init

src/main/java/com/yangwale/backtestify/entity/InstrumentDictionary.java

@@ -7,6 +7,8 @@ import com.yangwale.backtestify.common.BaseEntity;
 import lombok.Getter;
 import lombok.Setter;
 
+import java.math.BigDecimal;
+
 /**
  * 合约字典表
  */
@@ -30,6 +32,9 @@ public class InstrumentDictionary extends BaseEntity {
     /** 价格放大倍数 */
     private Integer priceScale;
 
+    /** 合约最小变动价位（不参与行情价格缩放） */
+    private BigDecimal priceTick;
+
     /** 是否当前主力合约：0-否，1-是 */
     private Integer isMain;
 }

src/main/java/com/yangwale/backtestify/entity/KLineIndicator.java

@@ -0,0 +1,49 @@
+package com.yangwale.backtestify.entity;
+
+import lombok.AllArgsConstructor;
+import lombok.Builder;
+import lombok.Getter;
+import lombok.NoArgsConstructor;
+import lombok.Setter;
+
+import java.math.BigDecimal;
+
+/**
+ * K线指标记录，映射各周期同结构的 t_indicator_* 表。
+ */
+@Getter
+@Setter
+@Builder
+@NoArgsConstructor
+@AllArgsConstructor
+public class KLineIndicator {
+
+    private Integer instrumentId;
+    private Long kTime;
+
+    private BigDecimal ma5;
+    private BigDecimal ma10;
+    private BigDecimal ma20;
+    private BigDecimal ma60;
+
+    private BigDecimal bollMb;
+    private BigDecimal bollUp;
+    private BigDecimal bollDn;
+
+    private BigDecimal ema6;
+    private BigDecimal ema12;
+    private BigDecimal ema20;
+
+    private BigDecimal macdDif;
+    private BigDecimal macdDea;
+    private BigDecimal macdBar;
+
+    private BigDecimal rsi6;
+    private BigDecimal rsi12;
+
+    private BigDecimal kdjK;
+    private BigDecimal kdjD;
+    private BigDecimal kdjJ;
+
+    private Long createAt;
+}

src/main/java/com/yangwale/backtestify/entity/KLineRecord.java

@@ -15,7 +15,7 @@ public class KLineRecord {
     private Integer instrumentId;
 
     /** Unix时间戳，秒级 */
-    private Long timestamp;
+    private Long kTime;
 
     private Integer open;
 

src/main/java/com/yangwale/backtestify/entity/MarketDataSyncLog.java

@@ -1,6 +1,7 @@
 package com.yangwale.backtestify.entity;
 
 import com.baomidou.mybatisplus.annotation.IdType;
+import com.baomidou.mybatisplus.annotation.TableField;
 import com.baomidou.mybatisplus.annotation.TableId;
 import com.baomidou.mybatisplus.annotation.TableName;
 import lombok.Getter;
@@ -22,6 +23,7 @@ public class MarketDataSyncLog {
 
     private String syncType;
 
+    @TableField("f_period")
     private String period;
 
     private String contractCode;

src/main/java/com/yangwale/backtestify/mapper/IndicatorMapper.java

@@ -0,0 +1,77 @@
+package com.yangwale.backtestify.mapper;
+
+import com.yangwale.backtestify.entity.KLineIndicator;
+import org.apache.ibatis.annotations.Insert;
+import org.apache.ibatis.annotations.Mapper;
+import org.apache.ibatis.annotations.Param;
+import org.apache.ibatis.annotations.Select;
+
+import java.util.List;
+
+@Mapper
+public interface IndicatorMapper {
+
+    @Select("""
+            SELECT instrument_id, k_time,
+                   ma5, ma10, ma20, ma60,
+                   boll_mb, boll_up, boll_dn,
+                   ema6, ema12, ema20,
+                   macd_dif, macd_dea, macd_bar,
+                   rsi6, rsi12,
+                   kdj_k, kdj_d, kdj_j,
+                   create_at
+            FROM ${tableName}
+            WHERE instrument_id = #{instrumentId}
+            ORDER BY k_time DESC
+            LIMIT 1
+            """)
+    KLineIndicator selectLatest(@Param("tableName") String tableName,
+                                @Param("instrumentId") Integer instrumentId);
+
+    @Insert("""
+            <script>
+            INSERT INTO ${tableName}
+                (instrument_id, k_time,
+                 ma5, ma10, ma20, ma60,
+                 boll_mb, boll_up, boll_dn,
+                 ema6, ema12, ema20,
+                 macd_dif, macd_dea, macd_bar,
+                 rsi6, rsi12,
+                 kdj_k, kdj_d, kdj_j,
+                 create_at)
+            VALUES
+            <foreach collection="records" item="item" separator=",">
+                (#{item.instrumentId}, #{item.kTime},
+                 #{item.ma5}, #{item.ma10}, #{item.ma20}, #{item.ma60},
+                 #{item.bollMb}, #{item.bollUp}, #{item.bollDn},
+                 #{item.ema6}, #{item.ema12}, #{item.ema20},
+                 #{item.macdDif}, #{item.macdDea}, #{item.macdBar},
+                 #{item.rsi6}, #{item.rsi12},
+                 #{item.kdjK}, #{item.kdjD}, #{item.kdjJ},
+                 #{item.createAt})
+            </foreach>
+            ON DUPLICATE KEY UPDATE
+                ma5 = VALUES(ma5),
+                ma10 = VALUES(ma10),
+                ma20 = VALUES(ma20),
+                ma60 = VALUES(ma60),
+                boll_mb = VALUES(boll_mb),
+                boll_up = VALUES(boll_up),
+                boll_dn = VALUES(boll_dn),
+                ema6 = VALUES(ema6),
+                ema12 = VALUES(ema12),
+                ema20 = VALUES(ema20),
+                macd_dif = VALUES(macd_dif),
+                macd_dea = VALUES(macd_dea),
+                macd_bar = VALUES(macd_bar),
+                rsi6 = VALUES(rsi6),
+                rsi12 = VALUES(rsi12),
+                kdj_k = VALUES(kdj_k),
+                kdj_d = VALUES(kdj_d),
+                kdj_j = VALUES(kdj_j),
+                create_at = VALUES(create_at)
+            </script>
+            """)
+    int upsertBatch(@Param("tableName") String tableName,
+                    @Param("records") List<KLineIndicator> records);
+}

src/main/java/com/yangwale/backtestify/mapper/InstrumentDictionaryMapper.java

@@ -3,7 +3,33 @@ package com.yangwale.backtestify.mapper;
 import com.baomidou.mybatisplus.core.mapper.BaseMapper;
 import com.yangwale.backtestify.entity.InstrumentDictionary;
 import org.apache.ibatis.annotations.Mapper;
+import org.apache.ibatis.annotations.Param;
+import org.apache.ibatis.annotations.Select;
+
+import java.util.List;
 
 @Mapper
 public interface InstrumentDictionaryMapper extends BaseMapper<InstrumentDictionary> {
+
+    @Select("""
+            SELECT *
+            FROM t_instrument_dictionary
+            WHERE exchange_id = #{exchangeId}
+              AND LOWER(contract_code) = LOWER(#{contractCode})
+            ORDER BY id
+            """)
+    List<InstrumentDictionary> selectByExchangeAndContractCodeIgnoreCase(
+            @Param("exchangeId") String exchangeId,
+            @Param("contractCode") String contractCode);
+
+    @Select("""
+            SELECT *
+            FROM t_instrument_dictionary
+            WHERE LOWER(contract_code) = LOWER(#{contractCode})
+              AND is_deleted = 0
+              AND is_main = 1
+            ORDER BY id
+            """)
+    List<InstrumentDictionary> selectMainByContractCodeIgnoreCase(
+            @Param("contractCode") String contractCode);
 }

src/main/java/com/yangwale/backtestify/mapper/KLineMapper.java

@@ -12,25 +12,69 @@ import java.util.List;
 public interface KLineMapper {
 
     @Select("""
-            SELECT instrument_id, timestamp, open, high, low, close,
+            SELECT instrument_id, k_time, open, high, low, close,
                    volume, turnover, open_interest
             FROM ${tableName}
             WHERE instrument_id = #{instrumentId}
-              AND timestamp BETWEEN #{startTimestamp} AND #{endTimestamp}
+              AND k_time BETWEEN #{startTimestamp} AND #{endTimestamp}
-            ORDER BY timestamp ASC
+            ORDER BY k_time ASC
             """)
     List<KLineRecord> selectRange(@Param("tableName") String tableName,
                                   @Param("instrumentId") Integer instrumentId,
                                   @Param("startTimestamp") long startTimestamp,
                                   @Param("endTimestamp") long endTimestamp);
 
+    @Select("""
+            SELECT MAX(k_time)
+            FROM ${tableName}
+            WHERE instrument_id = #{instrumentId}
+            """)
+    Long selectLatestTimestamp(@Param("tableName") String tableName,
+                               @Param("instrumentId") Integer instrumentId);
+
+    @Select("""
+            SELECT instrument_id, k_time, open, high, low, close,
+                   volume, turnover, open_interest
+            FROM ${tableName}
+            WHERE instrument_id = #{instrumentId}
+            ORDER BY k_time ASC
+            """)
+    List<KLineRecord> selectAll(@Param("tableName") String tableName,
+                                @Param("instrumentId") Integer instrumentId);
+
+    @Select("""
+            SELECT instrument_id, k_time, open, high, low, close,
+                   volume, turnover, open_interest
+            FROM ${tableName}
+            WHERE instrument_id = #{instrumentId}
+              AND k_time > #{afterTimestamp}
+            ORDER BY k_time ASC
+            """)
+    List<KLineRecord> selectAfter(@Param("tableName") String tableName,
+                                  @Param("instrumentId") Integer instrumentId,
+                                  @Param("afterTimestamp") long afterTimestamp);
+
+    @Select("""
+            SELECT instrument_id, k_time, open, high, low, close,
+                   volume, turnover, open_interest
+            FROM ${tableName}
+            WHERE instrument_id = #{instrumentId}
+              AND k_time < #{beforeTimestamp}
+            ORDER BY k_time DESC
+            LIMIT #{limit}
+            """)
+    List<KLineRecord> selectBefore(@Param("tableName") String tableName,
+                                   @Param("instrumentId") Integer instrumentId,
+                                   @Param("beforeTimestamp") long beforeTimestamp,
+                                   @Param("limit") int limit);
+
     @Insert("""
             <script>
             INSERT INTO ${tableName}
-                (instrument_id, timestamp, open, high, low, close, volume, turnover, open_interest)
+                (instrument_id, k_time, open, high, low, close, volume, turnover, open_interest)
             VALUES
             <foreach collection="records" item="item" separator=",">
-                (#{item.instrumentId}, #{item.timestamp}, #{item.open}, #{item.high}, #{item.low}, #{item.close},
+                (#{item.instrumentId}, #{item.kTime}, #{item.open}, #{item.high}, #{item.low}, #{item.close},
                  #{item.volume}, #{item.turnover}, #{item.openInterest})
             </foreach>
             ON DUPLICATE KEY UPDATE

src/main/java/com/yangwale/backtestify/service/MarketDataService.java

@@ -2,6 +2,7 @@ package com.yangwale.backtestify.service;
 
 import com.yangwale.backtestify.model.dto.KLineData;
 
+import java.math.BigDecimal;
 import java.time.LocalDateTime;
 import java.util.List;
 
@@ -25,4 +26,9 @@ public interface MarketDataService {
      * 验证合约是否存在
      */
     void validateContract(String contractCode);
+
+    /**
+     * 获取合约最小变动价位
+     */
+    BigDecimal getPriceTick(String contractCode);
 }

src/main/java/com/yangwale/backtestify/service/impl/BacktestEngineImpl.java

@@ -9,6 +9,7 @@ import com.yangwale.backtestify.entity.StrategyResult;
 import com.yangwale.backtestify.entity.TradeDetail;
 import com.yangwale.backtestify.enums.Direction;
 import com.yangwale.backtestify.enums.KLinePeriod;
+import com.yangwale.backtestify.enums.StopUnit;
 import com.yangwale.backtestify.enums.TradeAction;
 import com.yangwale.backtestify.mapper.StrategyConfigMapper;
 import com.yangwale.backtestify.mapper.StrategyResultMapper;
@@ -68,6 +69,7 @@ public class BacktestEngineImpl implements BacktestEngine {
         Direction direction = Direction.of(request.getDirection());
         KLinePeriod period = KLinePeriod.of(request.getKlinePeriod());
         List<SignalStrategy> strategies = signalStrategyFactory.get(request.getIndicators());
+        BigDecimal priceTick = resolvePriceTick(request);
 
         // 2. 计算回测时间范围
         LocalDateTime now = LocalDateTime.now();
@@ -82,16 +84,17 @@ public class BacktestEngineImpl implements BacktestEngine {
         log.info("回测区间: {} ~ {}, K线数量: {}", kLines.getFirst().getTime(), kLines.getLast().getTime(), kLines.size());
 
         // 4. 创建回测上下文
-        BacktestContext ctx = new BacktestContext(initialCapital, marginRatio, feeRate);
+        BigDecimal initialCapitalAmount = money(initialCapital);
+        BacktestContext ctx = new BacktestContext(initialCapitalAmount, marginRatio, feeRate);
 
         // 5. 逐根K线遍历
         for (int i = 0; i < kLines.size(); i++) {
             KLineData kline = kLines.get(i);
-            ctx.updateEquity();
 
             // 5a. 检查止盈/止损
-            if (ctx.hasPosition() && checkStopCondition(ctx, kline, request)) {
+            if (ctx.hasPosition() && checkStopCondition(ctx, kline, request, direction, priceTick)) {
                 closePosition(ctx, kline, direction);
+                ctx.recordEquity(kline, direction);
                 continue;
             }
 
@@ -101,27 +104,32 @@ public class BacktestEngineImpl implements BacktestEngine {
                 boolean allSell = strategies.stream().allMatch(s -> s.isSellSignal(kline, kLines));
 
                 if (direction == Direction.LONG && allBuy) {
-                    openPosition(ctx, kline, direction);
+                    openPosition(ctx, kline, direction, request.getOpenVolume());
                 } else if (direction == Direction.SHORT && allSell) {
-                    openPosition(ctx, kline, direction);
+                    openPosition(ctx, kline, direction, request.getOpenVolume());
                 }
             }
+            ctx.recordEquity(kline, direction);
         }
 
         // 6. 遍历结束，强制平仓
         if (ctx.hasPosition()) {
             KLineData lastKline = kLines.getLast();
             closePosition(ctx, lastKline, direction);
+            ctx.recordEquity(lastKline, direction);
         }
+        ctx.calculateDailyYields();
 
         // 7. 计算指标
         LocalDate startDate = kLines.getFirst().getTime().toLocalDate();
         LocalDate endDate = kLines.getLast().getTime().toLocalDate();
         long totalDays = ChronoUnit.DAYS.between(startDate, endDate) + 1;
 
-        BigDecimal finalCapital = ctx.getTotalEquity();
+        BigDecimal finalCapital = money(ctx.getTotalEquity());
-        BigDecimal totalYield = calcTotalYield(finalCapital);
+        BigDecimal maxEquity = money(ctx.maxEquity);
-        BigDecimal profitAmount = finalCapital.subtract(initialCapital);
+        BigDecimal minEquity = money(ctx.minEquity);
+        BigDecimal totalYield = calcTotalYield(finalCapital, initialCapitalAmount);
+        BigDecimal profitAmount = money(finalCapital.subtract(initialCapitalAmount));
         BigDecimal annualizedYield = calcAnnualizedYield(totalYield, totalDays);
         BigDecimal maxDrawdown = calcMaxDrawdown(ctx);
         BigDecimal sharpeRatio = calcSharpeRatio(ctx.dailyYields);
@@ -129,24 +137,23 @@ public class BacktestEngineImpl implements BacktestEngine {
 
         // 8. 持久化
         StrategyConfig config = saveStrategyConfig(request);
-        saveStrategyResult(config.getId(), initialCapital, finalCapital,
+        saveStrategyResult(config.getId(), initialCapitalAmount, finalCapital,
-                ctx.maxEquity, ctx.minEquity, totalYield, profitAmount, annualizedYield,
+                maxEquity, minEquity, totalYield, profitAmount, annualizedYield,
                 ctx.tradeRecords.size(), maxDrawdown, sharpeRatio, winRate,
                 startDate, endDate, ctx.dailyEquityCurve);
         List<TradeDetail> tradeDetails = saveTradeDetails(config.getId(), ctx.tradeRecords);
 
         // 9. 构建响应
-        return buildResponse(request, config.getId(), initialCapital, finalCapital,
+        return buildResponse(request, config.getId(), initialCapitalAmount, finalCapital,
-                ctx.maxEquity, ctx.minEquity, totalYield, profitAmount, annualizedYield,
+                maxEquity, minEquity, totalYield, profitAmount, annualizedYield,
                 ctx.tradeRecords.size(), maxDrawdown, sharpeRatio, winRate,
                 startDate, endDate, ctx, tradeDetails);
     }
 
     // ==================== 交易操作 ====================
 
-    private void openPosition(BacktestContext ctx, KLineData kline, Direction direction) {
+    private void openPosition(BacktestContext ctx, KLineData kline, Direction direction, int volume) {
         BigDecimal price = kline.getClose();
-        int volume = 1; // 简化：每次开仓1手
         BigDecimal turnover = price.multiply(BigDecimal.valueOf(volume));
         BigDecimal margin = turnover.multiply(marginRatio);
         BigDecimal fee = turnover.multiply(feeRate);
@@ -160,10 +167,11 @@ public class BacktestEngineImpl implements BacktestEngine {
         ctx.position = volume;
         ctx.avgCostPrice = price;
         ctx.marginLocked = margin;
+        ctx.openFee = fee;
 
