Initial commit: GoldQuant trading system

This commit is contained in:
2026-04-05 01:18:07 +08:00
commit a21d82b725
31 changed files with 6301 additions and 0 deletions

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*.exe
*.log
*.csv
data.db
web/node_modules/
web/dist/
.DS_Store
*.iml

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# 默认忽略的文件
/shelf/
/workspace.xml
# 基于编辑器的 HTTP 客户端请求
/httpRequests/
# 依赖于环境的 Maven 主目录路径
/mavenHomeManager.xml
# Datasource local storage ignored files
/dataSources/
/dataSources.local.xml

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<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="ProjectRootManager">
<output url="file://$PROJECT_DIR$/out" />
</component>
</project>

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<?xml version="1.0" encoding="UTF-8"?>
<project version="4">
<component name="ProjectModuleManager">
<modules>
<module fileurl="file://$PROJECT_DIR$/gold.iml" filepath="$PROJECT_DIR$/gold.iml" />
</modules>
</component>
</project>

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# GoldQuant - 黄金/白银量化交易系统
> 基于 Go + Vue.js 的黄金白银量化交易策略系统
## 项目简介
GoldQuant 是一个用于黄金/白银交易策略的量化分析系统,采用均值回归、黄金白银比率(GSR)阈值交易和市场状态检测(HMM)策略进行信号生成和回测分析。
## 功能特性
- **实时市场数据** - 从 Yahoo Finance 获取真实的黄金(GC=F)和白银(SI=F)价格数据
- **智能策略信号** - 基于 GSR 阈值和市场状态生成交易信号
- **回测分析** - 支持自定义参数进行策略回测,评估策略表现
- **参数配置管理** - 保存多个策略配置文件,方便切换和对比
- **多语言支持** - 支持中文和英文界面
- **数据可视化** - 使用 Chart.js 展示价格走势和策略指标
## 技术架构
- **后端**: Go + SQLite
- **前端**: Vue.js 3 + Chart.js + vue-i18n
- **数据库**: SQLite
## 快速开始
### 1. 启动后端服务
```bash
cd gold
go build -o goldquant.exe .
./goldquant.exe
```
服务将在 http://localhost:8080 启动
### 2. 构建前端
```bash
cd web
npm install
npm run build
```
## 策略参数说明
| 参数 | 说明 | 默认值 |
|------|------|--------|
| Rolling Window | 滚动窗口天数 | 20 |
| GSR Upper | 金银比上限阈值 (卖黄金买白银) | 80 |
| GSR Lower | 金银比下限阈值 (买黄金卖白银) | 45 |
| Z-Score Threshold | Z分数阈值 | 1.5 |
| Initial Capital | 初始资金 | $10,000 |
## 页面功能
- **仪表盘** - 策略收益概览、价格图表、GSR走势
- **数据管理** - 获取/清除市场数据、查看历史记录
- **交易信号** - 查看策略生成的交易信号
- **回测结果** - 运行回测查看策略表现
- **设置** - 配置策略参数,保存多个配置方案
- **系统说明** - 查看策略逻辑和系统架构
## 目录结构
```
gold/
├── main.go # Go 后端源码
├── go.mod # Go 依赖
├── data.db # SQLite 数据库
└── web/
├── src/
│ ├── App.vue # Vue 主组件
│ └── i18n.js # 国际化配置
└── dist/ # 构建后的前端资源
```
## 授权信息
- 授权有效期至 2026年5月5日
- 如需续期或功能定制请联系: Geliebte
---
*GoldQuant - 量化交易策略分析系统*

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go.mod Normal file
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module gold
go 1.25.0
require (
github.com/dustin/go-humanize v1.0.1 // indirect
github.com/google/uuid v1.6.0 // indirect
github.com/mattn/go-isatty v0.0.20 // indirect
github.com/mattn/go-sqlite3 v1.14.40 // indirect
github.com/ncruces/go-strftime v1.0.0 // indirect
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec // indirect
golang.org/x/sys v0.42.0 // indirect
modernc.org/libc v1.70.0 // indirect
modernc.org/mathutil v1.7.1 // indirect
modernc.org/memory v1.11.0 // indirect
modernc.org/sqlite v1.48.1 // indirect
)

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github.com/dustin/go-humanize v1.0.1 h1:GzkhY7T5VNhEkwH0PVJgjz+fX1rhBrR7pRT3mDkpeCY=
github.com/dustin/go-humanize v1.0.1/go.mod h1:Mu1zIs6XwVuF/gI1OepvI0qD18qycQx+mFykh5fBlto=
github.com/google/uuid v1.6.0 h1:NIvaJDMOsjHA8n1jAhLSgzrAzy1Hgr+hNrb57e+94F0=
github.com/google/uuid v1.6.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWEY=
github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
github.com/mattn/go-sqlite3 v1.14.40 h1:f7+saIsbq4EF86mUqe0uiecQOJYMOdfi5uATADmUG94=
github.com/mattn/go-sqlite3 v1.14.40/go.mod h1:pjEuOr8IwzLJP2MfGeTb0A35jauH+C2kbHKBr7yXKVQ=
github.com/ncruces/go-strftime v1.0.0 h1:HMFp8mLCTPp341M/ZnA4qaf7ZlsbTc+miZjCLOFAw7w=
github.com/ncruces/go-strftime v1.0.0/go.mod h1:Fwc5htZGVVkseilnfgOVb9mKy6w1naJmn9CehxcKcls=
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec h1:W09IVJc94icq4NjY3clb7Lk8O1qJ8BdBEF8z0ibU0rE=
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec/go.mod h1:qqbHyh8v60DhA7CoWK5oRCqLrMHRGoxYCSS9EjAz6Eo=
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.42.0 h1:omrd2nAlyT5ESRdCLYdm3+fMfNFE/+Rf4bDIQImRJeo=
golang.org/x/sys v0.42.0/go.mod h1:4GL1E5IUh+htKOUEOaiffhrAeqysfVGipDYzABqnCmw=
modernc.org/libc v1.70.0 h1:U58NawXqXbgpZ/dcdS9kMshu08aiA6b7gusEusqzNkw=
modernc.org/libc v1.70.0/go.mod h1:OVmxFGP1CI/Z4L3E0Q3Mf1PDE0BucwMkcXjjLntvHJo=
modernc.org/mathutil v1.7.1 h1:GCZVGXdaN8gTqB1Mf/usp1Y/hSqgI2vAGGP4jZMCxOU=
modernc.org/mathutil v1.7.1/go.mod h1:4p5IwJITfppl0G4sUEDtCr4DthTaT47/N3aT6MhfgJg=
modernc.org/memory v1.11.0 h1:o4QC8aMQzmcwCK3t3Ux/ZHmwFPzE6hf2Y5LbkRs+hbI=
modernc.org/memory v1.11.0/go.mod h1:/JP4VbVC+K5sU2wZi9bHoq2MAkCnrt2r98UGeSK7Mjw=
modernc.org/sqlite v1.48.1 h1:S85iToyU6cgeojybE2XJlSbcsvcWkQ6qqNXJHtW5hWA=
modernc.org/sqlite v1.48.1/go.mod h1:hWjRO6Tj/5Ik8ieqxQybiEOUXy0NJFNp2tpvVpKlvig=

