@helloxiaohu/plugin-stock-backtest-sim 0.0.1

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

@@ -0,0 +1,127 @@
+import { z } from 'zod';
+export declare function buildBacktestMomentumTool(): import("@langchain/core/tools").DynamicStructuredTool<z.ZodObject<{
+    initialCapital: z.ZodDefault<z.ZodNumber>;
+    series: z.ZodArray<z.ZodObject<{
+        code: z.ZodString;
+        prices: z.ZodArray<z.ZodObject<{
+            date: z.ZodString;
+            close: z.ZodNumber;
+        }, "strip", z.ZodTypeAny, {
+            date?: string;
+            close?: number;
+        }, {
+            date?: string;
+            close?: number;
+        }>, "many">;
+    }, "strip", z.ZodTypeAny, {
+        code?: string;
+        prices?: {
+            date?: string;
+            close?: number;
+        }[];
+    }, {
+        code?: string;
+        prices?: {
+            date?: string;
+            close?: number;
+        }[];
+    }>, "many">;
+    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>>;
+    benchmarkSeries: z.ZodDefault<z.ZodOptional<z.ZodArray<z.ZodObject<{
+        date: z.ZodString;
+        close: z.ZodNumber;
+    }, "strip", z.ZodTypeAny, {
+        date?: string;
+        close?: number;
+    }, {
+        date?: string;
+        close?: number;
+    }>, "many">>>;
+}, "strip", z.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>;
+//# sourceMappingURL=backtest-momentum.tool.d.ts.map

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

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package/dist/lib/tools/backtest-momentum.tool.js

@@ -0,0 +1,60 @@
+import { tool } from '@langchain/core/tools';
+import { getErrorMessage } from '@xpert-ai/plugin-sdk';
+import { z } from 'zod';
+import { runMomentumBacktest } from '../backtest-engine.js';
+export function buildBacktestMomentumTool() {
+    return tool(async (input) => {
+        try {
+            const series = (input.series || []).map((item) => ({
+                code: String(item.code || ''),
+                prices: (item.prices || []).map((point) => ({
+                    date: String(point.date || ''),
+                    close: Number(point.close || 0)
+                }))
+            }));
+            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: (input.benchmarkSeries || []).map((point) => ({
+                    date: String(point.date || ''),
+                    close: Number(point.close || 0)
+                }))
+            });
+            return JSON.stringify(result, null, 2);
+        }
+        catch (error) {
+            throw new Error(`回测失败: ${getErrorMessage(error)}`);
+        }
+    }, {
+        name: 'backtest_momentum_strategy',
+        description: '使用价格序列执行动量策略回测，并返回收益、回撤、夏普、基准对比、成本拆解、归因和交易记录',
+        schema: z.object({
+            initialCapital: z.number().positive().default(1_000_000),
+            series: z.array(z.object({
+                code: z.string(),
+                prices: z.array(z.object({
+                    date: z.string(),
+                    close: z.number().positive()
+                })).min(30)
+            })).min(2),
+            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),
+            benchmarkSeries: z.array(z.object({
+                date: z.string(),
+                close: z.number().positive()
+            })).optional().default([])
+        })
+    });
+}
+//# sourceMappingURL=backtest-momentum.tool.js.map

package/dist/lib/tools/backtest-momentum.tool.js.map

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package/dist/lib/tools/stress-test.tool.d.ts

@@ -0,0 +1,88 @@
+import { z } from 'zod';
+export declare function buildStressTestTool(): import("@langchain/core/tools").DynamicStructuredTool<z.ZodObject<{
+    positions: z.ZodArray<z.ZodObject<{
+        code: z.ZodString;
+        quantity: z.ZodNumber;
+        price: z.ZodNumber;
+        beta: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+    }, "strip", z.ZodTypeAny, {
+        code?: string;
+        quantity?: number;
+        price?: number;
+        beta?: number;
+    }, {
+        code?: string;
+        quantity?: number;
+        price?: number;
+        beta?: number;
+    }>, "many">;
+    scenarios: z.ZodDefault<z.ZodOptional<z.ZodArray<z.ZodObject<{
+        name: z.ZodString;
+        marketShock: z.ZodNumber;
+        betaScale: z.ZodDefault<z.ZodOptional<z.ZodNumber>>;
+        perSymbolShock: z.ZodDefault<z.ZodOptional<z.ZodRecord<z.ZodString, z.ZodNumber>>>;
+    }, "strip", z.ZodTypeAny, {
+        name?: string;
+        marketShock?: number;
+        betaScale?: number;
+        perSymbolShock?: Record<string, number>;
+    }, {
+        name?: string;
+        marketShock?: number;
+        betaScale?: number;
+        perSymbolShock?: Record<string, number>;
+    }>, "many">>>;
+}, "strip", z.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=stress-test.tool.d.ts.map

package/dist/lib/tools/stress-test.tool.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"stress-test.tool.d.ts","sourceRoot":"","sources":["../../../src/lib/tools/stress-test.tool.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,CAAC,EAAE,MAAM,KAAK,CAAA;AAGvB,wBAAgB,mBAAmB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;WAgDlC"}

