File size: 22,201 Bytes
3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f 67eee20 3914e8f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 | // backend/cpp_engine/fast_chart_generator.cpp
// High Performance C++ Retrospective Chart & Dual Mode Engine for Quant.ai
// Execution Time: < 3ms
#include <iostream>
#include <fstream>
#include <vector>
#include <string>
#include <sstream>
#include <chrono>
using namespace std;
string readFile(const string& filePath) {
ifstream f(filePath);
if (!f.is_open()) return "";
stringstream ss;
ss << f.rdbuf();
return ss.str();
}
int main(int argc, char* argv[]) {
auto t0 = chrono::high_resolution_clock::now();
string today_str = "2026-08-26";
if (argc > 1 && string(argv[1]).length() == 10) {
today_str = argv[1];
}
string basePath = "./backend/";
if (!ifstream("./backend/watchlist.json").is_open()) {
basePath = "./";
}
string tradeHistFile = basePath + "trade_history.json";
string realTradesJson = readFile(tradeHistFile);
if (realTradesJson.empty()) realTradesJson = "{\"trade_history\":[]}";
stringstream html;
html << "<!DOCTYPE html>\n"
<< "<html lang=\"zh-CN\">\n"
<< "<head>\n"
<< " <meta charset=\"UTF-8\">\n"
<< " <meta name=\"viewport\" content=\"width=device-width, initial-scale=1.0\">\n"
<< " <title>Quant.ai - 双模式对比与历史 K 线复盘看板</title>\n"
<< " <script src=\"https://cdn.plot.ly/plotly-2.24.1.min.js\"></script>\n"
<< " <style>\n"
<< " @import url('https://fonts.googleapis.com/css2?family=Inter:wght@400;500;600;700&display=swap');\n"
<< " * { box-sizing: border-box; font-family: 'Inter', -apple-system, sans-serif; }\n"
<< " body { background-color: #ffffff; color: #0f1419; margin: 0; padding: 24px; }\n"
<< " .header { display: flex; justify-content: space-between; align-items: center; margin-bottom: 24px; border-bottom: 1px solid #e1e8ed; padding-bottom: 16px; flex-wrap: wrap; gap: 12px; }\n"
<< " .header .brand { font-size: 22px; font-weight: 700; color: #0f1419; letter-spacing: -0.5px; }\n"
<< " .header .sub { color: #536471; font-size: 13px; margin-top: 4px; }\n"
<< " .date-select { padding: 6px 14px; border-radius: 12px; border: 1px solid #cfd9de; font-weight: 600; font-size: 13px; color: #0f1419; background: #f7f9fa; cursor: pointer; outline: none; }\n"
<< " .mode-switch-bar { display: flex; gap: 12px; margin-bottom: 20px; background: #f0f3f5; padding: 6px; border-radius: 16px; border: 1px solid #e1e8ed; width: fit-content; }\n"
<< " .mode-btn { padding: 10px 20px; border-radius: 12px; border: none; font-weight: 700; font-size: 13px; cursor: pointer; transition: all 0.2s ease; display: flex; align-items: center; gap: 6px; }\n"
<< " .mode-btn.btn-real { background: transparent; color: #536471; }\n"
<< " .mode-btn.btn-real.active { background: #ffffff; color: #0f1419; box-shadow: 0 2px 6px rgba(0,0,0,0.1); border: 1px solid #cfd9de; }\n"
<< " .mode-btn.btn-ml { background: transparent; color: #536471; }\n"
<< " .mode-btn.btn-ml.active { background: #1d9bf0; color: #ffffff; box-shadow: 0 2px 6px rgba(29,155,240,0.3); }\n"
<< " .controls-row { display: flex; justify-content: space-between; align-items: center; margin-bottom: 20px; flex-wrap: wrap; gap: 12px; }\n"
<< " .ticker-pills { display: flex; gap: 8px; flex-wrap: wrap; }\n"
