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步骤 1 : 先运行,看到效果,再学习   
步骤 2 : 模仿和排错   
步骤 3 : BackTestController   
步骤 4 : view.html   

步骤 1 :

先运行,看到效果,再学习

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完整的 SpringCloud 趋势量化投资项目,使用 Springboot 、Vue.js、redis, Zipkin, RabbitMQ, SpringCloud 等一整套技术栈, 从无到有涵盖全部59个知识点,379个开发步骤, 充实 SpringCloud 项目经验,为简历加上一个有吸引力的砝码.
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使用爬虫已经被系统记录,请勿使用爬虫,增大封号风险。 如果是误封 ,请联系站长,谢谢
先运行,看到效果,再学习
增值内容,请先登录
完整的 SpringCloud 趋势量化投资项目,使用 Springboot 、Vue.js、redis, Zipkin, RabbitMQ, SpringCloud 等一整套技术栈, 从无到有涵盖全部59个知识点,379个开发步骤, 充实 SpringCloud 项目经验,为简历加上一个有吸引力的砝码.
增值内容,点击购买
使用爬虫已经被系统记录,请勿使用爬虫,增大封号风险。 如果是误封 ,请联系站长,谢谢
步骤 3 :

BackTestController

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完整的 SpringCloud 趋势量化投资项目,使用 Springboot 、Vue.js、redis, Zipkin, RabbitMQ, SpringCloud 等一整套技术栈, 从无到有涵盖全部59个知识点,379个开发步骤, 充实 SpringCloud 项目经验,为简历加上一个有吸引力的砝码.
增值内容,点击购买
使用爬虫已经被系统记录,请勿使用爬虫,增大封号风险。 如果是误封 ,请联系站长,谢谢
package cn.how2j.trend.web; import cn.how2j.trend.pojo.AnnualProfit; import cn.how2j.trend.pojo.IndexData; import cn.how2j.trend.pojo.Profit; import cn.how2j.trend.pojo.Trade; import cn.how2j.trend.service.BackTestService; import cn.hutool.core.date.DateUnit; import cn.hutool.core.date.DateUtil; import cn.hutool.core.util.StrUtil; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.web.bind.annotation.CrossOrigin; import org.springframework.web.bind.annotation.GetMapping; import org.springframework.web.bind.annotation.PathVariable; import org.springframework.web.bind.annotation.RestController; import java.util.*; @RestController public class BackTestController { @Autowired BackTestService backTestService; @GetMapping("/simulate/{code}/{ma}/{startDate}/{endDate}") @CrossOrigin public Map<String,Object> backTest( @PathVariable("code") String code ,@PathVariable("ma") int ma ,@PathVariable("startDate") String strStartDate ,@PathVariable("endDate") String strEndDate ) throws Exception { List<IndexData> allIndexDatas = backTestService.listIndexData(code); String indexStartDate = allIndexDatas.get(0).getDate(); String indexEndDate = allIndexDatas.get(allIndexDatas.size()-1).getDate(); allIndexDatas = filterByDateRange(allIndexDatas,strStartDate, strEndDate); float sellRate = 0.95f; float buyRate = 1.05f; float serviceCharge = 0f; Map<String,?> simulateResult= backTestService.simulate(ma,sellRate, buyRate,serviceCharge, allIndexDatas); List<Profit> profits = (List<Profit>) simulateResult.get("profits"); List<Trade> trades = (List<Trade>) simulateResult.get("trades"); float years = backTestService.getYear(allIndexDatas); float indexIncomeTotal = (allIndexDatas.get(allIndexDatas.size()-1).getClosePoint() - allIndexDatas.get(0).getClosePoint()) / allIndexDatas.get(0).getClosePoint(); float indexIncomeAnnual = (float) Math.pow(1+indexIncomeTotal, 1/years) - 1; float trendIncomeTotal = (profits.get(profits.size()-1).getValue() - profits.get(0).getValue()) / profits.get(0).getValue(); float trendIncomeAnnual = (float) Math.pow(1+trendIncomeTotal, 1/years) - 1; int winCount = (Integer) simulateResult.get("winCount"); int lossCount = (Integer) simulateResult.get("lossCount"); float avgWinRate = (Float) simulateResult.get("avgWinRate"); float avgLossRate = (Float) simulateResult.get("avgLossRate"); List<AnnualProfit> annualProfits = (List<AnnualProfit>) simulateResult.get("annualProfits"); Map<String,Object> result = new