||
if (act === 'st-apply' || act === 'st-reset') {
|
||
const host = document.getElementById('c_stock');
|
||
if (!host) return;
|
||
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; }
|
||
if (act === 'st-reset') {
|
||
stState.from = ''; stState.to = '';
|
||
} else {
|
||
const from = (document.getElementById('st-from') || {}).value || '';
|
||
const to = (document.getElementById('st-to') || {}).value || '';
|
||
if (from && to && from > to) {
|
||
toast('开始日期不能晚于结束日期', true); return;
|
||
}
|
||
stState.from = from; stState.to = to;
|
||
}
|
||
disposeCharts();
|
||
const {parts} = parseHash();
|
||
mountBacktestStock(parts[1], parts[3]);
|
||
return;
|
||
}
|
||
if (act === 'sp-apply' || act === 'sp-reset') {
|
||
if (!spState.data) return;
|
||
if (act === 'sp-reset') {
|
||
spState.from = ''; spState.to = '';
|
||
const ch = (spState.data.chart || {});
|
||
const from = document.getElementById('sp-from');
|
||
const to = document.getElementById('sp-to');
|
||
if (from && ch.dates) from.value = ch.dates[0];
|
||
if (to && ch.dates) to.value = ch.dates[ch.dates.length - 1];
|
||
} else {
|
||
const from = (document.getElementById('sp-from') || {}).value || '';
|
||
const to = (document.getElementById('sp-to') || {}).value || '';
|
||
if (from && to && from > to) { toast('开始日期不能晚于结束日期', true); return; }
|
||
spState.from = from; spState.to = to;
|
||
}
|
||
paintStockMain();
|
||
return;
|
||
}
|
||
if (act === 'page') {
|
||
const {parts, q} = parseHash();
|
||
q.set('page', btn.dataset.p);
|
||
location.hash = `#/${parts.join('/')}?${q.toString()}`;
|
||
currentPath = null; 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 = null; 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 = null; 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 = null; 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();
|
||
})();
|