feat(web): M8.6b 回测页做实 + 首页入口更新(零新后端 API)

- 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
This commit is contained in:
Simon
2026-09-09 00:41:49 +08:00
parent e1ac23fa25
commit e5a23f176d
3 changed files with 102 additions and 1 deletions
+78
View File
@@ -28,6 +28,10 @@ export default function BacktestPage() {
const [start, setStart] = useState(""); const [start, setStart] = useState("");
const [end, setEnd] = useState(""); const [end, setEnd] = useState("");
const [excludeSt, setExcludeSt] = useState(true); 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 [result, setResult] = useState<BacktestResult | null>(null);
const [running, setRunning] = useState(false); const [running, setRunning] = useState(false);
const [jobId, setJobId] = useState(""); const [jobId, setJobId] = useState("");
@@ -65,6 +69,12 @@ export default function BacktestPage() {
factors: [{ name: factor, weight: 1 }], factors: [{ name: factor, weight: 1 }],
selection: { top_n: topN }, selection: { top_n: topN },
rebalance, rebalance,
costs: {
commission_rate: commission / 100,
stamp_tax_rate: stamp / 100,
slippage_rate: slippage / 100,
},
initial_capital: capital,
period: [start, end], period: [start, end],
}; };
// 异步 Job:后台执行(全市场可能数十秒),轮询到终态 // 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> <option value="weekly">周度</option>
</select> </select>
</Field> </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"> <Field label="开始日期">
<input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} /> <input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
</Field> </Field>
@@ -228,6 +254,58 @@ function ResultView({ result }: { result: BacktestResult }) {
)} )}
</Card> </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} /> <UnimplementedNote items={result.unimplemented} />
</> </>
); );
+14
View File
@@ -36,6 +36,20 @@ const LINKS = [
icon: "gauge" as const, icon: "gauge" as const,
tone: "quick-card--warn", 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", href: "/stocks",
title: "股票池", title: "股票池",
+10 -1
View File
@@ -27,9 +27,18 @@ export interface ResearchSpec {
min_listing_days?: number; min_listing_days?: number;
symbols?: string[]; symbols?: string[];
}; };
price_adjustment?: "none" | "qfq";
factors: { name: string; weight: number }[]; factors: { name: string; weight: number }[];
selection: { top_n: number }; selection: { top_n: number };
rebalance: "weekly" | "monthly"; 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]; period: [string, string];
} }
@@ -60,7 +69,7 @@ export interface BacktestResult {
monthly_returns: { year: number; month: number; return_pct: number }[]; monthly_returns: { year: number; month: number; return_pct: number }[];
yearly_returns: { year: number; return_pct: number }[]; yearly_returns: { year: number; return_pct: number }[];
positions: { date: string; symbol: string; weight: 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; turnover_pct: number;
unimplemented: string[]; unimplemented: string[];
config_snapshot: Record<string, unknown>; config_snapshot: Record<string, unknown>;