feat: 优化回测的行情展示
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@@ -101,12 +101,13 @@ public class StrategyApplication {
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.filter(daily -> daily.getTradeDate().isAfter(startDate) && daily.getTradeDate().isBefore(endDate))
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.sorted(Comparator.comparing(Daily::getTradeDate))
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.toList();
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var dailyXList = new ArrayList<String>();
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var dailyYList = new ArrayList<List<Double>>();
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var oclhList = new HashMap<>();
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var dailyCloseMapping = new HashMap<String, Double>();
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for (var daily : dailies) {
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dailyXList.add(daily.getTradeDate().toString());
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dailyYList.add(List.of(daily.getHfqOpen(), daily.getHfqClose(), daily.getHfqLow(), daily.getHfqHigh()));
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oclhList.put(
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daily.getTradeDate().toString(),
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List.of(daily.getHfqOpen(), daily.getHfqClose(), daily.getHfqLow(), daily.getHfqHigh())
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);
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dailyCloseMapping.put(daily.getTradeDate().toString(), daily.getHfqClose());
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}
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charts.add(
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@@ -120,8 +121,7 @@ public class StrategyApplication {
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"日线",
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Dict.create()
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.set("type", "candle")
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.set("xList", dailyXList)
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.set("yList", dailyYList)
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.set("oclh", oclhList)
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.set(
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"points",
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asset.getTrades()
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@@ -22,6 +22,163 @@
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</body>
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<script src="https://cdnjs.cloudflare.com/ajax/libs/amis/6.13.0/sdk.min.js"></script>
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<script th:inline="javascript" type='text/javascript'>
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// 全局配置（颜色、尺寸、间距等），集中管理，便于统一调整
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const CONFIG = {
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colors: {up: '#000000FF', down: '#00000045'},
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grid: {left: '2%', right: '2%', top: 40, bottom: 110},
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zoom: {bottom: 16, height: 50},
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linewidth: {stem: 1.5, openTick: 1.2, closeTick: 1.6, closeLine: 1.5},
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tick: {min: 4, max: 10, scale: 0.4},
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}
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// 通用 tooltip 格式化（按索引回读原始 O/H/L/C）
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function makeTooltipFormatter(dataMap, dates) {
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return function (params) {
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let p = Array.isArray(params) ? params[0] : params
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let idx = p.dataIndex
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let d = dates[idx]
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let ohlc = dataMap[d] || []
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let o = ohlc[0], c = ohlc[1], l = ohlc[2], h = ohlc[3]
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let chg = (c - o)
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let chgPct = o ? (chg / o * 100) : 0
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let sign = chg >= 0 ? '+' : ''
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return [
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d,
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'O: ' + o,
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'C: ' + c,
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'H: ' + h,
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'L: ' + l,
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'Chg: ' + sign + chg.toFixed(2) + ' (' + sign + chgPct.toFixed(2) + '%)',
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].join('<br/>')
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}
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}
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// 通用基础配置构建（legend/tooltip/grid/xAxis/yAxis/dataZoom）
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function buildBaseOption(dates, series, formatter) {
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return {
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animation: false,
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legend: {show: false},
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tooltip: {trigger: 'axis', axisPointer: {type: 'cross'}, formatter},
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grid: CONFIG.grid,
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xAxis: {type: 'category', data: dates, boundaryGap: true, axisLine: {onZero: false}},
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yAxis: {scale: true},
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dataZoom: [
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{type: 'inside', xAxisIndex: 0, start: 0, end: 100},
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{
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show: true,
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type: 'slider',
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xAxisIndex: 0,
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bottom: CONFIG.zoom.bottom,
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height: CONFIG.zoom.height,
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start: 0,
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end: 100,
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},
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],
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series,
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}
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}
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// Range Band + Close Line（高低区间带 + 收盘线）：趋势与波动范围直观
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function buildRangeCloseOption(dataMap) {
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const dates = Object.keys(dataMap).sort()
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const lowArr = dates.map(d => dataMap[d][2])
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const highArr = dates.map(d => dataMap[d][3])
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const closeArr = dates.map(d => dataMap[d][1])
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const rangeArr = highArr.map((h, i) => h - lowArr[i])
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const series = [
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{
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name: 'Low',
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type: 'line',
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data: lowArr,
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stack: 'range',
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symbol: 'none',
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lineStyle: {width: 0},
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emphasis: {disabled: true},
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},
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{
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name: 'Range',
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type: 'line',
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data: rangeArr,
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stack: 'range',
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symbol: 'none',
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lineStyle: {width: 0},
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areaStyle: {color: CONFIG.colors.down, opacity: 0.6},
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z: 2,
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},
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{
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name: 'Close',
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type: 'line',
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data: closeArr,
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symbol: 'none',
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lineStyle: {color: CONFIG.colors.up, width: CONFIG.linewidth.closeLine},
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z: 3,
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},
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]
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return buildBaseOption(dates, series, makeTooltipFormatter(dataMap, dates))
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}
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// Minimal OHLC（竖线 + 左/右短横）：信息等价于K线但形态简洁
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function buildOHLCMinimalOption(dataMap) {
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const dates = Object.keys(dataMap).sort()
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const ohlcData = dates.map((d, i) => [i, ...dataMap[d]])
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// 自定义渲染：竖线=高低区间；左短横=开盘；右短横=收盘；颜色=涨跌
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function renderOHLCMinimal(params, api) {
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let idx = api.value(0)
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let open = api.value(1)
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let close = api.value(2)
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let low = api.value(3)
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let high = api.value(4)
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let up = close >= open
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let x = api.coord([idx, 0])[0]
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let highPoint = api.coord([idx, high])
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let lowPoint = api.coord([idx, low])
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let openPoint = api.coord([idx, open])
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let closePoint = api.coord([idx, close])
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let band = api.size([1, 0])[0]
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let tick = Math.max(CONFIG.tick.min, Math.min(CONFIG.tick.max, band * CONFIG.tick.scale))
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let color = up ? CONFIG.colors.up : CONFIG.colors.down
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return {
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type: 'group',
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children: [
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{
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type: 'line',
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shape: {x1: x, y1: highPoint[1], x2: x, y2: lowPoint[1]},
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style: {stroke: color, lineWidth: CONFIG.linewidth.stem, opacity: 0.9},
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},
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{
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type: 'line',
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shape: {x1: x - tick, y1: openPoint[1], x2: x, y2: openPoint[1]},
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style: {stroke: color, lineWidth: CONFIG.linewidth.openTick, opacity: 0.95},
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},
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{
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type: 'line',
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shape: {x1: x, y1: closePoint[1], x2: x + tick, y2: closePoint[1]},
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style: {stroke: color, lineWidth: CONFIG.linewidth.closeTick, opacity: 0.95},
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},
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],
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}
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}
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const series = [
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{
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name: 'ohlc',
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type: 'custom',
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renderItem: renderOHLCMinimal,
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encode: {x: 0, y: [1, 2, 3, 4]},
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data: ohlcData,
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z: 10,
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},