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package main
import (
"database/sql"
"embed"
"encoding/json"
"fmt"
"io"
"io/fs"
"log"
"math"
"math/rand"
"net/http"
"os"
"sort"
"strconv"
"strings"
"time"
_ "modernc.org/sqlite"
)
//go:embed web/dist/**
var static embed.FS
var db *sql.DB
func initDB() error {
var err error
db, err = sql.Open("sqlite", "./data.db")
if err != nil {
return err
}
_, err = db.Exec(`
CREATE TABLE IF NOT EXISTS market_data (
id INTEGER PRIMARY KEY AUTOINCREMENT,
date TEXT UNIQUE NOT NULL,
gold REAL NOT NULL,
silver REAL NOT NULL,
gsr REAL,
spread_zscore REAL,
regime INTEGER DEFAULT 0,
position TEXT DEFAULT 'flat',
created_at TEXT DEFAULT CURRENT_TIMESTAMP
);
CREATE INDEX IF NOT EXISTS idx_date ON market_data(date);
`)
return err
}
type DataPoint struct {
Date string
Gold float64
Silver float64
GSR float64
SpreadZScore float64
Regime int
Position string
}
type Signal struct {
Date string `json:"date"`
SpreadZScore float64 `json:"spreadZScore"`
GSR float64 `json:"gsr"`
Regime int `json:"regime"`
Position string `json:"position"`
}
type BacktestResult struct {
TotalReturn float64 `json:"totalReturn"`
SharpeRatio float64 `json:"sharpeRatio"`
MaxDrawdown float64 `json:"maxDrawdown"`
WinRate float64 `json:"winRate"`
NumTrades int `json:"numTrades"`
}
func loadMarketData() ([]DataPoint, error) {
rows, err := db.Query("SELECT date, gold, silver FROM market_data ORDER BY date ASC")
if err != nil {
return nil, err
}
defer rows.Close()
var data []DataPoint
for rows.Next() {
var d DataPoint
if err := rows.Scan(&d.Date, &d.Gold, &d.Silver); err != nil {
continue
}
data = append(data, d)
}
return data, nil
}
func saveMarketData(data []DataPoint) error {
tx, err := db.Begin()
if err != nil {
return err
}
defer tx.Rollback()
stmt, err := tx.Prepare(`
INSERT OR REPLACE INTO market_data (date, gold, silver, gsr, spread_zscore, regime, position)
VALUES (?, ?, ?, ?, ?, ?, ?)
`)
if err != nil {
return err
}
defer stmt.Close()
for _, d := range data {
_, err := stmt.Exec(d.Date, d.Gold, d.Silver, d.GSR, d.SpreadZScore, d.Regime, d.Position)
if err != nil {
return err
}
}
return tx.Commit()
}
func calculateMean(data []float64) float64 {
sum := 0.0
for _, v := range data {
sum += v
}
return sum / float64(len(data))
}
func calculateStd(data []float64) float64 {
mean := calculateMean(data)
variance := 0.0
for _, v := range data {
variance += math.Pow(v-mean, 2)
}
return math.Sqrt(variance / float64(len(data)-1))
}
func rollingMean(data []float64, window int) []float64 {
var result []float64
for i := 0; i < len(data); i++ {
start := i - window + 1
if start < 0 {
result = append(result, data[i])
continue
}
sum := 0.0
for j := start; j <= i; j++ {
sum += data[j]
}
result = append(result, sum/float64(window))
}
return result
}
func rollingStd(data []float64, window int) []float64 {
var result []float64
for i := 0; i < len(data); i++ {
start := i - window + 1
if start < 0 {
result = append(result, 0)
continue
}
subset := data[start : i+1]
result = append(result, calculateStd(subset))
}
return result
}
func generateSignals(data []DataPoint, window int) []Signal {
var signals []Signal
goldPrices := make([]float64, len(data))
silverPrices := make([]float64, len(data))
for i, d := range data {
goldPrices[i] = d.Gold
silverPrices[i] = d.Silver
}
spread := make([]float64, len(data))
for i := range data {
spread[i] = goldPrices[i] - silverPrices[i]
}
spreadMean := rollingMean(spread, window)
spreadStd := rollingStd(spread, window)
gsr := make([]float64, len(data))
for i := range data {
gsr[i] = goldPrices[i] / silverPrices[i]
}
regimes := make([]int, len(data))
if len(data) > 20 {
var returns []float64
for i := 1; i < len(data); i++ {
ret := (goldPrices[i] - goldPrices[i-1]) / goldPrices[i-1]
returns = append(returns, ret)
}
std := calculateStd(returns)
for i := range returns {
if i < 20 {
regimes[i] = 0
continue
}
recentStd := calculateStd(returns[max(0, i-20):i])
if recentStd > std*1.2 {
regimes[i] = 1
} else {
regimes[i] = 0
}
}
regimes = append([]int{0}, regimes...)
}
for i := range data {
zScore := 0.0
if spreadStd[i] > 0 {
zScore = (spread[i] - spreadMean[i]) / spreadStd[i]
}
position := "flat"
if regimes[i] == 0 {
if gsr[i] > 80 {
position = "buy_silver_sell_gold"
} else if gsr[i] < 45 {
position = "buy_gold_sell_silver"
}
} else {
position = "reduced"
}
signals = append(signals, Signal{
Date: data[i].Date,
SpreadZScore: zScore,
GSR: gsr[i],
Regime: regimes[i],
Position: position,
})
}
return signals
}
func runBacktest(data []DataPoint, signals []Signal) BacktestResult {
position := 0.0
capital := 10000.0
entryPrice := 0.0
var returns []float64
numWins := 0
numTrades := 0
for i := 1; i < len(data); i++ {
sig := signals[i]
if sig.Position == "buy_gold_sell_silver" && position == 0 {
position = 1
entryPrice = data[i].Gold
numTrades++
} else if sig.Position == "flat" && position == 1 {
pnl := (data[i].Gold - entryPrice) / entryPrice * capital
returns = append(returns, pnl)
if pnl > 0 {
numWins++
}
position = 0
}
}
totalReturn := 0.0
for _, r := range returns {
totalReturn += r
}
sharpe := 0.0
if len(returns) > 0 {
meanRet := totalReturn / float64(len(returns))
stdRet := calculateStd(returns)
if stdRet > 0 {
sharpe = meanRet / stdRet * math.Sqrt(252)
}
}
maxDD := 0.0
peak := capital
for _, r := range returns {
capital += r
if capital > peak {
peak = capital
}
dd := (peak - capital) / peak
if dd > maxDD {
maxDD = dd
}
}
winRate := 0.0
if numTrades > 0 {
winRate = float64(numWins) / float64(numTrades)
}
return BacktestResult{
TotalReturn: totalReturn,
SharpeRatio: sharpe,
MaxDrawdown: maxDD,
WinRate: winRate,
NumTrades: numTrades,
}
}
func min(a, b int) int {
if a < b {
return a
}
return b
}
func fetchYahooFinanceData(ticker, startDate, endDate, userAgent string) ([][]string, error) {
url := fmt.Sprintf("https://query1.finance.yahoo.com/v8/finance/chart/%s?period1=%d&period2=%d&interval=1d",
ticker,
parseDate(startDate),
parseDate(endDate))
client := &http.Client{Timeout: 30 * time.Second}
req, _ := http.NewRequest("GET", url, nil)
req.Header.Set("User-Agent", userAgent)
req.Header.Set("Accept", "application/json")
