+
+'''
+
+ def _get_chart_display_text(self, config: StrategyViewerConfig) -> str:
+ """
+ 获取K线显示范围的文案
+
+ Args:
+ config: 策略查看器配置
+
+ Returns:
+ 格式化的显示文案
+ """
+ kline_period_td = pd.to_timedelta(self.kline_period)
+
+ if kline_period_td >= pd.Timedelta(hours=1):
+ # K线周期 >= 1H：天数模式
+ # ⭐ 处理chart_days为字符串的情况
+ if isinstance(config.chart_days, str):
+ days = 7 # 默认值
+ else:
+ days = config.chart_days
+ return f"前后各扩展{days}天"
+
+ # K线周期 < 1H：分钟级模式
+ if config.chart_days == 'auto':
+ return "智能模式(自适应百分比，最少50根K线)"
+
+ if isinstance(config.chart_days, str) and config.chart_days.endswith('k'):
+ klines_num = config.chart_days[:-1]
+ return f"左右各{klines_num}根K线(固定数量模式)"
+
+ # 数字：百分比模式
+ percentage = int(config.chart_days)
+ left_right_each = (100 - percentage) // 2
+ return f"交易期占{percentage}%，左右各{left_right_each}%(百分比模式，最少50根)"
+
+ def _generate_config_info(self, config: StrategyViewerConfig) -> str:
+ """生成配置信息"""
+ mode_map = {
+ 'rank': '排名模式',
+ 'pct': '百分比模式',
+ 'val': '数值范围模式',
+ 'symbol': '指定币种模式'
+ }
+
+ metric_map = {
+ 'return': '收益率',
+ 'max_drawdown': '最大回撤',
+ 'volatility': '波动率',
+ 'return_drawdown_ratio': '收益回撤比'
+ }
+
+ # 获取K线显示范围文案
+ chart_display = self._get_chart_display_text(config)
+
+ return f'''
+
+
📌 筛选配置
+
+
选择模式: {mode_map.get(config.selection_mode.value, config.selection_mode.value)}
+
排序指标: {metric_map.get(config.metric_type.value, config.metric_type.value)}
+
筛选参数: {config.selection_value}
+
K线显示: {chart_display}
+
+
+'''
+
+ def _generate_summary(self, selected_periods: pd.DataFrame) -> str:
+ """生成汇总统计"""
+ if selected_periods.empty:
+ return '
⚠️ 无数据
'
+
+ total_count = len(selected_periods)
+ avg_return = selected_periods['return'].mean()
+ win_count = (selected_periods['return'] > 0).sum()
+ win_rate = win_count / total_count if total_count > 0 else 0
+ avg_holding_hours = selected_periods['holding_hours'].mean()
+ avg_max_dd = selected_periods['max_drawdown'].mean()
+ avg_volatility = selected_periods['volatility'].mean()
+
+ # 多空统计
+ long_count = (selected_periods['direction'] == 'long').sum()
+ short_count = (selected_periods['direction'] == 'short').sum()
+
+ return_class = 'positive' if avg_return > 0 else 'negative'
+
+ # ✅ 格式化平均持仓时间
+ avg_holding_time_str = self._format_holding_time(avg_holding_hours)
+
+ return f'''
+
+
📈 汇总统计
+
+
+
+ | 总交易期间数 |
+ 多头期间数 |
+ 空头期间数 |
+ 胜率 |
+
+
+
+
+ | {total_count} |
+ {long_count} |
+ {short_count} |
+ {win_rate*100:.1f}% ({win_count}胜/{total_count-win_count}负) |
+
+
+
+
+
+
+ | 平均收益率 |
+ 平均最大回撤 |
+ 平均波动率 |
+ 平均持仓时间 |
+
+
+
+
+ | {avg_return*100:.2f}% |
+ {avg_max_dd*100:.2f}% |
+ {avg_volatility*100:.2f}% |
+ {avg_holding_time_str} |
+
+
+
+
+'''
+
+ def _generate_period_detail(self, period_row: pd.Series, kline_df: pd.DataFrame,
+ config: StrategyViewerConfig, index: int) -> str:
+ """生成单个交易期间的详情"""
+ if kline_df is None or kline_df.empty:
+ return f'
⚠️ {period_row["symbol"]} 缺少K线数据
'
+
+ # 生成K线图
+ chart_div = self._generate_kline_chart(period_row, kline_df, config, index)
+
+ # 生成指标表格
+ metrics_table = self._generate_metrics_table(period_row)
+
+ # 方向徽章
+ direction_badge = f'