package/dist/lib/tools/stress-test.tool.js

@@ -0,0 +1,51 @@
+import { tool } from '@langchain/core/tools';
+import { getErrorMessage } from '@xpert-ai/plugin-sdk';
+import { z } from 'zod';
+import { runStressTest } from '../backtest-engine.js';
+export function buildStressTestTool() {
+    return tool(async (input) => {
+        try {
+            const positions = (input.positions || []).map((item) => ({
+                code: String(item.code || ''),
+                quantity: Number(item.quantity || 0),
+                price: Number(item.price || 0),
+                beta: item.beta === undefined ? undefined : Number(item.beta)
+            }));
+            const scenarios = (input.scenarios || []).length > 0
+                ? (input.scenarios || []).map((item) => ({
+                    name: String(item.name || 'scenario'),
+                    marketShock: Number(item.marketShock || 0),
+                    betaScale: item.betaScale === undefined ? undefined : Number(item.betaScale),
+                    perSymbolShock: item.perSymbolShock || {}
+                }))
+                : [
+                    { name: 'mild_drop', marketShock: -0.03, betaScale: 1 },
+                    { name: 'medium_drop', marketShock: -0.08, betaScale: 1.1 },
+                    { name: 'crash', marketShock: -0.15, betaScale: 1.2 }
+                ];
+            const result = runStressTest(positions, scenarios);
+            return JSON.stringify(result, null, 2);
+        }
+        catch (error) {
+            throw new Error(`压力测试失败: ${getErrorMessage(error)}`);
+        }
+    }, {
+        name: 'portfolio_stress_test',
+        description: '对当前持仓执行压力测试场景仿真，输出PnL与组合损失率',
+        schema: z.object({
+            positions: z.array(z.object({
+                code: z.string(),
+                quantity: z.number().nonnegative(),
+                price: z.number().positive(),
+                beta: z.number().min(0).max(5).optional().default(1)
+            })).min(1),
+            scenarios: z.array(z.object({
+                name: z.string(),
+                marketShock: z.number().min(-1).max(1),
+                betaScale: z.number().min(0).max(5).optional().default(1),
+                perSymbolShock: z.record(z.string(), z.number().min(-1).max(1)).optional().default({})
+            })).optional().default([])
+        })
+    });
+}
+//# sourceMappingURL=stress-test.tool.js.map

package/dist/lib/tools/stress-test.tool.js.map

@@ -0,0 +1 @@
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package/dist/lib/toolset.d.ts

@@ -0,0 +1,7 @@
+import { BuiltinToolset } from '@xpert-ai/plugin-sdk';
+export declare class StockBacktestSimToolset extends BuiltinToolset {
+    validateCredentials(credentials: Record<string, never>): Promise<void>;
+    _validateCredentials(credentials: Record<string, never>): Promise<void>;
+    initTools(): Promise<any[]>;
+}
+//# sourceMappingURL=toolset.d.ts.map

package/dist/lib/toolset.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"toolset.d.ts","sourceRoot":"","sources":["../../src/lib/toolset.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AAKrD,qBAAa,uBAAwB,SAAQ,cAAc;IAC1C,mBAAmB,CAAC,WAAW,EAAE,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC;IAItE,oBAAoB,CAAC,WAAW,EAAE,MAAM,CAAC,MAAM,EAAE,KAAK,CAAC,GAAG,OAAO,CAAC,IAAI,CAAC;IAIvE,SAAS,IAAI,OAAO,CAAC,GAAG,EAAE,CAAC;CAQ3C"}

package/dist/lib/toolset.js

@@ -0,0 +1,21 @@
+import { BuiltinToolset } from '@xpert-ai/plugin-sdk';
+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';
+export class StockBacktestSimToolset extends BuiltinToolset {
+    async validateCredentials(credentials) {
+        await this._validateCredentials(credentials);
+    }
+    async _validateCredentials(credentials) {
+        // Backtest engine uses provided time series, no credentials required.
+    }
+    async initTools() {
+        this.tools = [
+            buildBacktestMomentumTool(),
+            buildBacktestMomentumAutoTool(),
+            buildStressTestTool()
+        ];
+        return this.tools;
+    }
+}
+//# sourceMappingURL=toolset.js.map

package/dist/lib/toolset.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"toolset.js","sourceRoot":"","sources":["../../src/lib/toolset.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,MAAM,sBAAsB,CAAA;AACrD,OAAO,EAAE,yBAAyB,EAAE,MAAM,mCAAmC,CAAA;AAC7E,OAAO,EAAE,6BAA6B,EAAE,MAAM,wCAAwC,CAAA;AACtF,OAAO,EAAE,mBAAmB,EAAE,MAAM,6BAA6B,CAAA;AAEjE,MAAM,OAAO,uBAAwB,SAAQ,cAAc;IAChD,KAAK,CAAC,mBAAmB,CAAC,WAAkC;QACnE,MAAM,IAAI,CAAC,oBAAoB,CAAC,WAAW,CAAC,CAAA;IAC9C,CAAC;IAEQ,KAAK,CAAC,oBAAoB,CAAC,WAAkC;QACpE,sEAAsE;IACxE,CAAC;IAEQ,KAAK,CAAC,SAAS;QACtB,IAAI,CAAC,KAAK,GAAG;YACX,yBAAyB,EAAE;YAC3B,6BAA6B,EAAE;YAC/B,mBAAmB,EAAE;SACtB,CAAA;QACD,OAAO,IAAI,CAAC,KAAK,CAAA;IACnB,CAAC;CACF"}

