260 lines
8.1 KiB
JavaScript
260 lines
8.1 KiB
JavaScript
// 导出功能模块
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// 导出为Excel（使用纯JS实现CSV导出）
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function exportToExcel(data, filename) {
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// 将数据转换为CSV格式
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const csv = convertToCSV(data);
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// 创建Blob并下载
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const blob = new Blob(['\ufeff' + csv], { type: 'text/csv;charset=utf-8;' });
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const link = document.createElement('a');
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const url = URL.createObjectURL(blob);
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link.setAttribute('href', url);
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link.setAttribute('download', filename);
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link.style.visibility = 'hidden';
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document.body.appendChild(link);
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link.click();
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document.body.removeChild(link);
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}
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function convertToCSV(data) {
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if (!data || data.length === 0) return '';
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// 获取表头
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const headers = Object.keys(data[0]);
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// 构建CSV内容
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const csvContent = [
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headers.join(','), // 表头行
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...data.map(row =>
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headers.map(header => {
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let cell = row[header];
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// 处理特殊字符
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if (typeof cell === 'string' && (cell.includes(',') || cell.includes('"'))) {
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cell = `"${cell.replace(/"/g, '""')}"`;
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}
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return cell;
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}).join(',')
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)
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].join('\n');
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return csvContent;
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}
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// 绑定导出按钮事件
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document.addEventListener('DOMContentLoaded', function() {
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// 延迟绑定，确保元素已加载
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setTimeout(() => {
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// 参数优化结果导出
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const optExportBtn = document.getElementById('opt-export-btn');
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if (optExportBtn) {
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optExportBtn.addEventListener('click', () => {
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if (currentOptData && currentOptData.data) {
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const filename = `参数优化结果_${new Date().toISOString().slice(0,10)}.csv`;
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exportToExcel(currentOptData.data, filename);
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} else {
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alert('请先加载数据');
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}
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});
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}
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// 交易明细导出
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const tradesExportBtn = document.getElementById('trades-export-btn');
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if (tradesExportBtn) {
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tradesExportBtn.addEventListener('click', () => {
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if (currentTradesData && currentTradesData.data) {
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const filename = `交易明细_${new Date().toISOString().slice(0,10)}.csv`;
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exportToExcel(currentTradesData.data, filename);
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} else {
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alert('请先加载数据');
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}
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});
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}
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}, 1000);
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});
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// 生成完整报告（HTML格式）
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function generateFullReport() {
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if (!currentOptData && !currentTradesData && !currentEquityData) {
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alert('请先加载数据');
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return;
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}
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let reportHTML = `
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<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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<title>回测报告</title>
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<style>
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body {
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font-family: 'Microsoft YaHei', Arial, sans-serif;
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padding: 20px;
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background: #f5f5f5;
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}
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.container {
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max-width: 1200px;
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margin: 0 auto;
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background: white;
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padding: 30px;
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border-radius: 10px;
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box-shadow: 0 2px 10px rgba(0,0,0,0.1);
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}
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h1 {
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color: #667eea;
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border-bottom: 3px solid #667eea;
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padding-bottom: 10px;
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}
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h2 {
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color: #333;
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margin-top: 30px;
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border-left: 4px solid #667eea;
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padding-left: 10px;
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}
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table {
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width: 100%;
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border-collapse: collapse;
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margin: 20px 0;
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}
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th, td {
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padding: 12px;
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text-align: left;
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border: 1px solid #ddd;
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}
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th {
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background: #667eea;
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color: white;
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}
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tr:nth-child(even) {
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background: #f8f9fa;
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}
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.positive {
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color: #28a745;
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font-weight: bold;
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}
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.negative {
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color: #dc3545;
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font-weight: bold;
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}
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.stats-grid {
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display: grid;
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grid-template-columns: repeat(auto-fit, minmax(200px, 1fr));
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gap: 15px;
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margin: 20px 0;
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}
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.stat-box {
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background: linear-gradient(135deg, #667eea 0%, #764ba2 100%);
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color: white;
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padding: 20px;
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border-radius: 8px;
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}
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.stat-box h3 {
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margin: 0 0 10px 0;
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font-size: 0.9em;
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}
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.stat-box p {
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margin: 0;
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font-size: 1.5em;
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font-weight: bold;
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}
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</style>
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</head>
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<body>
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<div class="container">
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<h1>📊 A股回测报告</h1>
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<p>生成时间：${new Date().toLocaleString('zh-CN')}</p>
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`;
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// 添加优化结果部分
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if (currentOptData) {
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reportHTML += `
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<h2>参数优化结果</h2>
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<div class="stats-grid">
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<div class="stat-box">
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<h3>参数组合总数</h3>
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<p>${currentOptData.stats.total_combinations || 0}</p>
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</div>
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<div class="stat-box">
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<h3>最佳夏普比率</h3>
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<p>${currentOptData.stats.best_sharpe ? currentOptData.stats.best_sharpe.toFixed(4) : 'N/A'}</p>
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</div>
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<div class="stat-box">
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<h3>最佳总收益</h3>
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<p>${currentOptData.stats.best_return ? (currentOptData.stats.best_return * 100).toFixed(2) + '%' : 'N/A'}</p>
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</div>
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</div>
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<table>
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<thead>
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<tr>
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<th>排名</th>
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<th>短期均线</th>
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<th>长期均线</th>
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<th>持有天数</th>
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<th>总收益率</th>
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<th>夏普比率</th>
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<th>最大回撤</th>
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</tr>
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</thead>
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<tbody>
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`;
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currentOptData.data.slice(0, 10).forEach((row, index) => {
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reportHTML += `
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<tr>
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<td>${index + 1}</td>
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<td>${row.param_ma_short || '-'}</td>
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<td>${row.param_ma_long || '-'}</td>
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<td>${row.param_hold_days || '-'}</td>
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<td class="${row.total_return > 0 ? 'positive' : 'negative'}">${(row.total_return * 100).toFixed(2)}%</td>
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<td>${row.sharpe ? row.sharpe.toFixed(4) : '-'}</td>
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<td class="negative">${(row.max_drawdown * 100).toFixed(2)}%</td>
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</tr>
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`;
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});
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reportHTML += `
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</tbody>
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</table>
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`;
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}
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// 添加交易明细部分
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if (currentTradesData) {
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reportHTML += `
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<h2>交易统计</h2>
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<div class="stats-grid">
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<div class="stat-box">
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<h3>总交易次数</h3>
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<p>${currentTradesData.stats.total_trades || 0}</p>
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</div>
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<div class="stat-box">
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<h3>胜率</h3>
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<p>${currentTradesData.stats.win_rate || '0%'}</p>
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</div>
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<div class="stat-box">
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<h3>总盈亏</h3>
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<p>¥${currentTradesData.stats.total_profit ? currentTradesData.stats.total_profit.toFixed(2) : '0'}</p>
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</div>
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</div>
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`;
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}
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reportHTML += `
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</div>
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</body>
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</html>
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`;
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// 下载HTML报告
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const blob = new Blob([reportHTML], { type: 'text/html;charset=utf-8;' });
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const link = document.createElement('a');
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const url = URL.createObjectURL(blob);
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link.setAttribute('href', url);
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link.setAttribute('download', `回测报告_${new Date().toISOString().slice(0,10)}.html`);
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link.style.visibility = 'hidden';
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document.body.appendChild(link);
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link.click();
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document.body.removeChild(link);
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}
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