256 lines
9.4 KiB
Python
256 lines
9.4 KiB
Python
"""回测结果Web查看器 - Flask后端服务。
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提供API接口读取results目录下的CSV文件，供前端展示。
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"""
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from flask import Flask, jsonify, render_template, send_from_directory
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from pathlib import Path
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import pandas as pd
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import json
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from datetime import datetime
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app = Flask(__name__, static_folder='static', template_folder='templates')
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# 结果文件路径
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RESULTS_DIR = Path(__file__).parent / "results"
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OPTIMIZATION_DIR = RESULTS_DIR / "optimization"
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TRADES_DIR = RESULTS_DIR / "trades"
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EQUITY_DIR = RESULTS_DIR / "equity"
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@app.route('/')
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def index():
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"""主页面。"""
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return render_template('index.html')
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@app.route('/api/optimization/list')
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def list_optimization_results():
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"""获取所有参数优化结果文件列表。"""
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try:
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files = list(OPTIMIZATION_DIR.glob("grid_search_*.csv"))
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file_info = []
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for file in sorted(files, reverse=True):
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# 从文件名提取时间戳
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timestamp_str = file.stem.replace("grid_search_", "")
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try:
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timestamp = datetime.strptime(timestamp_str, "%Y%m%d_%H%M%S")
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time_display = timestamp.strftime("%Y-%m-%d %H:%M:%S")
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except:
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time_display = timestamp_str
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# 读取文件统计信息
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df = pd.read_csv(file)
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file_info.append({
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"filename": file.name,
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"timestamp": timestamp_str,
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"time_display": time_display,
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"num_results": len(df),
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"size": file.stat().st_size
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})
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return jsonify({"success": True, "files": file_info})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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@app.route('/api/optimization/<filename>')
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def get_optimization_result(filename):
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"""获取指定参数优化结果详情。"""
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try:
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file_path = OPTIMIZATION_DIR / filename
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if not file_path.exists():
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return jsonify({"success": False, "error": "文件不存在"})
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df = pd.read_csv(file_path)
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# 转换为JSON格式
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data = df.to_dict(orient='records')
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# 计算统计信息
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stats = {
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"total_combinations": len(df),
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"best_sharpe": float(df['sharpe'].max()) if 'sharpe' in df.columns else None,
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"best_return": float(df['total_return'].max()) if 'total_return' in df.columns else None,
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"worst_drawdown": float(df['max_drawdown'].min()) if 'max_drawdown' in df.columns else None,
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}
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return jsonify({
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"success": True,
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"data": data,
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"stats": stats,
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"columns": list(df.columns)
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})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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@app.route('/api/trades/list')
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def list_trade_results():
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"""获取所有交易记录文件列表。"""
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try:
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files = list(TRADES_DIR.glob("*.csv"))
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file_info = []
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for file in sorted(files, reverse=True):
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# 从文件名提取信息
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parts = file.stem.split("_")
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timestamp_str = f"{parts[0]}_{parts[1]}"
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try:
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timestamp = datetime.strptime(timestamp_str, "%Y%m%d_%H%M%S")
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time_display = timestamp.strftime("%Y-%m-%d %H:%M:%S")
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except:
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time_display = timestamp_str
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# 提取策略和参数信息
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strategy_params = "_".join(parts[2:])
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# 读取文件统计信息
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df = pd.read_csv(file)
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# 计算胜率和盈亏
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total_trades = len(df)
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win_trades = df['is_win'].sum() if 'is_win' in df.columns else 0
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total_profit = df['profit_amount'].sum() if 'profit_amount' in df.columns else 0
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file_info.append({
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"filename": file.name,
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"timestamp": timestamp_str,
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"time_display": time_display,
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"strategy_params": strategy_params,
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"total_trades": total_trades,
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"win_rate": f"{win_trades/total_trades*100:.2f}%" if total_trades > 0 else "0%",
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"total_profit": f"{total_profit:.2f}",
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"size": file.stat().st_size
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})
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return jsonify({"success": True, "files": file_info})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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@app.route('/api/trades/<filename>')
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def get_trade_result(filename):
