回测

src/App.vue

@@ -27,6 +27,18 @@ export default {
 
 <style lang="scss">
 .el-tabs__item {
-  color: #C9CCD2;
+  color: #c9ccd2 !important;
+}
+.el-tabs__active-bar {
+  background-color: #333d54 !important;
+}
+.select-danger.el-select .el-input input {
+  background-color: transparent;
+  border-width: 1px;
+  border-color: #2b3553;
+  color: #fd5d93;
+}
+.el-input {
+  background-color: transparent;
 }
 </style>

src/main.js

@@ -29,7 +29,8 @@ import {
   Option,
   Tabs,
   TabPane,
-  Pagination
+  Pagination,
+  DatePicker
 } from "element-ui";
 import "element-ui/lib/theme-chalk/index.css";
 import i18n from "./i18n";
@@ -47,6 +48,7 @@ Vue.use(Option);
 Vue.use(Tabs);
 Vue.use(TabPane);
 Vue.use(Pagination);
+Vue.use(DatePicker);
 /* eslint-disable no-new */
 new Vue({
   router,

src/oldComponents/EchartTable/kLine.vue

@@ -12,7 +12,7 @@ import {
   LegendComponent,
   DataZoomComponent,
   MarkLineComponent,
-  MarkPointComponent,
+  MarkPointComponent
 } from "echarts/components";
 
 import { CandlestickChart, LineChart } from "echarts/charts";
@@ -29,7 +29,7 @@ echarts.use([
   MarkPointComponent,
   CandlestickChart,
   LineChart,
-  CanvasRenderer,
+  CanvasRenderer
 ]);
 
 var upColor = "#FCE4E4";
@@ -45,8 +45,8 @@ export default {
       type: Object,
       default: () => {
         return { sale: -1, buy: -1 };
-      },
+      }
-    },
+    }
   },
   watch: {
     data(newVal, oldVal) {
@@ -63,7 +63,7 @@ export default {
       if (this.tempKeyPointArray && this.tempKeyPointArray[0]) {
         if (newVal.buy && newVal.buy != -1) {
           result = this.tempKeyPointArray.filter(
-            (item) =>
+            item =>
               item.name == "卖出Point" ||
               (item.name == "买入Point" &&
                 (item.value == newVal.buy || item.value > newVal.buy))
@@ -72,7 +72,7 @@ export default {
         if (newVal.sale && newVal.sale != -1) {
           let _r = !newVal.buy ? this.tempKeyPointArray : result;
           result = _r.filter(
-            (item) =>
+            item =>
               item.name == "买入Point" ||
               (item.name == "卖出Point" &&
                 (item.value == newVal.sale || item.value > newVal.sale))
@@ -82,7 +82,7 @@ export default {
           !newVal.buy && !newVal.sale ? this.tempKeyPointArray : result;
         this.options && this.chart.setOption(this.options);
       }
-    },
+    }
   },
   data() {
     return {
@@ -96,16 +96,16 @@ export default {
         tooltip: {
           trigger: "axis",
           axisPointer: {
-            type: "cross",
+            type: "cross"
-          },
+          }
         },
         legend: {
-          data: ["时分K"],
+          data: ["时分K"]
         },
         grid: {
           left: "10%",
           right: "10%",
-          bottom: "10%",
+          bottom: "10%"
         },
         xAxis: {
           type: "category",
@@ -116,27 +116,27 @@ export default {
           splitLine: { show: false },
           splitNumber: 20,
           min: "dataMin",
-          max: "dataMax",
+          max: "dataMax"
         },
         yAxis: {
           scale: true,
           splitArea: {
-            show: true,
+            show: true
-          },
+          }
         },
         dataZoom: [
           {
             type: "inside",
             start: 50,
-            end: 100,
+            end: 100
           },
           {
             show: true,
             type: "slider",
             top: "90%",
             start: 50,
-            end: 100,
+            end: 100
-          },
+          }
         ],
         series: [
           {
@@ -148,23 +148,23 @@ export default {
               color: upColor,
               color0: downColor,
               borderColor: upBorderColor,
-              borderColor0: downBorderColor,
+              borderColor0: downBorderColor
             },
             markPoint: {
               label: {
                 normal: {
                   formatter: function(param) {
                     return param != null ? Math.round(param.value) : "";
-                  },
+                  }
-                },
+                }
               },
-              data: [],
+              data: []
               // tooltip: {
               //   formatter: function(param) {
               //     return param.name + "<br>" + (param.data.coord || "");
               //   },
               // },
-            },
+            }
             // markLine: {
             //   symbol: ["none", "none"],
             //   data: [
@@ -211,7 +211,7 @@ export default {
             //     },
             //   ],
             // },
-          },
+          }
           //   {
           //     name: "MA5",
           //     type: "line",
@@ -248,8 +248,8 @@ export default {
           //       opacity: 0.5,
           //     },
           //   },
-        ],
+        ]
-      },
+      }
     };
   },
   mounted() {
@@ -272,8 +272,8 @@ export default {
         result.push(sum / dayCount);
       }
       return result;
-    },
+    }
-  },
+  }
 };
 </script>
 