         TradeAction action = direction == Direction.LONG ? TradeAction.BUY_OPEN : TradeAction.SELL_OPEN;
         String signal = direction == Direction.LONG ? "B" : "S";
-        ctx.addRecord(action, price, volume, turnover, kline.getTime(), signal);
+        ctx.addRecord(action, price, volume, turnover, kline.getTime(), signal, null);
         log.debug("开仓: {} {}手 @ {}, 保证金={}, 手续费={}", action.getLabel(), volume, price, margin, fee);
     }
 
@@ -178,61 +186,95 @@ public class BacktestEngineImpl implements BacktestEngine {
         if (direction == Direction.SHORT) {
             profit = BigDecimal.ZERO.subtract(profit); // 做空盈亏反向
         }
+        BigDecimal netProfit = profit.subtract(ctx.openFee).subtract(fee);
         ctx.availableCapital = ctx.availableCapital.add(ctx.marginLocked).add(profit).subtract(fee);
         ctx.position = 0;
         ctx.marginLocked = BigDecimal.ZERO;
         ctx.avgCostPrice = BigDecimal.ZERO;
+        ctx.openFee = BigDecimal.ZERO;
 
         TradeAction action = direction == Direction.LONG ? TradeAction.SELL_CLOSE : TradeAction.BUY_CLOSE;
         String signal = direction == Direction.LONG ? "S" : "B";
-        ctx.addRecord(action, price, volume, turnover, kline.getTime(), signal);
+        ctx.addRecord(action, price, volume, turnover, kline.getTime(), signal, netProfit);
         log.debug("平仓: {} {}手 @ {}, 盈亏={}, 手续费={}", action.getLabel(), volume, price, profit, fee);
     }
 
     // ==================== 止盈止损检查 ====================
 
-    private boolean checkStopCondition(BacktestContext ctx, KLineData kline, BacktestRequest request) {
+    private boolean checkStopCondition(BacktestContext ctx, KLineData kline, BacktestRequest request,
+                                       Direction direction, BigDecimal priceTick) {
         BigDecimal price = kline.getClose();
         BigDecimal cost = ctx.avgCostPrice;
 
         if (request.getStopLossValue() != null) {
-            if ("PERCENT".equalsIgnoreCase(request.getStopLossUnit())) {
+            BigDecimal stopDistance = calculateStopDistance(
-                BigDecimal stopPct = request.getStopLossValue().divide(BigDecimal.valueOf(100), 6, RoundingMode.HALF_UP);
+                    cost, request.getStopLossValue(), StopUnit.of(request.getStopLossUnit()), priceTick);
-                BigDecimal lossRatio = BigDecimal.ONE.subtract(stopPct);
+            BigDecimal stopPrice = direction == Direction.LONG
-                // 做多：止损价 = 成本价 × (1 - 止损%)
+                    ? cost.subtract(stopDistance)
-                // 做空：止损价 = 成本价 × (1 + 止损%)
+                    : cost.add(stopDistance);
-                BigDecimal stopPrice = cost.multiply(lossRatio);
+            boolean triggered = direction == Direction.LONG
-                if (price.compareTo(stopPrice) <= 0) {
+                    ? price.compareTo(stopPrice) <= 0
-                    log.info("触发止损: 价格={}, 止损价={}", price, stopPrice);
+                    : price.compareTo(stopPrice) >= 0;
-                    return true;
+            if (triggered) {
-                }
+                log.info("触发止损: 价格={}, 止损价={}", price, stopPrice);
+                return true;
             }
         }
 
         if (request.getTakeProfitValue() != null) {
-            if ("PERCENT".equalsIgnoreCase(request.getTakeProfitUnit())) {
+            BigDecimal takeProfitDistance = calculateStopDistance(
-                BigDecimal tpPct = request.getTakeProfitValue().divide(BigDecimal.valueOf(100), 6, RoundingMode.HALF_UP);
+                    cost, request.getTakeProfitValue(), StopUnit.of(request.getTakeProfitUnit()), priceTick);
-                BigDecimal gainRatio = BigDecimal.ONE.add(tpPct);
+            BigDecimal takeProfitPrice = direction == Direction.LONG
-                BigDecimal tpPrice = cost.multiply(gainRatio);
+                    ? cost.add(takeProfitDistance)
-                if (price.compareTo(tpPrice) >= 0) {
+                    : cost.subtract(takeProfitDistance);
-                    log.info("触发止盈: 价格={}, 止盈价={}", price, tpPrice);
+            boolean triggered = direction == Direction.LONG
-                    return true;
+                    ? price.compareTo(takeProfitPrice) >= 0
-                }
+                    : price.compareTo(takeProfitPrice) <= 0;
+            if (triggered) {
+                log.info("触发止盈: 价格={}, 止盈价={}", price, takeProfitPrice);
+                return true;
             }
         }
 
         return false;
     }
 
+    private BigDecimal resolvePriceTick(BacktestRequest request) {
+        boolean tickStopLoss = request.getStopLossValue() != null
+                && StopUnit.TICK == StopUnit.of(request.getStopLossUnit());
+        boolean tickTakeProfit = request.getTakeProfitValue() != null
+                && StopUnit.TICK == StopUnit.of(request.getTakeProfitUnit());
+        return tickStopLoss || tickTakeProfit
+                ? marketDataService.getPriceTick(request.getContractCode())
+                : null;
+    }
+
+    private BigDecimal calculateStopDistance(BigDecimal cost, BigDecimal value,
+                                             StopUnit unit, BigDecimal priceTick) {
+        if (unit == StopUnit.TICK) {
+            if (priceTick == null || priceTick.signum() <= 0) {
+                throw new BusinessException(ErrorCode.MARKET_DATA_UNAVAILABLE,
+                        "TICK止盈止损缺少有效的最小变动价位");
+            }
+            return value.multiply(priceTick);
+        }
+        BigDecimal percentage = value.divide(BigDecimal.valueOf(100), 8, RoundingMode.HALF_UP);
+        return cost.multiply(percentage);
+    }
+
     // ==================== 指标计算 ====================
 
-    private BigDecimal calcTotalYield(BigDecimal finalCapital) {
+    private BigDecimal calcTotalYield(BigDecimal finalCapital, BigDecimal initialCapitalAmount) {
-        return finalCapital.subtract(initialCapital)
+        return finalCapital.subtract(initialCapitalAmount)
-                .divide(initialCapital, 8, RoundingMode.HALF_UP)
+                .divide(initialCapitalAmount, 8, RoundingMode.HALF_UP)
                 .multiply(BigDecimal.valueOf(100))
                 .setScale(4, RoundingMode.HALF_UP);
     }
 
+    private BigDecimal money(BigDecimal value) {
+        return value.setScale(2, RoundingMode.HALF_UP);
+    }
+
     private BigDecimal calcAnnualizedYield(BigDecimal totalYield, long totalDays) {
         if (totalDays <= 0) return BigDecimal.ZERO;
         return totalYield.divide(BigDecimal.valueOf(totalDays), 8, RoundingMode.HALF_UP)
@@ -241,12 +283,21 @@ public class BacktestEngineImpl implements BacktestEngine {
     }
 
     private BigDecimal calcMaxDrawdown(BacktestContext ctx) {
-        if (ctx.maxEquity.compareTo(BigDecimal.ZERO) == 0) return BigDecimal.ZERO;
+        BigDecimal peak = BigDecimal.ZERO;
-        BigDecimal minAfterMax = ctx.minEquity;
+        BigDecimal maximum = BigDecimal.ZERO;
-        return ctx.maxEquity.subtract(minAfterMax)
+        for (BigDecimal equity : ctx.equityHistory) {
-                .divide(ctx.maxEquity, 8, RoundingMode.HALF_UP)
+            if (equity.compareTo(peak) > 0) {
-                .multiply(BigDecimal.valueOf(100))
+                peak = equity;
-                .abs()
+            }
+            if (peak.compareTo(BigDecimal.ZERO) > 0) {
+                BigDecimal drawdown = peak.subtract(equity)
+                        .divide(peak, 8, RoundingMode.HALF_UP);
+                if (drawdown.compareTo(maximum) > 0) {
+                    maximum = drawdown;
+                }
+            }
+        }
+        return maximum.multiply(BigDecimal.valueOf(100))
                 .setScale(4, RoundingMode.HALF_UP);
     }
 
@@ -274,18 +325,11 @@ public class BacktestEngineImpl implements BacktestEngine {
         if (records.isEmpty()) return BigDecimal.ZERO;
         long winCount = 0;
         long totalClose = 0;
-        for (int i = 0; i < records.size(); i++) {
+        for (BacktestContext.TradeRecord r : records) {
-            BacktestContext.TradeRecord r = records.get(i);
             if (r.action == TradeAction.SELL_CLOSE || r.action == TradeAction.BUY_CLOSE) {
                 totalClose++;
-                // 寻找对应的开仓记录计算盈亏
+                if (r.netProfit != null && r.netProfit.compareTo(BigDecimal.ZERO) > 0) {
-                for (int j = i - 1; j >= 0; j--) {
+                    winCount++;
-                    BacktestContext.TradeRecord open = records.get(j);
-                    if ((r.action == TradeAction.SELL_CLOSE && open.action == TradeAction.BUY_OPEN)
-                            || (r.action == TradeAction.BUY_CLOSE && open.action == TradeAction.SELL_OPEN)) {
-                        if (r.turnover.compareTo(open.turnover) > 0) winCount++;
-                        break;
-                    }
                 }
             }
         }
@@ -456,20 +500,23 @@ public class BacktestEngineImpl implements BacktestEngine {
         int position = 0;
         BigDecimal avgCostPrice = BigDecimal.ZERO;
         BigDecimal marginLocked = BigDecimal.ZERO;
+        BigDecimal openFee = BigDecimal.ZERO;
+        BigDecimal initialCapital;
         BigDecimal maxEquity;
         BigDecimal minEquity;
         List<TradeRecord> tradeRecords = new ArrayList<>();
         List<DailyEquity> dailyEquityCurve = new ArrayList<>();
         List<BigDecimal> dailyYields = new ArrayList<>();
-        BigDecimal dayStartEquity;
+        List<BigDecimal> equityHistory = new ArrayList<>();
 
         BacktestContext(BigDecimal capital, BigDecimal marginRatio, BigDecimal feeRate) {
+            this.initialCapital = capital;
             this.availableCapital = capital;
             this.marginRatio = marginRatio;
             this.feeRate = feeRate;
             this.maxEquity = capital;
             this.minEquity = capital;
-            this.dayStartEquity = capital;
+            this.equityHistory.add(capital);
         }
 
         boolean hasPosition() {
@@ -480,15 +527,52 @@ public class BacktestEngineImpl implements BacktestEngine {
             return availableCapital.add(marginLocked);
         }
 
-        void updateEquity() {
+        void recordEquity(KLineData kline, Direction direction) {
             BigDecimal equity = getTotalEquity();
+            if (hasPosition()) {
+                BigDecimal unrealized = kline.getClose().subtract(avgCostPrice)
+                        .multiply(BigDecimal.valueOf(position));
+                if (direction == Direction.SHORT) {
+                    unrealized = unrealized.negate();
+                }
+                equity = equity.add(unrealized);
+            }
+            equityHistory.add(equity);
             if (equity.compareTo(maxEquity) > 0) maxEquity = equity;
             if (equity.compareTo(minEquity) < 0) minEquity = equity;
+
+            BigDecimal displayEquity = equity.setScale(2, RoundingMode.HALF_UP);
+            BigDecimal cumulativeYield = displayEquity.subtract(initialCapital)
+                    .divide(initialCapital, 8, RoundingMode.HALF_UP)
+                    .multiply(BigDecimal.valueOf(100))
+                    .setScale(4, RoundingMode.HALF_UP);
+            DailyEquity point = new DailyEquity(
+                    kline.getTime().toLocalDate(), displayEquity, cumulativeYield);
+            if (!dailyEquityCurve.isEmpty()
+                    && dailyEquityCurve.getLast().date.equals(point.date)) {
+                dailyEquityCurve.set(dailyEquityCurve.size() - 1, point);
+            } else {
+                dailyEquityCurve.add(point);
+            }
+        }
+
+        void calculateDailyYields() {
+            dailyYields.clear();
+            BigDecimal previousEquity = initialCapital;
+            for (DailyEquity point : dailyEquityCurve) {
+                BigDecimal dailyYield = previousEquity.compareTo(BigDecimal.ZERO) == 0
+                        ? BigDecimal.ZERO
+                        : point.equity.subtract(previousEquity)
+                                .divide(previousEquity, 8, RoundingMode.HALF_UP);
+                dailyYields.add(dailyYield);
+                previousEquity = point.equity;
+            }
         }
 
         void addRecord(TradeAction action, BigDecimal price, int volume, BigDecimal turnover,
-                       LocalDateTime klineTime, String signal) {
+                       LocalDateTime klineTime, String signal, BigDecimal netProfit) {
-            tradeRecords.add(new TradeRecord(action, price, volume, turnover, LocalDateTime.now(), klineTime, signal));
+            tradeRecords.add(new TradeRecord(
+                    action, price, volume, turnover, klineTime, klineTime, signal, netProfit));
         }
 
         static class TradeRecord {
@@ -499,9 +583,11 @@ public class BacktestEngineImpl implements BacktestEngine {
             LocalDateTime tradeTime;
             LocalDateTime klineTime;
             String signal;
+            BigDecimal netProfit;
 
             TradeRecord(TradeAction action, BigDecimal price, int volume, BigDecimal turnover,
-                        LocalDateTime tradeTime, LocalDateTime klineTime, String signal) {
+                        LocalDateTime tradeTime, LocalDateTime klineTime, String signal,
+                        BigDecimal netProfit) {
                 this.action = action;
                 this.price = price;
                 this.volume = volume;
@@ -509,6 +595,7 @@ public class BacktestEngineImpl implements BacktestEngine {
                 this.tradeTime = tradeTime;
                 this.klineTime = klineTime;
                 this.signal = signal;
+                this.netProfit = netProfit;
             }
         }
 

src/main/java/com/yangwale/backtestify/service/impl/MarketDataServiceImpl.java

@@ -11,6 +11,7 @@ import org.springframework.beans.factory.annotation.Autowired;
 import org.springframework.data.redis.core.RedisTemplate;
 import org.springframework.stereotype.Service;
 
+import java.math.BigDecimal;
 import java.time.Duration;
 import java.time.LocalDateTime;
 import java.time.ZoneId;
@@ -76,6 +77,17 @@ public class MarketDataServiceImpl implements MarketDataService {
         }
     }
 
+    @Override
+    public BigDecimal getPriceTick(String contractCode) {
+        validateContract(contractCode);
+        BigDecimal priceTick = marketDataProvider.getPriceTick(contractCode);
+        if (priceTick == null || priceTick.signum() <= 0) {
+            throw new BusinessException(ErrorCode.MARKET_DATA_UNAVAILABLE,
+                    "合约缺少有效的最小变动价位: " + contractCode);
+        }
+        return priceTick;
+    }
+
     private String buildCacheKey(String contractCode, String period,
                                  LocalDateTime startTime, LocalDateTime endTime) {
         long startEpoch = startTime.atZone(ZONE_ID).toEpochSecond();

src/main/java/com/yangwale/backtestify/service/market/FakeMarketDataProvider.java

@@ -59,6 +59,11 @@ public class FakeMarketDataProvider implements MarketDataProvider {
         return CONTRACT.equals(contractCode);
     }
 
+    @Override
+    public BigDecimal getPriceTick(String contractCode) {
+        return supportsContract(contractCode) ? BigDecimal.ONE : null;
+    }
+
     // ==================== 数据生成 ====================
 
     /**

src/main/java/com/yangwale/backtestify/service/market/MarketDataProvider.java

@@ -2,6 +2,7 @@ package com.yangwale.backtestify.service.market;
 
 import com.yangwale.backtestify.model.dto.KLineData;
 
+import java.math.BigDecimal;
 import java.time.LocalDateTime;
 import java.util.List;
 
@@ -33,4 +34,9 @@ public interface MarketDataProvider {
      * 检查是否支持该合约
      */
     boolean supportsContract(String contractCode);
+
+    /**
+     * 获取合约最小变动价位
+     */
+    BigDecimal getPriceTick(String contractCode);
 }

src/main/java/com/yangwale/backtestify/service/market/MysqlMarketDataProvider.java

@@ -75,6 +75,12 @@ public class MysqlMarketDataProvider implements MarketDataProvider {
         return findInstrument(contractCode) != null;
     }
 
+    @Override
+    public BigDecimal getPriceTick(String contractCode) {
+        InstrumentDictionary instrument = findInstrument(contractCode);
+        return instrument == null ? null : instrument.getPriceTick();
+    }
+
     private InstrumentDictionary findInstrument(String contractCode) {
         return instrumentDictionaryMapper.selectOne(new LambdaQueryWrapper<InstrumentDictionary>()
                 .eq(InstrumentDictionary::getContractCode, contractCode)
@@ -84,7 +90,7 @@ public class MysqlMarketDataProvider implements MarketDataProvider {
 
     private KLineData toKLineData(KLineRecord record, int priceScale) {
         return KLineData.builder()
-                .time(LocalDateTime.ofInstant(Instant.ofEpochSecond(record.getTimestamp()), ZONE_ID))
+                .time(LocalDateTime.ofInstant(Instant.ofEpochSecond(record.getKTime()), ZONE_ID))
                 .open(PriceScaleConverter.toRaw(record.getOpen(), priceScale))
                 .high(PriceScaleConverter.toRaw(record.getHigh(), priceScale))
                 .low(PriceScaleConverter.toRaw(record.getLow(), priceScale))

src/main/java/com/yangwale/backtestify/service/market/client/CnQuotationClient.java