HashMap<>(); result.put("indexDatas", allIndexDatas); result.put("indexStartDate", indexStartDate); result.put("indexEndDate", indexEndDate); result.put("profits", profits); result.put("trades", trades); result.put("years", years); result.put("indexIncomeTotal", indexIncomeTotal); result.put("indexIncomeAnnual", indexIncomeAnnual); result.put("trendIncomeTotal", trendIncomeTotal); result.put("trendIncomeAnnual", trendIncomeAnnual); result.put("winCount", winCount); result.put("lossCount", lossCount); result.put("avgWinRate", avgWinRate); result.put("avgLossRate", avgLossRate); result.put("annualProfits", annualProfits); return result; } private List<IndexData> filterByDateRange(List<IndexData> allIndexDatas, String strStartDate, String strEndDate) { if(StrUtil.isBlankOrUndefined(strStartDate) || StrUtil.isBlankOrUndefined(strEndDate) ) return allIndexDatas; List<IndexData> result = new ArrayList<>(); Date startDate = DateUtil.parse(strStartDate); Date endDate = DateUtil.parse(strEndDate); for (IndexData indexData : allIndexDatas) { Date date =DateUtil.parse(indexData.getDate()); if( date.getTime()>=startDate.getTime() && date.getTime()<=endDate.getTime() ) { result.add(indexData); } } return result; } }
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完整的 SpringCloud 趋势量化投资项目,使用 Springboot 、Vue.js、redis, Zipkin, RabbitMQ, SpringCloud 等一整套技术栈, 从无到有涵盖全部59个知识点,379个开发步骤, 充实 SpringCloud 项目经验,为简历加上一个有吸引力的砝码.
增值内容,点击购买
使用爬虫已经被系统记录,请勿使用爬虫,增大封号风险。 如果是误封 ,请联系站长,谢谢
<!DOCTYPE html> <html xmlns:th="http://www.thymeleaf.org"> <head th:include="include/header::html('趋势投资模拟回测')" ></head> <body > <script> var chart4Profit = null; var chart4AnnualIncome = null; $(function(){ var data4Vue = { indexes: [], currentIndex: '000300', indexDatas:[], dates:[], closePoints:[], flushDate: true, indexStartDate: null, indexEndDate: null, startDate: null, endDate: null, profits:[], profitValues:[], trades:[], years:0, indexIncomeTotal:0, indexIncomeAnnual:0, trendIncomeTotal:0, trendIncomeAnnual:0, winCount:0, lossCount:0, avgWinRate:0, avgLossRate:0, annualProfits: [], annuals:[], indexIncomes:[], trendIncomes:[], ma:20, }; //ViewModel var vue = new Vue({ el: '#workingArea', data: data4Vue, mounted:function(){ //mounted 表示这个 Vue 对象加载成功了 this.init(); $("[data-toggle='tooltip']").tooltip(); }, methods: { init:function(){ var url = "http://127.0.0.1:8031/api-codes/codes"; axios.get(url).then(function(response) { vue.indexes = response.data; vue.$nextTick(function(){ vue.simulate(); }); }); }, simulate:function(){ var url = "http://127.0.0.1:8031/api-backtest/simulate/"+vue.currentIndex+"/"+vue.ma+"/"+vue.startDate+"/"+vue.endDate+"/"; axios.get(url).then(function(response) { //清空原数据 vue.indexDatas = []; vue.closePoints = []; vue.dates = []; vue.profits = []; vue.profitValues =[]; vue.trades = []; vue.annualProfits = []; vue.annuals = []; vue.indexIncomes = []; vue.trendIncomes = []; //获取返回数据 vue.indexDatas = response.data.indexDatas; vue.dates = new Array(); vue.closePoints = new Array(); //日期 vue.indexStartDate = response.data.indexStartDate; vue.indexEndDate = response.data.indexEndDate; //收益 vue.profits = response.data.profits; //交易明细 vue.trades = response.data.trades; //收益一览 vue.years = response.data.years; vue.indexIncomeTotal = response.data.indexIncomeTotal; vue.indexIncomeAnnual = response.data.indexIncomeAnnual; vue.trendIncomeTotal = response.data.trendIncomeTotal; vue.trendIncomeAnnual = response.data.trendIncomeAnnual; //交易统计 vue.winCount = response.data.winCount; vue.lossCount = response.data.lossCount; vue.avgWinRate = response.data.avgWinRate; vue.avgLossRate = response.data.avgLossRate; //每年收益 vue.annualProfits = response.data.annualProfits; //指数数据 for(i in vue.indexDatas){ var indexData = vue.indexDatas[i]; vue.dates.push(indexData.date); vue.closePoints.push(indexData.closePoint); var profit = vue.profits[i]; vue.profitValues.push(profit.value); } for(i in vue.annualProfits){ vue.annuals.push(vue.annualProfits[i].year); vue.indexIncomes.push(vue.annualProfits[i].indexIncome*100); vue.trendIncomes.push(vue.annualProfits[i].trendIncome*100); } //收益图表 chart4Profit.config.data.labels = vue.dates; chart4Profit.config.data.datasets[0].label = vue.currentIndex; chart4Profit.config.data.datasets[0].data = vue.closePoints; chart4Profit.config.data.datasets[1].data = vue.profitValues; chart4Profit.update(); chart4AnnualIncome.config.data.labels = vue.annuals; chart4AnnualIncome.config.data.datasets[0].label = vue.currentIndex; chart4AnnualIncome.config.data.datasets[0].data = vue.indexIncomes; chart4AnnualIncome.config.data.datasets[1].data = vue.trendIncomes; chart4AnnualIncome.update(); if(vue.flushDate) vue.updateDate(); }); }, changeParam:function(){ vue.flushDate = false; vue.simulate(); }, changeParamWithFlushDate:function(){ vue.flushDate = true; vue.startDate = null; vue.endDate = null; vue.simulate(); }, updateDate:function(){ vue.startDate = vue.indexStartDate; vue.endDate = vue.indexEndDate; console.log("vue.indexStartDate:"+vue.indexStartDate); //需要先destroy,否则后续新的日期范围如果超出了前面的日期范围,会出冲突 $('#date4Start').datepicker("destroy"); $('#date4Start').datepicker({ "format": 'yyyy-mm-dd', "language": "zh-CN", autoclose: true, startDate: vue.indexStartDate, endDate: vue.indexEndDate, }).on("changeDate",function(e){ var month = (e.date.getMonth()+1); if(month <10) month = '0'+month; var day = (e.date.getDate()); if(day <10) day = '0'+day; vue.startDate = e.date.getFullYear()+"-"+month+"-"+day; if(!vue.checkDateRange()){ $('#date4Start').datepicker('update', vue.indexStartDate); return; } vue.changeParam(); }); $('#date4End').datepicker("destroy"); $('#date4End').datepicker({ "format": 'yyyy-mm-dd', "language": "zh-CN", autoclose: true, startDate: vue.indexStartDate, endDate: vue.indexEndDate, }).on("changeDate",function(e){ var month = (e.date.getMonth()+1); if(month <10) month = '0'+month; var day = (e.date.getDate()); if(day <10) day = '0'+day; vue.endDate = e.date.getFullYear()+"-"+month+"-"+day; if(!vue.checkDateRange()){ $('#date4End').datepicker('update', vue.indexEndDate); return; } vue.changeParam(); }); $('#date4Start').datepicker('update', vue.indexStartDate); $('#date4End').datepicker('update', vue.indexEndDate); }, checkDateRange:function(){ if(null==vue.startDate || null==vue.endDate) return true; var strStartDate = vue.startDate.replace(/-/g, '/') var startTime = new Date(strStartDate).getTime(); var strEndDate = vue.endDate.replace(/-/g, '/') var endTime = new Date(strEndDate).getTime(); if(startTime>endTime){ alert("开始日期不能大于日期!"); return false; } return true; } } }); var ctx4Profit = $(".canvas4Profit")[0].getContext('2d'); chart4Profit = new Chart(ctx4Profit, { type: 'line', data: { labels: '', datasets: [ { label: '', data: [], borderColor: '#FF4040', backgroundColor: '#FF4040', borderWidth: 1.2, pointRadius: 0, fill: false, lineTension: 0, }, { label: '趋势投资', data: [], borderColor: '#5D98C8', backgroundColor: '#5D98C8', borderWidth: 1.2, pointRadius: 0, fill: false, lineTension: 