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@ -46,7 +46,9 @@ |
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> |
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> |
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</el-option> |
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</el-option> |
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</el-select> |
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</el-select> |
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<base-button @click="test" class="ml-2">执行回测</base-button> |
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<base-button @click="test" class="ml-2" :loading="excuting" |
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>执行回测</base-button |
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> |
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<base-button class="ml-2">重置回测</base-button> |
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<base-button class="ml-2">重置回测</base-button> |
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</div> |
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</div> |
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</div> |
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</div> |
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@ -135,7 +137,10 @@ |
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<el-tabs value="1"> |
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<el-tabs value="1"> |
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<!-- 交易清单 --> |
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<!-- 交易清单 --> |
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<el-tab-pane name="1" label="交易清单"> |
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<el-tab-pane name="1" label="交易清单"> |
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<order-table v-model="tradeData"></order-table> |
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<order-table |
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v-model="tradeData" |
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:policyFormData="policyFormData" |
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></order-table> |
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</el-tab-pane> |
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</el-tab-pane> |
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<!-- 信号记录 --> |
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<!-- 信号记录 --> |
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@ -158,18 +163,21 @@ |
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@change="onOk" |
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@change="onOk" |
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> |
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> |
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</el-date-picker> |
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</el-date-picker> |
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<custom-base-table |
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<div class="table-full-width table-responsive" style="height:500px"> |
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size="small" |
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<custom-base-table |
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:columns="logColumns" |
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size="small" |
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:data="logData.filter(logShowCondition)" |
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:columns="logColumns" |
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tbodyClasses="cTable" |
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:data="logData.filter(logShowCondition)" |
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> |
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tbodyClasses="cTable" |
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<template slot="LogType" slot-scope="item"> |
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> |
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{{ |
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<template slot="LogType" slot-scope="item"> |
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LogTypes.filter(i => i.value == item.row.item.LogType)[0].title |
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{{ |
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}} |
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LogTypes.filter(i => i.value == item.row.item.LogType)[0] |
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</template> |
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.title |
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</custom-base-table> |
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}} |
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</template> |
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</custom-base-table> |
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</div> |
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</el-tab-pane> |
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</el-tab-pane> |
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<!-- 绩效总结 --> |
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<!-- 绩效总结 --> |
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<el-tab-pane name="3" label="绩效总结"> |
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<el-tab-pane name="3" label="绩效总结"> |
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@ -226,10 +234,10 @@ export default { |
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tradeData: [], |
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tradeData: [], |
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trendForm: { |
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trendForm: { |
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NowCapital: 10000, |
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NowCapital: 10000, |
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OriginalCapital: 12000, |
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FrozenProfit: 12, |
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FrozenProfit: 12, |
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TradeAmountRatio: 50 |
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TradeAmountRatio: 50 |
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}, |
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}, |
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excuting: false, |
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startTime: null, |
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startTime: null, |
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endTime: null, |
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endTime: null, |
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kLineData: {}, |
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kLineData: {}, |
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@ -447,7 +455,7 @@ export default { |
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}, |
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}, |
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//动量回测数据处理 |
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//动量回测数据处理 |
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//5-小趋势 6-中趋势 7-大趋势 8-多交叉 9-空交叉 10-做多 12-做空 |
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//5-小趋势 6-中趋势 7-大趋势 8-多交叉 9-空交叉 10-做多 12-做空 15-买入 14-卖出 |
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mutateData(data) { |
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mutateData(data) { |
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let result = []; |
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let result = []; |
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let postResult = []; |
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let postResult = []; |
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@ -523,11 +531,14 @@ export default { |
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} else if (j == 12) { |
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} else if (j == 12) { |
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if (data[i][j] != 0) postObj.N = 3; |
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if (data[i][j] != 0) postObj.N = 3; |
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} else if (j == 15) { |
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} else if (j == 15) { |
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subArray[5] = {}; |
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subArray[6] = {}; |
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if (data[i][j] != 0) { |
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if (data[i][j] != 0) { |
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postObj.N = 1; |
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postObj.N = 1; |
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subArray[5] = { |
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subArray[6] = { |
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name: "卖出Point", |
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name: "卖出Point", |
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symbol: "diamond", |
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symbolSize: [15, 25], |
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symbolOffset: [0, 25], |
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coord: [ |
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coord: [ |
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`${moment(data[i][0] * 1000).format( |
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`${moment(data[i][0] * 1000).format( |
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"YYYY-MM-DD HH:mm:ss" |
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"YYYY-MM-DD HH:mm:ss" |
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@ -541,14 +552,11 @@ export default { |
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}; |
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}; |
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} |
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} |
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} else if (j == 14) { |
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} else if (j == 14) { |
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subArray[6] = {}; |
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subArray[5] = {}; |
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if (data[i][j] != 0) { |
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if (data[i][j] != 0) { |
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postObj.N = 0; |
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postObj.N = 0; |
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subArray[6] = { |
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subArray[5] = { |
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name: "买入Point", |
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name: "买入Point", |