src/pages/ReCheck/OrderTable.vue

@@ -13,13 +13,17 @@
     <template slot="KLineId" slot-scope="item">
       <p>
         {{
-          moment(item.row.item.PurchaseKLineId * 1000).format("YYYY-MM-DD HH:mm:ss")
+          moment(item.row.item.PurchaseKLineId * 1000).format(
+            "YYYY-MM-DD HH:mm:ss"
+          )
         }}
       </p>
       <p>
         {{
           item.row.item.SaleKLineId
-            ? moment(item.row.item.SaleKLineId * 1000).format("YYYY-MM-DD HH:mm:ss")
+            ? moment(item.row.item.SaleKLineId * 1000).format(
+                "YYYY-MM-DD HH:mm:ss"
+              )
             : "-"
         }}
       </p>
@@ -43,7 +47,12 @@
     <template slot="Profit" slot-scope="item">
       <p>{{ item.row.item.Profit }}</p>
       <p v-if="item.row.item.Profit">
-        {{ ((item.row.item.Profit / item.row.item.TotalPurchasePrice) * 100).toFixed(2) }}%
+        {{
+          (
+            (item.row.item.Profit / item.row.item.TotalPurchasePrice) *
+            100
+          ).toFixed(2)
+        }}%
       </p>
       <p v-else>-</p>
     </template>
@@ -52,7 +61,10 @@
       <p>{{ item.row.item.TotalProfit }}</p>
       <p v-if="item.row.item.TotalProfit">
         {{
-          ((item.row.item.TotalProfit / policyFormData.PositionFund) * 100).toFixed(2)
+          (
+            (item.row.item.TotalProfit / policyFormData.PositionFund) *
+            100
+          ).toFixed(2)
         }}%
       </p>
       <p v-else>-</p>
@@ -67,7 +79,7 @@ import moment from "moment";
 export default {
   model: { prop: "data", event: "tableDataChange" },
   props: { data: { type: Array, default: () => [] } },
-  components: CustomBaseTable,
+  components: { CustomBaseTable },
   data() {
     return { moment, columns: tradeColumns };
   }

src/pages/ReCheck/index.vue

@@ -1,5 +1,55 @@
 <template>
   <card>
+    <div class="row">
+      <div class="col-md-6">
+        <div class="row">
+          <div class="col-md-3">
+            <base-button @click="excelImport">导入数据源</base-button>
+          </div>
+          <div class="col-md-4">
+            <base-input>
+              <el-date-picker
+                class="select-danger"
+                v-model="startTime"
+                type="datetime"
+                placeholder="选择开始日期与时间"
+              >
+              </el-date-picker>
+            </base-input>
+          </div>
+          <div class="col-md-4">
+            <base-input>
+              <el-date-picker
+                v-model="endTime"
+                type="datetime"
+                placeholder="选择结束日期与时间"
+                @change="timepIkcer"
+              >
+              </el-date-picker>
+            </base-input>
+          </div>
+        </div>
+      </div>
+      <div class="col-md-6">
+        <el-select
+          class="select-danger"
+          style="width:200px"
+          placeholder="策略选择"
+          v-model="policyMode"
+        >
+          <el-option
+            v-for="item in RobotPolicyType"
+            class="select-danger"
+            :label="item.title"
+            :key="item.value"
+            :value="item.value"
+          >
+          </el-option>
+        </el-select>
+        <base-button @click="executeTest" class="ml-2">执行回测</base-button>
+        <base-button class="ml-2">重置回测</base-button>
+      </div>
+    </div>
     <!-- <a-row type="flex">
       <a-col :span="16">
         <a-row type="flex"
@@ -34,7 +84,7 @@
     </a-row> -->
 