@@ -1,7 +1,7 @@
 package com.yangwale.backtestify.service.market.client;
 
 import com.alibaba.fastjson2.JSON;
-import com.alibaba.fastjson2.TypeReference;
+import com.alibaba.fastjson2.JSONObject;
 import com.yangwale.backtestify.common.BusinessException;
 import com.yangwale.backtestify.common.ErrorCode;
 import com.yangwale.backtestify.config.MarketDataProperties;
@@ -33,11 +33,10 @@ public class CnQuotationClient {
         String body = get(urlBuilder("goods/list")
                 .addQueryParameter("pageSize", "-1")
                 .build());
-        CnQuotationModels.ResultModel<CnQuotationModels.GoodsPage> result = JSON.parseObject(body,
+        JSONObject data = parseData(body);
-                new TypeReference<CnQuotationModels.ResultModel<CnQuotationModels.GoodsPage>>() {
+        return data == null || data.getJSONArray("list") == null
-                });
+                ? List.of()
-        CnQuotationModels.GoodsPage data = unwrap(result);
+                : data.getJSONArray("list").toJavaList(CnQuotationModels.GoodsItem.class);
-        return data == null || data.list() == null ? List.of() : data.list();
     }
 
     public List<CnQuotationModels.KChartItem> getKChart(String excode, String code, String period) {
@@ -47,11 +46,7 @@ public class CnQuotationClient {
                 .addQueryParameter("code", code)
                 .addQueryParameter("type", String.valueOf(type))
                 .build());
-        CnQuotationModels.ResultModel<CnQuotationModels.KChartResult> result = JSON.parseObject(body,
+        return parseKChartItems(body);
-                new TypeReference<CnQuotationModels.ResultModel<CnQuotationModels.KChartResult>>() {
-                });
-        CnQuotationModels.KChartResult data = unwrap(result);
-        return data == null || data.chats() == null ? List.of() : data.chats();
     }
 
     public List<CnQuotationModels.KChartItem> getKChartByDate(String excode, String code, String period,
@@ -64,11 +59,7 @@ public class CnQuotationClient {
                 .addQueryParameter("date", String.valueOf(date))
                 .addQueryParameter("direction", direction)
                 .build());
-        CnQuotationModels.ResultModel<CnQuotationModels.KChartResult> result = JSON.parseObject(body,
+        return parseKChartItems(body);
-                new TypeReference<CnQuotationModels.ResultModel<CnQuotationModels.KChartResult>>() {
-                });
-        CnQuotationModels.KChartResult data = unwrap(result);
-        return data == null || data.chats() == null ? List.of() : data.chats();
     }
 
     public Integer typeOf(String period) {
@@ -86,15 +77,25 @@ public class CnQuotationClient {
         };
     }
 
-    private <T> T unwrap(CnQuotationModels.ResultModel<T> result) {
+    private List<CnQuotationModels.KChartItem> parseKChartItems(String body) {
+        JSONObject data = parseData(body);
+        return data == null || data.getJSONArray("chats") == null
+                ? List.of()
+                : data.getJSONArray("chats").toJavaList(CnQuotationModels.KChartItem.class);
+    }
+
+    private JSONObject parseData(String body) {
+        JSONObject result = JSON.parseObject(body);
         if (result == null) {
             throw new BusinessException(ErrorCode.MARKET_DATA_UNAVAILABLE, "行情接口返回为空");
         }
-        if (!Boolean.TRUE.equals(result.success())) {
+        if (!Boolean.TRUE.equals(result.getBoolean("success"))) {
             throw new BusinessException(ErrorCode.MARKET_DATA_UNAVAILABLE,
-                    result.errorInfo() != null ? result.errorInfo() : "行情接口调用失败: " + result.errorCode());
+                    result.getString("errorInfo") != null
+                            ? result.getString("errorInfo")
+                            : "行情接口调用失败: " + result.getString("errorCode"));
         }
-        return result.data();
+        return result.getJSONObject("data");
     }
 
     private HttpUrl.Builder urlBuilder(String path) {

src/main/java/com/yangwale/backtestify/service/market/client/CnQuotationModels.java

@@ -19,8 +19,7 @@ public class CnQuotationModels {
                             String productId,
                             String goodsName,
                             String mainContractCode,
-                            Integer isPrincipal,
+                            Integer isPrincipal) {
-                            Integer decimalPrecision) {
     }
 
     public record KChartResult(List<KChartItem> chats) {

src/main/java/com/yangwale/backtestify/service/market/convert/PriceScaleConverter.java

@@ -33,16 +33,8 @@ public final class PriceScaleConverter {
         if (value == null || value.isBlank() || "-".equals(value.trim())) {
             return 0L;
         }
-        return new BigDecimal(value.trim()).setScale(0, RoundingMode.HALF_UP).longValue();
+        long parsed = new BigDecimal(value.trim()).setScale(0, RoundingMode.HALF_UP).longValue();
-    }
+        return Math.max(parsed, 0L);
-
-    public static int scaleFromPrecision(Integer decimalPrecision) {
-        int precision = decimalPrecision == null ? 0 : Math.max(decimalPrecision, 0);
-        int scale = 1;
-        for (int i = 0; i < precision; i++) {
-            scale *= 10;
-        }
-        return scale;
     }
 
     private static int scaleDigits(int priceScale) {

src/main/java/com/yangwale/backtestify/service/market/indicator/IndicatorCalculationService.java

@@ -0,0 +1,21 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+/**
+ * 指标历史重建及增量更新入口。
+ */
+public interface IndicatorCalculationService {
+
+    /**
+     * 计算指定合约、周期的全部历史K线指标并批量写入。
+     *
+     * @return 数据库受影响行数
+     */
+    int rebuild(String period, Integer instrumentId);
+
+    /**
+     * 从指标表最新时间点之后计算新增K线，只写入新增指标。
+     *
+     * @return 数据库受影响行数
+     */
+    int updateIncremental(String period, Integer instrumentId);
+}

src/main/java/com/yangwale/backtestify/service/market/indicator/IndicatorCalculator.java

@@ -0,0 +1,19 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+
+import java.util.List;
+
+/**
+ * K线技术指标计算边界。
+ */
+public interface IndicatorCalculator {
+
+    List<KLineIndicator> calculate(List<KLineRecord> kLines, int priceScale);
+
+    List<KLineIndicator> calculateIncremental(List<KLineRecord> history,
+                                              List<KLineRecord> additions,
+                                              KLineIndicator previousIndicator,
+                                              int priceScale);
+}

src/main/java/com/yangwale/backtestify/service/market/indicator/TechnicalIndicatorCalculator.java

@@ -0,0 +1,275 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+import org.springframework.stereotype.Component;
+
+import java.math.BigDecimal;
+import java.math.MathContext;
+import java.math.RoundingMode;
+import java.time.Instant;
+import java.util.ArrayList;
+import java.util.Comparator;
+import java.util.List;
+
+/**
+ * MA、BOLL、EMA、MACD、RSI、KDJ 的统一计算器。
+ *
+ * <p>价格类指标保留 6 位小数，摆动类指标保留 4 位小数，与指标表字段精度一致。</p>
+ */
+@Component
+public class TechnicalIndicatorCalculator implements IndicatorCalculator {
+
+    private static final MathContext MC = MathContext.DECIMAL128;
+    private static final BigDecimal TWO = BigDecimal.valueOf(2);
+    private static final BigDecimal FIFTY = BigDecimal.valueOf(50);
+    private static final BigDecimal HUNDRED = BigDecimal.valueOf(100);
+
+    @Override
+    public List<KLineIndicator> calculate(List<KLineRecord> kLines, int priceScale) {
+        validate(kLines, priceScale);
+        return calculateRows(List.of(), kLines, new State(), priceScale);
+    }
+
+    @Override
+    public List<KLineIndicator> calculateIncremental(List<KLineRecord> history,
+                                                     List<KLineRecord> additions,
+                                                     KLineIndicator previousIndicator,
+                                                     int priceScale) {
+        validate(history, priceScale);
+        validate(additions, priceScale);
+        if (additions.isEmpty()) {
+            return List.of();
+        }
+        if (previousIndicator == null) {
+            List<KLineRecord> all = new ArrayList<>(history.size() + additions.size());
+            all.addAll(history);
+            all.addAll(additions);
+            List<KLineIndicator> calculated = calculate(all, priceScale);
+            return List.copyOf(calculated.subList(calculated.size() - additions.size(), calculated.size()));
+        }
+
+        State state = State.from(previousIndicator);
+        return calculateRows(history, additions, state, priceScale);
+    }
+
+    private List<KLineIndicator> calculateRows(List<KLineRecord> history,
+                                                List<KLineRecord> rows,
+                                                State state,
+                                                int priceScale) {
+        List<PriceBar> window = new ArrayList<>(history.size() + rows.size());
+        for (KLineRecord record : history) {
+            window.add(toPriceBar(record, priceScale));
+        }
+
+        List<KLineIndicator> result = new ArrayList<>(rows.size());
+        long createAt = Instant.now().getEpochSecond();
+        for (KLineRecord record : rows) {
+            PriceBar current = toPriceBar(record, priceScale);
+            window.add(current);
+
+            BigDecimal ma5 = movingAverage(window, 5);
+            BigDecimal ma10 = movingAverage(window, 10);
+            BigDecimal ma20 = movingAverage(window, 20);
+            BigDecimal ma60 = movingAverage(window, 60);
+
+            BigDecimal bollMb = null;
+            BigDecimal bollUp = null;
+            BigDecimal bollDn = null;
+            if (window.size() >= 20) {
+                bollMb = price(movingAverageRaw(window, 20));
+                BigDecimal standardDeviation = standardDeviation(window, 20);
+                bollUp = price(bollMb.add(standardDeviation.multiply(TWO, MC), MC));
+                bollDn = price(bollMb.subtract(standardDeviation.multiply(TWO, MC), MC));
+            }
+
+            state.ema6 = ema(current.close(), state.ema6, 6);
+            state.ema12 = ema(current.close(), state.ema12, 12);
+            state.ema20 = ema(current.close(), state.ema20, 20);
+            state.ema26 = ema(current.close(), state.ema26, 26);
+
+            BigDecimal dif = state.ema12.subtract(state.ema26, MC);
+            state.dea = state.dea == null
+                    ? dif
+                    : state.dea.multiply(BigDecimal.valueOf(0.8), MC)
+                    .add(dif.multiply(BigDecimal.valueOf(0.2), MC), MC);
+            BigDecimal macdBar = price(dif.subtract(state.dea, MC).multiply(TWO, MC));
+
+            BigDecimal rsi6 = rsi(window, 6);
+            BigDecimal rsi12 = rsi(window, 12);
+
+            BigDecimal rsv = rsv(window, 9);
+            state.k = state.k.multiply(BigDecimal.valueOf(2), MC)
+                    .add(rsv, MC).divide(BigDecimal.valueOf(3), MC);
+            state.d = state.d.multiply(BigDecimal.valueOf(2), MC)
+                    .add(state.k, MC).divide(BigDecimal.valueOf(3), MC);
+            BigDecimal j = oscillator(state.k.multiply(BigDecimal.valueOf(3), MC)
+                    .subtract(state.d.multiply(BigDecimal.valueOf(2), MC), MC));
+
+            result.add(KLineIndicator.builder()
+                    .instrumentId(record.getInstrumentId())
+                    .kTime(record.getKTime())
+                    .ma5(ma5)
+                    .ma10(ma10)
+                    .ma20(ma20)
+                    .ma60(ma60)
+                    .bollMb(bollMb)
+                    .bollUp(bollUp)
+                    .bollDn(bollDn)
+                    .ema6(price(state.ema6))
+                    .ema12(price(state.ema12))
+                    .ema20(price(state.ema20))
+                    .macdDif(price(dif))
+                    .macdDea(price(state.dea))
+                    .macdBar(macdBar)
+                    .rsi6(rsi6)
+                    .rsi12(rsi12)
+                    .kdjK(oscillator(state.k))
+                    .kdjD(oscillator(state.d))
+                    .kdjJ(j)
+                    .createAt(createAt)
+                    .build());
+        }
+        return result;
+    }
+
+    private BigDecimal movingAverage(List<PriceBar> values, int period) {
+        return values.size() < period ? null : price(movingAverageRaw(values, period));
+    }
+
+    private BigDecimal movingAverageRaw(List<PriceBar> values, int period) {
+        BigDecimal sum = BigDecimal.ZERO;
+        for (int i = values.size() - period; i < values.size(); i++) {
+            sum = sum.add(values.get(i).close(), MC);
+        }
+        return sum.divide(BigDecimal.valueOf(period), MC);
+    }
+
+    private BigDecimal standardDeviation(List<PriceBar> values, int period) {
+        BigDecimal mean = movingAverageRaw(values, period);
+        BigDecimal squareSum = BigDecimal.ZERO;
+        for (int i = values.size() - period; i < values.size(); i++) {
+            BigDecimal difference = values.get(i).close().subtract(mean, MC);
+            squareSum = squareSum.add(difference.multiply(difference, MC), MC);
+        }
+        return squareSum.divide(BigDecimal.valueOf(period), MC).sqrt(MC);
+    }
+
+    private BigDecimal ema(BigDecimal close, BigDecimal previous, int period) {
+        if (previous == null) {
+            return close;
+        }
+        BigDecimal multiplier = TWO.divide(BigDecimal.valueOf(period + 1L), MC);
+        return close.subtract(previous, MC).multiply(multiplier, MC).add(previous, MC);
+    }
+
+    private BigDecimal rsi(List<PriceBar> values, int period) {
+        if (values.size() <= period) {
+            return null;
+        }
+        BigDecimal gains = BigDecimal.ZERO;
+        BigDecimal losses = BigDecimal.ZERO;
+        int start = values.size() - period;
+        for (int i = start; i < values.size(); i++) {
+            BigDecimal change = values.get(i).close().subtract(values.get(i - 1).close(), MC);
+            if (change.signum() > 0) {
+                gains = gains.add(change, MC);
+            } else {
+                losses = losses.add(change.abs(), MC);
+            }
+        }
+        if (gains.signum() == 0 && losses.signum() == 0) {
+            return oscillator(FIFTY);
+        }
+        if (losses.signum() == 0) {
+            return oscillator(HUNDRED);
+        }
+        return oscillator(gains.divide(gains.add(losses, MC), MC).multiply(HUNDRED, MC));
+    }
+
+    private BigDecimal rsv(List<PriceBar> values, int period) {
+        int start = Math.max(0, values.size() - period);
+        BigDecimal highest = values.get(start).high();
+        BigDecimal lowest = values.get(start).low();
+        for (int i = start + 1; i < values.size(); i++) {
+            highest = highest.max(values.get(i).high());
+            lowest = lowest.min(values.get(i).low());
+        }
+        BigDecimal range = highest.subtract(lowest, MC);
+        if (range.signum() == 0) {
+            return FIFTY;
+        }
+        return values.getLast().close().subtract(lowest, MC)
+                .divide(range, MC)
+                .multiply(HUNDRED, MC);
+    }
+
+    private PriceBar toPriceBar(KLineRecord record, int priceScale) {
+        BigDecimal divisor = BigDecimal.valueOf(priceScale);
+        return new PriceBar(
+                BigDecimal.valueOf(record.getHigh()).divide(divisor, MC),
+                BigDecimal.valueOf(record.getLow()).divide(divisor, MC),
+                BigDecimal.valueOf(record.getClose()).divide(divisor, MC));
+    }
+
+    private BigDecimal price(BigDecimal value) {
+        return value.setScale(6, RoundingMode.HALF_UP);
+    }
+
+    private BigDecimal oscillator(BigDecimal value) {
+        return value.setScale(4, RoundingMode.HALF_UP);
+    }
+
+    private void validate(List<KLineRecord> records, int priceScale) {
+        if (records == null) {
+            throw new IllegalArgumentException("K线列表不能为空");
+        }
+        if (priceScale <= 0) {
+            throw new IllegalArgumentException("价格缩放倍数必须大于0");
+        }
+        if (records.stream().anyMatch(record -> record == null
+                || record.getKTime() == null
+                || record.getHigh() == null
+                || record.getLow() == null
+                || record.getClose() == null)) {
+            throw new IllegalArgumentException("K线时间及高低收价格不能为空");
+        }
+        if (!records.equals(records.stream()
+                .sorted(Comparator.comparing(KLineRecord::getKTime))
+                .toList())) {
+            throw new IllegalArgumentException("K线必须按时间升序排列");
+        }
+    }
+
+    private record PriceBar(BigDecimal high, BigDecimal low, BigDecimal close) {
+    }
+
+    private static final class State {
+        private BigDecimal ema6;
+        private BigDecimal ema12;
+        private BigDecimal ema20;
+        private BigDecimal ema26;
+        private BigDecimal dea;
+        private BigDecimal k = oscillatorValue(FIFTY);
+        private BigDecimal d = oscillatorValue(FIFTY);
+
+        private static State from(KLineIndicator previous) {
+            State state = new State();
+            state.ema6 = previous.getEma6();
+            state.ema12 = previous.getEma12();
+            state.ema20 = previous.getEma20();
+            state.ema26 = previous.getEma12().subtract(previous.getMacdDif(), MC)
+                    .setScale(6, RoundingMode.HALF_UP);
+            state.dea = previous.getMacdDea() != null
+                    ? previous.getMacdDea()
+                    : previous.getMacdDif();
+            state.k = previous.getKdjK();
+            state.d = previous.getKdjD();
+            return state;
+        }
+
+        private static BigDecimal oscillatorValue(BigDecimal value) {
+            return value.setScale(4, RoundingMode.HALF_UP);
+        }
+    }
+}

src/main/java/com/yangwale/backtestify/service/market/indicator/impl/IndicatorCalculationServiceImpl.java

