@helloxiaohu/plugin-stock-backtest-sim 0.0.1

package/dist/lib/stock-backtest-sim.plugin.d.ts

@@ -0,0 +1,3 @@
+export declare class StockBacktestSimPlugin {
+}
+//# sourceMappingURL=stock-backtest-sim.plugin.d.ts.map

package/dist/lib/stock-backtest-sim.plugin.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"stock-backtest-sim.plugin.d.ts","sourceRoot":"","sources":["../../src/lib/stock-backtest-sim.plugin.ts"],"names":[],"mappings":"AAGA,qBAMa,sBAAsB;CAAG"}

package/dist/lib/stock-backtest-sim.plugin.js

@@ -0,0 +1,15 @@
+import { __decorate } from "tslib";
+import { XpertServerPlugin } from '@xpert-ai/plugin-sdk';
+import { StockBacktestSimStrategy } from './stock-backtest-sim.strategy.js';
+let StockBacktestSimPlugin = class StockBacktestSimPlugin {
+};
+StockBacktestSimPlugin = __decorate([
+    XpertServerPlugin({
+        imports: [],
+        providers: [StockBacktestSimStrategy],
+        controllers: [],
+        entities: []
+    })
+], StockBacktestSimPlugin);
+export { StockBacktestSimPlugin };
+//# sourceMappingURL=stock-backtest-sim.plugin.js.map

package/dist/lib/stock-backtest-sim.plugin.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"stock-backtest-sim.plugin.js","sourceRoot":"","sources":["../../src/lib/stock-backtest-sim.plugin.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,iBAAiB,EAAE,MAAM,sBAAsB,CAAA;AACxD,OAAO,EAAE,wBAAwB,EAAE,MAAM,kCAAkC,CAAA;AAQpE,IAAM,sBAAsB,GAA5B,MAAM,sBAAsB;CAAG,CAAA;AAAzB,sBAAsB;IANlC,iBAAiB,CAAC;QACjB,OAAO,EAAE,EAAE;QACX,SAAS,EAAE,CAAC,wBAAwB,CAAC;QACrC,WAAW,EAAE,EAAE;QACf,QAAQ,EAAE,EAAE;KACb,CAAC;GACW,sBAAsB,CAAG"}