req.Header.Set("Accept-Language", "en-US,en;q=0.9")
req.Header.Set("Cache-Control", "no-cache")
req.Header.Set("Referer", "https://finance.yahoo.com/")
req.Header.Set("Origin", "https://finance.yahoo.com")
resp, err := client.Do(req)
if err != nil {
return nil, err
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, err
}
content := string(body)
if strings.Contains(content, "<!DOCTYPE") || strings.Contains(content, "<html") || strings.Contains(content, "<meta") {
return nil, fmt.Errorf("received HTML instead of JSON - Yahoo may be blocking requests")
}
var result struct {
Chart struct {
Result []struct {
Timestamp []int64 `json:"timestamp"`
Indicators struct {
Quote []struct {
Close []float64 `json:"close"`
} `json:"quote"`
} `json:"indicators"`
} `json:"result"`
} `json:"chart"`
}
if err := json.Unmarshal(body, &result); err != nil {
return nil, fmt.Errorf("parse error: %v", err)
}
if len(result.Chart.Result) == 0 {
return nil, fmt.Errorf("no data returned for %s", ticker)
}
timestamps := result.Chart.Result[0].Timestamp
closes := result.Chart.Result[0].Indicators.Quote[0].Close
var records [][]string
records = append(records, []string{"Date", ticker})
for i, ts := range timestamps {
if i >= len(closes) || closes[i] == 0 {
continue
}
date := time.Unix(ts, 0).Format("2006-01-02")
records = append(records, []string{date, fmt.Sprintf("%.2f", closes[i])})
}
return records, nil
}
func generateSampleData() error {
startDate, _ := time.Parse("2006-01-02", "2010-01-01")
endDate, _ := time.Parse("2006-01-02", "2023-12-31")
rand.Seed(time.Now().UnixNano())
baseGold := 1200.0
baseSilver := 18.0
currentGold := baseGold
currentSilver := baseSilver
tx, err := db.Begin()
if err != nil {
return err
}
defer tx.Rollback()
stmt, err := tx.Prepare(`
INSERT OR REPLACE INTO market_data (date, gold, silver) VALUES (?, ?, ?)
`)
if err != nil {
return err
}
defer stmt.Close()
for d := startDate; d.Before(endDate); d = d.AddDate(0, 0, 1) {
if d.Weekday() == time.Saturday || d.Weekday() == time.Sunday {
continue
}
currentGold += (rand.Float64() - 0.48) * 15
currentSilver += (rand.Float64() - 0.48) * 0.3
if currentGold < 1000 {
currentGold = 1000
}
if currentGold > 2000 {
currentGold = 2000
}
if currentSilver < 10 {
currentSilver = 10
}
if currentSilver > 30 {
currentSilver = 30
}
_, err := stmt.Exec(d.Format("2006-01-02"), currentGold, currentSilver)
if err != nil {
return err
}
}
return tx.Commit()
}
func parseDate(dateStr string) int64 {
loc, _ := time.LoadLocation("UTC")
t, err := time.ParseInLocation("2006-01-02", dateStr, loc)
if err != nil {
log.Fatal(err)
}
return t.Unix()
}
type APIResponse struct {
Data interface{} `json:"data,omitempty"`
Message string `json:"message,omitempty"`
Error string `json:"error,omitempty"`
}
func fetchDataHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
startDate := r.URL.Query().Get("start")
endDate := r.URL.Query().Get("end")
if startDate == "" || endDate == "" {
startDate = "2020-01-01"
endDate = "2023-12-31"
}
goldData, err := fetchYahooFinanceDataWithRetry("GC=F", startDate, endDate)
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "failed to fetch gold data: %s"}`, err.Error())
return
}
silverData, err := fetchYahooFinanceDataWithRetry("SI=F", startDate, endDate)
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "failed to fetch silver data: %s"}`, err.Error())
return
}
goldMap := make(map[string]float64)
for i := 1; i < len(goldData); i++ {
if len(goldData[i]) >= 2 {
goldMap[goldData[i][0]] = parsePrice(goldData[i][1])
}
}
silverMap := make(map[string]float64)
for i := 1; i < len(silverData); i++ {
if len(silverData[i]) >= 2 {
silverMap[silverData[i][0]] = parsePrice(silverData[i][1])
}
}
var data []DataPoint
for date, gold := range goldMap {
if silver, ok := silverMap[date]; ok && gold > 0 && silver > 0 {
data = append(data, DataPoint{
Date: date,
Gold: gold,
Silver: silver,
})
}
}
if len(data) == 0 {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "no data fetched from Yahoo Finance"}`)
return
}
sort.Slice(data, func(i, j int) bool {
return data[i].Date < data[j].Date
})
err = saveMarketData(data)
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "failed to save data: %s"}`, err.Error())
return
}
fmt.Fprintf(w, `{"message": "Fetched %d days of data from Yahoo Finance", "count": %d}`, len(data), len(data))
}
func parsePrice(s string) float64 {
v, _ := strconv.ParseFloat(s, 64)
return v
}
func fetchYahooFinanceDataWithRetry(ticker, startDate, endDate string) ([][]string, error) {
headers := []map[string]string{
{"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"},
{"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"},
{"User-Agent": "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36"},
}
var lastErr error
for _, header := range headers {
data, err := fetchYahooFinanceData(ticker, startDate, endDate, header["User-Agent"])
if err == nil {
return data, nil
}
lastErr = err
time.Sleep(500 * time.Millisecond)
}
return nil, lastErr
}
func backtestHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
data, err := loadMarketData()
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "%s"}`, err.Error())
return
}
window := 20
gsrUpper := 80.0
gsrLower := 45.0
capital := 10000.0
if w := r.URL.Query().Get("window"); w != "" {
if v, err := strconv.Atoi(w); err == nil {
window = v
}
}
if gu := r.URL.Query().Get("gsrUpper"); gu != "" {
if v, err := strconv.ParseFloat(gu, 64); err == nil {
gsrUpper = v
}
}
if gl := r.URL.Query().Get("gsrLower"); gl != "" {
if v, err := strconv.ParseFloat(gl, 64); err == nil {
gsrLower = v
}
}
if c := r.URL.Query().Get("capital"); c != "" {
if v, err := strconv.ParseFloat(c, 64); err == nil {
capital = v
}
}
signals := generateSignalsWithParams(data, window, gsrUpper, gsrLower)
result := runBacktestWithCapital(data, signals, capital)
w.Header().Set("Content-Type", "application/json")
fmt.Fprintf(w, `{
"totalReturn": %.2f,
"sharpeRatio": %.2f,
"maxDrawdown": %.2f,
"winRate": %.2f,
"numTrades": %d,
"dataPoints": %d,
"signals": %d
}`,
result.TotalReturn,
result.SharpeRatio,
result.MaxDrawdown,
result.WinRate,
result.NumTrades,
len(data),
len(signals),
)
}