做多' if period_row['direction'] == 'long' else '
做空'
+
+ # 策略收益的颜色（做多收益/做空收益）
+ strategy_return_class = 'positive' if period_row['return'] > 0 else 'negative'
+
+ # 实际标的收益的颜色
+ if period_row['direction'] == 'long':
+ actual_return_class = strategy_return_class # 做多时，两者相同
+ actual_return_value = period_row['return']
+ else:
+ # 做空时，实际标的收益与策略收益相反
+ actual_return_value = -period_row['return']
+ actual_return_class = 'positive' if actual_return_value > 0 else 'negative'
+
+ return f'''
+
+
+
+
+
+
进入时间:
+
{period_row['entry_time']}
+
+
+
退出时间:
+
{period_row['exit_time']}
+
+
+
持仓时长:
+
{self._format_holding_time(period_row['holding_hours'])}
+
+
+
收益情况:
+
+
{'做多收益' if period_row['direction'] == 'long' else '做空收益'}: {period_row['return']*100:.2f}%
+
实际标的收益: {actual_return_value*100:.2f}%
+
+
+
+
+
+ {metrics_table}
+
+
+
+'''
+
+ def _format_holding_time(self, hours: float) -> str:
+ """
+ 格式化持仓时长
+
+ 根据时长大小选择合适的显示格式：
+ - < 1小时: 显示分钟 (如: 45M)
+ - >= 1小时且 < 24小时: 显示小时+分钟 (如: 1H30M)
+ - >= 24小时: 显示天+小时 (如: 1D2H)
+ """
+ total_minutes = int(hours * 60) # 转换为总分钟数
+
+ if hours < 1:
+ # 小于1小时，只显示分钟
+ return f"{total_minutes}分钟"
+ elif hours < 24:
+ # 1-24小时，显示小时+分钟
+ total_hours = int(hours)
+ remaining_minutes = total_minutes - (total_hours * 60)
+ if remaining_minutes > 0:
+ return f"{total_hours}H{remaining_minutes}M ({total_minutes}分钟)"
+ else:
+ return f"{total_hours}H ({total_minutes}分钟)"
+ else:
+ # >= 24小时，显示天+小时
+ total_hours = int(hours)
+ days = total_hours // 24
+ remaining_hours = total_hours % 24
+ if remaining_hours > 0:
+ return f"{days}D{remaining_hours}H ({total_hours}H)"
+ else:
+ return f"{days}D ({total_hours}H)"
+
+ def _generate_kline_chart(self, period_row: pd.Series, kline_df: pd.DataFrame,
+ config: StrategyViewerConfig, index: int) -> str:
+ """生成K线图"""
+ entry_time = period_row['entry_time']
+ exit_time = period_row['exit_time']
+
+ # ✅ 确定显示范围（根据K线周期自动适配）
+ kline_period_td = pd.to_timedelta(self.kline_period)
+
+ if kline_period_td >= pd.Timedelta(hours=1):
+ # K线周期 >= 1小时：按天数显示（保持原有逻辑）
+ # ⭐ 处理chart_days为字符串的情况（如'auto'）
+ if isinstance(config.chart_days, str):
+ # 如果是字符串，使用默认值7天
+ days = 7
+ else:
+ days = int(config.chart_days)
+
+ display_start = entry_time - pd.Timedelta(days=days)
+ display_end = exit_time + pd.Timedelta(days=days)
+ else:
+ # K线周期 < 1小时：智能显示范围
+ holding_duration = exit_time - entry_time
+ holding_klines = holding_duration / kline_period_td # 交易期间K线数量
+
+ if config.chart_days == 'auto':
+ # ✅ 智能模式：根据持仓K线数量动态调整百分比
+ if holding_klines < 10:
+ percentage = 5 # 持仓少于10根K线：使用5%（显示更多背景）
+ elif holding_klines < 20:
+ percentage = 15 # 持仓10-20根K线：使用15%
+ else:
+ percentage = 20 # 持仓超过20根K线：使用20%
+
+ # 计算按百分比的总K线数
+ total_klines = holding_klines / (percentage / 100)
+
+ # ✅ 最小50根K线保底
+ if total_klines < 50:
+ # 总K线不足50根，改用固定数量模式
+ expand_klines = (50 - holding_klines) / 2 # 左右平分剩余数量
+ expand_duration = expand_klines * kline_period_td
+ else:
+ # 总K线充足，使用百分比模式
+ expand_multiplier = (100 - percentage) / (2 * percentage)
+ expand_duration = holding_duration * expand_multiplier
+
+ elif isinstance(config.chart_days, str) and config.chart_days.endswith('k'):
