chore: establish Strategy Lab source baseline (development, not release)

1 files changed, 384 insertions, 0 deletions

diff --git a/frontend/src/pages/ProjectBacktestTab.svelte b/frontend/src/pages/ProjectBacktestTab.svelte
new file mode 100644
index 0000000..baa9e5f
--- /dev/null
+++ b/frontend/src/pages/ProjectBacktestTab.svelte
@@ -0,0 +1,384 @@
+<script lang="ts">
+  import Status from '../components/Status.svelte';
+  import { listDatasets, createRun, getRun, cancelRun, rerunRun, listRuns, getDatasetPreview } from '../lib/client';
+  import { extractStatusMessage } from '../lib/state';
+  import {
+    fmtDateTime,
+    fmtPct,
+    formatMoney,
+    datasetStatusLabel,
+    runStatusLabel,
+    runStatusBadge
+  } from '../lib/format';
+  import { summarizeCoverage } from '../lib/coverage';
+  import type { Run, Dataset } from '../lib/types';
+
+  interface Props {
+    projectId: string;
+  }
+  let { projectId }: Props = $props();
+
+  // config inputs
+  let datasetsReady: Dataset[] = $state([]);
+  let busyDatasets = $state(true);
+  let cfgErr = $state<string | null>(null);
+
+  let datasetId = $state('');
+  let capital = $state<number>(1_000_000);
+  let commission = $state(0.0003);
+  let slippage = $state(0.001);
+  let benchmark = $state('');
+  let paramsText = $state('');
+  let acknowledged = $state(false);
+
+  // life cycle
+  let latest = $state<Run | null>(null);
+  let latestErr = $state<string | null>(null);
+  let cancelBusy = $state(false);
+  let rerunBusy = $state(false);
+  let actionMsg = $state<string | null>(null);
+
+  let history: Run[] = $state([]);
+  let historyBusy = $state(false);
+  let historyErr = $state<string | null>(null);
+
+  $effect(() => {
+    void loadDatasets();
+    void loadLatest(true);
+    return () => {
+      if (pollTimer) clearInterval(pollTimer);
+    };
+  });
+
+  let pollTimer: ReturnType<typeof setInterval> | null = null;
+
+  function isLiveStatus(r: Run | null | undefined) {
+    return r?.status === 'queued' || r?.status === 'running';
+  }
+
+  async function loadDatasets() {
+    busyDatasets = true;
+    cfgErr = null;
+    try {
+      const { items } = await listDatasets();
+      datasetsReady = items.filter((d) => d.status === 'ready');
+      if (items.some((d) => d.status === 'pending' || d.status === 'running')) {
+        if (!waitTimer) {
+          waitTimer = setInterval(() => {
+            void loadDatasets();
+          }, 2500);
+        }
+      } else {
+        stopWait();
+      }
+    } catch (e) {
+      cfgErr = extractStatusMessage(e);
+    } finally {
+      busyDatasets = false;
+    }
+  }
+
+  let waitTimer: ReturnType<typeof setInterval> | null = null;
+
+  function stopWait() {
+    if (waitTimer) {
+      clearInterval(waitTimer);
+      waitTimer = null;
+    }
+  }
+
+  async function loadLatest(startPolling: boolean) {
+    latestErr = null;
+    try {
+      const res = await listRuns(projectId);
+      history = res.items;
+      latest = res.items[0] ?? null;
+      if (startPolling && isLiveStatus(latest) && !pollTimer) {
+        pollTimer = setInterval(() => void loadLatest(false), 2000);
+      }
+      if (!isLiveStatus(latest) && pollTimer) {
+        clearInterval(pollTimer);
+        pollTimer = null;
+        await refreshHistory();
+      }
+    } catch (e) {
+      latestErr = extractStatusMessage(e);
+    }
+  }
+
+  async function refreshHistory() {
+    historyBusy = true;
+    historyErr = null;
+    try {
+      const res = await listRuns(projectId);
+      history = res.items;
+    } catch (e) {
+      historyErr = extractStatusMessage(e);
+    } finally {
+      historyBusy = false;
+    }
+  }
+
+  async function previewWarningsForDataset(id: string) {
+    try {
+      const preview = await getDatasetPreview(id);
+      const cov = summarizeCoverage(preview.coverage ?? []);
+      datasetWarnMsgs = [...cov.warnings, ...(preview.warnings ?? [])];
+    } catch {
+      datasetWarnMsgs = [];
+    }
+    acknowledged = false;
+  }
+
+  let datasetWarnMsgs: string[] = $state([]);
+
+  const selectedDataset = $derived(datasetsReady.find((d) => d.id === datasetId) ?? null);
+  const needAck = $derived(datasetWarnMsgs.length > 0);
+
+  $effect(() => {
