311 lines
188 KiB
HTML
311 lines
188 KiB
HTML
<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8" />
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<title>布林带策略回测可视化 - 2026年3月</title>
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<style>
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html,
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body {
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margin: 0;
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padding: 0;
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width: 100%;
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height: 100%;
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background: #0a0e27;
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color: #e0e6ed;
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font-family: 'SF Mono', Monaco, 'Cascadia Code', 'Roboto Mono', Consolas, 'Courier New', monospace;
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}
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#chart {
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width: 100%;
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height: 100%;
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}
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.legend {
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position: fixed;
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top: 20px;
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right: 20px;
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background: rgba(15, 23, 42, 0.95);
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padding: 20px;
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border-radius: 12px;
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border: 1px solid #334155;
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font-size: 13px;
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line-height: 1.8;
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box-shadow: 0 8px 32px rgba(0, 0, 0, 0.4);
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backdrop-filter: blur(10px);
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z-index: 1000;
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}
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.legend-title {
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font-weight: 600;
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margin-bottom: 12px;
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color: #f1f5f9;
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font-size: 14px;
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letter-spacing: 0.5px;
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}
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.legend-item {
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display: flex;
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align-items: center;
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margin: 8px 0;
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}
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.legend-marker {
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width: 14px;
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height: 14px;
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margin-right: 10px;
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border-radius: 2px;
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}
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</style>
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<script src="https://cdn.jsdelivr.net/npm/echarts@5/dist/echarts.min.js"></script>
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</head>
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<body>
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<div id="chart"></div>
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<div class="legend">
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<div class="legend-title">📊 交易标记说明</div>
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<div class="legend-item">
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<div class="legend-marker" style="background: #00ff00;">▲</div>
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<span>开多/加多</span>
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</div>
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<div class="legend-item">
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<div class="legend-marker" style="background: #ff0000;">▼</div>
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<span>开空/加空</span>
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</div>
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<div class="legend-item">
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<div class="legend-marker" style="background: #ffff00;">◆</div>
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<span>平仓50%</span>
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</div>
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<div class="legend-item">
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<div class="legend-marker" style="background: #ff00ff;">●</div>
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<span>平仓100%</span>
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</div>
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</div>
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<script>