+ # ✅ 'k'模式：固定K线数量（如'30k'表示左右各30根K线）
+ expand_klines = int(config.chart_days[:-1])
+ expand_duration = expand_klines * kline_period_td
+
+ else:
+ # 数字模式：百分比
+ percentage = int(config.chart_days)
+ total_klines = holding_klines / (percentage / 100)
+
+ # ✅ 添加最小50根K线保底
+ if total_klines < 50:
+ # 总K线不足50根，改用固定数量模式
+ expand_klines = (50 - holding_klines) / 2 # 左右平分剩余数量
+ expand_duration = expand_klines * kline_period_td
+ else:
+ # 总K线充足，使用百分比模式
+ expand_multiplier = (100 - percentage) / (2 * percentage)
+ expand_duration = holding_duration * expand_multiplier
+
+ display_start = entry_time - expand_duration
+ display_end = exit_time + expand_duration
+
+ # 确保时间列为datetime
+ if 'candle_begin_time' in kline_df.columns:
+ kline_df['candle_begin_time'] = pd.to_datetime(kline_df['candle_begin_time'])
+
+ # 获取显示范围的K线
+ display_kline = kline_df[
+ (kline_df['candle_begin_time'] >= display_start) &
+ (kline_df['candle_begin_time'] <= display_end)
+ ].copy()
+
+ if display_kline.empty:
+ return '
⚠️ K线数据不足
'
+
+ # 计算涨跌幅
+ display_kline['change_pct'] = ((display_kline['close'] - display_kline['open']) / display_kline['open'] * 100).round(2)
+
+ # 计算MA7和MA14
+ display_kline['MA7'] = display_kline['close'].rolling(window=7, min_periods=1).mean()
+ display_kline['MA14'] = display_kline['close'].rolling(window=14, min_periods=1).mean()
+
+ # 创建图表
+ if config.show_volume:
+ fig = make_subplots(
+ rows=2, cols=1,
+ shared_xaxes=True,
+ vertical_spacing=0.03,
+ row_heights=[0.75, 0.25],
+ subplot_titles=('价格', '成交量')
+ )
+ else:
+ fig = go.Figure()
+
+ # 添加K线（中国习惯：上涨绿色，下跌红色）
+ fig.add_trace(
+ go.Candlestick(
+ x=display_kline['candle_begin_time'],
+ open=display_kline['open'],
+ high=display_kline['high'],
+ low=display_kline['low'],
+ close=display_kline['close'],
+ name='K线',
+ increasing_line_color='#26a69a', # 上涨绿色
+ increasing_fillcolor='#26a69a',
+ decreasing_line_color='#ef5350', # 下跌红色
+ decreasing_fillcolor='#ef5350',
+ line=dict(width=1),
+ whiskerwidth=0.8,
+ hoverinfo='none' # 禁用默认悬停信息
+ ),
+ row=1, col=1
+ )
+
+ # 添加自定义悬停信息
+ fig.add_trace(
+ go.Scatter(
+ x=display_kline['candle_begin_time'],
+ y=display_kline['close'],
+ mode='markers',
+ marker=dict(size=8, opacity=0), # 透明标记
+ hoverinfo='text',
+ hovertext=[f'
{period_row["symbol"]}' +
+ f'时间: {row.candle_begin_time}
' +
+ f'开盘: {row.open:.4f}
' +
+ f'最高: {row.high:.4f}
' +
+ f'最低: {row.low:.4f}
' +
+ f'收盘: {row.close:.4f}
' +
+ f'涨跌幅:
= 0 else "red"}">{row.change_pct:+.2f}%' +
+ f'成交量: {row.volume:.2f}'
+ for _, row in display_kline.iterrows()],
+ name='',
+ showlegend=False
+ ),
+ row=1, col=1
+ )
+
+ # 添加MA7均线
+ fig.add_trace(
+ go.Scatter(
+ x=display_kline['candle_begin_time'],
+ y=display_kline['MA7'],
+ mode='lines',
+ name='MA7',
+ line=dict(width=2, color='#ff9800'),
+ hoverinfo='y+name' # 显示MA值和名称
+ ),
+ row=1, col=1
+ )
+
+ # 添加MA14均线
+ fig.add_trace(
+ go.Scatter(
+ x=display_kline['candle_begin_time'],
+ y=display_kline['MA14'],
+ mode='lines',
+ name='MA14',
+ line=dict(width=2, color='#2196f3'),
+ hoverinfo='y+name' # 显示MA值和名称
+ ),
+ row=1, col=1
