Dev backtest (#1134)

2026-06-04 09:58:22 +08:00 · 2025-11-28 21:34:27 +08:00
parent 04f006abad
commit 11b6c6ba3e
39 changed files with 9293 additions and 125 deletions
@@ -0,0 +1,583 @@
+package api
+
+import (
+	"context"
+	"database/sql"
+	"errors"
+	"fmt"
+	"net/http"
+	"os"
+	"strconv"
+	"strings"
+	"time"
+
+	"nofx/backtest"
+	"nofx/config"
+	"nofx/decision"
+
+	"github.com/gin-gonic/gin"
+)
+
+func (s *Server) registerBacktestRoutes(router *gin.RouterGroup) {
+	router.POST("/start", s.handleBacktestStart)
+	router.POST("/pause", s.handleBacktestPause)
+	router.POST("/resume", s.handleBacktestResume)
+	router.POST("/stop", s.handleBacktestStop)
+	router.POST("/label", s.handleBacktestLabel)
+	router.POST("/delete", s.handleBacktestDelete)
+	router.GET("/status", s.handleBacktestStatus)
+	router.GET("/runs", s.handleBacktestRuns)
+	router.GET("/equity", s.handleBacktestEquity)
+	router.GET("/trades", s.handleBacktestTrades)
+	router.GET("/metrics", s.handleBacktestMetrics)
+	router.GET("/trace", s.handleBacktestTrace)
+	router.GET("/decisions", s.handleBacktestDecisions)
+	router.GET("/export", s.handleBacktestExport)
+}
+
+type backtestStartRequest struct {
+	Config backtest.BacktestConfig `json:"config"`
+}
+
+type runIDRequest struct {
+	RunID string `json:"run_id"`
+}
+
+type labelRequest struct {
+	RunID string `json:"run_id"`
+	Label string `json:"label"`
+}
+
+func (s *Server) handleBacktestStart(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+
+	var req backtestStartRequest
+	if err := c.ShouldBindJSON(&req); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	cfg := req.Config
+	if cfg.RunID == "" {
+		cfg.RunID = "bt_" + time.Now().UTC().Format("20060102_150405")
+	}
+	cfg.PromptTemplate = strings.TrimSpace(cfg.PromptTemplate)
+	if cfg.PromptTemplate == "" {
+		cfg.PromptTemplate = "default"
+	}
+	if _, err := decision.GetPromptTemplate(cfg.PromptTemplate); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": fmt.Sprintf("提示词模板不存在: %s", cfg.PromptTemplate)})
+		return
+	}
+	cfg.CustomPrompt = strings.TrimSpace(cfg.CustomPrompt)
+	cfg.UserID = normalizeUserID(c.GetString("user_id"))
+	if err := s.hydrateBacktestAIConfig(&cfg); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	runner, err := s.backtestManager.Start(context.Background(), cfg)
+	if err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	meta := runner.CurrentMetadata()
+	c.JSON(http.StatusOK, meta)
+}
+
+func (s *Server) handleBacktestPause(c *gin.Context) {
+	s.handleBacktestControl(c, s.backtestManager.Pause)
+}
+
+func (s *Server) handleBacktestResume(c *gin.Context) {
+	s.handleBacktestControl(c, s.backtestManager.Resume)
+}
+
+func (s *Server) handleBacktestStop(c *gin.Context) {
+	s.handleBacktestControl(c, s.backtestManager.Stop)
+}
+
+func (s *Server) handleBacktestControl(c *gin.Context, fn func(string) error) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+
+	var req runIDRequest
+	if err := c.ShouldBindJSON(&req); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	if req.RunID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+
+	if _, err := s.ensureBacktestRunOwnership(req.RunID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+
+	if err := fn(req.RunID); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	meta, err := s.backtestManager.LoadMetadata(req.RunID)
+	if err != nil {
+		c.JSON(http.StatusOK, gin.H{"message": "ok"})
+		return
+	}
+	c.JSON(http.StatusOK, meta)
+}
+
+func (s *Server) handleBacktestLabel(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	var req labelRequest
+	if err := c.ShouldBindJSON(&req); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	if strings.TrimSpace(req.RunID) == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+	if _, err := s.ensureBacktestRunOwnership(req.RunID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	meta, err := s.backtestManager.UpdateLabel(req.RunID, req.Label)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, meta)
+}
+
+func (s *Server) handleBacktestDelete(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	var req runIDRequest
