feat: 简化交易计算

leopard-core/pom.xml

@@ -33,6 +33,12 @@
       <artifactId>hutool-http</artifactId>
     </dependency>
 
+    <dependency>
+      <groupId>org.icepear.echarts</groupId>
+      <artifactId>echarts-java</artifactId>
+      <version>1.1.0</version>
+    </dependency>
+
     <dependency>
       <groupId>io.github.ralfkonrad.quantlib_for_maven</groupId>
       <artifactId>quantlib</artifactId>

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/strategy/TradeEngine.java

@@ -8,6 +8,7 @@ import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
 import java.time.LocalDate;
 import java.util.ArrayList;
 import java.util.List;
+import java.util.function.Predicate;
 import lombok.Data;
 import lombok.extern.slf4j.Slf4j;
 import org.springframework.stereotype.Service;
@@ -50,9 +51,6 @@ public class TradeEngine {
           .filter(daily -> daily.getTradeDate().isBefore(currentDate))
           .toList()
       );
-      if (trade == 0) {
-        continue;
-      }
       var daily = dailies.stream()
         .filter(d -> ObjectUtil.equals(d.getTradeDate(), currentDate))
         .findFirst()
@@ -75,20 +73,46 @@ public class TradeEngine {
     }
 
     public int getVolume() {
+      return getVolume(trade -> true);
+    }
+
+    public int getVolume(LocalDate date) {
+      return getVolume(trade -> trade.date().isBefore(date) || trade.date().isEqual(date));
+    }
+
+    private int getVolume(Predicate<Trade> predicate) {
       return trades.stream()
+        .filter(predicate)
         .mapToInt(Trade::volume)
         .sum();
     }
 
     public double getCash() {
+      return getCash(trade -> true);
+    }
+
+    public double getCash(LocalDate date) {
+      return getCash(trade -> trade.date().isBefore(date) || trade.date().isEqual(date));
+    }
+
+    private double getCash(Predicate<Trade> predicate) {
       return trades.stream()
+        .filter(predicate)
         .mapToDouble(trade -> -1 * trade.volume() * trade.price())
         .sum();
     }
 
     public double getPrice() {
-      int volume = getVolume();
+      return getPrice(trade -> true);
-      return volume == 0 ? 0 : getCash() / volume;
+    }
+
+    public double getPrice(LocalDate date) {
+      return getPrice(trade -> trade.date().isBefore(date) || trade.date().isEqual(date));
+    }
+
+    public double getPrice(Predicate<Trade> predicate) {
+      int volume = getVolume(predicate);
+      return volume == 0 ? 0 : getCash(predicate) / volume;
     }
 
     public record Trade(

leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java

@@ -65,7 +65,7 @@ public class StrategyApplication {
     var startDate = LocalDate.of(2024, 12, 1);
     var endDate = LocalDate.of(2024, 12, 31);
     var charts = new ArrayList<Dict>();
-    List.of("000048.SZ", "000333.SZ", "000568.SZ", "000596.SZ"/*, "000651.SZ", "000848.SZ", "000858.SZ", "000933.SZ", "002027.SZ", "002032.SZ", "002142.SZ", "002192.SZ", "002415.SZ", "002432.SZ", "002475.SZ", "002517.SZ", "002555.SZ", "002648.SZ", "002756.SZ", "002847.SZ", "600036.SH", "600096.SH", "600132.SH", "600188.SH", "600309.SH", "600426.SH", "600436.SH", "600519.SH", "600546.SH", "600563.SH", "600702.SH", "600779.SH", "600803.SH", "600809.SH", "600961.SH", "601001.SH", "601100.SH", "601138.SH", "601225.SH", "601899.SH", "601919.SH", "603195.SH", "603198.SH", "603288.SH", "603369.SH", "603444.SH", "603565.SH", "603568.SH", "603605.SH", "603688.SH"*/)
+    List.of("000048.SZ", "000333.SZ", "000568.SZ", "000596.SZ", "000651.SZ", "000848.SZ", "000858.SZ", "000933.SZ", "002027.SZ", "002032.SZ", "002142.SZ", "002192.SZ", "002415.SZ", "002432.SZ", "002475.SZ", "002517.SZ", "002555.SZ", "002648.SZ", "002756.SZ", "002847.SZ", "600036.SH", "600096.SH"/*, "600132.SH", "600188.SH", "600309.SH", "600426.SH", "600436.SH", "600519.SH", "600546.SH", "600563.SH", "600702.SH", "600779.SH", "600803.SH", "600809.SH", "600961.SH", "601001.SH", "601100.SH", "601138.SH", "601225.SH", "601899.SH", "601919.SH", "603195.SH", "603198.SH", "603288.SH", "603369.SH", "603444.SH", "603565.SH", "603568.SH", "603605.SH", "603688.SH"*/)
       .parallelStream()
       .forEach(code -> {
         var stock = stockRepository.findOne(QStock.stock.code.eq(code)).orElseThrow();
@@ -112,6 +112,7 @@ public class StrategyApplication {
         charts.add(
           Dict.create()
             .set("title", code)
+            .set("type", "candle")
             .set(
               "data",
               Dict.create()
@@ -125,6 +126,7 @@ public class StrategyApplication {
                       "points",
                       asset.getTrades()
                         .stream()
+                        .filter(trade -> trade.volume() != 0)
                         .map(trade -> Dict.create()
                           .set("value", trade.volume())
                           .set("itemStyle", Dict.create()

leopard-strategy/src/main/resources/templates/backtest_report.html

@@ -397,6 +397,11 @@
         type: 'tabs',
         tabsMode: 'vertical',
         tabs: data.map(item => {
+          let body = {}
+          if (item?.type === 'candle') {
+            body = Object.keys(item?.data ?? {})
+              .map(key => candleChart(key, item.data[key]))
+          }
           return {
             title: item?.title,
             body: Object.keys(item?.data ?? {})