package/dist/lib/stock-backtest-sim.strategy.d.ts

@@ -0,0 +1,333 @@
+import { BuiltinToolset, IToolsetStrategy } from '@xpert-ai/plugin-sdk';
+export declare class StockBacktestSimStrategy implements IToolsetStrategy<any> {
+    meta: {
+        author: string;
+        tags: string[];
+        name: string;
+        label: {
+            en_US: string;
+            zh_Hans: string;
+        };
+        description: {
+            en_US: string;
+            zh_Hans: string;
+        };
+        icon: {
+            type: "svg";
+            value: string;
+        };
+        configSchema: {
+            type: string;
+            properties: {
+                defaultFeeRate: {
+                    type: string;
+                    default: number;
+                    'x-ui': {
+                        component: string;
+                        label: string;
+                    };
+                };
+                defaultSlippageRate: {
+                    type: string;
+                    default: number;
+                    'x-ui': {
+                        component: string;
+                        label: string;
+                    };
+                };
+                defaultRebalanceDays: {
+                    type: string;
+                    default: number;
+                    'x-ui': {
+                        component: string;
+                        label: string;
+                    };
+                };
+            };
+            required: any[];
+        };
+    };
+    validateConfig(config: any): Promise<void>;
+    create(config: any): Promise<BuiltinToolset>;
+    createTools(): (import("@langchain/core/tools").DynamicStructuredTool<import("zod").ZodObject<{
+        initialCapital: import("zod").ZodDefault<import("zod").ZodNumber>;
+        series: import("zod").ZodArray<import("zod").ZodObject<{
+            code: import("zod").ZodString;
+            prices: import("zod").ZodArray<import("zod").ZodObject<{
+                date: import("zod").ZodString;
+                close: import("zod").ZodNumber;
+            }, "strip", import("zod").ZodTypeAny, {
+                date?: string;
+                close?: number;
+            }, {
+                date?: string;
+                close?: number;
+            }>, "many">;
+        }, "strip", import("zod").ZodTypeAny, {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }, {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }>, "many">;
+        lookbackDays: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        rebalanceEveryDays: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        topN: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        feeRate: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        slippageRate: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        maxSingleWeight: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        cashReserveRatio: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        benchmarkSeries: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodArray<import("zod").ZodObject<{
+            date: import("zod").ZodString;
+            close: import("zod").ZodNumber;
+        }, "strip", import("zod").ZodTypeAny, {
+            date?: string;
+            close?: number;
+        }, {
+            date?: string;
+            close?: number;
+        }>, "many">>>;
+    }, "strip", import("zod").ZodTypeAny, {
+        initialCapital?: number;
+        series?: {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }[];
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        benchmarkSeries?: {
+            date?: string;
+            close?: number;
+        }[];
+    }, {
+        initialCapital?: number;
+        series?: {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }[];
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        benchmarkSeries?: {
+            date?: string;
+            close?: number;
+        }[];
+    }>, {
+        initialCapital?: number;
+        series?: {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }[];
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        benchmarkSeries?: {
+            date?: string;
+            close?: number;
+        }[];
+    }, {
+        initialCapital?: number;
+        series?: {
+            code?: string;
+            prices?: {
+                date?: string;
+                close?: number;
+            }[];
+        }[];
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        benchmarkSeries?: {
+            date?: string;
+            close?: number;
+        }[];
+    }, string> | import("@langchain/core/tools").DynamicStructuredTool<import("zod").ZodObject<{
+        codes: import("zod").ZodArray<import("zod").ZodString, "many">;
+        count: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        initialCapital: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        lookbackDays: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        rebalanceEveryDays: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        topN: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        feeRate: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        slippageRate: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        maxSingleWeight: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        cashReserveRatio: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        includeBenchmark: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodBoolean>>;
+        benchmarkCode: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodString>>;
+        timeoutMs: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+    }, "strip", import("zod").ZodTypeAny, {
+        initialCapital?: number;
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        codes?: string[];
+        count?: number;
+        includeBenchmark?: boolean;
+        benchmarkCode?: string;
+        timeoutMs?: number;
+    }, {
+        initialCapital?: number;
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        codes?: string[];
+        count?: number;
+        includeBenchmark?: boolean;
+        benchmarkCode?: string;
+        timeoutMs?: number;
+    }>, {
+        initialCapital?: number;
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        codes?: string[];
+        count?: number;
+        includeBenchmark?: boolean;
+        benchmarkCode?: string;
+        timeoutMs?: number;
+    }, {
+        initialCapital?: number;
+        lookbackDays?: number;
+        rebalanceEveryDays?: number;
+        topN?: number;
+        feeRate?: number;
+        slippageRate?: number;
+        maxSingleWeight?: number;
+        cashReserveRatio?: number;
+        codes?: string[];
+        count?: number;
+        includeBenchmark?: boolean;
+        benchmarkCode?: string;
+        timeoutMs?: number;
+    }, string> | import("@langchain/core/tools").DynamicStructuredTool<import("zod").ZodObject<{
+        positions: import("zod").ZodArray<import("zod").ZodObject<{
+            code: import("zod").ZodString;
+            quantity: import("zod").ZodNumber;
+            price: import("zod").ZodNumber;
+            beta: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+        }, "strip", import("zod").ZodTypeAny, {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }, {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }>, "many">;
+        scenarios: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodArray<import("zod").ZodObject<{
+            name: import("zod").ZodString;
+            marketShock: import("zod").ZodNumber;
+            betaScale: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodNumber>>;
+            perSymbolShock: import("zod").ZodDefault<import("zod").ZodOptional<import("zod").ZodRecord<import("zod").ZodString, import("zod").ZodNumber>>>;
+        }, "strip", import("zod").ZodTypeAny, {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }, {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }>, "many">>>;
+    }, "strip", import("zod").ZodTypeAny, {
+        positions?: {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }[];
+        scenarios?: {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }[];
+    }, {
+        positions?: {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }[];
+        scenarios?: {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }[];
+    }>, {
+        positions?: {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }[];
+        scenarios?: {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }[];
+    }, {
+        positions?: {
+            code?: string;
+            quantity?: number;
+            price?: number;
+            beta?: number;
+        }[];
+        scenarios?: {
+            name?: string;
+            marketShock?: number;
+            betaScale?: number;
+            perSymbolShock?: Record<string, number>;
+        }[];
+    }, string>)[];
+}
+//# sourceMappingURL=stock-backtest-sim.strategy.d.ts.map

package/dist/lib/stock-backtest-sim.strategy.d.ts.map

@@ -0,0 +1 @@
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package/dist/lib/stock-backtest-sim.strategy.js

