Initial commit: stock analysis backend and prototype UI.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/backtest.py

@@ -0,0 +1,78 @@
+"""基于中台日线的简易回测引擎（均线交叉策略）。
+
+读取 quotes_daily，金叉满仓 / 死叉空仓，输出资金曲线与核心指标。
+"""
+from __future__ import annotations
+
+from sqlalchemy import select
+
+from db import get_session
+from models import DailyQuote
+
+
+def _ma(arr, n):
+    out = [None] * len(arr)
+    s = 0.0
+    for i, v in enumerate(arr):
+        s += v
+        if i >= n:
+            s -= arr[i - n]
+        if i >= n - 1:
+            out[i] = s / n
+    return out
+
+
+def run_backtest(symbol: str, fast: int = 5, slow: int = 20, fee: float = 0.0005):
+    with get_session() as s:
+        rows = s.execute(
+            select(DailyQuote.date, DailyQuote.close)
+            .where(DailyQuote.code == symbol)
+            .order_by(DailyQuote.date)
+        ).all()
+
+    if len(rows) < slow + 5:
+        return {"ok": False, "msg": "该股票库内日线不足，请先在数据中台入库", "have": len(rows)}
+
+    dates = [r[0].isoformat() for r in rows]
+    close = [float(r[1]) for r in rows]
+    maf, mas = _ma(close, fast), _ma(close, slow)
+
+    equity, bench = [], []
+    cash, pos, shares = 1.0, 0, 0.0
+    trades, wins, entry = 0, 0, 0.0
+    peak, max_dd = 1.0, 0.0
+    base = close[0]
+
+    for i in range(len(close)):
+        if maf[i] is not None and mas[i] is not None:
+            if pos == 0 and maf[i] > mas[i]:
+                shares = cash * (1 - fee) / close[i]
+                cash, pos, entry = 0.0, 1, close[i]
+                trades += 1
+            elif pos == 1 and maf[i] < mas[i]:
+                cash = shares * close[i] * (1 - fee)
+                shares, pos = 0.0, 0
+                if close[i] > entry:
+                    wins += 1
+        nav = cash + shares * close[i]
+        equity.append(round(nav, 4))
+        bench.append(round(close[i] / base, 4))
+        peak = max(peak, nav)
+        max_dd = max(max_dd, (peak - nav) / peak)
+
+    total_ret = equity[-1] - 1
+    bench_ret = bench[-1] - 1
+    closed = trades - pos
+    win_rate = (wins / closed) if closed > 0 else 0.0
+    return {
+        "ok": True, "symbol": symbol, "fast": fast, "slow": slow,
+        "dates": dates, "equity": equity, "bench": bench,
+        "metrics": {
+            "total_return": round(total_ret * 100, 2),
+            "bench_return": round(bench_ret * 100, 2),
+            "excess": round((total_ret - bench_ret) * 100, 2),
+            "max_drawdown": round(max_dd * 100, 2),
+            "trades": trades,
+            "win_rate": round(win_rate * 100, 1),
+        },
+    }