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const tradesMarkers = [{"timestamp": "2026-03-01 01:35", "price": 1970.895742, "action": "开short", "reason": "触上轨开空", "index": 19, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-01 01:50", "price": 2022.33, "action": "平仓100%", "reason": "止损", "index": 22, "show_reason_label": true, "short_reason": "止损", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-01 03:50", "price": 2019.4038, "action": "开long", "reason": "触下轨开多", "index": 46, "show_reason_label": true, "short_reason": "下轨开多", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-01 03:55", "price": 2018.383596, "action": "加long", "reason": "触下轨加多", "index": 47, "show_reason_label": true, "short_reason": "下轨加多", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-01 04:00", "price": 2028.348, "action": "平仓50%", "reason": 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19:15", "price": 2030.76, "action": "平仓50%", "reason": "触中轨平50%-1m(19:18)回踩中轨", "index": 519, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 19:35", "price": 2038.953388071054, "action": "平仓100%", "reason": "延迟反转-同K回调确认-平多", "index": 523, "show_reason_label": true, "short_reason": "延迟反转", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-02 19:35", "price": 2038.5455973934395, "action": "开short", "reason": "延迟反转-同K回调确认-开空", "index": 523, "show_reason_label": true, "short_reason": "延迟反转", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 19:45", "price": 2031.934, "action": "平仓50%", "reason": "触中轨平50%-1m(19:45)反抽中轨", "index": 525, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 19:50", "price": 2038.5455973934395, "action": "平仓100%", "reason": "回开仓价全平", "index": 526, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-02 19:50", "price": 2043.261266, "action": "开short", "reason": "触上轨开空", "index": 526, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 19:55", "price": 2042.021514, "action": "加short", "reason": "触上轨加空", "index": 527, "show_reason_label": true, "short_reason": "上轨加空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 20:05", "price": 2037.47, "action": "平仓50%", "reason": "触中轨平50%-1m(20:09)反抽中轨", "index": 529, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 20:05", "price": 2042.4373773884072, "action": "平仓100%", "reason": "回开仓价全平", "index": 529, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-02 20:50", "price": 2045.370844, "action": "开short", "reason": "触上轨开空", "index": 538, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 20:55", "price": 2038.231, "action": "平仓50%", "reason": "触中轨平50%-1m(20:59)反抽中轨", "index": 539, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 21:45", "price": 2045.370844, "action": "平仓100%", "reason": "回开仓价全平", "index": 549, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-02 22:05", "price": 2047.470424, "action": "开short", "reason": "触上轨开空", "index": 553, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 22:15", "price": 2043.783, "action": "平仓50%", "reason": "触中轨平50%-1m(22:15)反抽中轨", "index": 555, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 22:25", "price": 2047.470424, "action": "平仓100%", "reason": "回开仓价全平", "index": 557, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-02 22:30", "price": 2051.599598, "action": "开short", "reason": "触上轨开空", "index": 558, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-02 22:50", "price": 2049.2699999999995, "action": "平仓50%", "reason": "触中轨平50%-1m(22:54)反抽中轨", "index": 562, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-02 22:50", "price": 2051.599598, "action": "平仓100%", "reason": "回开仓价全平", "index": 562, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 00:30", "price": 2020.584036, "action": "开long", "reason": "触下轨开多", "index": 582, "show_reason_label": true, "short_reason": "下轨开多", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-03 00:45", "price": 2029.438, "action": "平仓50%", "reason": "触中轨平50%-1m(00:47)回踩中轨", "index": 585, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 01:30", "price": 2025.1515544797203, "action": "加long", "reason": "触下轨加多", "index": 594, "show_reason_label": true, "short_reason": "下轨加多", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-03 02:15", "price": 2002.4, "action": "平仓100%", "reason": "止损", "index": 603, "show_reason_label": true, "short_reason": "止损", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 02:45", "price": 2019.206078, "action": "开short", "reason": "触上轨开空", "index": 609, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-03 03:10", "price": 2012.174, "action": "平仓50%", "reason": "触中轨平50%-1m(03:13)反抽中轨", "index": 614, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 04:35", "price": 2003.7637516585985, "action": "平仓100%", "reason": "延迟反转-同K反弹确认-平空", "index": 631, "show_reason_label": true, "short_reason": "延迟反转", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 04:35", "price": 2004.16450440893, "action": "开long", "reason": "延迟反转-同K反弹确认-开多", "index": 631, "show_reason_label": true, "short_reason": "延迟反转", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-03 04:40", "price": 2002.570434, "action": "加long", "reason": "触下轨加多", "index": 632, "show_reason_label": true, "short_reason": "下轨加多", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-03 05:05", "price": 2003.546, "action": "平仓50%", "reason": "触中轨平50%-1m(05:09)回踩中轨", "index": 637, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 05:05", "price": 2003.1050831610569, "action": "平仓100%", "reason": "回开仓价全平", "index": 637, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 05:15", "price": 2013.587202, "action": "开short", "reason": "触上轨开空", "index": 639, "show_reason_label": true, "short_reason": "上轨开空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-03 05:20", "price": 2003.975, "action": "平仓50%", "reason": "触中轨平50%-1m(05:24)反抽中轨", "index": 640, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 06:35", "price": 1993.821156, "action": "加short", "reason": "触上轨加空", "index": 655, "show_reason_label": true, "short_reason": "上轨加空", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-03 06:40", "price": 1992.6649999999995, "action": "平仓50%", "reason": "触中轨平50%-1m(06:41)反抽中轨", "index": 656, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 