Initial commit: 可转债轮动分析系统

- 实时行情：东财push2主源 + 腾讯批量报价备用源（自动切换）
- 历史K线：东财push2his主源 + 腾讯web子域备用源（含熔断机制）
- 增量同步：支持 -incr/-since 参数按存档日期增量入库
- 策略回测：净值曲线/10指标/基准对比，含基本面过滤
- 用户认证：用户名密码 + 邮箱验证码双登录方式
- 前端：三Tab SPA（实时行情/策略回测/数据管理）

internal/backtest/metrics_test.go

@@ -0,0 +1,98 @@
+package backtest
+
+import (
+	"math"
+	"testing"
+)
+
+func TestComputeMetrics_Empty(t *testing.T) {
+	m := ComputeMetrics(nil)
+	if m.TradeDays != 0 {
+		t.Errorf("expected 0 trade days, got %d", m.TradeDays)
+	}
+}
+
+func TestComputeMetrics_SinglePoint(t *testing.T) {
+	curve := []EquityPoint{{Date: "2020-01-02", Value: 100000, Return: 0}}
+	m := ComputeMetrics(curve)
+	if m.TotalReturn != 0 {
+		t.Errorf("expected 0 total return, got %f", m.TotalReturn)
+	}
+}
+
+func TestComputeMetrics_SteadyGrowth(t *testing.T) {
+	// 10 个交易日，每天涨 1%
+	curve := make([]EquityPoint, 11)
+	curve[0] = EquityPoint{Date: "2020-01-02", Value: 100000, Return: 0}
+	for i := 1; i <= 10; i++ {
+		val := curve[i-1].Value * 1.01
+		curve[i] = EquityPoint{
+			Date:   "2020-01-02",
+			Value:  val,
+			Return: val/100000 - 1,
+		}
+	}
+	m := ComputeMetrics(curve)
+	expectedReturn := 100000*math.Pow(1.01, 10)/100000 - 1
+	if math.Abs(m.TotalReturn-expectedReturn) > 0.0001 {
+		t.Errorf("total return: expected %f, got %f", expectedReturn, m.TotalReturn)
+	}
+	if m.WinRatio != 1.0 {
+		t.Errorf("win ratio: expected 1.0, got %f", m.WinRatio)
+	}
+	if m.MaxDrawdown > 0.0001 {
+		t.Errorf("max drawdown: expected 0, got %f", m.MaxDrawdown)
+	}
+	if m.TradeDays != 11 {
+		t.Errorf("trade days: expected 11, got %d", m.TradeDays)
+	}
+}
+
+func TestComputeMetrics_Drawdown(t *testing.T) {
+	// 先涨后跌：100000 → 110000 → 99000
+	curve := []EquityPoint{
+		{Date: "2020-01-02", Value: 100000, Return: 0},
+		{Date: "2020-01-03", Value: 110000, Return: 0.1},
+		{Date: "2020-01-06", Value: 99000, Return: -0.01},
+	}
+	m := ComputeMetrics(curve)
+	if m.TotalReturn != -0.01 {
+		t.Errorf("total return: expected -0.01, got %f", m.TotalReturn)
+	}
+	// 峰值 110000, 谷 99000, 回撤 = (110000-99000)/110000 = 0.1
+	expectedDD := 0.1
+	if math.Abs(m.MaxDrawdown-expectedDD) > 0.0001 {
+		t.Errorf("max drawdown: expected %f, got %f", expectedDD, m.MaxDrawdown)
+	}
+}
+
+func TestComputeMetrics_MixedPerformance(t *testing.T) {
+	// 模拟实际场景：混合涨跌
+	curve := []EquityPoint{
+		{Date: "2020-01-02", Value: 100000, Return: 0},
+		{Date: "2020-01-03", Value: 101000, Return: 0.01},  // +1%
+		{Date: "2020-01-06", Value: 100500, Return: 0.005}, // -0.5%
+		{Date: "2020-01-07", Value: 102000, Return: 0.02},  // +1.5%
+		{Date: "2020-01-08", Value: 101500, Return: 0.015}, // -0.5%
+		{Date: "2020-01-09", Value: 103000, Return: 0.03},  // +1.5%
+	}
+	m := ComputeMetrics(curve)
+	if m.TotalReturn != 0.03 {
+		t.Errorf("total return: expected 0.03, got %f", m.TotalReturn)
+	}
+	if m.TradeDays != 6 {
+		t.Errorf("trade days: expected 6, got %d", m.TradeDays)
+	}
+	// 3 个正收益日 / 5 个交易日
+	if math.Abs(m.WinRatio-0.6) > 0.0001 {
+		t.Errorf("win ratio: expected 0.6, got %f", m.WinRatio)
+	}
+	// 年化收益应 > 0
+	if m.AnnualReturn <= 0 {
+		t.Errorf("annual return should be positive, got %f", m.AnnualReturn)
+	}
+	// 波动率应 > 0
+	if m.Volatility <= 0 {
+		t.Errorf("volatility should be positive, got %f", m.Volatility)
+	}
+}