From e5a23f176dd91672d30e8aafe332ed959189c86c Mon Sep 17 00:00:00 2001
From: Simon <simon@doorcome.cn>
Date: Wed, 9 Sep 2026 00:41:49 +0800
Subject: [PATCH] =?UTF-8?q?feat(web):=20M8.6b=20=E5=9B=9E=E6=B5=8B?=
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- backtest 页：成本参数表单（手续费/印花税/滑点 %）+ 初始资金 → ResearchSpec.costs/
  initial_capital；结果新增年度收益卡与成交明细表（买/卖日、买/卖价、收益、累计换手）
- Dashboard 入口卡加入「股票筛选」「交易信号」（6 张）
- lib/types.ts：ResearchSpec 增加 price_adjustment/costs/portfolio/initial_capital，
  Trade 补 entry_price/exit_price
- 页面 200 冒烟 + tsc --noEmit 通过
---
 frontend/web/app/backtest/page.tsx | 78 ++++++++++++++++++++++++++++++
 frontend/web/app/page.tsx          | 14 ++++++
 frontend/web/lib/types.ts          | 11 ++++-
 3 files changed, 102 insertions(+), 1 deletion(-)

diff --git a/frontend/web/app/backtest/page.tsx b/frontend/web/app/backtest/page.tsx
index 9c2e5ab..2893966 100644
--- a/frontend/web/app/backtest/page.tsx
+++ b/frontend/web/app/backtest/page.tsx
@@ -28,6 +28,10 @@ export default function BacktestPage() {
   const [start, setStart] = useState("");
   const [end, setEnd] = useState("");
   const [excludeSt, setExcludeSt] = useState(true);
+  const [commission, setCommission] = useState(0.03); // %
+  const [stamp, setStamp] = useState(0.05);
+  const [slippage, setSlippage] = useState(0.1);
+  const [capital, setCapital] = useState(1_000_000);
   const [result, setResult] = useState<BacktestResult | null>(null);
   const [running, setRunning] = useState(false);
   const [jobId, setJobId] = useState("");
@@ -65,6 +69,12 @@ export default function BacktestPage() {
         factors: [{ name: factor, weight: 1 }],
         selection: { top_n: topN },
         rebalance,
+        costs: {
+          commission_rate: commission / 100,
+          stamp_tax_rate: stamp / 100,
+          slippage_rate: slippage / 100,
+        },
+        initial_capital: capital,
         period: [start, end],
       };
       // 异步 Job：后台执行（全市场可能数十秒），轮询到终态
@@ -133,6 +143,22 @@ export default function BacktestPage() {
               <option value="weekly">周度</option>
             </select>
           </Field>
+          <Field label="手续费率 %">
+            <input className="input" type="number" step="0.01" min={0} value={commission}
+              onChange={(e) => setCommission(Number(e.target.value))} />
+          </Field>
+          <Field label="印花税率 %">
+            <input className="input" type="number" step="0.01" min={0} value={stamp}
+              onChange={(e) => setStamp(Number(e.target.value))} />
+          </Field>
+          <Field label="滑点率 %">
+            <input className="input" type="number" step="0.01" min={0} value={slippage}
+              onChange={(e) => setSlippage(Number(e.target.value))} />
+          </Field>
+          <Field label="初始资金（元）">
+            <input className="input" type="number" step={100000} min={10000} value={capital}
+              onChange={(e) => setCapital(Number(e.target.value))} />
+          </Field>
           <Field label="开始日期">
             <input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
           </Field>
@@ -228,6 +254,58 @@ function ResultView({ result }: { result: BacktestResult }) {
         )}
       </Card>
 