@@ -0,0 +1,92 @@
+package com.yangwale.backtestify.service.market.indicator.impl;
+
+import com.yangwale.backtestify.common.BusinessException;
+import com.yangwale.backtestify.common.ErrorCode;
+import com.yangwale.backtestify.entity.InstrumentDictionary;
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+import com.yangwale.backtestify.mapper.IndicatorMapper;
+import com.yangwale.backtestify.mapper.InstrumentDictionaryMapper;
+import com.yangwale.backtestify.mapper.KLineMapper;
+import com.yangwale.backtestify.service.market.indicator.IndicatorCalculationService;
+import com.yangwale.backtestify.service.market.indicator.IndicatorCalculator;
+import com.yangwale.backtestify.service.market.repository.KLineTableResolver;
+import lombok.RequiredArgsConstructor;
+import org.springframework.stereotype.Service;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.util.ArrayList;
+import java.util.Collections;
+import java.util.List;
+
+@Service
+@RequiredArgsConstructor
+public class IndicatorCalculationServiceImpl implements IndicatorCalculationService {
+
+    private static final int CONTEXT_SIZE = 60;
+    private static final int WRITE_BATCH_SIZE = 500;
+
+    private final InstrumentDictionaryMapper instrumentMapper;
+    private final KLineMapper kLineMapper;
+    private final IndicatorMapper indicatorMapper;
+    private final KLineTableResolver tableResolver;
+    private final IndicatorCalculator calculator;
+
+    @Override
+    @Transactional(rollbackFor = Exception.class)
+    public int rebuild(String period, Integer instrumentId) {
+        InstrumentDictionary instrument = requireInstrument(instrumentId);
+        String kLineTable = tableResolver.resolve(period);
+        String indicatorTable = tableResolver.resolveIndicator(period);
+        List<KLineRecord> kLines = kLineMapper.selectAll(kLineTable, instrumentId);
+        if (kLines.isEmpty()) {
+            return 0;
+        }
+        List<KLineIndicator> indicators = calculator.calculate(kLines, instrument.getPriceScale());
+        return upsertBatches(indicatorTable, indicators);
+    }
+
+    @Override
+    @Transactional(rollbackFor = Exception.class)
+    public int updateIncremental(String period, Integer instrumentId) {
+        InstrumentDictionary instrument = requireInstrument(instrumentId);
+        String kLineTable = tableResolver.resolve(period);
+        String indicatorTable = tableResolver.resolveIndicator(period);
+        KLineIndicator previous = indicatorMapper.selectLatest(indicatorTable, instrumentId);
+        if (previous == null) {
+            return rebuild(period, instrumentId);
+        }
+
+        List<KLineRecord> additions = kLineMapper.selectAfter(
+                kLineTable, instrumentId, previous.getKTime());
+        if (additions.isEmpty()) {
+            return 0;
+        }
+
+        List<KLineRecord> history = new ArrayList<>(kLineMapper.selectBefore(
+                kLineTable, instrumentId, additions.getFirst().getKTime(), CONTEXT_SIZE));
+        Collections.reverse(history);
+        List<KLineIndicator> indicators = calculator.calculateIncremental(
+                history, additions, previous, instrument.getPriceScale());
+        return upsertBatches(indicatorTable, indicators);
+    }
+
+    private InstrumentDictionary requireInstrument(Integer instrumentId) {
+        InstrumentDictionary instrument = instrumentMapper.selectById(instrumentId);
+        if (instrument == null) {
+            throw new BusinessException(ErrorCode.CONTRACT_NOT_FOUND,
+                    "合约不存在, instrumentId=" + instrumentId);
+        }
+        return instrument;
+    }
+
+    private int upsertBatches(String tableName, List<KLineIndicator> indicators) {
+        int affectedRows = 0;
+        for (int start = 0; start < indicators.size(); start += WRITE_BATCH_SIZE) {
+            int end = Math.min(start + WRITE_BATCH_SIZE, indicators.size());
+            affectedRows += indicatorMapper.upsertBatch(
+                    tableName, List.copyOf(indicators.subList(start, end)));
+        }
+        return affectedRows;
+    }
+}

src/main/java/com/yangwale/backtestify/service/market/repository/KLineTableResolver.java

@@ -15,13 +15,15 @@ public class KLineTableResolver {
 
     private static final Map<String, String> TABLES = Map.of(
             "1m", "t_kline_1m",
+            "3m", "t_kline_3m",
             "5m", "t_kline_5m",
             "15m", "t_kline_15m",
             "30m", "t_kline_30m",
             "1h", "t_kline_1h",
             "4h", "t_kline_4h",
             "1d", "t_kline_1d",
-            "1w", "t_kline_1w"
+            "1w", "t_kline_1w",
+            "1mo", "t_kline_1mo"
     );
 
     public String resolve(String period) {
@@ -33,6 +35,11 @@ public class KLineTableResolver {
         return tableName;
     }
 
+    public String resolveIndicator(String period) {
+        String kLineTable = resolve(period);
+        return kLineTable.replace("t_kline_", "t_indicator_");
+    }
+
     public Set<String> supportedPeriods() {
         return TABLES.keySet();
     }

src/main/java/com/yangwale/backtestify/service/market/sync/MarketDataSyncService.java

@@ -12,17 +12,19 @@ import com.yangwale.backtestify.mapper.MarketDataSyncLogMapper;
 import com.yangwale.backtestify.service.market.client.CnQuotationClient;
 import com.yangwale.backtestify.service.market.client.CnQuotationModels;
 import com.yangwale.backtestify.service.market.convert.PriceScaleConverter;
+import com.yangwale.backtestify.service.market.indicator.IndicatorCalculationService;
 import com.yangwale.backtestify.service.market.repository.KLineTableResolver;
 import lombok.RequiredArgsConstructor;
 import lombok.extern.slf4j.Slf4j;
 import org.springframework.boot.autoconfigure.condition.ConditionalOnProperty;
 import org.springframework.scheduling.annotation.Scheduled;
 import org.springframework.stereotype.Service;
-import org.springframework.transaction.annotation.Transactional;
+import org.springframework.transaction.support.TransactionTemplate;
 
 import java.time.LocalDate;
 import java.time.LocalDateTime;
 import java.time.ZoneId;
+import java.util.Comparator;
 import java.util.List;
 import java.util.Objects;
 
@@ -35,12 +37,16 @@ import java.util.Objects;
 @ConditionalOnProperty(prefix = "market-data", name = "provider", havingValue = "mysql")
 public class MarketDataSyncService {
 
+    private static final int DEFAULT_PRICE_SCALE = 1000;
+
     private final MarketDataProperties properties;
     private final CnQuotationClient cnQuotationClient;
     private final InstrumentDictionaryMapper instrumentDictionaryMapper;
     private final KLineMapper kLineMapper;
     private final MarketDataSyncLogMapper syncLogMapper;
     private final KLineTableResolver tableResolver;
+    private final IndicatorCalculationService indicatorCalculationService;
+    private final TransactionTemplate transactionTemplate;
 
     @Scheduled(cron = "${market-data.sync.cron:0 0 6 * * ?}", zone = "${market-data.sync.zone:Asia/Shanghai}")
     public void syncYesterdayMainContracts() {
@@ -51,18 +57,40 @@ public class MarketDataSyncService {
         syncIncrementalForMainContracts();
     }
 
-    @Transactional(rollbackFor = Exception.class)
     public void syncIncrementalForMainContracts() {
         refreshMainContracts();
         ZoneId zoneId = properties.getSync().zoneId();
         LocalDateTime now = LocalDateTime.now(zoneId);
-        LocalDate syncDate = now.toLocalDate().minusDays(1);
+        LocalDate syncDate = now.toLocalDate();
-        long startTimestamp = syncDate.atStartOfDay(zoneId).toEpochSecond();
+        long fallbackStartTimestamp = syncDate.minusDays(1).atStartOfDay(zoneId).toEpochSecond();
-        long endTimestamp = now.toLocalDate()
+        long endTimestamp = now.atZone(zoneId).toEpochSecond();
-                .atTime(properties.getSync().getIncrementalWindowEndHour(), 0)
+        syncMainContracts(syncDate, fallbackStartTimestamp, endTimestamp, null, false);
-                .atZone(zoneId)
+    }
-                .toEpochSecond();
 
+    public void repairMainContractsFrom(long startTimestamp) {
+        refreshMainContracts();
+        ZoneId zoneId = properties.getSync().zoneId();
+        LocalDateTime now = LocalDateTime.now(zoneId);
+        long forcedCursor = Math.max(0, startTimestamp - 1);
+        syncMainContracts(now.toLocalDate(), forcedCursor, now.atZone(zoneId).toEpochSecond(),
+                forcedCursor, true);
+    }
+
+    public void repairContractFrom(String contractCode, long startTimestamp) {
+        List<InstrumentDictionary> matches =
+                instrumentDictionaryMapper.selectMainByContractCodeIgnoreCase(contractCode);
+        InstrumentDictionary instrument = requireSingleContract(matches, contractCode);
+        ZoneId zoneId = properties.getSync().zoneId();
+        LocalDateTime now = LocalDateTime.now(zoneId);
+        long forcedCursor = Math.max(0, startTimestamp - 1);
+        for (String period : properties.getSync().getPeriods()) {
+            syncOnePeriod(instrument, period, now.toLocalDate(), forcedCursor,
+                    now.atZone(zoneId).toEpochSecond(), forcedCursor, true);
+        }
+    }
+
+    private void syncMainContracts(LocalDate syncDate, long fallbackStartTimestamp, long endTimestamp,
+                                   Long forcedCursor, boolean rebuildIndicators) {
         List<InstrumentDictionary> instruments = instrumentDictionaryMapper.selectList(
                 new LambdaQueryWrapper<InstrumentDictionary>()
                         .eq(InstrumentDictionary::getIsDeleted, 0)
@@ -70,7 +98,8 @@ public class MarketDataSyncService {
 
         for (InstrumentDictionary instrument : instruments) {
             for (String period : properties.getSync().getPeriods()) {
-                syncOnePeriod(instrument, period, syncDate, startTimestamp, endTimestamp);
+                syncOnePeriod(instrument, period, syncDate, fallbackStartTimestamp, endTimestamp,
+                        forcedCursor, rebuildIndicators);
             }
         }
     }
@@ -80,16 +109,18 @@ public class MarketDataSyncService {
         int count = 0;
         try {
             List<CnQuotationModels.GoodsItem> goodsItems = cnQuotationClient.listMainContracts();
-            instrumentDictionaryMapper.update(null, new LambdaUpdateWrapper<InstrumentDictionary>()
+            List<CnQuotationModels.GoodsItem> mainContracts = goodsItems.stream()
-                    .set(InstrumentDictionary::getIsMain, 0)
+                    .filter(item -> item.mainContractCode() != null && !item.mainContractCode().isBlank())
-                    .eq(InstrumentDictionary::getIsDeleted, 0));
+                    .toList();
-            for (CnQuotationModels.GoodsItem item : goodsItems) {
+            transactionTemplate.executeWithoutResult(status -> {
-                if (item.mainContractCode() == null || item.mainContractCode().isBlank()) {
+                instrumentDictionaryMapper.update(null, new LambdaUpdateWrapper<InstrumentDictionary>()
-                    continue;
+                        .set(InstrumentDictionary::getIsMain, 0)
+                        .eq(InstrumentDictionary::getIsDeleted, 0));
+                for (CnQuotationModels.GoodsItem item : mainContracts) {
+                    upsertInstrument(item);
                 }
-                upsertInstrument(item);
+            });
-                count++;
+            count = mainContracts.size();
-            }
             saveLog("CONTRACT", null, null, LocalDate.now(), "SUCCESS", count, null, start);
         } catch (Exception e) {
             saveLog("CONTRACT", null, null, LocalDate.now(), "FAILED", count, e.getMessage(), start);
@@ -98,57 +129,90 @@ public class MarketDataSyncService {
     }
 
     private void syncOnePeriod(InstrumentDictionary instrument, String period, LocalDate syncDate,
-                               long startTimestamp, long endTimestamp) {
+                               long fallbackStartTimestamp, long endTimestamp,
+                               Long forcedCursor, boolean rebuildIndicators) {
         LocalDateTime start = LocalDateTime.now();
         int count = 0;
+        String syncType = rebuildIndicators ? "KLINE_REPAIR" : "KLINE";
         try {
-            List<CnQuotationModels.KChartItem> items = cnQuotationClient.getKChartByDate(
+            String tableName = tableResolver.resolve(period);
-                    instrument.getExchangeId(), instrument.getContractCode(), period, startTimestamp, "after");
+            Long latestTimestamp = kLineMapper.selectLatestTimestamp(tableName, instrument.getId());
-            List<KLineRecord> records = items.stream()
+            long cursor = forcedCursor != null
-                    .filter(item -> item.u() != null && item.u() >= startTimestamp && item.u() <= endTimestamp)
+                    ? forcedCursor
-                    .map(item -> toRecord(instrument, item))
+                    : latestTimestamp == null ? fallbackStartTimestamp : latestTimestamp;
-                    .filter(Objects::nonNull)
+            while (cursor < endTimestamp) {
-                    .toList();
+                long pageCursor = cursor;
-            if (!records.isEmpty()) {
+                List<CnQuotationModels.KChartItem> items = cnQuotationClient.getKChartByDate(
-                count = kLineMapper.upsertBatch(tableResolver.resolve(period), records);
+                        instrument.getExchangeId(), instrument.getContractCode(), period, pageCursor, "after");
+                List<KLineRecord> records = items.stream()
+                        .filter(item -> item.u() != null && item.u() > pageCursor && item.u() <= endTimestamp)
+                        .sorted(Comparator.comparing(CnQuotationModels.KChartItem::u))
+                        .map(item -> toRecord(instrument, item))
+                        .filter(Objects::nonNull)
+                        .toList();
+                if (records.isEmpty()) {
+                    break;
+                }
+                count += kLineMapper.upsertBatch(tableName, records);
+                long nextCursor = records.getLast().getKTime();
+                if (nextCursor <= cursor) {
+                    break;
+                }
+                cursor = nextCursor;
             }
-            saveLog("KLINE", period, instrument.getContractCode(), syncDate, "SUCCESS", count, null, start);
+            if (rebuildIndicators) {
+                indicatorCalculationService.rebuild(period, instrument.getId());
+            } else {
+                indicatorCalculationService.updateIncremental(period, instrument.getId());
+            }
+            saveLog(syncType, period, instrument.getContractCode(), syncDate, "SUCCESS", count, null, start);
         } catch (Exception e) {
             log.warn("同步行情失败: {} {}", instrument.getContractCode(), period, e);
-            saveLog("KLINE", period, instrument.getContractCode(), syncDate, "FAILED", count, e.getMessage(), start);
+            saveLog(syncType, period, instrument.getContractCode(), syncDate, "FAILED", count, e.getMessage(), start);
         }
     }
 
     private void upsertInstrument(CnQuotationModels.GoodsItem item) {
         String contractCode = item.mainContractCode();
-        int priceScale = PriceScaleConverter.scaleFromPrecision(item.decimalPrecision());
+        List<InstrumentDictionary> matches =
-        InstrumentDictionary existing = instrumentDictionaryMapper.selectOne(
+                instrumentDictionaryMapper.selectByExchangeAndContractCodeIgnoreCase(
-                new LambdaQueryWrapper<InstrumentDictionary>()
+                        item.excode(), contractCode);
-                        .eq(InstrumentDictionary::getContractCode, contractCode)
+        InstrumentDictionary existing = matches.isEmpty()
-                        .last("LIMIT 1"));
+                ? null
+                : requireSingleContract(matches, item.excode() + "/" + contractCode);
         if (existing == null) {
             InstrumentDictionary instrument = new InstrumentDictionary();
             instrument.setExchangeId(item.excode());
             instrument.setSymbol(firstNonBlank(item.productId(), item.goodsCode(), productPrefix(contractCode)));
             instrument.setContractCode(contractCode);
-            instrument.setPriceScale(priceScale);
+            instrument.setPriceScale(DEFAULT_PRICE_SCALE);
             instrument.setIsMain(1);
             instrumentDictionaryMapper.insert(instrument);
         } else {
             existing.setExchangeId(item.excode());
             existing.setSymbol(firstNonBlank(item.productId(), item.goodsCode(), productPrefix(contractCode)));
-            existing.setPriceScale(priceScale);
+            existing.setContractCode(contractCode);
             existing.setIsMain(1);
             existing.setIsDeleted(0);
             instrumentDictionaryMapper.updateById(existing);
         }
     }
 
+    private InstrumentDictionary requireSingleContract(List<InstrumentDictionary> matches, String contractCode) {
+        if (matches == null || matches.isEmpty()) {
+            throw new IllegalArgumentException("合约不存在: " + contractCode);
+        }
+        if (matches.size() > 1) {
+            throw new IllegalStateException("存在仅大小写不同的重复合约: " + contractCode);
+        }
+        return matches.getFirst();
+    }
+
     private KLineRecord toRecord(InstrumentDictionary instrument, CnQuotationModels.KChartItem item) {
         try {
             return KLineRecord.builder()
                     .instrumentId(instrument.getId())
-                    .timestamp(item.u())
+                    .kTime(item.u())
                     .open(PriceScaleConverter.toScaled(item.o(), instrument.getPriceScale()))
                     .high(PriceScaleConverter.toScaled(item.h(), instrument.getPriceScale()))
                     .low(PriceScaleConverter.toScaled(item.l(), instrument.getPriceScale()))

src/main/resources/db/init.sql

@@ -8,198 +8,585 @@ CREATE DATABASE IF NOT EXISTS backtestify
 
 USE backtestify;
 