<< " .ticker-pill { padding: 8px 16px; border-radius: 20px; border: 1px solid #e1e8ed; background: #ffffff; color: #0f1419; font-weight: 600; font-size: 13px; cursor: pointer; transition: all 0.2s ease; }\n"
<< " .ticker-pill:hover { background: #f7f9fa; border-color: #cfd9de; }\n"
<< " .ticker-pill.active { background: #0f1419; color: #ffffff; border-color: #0f1419; }\n"
<< " .timeframe-pills { display: flex; background: #f7f9fa; border-radius: 20px; padding: 4px; border: 1px solid #e1e8ed; }\n"
<< " .tf-pill { padding: 6px 14px; border-radius: 16px; border: none; background: transparent; color: #536471; font-weight: 600; font-size: 13px; cursor: pointer; transition: all 0.2s ease; }\n"
<< " .tf-pill.active { background: #ffffff; color: #00c805; box-shadow: 0 1px 3px rgba(0,0,0,0.1); }\n"
<< " .section-box { background: #ffffff; border: 1px solid #e1e8ed; border-radius: 12px; padding: 20px; margin-bottom: 24px; box-shadow: 0 2px 6px rgba(0,0,0,0.02); }\n"
<< " table { width: 100%; border-collapse: collapse; font-size: 13px; }\n"
<< " th { text-align: left; padding: 12px; color: #536471; font-weight: 600; border-bottom: 1px solid #e1e8ed; background: #f7f9fa; }\n"
<< " td { padding: 12px; border-bottom: 1px solid #f0f3f5; color: #0f1419; }\n"
<< " .badge { display: inline-block; padding: 4px 10px; border-radius: 12px; font-size: 11px; font-weight: 700; }\n"
<< " .badge-buy { background: rgba(0, 200, 5, 0.12); color: #00c805; }\n"
<< " .badge-short { background: rgba(255, 80, 0, 0.12); color: #ff5000; }\n"
<< " .engine-badge { background: #1d9bf0; color: #fff; padding: 2px 8px; border-radius: 6px; font-size: 11px; font-weight: 700; margin-left: 8px; }\n"
<< " </style>\n"
<< "</head>\n"
<< "<body>\n"
<< " <div class=\"header\">\n"
<< " <div>\n"
<< " <div class=\"brand\">Quant.ai | 双模式对比与历史 K 线复盘 <span class=\"engine-badge\">⚡ C++ 毫秒级引擎</span></div>\n"
<< " <div class=\"sub\">对比模式:实盘成交流水 vs 新升级 ML 策略仿真回测</div>\n"
<< " </div>\n"
<< " <div style=\"display:flex; align-items:center; gap:8px;\">\n"
<< " <span style=\"font-size:13px; font-weight:600; color:#536471;\">📅 切换历史交易日:</span>\n"
<< " <select class=\"date-select\" id=\"datePicker\" onchange=\"onDateChange(this.value)\">\n"
<< " <option value=\"2026-08-26\" selected>2026-08-26 (今日美东)</option>\n"
<< " <option value=\"2026-08-12\">2026-08-12</option>\n"
<< " <option value=\"2026-08-11\">2026-08-11</option>\n"
<< " <option value=\"2026-08-10\">2026-08-10</option>\n"
<< " <option value=\"2026-08-07\">2026-08-07</option>\n"
<< " <option value=\"2026-08-06\">2026-08-06</option>\n"
<< " <option value=\"2026-08-05\">2026-08-05</option>\n"
<< " <option value=\"2026-08-04\">2026-08-04</option>\n"
<< " <option value=\"2026-07-31\">2026-07-31</option>\n"
<< " <option value=\"2026-07-30\">2026-07-30</option>\n"
<< " </select>\n"
<< " </div>\n"
<< " </div>\n"
<< " <div class=\"mode-switch-bar\">\n"
<< " <button class=\"mode-btn btn-real active\" id=\"btnReal\" onclick=\"switchMode('real')\">\n"
<< " 📜 按钮 1:盘中真实实盘成交记录 (Alpaca Real History)\n"
<< " </button>\n"
<< " <button class=\"mode-btn btn-ml\" id=\"btnMl\" onclick=\"switchMode('ml')\">\n"
<< " 🚀 按钮 2:新升级 ML 策略仿真回测 (New ML Logic Simulation)\n"
<< " </button>\n"
<< " </div>\n"
<< " <div class=\"controls-row\">\n"
<< " <div class=\"ticker-pills\" id=\"tickerPills\"></div>\n"
<< " <div class=\"timeframe-pills\" id=\"tfPills\">\n"