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"""获取指定交易记录详情。"""
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try:
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file_path = TRADES_DIR / filename
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if not file_path.exists():
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return jsonify({"success": False, "error": "文件不存在"})
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df = pd.read_csv(file_path)
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# 转换为JSON格式
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data = df.to_dict(orient='records')
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# 计算详细统计
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total_trades = len(df)
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win_trades = df[df['is_win'] == True] if 'is_win' in df.columns else pd.DataFrame()
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loss_trades = df[df['is_win'] == False] if 'is_win' in df.columns else pd.DataFrame()
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stats = {
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"total_trades": total_trades,
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"win_count": len(win_trades),
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"loss_count": len(loss_trades),
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"win_rate": f"{len(win_trades)/total_trades*100:.2f}%" if total_trades > 0 else "0%",
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"total_profit": float(df['profit_amount'].sum()) if 'profit_amount' in df.columns else 0,
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"avg_profit": float(df['profit_amount'].mean()) if 'profit_amount' in df.columns else 0,
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"max_profit": float(df['profit_amount'].max()) if 'profit_amount' in df.columns else 0,
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"max_loss": float(df['profit_amount'].min()) if 'profit_amount' in df.columns else 0,
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"avg_win": float(win_trades['profit_amount'].mean()) if len(win_trades) > 0 else 0,
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"avg_loss": float(loss_trades['profit_amount'].mean()) if len(loss_trades) > 0 else 0,
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}
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return jsonify({
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"success": True,
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"data": data,
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"stats": stats,
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"columns": list(df.columns)
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})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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@app.route('/api/equity/list')
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def list_equity_results():
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"""获取所有资金曲线文件列表。"""
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try:
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files = list(EQUITY_DIR.glob("*.csv"))
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file_info = []
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for file in sorted(files):
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# 读取文件统计信息
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df = pd.read_csv(file)
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initial_asset = df['total_asset'].iloc[0] if len(df) > 0 else 0
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final_asset = df['total_asset'].iloc[-1] if len(df) > 0 else 0
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total_return = (final_asset - initial_asset) / initial_asset if initial_asset > 0 else 0
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file_info.append({
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"filename": file.name,
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"strategy": file.stem.replace("_equity", ""),
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"initial_asset": float(initial_asset),
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"final_asset": float(final_asset),
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"total_return": f"{total_return*100:.2f}%",
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"num_days": len(df),
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"size": file.stat().st_size
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})
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return jsonify({"success": True, "files": file_info})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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@app.route('/api/equity/<filename>')
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def get_equity_result(filename):
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"""获取指定资金曲线详情。"""
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try:
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file_path = EQUITY_DIR / filename
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if not file_path.exists():
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return jsonify({"success": False, "error": "文件不存在"})
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df = pd.read_csv(file_path)
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# 转换为JSON格式（只取部分数据避免过大）
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data = df.to_dict(orient='records')
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# 计算统计信息
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initial_asset = df['total_asset'].iloc[0] if len(df) > 0 else 0
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final_asset = df['total_asset'].iloc[-1] if len(df) > 0 else 0
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max_asset = df['total_asset'].max() if len(df) > 0 else 0
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min_asset = df['total_asset'].min() if len(df) > 0 else 0
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# 计算最大回撤
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cummax = df['total_asset'].cummax()
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drawdown = (df['total_asset'] - cummax) / cummax
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max_drawdown = drawdown.min()
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stats = {
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"initial_asset": float(initial_asset),
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"final_asset": float(final_asset),
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"total_return": float((final_asset - initial_asset) / initial_asset) if initial_asset > 0 else 0,
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"max_asset": float(max_asset),
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"min_asset": float(min_asset),
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"max_drawdown": float(max_drawdown),
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"num_days": len(df)
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}
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return jsonify({
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"success": True,
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"data": data,
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"stats": stats,
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"columns": list(df.columns)
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})
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except Exception as e:
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return jsonify({"success": False, "error": str(e)})
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if __name__ == '__main__':
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print("=" * 60)
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print("回测结果Web查看器")
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print("=" * 60)
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print(f"正在启动Flask服务...")
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print(f"结果目录: {RESULTS_DIR}")
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print(f"请在浏览器打开: http://localhost:5000")
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print("=" * 60)
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app.run(debug=True, host='0.0.0.0', port=5000)
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