0, } ] }, options: { title: { display: true, text: '指数趋势投资收益对比图' }, responsive: true, responsiveAnimationDuration:3000, scales: { yAxes: [{ ticks: { beginAtZero: false, } }] }, tooltips: { intersect: false, mode: 'index', // axis: 'y', callbacks: { label: function(tooltipItem, myData) { var label = myData.datasets[tooltipItem.datasetIndex].label || ''; if (label) { label += ': '; } label += parseFloat(tooltipItem.value).toFixed(2); return label; } } } } }); var ctx4AnnualIncome = $(".canvas4AnnualIncome")[0].getContext('2d'); chart4AnnualIncome = new Chart(ctx4AnnualIncome, { type: 'bar', data: { labels: '', datasets: [ { label: '', data: [], borderColor: '#FF4040', backgroundColor: '#FF4040', borderWidth: 1, pointRadius: 0, fill: false, lineTension: 0, }, { label: '趋势投资', data: [], borderColor: '#5D98C8', backgroundColor: '#5D98C8', borderWidth: 1, pointRadius: 0, fill: false, lineTension: 0, } ] }, options: { title: { display: true, text: '指数/趋势收益分布对比图' }, responsive: true, responsiveAnimationDuration:3000, scales: { yAxes: [{ ticks: { beginAtZero: true, // suggestedMin: -10, // suggestedMax: 200, } }] }, tooltips: { intersect: false, mode: 'index', callbacks: { label: function(tooltipItem, myData) { var label = myData.datasets[tooltipItem.datasetIndex].label || ''; if (label) { label += ': '; } label += parseFloat(tooltipItem.value).toFixed(2); label += "%"; return label; } } } } }); }); </script> <style> table.inputTable{ width:100%; } table.inputTable td{ padding:20px 20px; } table{ margin:20px; } div#workingArea{ margin:50px; } </style> <div id="workingArea"> <span class="label label-info">回测参数</span> <table class="inputTable "> <tr> <td width="25%"> <span data-toggle="tooltip" data-placement="top" title="选择某一个指数进行模拟回测"> 请选择指数:<span class="glyphicon glyphicon-question-sign" > </span> </span> </td> <td width="25%"> <select @change="changeParamWithFlushDate" v-model="currentIndex" class="indexSelect form-control"> <option v-for="bean in indexes " :value="bean.code">{{bean.name}} - ( {{bean.code}} )</option> </select> </td> <td width="25%"></td> <td width="25%"></td> </tr> <tr> <td> <span data-toggle="tooltip" data-placement="top" title="MA 即 moving average, 移动均线的意思。 比如MA20就表示20日均线,取最近20天的值的平均数"> MA(均线) :<span class="glyphicon glyphicon-question-sign " > </span> </span> </td> <td> <select class="form-control" @change="changeParam" v-model="ma"> <option value="5">5日</option> <option value="10">10日</option> <option value="20">20日</option> <option value="60">60日</option> </select> </td> </tr> <tr> <td> <span data-toggle="tooltip" data-placement="top" title="指定模拟回测的开始日期,默认是当前指数最开始的日期"> 开始日期:<span class="glyphicon glyphicon-question-sign " > </span> </span> </td> <td> <div class="form-group"> <div class="input-group date" id="date4Start"> <input type="text" readOnly="readOnly" class="form-control" ><span class="input-group-addon"><i class="glyphicon glyphicon-th"></i></span> </div> </div> </td> <td> <span data-toggle="tooltip" data-placement="top" title="指定模拟回测的结束日期,默认是当前指数最后的日期"> 结束日期:<span class="glyphicon glyphicon-question-sign " > </span> </span> </td> <td> <div class="form-group"> <div class="input-group date" id="date4End"> <input type="text" readOnly="readOnly" class="form-control" ><span class="input-group-addon"><i class="glyphicon glyphicon-th"></i></span> </div> </div> </td> </tr> </table> <div class="label label-warning">收益对比图</div> <div class="div4chart" style="margin:0px auto; width:80%"> <canvas