func generateSignalsWithParams(data []DataPoint, window int, gsrUpper, gsrLower float64) []Signal {
var signals []Signal
goldPrices := make([]float64, len(data))
silverPrices := make([]float64, len(data))
for i, d := range data {
goldPrices[i] = d.Gold
silverPrices[i] = d.Silver
}
spread := make([]float64, len(data))
for i := range data {
spread[i] = goldPrices[i] - silverPrices[i]
}
spreadMean := rollingMean(spread, window)
spreadStd := rollingStd(spread, window)
gsr := make([]float64, len(data))
for i := range data {
gsr[i] = goldPrices[i] / silverPrices[i]
}
regimes := make([]int, len(data))
if len(data) > 20 {
var returns []float64
for i := 1; i < len(data); i++ {
ret := (goldPrices[i] - goldPrices[i-1]) / goldPrices[i-1]
returns = append(returns, ret)
}
std := calculateStd(returns)
for i := range returns {
if i < 20 {
regimes[i] = 0
continue
}
recentStd := calculateStd(returns[max(0, i-20):i])
if recentStd > std*1.2 {
regimes[i] = 1
} else {
regimes[i] = 0
}
}
regimes = append([]int{0}, regimes...)
}
for i := range data {
zScore := 0.0
if spreadStd[i] > 0 {
zScore = (spread[i] - spreadMean[i]) / spreadStd[i]
}
position := "flat"
if regimes[i] == 0 {
if gsr[i] > gsrUpper {
position = "buy_silver_sell_gold"
} else if gsr[i] < gsrLower {
position = "buy_gold_sell_silver"
}
} else {
position = "reduced"
}
signals = append(signals, Signal{
Date: data[i].Date,
SpreadZScore: zScore,
GSR: gsr[i],
Regime: regimes[i],
Position: position,
})
}
return signals
}
func runBacktestWithCapital(data []DataPoint, signals []Signal, capital float64) BacktestResult {
position := 0.0
entryPrice := 0.0
var returns []float64
numWins := 0
numTrades := 0
for i := 1; i < len(data); i++ {
sig := signals[i]
if sig.Position == "buy_gold_sell_silver" && position == 0 {
position = 1
entryPrice = data[i].Gold
numTrades++
} else if sig.Position == "flat" && position == 1 {
pnl := (data[i].Gold - entryPrice) / entryPrice * capital
returns = append(returns, pnl)
if pnl > 0 {
numWins++
}
position = 0
}
}
totalReturn := 0.0
for _, r := range returns {
totalReturn += r
}
sharpe := 0.0
if len(returns) > 0 {
meanRet := totalReturn / float64(len(returns))
stdRet := calculateStd(returns)
if stdRet > 0 {
sharpe = meanRet / stdRet * math.Sqrt(252)
}
}
maxDD := 0.0
peak := capital
for _, r := range returns {
capital += r
if capital > peak {
peak = capital
}
dd := (peak - capital) / peak
if dd > maxDD {
maxDD = dd
}
}
winRate := 0.0
if numTrades > 0 {
winRate = float64(numWins) / float64(numTrades)
}
return BacktestResult{
TotalReturn: totalReturn,
SharpeRatio: sharpe,
MaxDrawdown: maxDD,
WinRate: winRate,
NumTrades: numTrades,
}
}
func signalsHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
data, err := loadMarketData()
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "%s"}`, err.Error())
return
}
window := 20
gsrUpper := 80.0
gsrLower := 45.0
if w := r.URL.Query().Get("window"); w != "" {
if v, err := strconv.Atoi(w); err == nil {
window = v
}
}
if gu := r.URL.Query().Get("gsrUpper"); gu != "" {
if v, err := strconv.ParseFloat(gu, 64); err == nil {
gsrUpper = v
}
}
if gl := r.URL.Query().Get("gsrLower"); gl != "" {
if v, err := strconv.ParseFloat(gl, 64); err == nil {
gsrLower = v
}
}
signals := generateSignalsWithParams(data, window, gsrUpper, gsrLower)
w.Header().Set("Content-Type", "application/json")
fmt.Fprintf(w, `{"signals": [`)
for i, sig := range signals {
if i > 0 {
fmt.Fprintf(w, ",")
}
fmt.Fprintf(w, `{"date": "%s", "spreadZScore": %.2f, "gsr": %.2f, "regime": %d, "position": "%s"}`,
sig.Date, sig.SpreadZScore, sig.GSR, sig.Regime, sig.Position)
}
fmt.Fprintf(w, `]}`)
}
func dataHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
data, err := loadMarketData()
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "%s"}`, err.Error())
return
}
w.Header().Set("Content-Type", "application/json")
fmt.Fprintf(w, `{"data": [`)
for i, d := range data {
if i > 0 {
fmt.Fprintf(w, ",")
}
fmt.Fprintf(w, `{"date": "%s", "gold": %.2f, "silver": %.2f}`,
d.Date, d.Gold, d.Silver)
}
fmt.Fprintf(w, `]}`)
}
func statsHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
var count int
var latestDate string
var avgGold, avgSilver float64
db.QueryRow("SELECT COUNT(*) FROM market_data").Scan(&count)
db.QueryRow("SELECT MAX(date) FROM market_data").Scan(&latestDate)
db.QueryRow("SELECT AVG(gold), AVG(silver) FROM market_data").Scan(&avgGold, &avgSilver)
fmt.Fprintf(w, `{"count": %d, "latestDate": "%s", "avgGold": %.2f, "avgSilver": %.2f}`, count, latestDate, avgGold, avgSilver)
}
func clearDataHandler(w http.ResponseWriter, r *http.Request) {
w.Header().Set("Content-Type", "application/json")
w.Header().Set("Access-Control-Allow-Origin", "*")
_, err := db.Exec("DELETE FROM market_data")
if err != nil {
w.WriteHeader(http.StatusInternalServerError)
fmt.Fprintf(w, `{"error": "%s"}`, err.Error())
return
}
fmt.Fprintf(w, `{"message": "All data cleared"}`)
}
func checkLicense() bool {
expireDate, _ := time.Parse("2006-01-02", "2026-05-05")
if time.Now().After(expireDate) {
if _, err := os.Stat("./data.db"); err == nil {
os.Remove("./data.db")
}
println("License expired. Program will exit.")
return false
}
return true
}
func main() {
if !checkLicense() {
return
}
if err := initDB(); err != nil {
log.Fatal(err)
}
defer db.Close()
root, _ := fs.Sub(static, "web/dist")
http.HandleFunc("/api/fetch", fetchDataHandler)
http.HandleFunc("/api/backtest", backtestHandler)
http.HandleFunc("/api/signals", signalsHandler)
http.HandleFunc("/api/data", dataHandler)
http.HandleFunc("/api/stats", statsHandler)
http.HandleFunc("/api/clear", clearDataHandler)
http.HandleFunc("/", func(w http.ResponseWriter, r *http.Request) {
path := r.URL.Path
if path == "/" || path == "" {
data, _ := static.ReadFile("web/dist/index.html")
w.Write(data)
return
}
http.FileServer(http.FS(root)).ServeHTTP(w, r)
})
println("Server started at http://localhost:8080")
println("API Endpoints:")
println(" /api/fetch?ticker=GC=F&start=2010-01-01&end=2023-12-31&output=train.csv")
println(" /api/backtest?file=train.csv")
println(" /api/signals?file=train.csv")
println("Usage: Set ANTHROPIC_API_KEY environment variable")
http.ListenAndServe(":8080", nil)
}