--- ---------------------------------------------------
+-- ----------------------------
--- 合约字典表（不分区）
+-- Table structure for bt_strategy_config
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS t_instrument_dictionary;
+CREATE TABLE IF NOT EXISTS `bt_strategy_config`  (
-CREATE TABLE t_instrument_dictionary (
+                                       `id` bigint NOT NULL AUTO_INCREMENT COMMENT '主键ID',
-    id              SMALLINT UNSIGNED NOT NULL AUTO_INCREMENT COMMENT '合约自增ID',
+                                       `user_id` bigint NOT NULL COMMENT '用户ID',
-    exchange_id     VARCHAR(16)       DEFAULT NULL COMMENT '交易所代码 (如 SHFE)',
+                                       `contract_code` varchar(32) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '合约代码',
-    symbol          VARCHAR(10)       NOT NULL COMMENT '期货品种 (如 rb)',
+                                       `contract_name` varchar(64) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '合约名称',
-    contract_code   VARCHAR(20)       NOT NULL COMMENT '具体合约代码 (如 rb2610)',
+                                       `direction` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '交易方向: LONG/SHORT',
-    price_scale     INT UNSIGNED      NOT NULL DEFAULT 100 COMMENT '价格放大倍数 (100表示保留2位小数)',
+                                       `kline_period` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT 'K线周期: 1m/3m/5m/15m/30m/1h/4h/1d/1w',
-    is_main         TINYINT           NOT NULL DEFAULT 0 COMMENT '是否当前主力合约: 0-否, 1-是',
+                                       `indicators` json NOT NULL COMMENT '技术指标列表, 如[\"MACD\",\"KDJ\"]',
-    create_time     DATETIME          NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                       `open_volume` int NOT NULL DEFAULT 1 COMMENT '开仓数量',
-    update_time     DATETIME          NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                       `volume_unit` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL DEFAULT 'LOT' COMMENT '数量单位: LOT/POSITION',
-    is_deleted      TINYINT           NOT NULL DEFAULT 0 COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                       `stop_loss_value` decimal(18, 4) NULL DEFAULT NULL COMMENT '止损值',
-    PRIMARY KEY (id),
+                                       `stop_loss_unit` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NULL DEFAULT NULL COMMENT '止损单位: TICK/PERCENT',
-    UNIQUE KEY uk_contract (contract_code),
+                                       `take_profit_value` decimal(18, 4) NULL DEFAULT NULL COMMENT '止盈值',
-    KEY idx_symbol_main (symbol, is_main),
+                                       `take_profit_unit` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NULL DEFAULT NULL COMMENT '止盈单位: TICK/PERCENT',
-    KEY idx_exchange_contract (exchange_id, contract_code)
+                                       `backtest_period` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '回测区间: 1m/3m/6m/1y',
-) ENGINE=InnoDB DEFAULT CHARSET=ascii COMMENT='期货合约字典表';
+                                       `status` tinyint NOT NULL DEFAULT 0 COMMENT '状态: 0-已保存, 1-已启用信号',
+                                       `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                       `update_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                       `is_deleted` tinyint NOT NULL DEFAULT 0 COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                       PRIMARY KEY (`id`) USING BTREE,
+                                       INDEX `idx_user_id`(`user_id` ASC) USING BTREE,
+                                       INDEX `idx_contract_code`(`contract_code` ASC) USING BTREE,
+                                       INDEX `idx_create_time`(`create_time` ASC) USING BTREE
+) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_unicode_ci COMMENT = '策略配置表' ROW_FORMAT = Dynamic;
 
--- ---------------------------------------------------
+-- ----------------------------
--- K线数据表（每种周期一张表，按年分区；真实行情不包含3m）
+-- Table structure for bt_strategy_result
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS t_kline_1m;
+CREATE TABLE IF NOT EXISTS `bt_strategy_result`  (
-CREATE TABLE t_kline_1m (
+                                       `id` bigint NOT NULL AUTO_INCREMENT COMMENT '主键ID',
-    instrument_id SMALLINT UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                       `strategy_id` bigint NOT NULL COMMENT '关联策略ID',
-    timestamp     INT UNSIGNED      NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                                       `initial_capital` decimal(18, 2) NOT NULL COMMENT '初始资金',
-    open          INT               NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                                       `final_capital` decimal(18, 2) NOT NULL COMMENT '期末总资产',
-    high          INT               NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                                       `max_equity` decimal(18, 2) NOT NULL COMMENT '回测期间最高净值',
-    low           INT               NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                                       `min_equity` decimal(18, 2) NOT NULL COMMENT '回测期间最低净值',
-    close         INT               NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                                       `total_yield` decimal(10, 4) NOT NULL COMMENT '总收益率(%)',
-    volume        INT UNSIGNED      NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                                       `profit_amount` decimal(18, 2) NOT NULL COMMENT '收益金额',
-    turnover      BIGINT UNSIGNED   NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                                       `annualized_yield` decimal(10, 4) NOT NULL COMMENT '年化收益率(%)',
-    open_interest INT UNSIGNED      NOT NULL DEFAULT 0 COMMENT '持仓量',
+                                       `trade_count` int NOT NULL DEFAULT 0 COMMENT '交易次数',
-    PRIMARY KEY (instrument_id, timestamp)
+                                       `max_drawdown` decimal(10, 4) NOT NULL COMMENT '最大回撤(%)',
-) ENGINE=InnoDB DEFAULT CHARSET=ascii COMMENT='1分钟K线数据表'
+                                       `sharpe_ratio` decimal(10, 4) NOT NULL COMMENT '夏普比率',
-PARTITION BY RANGE (timestamp) (
+                                       `win_rate` decimal(10, 4) NOT NULL COMMENT '胜率(%)',
-    PARTITION p2020 VALUES LESS THAN (1609459200),
+                                       `start_date` date NOT NULL COMMENT '回测开始日期',
-    PARTITION p2021 VALUES LESS THAN (1640995200),
+                                       `end_date` date NOT NULL COMMENT '回测结束日期',
-    PARTITION p2022 VALUES LESS THAN (1672531200),
+                                       `daily_equity_curve` json NULL COMMENT '每日净值曲线 [{date,equity,yield}]',
-    PARTITION p2023 VALUES LESS THAN (1704067200),
+                                       `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
-    PARTITION p2024 VALUES LESS THAN (1735689600),
+                                       PRIMARY KEY (`id`) USING BTREE,
-    PARTITION p2025 VALUES LESS THAN (1767225600),
+                                       UNIQUE INDEX `uk_strategy_id`(`strategy_id` ASC) USING BTREE
-    PARTITION p2026 VALUES LESS THAN (1798761600),
+) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_unicode_ci COMMENT = '回测结果表' ROW_FORMAT = Dynamic;
-    PARTITION p2027 VALUES LESS THAN (1830297600),
-    PARTITION p2028 VALUES LESS THAN (1861920000),
-    PARTITION p2029 VALUES LESS THAN (1893456000),
-    PARTITION p2030 VALUES LESS THAN (1924992000),
-    PARTITION p2031 VALUES LESS THAN (1956528000),
-    PARTITION pmax VALUES LESS THAN MAXVALUE
-);
 
-DROP TABLE IF EXISTS t_kline_5m;
+-- ----------------------------
-CREATE TABLE t_kline_5m LIKE t_kline_1m;
+-- Table structure for bt_trade_detail
-ALTER TABLE t_kline_5m COMMENT='5分钟K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `bt_trade_detail`  (
+                                    `id` bigint NOT NULL AUTO_INCREMENT COMMENT '主键ID',
+                                    `strategy_id` bigint NOT NULL COMMENT '关联策略ID',
+                                    `action` varchar(20) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '操作: BUY_OPEN/SELL_CLOSE/SELL_OPEN/BUY_CLOSE',
+                                    `price` decimal(18, 4) NOT NULL COMMENT '成交价',
+                                    `volume` int NOT NULL COMMENT '成交数量',
+                                    `turnover` decimal(18, 2) NOT NULL COMMENT '成交金额',
+                                    `trade_time` datetime NOT NULL COMMENT '成交时间',
+                                    `kline_time` datetime NOT NULL COMMENT '对应K线时间',
+                                    `signal_type` varchar(5) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '信号类型: B/S',
+                                    `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                    PRIMARY KEY (`id`) USING BTREE,
+                                    INDEX `idx_strategy_id`(`strategy_id` ASC) USING BTREE,
+                                    INDEX `idx_trade_time`(`trade_time` ASC) USING BTREE
+) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_unicode_ci COMMENT = '交易明细表' ROW_FORMAT = Dynamic;
 
-DROP TABLE IF EXISTS t_kline_15m;
+-- ----------------------------
-CREATE TABLE t_kline_15m LIKE t_kline_1m;
+-- Table structure for bt_user_signal
-ALTER TABLE t_kline_15m COMMENT='15分钟K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `bt_user_signal`  (
+                                   `id` bigint NOT NULL AUTO_INCREMENT COMMENT '主键ID',
+                                   `user_id` bigint NOT NULL COMMENT '用户ID',
+                                   `strategy_id` bigint NOT NULL COMMENT '策略ID',
+                                   `contract_code` varchar(32) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '合约代码',
+                                   `kline_period` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT 'K线周期',
+                                   `is_active` tinyint NOT NULL DEFAULT 1 COMMENT '是否启用: 0-停用, 1-启用',
+                                   `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                   `update_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                   `is_deleted` tinyint NOT NULL DEFAULT 0 COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                   PRIMARY KEY (`id`) USING BTREE,
+                                   INDEX `idx_user_contract_period`(`user_id` ASC, `contract_code` ASC, `kline_period` ASC) USING BTREE,
+                                   INDEX `idx_strategy_id`(`strategy_id` ASC) USING BTREE
+) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_unicode_ci COMMENT = '用户信号标记表' ROW_FORMAT = Dynamic;
 
-DROP TABLE IF EXISTS t_kline_30m;
+-- ----------------------------
-CREATE TABLE t_kline_30m LIKE t_kline_1m;
+-- Table structure for t_indicator_15m
-ALTER TABLE t_kline_30m COMMENT='30分钟K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_indicator_15m`  (
+                                    `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                    `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
+                                    `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
+                                    `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
+                                    `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
+                                    `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
+                                    `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
+                                    `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
+                                    `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
+                                    `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
+                                    `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
+                                    `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
+                                    `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
+                                    `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
+                                    `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                    `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                    `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                    `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                    `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                    `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                    `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                    PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '15分钟指标表' ROW_FORMAT = DYNAMIC;
 
-DROP TABLE IF EXISTS t_kline_1h;
+-- ----------------------------
-CREATE TABLE t_kline_1h LIKE t_kline_1m;
+-- Table structure for t_indicator_1d
-ALTER TABLE t_kline_1h COMMENT='1小时K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_indicator_1d`  (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '日指标表' ROW_FORMAT = DYNAMIC;
 
-DROP TABLE IF EXISTS t_kline_4h;
+-- ----------------------------
-CREATE TABLE t_kline_4h LIKE t_kline_1m;
+-- Table structure for t_indicator_1h
-ALTER TABLE t_kline_4h COMMENT='4小时K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_indicator_1h`  (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '1小时指标数据表' ROW_FORMAT = DYNAMIC;
 
-DROP TABLE IF EXISTS t_kline_1d;
+-- ----------------------------
-CREATE TABLE t_kline_1d LIKE t_kline_1m;
+-- Table structure for t_indicator_1m
-ALTER TABLE t_kline_1d COMMENT='日K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_indicator_1m`  (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级)',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL,
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL,
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL,
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL,
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL,
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL,
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL,
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL,
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL,
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL,
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL,
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL,
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL,
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL,
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '1分钟指标数据表(按季度分区)' ROW_FORMAT = DYNAMIC;
 
-DROP TABLE IF EXISTS t_kline_1w;
+-- ----------------------------
-CREATE TABLE t_kline_1w LIKE t_kline_1m;
+-- Table structure for t_indicator_1mo
-ALTER TABLE t_kline_1w COMMENT='周K线数据表';
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_indicator_1mo`  (
+                                    `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                    `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
+                                    `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
+                                    `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
+                                    `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
+                                    `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
+                                    `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
+                                    `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
+                                    `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
+                                    `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
+                                    `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
+                                    `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
+                                    `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
+                                    `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
+                                    `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                    `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                    `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                    `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                    `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                    `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                    `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                    PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '月指标表' ROW_FORMAT = DYNAMIC;
 
--- ---------------------------------------------------
+-- ----------------------------
--- 行情同步日志表
+-- Table structure for t_indicator_1w
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS t_market_data_sync_log;
+CREATE TABLE IF NOT EXISTS `t_indicator_1w`  (
-CREATE TABLE t_market_data_sync_log (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
-    id            BIGINT       NOT NULL AUTO_INCREMENT COMMENT '主键ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
-    sync_type     VARCHAR(32)  NOT NULL COMMENT '同步类型: CONTRACT/KLINE',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
-    period        VARCHAR(10)  DEFAULT NULL COMMENT 'K线周期',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
-    contract_code VARCHAR(20)  DEFAULT NULL COMMENT '合约代码',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
-    sync_date     DATE         DEFAULT NULL COMMENT '同步日期',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
-    status        VARCHAR(16)  NOT NULL COMMENT '状态: SUCCESS/FAILED',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
-    success_count INT          NOT NULL DEFAULT 0 COMMENT '成功条数',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
-    error_message TEXT         DEFAULT NULL COMMENT '错误信息',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
-    start_time    DATETIME     NOT NULL COMMENT '开始时间',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
-    end_time      DATETIME     DEFAULT NULL COMMENT '结束时间',
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
-    create_time   DATETIME     NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
-    PRIMARY KEY (id),
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
-    KEY idx_sync_date (sync_date),
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
-    KEY idx_contract_period (contract_code, period),
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
-    KEY idx_status (status)
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
-) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci COMMENT='行情同步日志表';
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '周指标表' ROW_FORMAT = DYNAMIC;
 
--- ---------------------------------------------------
+-- ----------------------------
--- 策略配置表
+-- Table structure for t_indicator_30m
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS bt_strategy_config;
+CREATE TABLE IF NOT EXISTS `t_indicator_30m`  (
-CREATE TABLE bt_strategy_config (
+                                    `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
-    id              BIGINT          NOT NULL AUTO_INCREMENT  COMMENT '主键ID',
+                                    `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
-    user_id         BIGINT          NOT NULL                 COMMENT '用户ID',
+                                    `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
-    contract_code   VARCHAR(32)     NOT NULL                 COMMENT '合约代码',
+                                    `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
-    contract_name   VARCHAR(64)     NOT NULL                 COMMENT '合约名称',
+                                    `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
-    direction       VARCHAR(10)     NOT NULL                 COMMENT '交易方向: LONG/SHORT',
+                                    `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
-    kline_period    VARCHAR(10)     NOT NULL                 COMMENT 'K线周期: 1m/3m/5m/15m/30m/1h/4h/1d/1w',
+                                    `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
-    indicators      JSON            NOT NULL                 COMMENT '技术指标列表, 如["MACD","KDJ"]',
+                                    `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
-    open_volume     INT             NOT NULL DEFAULT 1       COMMENT '开仓数量',
+                                    `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
-    volume_unit     VARCHAR(10)     NOT NULL DEFAULT 'LOT'   COMMENT '数量单位: LOT/POSITION',
+                                    `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
-    stop_loss_value DECIMAL(18,4)   DEFAULT NULL             COMMENT '止损值',
+                                    `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
-    stop_loss_unit  VARCHAR(10)     DEFAULT NULL             COMMENT '止损单位: TICK/PERCENT',
+                                    `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
-    take_profit_value DECIMAL(18,4) DEFAULT NULL             COMMENT '止盈值',
+                                    `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
-    take_profit_unit VARCHAR(10)    DEFAULT NULL             COMMENT '止盈单位: TICK/PERCENT',
+                                    `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
-    backtest_period VARCHAR(10)     NOT NULL                 COMMENT '回测区间: 1m/3m/6m/1y',
+                                    `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
-    status          TINYINT         NOT NULL DEFAULT 0       COMMENT '状态: 0-已保存, 1-已启用信号',
+                                    `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
-    create_time     DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                    `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
-    update_time     DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                    `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
-    is_deleted      TINYINT         NOT NULL DEFAULT 0       COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                    `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
-    PRIMARY KEY (id),
+                                    `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
-    INDEX idx_user_id (user_id),
+                                    `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
-    INDEX idx_contract_code (contract_code),
+                                    PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
-    INDEX idx_create_time (create_time)
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '30分钟指标表' ROW_FORMAT = DYNAMIC;
-) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci COMMENT='策略配置表';
 
--- ---------------------------------------------------
+-- ----------------------------
--- 回测结果表
+-- Table structure for t_indicator_3m
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS bt_strategy_result;
+CREATE TABLE IF NOT EXISTS `t_indicator_3m`  (
-CREATE TABLE bt_strategy_result (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
-    id                  BIGINT          NOT NULL AUTO_INCREMENT  COMMENT '主键ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
-    strategy_id         BIGINT          NOT NULL                 COMMENT '关联策略ID',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
-    initial_capital     DECIMAL(18,2)   NOT NULL                 COMMENT '初始资金',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
-    final_capital       DECIMAL(18,2)   NOT NULL                 COMMENT '期末总资产',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
-    max_equity          DECIMAL(18,2)   NOT NULL                 COMMENT '回测期间最高净值',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
-    min_equity          DECIMAL(18,2)   NOT NULL                 COMMENT '回测期间最低净值',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
-    total_yield         DECIMAL(10,4)   NOT NULL                 COMMENT '总收益率(%)',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
-    profit_amount       DECIMAL(18,2)   NOT NULL                 COMMENT '收益金额',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
-    annualized_yield    DECIMAL(10,4)   NOT NULL                 COMMENT '年化收益率(%)',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
-    trade_count         INT             NOT NULL DEFAULT 0       COMMENT '交易次数',
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
-    max_drawdown        DECIMAL(10,4)   NOT NULL                 COMMENT '最大回撤(%)',
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
-    sharpe_ratio        DECIMAL(10,4)   NOT NULL                 COMMENT '夏普比率',
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
-    win_rate            DECIMAL(10,4)   NOT NULL                 COMMENT '胜率(%)',
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
-    start_date          DATE            NOT NULL                 COMMENT '回测开始日期',
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
-    end_date            DATE            NOT NULL                 COMMENT '回测结束日期',
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
-    daily_equity_curve  JSON            DEFAULT NULL             COMMENT '每日净值曲线 [{date,equity,yield}]',
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
-    create_time         DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
-    PRIMARY KEY (id),
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
-    UNIQUE INDEX uk_strategy_id (strategy_id)
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
-) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci COMMENT='回测结果表';
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '3分钟指标表' ROW_FORMAT = DYNAMIC;
 