@@ -0,0 +1,69 @@
+import { __decorate } from "tslib";
+import { Injectable } from '@nestjs/common';
+import { ToolsetStrategy } from '@xpert-ai/plugin-sdk';
+import { StockBacktestSimProvider, icon } from './types.js';
+import { StockBacktestSimToolset } from './toolset.js';
+import { buildBacktestMomentumTool } from './tools/backtest-momentum.tool.js';
+import { buildBacktestMomentumAutoTool } from './tools/backtest-momentum-auto.tool.js';
+import { buildStressTestTool } from './tools/stress-test.tool.js';
+let StockBacktestSimStrategy = class StockBacktestSimStrategy {
+    constructor() {
+        this.meta = {
+            author: 'Xpert AI',
+            tags: ['backtest', 'simulation', 'stress', '回测', '仿真'],
+            name: StockBacktestSimProvider,
+            label: {
+                en_US: 'Stock Backtest & Simulation',
+                zh_Hans: '股票回测与仿真'
+            },
+            description: {
+                en_US: 'Run historical momentum backtests and portfolio stress simulations.',
+                zh_Hans: '执行历史动量回测与组合压力测试仿真。'
+            },
+            icon: {
+                type: 'svg',
+                value: icon
+            },
+            configSchema: {
+                type: 'object',
+                properties: {
+                    defaultFeeRate: {
+                        type: 'number',
+                        default: 0.0005,
+                        'x-ui': { component: 'input', label: 'Default Fee Rate' }
+                    },
+                    defaultSlippageRate: {
+                        type: 'number',
+                        default: 0.0005,
+                        'x-ui': { component: 'input', label: 'Default Slippage Rate' }
+                    },
+                    defaultRebalanceDays: {
+                        type: 'number',
+                        default: 5,
+                        'x-ui': { component: 'input', label: 'Default Rebalance Days' }
+                    }
+                },
+                required: []
+            }
+        };
+    }
+    validateConfig(config) {
+        return Promise.resolve();
+    }
+    async create(config) {
+        return new StockBacktestSimToolset(config);
+    }
+    createTools() {
+        return [
+            buildBacktestMomentumTool(),
+            buildBacktestMomentumAutoTool(),
+            buildStressTestTool()
+        ];
+    }
+};
+StockBacktestSimStrategy = __decorate([
+    Injectable(),
+    ToolsetStrategy(StockBacktestSimProvider)
+], StockBacktestSimStrategy);
+export { StockBacktestSimStrategy };
+//# sourceMappingURL=stock-backtest-sim.strategy.js.map

package/dist/lib/stock-backtest-sim.strategy.js.map

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package/dist/lib/tools/backtest-momentum-auto.tool.d.ts

@@ -0,0 +1,73 @@
+import { z } from 'zod';
+export declare function buildBacktestMomentumAutoTool(): import("@langchain/core/tools").DynamicStructuredTool<z.ZodObject<{
+    codes: z.ZodArray<z.ZodString, "many">;
+    count: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    initialCapital: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    lookbackDays: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    rebalanceEveryDays: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    topN: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    feeRate: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    slippageRate: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    maxSingleWeight: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    cashReserveRatio: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    includeBenchmark: z.ZodDefault<z.ZodOptional<z.ZodBoolean>>;
+    benchmarkCode: z.ZodDefault<z.ZodOptional<z.ZodString>>;
+    timeoutMs: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+}, "strip", z.ZodTypeAny, {
+    initialCapital?: number;
+    lookbackDays?: number;
+    rebalanceEveryDays?: number;
+    topN?: number;
+    feeRate?: number;
+    slippageRate?: number;
+    maxSingleWeight?: number;
+    cashReserveRatio?: number;
+    codes?: string[];
+    count?: number;
+    includeBenchmark?: boolean;
+    benchmarkCode?: string;
+    timeoutMs?: number;
+}, {
+    initialCapital?: number;
+    lookbackDays?: number;
+    rebalanceEveryDays?: number;
+    topN?: number;
+    feeRate?: number;
+    slippageRate?: number;
+    maxSingleWeight?: number;
+    cashReserveRatio?: number;
+    codes?: string[];
+    count?: number;
+    includeBenchmark?: boolean;
+    benchmarkCode?: string;
+    timeoutMs?: number;
+}>, {
+    initialCapital?: number;
+    lookbackDays?: number;
+    rebalanceEveryDays?: number;
+    topN?: number;
+    feeRate?: number;
+    slippageRate?: number;
+    maxSingleWeight?: number;
+    cashReserveRatio?: number;
+    codes?: string[];
+    count?: number;
+    includeBenchmark?: boolean;
+    benchmarkCode?: string;
+    timeoutMs?: number;
+}, {
+    initialCapital?: number;
+    lookbackDays?: number;
+    rebalanceEveryDays?: number;
+    topN?: number;
+    feeRate?: number;
+    slippageRate?: number;
+    maxSingleWeight?: number;
+    cashReserveRatio?: number;
+    codes?: string[];
+    count?: number;
+    includeBenchmark?: boolean;
+    benchmarkCode?: string;
+    timeoutMs?: number;
+}, string>;
+//# sourceMappingURL=backtest-momentum-auto.tool.d.ts.map