     <div>
-      <el-tabs default-active-key="1">
+      <el-tabs value="1">
         <el-tab-pane name="1" label="K线图表">
           <div class="row">
             <div class="col-md-3">
@@ -101,13 +151,16 @@
           <!-- <HQKline /> -->
         </el-tab-pane>
         <el-tab-pane name="2" label="编译策略">
-          <MomentumWavePolicy v-if="policyMode == 0" v-model="policyFormData" />
+          <movement-policy-form
+            v-if="policyMode == 0"
+            v-model="policyFormData"
+          />
           <!-- <top-end-policy v-else v-model="policyFormData" /> -->
         </el-tab-pane>
       </el-tabs>
     </div>
     <div>
-      <el-tabs default-active-key="1">
+      <el-tabs value="1">
         <!-- 交易清单 -->
         <el-tab-pane name="1" label="交易清单">
           <order-table v-model="tradeData"></order-table>
@@ -116,15 +169,24 @@
         <!-- 信号记录 -->
         <el-tab-pane name="2" label="信号记录">
           根据时间范围筛选信号记录：
-          <a-range-picker
+          <!-- <a-range-picker
             style="margin: 10px 0"
             v-model="dateRange"
             :show-time="{ format: 'HH:mm' }"
             format="YYYY-MM-DD HH:mm"
             :placeholder="['开始时间', '结束时间']"
-            @ok="onOk"
+            @change="onOk"
-          />
+          /> -->
-          <a-table
+          <el-date-picker
+            v-model="dateRange"
+            type="datetimerange"
+            range-separator="~"
+            start-placeholder="开始日期"
+            end-placeholder="结束日期"
+            @change="onOk"
+          >
+          </el-date-picker>
+          <custom-base-table
             size="small"
             :columns="logColumns"
             :dataSource="logData.filter(logShowCondition)"
@@ -132,7 +194,7 @@
             <template slot="LogType" slot-scope="text">
               {{ LogTypes.filter(item => item.value == text)[0].title }}
             </template>
-          </a-table>
+          </custom-base-table>
         </el-tab-pane>
         <!-- 绩效总结 -->
         <el-tab-pane name="3" label="绩效总结">
@@ -155,16 +217,18 @@ import {
   ResetMomentumWaveTest,
   LogTypes
 } from "../prePages/js/selectoptions";
-import MomentumWavePolicy from "../../components/MovementPolicyForm";
+import MovementPolicyForm from "../../components/MovementPolicyForm";
 import moment from "moment";
 import OrderTable from "./OrderTable";
+import CustomBaseTable from "../../components/CustomBaseTable.vue";
 // import TopEndPolicy from "../components/TopEndPolicy.vue";
 export default {
   components: {
     KLine,
     AccountInfo,
-    MomentumWavePolicy,
+    MovementPolicyForm,
-    OrderTable
+    OrderTable,
+    CustomBaseTable
     // HQKline
 
     //    TopEndPolicy
@@ -185,9 +249,9 @@ export default {
       tradeData: [],
       startTime: null,
       endTime: null,
-      kLineData: [],
+      kLineData: {},
       keyFilter: {},
-      policyFormData: ResetMomentumWaveTest,
+      policyFormData: {},
       kLineDataList: [],
       dateRange: [],
       accountInfo: {},
@@ -197,10 +261,13 @@ export default {
       logShowCondition: i => true
     };
   },
+  mounted() {
+    this.policyFormData = ResetMomentumWaveTest;
+  },
   methods: {
     onOk(value) {
       this.logShowCondition = item =>
-        moment(item.CreateTime).isBetween(value[0], value[1]);
+        moment(item.CreateTime).isBetween(moment(value[0]), moment(value[1]));
     },
     changeFilter(value, type) {
       console.log(value, type);
@@ -411,16 +478,14 @@ export default {
                 this.startTime &&
                 this.endTime &&
                 !moment(data[i][j] * 1000).isBetween(
-                  this.startTime.startOf("day"),
+                  moment(this.startTime),
-                  this.endTime.endOf("day")
+                  moment(this.endTime)
                 )
               ) {
                 break;
               } else if (
                 this.startTime &&
-                !moment(data[i][j] * 1000).isAfter(
+                !moment(data[i][j] * 1000).isAfter(moment(this.startTime))
-                  this.startTime.startOf("day")
-                )
               ) {
                 break;
               }
@@ -615,10 +680,10 @@ export default {
               console.log("回测成功");
               this.logData = res.Data.ExecutionLogList;
               if (this.logData.length > 0) {
-                this.dateRange[0] = moment(
+                this.dateRange[0] = this.logData[
-                  this.logData[this.logData.length - 1].CreateTime
+                  this.logData.length - 1
-                );
+                ].CreateTime;
-                this.dateRange[1] = moment(this.logData[0].CreateTime);
+                this.dateRange[1] = this.logData[0].CreateTime;
               }
               res.Data.OrderList.sort(
                 (a, b) => b.PurchaseKLineId - a.PurchaseKLineId
@@ -643,6 +708,9 @@ export default {
             }
           });
       }
+    },
+    timepIkcer() {
+      console.log(this.startTime, this.endTime);
     }
   }
 };