fix(web): 自动刷新保留 K 线视窗；威科夫与图表增量更新

自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-25 22:57:43 +08:00
parent 1e60ab3bfa
commit 8ee11317d3
104 changed files with 21452 additions and 4988 deletions
@@ -0,0 +1,150 @@
+{
+  "version": "LPS_V2",
+  "wfo": {
+    "train": {
+      "timerange": "20230101-20250101",
+      "profit_pct": -3.5049591933000004,
+      "trades": 3,
+      "dd_pct": 3.504959193300001,
+      "pf": 0.0,
+      "winrate": 0.0,
+      "final": 9649.50408067,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    },
+    "validate": {
+      "timerange": "20250101-20260101",
+      "profit_pct": -1.6143743830000001,
+      "trades": 2,
+      "dd_pct": 1.614374382999995,
+      "pf": 0.0,
+      "winrate": 0.0,
+      "final": 9838.5625617,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    },
+    "test": {
+      "timerange": "20260101-",
+      "profit_pct": 1.2174468187999996,
+      "trades": 2,
+      "dd_pct": 1.4924489317000007,
+      "pf": 1.81573767312309,
+      "winrate": 50.0,
+      "final": 10121.74468188,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    },
+    "full": {
+      "timerange": "20230101-",
+      "profit_pct": -3.9055710949000004,
+      "trades": 7,
+      "dd_pct": 6.479119889400008,
+      "pf": 0.39720654015221873,
+      "winrate": 14.285714285714285,
+      "final": 9609.44289051,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    }
+  },
+  "regimes": {
+    "trend": {
+      "profit_pct": -3.9055710949000004,
+      "trades": 7,
+      "dd_pct": 6.479119889400008,
+      "pf": 0.39720654015221873,
+      "winrate": 14.285714285714285,
+      "final": 9609.44289051,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    },
+    "bull": {
+      "profit_pct": -5.0599199851,
+      "trades": 5,
+      "dd_pct": 5.059919985100005,
+      "pf": 0.0,
+      "winrate": 0.0,
+      "final": 9494.00800149,
+      "fee_used": 0.0005,
+      "regime_loaded": "bull"
+    },
+    "bear": {
+      "profit_pct": 1.2174468187999996,
+      "trades": 2,
+      "dd_pct": 1.4924489317000007,
+      "pf": 1.81573767312309,
+      "winrate": 50.0,
+      "final": 10121.74468188,
+      "fee_used": 0.0005,
+      "regime_loaded": "bear"
+    },
+    "range": {
+      "profit_pct": 0.0,
+      "trades": 0,
+      "dd_pct": 0.0,
+      "pf": 0.0,
+      "winrate": 0.0,
+      "final": 10000.0,
+      "fee_used": 0.0005,
+      "regime_loaded": "range"
+    },
+    "all": {
+      "profit_pct": -3.9055710949000004,
+      "trades": 7,
+      "dd_pct": 6.479119889400008,
+      "pf": 0.39720654015221873,
+      "winrate": 14.285714285714285,
+      "final": 9609.44289051,
+      "fee_used": 0.0005,
+      "regime_loaded": "all"
+    }
+  },
+  "cost_stress": {
+    "fee_5bps": {
+      "profit_pct": -3.9055710949000004,
+      "trades": 7,
+      "dd_pct": 6.479119889400008,
+      "pf": 0.39720654015221873,
+      "winrate": 14.285714285714285,
+      "final": 9609.44289051,
+      "fee_used": 0.0005,
+      "regime_loaded": "trend"
+    },
+    "fee_5bps+slip_5bps": {
+      "profit_pct": -4.5549168852,
+      "trades": 7,
+      "dd_pct": 7.020877735199993,
+      "pf": 0.3512325585213674,
+      "winrate": 14.285714285714285,
+      "final": 9544.50831148,
+      "fee_used": 0.001,
+      "regime_loaded": "trend"
+    },
+    "fee_10bps+slip_10bps": {
+      "profit_pct": -5.371762636800001,
+      "trades": 7,
+      "dd_pct": 8.1297357765,
+      "pf": 0.33924511392759654,
+      "winrate": 14.285714285714285,
+      "final": 9462.82373632,
+      "fee_used": 0.002,
+      "regime_loaded": "trend"
+    }
+  },
+  "target": {
+    "pf": 1.2,
+    "dd": 15.0,
+    "note": "LPS V2: 4h SOS→1h LPS; PF>1.2; ~5-15/yr"
+  },
+  "verdict": {
+    "full_pf": 0.39720654015221873,
+    "full_dd": 6.479119889400008,
+    "trades_per_year": 1.9444444444444444,
+    "net_mid_pf": 0.3512325585213674,
+    "target_pf_ok": false,
+    "target_dd_ok": true,
+    "freq_ok": false,
+    "regime_logic_ok": true,
+    "status": "FAIL",
+    "hypothesis": "4h native SOS → 1h LPS"
+  }
+}