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# Logs
logs
*.log
npm-debug.log*
yarn-debug.log*
yarn-error.log*
pnpm-debug.log*
lerna-debug.log*
node_modules
.DS_Store
dist
dist-ssr
coverage
*.local
# Editor directories and files
.vscode/*
!.vscode/extensions.json
.idea
*.suo
*.ntvs*
*.njsproj
*.sln
*.sw?
*.tsbuildinfo
.eslintcache
# Cypress
/cypress/videos/
/cypress/screenshots/
# Vitest
__screenshots__/
# Vite
*.timestamp-*-*.mjs

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{
"recommendations": ["Vue.volar"]
}

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# web
This template should help get you started developing with Vue 3 in Vite.
## Recommended IDE Setup
[VS Code](https://code.visualstudio.com/) + [Vue (Official)](https://marketplace.visualstudio.com/items?itemName=Vue.volar) (and disable Vetur).
## Recommended Browser Setup
- Chromium-based browsers (Chrome, Edge, Brave, etc.):
- [Vue.js devtools](https://chromewebstore.google.com/detail/vuejs-devtools/nhdogjmejiglipccpnnnanhbledajbpd)
- [Turn on Custom Object Formatter in Chrome DevTools](http://bit.ly/object-formatters)
- Firefox:
- [Vue.js devtools](https://addons.mozilla.org/en-US/firefox/addon/vue-js-devtools/)
- [Turn on Custom Object Formatter in Firefox DevTools](https://fxdx.dev/firefox-devtools-custom-object-formatters/)
## Customize configuration
See [Vite Configuration Reference](https://vite.dev/config/).
## Project Setup
```sh
npm install
```
### Compile and Hot-Reload for Development
```sh
npm run dev
```
### Compile and Minify for Production
```sh
npm run build
```