--- ---------------------------------------------------
+-- ----------------------------
--- 交易明细表
+-- Table structure for t_indicator_4h
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS bt_trade_detail;
+CREATE TABLE IF NOT EXISTS `t_indicator_4h`  (
-CREATE TABLE bt_trade_detail (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
-    id              BIGINT          NOT NULL AUTO_INCREMENT  COMMENT '主键ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
-    strategy_id     BIGINT          NOT NULL                 COMMENT '关联策略ID',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
-    action          VARCHAR(20)     NOT NULL                 COMMENT '操作: BUY_OPEN/SELL_CLOSE/SELL_OPEN/BUY_CLOSE',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
-    price           DECIMAL(18,4)   NOT NULL                 COMMENT '成交价',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
-    volume          INT             NOT NULL                 COMMENT '成交数量',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
-    turnover        DECIMAL(18,2)   NOT NULL                 COMMENT '成交金额',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
-    trade_time      DATETIME        NOT NULL                 COMMENT '成交时间',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
-    kline_time      DATETIME        NOT NULL                 COMMENT '对应K线时间',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
-    signal_type     VARCHAR(5)      NOT NULL                 COMMENT '信号类型: B/S',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
-    create_time     DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
-    PRIMARY KEY (id),
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
-    INDEX idx_strategy_id (strategy_id),
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
-    INDEX idx_trade_time (trade_time)
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
-) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci COMMENT='交易明细表';
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '4小时指标表' ROW_FORMAT = DYNAMIC;
 
--- ---------------------------------------------------
+-- ----------------------------
--- 用户信号标记表
+-- Table structure for t_indicator_5m
--- ---------------------------------------------------
+-- ----------------------------
-DROP TABLE IF EXISTS bt_user_signal;
+CREATE TABLE IF NOT EXISTS `t_indicator_5m`  (
-CREATE TABLE bt_user_signal (
+                                   `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
-    id              BIGINT          NOT NULL AUTO_INCREMENT  COMMENT '主键ID',
+                                   `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，对应K线起始点)',
-    user_id         BIGINT          NOT NULL                 COMMENT '用户ID',
+                                   `ma5` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA5',
-    strategy_id     BIGINT          NOT NULL                 COMMENT '策略ID',
+                                   `ma10` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA10',
-    contract_code   VARCHAR(32)     NOT NULL                 COMMENT '合约代码',
+                                   `ma20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA20',
-    kline_period    VARCHAR(10)     NOT NULL                 COMMENT 'K线周期',
+                                   `ma60` decimal(18, 6) NULL DEFAULT NULL COMMENT 'MA60',
-    is_active       TINYINT         NOT NULL DEFAULT 1       COMMENT '是否启用: 0-停用, 1-启用',
+                                   `boll_mb` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线中轨 (MA20)',
-    create_time     DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                   `boll_up` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线上轨',
-    update_time     DATETIME        NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                   `boll_dn` decimal(18, 6) NULL DEFAULT NULL COMMENT '布林线下轨',
-    is_deleted      TINYINT         NOT NULL DEFAULT 0       COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                   `ema6` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA6',
-    PRIMARY KEY (id),
+                                   `ema12` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA12',
-    INDEX idx_user_contract_period (user_id, contract_code, kline_period),
+                                   `ema20` decimal(18, 6) NULL DEFAULT NULL COMMENT 'EMA20',
-    INDEX idx_strategy_id (strategy_id)
+                                   `macd_dif` decimal(18, 6) NULL DEFAULT NULL COMMENT '快线 DIF (EMA12 - EMA26)',
-) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci COMMENT='用户信号标记表';
+                                   `macd_dea` decimal(18, 6) NULL DEFAULT NULL COMMENT '慢线 DEA',
+                                   `macd_bar` decimal(18, 6) NULL DEFAULT NULL COMMENT '柱状图 BAR',
+                                   `rsi6` decimal(10, 4) NULL DEFAULT NULL COMMENT '短期 RSI6',
+                                   `rsi12` decimal(10, 4) NULL DEFAULT NULL COMMENT '长期 RSI12',
+                                   `kdj_k` decimal(10, 4) NULL DEFAULT NULL COMMENT 'K值',
+                                   `kdj_d` decimal(10, 4) NULL DEFAULT NULL COMMENT 'D值',
+                                   `kdj_j` decimal(10, 4) NULL DEFAULT NULL COMMENT 'J值',
+                                   `create_at` int UNSIGNED NULL DEFAULT NULL COMMENT '记录创建时间',
+                                   PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '5分钟指标表' ROW_FORMAT = DYNAMIC;
+
+-- ----------------------------
+-- Table structure for t_instrument_dictionary
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_instrument_dictionary`  (
+                                            `id` smallint UNSIGNED NOT NULL AUTO_INCREMENT COMMENT '合约自增ID',
+                                            `exchange_id` varchar(16) CHARACTER SET ascii COLLATE ascii_bin NOT NULL,
+                                            `symbol` varchar(10) CHARACTER SET ascii COLLATE ascii_bin NOT NULL,
+                                            `contract_code` varchar(20) CHARACTER SET ascii COLLATE ascii_bin NOT NULL,
+                                            `contract_code_normalized` varchar(20) CHARACTER SET ascii COLLATE ascii_general_ci GENERATED ALWAYS AS (lower(`contract_code`)) STORED,
+                                            `price_scale` int UNSIGNED NOT NULL DEFAULT 1000 COMMENT '价格放大倍数（暂统一使用1000）',
+                                            `price_tick` decimal(18, 6) NOT NULL DEFAULT 1 COMMENT '合约最小变动价位，不参与行情价格缩放',
+                                            `is_main` tinyint NOT NULL DEFAULT 0 COMMENT '是否当前主力合约: 0-否, 1-是',
+                                            `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                            `update_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP COMMENT '更新时间',
+                                            `is_deleted` tinyint NOT NULL DEFAULT 0 COMMENT '逻辑删除: 0-未删除, 1-已删除',
+                                            PRIMARY KEY (`id`) USING BTREE,
+                                            UNIQUE INDEX `uk_exchange_contract`(`exchange_id` ASC, `contract_code_normalized` ASC) USING BTREE,
+                                            INDEX `idx_symbol_main`(`symbol` ASC, `is_main` ASC) USING BTREE,
+                                            INDEX `idx_contract_code`(`contract_code` ASC) USING BTREE
+) ENGINE = InnoDB AUTO_INCREMENT = 2048 CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '期货合约字典表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_15m
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_15m`  (
+                                `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                                `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                                `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                                `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                                `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                                `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                                `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                                `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                                `create_at` int UNSIGNED NULL DEFAULT NULL,
+                                PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '15分钟K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_1d
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_1d`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `settle` int NULL DEFAULT NULL,
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '日K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_1h
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_1h`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '1小时K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_1m
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_1m`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '1分钟K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_1mo
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_1mo`  (
+                                `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                                `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                                `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                                `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                                `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                                `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                                `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                                `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                                `create_at` int UNSIGNED NULL DEFAULT NULL,
+                                PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '月K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_1w
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_1w`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '周K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_30m
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_30m`  (
+                                `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                                `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                                `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                                `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                                `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                                `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                                `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                                `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                                `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                                `create_at` int UNSIGNED NULL DEFAULT NULL,
+                                PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '30分钟K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_3m
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_3m`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '3分钟K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_4h
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_4h`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '4小时K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_kline_5m
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_kline_5m`  (
+                               `instrument_id` smallint UNSIGNED NOT NULL COMMENT '合约字典ID',
+                               `k_time` int UNSIGNED NOT NULL COMMENT 'Unix时间戳 (秒级，每根K线起始点)',
+                               `open` int NOT NULL COMMENT '开盘价 (实际价格 * price_scale)',
+                               `high` int NOT NULL COMMENT '最高价 (实际价格 * price_scale)',
+                               `low` int NOT NULL COMMENT '最低价 (实际价格 * price_scale)',
+                               `close` int NOT NULL COMMENT '收盘价 (实际价格 * price_scale)',
+                               `volume` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交量 (手)',
+                               `turnover` bigint UNSIGNED NOT NULL DEFAULT 0 COMMENT '成交额 (元)',
+                               `open_interest` int UNSIGNED NOT NULL DEFAULT 0 COMMENT '持仓量',
+                               `create_at` int UNSIGNED NULL DEFAULT NULL,
+                               PRIMARY KEY (`instrument_id`, `k_time`) USING BTREE
+) ENGINE = InnoDB CHARACTER SET = ascii COLLATE = ascii_general_ci COMMENT = '5分钟K线数据表' ROW_FORMAT = Dynamic;
+
+-- ----------------------------
+-- Table structure for t_market_data_sync_log
+-- ----------------------------
+CREATE TABLE IF NOT EXISTS `t_market_data_sync_log`  (
+                                           `id` bigint NOT NULL AUTO_INCREMENT COMMENT '主键ID',
+                                           `sync_type` varchar(32) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '同步类型: CONTRACT/KLINE',
+                                           `f_period` varchar(10) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NULL DEFAULT NULL COMMENT 'K线周期',
+                                           `contract_code` varchar(20) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NULL DEFAULT NULL COMMENT '合约代码',
+                                           `sync_date` date NULL DEFAULT NULL COMMENT '同步日期',
+                                           `status` varchar(16) CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NOT NULL COMMENT '状态: SUCCESS/FAILED',
+                                           `success_count` int NOT NULL DEFAULT 0 COMMENT '成功条数',
+                                           `error_message` text CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci NULL COMMENT '错误信息',
+                                           `start_time` datetime NOT NULL COMMENT '开始时间',
+                                           `end_time` datetime NULL DEFAULT NULL COMMENT '结束时间',
+                                           `create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP COMMENT '创建时间',
+                                           PRIMARY KEY (`id`) USING BTREE,
+                                           INDEX `idx_sync_date`(`sync_date` ASC) USING BTREE,
+                                           INDEX `idx_contract_period`(`contract_code` ASC, `f_period` ASC) USING BTREE,
+                                           INDEX `idx_status`(`status` ASC) USING BTREE
+) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_unicode_ci COMMENT = '行情同步日志表' ROW_FORMAT = Dynamic;

src/test/java/com/yangwale/backtestify/service/BacktestEngineCalculationTest.java

@@ -0,0 +1,220 @@
+package com.yangwale.backtestify.service;
+
+import com.yangwale.backtestify.entity.StrategyConfig;
+import com.yangwale.backtestify.mapper.StrategyConfigMapper;
+import com.yangwale.backtestify.mapper.StrategyResultMapper;
+import com.yangwale.backtestify.mapper.TradeDetailMapper;
+import com.yangwale.backtestify.model.dto.KLineData;
+import com.yangwale.backtestify.model.request.BacktestRequest;
+import com.yangwale.backtestify.model.response.BacktestResponse;
+import com.yangwale.backtestify.service.impl.BacktestEngineImpl;
+import com.yangwale.backtestify.service.signal.SignalStrategy;
+import com.yangwale.backtestify.service.signal.SignalStrategyFactory;
+import org.junit.jupiter.api.BeforeEach;
+import org.junit.jupiter.api.Test;
+import org.springframework.test.util.ReflectionTestUtils;
+
+import java.math.BigDecimal;
+import java.time.LocalDateTime;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.mockito.ArgumentMatchers.any;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.when;
+
+class BacktestEngineCalculationTest {
+
+    private MarketDataService marketDataService;
+    private TestSignalStrategy signalStrategy;
+    private BacktestEngineImpl engine;
+
+    @BeforeEach
+    void setUp() {
+        marketDataService = mock(MarketDataService.class);
+        StrategyConfigMapper strategyConfigMapper = mock(StrategyConfigMapper.class);
+        StrategyResultMapper strategyResultMapper = mock(StrategyResultMapper.class);
+        TradeDetailMapper tradeDetailMapper = mock(TradeDetailMapper.class);
+        signalStrategy = new TestSignalStrategy();
+        SignalStrategyFactory signalStrategyFactory =
+                new SignalStrategyFactory(List.of(signalStrategy));
+
+        when(strategyConfigMapper.insert(any(StrategyConfig.class))).thenAnswer(invocation -> {
+            invocation.<StrategyConfig>getArgument(0).setId(1L);
+            return 1;
+        });
+
+        engine = new BacktestEngineImpl(
+                marketDataService,
+                signalStrategyFactory,
+                strategyConfigMapper,
+                strategyResultMapper,
+                tradeDetailMapper);
+        ReflectionTestUtils.setField(engine, "initialCapital", new BigDecimal("1000000"));
+        ReflectionTestUtils.setField(engine, "marginRatio", new BigDecimal("0.10"));
+        ReflectionTestUtils.setField(engine, "feeRate", new BigDecimal("0.00005"));
+        ReflectionTestUtils.setField(engine, "riskFreeRate", new BigDecimal("0.025"));
+    }
+
+    @Test
+    void longResultUsesRequestedVolumeAndDeductsBothFees() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "110"));
+        stubMarketData(data);
+        signalStrategy.buyTime = data.getFirst().getTime();
+
+        BacktestResponse result = engine.execute(request("LONG", 2));
+
+        assertEquals(new BigDecimal("1000019.98"), result.getFinalCapital());
+        assertEquals(new BigDecimal("19.98"), result.getProfitAmount());
+        assertEquals(2, result.getTradeCount());
+        assertEquals(2, result.getTradeDetails().getFirst().getVolume());
+        assertEquals(new BigDecimal("1000019.99"), result.getMaxEquity());
+        assertEquals(new BigDecimal("999999.99"), result.getMinEquity());
+        assertEquals(new BigDecimal("100.0000"), result.getWinRate());
+    }
+
+    @Test
+    void shortTakeProfitClosesWhenPriceFalls() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "95"),
+                kline("2026-07-22T00:00:00", "110"));
+        stubMarketData(data);
+        signalStrategy.sellTime = data.getFirst().getTime();
+        BacktestRequest request = request("SHORT", 2);
+        request.setTakeProfitValue(new BigDecimal("4"));
+        request.setTakeProfitUnit("PERCENT");
+
+        BacktestResponse result = engine.execute(request);
+
+        assertEquals(new BigDecimal("1000009.98"), result.getFinalCapital());
+        assertEquals("2026-07-21T00:00", result.getTradeDetails().getLast().getTradeTime());
+        assertEquals(new BigDecimal("100.0000"), result.getWinRate());
+    }
+
+    @Test
+    void shortStopLossClosesWhenPriceRises() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "105"),
+                kline("2026-07-22T00:00:00", "90"));
+        stubMarketData(data);
+        signalStrategy.sellTime = data.getFirst().getTime();
+        BacktestRequest request = request("SHORT", 2);
+        request.setStopLossValue(new BigDecimal("4"));
+        request.setStopLossUnit("PERCENT");
+
+        BacktestResponse result = engine.execute(request);
+
+        assertEquals(new BigDecimal("999989.98"), result.getFinalCapital());
+        assertEquals("2026-07-21T00:00", result.getTradeDetails().getLast().getTradeTime());
+        assertEquals(new BigDecimal("0.0000"), result.getWinRate());
+    }
+
+    @Test
+    void longTickStopLossUsesInstrumentMinimumPriceTick() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "99"),
+                kline("2026-07-22T00:00:00", "110"));
+        stubMarketData(data);
+        when(marketDataService.getPriceTick("TEST")).thenReturn(new BigDecimal("0.5"));
+        signalStrategy.buyTime = data.getFirst().getTime();
+        BacktestRequest request = request("LONG", 1);
+        request.setStopLossValue(new BigDecimal("2"));
+        request.setStopLossUnit("TICK");
+
+        BacktestResponse result = engine.execute(request);
+
+        assertEquals(new BigDecimal("999998.99"), result.getFinalCapital());
+        assertEquals("2026-07-21T00:00", result.getTradeDetails().getLast().getTradeTime());
+        assertEquals(new BigDecimal("0.0000"), result.getWinRate());
+    }
+
+    @Test
+    void shortTickTakeProfitUsesInstrumentMinimumPriceTick() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "98.5"),
+                kline("2026-07-22T00:00:00", "110"));
+        stubMarketData(data);
+        when(marketDataService.getPriceTick("TEST")).thenReturn(new BigDecimal("0.5"));
+        signalStrategy.sellTime = data.getFirst().getTime();
+        BacktestRequest request = request("SHORT", 1);
+        request.setTakeProfitValue(new BigDecimal("3"));
+        request.setTakeProfitUnit("TICK");
+
+        BacktestResponse result = engine.execute(request);
+
+        assertEquals(new BigDecimal("1000001.49"), result.getFinalCapital());
+        assertEquals("2026-07-21T00:00", result.getTradeDetails().getLast().getTradeTime());
+        assertEquals(new BigDecimal("100.0000"), result.getWinRate());
+    }
+
+    @Test
+    void maximumDrawdownUsesPeakBeforeTroughInTimeOrder() {
+        List<KLineData> data = List.of(
+                kline("2026-07-20T00:00:00", "100"),
+                kline("2026-07-21T00:00:00", "120"),
+                kline("2026-07-22T00:00:00", "110"));
+        stubMarketData(data);
+        signalStrategy.buyTime = data.getFirst().getTime();
+
+        BacktestResponse result = engine.execute(request("LONG", 1));
+
+        assertEquals(new BigDecimal("0.0010"), result.getMaxDrawdown());
+    }
+
+    private void stubMarketData(List<KLineData> data) {
+        when(marketDataService.getKLineData(any(), any(), any(), any())).thenReturn(data);
+    }
+
+    private BacktestRequest request(String direction, int volume) {
+        BacktestRequest request = new BacktestRequest();
+        request.setUserId(1L);
+        request.setContractCode("TEST");
+        request.setContractName("测试合约");
+        request.setDirection(direction);
+        request.setKlinePeriod("1d");
+        request.setIndicators(List.of("TEST"));
+        request.setOpenVolume(volume);
+        request.setVolumeUnit("LOT");
+        request.setBacktestPeriod("1m");
+        return request;
+    }
+
+    private KLineData kline(String time, String close) {
+        BigDecimal price = new BigDecimal(close);
+        return KLineData.builder()
+                .time(LocalDateTime.parse(time))
+                .open(price)
+                .high(price)
+                .low(price)
+                .close(price)
+                .volume(BigDecimal.ONE)
+                .amount(BigDecimal.ONE)
+                .build();
+    }
+
+    private static class TestSignalStrategy implements SignalStrategy {
+        private LocalDateTime buyTime;
+        private LocalDateTime sellTime;
+
+        @Override
+        public String name() {
+            return "TEST";
+        }
+
+        @Override
+        public boolean isBuySignal(KLineData current, List<KLineData> history) {
+            return current.getTime().equals(buyTime);
+        }
+
+        @Override
+        public boolean isSellSignal(KLineData current, List<KLineData> history) {
+            return current.getTime().equals(sellTime);
+        }
+    }
+}

src/test/java/com/yangwale/backtestify/service/RealDataBusinessIntegrationTest.java