+    if (datasetId) void previewWarningsForDataset(datasetId);
+  });
+
+  async function startRun() {
+    const errs: string[] = [];
+    if (!datasetId) errs.push('请选择一个就绪的数据集');
+    if (!(capital > 0) || !Number.isFinite(capital)) errs.push('起始资金必须是正数');
+    if (!(commission >= 0 && commission < 0.1)) errs.push('佣金率应在 0 与 0.1 之间');
+    if (!(slippage >= 0 && slippage < 0.1)) errs.push('滑点应在 0 与 0.1 之间');
+    let parameters: Record<string, unknown> | undefined;
+    if (paramsText.trim()) {
+      try {
+        parameters = JSON.parse(paramsText);
+      } catch {
+        errs.push('参数必须是合法 JSON');
+      }
+    }
+    if (errs.length > 0) {
+      cfgErr = errs.join('；');
+      return;
+    }
+    cfgErr = null;
+    if (needAck && !acknowledged) {
+      cfgErr = '数据覆盖有差异，请先勾选确认已知晓后再启动回测';
+      return;
+    }
+    try {
+      const run = await createRun({
+        project_id: projectId,
+        dataset_id: datasetId,
+        capital,
+        commission,
+        slippage,
+        benchmark_symbol: benchmark.trim() || undefined,
+        parameters,
+        acknowledge_warnings: acknowledged
+      });
+      latest = run;
+      await loadLatest(true);
+      actionMsg = `回测已提交，编号 ${run.id.slice(0, 8)}…`;
+      void refreshHistory();
+    } catch (e) {
+      cfgErr = extractStatusMessage(e);
+      const details = (e as { details?: { errors?: string[] } }).details?.errors;
+      if (details) cfgErr = details.join('；');
+    }
+  }
+
+
+
+  async function onCancel() {
+    if (!latest) return;
+    cancelBusy = true;
+    try {
+      latest = await cancelRun(latest.id);
+      actionMsg = '已请求取消';
+    } catch (e) {
+      actionMsg = extractStatusMessage(e);
+    } finally {
+      cancelBusy = false;
+    }
+  }
+
+  async function onRerun() {
+    if (!latest) return;
+    rerunBusy = true;
+    try {
+      const run = await rerunRun(latest.id, true);
+      latest = run;
+      await loadLatest(true);
+      actionMsg = `已用原始代码与数据重新提交，编号 ${run.id.slice(0, 8)}…`;
+    } catch (e) {
+      actionMsg = extractStatusMessage(e);
+    } finally {
+      rerunBusy = false;
+    }
+  }
+
+  const canCancel = $derived(isLiveStatus(latest));
+  const canRerun = $derived(latest?.status === 'succeeded' || latest?.status === 'failed' || latest?.status === 'cancelled');
+</script>
+
+<div class="stack">
+  <section class="card stack">
+    <h2>发起回测</h2>
+    <Status busy={busyDatasets} error={cfgErr} busyText="检查就绪的数据集…" empty={null} />
+    {#if !busyDatasets && datasetsReady.length === 0 && !cfgErr}
+      <Status busy={false} empty="没有就绪的数据集" emptyHint="先在「数据」标签创建并等待数据集状态变为【就绪】，再回到这里发起回测" />
+    {/if}
+    {#if datasetsReady.length > 0}
+      <div class="grid3 wrap-3">
+        <label>
+          数据集
+          <select bind:value={datasetId}>
+            <option value="" disabled>选择数据集…</option>
+            {#each datasetsReady as d (d.id)}
+              <option value={d.id}>
+                {d.name ?? d.id.slice(0, 8)} · {d.request.start_date}~{d.request.end_date} · {d.request.instruments.map((i) => i.symbol).join(',')}
+              </option>
+            {/each}
+          </select>
+        </label>
+        <label>
+          起始资金
+          <input class="num" type="number" bind:value={capital} min="1" step="1000" />
+        </label>
+        <div class="row2">
+          <label>
+            佣金率
+            <input class="num" type="number" bind:value={commission} min="0" max="0.1" step="0.0001" />
+          </label>
+          <label>
+            滑点率
+            <input class="num" type="number" bind:value={slippage} min="0" max="0.1" step="0.0001" />
+          </label>
+        </div>
+        <label>
+          基准代码（可选）
+          <input bind:value={benchmark} placeholder="例如 000300.SH 指数代码" />
+        </label>
+        <label>
+          策略参数（JSON，可选）
+          <textarea rows="1" bind:value={paramsText} placeholder='输入 JSON 参数，例如 fast/slow 周期'></textarea>
+        </label>
+      </div>
+      {#if needAck}
+        <div class="banner warn" role="alert">
+          <span aria-hidden="true">⚠</span>
+          <div>
+            该数据集存在覆盖/预警信息，需要明确知晓后才能启动：
+            <ul>
+              {#each datasetWarnMsgs as m, i (i)}<li>{m}</li>{/each}
+            </ul>