06:45", "price": 1988.3703092642115, "action": "平仓100%", "reason": "延迟反转-同K反弹确认-平空", "index": 657, "show_reason_label": true, "short_reason": "延迟反转", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 06:45", "price": 1988.7679833260645, "action": "开long", "reason": "延迟反转-同K反弹确认-开多", "index": 657, "show_reason_label": true, "short_reason": "延迟反转", "type": "open_long", "color": "#00ff00", "symbol": "triangle"}, {"timestamp": "2026-03-03 06:50", "price": 1992.611, "action": "平仓50%", "reason": "触中轨平50%-1m(06:51)回踩中轨", "index": 658, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 06:55", "price": 1999.2593560774471, "action": "平仓100%", "reason": "延迟反转-同K回调确认-平多", "index": 659, "show_reason_label": true, "short_reason": "延迟反转", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}, {"timestamp": "2026-03-03 06:55", "price": 1998.859504206232, "action": "开short", "reason": "延迟反转-同K回调确认-开空", "index": 659, "show_reason_label": true, "short_reason": "延迟反转", "type": "open_short", "color": "#ff0000", "symbol": "triangle"}, {"timestamp": "2026-03-03 07:05", "price": 1993.9159999999997, "action": "平仓50%", "reason": "触中轨平50%-1m(07:08)反抽中轨", "index": 661, "show_reason_label": false, "short_reason": "中轨平半", "type": "close_half", "color": "#ffff00", "symbol": "diamond"}, {"timestamp": "2026-03-03 07:05", "price": 1998.859504206232, "action": "平仓100%", "reason": "回开仓价全平", "index": 661, "show_reason_label": false, "short_reason": "回本全平", "type": "close_all", "color": "#ff00ff", "symbol": "circle"}];
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function main() {
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const categoryData = [];
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const klineData = [];
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const upper = [];
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const mid = [];
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const lower = [];
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for (const k of chartData) {
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const d = new Date(k.timestamp);
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const label = `${d.getMonth()+1}/${d.getDate()} ${d.getHours().toString().padStart(2, "0")}:${d
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.getMinutes()
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.toString()
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.padStart(2, "0")}`;
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categoryData.push(label);
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klineData.push([k.open, k.close, k.low, k.high]);
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upper.push(k.bb_upper);
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mid.push(k.bb_mid);
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lower.push(k.bb_lower);
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}
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// 准备交易标记数据
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const openLongData = [];
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const openShortData = [];
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const closeHalfData = [];
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const closeAllData = [];
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for (const marker of tradesMarkers) {
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const point = {
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value: [marker.index, marker.price],
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reason: marker.reason,
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action: marker.action,
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shortReason: marker.short_reason,
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label: marker.show_reason_label
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? {
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show: true,
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formatter: marker.short_reason,
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color: "#f8fafc",
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backgroundColor: "rgba(15,23,42,0.85)",
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borderColor: "#475569",
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borderWidth: 1,
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borderRadius: 4,
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padding: [2, 4],
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fontSize: 10,
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}
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: { show: false },
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itemStyle: { color: marker.color },
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};
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if (marker.type === 'open_long') {
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openLongData.push(point);
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} else if (marker.type === 'open_short') {
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openShortData.push(point);
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} else if (marker.type === 'close_half') {
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closeHalfData.push(point);
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} else if (marker.type === 'close_all') {
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closeAllData.push(point);
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}
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}
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const chartDom = document.getElementById("chart");
