Backtest Center

BASE=http://127.0.0.1:8000
TOKEN=$(curl -s -X POST $BASE/api/v1/auth/login -H "Content-Type: application/json" \
  -d '{"username":"admin","password":"admin123","tenant_id":"default"}' \
  | python3 -c "import sys,json; print(json.load(sys.stdin).get('access_token',''))")
AUTH="Authorization: Bearer $TOKEN"
CT="Content-Type: application/json"

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/qlib/backtest" \
  -d '{
    "strategy_type": "CustomStrategy",
    "strategy_content": "STRATEGY_CONFIG = {...}",
    "model_id": "mdl_cn_xxx",
    "start_date": "2025-01-01",
    "end_date": "2025-12-31",
    "universe": "csi300",
    "initial_capital": 1000000,
    "benchmark": "000300.SH",
    "use_vectorized": true,
    "strategy_params": {"signal": "<PRED>", "topk": 50},
    "qlib_provider_uri": "db/qlib_data",
    "qlib_region": "cn"
  }'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/qlib/backtest" \
  -d '{
    "strategy_id": "strategy_xxx",
    "start_date": "2024-01-01",
    "end_date": "2024-12-31",
    "initial_capital": 1000000,
    "benchmark": "000300.SH"
  }'

# 可用回测交易日
curl -s -H "$AUTH" "$BASE/api/v1/admin/models/backtest/trading-dates?start=2025-01-01&end=2025-12-31"

# 可用于回测的模型列表
curl -s -H "$AUTH" "$BASE/api/v1/admin/models/list-for-backtest"

# 启动模型滚动回测
curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/admin/models/backtest" \
  -d '{"model_id":"mdl_xxx","start":"2025-01-01","end":"2025-12-31"}'
# ⚠️ 多周期对比回测已下线：管理端 multi-horizon 路由不存在（2026-09 清理）

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/admin/models/inference-backtest" \
  -d '{
    "model_id":"mdl_xxx",
    "start_date":"2025-01-01",
    "end_date":"2025-12-31",
    "signal_mode":"stored",
    "strategy":{"top_k":20,"side":"long"}
  }'

# 策略列表
curl -s -H "$AUTH" "$BASE/api/v1/strategies"

# 策略模板
curl -s -H "$AUTH" "$BASE/api/v1/strategies/templates"

# 创建策略
curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/strategies" \
  -d '{"name":"我的策略","description":"动量策略","strategy_type":"TopkDropoutStrategy","params":{"topk":20}}'

# 激活策略
curl -s -X POST -H "$AUTH" "$BASE/api/v1/strategies/{strategy_id}/activate"

# 回测结果（含净值/回撤/交易/指标）
curl -s -H "$AUTH" "$BASE/api/v1/qlib/results/{backtest_id}"
# 回测成交明细
curl -s -H "$AUTH" "$BASE/api/v1/qlib/results/{backtest_id}/trades"
# 回测状态（轮询，注意路径是 backtest 单数）
curl -s -H "$AUTH" "$BASE/api/v1/qlib/backtest/{backtest_id}/status"
# 删除回测记录
curl -s -X DELETE -H "$AUTH" "$BASE/api/v1/qlib/results/{backtest_id}"

# 我的回测历史
curl -s -H "$AUTH" "$BASE/api/v1/qlib/history/me"
# 模型滚动回测历史（管理端）
curl -s -H "$AUTH" "$BASE/api/v1/admin/models/backtest/history/{model_id}?limit=20"
curl -s -H "$AUTH" "$BASE/api/v1/admin/models/backtest/history/{model_id}/{run_id}"
curl -s -X DELETE -H "$AUTH" "$BASE/api/v1/admin/models/backtest/history/{model_id}/{run_id}"

curl -s -H "$AUTH" "$BASE/api/v1/qlib/compare/{id1}/{id2}"

# 提交参数优化（默认算法）
curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/qlib/optimize" \
  -d '{
    "strategy_id": "strategy_xxx",
    "start_date": "2024-01-01",
    "end_date": "2024-12-31",
    "param_ranges": {
      "topk": [5, 50],
      "n_drop": [1, 10],
      "rebalance_period": [5, 30]
    },
    "generations": 10,
    "population_size": 20
  }'
# 返回 optimization_id

# 遗传算法优化（专门入口）
curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/qlib/optimize/genetic" \
  -d '{"strategy_id":"strategy_xxx","start_date":"2024-01-01","end_date":"2024-12-31","param_ranges":{"topk":[5,50]},"generations":10,"population_size":20}'

# 查询优化结果
curl -s -H "$AUTH" "$BASE/api/v1/qlib/optimization/{optimization_id}"
# 优化历史
curl -s -H "$AUTH" "$BASE/api/v1/qlib/optimization/history"

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/basic-risk" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/performance" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/trade-stats" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/benchmark" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/position" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/factor-analysis" \
  -d '{"backtest_id":"xxx"}'

curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/analysis/style-attribution" \
  -d '{"backtest_id":"xxx"}'

# 风险指标（回撤/夏普/波动等）
curl -s -H "$AUTH" "$BASE/api/v1/qlib/risk/{backtest_id}/metrics"
# 风险告警
curl -s -H "$AUTH" "$BASE/api/v1/qlib/risk/{backtest_id}/alerts"
# 风险配置
curl -s -X POST -H "$AUTH" -H "$CT" "$BASE/api/v1/qlib/risk/{backtest_id}/config" \
  -d '{"max_drawdown":0.15,"var_confidence":0.95}'

curl -s -H "$AUTH" "$BASE/api/v1/qlib/logs/{backtest_id}"

# CSV / PDF / Excel 报告
curl -s -H "$AUTH" "$BASE/api/v1/qlib/export/{backtest_id}/csv" -o backtest_report.csv
curl -s -H "$AUTH" "$BASE/api/v1/qlib/export/{backtest_id}/pdf" -o backtest_report.pdf
curl -s -H "$AUTH" "$BASE/api/v1/qlib/export/{backtest_id}/excel" -o backtest_report.xlsx