+            <label class="checkline">
+              <input type="checkbox" bind:checked={acknowledged} />
+              我已知晓并用当前数据继续
+            </label>
+          </div>
+        </div>
+      {/if}
+      <div class="row">
+        <button class="btn primary" onclick={startRun} disabled={!datasetId}>开始回测</button>
+        {#if selectedDataset}
+          <span class="hint">本次回测与该数据集、当前策略快照一同记录，可按原始条件重跑</span>
+        {/if}
+      </div>
+      <Status busy={false} error={cfgErr} empty={actionMsg} />
+    {/if}
+  </section>
+
+  <section class="card stack">
+    <div class="spread">
+      <h2>最近一次回测</h2>
+      {#if latest}
+        <span class="row">
+          <span class="badge">Run 分支 {latest.version_id?.slice(0,8) ?? "—"}</span>
+          <span class="badge {runStatusBadge[latest.status]}">{runStatusLabel[latest.status]}</span>
+        </span>
+      {/if}
+    </div>
+
+    {#if latest}
+      <Status
+        busy={isLiveStatus(latest)}
+        busyText="排队/执行中，页面会自动刷新状态…"
+        empty={null}
+        error={latestErr}
+      />
+      <div class="rows-grid">
+        <table class="data kv">
+          <tbody>
+            <tr><th>启动时间</th><td>{fmtDateTime(latest.created_at)}</td></tr>
+            {#if latest.started_at}<tr><th>开始执行</th><td>{fmtDateTime(latest.started_at)}</td></tr>{/if}
+            {#if latest.finished_at}<tr><th>结束时间</th><td>{fmtDateTime(latest.finished_at)}</td></tr>{/if}
+            <tr><th>代码版本</th><td><span class="num">{latest.version_id.slice(0, 10)}</span></td></tr>
+            <tr><th>数据集</th><td><span class="num">{latest.dataset_id?.slice(0, 8)}…</span></td></tr>
+            <tr><th>资金</th><td>{formatMoney(latest.config.capital)} · 佣金 {fmtPct(latest.config.commission, 4)} · 滑点 {fmtPct(latest.config.slippage, 4)}</td></tr>
+          </tbody>
+        </table>
+      </div>
+      {#if latest.error}
+        <div class="banner error" role="alert"><span aria-hidden="true">✕</span><span>{latest.error}</span></div>
+      {/if}
+      {#if latest.result?.warnings?.length}
+        <div class="banner warn" role="alert">
+          <span aria-hidden="true">⚠</span>
+          <ul class="plain-list">
+            {#each latest.result.warnings as w, i (i)}<li>{w}</li>{/each}
+          </ul>
+        </div>
+      {/if}
+      {#if latest.status === 'succeeded' && latest.result}
+        <a class="btn" href={`#/projects/${projectId}/results?run=${latest.id}`}>查看完整结果与图表</a>
+      {/if}
+      <div class="row">
+        {#if canCancel}
+          <button class="btn danger" onclick={onCancel} disabled={cancelBusy}>
+            {cancelBusy ? '取消中…' : '取消回测'}
+          </button>
+        {/if}
+        {#if canRerun}
+          <button class="btn" onclick={onRerun} disabled={rerunBusy}>
+            {rerunBusy ? '重新提交…' : '按原始代码&数据重跑'}
+          </button>
+        {/if}
+      </div>
+    {:else}
+      <Status busy={false} empty="项目还没有回测记录" emptyHint="在上方选择数据集并启动一次回测" />
+    {/if}
+  </section>
+
+  <section class="stack">
+    <h2>回测历史</h2>
+    <Status busy={historyBusy} error={historyErr} busyText="载入历史…" empty={null} />
+    {#if history && history.length > 0}
+      <div class="card" style="padding:0.4rem 0.6rem">
+        <table class="data">
+          <thead>
+            <tr>
+              <th>启动时间</th>
+              <th>状态</th>
+              <th>资金/佣金/滑点</th>
+              <th>数据集</th>
+              <th>结果</th>
+            </tr>
+          </thead>
+          <tbody>
+            {#each history as h (h.id)}
+              <tr>
+                <td>{fmtDateTime(h.created_at)}</td>
+                <td>{h.status === 'succeeded' ? '完成' : h.status === 'failed' ? '失败' : h.status === 'running' ? '执行中' : h.status === 'cancelled' ? '已取消' : '排队中'}</td>
+                <td>
+                  {formatMoney(h.config.capital)} · {fmtPct(h.config.commission, 4)} / {fmtPct(h.config.slippage, 4)}
+                </td>
+                <td class="num">{h.dataset_id?.slice(0, 8)}…</td>
+                <td>
+                  <a class="btn small" href={`#/projects/${projectId}/results?run=${h.id}`}>结果</a>
+                </td>
+              </tr>
+            {/each}
+          </tbody>
+        </table>
+      </div>
+    {/if}
+  </section>
+</div>