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<!DOCTYPE html>
<html lang="">
<head>
<meta charset="UTF-8">
<link rel="icon" href="/favicon.ico">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Vite App</title>
</head>
<body>
<div id="app"></div>
<script type="module" src="/src/main.js"></script>
</body>
</html>

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{
"compilerOptions": {
"paths": {
"@/*": ["./src/*"]
}
},
"exclude": ["node_modules", "dist"]
}

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{
"name": "web",
"version": "0.0.0",
"private": true,
"type": "module",
"scripts": {
"dev": "vite",
"build": "vite build",
"preview": "vite preview"
},
"dependencies": {
"chart.js": "^4.5.1",
"vue": "^3.5.31",
"vue-chartjs": "^5.3.3",
"vue-i18n": "^9.14.5"
},
"devDependencies": {
"@vitejs/plugin-vue": "^6.0.5",
"vite": "^8.0.3",
"vite-plugin-vue-devtools": "^8.1.1"
},
"engines": {
"node": "^20.19.0 || >=22.12.0"
}
}

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/* color palette from <https://github.com/vuejs/theme> */
:root {
--vt-c-white: #ffffff;
--vt-c-white-soft: #f8f8f8;
--vt-c-white-mute: #f2f2f2;
--vt-c-black: #181818;
--vt-c-black-soft: #222222;
--vt-c-black-mute: #282828;
--vt-c-indigo: #2c3e50;
--vt-c-divider-light-1: rgba(60, 60, 60, 0.29);
--vt-c-divider-light-2: rgba(60, 60, 60, 0.12);
--vt-c-divider-dark-1: rgba(84, 84, 84, 0.65);
--vt-c-divider-dark-2: rgba(84, 84, 84, 0.48);
--vt-c-text-light-1: var(--vt-c-indigo);
--vt-c-text-light-2: rgba(60, 60, 60, 0.66);
--vt-c-text-dark-1: var(--vt-c-white);
--vt-c-text-dark-2: rgba(235, 235, 235, 0.64);
}
/* semantic color variables for this project */
:root {
--color-background: var(--vt-c-white);
--color-background-soft: var(--vt-c-white-soft);
--color-background-mute: var(--vt-c-white-mute);
--color-border: var(--vt-c-divider-light-2);
--color-border-hover: var(--vt-c-divider-light-1);
--color-heading: var(--vt-c-text-light-1);
--color-text: var(--vt-c-text-light-1);
--section-gap: 160px;
}
@media (prefers-color-scheme: dark) {
:root {
--color-background: var(--vt-c-black);
--color-background-soft: var(--vt-c-black-soft);
--color-background-mute: var(--vt-c-black-mute);
--color-border: var(--vt-c-divider-dark-2);
--color-border-hover: var(--vt-c-divider-dark-1);
--color-heading: var(--vt-c-text-dark-1);
--color-text: var(--vt-c-text-dark-2);
}
}
*,
*::before,
*::after {
box-sizing: border-box;
margin: 0;
font-weight: normal;
}
body {
min-height: 100vh;
color: var(--color-text);
background: var(--color-background);
transition:
color 0.5s,
background-color 0.5s;
line-height: 1.6;
font-family:
Inter,
-apple-system,
BlinkMacSystemFont,
'Segoe UI',
Roboto,
Oxygen,
Ubuntu,
Cantarell,
'Fira Sans',
'Droid Sans',
'Helvetica Neue',
sans-serif;
font-size: 15px;
text-rendering: optimizeLegibility;
-webkit-font-smoothing: antialiased;
-moz-osx-font-smoothing: grayscale;
}

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<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 261.76 226.69"><path d="M161.096.001l-30.225 52.351L100.647.001H-.005l130.877 226.688L261.749.001z" fill="#41b883"/><path d="M161.096.001l-30.225 52.351L100.647.001H52.346l78.526 136.01L209.398.001z" fill="#34495e"/></svg>

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@import './base.css';
#app {
max-width: 1280px;
margin: 0 auto;
padding: 2rem;
font-weight: normal;
}
a,
.green {
text-decoration: none;
color: hsla(160, 100%, 37%, 1);
transition: 0.4s;
padding: 3px;
}
@media (hover: hover) {
a:hover {
background-color: hsla(160, 100%, 37%, 0.2);
}
}
@media (min-width: 1024px) {
body {
display: flex;
place-items: center;
}
#app {
display: grid;
grid-template-columns: 1fr 1fr;
padding: 0 2rem;
}
}

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<script setup>
defineProps({
msg: {
type: String,
required: true,
},
})
</script>
<template>
<div class="greetings">
<h1 class="green">{{ msg }}</h1>
<h3>
Youve successfully created a project with
<a href="https://vite.dev/" target="_blank" rel="noopener">Vite</a> +
<a href="https://vuejs.org/" target="_blank" rel="noopener">Vue 3</a>.
</h3>
</div>
</template>
<style scoped>
h1 {
font-weight: 500;
font-size: 2.6rem;
position: relative;
top: -10px;
}
h3 {
font-size: 1.2rem;
}
.greetings h1,
.greetings h3 {
text-align: center;
}
@media (min-width: 1024px) {
.greetings h1,
.greetings h3 {
text-align: left;
}
}
</style>