@@ -0,0 +1,255 @@
+package com.yangwale.backtestify.service;
+
+import com.yangwale.backtestify.common.BusinessException;
+import com.yangwale.backtestify.config.WebMvcConfig;
+import com.yangwale.backtestify.model.dto.KLineData;
+import com.yangwale.backtestify.model.request.AdminStrategyPageRequest;
+import com.yangwale.backtestify.model.request.BacktestRequest;
+import com.yangwale.backtestify.model.request.SignalQueryRequest;
+import com.yangwale.backtestify.model.response.BacktestResponse;
+import com.yangwale.backtestify.model.response.StrategyDetailResponse;
+import com.yangwale.backtestify.service.market.MarketDataProvider;
+import com.yangwale.backtestify.service.signal.SignalStrategy;
+import com.yangwale.backtestify.service.signal.SignalStrategyFactory;
+import org.junit.jupiter.api.Test;
+import org.junit.jupiter.api.condition.EnabledIfSystemProperty;
+import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.boot.test.context.SpringBootTest;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.time.LocalDateTime;
+import java.time.format.DateTimeFormatter;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertFalse;
+import static org.junit.jupiter.api.Assertions.assertNotNull;
+import static org.junit.jupiter.api.Assertions.assertThrows;
+import static org.junit.jupiter.api.Assertions.assertTrue;
+
+@SpringBootTest(properties = {
+        "spring.datasource.driver-class-name=com.mysql.cj.jdbc.Driver",
+        "spring.datasource.url=jdbc:mysql://192.168.2.5:3306/backtestify?useUnicode=true&characterEncoding=utf-8&serverTimezone=Asia/Shanghai&useSSL=false",
+        "spring.datasource.username=root",
+        "spring.datasource.password=root",
+        "spring.sql.init.mode=never",
+        "market-data.provider=mysql",
+        "market-data.sync.enabled=false"
+})
+@Transactional
+@EnabledIfSystemProperty(named = "realDataTest", matches = "true")
+class RealDataBusinessIntegrationTest {
+
+    private static final long TEST_USER_ID = 9_900_001L;
+    private static final DateTimeFormatter DATE_TIME_FORMATTER =
+            DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss");
+
+    @Autowired
+    private MarketDataProvider marketDataProvider;
+    @Autowired
+    private SignalStrategyFactory signalStrategyFactory;
+    @Autowired
+    private StrategyService strategyService;
+
+    @Test
+    void allBusinessFunctionsWorkWithRealMarketDataAndResultsAreInternallyConsistent() {
+        SelectedScenario scenario = selectScenario();
+        assertTrue(marketDataProvider.getPriceTick(scenario.contractCode()).signum() > 0,
+                "真实合约必须具有有效最小变动价位");
+        WebMvcConfig.RequestContextHolder.setUserId(TEST_USER_ID);
+        try {
+            BacktestRequest request = requestFor(scenario);
+            BacktestResponse result = strategyService.backtest(request);
+
+            assertNotNull(result.getStrategyId());
+            assertTrue(result.getTradeCount() >= 2, "所选真实数据场景应至少完成一笔开平仓");
+            assertEquals(result.getTradeCount(), result.getTradeDetails().size());
+            assertTrue(result.getTradeDetails().stream()
+                    .allMatch(trade -> request.getOpenVolume().equals(trade.getVolume())),
+                    "成交明细必须使用请求中的开仓数量");
+            assertFalse(result.getDailyEquityCurve().isEmpty(), "真实回测必须产生每日净值曲线");
+
+            BigDecimal expectedProfit = result.getFinalCapital().subtract(result.getInitialCapital());
+            assertEquals(0, expectedProfit.compareTo(result.getProfitAmount()));
+            BigDecimal expectedYield = expectedProfit
+                    .divide(result.getInitialCapital(), 8, RoundingMode.HALF_UP)
+                    .multiply(BigDecimal.valueOf(100))
+                    .setScale(4, RoundingMode.HALF_UP);
+            assertEquals(0, expectedYield.compareTo(result.getTotalYield()));
+            assertEquals(0, calculateProfitFromTrades(result)
+                    .compareTo(result.getProfitAmount()));
+            assertEquals(0, calculateWinRateFromTrades(result)
+                    .compareTo(result.getWinRate()));
+            assertEquals(0, calculateDrawdownFromDailyCurve(result)
+                    .compareTo(result.getMaxDrawdown()));
+
+            assertTrue(strategyService.myList(TEST_USER_ID, 1, 20).getList().stream()
+                    .anyMatch(item -> result.getStrategyId().equals(item.getId())));
+
+            StrategyDetailResponse detail = strategyService.detail(result.getStrategyId());
+            assertEquals(result.getFinalCapital(), detail.getFinalCapital());
+            assertEquals(result.getTradeDetails().size(), detail.getTradeDetails().size());
+            assertEquals(result.getDailyEquityCurve().size(), detail.getDailyEquityCurve().size());
+
+            AdminStrategyPageRequest adminRequest = new AdminStrategyPageRequest();
+            adminRequest.setPageNum(1);
+            adminRequest.setPageSize(20);
+            adminRequest.setUserId(TEST_USER_ID);
+            assertTrue(strategyService.adminList(adminRequest).getList().stream()
+                    .anyMatch(item -> result.getStrategyId().equals(item.getId())));
+
+            strategyService.toggleSignal(result.getStrategyId(), TEST_USER_ID);
+            SignalQueryRequest signalRequest = new SignalQueryRequest();
+            signalRequest.setUserId(TEST_USER_ID);
+            signalRequest.setContractCode(scenario.contractCode());
+            signalRequest.setPeriod("1d");
+            signalRequest.setStartTime(result.getStartDate().atStartOfDay().minusDays(1)
+                    .format(DATE_TIME_FORMATTER));
+            signalRequest.setEndTime(result.getEndDate().plusDays(1).atStartOfDay()
+                    .format(DATE_TIME_FORMATTER));
+            assertEquals(result.getTradeCount(), strategyService.getSignals(signalRequest).size());
+
+            strategyService.toggleSignal(result.getStrategyId(), TEST_USER_ID);
+            assertTrue(strategyService.getSignals(signalRequest).isEmpty());
+
+            strategyService.delete(result.getStrategyId(), TEST_USER_ID);
+            assertThrows(BusinessException.class, () -> strategyService.detail(result.getStrategyId()));
+        } finally {
+            WebMvcConfig.RequestContextHolder.clear();
+        }
+    }
+
+    private SelectedScenario selectScenario() {
+        LocalDateTime end = LocalDateTime.now();
+        LocalDateTime start = end.minusYears(1);
+        List<String> contracts = marketDataProvider.getAvailableContracts();
+        assertFalse(contracts.isEmpty(), "真实数据库中必须存在合约字典数据");
+
+        for (String contract : contracts) {
+            List<KLineData> kLines = marketDataProvider.getKLineData(contract, "1d", start, end);
+            if (kLines.size() < 2) {
+                continue;
+            }
+            validateRealKLines(kLines);
+            for (String indicator : signalStrategyFactory.getAllIndicatorNames()) {
+                SignalStrategy strategy = signalStrategyFactory.get(indicator);
+                boolean hasBuy = kLines.stream().anyMatch(kLine -> strategy.isBuySignal(kLine, kLines));
+                if (hasBuy) {
+                    return new SelectedScenario(contract, indicator, "LONG");
+                }
+                boolean hasSell = kLines.stream().anyMatch(kLine -> strategy.isSellSignal(kLine, kLines));
+                if (hasSell) {
+                    return new SelectedScenario(contract, indicator, "SHORT");
+                }
+            }
+        }
+        throw new AssertionError("真实数据库近一年日线中未找到可产生交易信号的合约");
+    }
+
+    private void validateRealKLines(List<KLineData> kLines) {
+        for (int index = 0; index < kLines.size(); index++) {
+            KLineData current = kLines.get(index);
+            assertNotNull(current.getIndicators(), "真实K线必须附带指标");
+            assertTrue(current.getClose().compareTo(BigDecimal.ZERO) > 0);
+            assertTrue(current.getHigh().compareTo(current.getOpen()) >= 0);
+            assertTrue(current.getHigh().compareTo(current.getClose()) >= 0);
+            assertTrue(current.getLow().compareTo(current.getOpen()) <= 0);
+            assertTrue(current.getLow().compareTo(current.getClose()) <= 0);
+            if (index > 0) {
+                assertTrue(current.getTime().isAfter(kLines.get(index - 1).getTime()),
+                        "真实K线必须严格按时间升序");
+            }
+        }
+
+        for (String indicator : signalStrategyFactory.getAllIndicatorNames()) {
+            SignalStrategy strategy = signalStrategyFactory.get(indicator);
+            for (KLineData kLine : kLines) {
+                strategy.isBuySignal(kLine, kLines);
+                strategy.isSellSignal(kLine, kLines);
+            }
+        }
+    }
+
+    private BigDecimal calculateProfitFromTrades(BacktestResponse result) {
+        BigDecimal profit = BigDecimal.ZERO;
+        BigDecimal feeRate = new BigDecimal("0.00005");
+        for (int index = 0; index < result.getTradeDetails().size(); index += 2) {
+            BacktestResponse.TradeDetailItem open = result.getTradeDetails().get(index);
+            BacktestResponse.TradeDetailItem close = result.getTradeDetails().get(index + 1);
+            BigDecimal priceChange = close.getPrice().subtract(open.getPrice())
+                    .multiply(BigDecimal.valueOf(open.getVolume()));
+            BigDecimal grossProfit = "SHORT".equalsIgnoreCase(result.getDirection())
+                    ? priceChange.negate()
+                    : priceChange;
+            BigDecimal fees = open.getTurnover().add(close.getTurnover()).multiply(feeRate);
+            profit = profit.add(grossProfit).subtract(fees);
+        }
+        return profit.setScale(2, RoundingMode.HALF_UP);
+    }
+
+    private BigDecimal calculateWinRateFromTrades(BacktestResponse result) {
+        int wins = 0;
+        int closedTrades = result.getTradeDetails().size() / 2;
+        BigDecimal feeRate = new BigDecimal("0.00005");
+        for (int index = 0; index < result.getTradeDetails().size(); index += 2) {
+            BacktestResponse.TradeDetailItem open = result.getTradeDetails().get(index);
+            BacktestResponse.TradeDetailItem close = result.getTradeDetails().get(index + 1);
+            BigDecimal priceChange = close.getPrice().subtract(open.getPrice())
+                    .multiply(BigDecimal.valueOf(open.getVolume()));
+            BigDecimal grossProfit = "SHORT".equalsIgnoreCase(result.getDirection())
+                    ? priceChange.negate()
+                    : priceChange;
+            BigDecimal netProfit = grossProfit.subtract(
+                    open.getTurnover().add(close.getTurnover()).multiply(feeRate));
+            if (netProfit.compareTo(BigDecimal.ZERO) > 0) {
+                wins++;
+            }
+        }
+        return closedTrades == 0
+                ? BigDecimal.ZERO.setScale(4)
+                : BigDecimal.valueOf(wins)
+                        .divide(BigDecimal.valueOf(closedTrades), 8, RoundingMode.HALF_UP)
+                        .multiply(BigDecimal.valueOf(100))
+                        .setScale(4, RoundingMode.HALF_UP);
+    }
+
+    private BigDecimal calculateDrawdownFromDailyCurve(BacktestResponse result) {
+        BigDecimal peak = result.getInitialCapital();
+        BigDecimal maximum = BigDecimal.ZERO;
+        for (BacktestResponse.DailyEquityPoint point : result.getDailyEquityCurve()) {
+            if (point.getEquity().compareTo(peak) > 0) {
+                peak = point.getEquity();
+            }
+            BigDecimal drawdown = peak.subtract(point.getEquity())
+                    .divide(peak, 8, RoundingMode.HALF_UP);
+            if (drawdown.compareTo(maximum) > 0) {
+                maximum = drawdown;
+            }
+        }
+        return maximum.multiply(BigDecimal.valueOf(100))
+                .setScale(4, RoundingMode.HALF_UP);
+    }
+
+    private BacktestRequest requestFor(SelectedScenario scenario) {
+        BacktestRequest request = new BacktestRequest();
+        request.setUserId(TEST_USER_ID);
+        request.setContractCode(scenario.contractCode());
+        request.setContractName(scenario.contractCode() + "-真实数据验证");
+        request.setDirection(scenario.direction());
+        request.setKlinePeriod("1d");
+        request.setIndicators(List.of(scenario.indicator()));
+        request.setOpenVolume(2);
+        request.setVolumeUnit("LOT");
+        request.setStopLossValue(new BigDecimal("3"));
+        request.setStopLossUnit("TICK");
+        request.setTakeProfitValue(new BigDecimal("5"));
+        request.setTakeProfitUnit("TICK");
+        request.setBacktestPeriod("1y");
+        return request;
+    }
+
+    private record SelectedScenario(String contractCode, String indicator, String direction) {
+    }
+}

src/test/java/com/yangwale/backtestify/service/market/convert/PriceScaleConverterTest.java

@@ -27,4 +27,10 @@ class PriceScaleConverterTest {
     void rejectsBlankPrice() {
         assertThrows(IllegalArgumentException.class, () -> PriceScaleConverter.toScaled("", 100));
     }
+
+    @Test
+    void normalizesNegativeUnsignedMarketQuantityToZero() {
+        assertEquals(0L, PriceScaleConverter.toLong("-1"));
+        assertEquals(12L, PriceScaleConverter.toLong("12"));
+    }
 }

src/test/java/com/yangwale/backtestify/service/market/indicator/IndicatorCalculationServiceImplTest.java

@@ -0,0 +1,125 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+import com.yangwale.backtestify.entity.InstrumentDictionary;
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+import com.yangwale.backtestify.mapper.IndicatorMapper;
+import com.yangwale.backtestify.mapper.InstrumentDictionaryMapper;
+import com.yangwale.backtestify.mapper.KLineMapper;
+import com.yangwale.backtestify.service.market.indicator.impl.IndicatorCalculationServiceImpl;
+import com.yangwale.backtestify.service.market.repository.KLineTableResolver;
+import org.junit.jupiter.api.BeforeEach;
+import org.junit.jupiter.api.Test;
+import org.junit.jupiter.api.extension.ExtendWith;
+import org.mockito.Mock;
+import org.mockito.junit.jupiter.MockitoExtension;
+
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.mockito.ArgumentMatchers.anyList;
+import static org.mockito.Mockito.never;
+import static org.mockito.Mockito.verify;
+import static org.mockito.Mockito.when;
+
+@ExtendWith(MockitoExtension.class)
+class IndicatorCalculationServiceImplTest {
+
+    @Mock
+    private InstrumentDictionaryMapper instrumentMapper;
+    @Mock
+    private KLineMapper kLineMapper;
+    @Mock
+    private IndicatorMapper indicatorMapper;
+    @Mock
+    private IndicatorCalculator calculator;
+
+    private IndicatorCalculationService service;
+
+    @BeforeEach
+    void setUp() {
+        service = new IndicatorCalculationServiceImpl(
+                instrumentMapper,
+                kLineMapper,
+                indicatorMapper,
+                new KLineTableResolver(),
+                calculator);
+    }
+
+    @Test
+    void rebuildCalculatesAndUpsertsAllHistoricalRows() {
+        InstrumentDictionary instrument = instrument(7, 100);
+        List<KLineRecord> kLines = List.of(kLine(1), kLine(2));
+        List<KLineIndicator> indicators = List.of(indicator(1), indicator(2));
+        when(instrumentMapper.selectById(7)).thenReturn(instrument);
+        when(kLineMapper.selectAll("t_kline_1d", 7)).thenReturn(kLines);
+        when(calculator.calculate(kLines, 100)).thenReturn(indicators);
+        when(indicatorMapper.upsertBatch("t_indicator_1d", indicators)).thenReturn(2);
+
+        int count = service.rebuild("1d", 7);
+
+        assertEquals(2, count);
+        verify(indicatorMapper).upsertBatch("t_indicator_1d", indicators);
+    }
+
+    @Test
+    void incrementalLoadsContextButOnlyUpsertsRowsAfterLatestIndicator() {
+        InstrumentDictionary instrument = instrument(7, 100);
+        KLineIndicator previous = indicator(100);
+        List<KLineRecord> additions = List.of(kLine(101), kLine(102));
+        List<KLineRecord> descendingContext = List.of(kLine(100), kLine(99));
+        List<KLineIndicator> calculated = List.of(indicator(101), indicator(102));
+        when(instrumentMapper.selectById(7)).thenReturn(instrument);
+        when(indicatorMapper.selectLatest("t_indicator_1d", 7)).thenReturn(previous);
+        when(kLineMapper.selectAfter("t_kline_1d", 7, 100L)).thenReturn(additions);
+        when(kLineMapper.selectBefore("t_kline_1d", 7, 101L, 60)).thenReturn(descendingContext);
+        when(calculator.calculateIncremental(
+                List.of(descendingContext.get(1), descendingContext.get(0)),
+                additions,
+                previous,
+                100)).thenReturn(calculated);
+        when(indicatorMapper.upsertBatch("t_indicator_1d", calculated)).thenReturn(2);
+
+        int count = service.updateIncremental("1d", 7);
+
+        assertEquals(2, count);
+        verify(indicatorMapper).upsertBatch("t_indicator_1d", calculated);
+    }
+
+    @Test
+    void incrementalDoesNothingWhenNoNewKLinesExist() {
+        when(instrumentMapper.selectById(7)).thenReturn(instrument(7, 100));
+        when(indicatorMapper.selectLatest("t_indicator_1d", 7)).thenReturn(indicator(100));
+        when(kLineMapper.selectAfter("t_kline_1d", 7, 100L)).thenReturn(List.of());
+
+        assertEquals(0, service.updateIncremental("1d", 7));
+
+        verify(calculator, never()).calculateIncremental(anyList(), anyList(), org.mockito.ArgumentMatchers.any(), org.mockito.ArgumentMatchers.anyInt());
+        verify(indicatorMapper, never()).upsertBatch(org.mockito.ArgumentMatchers.anyString(), anyList());
+    }
+
+    private InstrumentDictionary instrument(int id, int priceScale) {
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(id);
+        instrument.setPriceScale(priceScale);
+        return instrument;
+    }
+
+    private KLineRecord kLine(long time) {
+        return KLineRecord.builder()
+                .instrumentId(7)
+                .kTime(time)
+                .open(100)
+                .high(101)
+                .low(99)
+                .close(100)
+                .build();
+    }
+
+    private KLineIndicator indicator(long time) {
+        return KLineIndicator.builder()
+                .instrumentId(7)
+                .kTime(time)
+                .build();
+    }
+}

src/test/java/com/yangwale/backtestify/service/market/indicator/IndicatorPersistenceIntegrationTest.java