+	if err := c.ShouldBindJSON(&req); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	if strings.TrimSpace(req.RunID) == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+	if _, err := s.ensureBacktestRunOwnership(req.RunID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	if err := s.backtestManager.Delete(req.RunID); err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, gin.H{"message": "deleted"})
+}
+
+func (s *Server) handleBacktestStatus(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+
+	userID := normalizeUserID(c.GetString("user_id"))
+
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+
+	meta, err := s.ensureBacktestRunOwnership(runID, userID)
+	if writeBacktestAccessError(c, err) {
+		return
+	}
+
+	status := s.backtestManager.Status(runID)
+	if status != nil {
+		c.JSON(http.StatusOK, status)
+		return
+	}
+
+	payload := backtest.StatusPayload{
+		RunID:          meta.RunID,
+		State:          meta.State,
+		ProgressPct:    meta.Summary.ProgressPct,
+		ProcessedBars:  meta.Summary.ProcessedBars,
+		CurrentTime:    0,
+		DecisionCycle:  meta.Summary.ProcessedBars,
+		Equity:         meta.Summary.EquityLast,
+		UnrealizedPnL:  0,
+		RealizedPnL:    0,
+		Note:           meta.Summary.LiquidationNote,
+		LastUpdatedIso: meta.UpdatedAt.Format(time.RFC3339),
+	}
+	c.JSON(http.StatusOK, payload)
+}
+
+func (s *Server) handleBacktestRuns(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	rawUserID := strings.TrimSpace(c.GetString("user_id"))
+	userID := normalizeUserID(rawUserID)
+	filterByUser := rawUserID != "" && rawUserID != "admin"
+
+	metas, err := s.backtestManager.ListRuns()
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	stateFilter := strings.ToLower(strings.TrimSpace(c.Query("state")))
+	search := strings.ToLower(strings.TrimSpace(c.Query("search")))
+	limit := queryInt(c, "limit", 50)
+	offset := queryInt(c, "offset", 0)
+	if limit <= 0 {
+		limit = 50
+	}
+	if offset < 0 {
+		offset = 0
+	}
+
+	filtered := make([]*backtest.RunMetadata, 0, len(metas))
+	for _, meta := range metas {
+		if stateFilter != "" && !strings.EqualFold(string(meta.State), stateFilter) {
+			continue
+		}
+		if search != "" {
+			target := strings.ToLower(meta.RunID + " " + meta.Summary.DecisionTF + " " + meta.Label + " " + meta.LastError)
+			if !strings.Contains(target, search) {
+				continue
+			}
+		}
+		if filterByUser {
+			owner := strings.TrimSpace(meta.UserID)
+			if owner != "" && owner != userID {
+				continue
+			}
+		}
+		filtered = append(filtered, meta)
+	}
+
+	total := len(filtered)
+	start := offset
+	if start > total {
+		start = total
+	}
+	end := offset + limit
+	if end > total {
+		end = total
+	}
+	page := filtered[start:end]
+
+	c.JSON(http.StatusOK, gin.H{
+		"total": total,
+		"items": page,
+	})
+}
+
+func (s *Server) handleBacktestEquity(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+
+	userID := normalizeUserID(c.GetString("user_id"))
+
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	timeframe := c.Query("tf")
+	limit := queryInt(c, "limit", 1000)
+
+	points, err := s.backtestManager.LoadEquity(runID, timeframe, limit)
+	if err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, points)
+}
+
+func (s *Server) handleBacktestTrades(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+
+	userID := normalizeUserID(c.GetString("user_id"))
+
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	limit := queryInt(c, "limit", 1000)
+
+	events, err := s.backtestManager.LoadTrades(runID, limit)
+	if err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, events)
+}
+
+func (s *Server) handleBacktestMetrics(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+
+	userID := normalizeUserID(c.GetString("user_id"))
+
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+
+	metrics, err := s.backtestManager.GetMetrics(runID)
+	if err != nil {
+		if errors.Is(err, sql.ErrNoRows) || errors.Is(err, os.ErrNotExist) {
+			c.JSON(http.StatusAccepted, gin.H{"error": "metrics not ready yet"})
+			return
+		}
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, metrics)
+}
+
+func (s *Server) handleBacktestTrace(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	cycle := queryInt(c, "cycle", 0)
+	record, err := s.backtestManager.GetTrace(runID, cycle)
+	if err != nil {
+		c.JSON(http.StatusNotFound, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, record)
+}
+