package/dist/lib/types.d.ts

@@ -0,0 +1,21 @@
+export declare const StockBacktestSimProvider = "stock-backtest-sim";
+export interface PricePoint {
+    date: string;
+    close: number;
+}
+export interface SymbolSeries {
+    code: string;
+    prices: PricePoint[];
+}
+export interface Holding {
+    code: string;
+    quantity: number;
+}
+export interface StressPosition {
+    code: string;
+    quantity: number;
+    price: number;
+    beta?: number;
+}
+export declare const icon = "data:image/svg+xml;base64,PHN2ZyB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciIHZpZXdCb3g9IjAgMCAyNCAyNCIgZmlsbD0ibm9uZSIgc3Ryb2tlPSIjMTBhMzdmIiBzdHJva2Utd2lkdGg9IjIiIHN0cm9rZS1saW5lY2FwPSJyb3VuZCIgc3Ryb2tlLWxpbmVqb2luPSJyb3VuZCI+PHBvbHlsaW5lIHBvaW50cz0iMyAxNyA5IDExIDEzIDE1IDIxIDciLz48L3N2Zz4=";
+//# sourceMappingURL=types.d.ts.map

package/dist/lib/types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/lib/types.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,wBAAwB,uBAAuB,CAAA;AAE5D,MAAM,WAAW,UAAU;IACzB,IAAI,EAAE,MAAM,CAAA;IACZ,KAAK,EAAE,MAAM,CAAA;CACd;AAED,MAAM,WAAW,YAAY;IAC3B,IAAI,EAAE,MAAM,CAAA;IACZ,MAAM,EAAE,UAAU,EAAE,CAAA;CACrB;AAED,MAAM,WAAW,OAAO;IACtB,IAAI,EAAE,MAAM,CAAA;IACZ,QAAQ,EAAE,MAAM,CAAA;CACjB;AAED,MAAM,WAAW,cAAc;IAC7B,IAAI,EAAE,MAAM,CAAA;IACZ,QAAQ,EAAE,MAAM,CAAA;IAChB,KAAK,EAAE,MAAM,CAAA;IACb,IAAI,CAAC,EAAE,MAAM,CAAA;CACd;AAED,eAAO,MAAM,IAAI,2SAA2S,CAAA"}

package/dist/lib/types.js

@@ -0,0 +1,3 @@
+export const StockBacktestSimProvider = 'stock-backtest-sim';
+export const icon = `data:image/svg+xml;base64,PHN2ZyB4bWxucz0iaHR0cDovL3d3dy53My5vcmcvMjAwMC9zdmciIHZpZXdCb3g9IjAgMCAyNCAyNCIgZmlsbD0ibm9uZSIgc3Ryb2tlPSIjMTBhMzdmIiBzdHJva2Utd2lkdGg9IjIiIHN0cm9rZS1saW5lY2FwPSJyb3VuZCIgc3Ryb2tlLWxpbmVqb2luPSJyb3VuZCI+PHBvbHlsaW5lIHBvaW50cz0iMyAxNyA5IDExIDEzIDE1IDIxIDciLz48L3N2Zz4=`;
+//# sourceMappingURL=types.js.map

package/dist/lib/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/lib/types.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,wBAAwB,GAAG,oBAAoB,CAAA;AAwB5D,MAAM,CAAC,MAAM,IAAI,GAAG,wSAAwS,CAAA"}

package/package.json

@@ -0,0 +1,36 @@
+{
+  "name": "@helloxiaohu/plugin-stock-backtest-sim",
+  "version": "0.0.1",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/xpert-ai/xpert-plugins"
+  },
+  "type": "module",
+  "main": "./dist/index.js",
+  "module": "./dist/index.js",
+  "types": "./dist/index.d.ts",
+  "exports": {
+    "./package.json": "./package.json",
+    ".": {
+      "@xpert-plugins-starter/source": "./src/index.ts",
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js",
+      "default": "./dist/index.js"
+    }
+  },
+  "files": [
+    "dist",
+    "!**/*.tsbuildinfo"
+  ],
+  "dependencies": {
+    "tslib": "^2.3.0"
+  },
+  "peerDependencies": {
+    "@xpert-ai/plugin-sdk": "^3.6.2",
+    "zod": "3.25.67",
+    "chalk": "4.1.2",
+    "@nestjs/config": "^4.0.2",
+    "@nestjs/common": "^11.1.6",
+    "@langchain/core": "0.3.72"
+  }
+}