+ )
+
+ # 添加持仓期间高亮（淡黄色）
+ fig.add_vrect(
+ x0=entry_time,
+ x1=exit_time,
+ fillcolor='rgba(255, 193, 7, 0.3)',
+ layer='below',
+ line_width=0,
+ annotation_text="交易期间",
+ annotation_position="top left",
+ annotation=dict(
+ font_size=10,
+ font_color="orange",
+ bgcolor="rgba(255,255,255,0.8)",
+ bordercolor="orange",
+ borderwidth=1
+ ),
+ row=1, col=1
+ )
+
+ # 添加成交量（中国习惯：上涨绿色，下跌红色）
+ if config.show_volume:
+ colors = ['#26a69a' if close >= open_ else '#ef5350'
+ for close, open_ in zip(display_kline['close'], display_kline['open'])]
+
+ fig.add_trace(
+ go.Bar(
+ x=display_kline['candle_begin_time'],
+ y=display_kline['volume'],
+ name='成交量',
+ marker_color=colors,
+ opacity=0.7,
+ showlegend=False
+ ),
+ row=2, col=1
+ )
+
+ # 布局设置
+ fig.update_layout(
+ xaxis_rangeslider_visible=False,
+ height=600,
+ hovermode='x unified', # 统一悬停模式，所有信息合并在一个框中
+ template='plotly_white',
+ margin=dict(l=60, r=60, t=50, b=60),
+ showlegend=True,
+ legend=dict(
+ orientation="h",
+ yanchor="top",
+ y=1.0,
+ xanchor="right",
+ x=1,
+ bgcolor='rgba(255,255,255,0.9)',
+ bordercolor='#ddd',
+ borderwidth=1
+ ),
+ font=dict(
+ family="Arial, sans-serif",
+ size=11,
+ color="#333"
+ ),
+ # 全局悬浮框设置 - 非常透明，避免遮挡
+ hoverlabel=dict(
+ bgcolor="rgba(255,255,255,0.35)", # 非常透明（35%不透明度）
+ bordercolor="rgba(0,0,0,0)", # 完全透明的边框
+ font_size=12,
+ font_family="Arial, sans-serif",
+ font_color="#333",
+ align="left" # 左对齐
+ )
+ )
+
+ # 为所有子图设置x轴 - 禁用spike避免白色背景
+ if config.show_volume:
+ # 为第一个子图（K线图）设置
+ fig.update_xaxes(
+ showgrid=True,
+ gridwidth=1,
+ gridcolor='rgba(128,128,128,0.2)',
+ showspikes=False, # 禁用spike，避免白色背景遮挡
+ row=1,
+ col=1
+ )
+ # 为第二个子图（成交量图）设置
+ fig.update_xaxes(
+ title_text="时间",
+ showgrid=True,
+ gridwidth=1,
+ gridcolor='rgba(128,128,128,0.2)',
+ showspikes=False, # 禁用spike，避免白色背景遮挡
+ row=2,
+ col=1
+ )
+ else:
+ fig.update_xaxes(
+ title_text="时间",
+ showgrid=True,
+ gridwidth=1,
+ gridcolor='rgba(128,128,128,0.2)',
+ showspikes=False, # 禁用spike，避免白色背景遮挡
+ row=1,
+ col=1
+ )
+
+ fig.update_yaxes(
+ title_text="价格 (USDT)",
+ showgrid=True,
+ gridwidth=1,
+ gridcolor='rgba(128,128,128,0.2)',
+ row=1,
+ col=1
+ )
+
+ if config.show_volume:
+ fig.update_yaxes(
+ title_text="成交量",
+ showgrid=True,
+ gridwidth=1,
+ gridcolor='rgba(128,128,128,0.2)',
+ row=2,
+ col=1
+ )
+
+ # 转换为HTML（增强配置）
+ return fig.to_html(
+ include_plotlyjs=False,
+ div_id=f"chart_{index}",
+ config={
+ 'displayModeBar': True,
+ 'displaylogo': False,
+ 'modeBarButtonsToRemove': ['lasso2d', 'select2d'],
+ 'scrollZoom': True,
+ 'doubleClick': 'autosize',
+ 'showTips': True,
+ 'responsive': True
+ }
+ )
+
+ def _generate_metrics_table(self, period_row: pd.Series) -> str:
+ """生成指标表格"""
+ return_class = 'positive' if period_row['return'] > 0 else 'negative'
+
+ return f'''
+
+
+
+ | 收益率 |
+ 最大回撤 |
+ 波动率 |
+ 收益回撤比 |
+
+
+
+
+ | {period_row['return']*100:.2f}% |
+ {period_row['max_drawdown']*100:.2f}% |
+ {period_row['volatility']*100:.2f}% |
+ {period_row['return_drawdown_ratio']:.2f} |
+
+
+
+'''
+
+ def _generate_footer(self) -> str:
+ """生成HTML尾部"""
+ import datetime
+ return f'''
+