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const chart = echarts.init(chartDom, null, { renderer: "canvas" });
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const option = {
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backgroundColor: "#0a0e27",
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tooltip: {
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trigger: "axis",
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axisPointer: { type: "cross" },
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backgroundColor: "rgba(15, 23, 42, 0.95)",
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borderColor: "#334155",
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textStyle: { color: "#e0e6ed" },
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},
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axisPointer: {
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link: [{ xAxisIndex: "all" }],
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},
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grid: {
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left: "3%",
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right: "200px",
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top: "6%",
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bottom: "8%",
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containLabel: true,
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},
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xAxis: {
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type: "category",
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data: categoryData,
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scale: true,
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boundaryGap: true,
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axisLine: { lineStyle: { color: "#475569" } },
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axisLabel: {
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color: "#94a3b8",
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rotate: 45,
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fontSize: 11
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},
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},
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yAxis: {
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scale: true,
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axisLine: { lineStyle: { color: "#475569" } },
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splitLine: { lineStyle: { color: "#1e293b" } },
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axisLabel: { color: "#94a3b8" },
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},
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dataZoom: [
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{
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type: "inside",
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start: 0,
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end: 100,
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},
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{
|
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type: "slider",
|
|
start: 0,
|
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end: 100,
|
|
height: 30,
|
|
backgroundColor: "#1e293b",
|
|
fillerColor: "rgba(100, 116, 139, 0.3)",
|
|
borderColor: "#334155",
|
|
handleStyle: {
|
|
color: "#64748b",
|
|
borderColor: "#94a3b8"
|
|
},
|
|
textStyle: { color: "#94a3b8" },
|
|
},
|
|
],
|
|
series: [
|
|
{
|
|
name: "K线",
|
|
type: "candlestick",
|
|
data: klineData,
|
|
itemStyle: {
|
|
color: "#10b981",
|
|
color0: "#ef4444",
|
|
borderColor: "#10b981",
|
|
borderColor0: "#ef4444",
|
|
},
|
|
},
|
|
{
|
|
name: "BB上轨",
|
|
type: "line",
|
|
data: upper,
|
|
symbol: "none",
|
|
lineStyle: { color: "#f59e0b", width: 2 },
|
|
z: 1,
|
|
},
|
|
{
|
|
name: "BB中轨",
|
|
type: "line",
|
|
data: mid,
|
|
symbol: "none",
|
|
lineStyle: { color: "#8b5cf6", width: 2, type: "dashed" },
|
|
z: 1,
|
|
},
|
|
{
|
|
name: "BB下轨",
|
|
type: "line",
|
|
data: lower,
|
|
symbol: "none",
|
|
lineStyle: { color: "#f59e0b", width: 2 },
|
|
z: 1,
|
|
},
|
|
{
|
|
name: "开多/加多",
|
|
type: "scatter",
|
|
symbol: "triangle",
|
|
symbolSize: 12,
|
|
symbolOffset: [0, 8], // 向下偏移，使三角形底部对齐价格
|
|
data: openLongData,
|
|
itemStyle: { color: "#00ff00" },
|
|
z: 10,
|
|
tooltip: {
|
|
formatter: (params) => {
|
|
const marker = params.data;
|
|
return `开多/加多<br/>价格: ${marker.value[1].toFixed(2)}<br/>原因: ${marker.reason}`;
|
|
}
|
|
}
|
|
},
|
|
{
|
|
name: "开空/加空",
|
|
type: "scatter",
|
|
symbol: "triangle",
|
|
symbolSize: 12,
|
|
symbolRotate: 180,
|
|
symbolOffset: [0, -8], // 向上偏移，使三角形底部对齐价格
|
|
data: openShortData,
|
|
itemStyle: { color: "#ff0000" },
|
|
z: 10,
|
|
tooltip: {
|
|
formatter: (params) => {
|
|
const marker = params.data;
|
|
return `开空/加空<br/>价格: ${marker.value[1].toFixed(2)}<br/>原因: ${marker.reason}`;
|
|
}
|
|
}
|
|
},
|
|
{
|
|
name: "平仓50%",
|
|
type: "scatter",
|
|
symbol: "diamond",
|
|
symbolSize: 10,
|
|
data: closeHalfData,
|
|
itemStyle: { color: "#ffff00" },
|
|
z: 10,
|
|
tooltip: {
|
|
formatter: (params) => {
|
|
const marker = params.data;
|
|
return `平仓50%<br/>价格: ${marker.value[1].toFixed(2)}<br/>原因: ${marker.reason}`;
|
|
}
|
|
}
|
|
},
|
|
{
|
|
name: "平仓100%",
|
|
type: "scatter",
|
|
symbol: "circle",
|
|
symbolSize: 10,
|
|
data: closeAllData,
|
|
itemStyle: { color: "#ff00ff" },
|
|
z: 10,
|
|
tooltip: {
|
|
formatter: (params) => {
|
|
const marker = params.data;
|
|
return `平仓100%<br/>价格: ${marker.value[1].toFixed(2)}<br/>原因: ${marker.reason}`;
|
|
}
|
|
}
|
|
},
|
|
],
|
|
};
|
|
|
|
chart.setOption(option);
|
|
window.addEventListener("resize", () => chart.resize());
|
|
}
|
|
|
|
main();
|
|
</script>
|
|
</body>
|
|
</html>
|