05ca501f40
后端实现：
- 新增PortfolioNavHistory实体，记录每日净值、成本、收益率
- 实现IPortfolioNavService接口，支持净值计算和历史回填
- 支持基于交易记录完整计算历史净值（买入卖出都会更新）
- 计算统计指标：最大回撤、夏普比率、波动率
新增API：
- GET /api/v1/portfolio/{id}/nav-history - 获取净值曲线
- POST /api/v1/portfolio/{id}/nav-history/backfill - 回填历史净值
- POST /api/v1/portfolio/{id}/nav-history/calculate - 计算当日净值
数据库：
- 新增portfolio_nav_history表迁移脚本
- 支持组合级别的净值历史记录
83 lines
2.4 KiB
C#
83 lines
2.4 KiB
C#
using SqlSugar;
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namespace AssetManager.Data;
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/// <summary>
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/// 组合净值历史表 - 记录每日净值和收益
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/// </summary>
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[SugarTable("portfolio_nav_history")]
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public class PortfolioNavHistory
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{
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/// <summary>
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/// 主键
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/// </summary>
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[SugarColumn(IsPrimaryKey = true, IsIdentity = false)]
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public string? Id { get; set; }
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/// <summary>
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/// 所属组合ID
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/// </summary>
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[SugarColumn(ColumnName = "portfolio_id", IndexGroupNameList = new string[] { "idx_portfolio_date" })]
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public string? PortfolioId { get; set; }
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/// <summary>
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/// 净值日期
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/// </summary>
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[SugarColumn(ColumnName = "nav_date", IndexGroupNameList = new string[] { "idx_portfolio_date" })]
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public DateTime NavDate { get; set; }
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/// <summary>
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/// 总资产价值（组合本位币）
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/// </summary>
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[SugarColumn(ColumnName = "total_value", ColumnDataType = "decimal(18,4)")]
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public decimal TotalValue { get; set; }
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/// <summary>
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/// 总投入成本（组合本位币）
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/// </summary>
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[SugarColumn(ColumnName = "total_cost", ColumnDataType = "decimal(18,4)")]
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public decimal TotalCost { get; set; }
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/// <summary>
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/// 单位净值（初始=1.0）
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/// </summary>
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[SugarColumn(ColumnName = "nav", ColumnDataType = "decimal(18,8)")]
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public decimal Nav { get; set; }
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/// <summary>
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/// 日收益率（%）
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/// </summary>
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[SugarColumn(ColumnName = "daily_return", ColumnDataType = "decimal(10,4)")]
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public decimal DailyReturn { get; set; }
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/// <summary>
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/// 累计收益率（%）
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/// </summary>
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[SugarColumn(ColumnName = "cumulative_return", ColumnDataType = "decimal(10,4)")]
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public decimal CumulativeReturn { get; set; }
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/// <summary>
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/// 本位币
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/// </summary>
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[SugarColumn(ColumnName = "currency", Length = 10)]
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public string? Currency { get; set; }
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/// <summary>
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/// 持仓数量
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/// </summary>
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[SugarColumn(ColumnName = "position_count")]
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public int PositionCount { get; set; }
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/// <summary>
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/// 数据来源（calculated/backfill/estimated）
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/// </summary>
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[SugarColumn(ColumnName = "source", Length = 20)]
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public string? Source { get; set; }
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/// <summary>
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/// 创建时间
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/// </summary>
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[SugarColumn(ColumnName = "created_at")]
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public DateTime CreatedAt { get; set; }
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}
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