class='canvas4Profit'></canvas> </div> <div class="label label-warning">收益一览</div> <table class="table table-striped table-bordered table-condensed" > <thead> <th>投资类型</th> <th>投资时长 (年)</th> <th>1000元投资收益</th> <th>总收益率</th> <th>年化收益率</th> </thead> <tbody> <tr> <td>指数投资</td> <td>{{years|formatNumberFilter(2)}} </td> <td>{{(indexIncomeTotal+1)*1000|formatMoneyFilter}}</td> <td>{{indexIncomeTotal*100|formatNumberFilter(2)}}%</td> <td>{{indexIncomeAnnual*100|formatNumberFilter(2)}}%</td> </tr> <tr> <td>趋势投资</td> <td>{{years|formatNumberFilter(2)}} </td> <td>{{(trendIncomeTotal+1)*1000|formatMoneyFilter}}</td> <td>{{trendIncomeTotal*100|formatNumberFilter(2)}}%</td> <td>{{trendIncomeAnnual*100|formatNumberFilter(2)}}%</td> </tr> <tr> <td>相对收益</td> <td>n/a</td> <td>{{(trendIncomeTotal-indexIncomeTotal)*1000|formatMoneyFilter}}</td> <td>{{(trendIncomeTotal-indexIncomeTotal)*100|formatNumberFilter(2)}}%</td> <td>{{(trendIncomeAnnual-indexIncomeAnnual)*100|formatNumberFilter(2)}}%</td> </tr> </tbody> </table> <div class="label label-warning">交易统计</div> <table class="table table-bordered table-condensed" > <thead> <th align="center" colspan="2">趋势投资盈亏统计</th> </thead> <tbody> <tr> <td width="50%">总共交易次数</td> <td>{{winCount+lossCount}}</td> </tr> <tr> <td>盈利交易次数</td> <td>{{winCount}}</td> </tr> <tr> <td>平均盈利比率</td> <td>{{avgWinRate*100|formatNumberFilter(2)}}%</td> </tr> <tr> <td>亏损交易次数</td> <td>{{lossCount}}</td> </tr> <tr> <td>平均亏损比率</td> <td>{{avgLossRate*100|formatNumberFilter(2)}}%</td> </tr> <tr> <td>胜率</td> <td>{{(winCount/(winCount+lossCount))*100|formatNumberFilter(2)}}% </td> </tr> </tbody> </table> <div class="label label-warning">收益分布对比表</div> <table class="table table-striped table-bordered table-condensed" > <thead> <th>年份</th> <th>指数收益</th> <th>趋势投资收益</th> </thead> <tbody> <tr v-for="bean in annualProfits"> <td> {{bean.year}} </td> <td> {{bean.indexIncome*100|formatNumberFilter(2)}}% </td> <td> {{bean.trendIncome*100|formatNumberFilter(2)}}% </td> </tr> </tbody> </table> <div class="label label-warning">收益分布对比图</div> <div class="div4chart" style="margin:0px auto; width:80%"> <canvas class='canvas4AnnualIncome'></canvas> </div> <div class="label label-warning">交易明细</div> <table class="table table-striped table-bordered table-condensed table-hover" > <thead> <th>盈/亏</th> <th>购买日期</th> <th>购买盘点</th> <th>出售日期</th> <th>出售盘点</th> <th>盈亏比率</th> <th>1000元投资收益</th> </thead> <tbody> <tr v-for="bean in trades"> <td> <span v-if="bean.sellClosePoint>bean.buyClosePoint" class="label label-danger">盈利</span> <span v-if="bean.sellClosePoint<=bean.buyClosePoint" class="label label-success">亏损</span> </td> <td>{{bean.buyDate}}</td> <td>{{bean.buyClosePoint}}</td> <td>{{bean.sellDate}}</td> <td> <span v-if="bean.sellClosePoint==0">n/a</span> <span v-if="bean.sellClosePoint!=0">{{bean.sellClosePoint}}</span> </td> <td> <span v-if="bean.sellClosePoint==0">n/a</span> <span class="label" v-bind:class="{ 'label-danger' : bean.sellClosePoint>bean.buyClosePoint, 'label-success' : bean.sellClosePoint<=bean.buyClosePoint }" v-if="bean.sellClosePoint!=0">{{(bean.sellClosePoint-bean.buyClosePoint)*100/bean.buyClosePoint | formatNumberFilter(2)}}%</span> </td> <td> <span v-if="bean.sellClosePoint==0">n/a</span> <span v-if="bean.sellClosePoint!=0">{{bean.rate*1000 | formatMoneyFilter }}</span> </td> </tr> </tbody> </table> </div> <div th:replace="include/footer::html" ></div> </body> </html>


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