+      {result.yearly_returns.length ? (
+        <Card icon="calendar" title="年度收益（%）" tools={<Pill>均值 {(result.yearly_returns.reduce((a, y) => a + y.return_pct, 0) / result.yearly_returns.length).toFixed(2)}%</Pill>}>
+          <div className="chips">
+            {result.yearly_returns.map((y) => (
+              <span className="chip" key={y.year}>
+                <b>{y.year}</b>
+                <span className={y.return_pct >= 0 ? "tone-pos" : "tone-neg"}>
+                  {y.return_pct.toFixed(2)}%
+                </span>
+              </span>
+            ))}
+          </div>
+        </Card>
+      ) : null}
+
+      {result.trades.length ? (
+        <Card
+          icon="scale"
+          title={`成交明细 · ${result.trades.length} 笔`}
+          tools={<Pill>{result.turnover_pct.toFixed(2)}% 累计换手</Pill>}
+        >
+          <div className="table-wrap">
+            <table className="tbl">
+              <thead>
+                <tr>
+                  <th>买入日</th>
+                  <th>卖出日</th>
+                  <th>代码</th>
+                  <th>买价</th>
+                  <th>卖价</th>
+                  <th>收益</th>
+                </tr>
+              </thead>
+              <tbody>
+                {result.trades.map((t) => (
+                  <tr key={`${t.symbol}-${t.entry_date}-${t.exit_date}`}>
+                    <td className="mono dim">{t.entry_date}</td>
+                    <td className="mono dim">{t.exit_date}</td>
+                    <td className="mono"><b>{t.symbol}</b></td>
+                    <td className="mono">{t.entry_price?.toFixed(2) ?? "-"}</td>
+                    <td className="mono">{t.exit_price?.toFixed(2) ?? "-"}</td>
+                    <td className={t.return_pct >= 0 ? "tone-pos" : "tone-neg"}>
+                      {t.return_pct.toFixed(2)}%
+                    </td>
+                  </tr>
+                ))}
+              </tbody>
+            </table>
+          </div>
+        </Card>
+      ) : null}
+
       <UnimplementedNote items={result.unimplemented} />
     </>
   );
diff --git a/frontend/web/app/page.tsx b/frontend/web/app/page.tsx
index 5b3dd5d..0004b85 100644
--- a/frontend/web/app/page.tsx
+++ b/frontend/web/app/page.tsx
@@ -36,6 +36,20 @@ const LINKS = [
     icon: "gauge" as const,
     tone: "quick-card--warn",
   },
+  {
+    href: "/selection",
+    title: "股票筛选",
+    desc: "因子评分 TopN 或条件选股，支持当前/历史时点，结果可解释",
+    icon: "target" as const,
+    tone: "quick-card--violet",
+  },
+  {
+    href: "/signals",
+    title: "交易信号",
+    desc: "按评分排名 + 趋势规则输出 BUY / WATCH / SELL 及理由",
+    icon: "scale" as const,
+    tone: "quick-card--pos",
+  },
   {
     href: "/stocks",
     title: "股票池",
diff --git a/frontend/web/lib/types.ts b/frontend/web/lib/types.ts
index 6afba02..0856f0f 100644
--- a/frontend/web/lib/types.ts
+++ b/frontend/web/lib/types.ts
@@ -27,9 +27,18 @@ export interface ResearchSpec {
     min_listing_days?: number;
     symbols?: string[];
   };
+  price_adjustment?: "none" | "qfq";
   factors: { name: string; weight: number }[];
   selection: { top_n: number };
   rebalance: "weekly" | "monthly";
+  costs?: {
+    commission_rate?: number;
+    stamp_tax_rate?: number;
+    slippage_rate?: number;
+    benchmark?: string;
+  };
+  portfolio?: { weighting?: string; max_position_pct?: number | null; max_industry_weight_pct?: number | null };
+  initial_capital?: number;
   period: [string, string];
 }
 
@@ -60,7 +69,7 @@ export interface BacktestResult {
   monthly_returns: { year: number; month: number; return_pct: number }[];
   yearly_returns: { year: number; return_pct: number }[];
   positions: { date: string; symbol: string; weight: number }[];
-  trades: { entry_date: string; exit_date: string; symbol: string; return_pct: number }[];
+  trades: { entry_date: string; exit_date: string; symbol: string; entry_price?: number; exit_price?: number; return_pct: number }[];
   turnover_pct: number;
   unimplemented: string[];
   config_snapshot: Record<string, unknown>;