feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化
汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):
1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
- 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
- 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
- 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
- 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
- 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)
2) 策略库与前端统一
- strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
- 任何出现股票代码处都成对显示名称且可点击进个股页
- 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上
3) 回测存档完整化(可往复查看)
- 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
- data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
- 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
- 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
- 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
**交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
非回测归档不套用回测口径
- 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)
门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
This commit is contained in:
@@ -18,7 +18,8 @@ import {
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MonthlyReturnsTable,
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UnimplementedNote,
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} from "@/components/ui";
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import { LineChart } from "@/components/LineChart";
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import { LwChart, type LwSeries } from "@/components/charts/LwChart";
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import { CHART, fmtNum, fmtPct } from "@/components/charts/theme";
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import { Icon } from "@/components/icons";
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interface Pick {
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@@ -291,6 +292,27 @@ function ResultView({
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params: { picks: Pick[]; topN: number; rebalance: string; excludeSt: boolean; start: string; end: string };
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}) {
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const s = result.summary;
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// 曲线数据点:LwChart 的 time 用 "YYYY-MM-DD" 字符串,向后端 CurvePoint 的 date 直接映射
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const equitySeries: LwSeries[] = [
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{
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key: "equity",
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label: "净值",
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type: "area",
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color: CHART.pos,
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data: result.equity_curve.map((p) => ({ time: p.date, value: p.value })),
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},
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];
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const drawdownSeries: LwSeries[] = [
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{
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key: "drawdown",
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label: "回撤",
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type: "line",
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color: CHART.neg,
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data: result.drawdown.map((p) => ({ time: p.date, value: p.value })),
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},
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];
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return (
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<>
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<div className="between" style={{ margin: "6px 0 14px" }}>
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@@ -312,10 +334,23 @@ function ResultView({
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<div className="chart-grid">
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<Card icon="chartLine" title="净值曲线" tools={<Pill tone="pos">期末 {s.final_equity.toLocaleString()}</Pill>}>
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<LineChart data={result.equity_curve} color="#3ddc97" fill height={300} xFmt={(d) => d.slice(5)} yFmt={(v) => v.toFixed(2)} />
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<LwChart
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series={equitySeries}
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height={300}
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valueFormat={(v) => fmtNum(v, 2)}
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ariaLabel="净值曲线"
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emptyHint="该区间没有净值数据"
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/>
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</Card>
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<Card icon="chartLine" title="回撤(%)" tools={<Pill tone="neg">最大 {s.max_drawdown_pct.toFixed(2)}%</Pill>}>
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<LineChart data={result.drawdown} color="#ff7a7a" height={300} xFmt={(d) => d.slice(5)} yFmt={(v) => v.toFixed(2) + "%"} />
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<LwChart
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series={drawdownSeries}
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height={300}
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zeroLine
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valueFormat={(v) => fmtPct(v, 2)}
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ariaLabel="回撤曲线"
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emptyHint="该区间没有回撤数据"
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/>
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</Card>
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</div>
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