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]
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return buildBaseOption(dates, series, makeTooltipFormatter(dataMap, dates))
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}
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function candleChart(title, data) {
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return {
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type: 'service',
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@@ -34,201 +191,7 @@
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title: {
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text: title,
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},
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backgroundColor: '#fff',
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animation: true,
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animationDuration: 1000,
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tooltip: {
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trigger: 'axis',
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axisPointer: {
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type: 'cross',
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},
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backgroundColor: 'rgba(0, 0, 0, 0.7)',
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borderColor: '#333',
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borderWidth: 1,
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textStyle: {
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color: '#fff',
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fontSize: 12,
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},
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padding: 12,
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formatter: function (params) {
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const param = params[0]
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const open = parseFloat(param.data[1]).toFixed(2)
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const close = parseFloat(param.data[2]).toFixed(2)
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const lowest = parseFloat(param.data[3]).toFixed(2)
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const highest = parseFloat(param.data[4]).toFixed(2)
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return `<div class="text-center font-bold mb-2">${param.name}</div>
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<div class="text-center">
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<span>开盘:</span>
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<span class="font-bold ml-4">${open}</span>
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</div>
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<div class="text-center">
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<span>收盘:</span>
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<span class="font-bold ml-4">${close}</span>
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</div>
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<div class="text-center">
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<span>最低:</span>
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<span class="font-bold ml-4">${lowest}</span>
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</div>
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<div class="text-center">
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<span>最高:</span>
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<span class="font-bold ml-4">${highest}</span>
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</div>`
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},
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},
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grid: {
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left: '2%',
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right: '2%',
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top: '15%',
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bottom: '15%',
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containLabel: true,
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},
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xAxis: {
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data: '${xList || []}',
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axisLine: {
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lineStyle: {
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color: '#e0e0e0',
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},
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},
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axisLabel: {
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color: '#666',
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fontWeight: 'bold',
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},
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splitLine: {
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show: false,
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},
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axisTick: {
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show: false,
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},
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},
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yAxis: [
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{
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position: 'left',
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scale: true,
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axisLine: {
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lineStyle: {
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color: '#e0e0e0',
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},
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},
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axisLabel: {
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color: '#666',
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fontWeight: 'bold',
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formatter: function (value) {
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return value.toFixed(2)
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},
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},
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splitLine: {
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lineStyle: {
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type: 'dashed',
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color: '#f0f0f0',
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},
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},
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axisTick: {
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show: false,
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},
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},
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{
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position: 'right',
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scale: true,
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axisLine: {
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lineStyle: {
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color: '#e0e0e0',
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},
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},
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axisLabel: {
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color: '#666',
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fontWeight: 'bold',
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formatter: function (value) {
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return value.toFixed(2)
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},
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},
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splitLine: {
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lineStyle: {
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type: 'dashed',
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color: '#f0f0f0',
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},
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},
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axisTick: {
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show: false,
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},
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},
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{
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scale: true,
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axisLine: {
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show: false,
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},
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axisTick: {
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show: false,
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},
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axisLabel: {
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show: false,
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},
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splitLine: {
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show: false,
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},
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},
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],
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dataZoom: [
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{
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type: 'inside',
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start: 0,
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end: 100,
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},
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{
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show: true,
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type: 'slider',
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top: '90%',
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start: 0,
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end: 100,
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},
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],
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series: [
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{
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type: 'candlestick',
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data: '${yList || []}',
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yAxisIndex: 0,
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itemStyle: {
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color: '#eb5454',
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color0: '#4aaa93',
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borderColor: '#eb5454',
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borderColor0: '#4aaa93',
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borderWidth: 1,
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},
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markPoint: {
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data: '${points || []}',
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},
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},
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{
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type: 'line',
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yAxisIndex: 0,
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data: '${sma30 || []}',
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smooth: true,
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symbol: 'none',
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lineStyle: {
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color: 'rgba(0,111,255,0.5)',
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},
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},
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{
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type: 'line',
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yAxisIndex: 0,
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data: '${sma60 || []}',
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smooth: true,
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symbol: 'none',
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lineStyle: {
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color: 'rgba(115,0,255,0.5)',
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},
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},
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{
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type: 'line',
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yAxisIndex: 1,
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data: '${sma30Slopes || []}',
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smooth: true,
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symbol: 'none',
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lineStyle: {
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color: 'rgba(0,255,81,0.5)',
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},
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},
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],
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...buildRangeCloseOption(data['oclh']),
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},
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},
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}
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