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symbol: "diamond", |
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symbolSize: [15, 25], |
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symbolOffset: [0, 25], |
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coord: [ |
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coord: [ |
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`${moment(data[i][0] * 1000).format( |
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`${moment(data[i][0] * 1000).format( |
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"YYYY-MM-DD HH:mm:ss" |
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"YYYY-MM-DD HH:mm:ss" |
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@ -679,6 +687,7 @@ export default { |
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executeTest() { |
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executeTest() { |
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if (this.policyFormData && this.kLineDataList.length > 0) { |
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if (this.policyFormData && this.kLineDataList.length > 0) { |
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this.spinning = true; |
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this.spinning = true; |
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this.excuting = true; |
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this.$http |
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this.$http |
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.post("/Api/Simulation/MomentumWaveTest", { |
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.post("/Api/Simulation/MomentumWaveTest", { |
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MomentumWavePolicy: this.policyFormData, |
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MomentumWavePolicy: this.policyFormData, |
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@ -687,6 +696,7 @@ export default { |
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.then(res => { |
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.then(res => { |
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this.logShowCondition = i => true; |
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this.logShowCondition = i => true; |
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this.spinning = false; |
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this.spinning = false; |
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this.excuting = false; |
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if (res.Code == 200) { |
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if (res.Code == 200) { |
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console.log("回测成功"); |
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console.log("回测成功"); |
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this.logData = res.Data.ExecutionLogList; |
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this.logData = res.Data.ExecutionLogList; |
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@ -696,32 +706,34 @@ export default { |
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].CreateTime; |
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].CreateTime; |
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this.dateRange[1] = this.logData[0].CreateTime; |
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this.dateRange[1] = this.logData[0].CreateTime; |
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} |
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} |
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res.Data.OrderList.sort( |
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// res.Data.OrderList.sort( |
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(a, b) => b.PurchaseKLineId - a.PurchaseKLineId |
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// (a, b) => b.PurchaseKLineId - a.PurchaseKLineId |
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); |
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// ); |
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this.tradeData = res.Data.OrderList; |
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this.tradeData = res.Data.OrderList; |
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//accountInfo |
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// //accountInfo |
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this.accountInfo.MaxOrderTotalPurchasePricePerRound = |
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// this.accountInfo.MaxOrderTotalPurchasePricePerRound = |
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res.Data.MaxOrderTotalPurchasePricePerRound; |
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// res.Data.MaxOrderTotalPurchasePricePerRound; |
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this.accountInfo.MaxTotalPurchasePricePerDay = |
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// this.accountInfo.MaxTotalPurchasePricePerDay = |
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res.Data.MaxTotalPurchasePricePerDay; |
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// res.Data.MaxTotalPurchasePricePerDay; |
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this.accountInfo.MaxOrderHoldTime = res.Data.MaxOrderHoldTime; |
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// this.accountInfo.MaxOrderHoldTime = res.Data.MaxOrderHoldTime; |
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this.accountInfo.MinOrderHoldTime = res.Data.MinOrderHoldTime; |
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// this.accountInfo.MinOrderHoldTime = res.Data.MinOrderHoldTime; |
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this.accountInfo.MaxOrderLossRatio = res.Data.MaxOrderLossRatio; |
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// this.accountInfo.MaxOrderLossRatio = res.Data.MaxOrderLossRatio; |
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this.accountInfo.MaxAccountLossRatio = |
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// this.accountInfo.MaxAccountLossRatio = |
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res.Data.MaxAccountLossRatio; |
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// res.Data.MaxAccountLossRatio; |
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this.accountInfo.MaxOrderProfit = res.Data.MaxOrderProfit; |
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// this.accountInfo.MaxOrderProfit = res.Data.MaxOrderProfit; |
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this.accountInfo.MaxOrderProfitRatio = |
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// this.accountInfo.MaxOrderProfitRatio = |
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res.Data.MaxOrderProfitRatio; |
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// res.Data.MaxOrderProfitRatio; |
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this.accountInfo.MinOrderProfit = res.Data.MinOrderProfit; |
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// this.accountInfo.MinOrderProfit = res.Data.MinOrderProfit; |
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this.accountInfo.MinOrderProfitRatio = |
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// this.accountInfo.MinOrderProfitRatio = |
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res.Data.MinOrderProfitRatio; |
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// res.Data.MinOrderProfitRatio; |
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this.accountInfo = { ...res.Data }; |
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} |
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} |
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}); |
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}); |
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} |
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} |
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}, |
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}, |
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executeTrendTest() { |
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executeTrendTest() { |
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if (this.trendForm && this.kLineDataList.length > 0) { |
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if (this.trendForm && this.kLineDataList.length > 0) { |
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this.excuting = true; |
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this.$http |
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this.$http |
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.post("/Api/Simulation/MomentumTrendTest", { |
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.post("/Api/Simulation/MomentumTrendTest", { |
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Capital: { |
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Capital: { |
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@ -732,13 +744,14 @@ export default { |
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kLineDataList: this.kLineDataList |
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kLineDataList: this.kLineDataList |
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}) |
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}) |
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.then(res => { |
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.then(res => { |
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this.excuting = false; |
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if (res.Code == 200) { |
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if (res.Code == 200) { |
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this.sMessage("success", "回测完成"); |
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this.sMessage("success", "回测完成"); |
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} |
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} |
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this.logData = res.Data.ExecutionLogList; |
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this.logData = res.Data.ExecutionLogList; |
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res.Data.OrderList.sort( |
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// res.Data.OrderList.sort( |
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(a, b) => b.PurchaseKLineId - a.PurchaseKLineId |
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// (a, b) => b.PurchaseKLineId - a.PurchaseKLineId |
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); |
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// ); |
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this.tradeData = res.Data.OrderList; |
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this.tradeData = res.Data.OrderList; |
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}); |
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}); |
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} |
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} |
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lizhixin
4 years ago