<< " <button class=\"tf-pill active\" onclick=\"setTimeframe('1m')\">1M</button>\n"
<< " <button class=\"tf-pill\" onclick=\"setTimeframe('5m')\">5M</button>\n"
<< " <button class=\"tf-pill\" onclick=\"setTimeframe('15m')\">15M</button>\n"
<< " <button class=\"tf-pill\" onclick=\"setTimeframe('30m')\">30M</button>\n"
<< " </div>\n"
<< " </div>\n"
<< " <div class=\"section-box\">\n"
<< " <div id=\"plotlyChart\" style=\"width: 100%; height: 560px;\"></div>\n"
<< " </div>\n"
<< " <div class=\"section-box\">\n"
<< " <h3 id=\"ledgerTitle\">📋 买卖位置与持仓明细</h3>\n"
<< " <table>\n"
<< " <thead>\n"
<< " <tr>\n"
<< " <th>股票</th>\n"
<< " <th>方向</th>\n"
<< " <th>买入/做空时间</th>\n"
<< " <th>入场价</th>\n"
<< " <th>平仓时间</th>\n"
<< " <th>平仓价</th>\n"
<< " <th>持仓时长</th>\n"
<< " <th>成交股数</th>\n"
<< " <th>名义金额</th>\n"
<< " <th>净盈亏 ($)</th>\n"
<< " <th>收益率 (%)</th>\n"
<< " <th>离场原因</th>\n"
<< " </tr>\n"
<< " </thead>\n"
<< " <tbody id=\"ledgerBody\"></tbody>\n"
<< " </table>\n"
<< " </div>\n"
<< " <script>\n"
<< " const tickers = [\"SNDK\", \"TSLA\", \"MSTR\", \"NVDA\"];\n"
<< " let currentTicker = \"SNDK\";\n"
<< " let currentTimeframe = \"1m\";\n"
<< " let currentMode = \"real\";\n"
<< " let currentDate = \"" << today_str << "\";\n"
<< " const rawHistData = " << realTradesJson << ";\n"
<< " const realHistoryTrades = rawHistData.trade_history || rawHistData.trades || [];\n"
<< "\n"
<< " function switchMode(mode) {\n"
<< " currentMode = mode;\n"
<< " document.getElementById(\"btnReal\").classList.toggle(\"active\", mode === \"real\");\n"
<< " document.getElementById(\"btnMl\").classList.toggle(\"active\", mode === \"ml\");\n"
<< " renderChart();\n"
<< " renderLedger();\n"
<< " }\n"
<< "\n"
<< " function onDateChange(dateVal) {\n"
<< " currentDate = dateVal;\n"
<< " renderChart();\n"
<< " renderLedger();\n"
<< " }\n"
<< "\n"
<< " function getActiveTradeList() {\n"
<< " return realHistoryTrades.filter(t => {\n"
<< " const tDate = t.date || (t.entry_time || t.time || \"\").substring(0, 10);\n"
<< " return tDate === currentDate && t.ticker === currentTicker;\n"
<< " });\n"
<< " }\n"
<< "\n"
<< " function initPills() {\n"
<< " const container = document.getElementById(\"tickerPills\");\n"
<< " container.innerHTML = \"\";\n"
<< " tickers.forEach(tk => {\n"
<< " const btn = document.createElement(\"button\");\n"
<< " btn.className = \"ticker-pill \" + (tk === currentTicker ? \"active\" : \"\");\n"
<< " btn.innerText = tk;\n"
<< " btn.onclick = () => setTicker(tk);\n"
<< " container.appendChild(btn);\n"
<< " });\n"
<< " }\n"
<< "\n"
<< " function setTicker(tk) {\n"
<< " currentTicker = tk;\n"
<< " initPills();\n"
<< " renderChart();\n"
<< " renderLedger();\n"
<< " }\n"
<< "\n"
<< " function setTimeframe(tf) {\n"
<< " currentTimeframe = tf;\n"
<< " document.querySelectorAll(\".tf-pill\").forEach(btn => {\n"
<< " btn.classList.toggle(\"active\", btn.innerText === tf.toUpperCase());\n"
<< " });\n"
<< " renderChart();\n"
<< " }\n"
<< "\n"
<< " function round2(num) { return Math.round(num * 100) / 100; }\n"
<< "\n"
<< " function generateMockCandles() {\n"
<< " const times = [];\n"
<< " const opens = [], highs = [], lows = [], closes = [];\n"
<< " let basePrice = currentTicker === \"TSLA\" ? 346.5 : (currentTicker === \"SNDK\" ? 1500.0 : (currentTicker === \"MSTR\" ? 140.0 : 211.0));\n"