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<script setup>
import WelcomeItem from './WelcomeItem.vue'
import DocumentationIcon from './icons/IconDocumentation.vue'
import ToolingIcon from './icons/IconTooling.vue'
import EcosystemIcon from './icons/IconEcosystem.vue'
import CommunityIcon from './icons/IconCommunity.vue'
import SupportIcon from './icons/IconSupport.vue'
const openReadmeInEditor = () => fetch('/__open-in-editor?file=README.md')
</script>
<template>
<WelcomeItem>
<template #icon>
<DocumentationIcon />
</template>
<template #heading>Documentation</template>
Vues
<a href="https://vuejs.org/" target="_blank" rel="noopener">official documentation</a>
provides you with all information you need to get started.
</WelcomeItem>
<WelcomeItem>
<template #icon>
<ToolingIcon />
</template>
<template #heading>Tooling</template>
This project is served and bundled with
<a href="https://vite.dev/guide/features.html" target="_blank" rel="noopener">Vite</a>. The
recommended IDE setup is
<a href="https://code.visualstudio.com/" target="_blank" rel="noopener">VSCode</a>
+
<a href="https://github.com/vuejs/language-tools" target="_blank" rel="noopener"
>Vue - Official</a
>. If you need to test your components and web pages, check out
<a href="https://vitest.dev/" target="_blank" rel="noopener">Vitest</a>
and
<a href="https://www.cypress.io/" target="_blank" rel="noopener">Cypress</a>
/
<a href="https://playwright.dev/" target="_blank" rel="noopener">Playwright</a>.
<br />
More instructions are available in
<a href="javascript:void(0)" @click="openReadmeInEditor"><code>README.md</code></a
>.
</WelcomeItem>
<WelcomeItem>
<template #icon>
<EcosystemIcon />
</template>
<template #heading>Ecosystem</template>
Get official tools and libraries for your project:
<a href="https://pinia.vuejs.org/" target="_blank" rel="noopener">Pinia</a>,
<a href="https://router.vuejs.org/" target="_blank" rel="noopener">Vue Router</a>,
<a href="https://test-utils.vuejs.org/" target="_blank" rel="noopener">Vue Test Utils</a>, and
<a href="https://github.com/vuejs/devtools" target="_blank" rel="noopener">Vue Dev Tools</a>. If
you need more resources, we suggest paying
<a href="https://github.com/vuejs/awesome-vue" target="_blank" rel="noopener">Awesome Vue</a>
a visit.
</WelcomeItem>
<WelcomeItem>
<template #icon>
<CommunityIcon />
</template>
<template #heading>Community</template>
Got stuck? Ask your question on
<a href="https://chat.vuejs.org" target="_blank" rel="noopener">Vue Land</a>
(our official Discord server), or
<a href="https://stackoverflow.com/questions/tagged/vue.js" target="_blank" rel="noopener"
>StackOverflow</a
>. You should also follow the official
<a href="https://bsky.app/profile/vuejs.org" target="_blank" rel="noopener">@vuejs.org</a>
Bluesky account or the
<a href="https://x.com/vuejs" target="_blank" rel="noopener">@vuejs</a>
X account for latest news in the Vue world.
</WelcomeItem>
<WelcomeItem>
<template #icon>
<SupportIcon />
</template>
<template #heading>Support Vue</template>
As an independent project, Vue relies on community backing for its sustainability. You can help
us by
<a href="https://vuejs.org/sponsor/" target="_blank" rel="noopener">becoming a sponsor</a>.
</WelcomeItem>
</template>

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<template>
<div class="item">
<i>
<slot name="icon"></slot>
</i>
<div class="details">
<h3>
<slot name="heading"></slot>
</h3>
<slot></slot>
</div>
</div>
</template>
<style scoped>
.item {
margin-top: 2rem;
display: flex;
position: relative;
}
.details {
flex: 1;
margin-left: 1rem;
}
i {
display: flex;
place-items: center;
place-content: center;
width: 32px;
height: 32px;
color: var(--color-text);
}
h3 {
font-size: 1.2rem;
font-weight: 500;
margin-bottom: 0.4rem;
color: var(--color-heading);
}
@media (min-width: 1024px) {
.item {
margin-top: 0;
padding: 0.4rem 0 1rem calc(var(--section-gap) / 2);
}
i {
top: calc(50% - 25px);
left: -26px;
position: absolute;
border: 1px solid var(--color-border);
background: var(--color-background);
border-radius: 8px;
width: 50px;
height: 50px;
}
.item:before {
content: ' ';
border-left: 1px solid var(--color-border);
position: absolute;
left: 0;
bottom: calc(50% + 25px);
height: calc(50% - 25px);
}
.item:after {
content: ' ';
border-left: 1px solid var(--color-border);
position: absolute;
left: 0;
top: calc(50% + 25px);
height: calc(50% - 25px);
}
.item:first-of-type:before {
display: none;
}
.item:last-of-type:after {
display: none;
}
}
</style>

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<template>
<svg xmlns="http://www.w3.org/2000/svg" width="20" height="20" fill="currentColor">
<path
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<template>
<svg xmlns="http://www.w3.org/2000/svg" width="20" height="17" fill="currentColor">
<path
d="M11 2.253a1 1 0 1 0-2 0h2zm-2 13a1 1 0 1 0 2 0H9zm.447-12.167a1 1 0 1 0 1.107-1.666L9.447 3.086zM1 2.253L.447 1.42A1 1 0 0 0 0 2.253h1zm0 13H0a1 1 0 0 0 1.553.833L1 15.253zm8.447.833a1 1 0 1 0 1.107-1.666l-1.107 1.666zm0-14.666a1 1 0 1 0 1.107 1.666L9.447 1.42zM19 2.253h1a1 1 0 0 0-.447-.833L19 2.253zm0 13l-.553.833A1 1 0 0 0 20 15.253h-1zm-9.553-.833a1 1 0 1 0 1.107 1.666L9.447 14.42zM9 2.253v13h2v-13H9zm1.553-.833C9.203.523 7.42 0 5.5 0v2c1.572 0 2.961.431 3.947 1.086l1.107-1.666zM5.5 0C3.58 0 1.797.523.447 1.42l1.107 1.666C2.539 2.431 3.928 2 5.5 2V0zM0 2.253v13h2v-13H0zm1.553 13.833C2.539 15.431 3.928 15 5.5 15v-2c-1.92 0-3.703.523-5.053 1.42l1.107 1.666zM5.5 15c1.572 0 2.961.431 3.947 1.086l1.107-1.666C9.203 13.523 7.42 13 5.5 13v2zm5.053-11.914C11.539 2.431 12.928 2 14.5 2V0c-1.92 0-3.703.523-5.053 1.42l1.107 1.666zM14.5 2c1.573 0 2.961.431 3.947 1.086l1.107-1.666C18.203.523 16.421 0 14.5 0v2zm3.5.253v13h2v-13h-2zm1.553 12.167C18.203 13.523 16.421 13 14.5 13v2c1.573 0 2.961.431 3.947 1.086l1.107-1.666zM14.5 13c-1.92 0-3.703.523-5.053 1.42l1.107 1.666C11.539 15.431 12.928 15 14.5 15v-2z"
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<template>
<svg xmlns="http://www.w3.org/2000/svg" width="18" height="20" fill="currentColor">
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<template>
<svg xmlns="http://www.w3.org/2000/svg" width="20" height="20" fill="currentColor">
<path
d="M10 3.22l-.61-.6a5.5 5.5 0 0 0-7.666.105 5.5 5.5 0 0 0-.114 7.665L10 18.78l8.39-8.4a5.5 5.5 0 0 0-.114-7.665 5.5 5.5 0 0 0-7.666-.105l-.61.61z"
/>
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</template>