package/dist/lib/tools/backtest-momentum-auto.tool.d.ts.map

@@ -0,0 +1 @@
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package/dist/lib/tools/backtest-momentum-auto.tool.js

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+import { tool } from '@langchain/core/tools';
+import { getErrorMessage } from '@xpert-ai/plugin-sdk';
+import { z } from 'zod';
+import { runMomentumBacktest } from '../backtest-engine.js';
+import { MarketDataAdapter } from '../market-data-adapter.js';
+export function buildBacktestMomentumAutoTool() {
+    return tool(async (input) => {
+        try {
+            const codes = (input.codes || []).map((item) => String(item || '').trim()).filter(Boolean);
+            if (codes.length < 2) {
+                throw new Error('至少需要提供2个股票代码');
+            }
+            const adapter = new MarketDataAdapter({ timeoutMs: Number(input.timeoutMs || 10000) });
+            const series = await adapter.fetchSeriesBatch(codes, Number(input.count || 200));
+            if (series.length < 2) {
+                throw new Error('可用行情序列不足，至少需要2只股票成功取数');
+            }
+            let benchmarkSeries = undefined;
+            if (input.includeBenchmark !== false) {
+                try {
+                    const benchmark = await adapter.fetchDailySeries(String(input.benchmarkCode || 'sh000300'), Number(input.count || 200));
+                    benchmarkSeries = benchmark.prices;
+                }
+                catch (error) {
+                    const message = String(error?.message || 'unknown');
+                    console.warn(`[stock-backtest-sim] benchmark fetch failed: ${message}`);
+                }
+            }
+            const result = runMomentumBacktest(series, {
+                initialCapital: Number(input.initialCapital),
+                lookbackDays: input.lookbackDays,
+                rebalanceEveryDays: input.rebalanceEveryDays,
+                topN: input.topN,
+                feeRate: input.feeRate,
+                slippageRate: input.slippageRate,
+                maxSingleWeight: input.maxSingleWeight,
+                cashReserveRatio: input.cashReserveRatio,
+                benchmarkSeries
+            });
+            return JSON.stringify({
+                inputSummary: {
+                    requestedCodes: codes,
+                    loadedSeries: series.map((item) => ({ code: item.code, points: item.prices.length })),
+                    benchmarkCode: input.includeBenchmark === false ? null : String(input.benchmarkCode || 'sh000300')
+                },
+                ...result
+            }, null, 2);
+        }
+        catch (error) {
+            throw new Error(`自动取数回测失败: ${getErrorMessage(error)}`);
+        }
+    }, {
+        name: 'backtest_momentum_strategy_auto',
+        description: '自动拉取行情并执行动量回测，输出收益、基准对比、成本拆解和归因报告',
+        schema: z.object({
+            codes: z.array(z.string()).min(2).describe('股票代码列表，例如 ["600519", "000001", "300750"]'),
+            count: z.number().int().min(30).max(1000).optional().default(200).describe('拉取历史K线数量'),
+            initialCapital: z.number().positive().optional().default(1_000_000),
+            lookbackDays: z.number().int().min(5).max(250).optional().default(20),
+            rebalanceEveryDays: z.number().int().min(1).max(60).optional().default(5),
+            topN: z.number().int().min(1).max(20).optional().default(3),
+            feeRate: z.number().min(0).max(0.01).optional().default(0.0005),
+            slippageRate: z.number().min(0).max(0.01).optional().default(0.0005),
+            maxSingleWeight: z.number().min(0.01).max(1).optional().default(0.4),
+            cashReserveRatio: z.number().min(0).max(0.5).optional().default(0.05),
+            includeBenchmark: z.boolean().optional().default(true),
+            benchmarkCode: z.string().optional().default('sh000300').describe('基准代码，默认沪深300'),
+            timeoutMs: z.number().int().min(1000).max(30000).optional().default(10000)
+        })
+    });
+}
+//# sourceMappingURL=backtest-momentum-auto.tool.js.map

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