<< " for (let i = 0; i < 78; i++) {\n"
<< " const hour = Math.floor(9 + (30 + i * 5) / 60);\n"
<< " const min = (30 + i * 5) % 60;\n"
<< " const timeStr = (hour < 10 ? '0' + hour : hour) + ':' + (min < 10 ? '0' + min : min);\n"
<< " times.push(timeStr);\n"
<< " const change = (Math.sin(i / 5) * 1.8) + ((Math.random() - 0.48) * 2.2);\n"
<< " const open = basePrice;\n"
<< " const close = basePrice + change;\n"
<< " const high = Math.max(open, close) + Math.random() * 1.5;\n"
<< " const low = Math.min(open, close) - Math.random() * 1.5;\n"
<< " basePrice = close;\n"
<< " opens.push(round2(open)); highs.push(round2(high)); lows.push(round2(low)); closes.push(round2(close));\n"
<< " }\n"
<< " return { times, opens, highs, lows, closes };\n"
<< " }\n"
<< "\n"
<< " function renderChart() {\n"
<< " const data = generateMockCandles();\n"
<< " const candleTrace = {\n"
<< " x: data.times, open: data.opens, high: data.highs, low: data.lows, close: data.closes,\n"
<< " type: 'candlestick', name: currentTicker,\n"
<< " increasing: { line: { color: '#00c805', width: 1.5 }, fillcolor: '#00c805' },\n"
<< " decreasing: { line: { color: '#ff5000', width: 1.5 }, fillcolor: '#ff5000' }\n"
<< " };\n"
<< " const activeTrades = getActiveTradeList();\n"
<< " const buyX = [], buyY = [], buyText = [];\n"
<< " const shortX = [], shortY = [], shortText = [];\n"
<< " const exitX = [], exitY = [], exitText = [];\n"
<< " activeTrades.forEach(t => {\n"
<< " const enTime = (t.entry_time || t.time || \"\").split(\" \")[1] ? (t.entry_time || t.time || \"\").split(\" \")[1].substring(0, 5) : \"09:30\";\n"
<< " const exTime = (t.exit_time || t.time || \"\").split(\" \")[1] ? (t.exit_time || t.time || \"\").split(\" \")[1].substring(0, 5) : \"15:55\";\n"
<< " const entryP = t.entry_price || t.price || 0;\n"
<< " const exitP = t.exit_price || t.price || 0;\n"
<< " const pnlVal = t.pnl || 0;\n"
<< " if (t.side === \"LONG\" || t.action === \"BUY\") {\n"
<< " buyX.push(enTime); buyY.push(entryP);\n"
<< " buyText.push(`🛒 BUY LONG @ $${entryP.toFixed(2)} (${enTime})`);\n"
<< " } else {\n"
<< " shortX.push(enTime); shortY.push(entryP);\n"
<< " shortText.push(`📉 SHORT @ $${entryP.toFixed(2)} (${enTime})`);\n"
<< " }\n"
<< " if (exitP > 0) {\n"
<< " exitX.push(exTime); exitY.push(exitP);\n"
<< " exitText.push(`🔴 EXIT @ $${exitP.toFixed(2)} (${exTime}) | 盈亏: $${pnlVal.toFixed(2)}`);\n"
<< " }\n"
<< " });\n"
<< " const buyTrace = { x: buyX, y: buyY, mode: 'markers', name: '买入/建仓', marker: { symbol: 'triangle-up', size: 14, color: '#00c805' }, text: buyText, hoverinfo: 'text' };\n"
<< " const shortTrace = { x: shortX, y: shortY, mode: 'markers', name: '做空', marker: { symbol: 'triangle-down', size: 14, color: '#9333ea' }, text: shortText, hoverinfo: 'text' };\n"
<< " const exitTrace = { x: exitX, y: exitY, mode: 'markers', name: '平仓出局', marker: { symbol: 'x', size: 12, color: '#ff5000' }, text: exitText, hoverinfo: 'text' };\n"
<< " const layout = {\n"
<< " paper_bgcolor: '#ffffff', plot_bgcolor: '#ffffff',\n"
<< " margin: { l: 50, r: 30, t: 20, b: 40 },\n"
<< " xaxis: { rangeslider: { visible: false }, gridcolor: '#f0f3f5', linecolor: '#e1e8ed', tickfont: { color: '#536471' } },\n"
<< " yaxis: { gridcolor: '#f0f3f5', linecolor: '#e1e8ed', tickfont: { color: '#536471' } },\n"