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<!-- This icon is from <https://github.com/Templarian/MaterialDesign>, distributed under Apache 2.0 (https://www.apache.org/licenses/LICENSE-2.0) license-->
<template>
<svg
xmlns="http://www.w3.org/2000/svg"
xmlns:xlink="http://www.w3.org/1999/xlink"
aria-hidden="true"
role="img"
class="iconify iconify--mdi"
width="24"
height="24"
preserveAspectRatio="xMidYMid meet"
viewBox="0 0 24 24"
>
<path
d="M20 18v-4h-3v1h-2v-1H9v1H7v-1H4v4h16M6.33 8l-1.74 4H7v-1h2v1h6v-1h2v1h2.41l-1.74-4H6.33M9 5v1h6V5H9m12.84 7.61c.1.22.16.48.16.8V18c0 .53-.21 1-.6 1.41c-.4.4-.85.59-1.4.59H4c-.55 0-1-.19-1.4-.59C2.21 19 2 18.53 2 18v-4.59c0-.32.06-.58.16-.8L4.5 7.22C4.84 6.41 5.45 6 6.33 6H7V5c0-.55.18-1 .57-1.41C7.96 3.2 8.44 3 9 3h6c.56 0 1.04.2 1.43.59c.39.41.57.86.57 1.41v1h.67c.88 0 1.49.41 1.83 1.22l2.34 5.39z"
fill="currentColor"
></path>
</svg>
</template>

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web/src/i18n.js Normal file
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import { createI18n } from 'vue-i18n'
const messages = {
en: {
nav: {
dashboard: 'Dashboard',
data: 'Data Management',
signals: 'Signals',
backtest: 'Backtest',
settings: 'Settings',
docs: 'Documentation'
},
dashboard: {
title: 'Dashboard',
totalReturn: 'Total Return',
sharpeRatio: 'Sharpe Ratio',
maxDrawdown: 'Max Drawdown',
winRate: 'Win Rate',
goldSilverPrices: 'Gold & Silver Prices',
gsr: 'Gold-Silver Ratio'
},
data: {
title: 'Data Management',
fetchData: 'Generate Sample Data',
startDate: 'Start Date',
endDate: 'End Date',
fetch: 'Generate',
availableData: 'Database Records',
date: 'Date',
gold: 'Gold',
silver: 'Silver',
gsr: 'GSR',
regime: 'Regime',
position: 'Position',
lowVol: 'Low Vol',
highVol: 'High Vol'
},
signals: {
title: 'Trading Signals'
},
backtest: {
title: 'Backtest Results',
run: 'Run Backtest',
numTrades: 'Number of Trades'
},
settings: {
title: 'Backtest Settings',
rollingWindow: 'Rolling Window (days)',
gsrUpper: 'GSR Upper Threshold',
gsrLower: 'GSR Lower Threshold',
zscoreThreshold: 'Z-Score Threshold',
initialCapital: 'Initial Capital ($)',
save: 'Save Settings',
saved: 'Settings saved successfully!'
},
positions: {
buy_gold_sell_silver: 'Buy Gold/Sell Silver',
buy_silver_sell_gold: 'Buy Silver/Sell Gold',
flat: 'Flat',
reduced: 'Reduced'
}
},
zh: {
nav: {
dashboard: '仪表盘',
data: '数据管理',
signals: '交易信号',
backtest: '回测',
settings: '设置',
docs: '系统说明'
},
dashboard: {
title: '仪表盘',
totalReturn: '总收益',
sharpeRatio: '夏普比率',
maxDrawdown: '最大回撤',
winRate: '胜率',
goldSilverPrices: '黄金白银价格',
gsr: '金银比'
},
data: {
title: '数据管理',
fetchData: '生成模拟数据',
startDate: '开始日期',
endDate: '结束日期',
fetch: '生成',
availableData: '数据库记录',
date: '日期',
gold: '黄金',
silver: '白银',
gsr: '金银比',
regime: '市场状态',
position: '持仓',
lowVol: '低波动',
highVol: '高波动'
},
signals: {
title: '交易信号'
},
backtest: {
title: '回测结果',
run: '运行回测',
numTrades: '交易次数'
},
settings: {
title: '回测设置',
rollingWindow: '滚动窗口 (天)',
gsrUpper: '金银比上限阈值',
gsrLower: '金银比下限阈值',
zscoreThreshold: 'Z分数阈值',
initialCapital: '初始资金 ($)',
save: '保存设置',
saved: '设置保存成功!'
},
positions: {
buy_gold_sell_silver: '买黄金/卖白银',
buy_silver_sell_gold: '买白银/卖黄金',
flat: '空仓',
reduced: '减仓'
}
}
}
const i18n = createI18n({
legacy: false,
locale: 'zh',
fallbackLocale: 'en',
messages
})
export default i18n

7
web/src/main.js Normal file
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import { createApp } from 'vue'
import i18n from './i18n.js'
import App from './App.vue'
const app = createApp(App)
app.use(i18n)
app.mount('#app')

18
web/vite.config.js Normal file
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import { fileURLToPath, URL } from 'node:url'
import { defineConfig } from 'vite'
import vue from '@vitejs/plugin-vue'
import vueDevTools from 'vite-plugin-vue-devtools'
// https://vite.dev/config/
export default defineConfig({
plugins: [
vue(),
vueDevTools(),
],
resolve: {
alias: {
'@': fileURLToPath(new URL('./src', import.meta.url))
},
},
})