+func (s *Server) handleBacktestDecisions(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	limit := queryInt(c, "limit", 20)
+	offset := queryInt(c, "offset", 0)
+	if limit <= 0 {
+		limit = 20
+	}
+	if limit > 200 {
+		limit = 200
+	}
+	if offset < 0 {
+		offset = 0
+	}
+
+	records, err := backtest.LoadDecisionRecords(runID, limit, offset)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, records)
+}
+
+func (s *Server) handleBacktestExport(c *gin.Context) {
+	if s.backtestManager == nil {
+		c.JSON(http.StatusServiceUnavailable, gin.H{"error": "backtest manager unavailable"})
+		return
+	}
+	userID := normalizeUserID(c.GetString("user_id"))
+	runID := c.Query("run_id")
+	if runID == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "run_id is required"})
+		return
+	}
+	if _, err := s.ensureBacktestRunOwnership(runID, userID); writeBacktestAccessError(c, err) {
+		return
+	}
+	path, err := s.backtestManager.ExportRun(runID)
+	if err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+	defer os.Remove(path)
+	filename := fmt.Sprintf("%s_export.zip", runID)
+	c.FileAttachment(path, filename)
+}
+
+func queryInt(c *gin.Context, name string, fallback int) int {
+	if value := c.Query(name); value != "" {
+		if v, err := strconv.Atoi(value); err == nil {
+			return v
+		}
+	}
+	return fallback
+}
+
+var errBacktestForbidden = errors.New("backtest run forbidden")
+
+func normalizeUserID(id string) string {
+	id = strings.TrimSpace(id)
+	if id == "" {
+		return "default"
+	}
+	return id
+}
+
+func (s *Server) ensureBacktestRunOwnership(runID, userID string) (*backtest.RunMetadata, error) {
+	if s.backtestManager == nil {
+		return nil, fmt.Errorf("backtest manager unavailable")
+	}
+	meta, err := s.backtestManager.LoadMetadata(runID)
+	if err != nil {
+		return nil, err
+	}
+	if userID == "" || userID == "admin" {
+		return meta, nil
+	}
+	owner := strings.TrimSpace(meta.UserID)
+	if owner == "" {
+		return meta, nil
+	}
+	if owner == "default" && userID == "admin" {
+		return meta, nil
+	}
+	if owner != userID {
+		return nil, errBacktestForbidden
+	}
+	return meta, nil
+}
+
+func writeBacktestAccessError(c *gin.Context, err error) bool {
+	if err == nil {
+		return false
+	}
+	switch {
+	case errors.Is(err, errBacktestForbidden):
+		c.JSON(http.StatusForbidden, gin.H{"error": "无权访问该回测任务"})
+	case errors.Is(err, os.ErrNotExist), errors.Is(err, sql.ErrNoRows):
+		c.JSON(http.StatusNotFound, gin.H{"error": "回测任务不存在"})
+	default:
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+	}
+	return true
+}
+
+func (s *Server) resolveBacktestAIConfig(cfg *backtest.BacktestConfig, userID string) error {
+	if cfg == nil {
+		return fmt.Errorf("config is nil")
+	}
+	if s.database == nil {
+		return fmt.Errorf("系统数据库未就绪，无法加载AI模型配置")
+	}
+
+	cfg.UserID = normalizeUserID(userID)
+
+	return s.hydrateBacktestAIConfig(cfg)
+}
+
+func (s *Server) hydrateBacktestAIConfig(cfg *backtest.BacktestConfig) error {
+	if cfg == nil {
+		return fmt.Errorf("config is nil")
+	}
+	if s.database == nil {
+		return fmt.Errorf("系统数据库未就绪，无法加载AI模型配置")
+	}
+
+	cfg.UserID = normalizeUserID(cfg.UserID)
+	modelID := strings.TrimSpace(cfg.AIModelID)
+
+	var (
+		model *config.AIModelConfig
+		err   error
+	)
+
+	if modelID != "" {
+		model, err = s.database.GetAIModel(cfg.UserID, modelID)
+		if err != nil {
+			return fmt.Errorf("加载AI模型失败: %w", err)
+		}
+	} else {
+		model, err = s.database.GetDefaultAIModel(cfg.UserID)
+		if err != nil {
+			return fmt.Errorf("未找到可用的AI模型: %w", err)
+		}
+		cfg.AIModelID = model.ID
+	}
+
+	if !model.Enabled {
+		return fmt.Errorf("AI模型 %s 尚未启用", model.Name)
+	}
+
+	apiKey := strings.TrimSpace(model.APIKey)
+	if apiKey == "" {
+		return fmt.Errorf("AI模型 %s 缺少API Key，请先在系统中配置", model.Name)
+	}
+
+	cfg.AICfg.Provider = strings.ToLower(model.Provider)
+	cfg.AICfg.APIKey = apiKey
+	cfg.AICfg.BaseURL = strings.TrimSpace(model.CustomAPIURL)
+	modelName := strings.TrimSpace(model.CustomModelName)
+	if cfg.AICfg.Model == "" {
+		cfg.AICfg.Model = modelName
+	}
+	cfg.AICfg.Model = strings.TrimSpace(cfg.AICfg.Model)
+
+	if cfg.AICfg.Provider == "custom" {
+		if cfg.AICfg.BaseURL == "" {
+			return fmt.Errorf("自定义AI模型需要配置 API 地址")
+		}
+		if cfg.AICfg.Model == "" {
+			return fmt.Errorf("自定义AI模型需要配置模型名称")
+		}
+	}
+
+	return nil
+}