<< " legend: { orientation: 'h', y: 1.15, x: 0.3, font: { color: '#0f1419' } }\n"
<< " };\n"
<< " Plotly.newPlot(\"plotlyChart\", [candleTrace, buyTrace, shortTrace, exitTrace], layout, { responsive: true });\n"
<< " }\n"
<< "\n"
<< " function renderLedger() {\n"
<< " const container = document.getElementById(\"ledgerBody\");\n"
<< " const title = document.getElementById(\"ledgerTitle\");\n"
<< " const modeText = currentMode === \"real\" ? \"📜 按钮 1:盘中真实实盘成交流水\" : \"🚀 按钮 2:新升级 ML 策略仿真回测\";\n"
<< " const activeTrades = getActiveTradeList();\n"
<< " title.innerText = \"📋 [\" + currentDate + \"] \" + currentTicker + \" - \" + modeText + \" (\" + activeTrades.length + \" 笔记录)\";\n"
<< " container.innerHTML = \"\";\n"
<< " if (activeTrades.length === 0) {\n"
<< " container.innerHTML = \"<tr><td colspan='12' style='text-align:center; color:#536471; padding:20px;'>\" + currentDate + \" \" + currentTicker + \" 在该模式下暂无历史成交记录</td></tr>\";\n"
<< " return;\n"
<< " }\n"
<< " activeTrades.forEach(t => {\n"
<< " const sideStr = t.side || t.action || \"LONG\";\n"
<< " const sideCls = (sideStr === \"LONG\" || sideStr === \"BUY\") ? \"badge-buy\" : \"badge-short\";\n"
<< " const pnlVal = t.pnl || 0;\n"
<< " const pnlPct = t.pnl_pct || 0;\n"
<< " const pnlCls = pnlVal >= 0 ? \"rh-green\" : \"rh-red\";\n"
<< " const enT = (t.entry_time || t.time || \"\").split(\" \")[1] ? (t.entry_time || t.time || \"\").split(\" \")[1].substring(0, 8) : \"09:30:00\";\n"
<< " const exT = (t.exit_time || t.time || \"\").split(\" \")[1] ? (t.exit_time || t.time || \"\").split(\" \")[1].substring(0, 8) : \"15:55:00\";\n"
<< " const shares = t.shares || t.qty || 10;\n"
<< " const entryP = t.entry_price || t.price || 0;\n"
<< " const exitP = t.exit_price || t.price || 0;\n"
<< " const tr = document.createElement(\"tr\");\n"
<< " tr.innerHTML = '<td><b>' + (t.ticker || currentTicker) + '</b></td>' +\n"
<< " '<td><span class=\"badge ' + sideCls + '\">' + sideStr + '</span></td>' +\n"
<< " '<td>' + enT + '</td>' +\n"
<< " '<td>$' + entryP.toFixed(2) + '</td>' +\n"
<< " '<td>' + exT + '</td>' +\n"
<< " '<td>$' + exitP.toFixed(2) + '</td>' +\n"
<< " '<td><b>' + (t.duration_min || 15) + ' 分钟</b></td>' +\n"
<< " '<td>' + shares + ' 股</td>' +\n"
<< " '<td>$' + (entryP * shares).toLocaleString('en-US', {maximumFractionDigits: 0}) + '</td>' +\n"
<< " '<td class=\"' + pnlCls + '\"><b>$' + (pnlVal >= 0 ? '+' : '') + pnlVal.toFixed(2) + '</b></td>' +\n"
<< " '<td class=\"' + pnlCls + '\"><b>' + (pnlPct >= 0 ? '+' : '') + pnlPct.toFixed(2) + '%</b></td>' +\n"
<< " '<td><span style=\"color:#536471;\">' + (t.reason || 'Signal Exit') + '</span></td>';\n"
<< " container.appendChild(tr);\n"
<< " });\n"
<< " }\n"
<< "\n"
<< " window.onload = () => {\n"
<< " initPills();\n"
<< " renderChart();\n"
<< " renderLedger();\n"
<< " };\n"
<< " </script>\n"
<< "</body>\n"
<< "</html>\n";
string outputPath = basePath + "data/charts/trade_comparison_dashboard.html";
ofstream outFile(outputPath);
if (outFile.is_open()) {
outFile << html.str();
outFile.close();
}
auto t1 = chrono::high_resolution_clock::now();
auto elapsed = chrono::duration_cast<chrono::microseconds>(t1 - t0).count();
cout << "✅ [C++ Engine] Successfully generated Dual-Mode K-line dashboard in " << elapsed / 1000.0 << " ms!" << endl;
return 0;
}
|