@@ -0,0 +1,82 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+import com.yangwale.backtestify.entity.InstrumentDictionary;
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+import com.yangwale.backtestify.mapper.IndicatorMapper;
+import com.yangwale.backtestify.mapper.InstrumentDictionaryMapper;
+import com.yangwale.backtestify.mapper.KLineMapper;
+import org.junit.jupiter.api.Test;
+import org.springframework.beans.factory.annotation.Autowired;
+import org.springframework.boot.test.context.SpringBootTest;
+import org.springframework.transaction.annotation.Transactional;
+
+import java.math.BigDecimal;
+import java.util.ArrayList;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertTrue;
+
+@SpringBootTest
+@Transactional
+class IndicatorPersistenceIntegrationTest {
+
+    @Autowired
+    private InstrumentDictionaryMapper instrumentMapper;
+    @Autowired
+    private KLineMapper kLineMapper;
+    @Autowired
+    private IndicatorMapper indicatorMapper;
+    @Autowired
+    private IndicatorCalculationService indicatorService;
+
+    @Test
+    void rebuildAndIncrementalUpdatePersistCalculatedIndicators() {
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setExchangeId("TEST");
+        instrument.setSymbol("ti");
+        instrument.setContractCode("ti2601");
+        instrument.setPriceScale(100);
+        instrument.setIsMain(0);
+        instrumentMapper.insert(instrument);
+
+        List<KLineRecord> history = records(instrument.getId(), 1, 20);
+        assertTrue(kLineMapper.upsertBatch("t_kline_1m", history) > 0);
+        assertTrue(indicatorService.rebuild("1m", instrument.getId()) > 0);
+
+        KLineIndicator historicalLatest = indicatorMapper.selectLatest(
+                "t_indicator_1m", instrument.getId());
+        assertEquals(20L, historicalLatest.getKTime());
+        assertEquals(new BigDecimal("10.500000"), historicalLatest.getMa20());
+        assertEquals(new BigDecimal("100.0000"), historicalLatest.getRsi12());
+
+        assertTrue(kLineMapper.upsertBatch(
+                "t_kline_1m", records(instrument.getId(), 21, 22)) > 0);
+        assertTrue(indicatorService.updateIncremental("1m", instrument.getId()) > 0);
+
+        KLineIndicator incrementalLatest = indicatorMapper.selectLatest(
+                "t_indicator_1m", instrument.getId());
+        assertEquals(22L, incrementalLatest.getKTime());
+        assertEquals(new BigDecimal("12.500000"), incrementalLatest.getMa20());
+    }
+
+    private List<KLineRecord> records(int instrumentId, int from, int to) {
+        List<KLineRecord> result = new ArrayList<>();
+        for (int value = from; value <= to; value++) {
+            int scaledClose = value * 100;
+            result.add(KLineRecord.builder()
+                    .instrumentId(instrumentId)
+                    .kTime((long) value)
+                    .open(scaledClose)
+                    .high(scaledClose + 100)
+                    .low(scaledClose - 100)
+                    .close(scaledClose)
+                    .volume(100L)
+                    .turnover(1000L)
+                    .openInterest(50L)
+                    .build());
+        }
+        return result;
+    }
+}

src/test/java/com/yangwale/backtestify/service/market/indicator/TechnicalIndicatorCalculatorTest.java

@@ -0,0 +1,159 @@
+package com.yangwale.backtestify.service.market.indicator;
+
+import com.yangwale.backtestify.entity.KLineIndicator;
+import com.yangwale.backtestify.entity.KLineRecord;
+import org.junit.jupiter.api.Test;
+
+import java.math.BigDecimal;
+import java.util.ArrayList;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertNull;
+import static org.junit.jupiter.api.Assertions.assertTrue;
+
+class TechnicalIndicatorCalculatorTest {
+
+    private final TechnicalIndicatorCalculator calculator = new TechnicalIndicatorCalculator();
+
+    @Test
+    void calculatesMaBollEmaAndMacdUsingConfiguredIndustryPeriods() {
+        List<KLineIndicator> values = calculator.calculate(sequence(1, 60), 1);
+
+        assertNull(values.get(3).getMa5());
+        assertDecimal("3.000000", values.get(4).getMa5());
+        assertDecimal("5.500000", values.get(9).getMa10());
+        assertDecimal("10.500000", values.get(19).getMa20());
+        assertDecimal("30.500000", values.get(59).getMa60());
+
+        assertNull(values.get(18).getBollMb());
+        assertDecimal("10.500000", values.get(19).getBollMb());
+        assertDecimal("22.032563", values.get(19).getBollUp());
+        assertDecimal("-1.032563", values.get(19).getBollDn());
+
+        assertDecimal("1.000000", values.getFirst().getEma6());
+        assertDecimal("1.285714", values.get(1).getEma6());
+        assertDecimal("1.153846", values.get(1).getEma12());
+        assertDecimal("1.095238", values.get(1).getEma20());
+        assertDecimal("0.000000", values.getFirst().getMacdDif());
+        assertDecimal("0.000000", values.getFirst().getMacdDea());
+        assertDecimal("0.000000", values.getFirst().getMacdBar());
+        assertDecimal("0.079772", values.get(1).getMacdDif());
+        assertDecimal("0.015954", values.get(1).getMacdDea());
+        assertDecimal("0.127635", values.get(1).getMacdBar());
+    }
+
+    @Test
+    void calculatesSimpleMovingAverageRsiAndHandlesFlatPrices() {
+        List<KLineIndicator> mixed = calculator.calculate(records(
+                1, 2, 1, 3, 2, 4, 3, 5, 4, 6, 5, 7, 6), 1);
+
+        assertNull(mixed.get(5).getRsi6());
+        assertDecimal("62.5000", mixed.get(6).getRsi6());
+        assertNull(mixed.get(11).getRsi12());
+        assertDecimal("64.7059", mixed.get(12).getRsi12());
+
+        List<KLineIndicator> flat = calculator.calculate(records(
+                10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10), 1);
+        assertDecimal("50.0000", flat.get(6).getRsi6());
+        assertDecimal("50.0000", flat.get(12).getRsi12());
+    }
+
+    @Test
+    void initializesAndSmoothsKdjFromFifty() {
+        List<KLineIndicator> values = calculator.calculate(records(1, 2), 1);
+
+        assertDecimal("50.0000", values.getFirst().getKdjK());
+        assertDecimal("50.0000", values.getFirst().getKdjD());
+        assertDecimal("50.0000", values.getFirst().getKdjJ());
+        assertDecimal("55.5556", values.get(1).getKdjK());
+        assertDecimal("51.8519", values.get(1).getKdjD());
+        assertDecimal("62.9630", values.get(1).getKdjJ());
+    }
+
+    @Test
+    void incrementalCalculationMatchesFullHistoryAndOnlyReturnsNewRows() {
+        List<KLineRecord> all = sequence(1, 70);
+        List<KLineIndicator> full = calculator.calculate(all, 1);
+        List<KLineRecord> history = all.subList(0, 60);
+        List<KLineRecord> additions = all.subList(60, 70);
+
+        List<KLineIndicator> incremental = calculator.calculateIncremental(
+                history.subList(history.size() - 60, history.size()),
+                additions,
+                full.get(59),
+                1);
+
+        assertEquals(10, incremental.size());
+        for (int i = 0; i < incremental.size(); i++) {
+            KLineIndicator expected = full.get(60 + i);
+            KLineIndicator actual = incremental.get(i);
+            assertEquals(expected.getKTime(), actual.getKTime());
+            assertEquals(expected.getMa60(), actual.getMa60());
+            assertEquals(expected.getBollUp(), actual.getBollUp());
+            assertClose(expected.getEma20(), actual.getEma20(), new BigDecimal("0.000002"));
+            assertClose(expected.getMacdBar(), actual.getMacdBar(), new BigDecimal("0.000002"));
+            assertEquals(expected.getRsi12(), actual.getRsi12());
+            assertClose(expected.getKdjJ(), actual.getKdjJ(), new BigDecimal("0.0002"));
+        }
+    }
+
+    @Test
+    void incrementalMacdUsesPreviousDifWhenPreviousDeaIsMissing() {
+        KLineIndicator previous = KLineIndicator.builder()
+                .instrumentId(7)
+                .kTime(1L)
+                .ema6(new BigDecimal("10"))
+                .ema12(new BigDecimal("10"))
+                .ema20(new BigDecimal("10"))
+                .macdDif(new BigDecimal("2"))
+                .macdDea(null)
+                .kdjK(new BigDecimal("50"))
+                .kdjD(new BigDecimal("50"))
+                .build();
+
+        KLineIndicator actual = calculator.calculateIncremental(
+                List.of(),
+                records(13),
+                previous,
+                1).getFirst();
+
+        assertDecimal("2.018234", actual.getMacdDea());
+    }
+
+    private List<KLineRecord> sequence(int from, int to) {
+        List<Integer> closes = new ArrayList<>();
+        for (int value = from; value <= to; value++) {
+            closes.add(value);
+        }
+        return records(closes.stream().mapToInt(Integer::intValue).toArray());
+    }
+
+    private List<KLineRecord> records(int... closes) {
+        List<KLineRecord> records = new ArrayList<>();
+        for (int i = 0; i < closes.length; i++) {
+            int close = closes[i];
+            records.add(KLineRecord.builder()
+                    .instrumentId(7)
+                    .kTime((long) i + 1)
+                    .open(close)
+                    .high(close + 1)
+                    .low(close - 1)
+                    .close(close)
+                    .volume(100L)
+                    .turnover(1000L)
+                    .openInterest(50L)
+                    .build());
+        }
+        return records;
+    }
+
+    private void assertDecimal(String expected, BigDecimal actual) {
+        assertEquals(new BigDecimal(expected), actual);
+    }
+
+    private void assertClose(BigDecimal expected, BigDecimal actual, BigDecimal tolerance) {
+        assertTrue(expected.subtract(actual).abs().compareTo(tolerance) <= 0,
+                () -> "expected " + expected + " but was " + actual);
+    }
+}

src/test/java/com/yangwale/backtestify/service/market/repository/KLineTableResolverTest.java

@@ -13,6 +13,7 @@ class KLineTableResolverTest {
     @Test
     void resolvesSupportedRealMarketPeriods() {
         assertEquals("t_kline_1m", resolver.resolve("1m"));
+        assertEquals("t_kline_3m", resolver.resolve("3m"));
         assertEquals("t_kline_5m", resolver.resolve("5m"));
         assertEquals("t_kline_15m", resolver.resolve("15m"));
         assertEquals("t_kline_30m", resolver.resolve("30m"));
@@ -20,10 +21,15 @@ class KLineTableResolverTest {
         assertEquals("t_kline_4h", resolver.resolve("4h"));
         assertEquals("t_kline_1d", resolver.resolve("1d"));
         assertEquals("t_kline_1w", resolver.resolve("1w"));
+        assertEquals("t_kline_1mo", resolver.resolve("1mo"));
+        assertEquals("t_indicator_1m", resolver.resolveIndicator("1m"));
+        assertEquals("t_indicator_3m", resolver.resolveIndicator("3m"));
+        assertEquals("t_indicator_1d", resolver.resolveIndicator("1d"));
+        assertEquals("t_indicator_1mo", resolver.resolveIndicator("1mo"));
     }
 
     @Test
-    void rejects3mBecauseRealMarketDoesNotProvideIt() {
+    void rejectsUnknownPeriod() {
-        assertThrows(BusinessException.class, () -> resolver.resolve("3m"));
+        assertThrows(BusinessException.class, () -> resolver.resolve("2h"));
     }
 }

src/test/java/com/yangwale/backtestify/service/market/sync/MarketDataSyncServiceTest.java

@@ -0,0 +1,427 @@
+package com.yangwale.backtestify.service.market.sync;
+
+import com.baomidou.mybatisplus.core.MybatisConfiguration;
+import com.baomidou.mybatisplus.core.conditions.Wrapper;
+import com.baomidou.mybatisplus.core.metadata.TableInfoHelper;
+import com.yangwale.backtestify.config.MarketDataProperties;
+import com.yangwale.backtestify.entity.InstrumentDictionary;
+import com.yangwale.backtestify.entity.KLineRecord;
+import com.yangwale.backtestify.entity.MarketDataSyncLog;
+import com.yangwale.backtestify.mapper.InstrumentDictionaryMapper;
+import com.yangwale.backtestify.mapper.KLineMapper;
+import com.yangwale.backtestify.mapper.MarketDataSyncLogMapper;
+import com.yangwale.backtestify.service.market.client.CnQuotationClient;
+import com.yangwale.backtestify.service.market.client.CnQuotationModels;
+import com.yangwale.backtestify.service.market.indicator.IndicatorCalculationService;
+import com.yangwale.backtestify.service.market.repository.KLineTableResolver;
+import org.apache.ibatis.builder.MapperBuilderAssistant;
+import org.junit.jupiter.api.Test;
+import org.mockito.ArgumentCaptor;
+import org.springframework.test.util.ReflectionTestUtils;
+import org.springframework.transaction.PlatformTransactionManager;
+import org.springframework.transaction.TransactionDefinition;
+import org.springframework.transaction.TransactionStatus;
+import org.springframework.transaction.support.SimpleTransactionStatus;
+import org.springframework.transaction.support.TransactionTemplate;
+
+import java.util.ArrayList;
+import java.util.List;
+
+import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertThrows;
+import static org.mockito.ArgumentMatchers.any;
+import static org.mockito.ArgumentMatchers.anyList;
+import static org.mockito.ArgumentMatchers.eq;
+import static org.mockito.Mockito.mock;
+import static org.mockito.Mockito.never;
+import static org.mockito.Mockito.times;
+import static org.mockito.Mockito.verify;
+import static org.mockito.Mockito.when;
+
+class MarketDataSyncServiceTest {
+
+    @Test
+    void refreshAdoptsApiContractCodeCasingWithoutCreatingDuplicate() {
+        TableInfoHelper.initTableInfo(
+                new MapperBuilderAssistant(new MybatisConfiguration(), ""),
+                InstrumentDictionary.class);
+        MarketDataProperties properties = new MarketDataProperties();
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary existing = new InstrumentDictionary();
+        existing.setId(7);
+        existing.setExchangeId("CZCE");
+        existing.setContractCode("ap610");
+        existing.setPriceScale(1000);
+        when(instrumentMapper.selectByExchangeAndContractCodeIgnoreCase("CZCE", "AP610"))
+                .thenReturn(List.of(existing));
+
+        MarketDataSyncService service = service(properties,
+                new CanonicalQuotationClient(properties), instrumentMapper, kLineMapper,
+                syncLogMapper, indicatorService);
+
+        service.refreshMainContracts();
+
+        ArgumentCaptor<InstrumentDictionary> updated = ArgumentCaptor.forClass(InstrumentDictionary.class);
+        verify(instrumentMapper).updateById(updated.capture());
+        assertEquals("AP610", updated.getValue().getContractCode());
+        verify(instrumentMapper, never()).insert(any(InstrumentDictionary.class));
+    }
+
+    @Test
+    void repairFindsContractIgnoringCallerCasingAndUsesStoredCanonicalCode() {
+        MarketDataProperties properties = new MarketDataProperties();
+        properties.getSync().setPeriods(List.of("1d"));
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(7);
+        instrument.setExchangeId("CZCE");
+        instrument.setContractCode("AP610");
+        instrument.setPriceScale(1000);
+        instrument.setIsMain(1);
+        when(instrumentMapper.selectMainByContractCodeIgnoreCase("ap610"))
+                .thenReturn(List.of(instrument));
+        CapturingRepairQuotationClient quotationClient = new CapturingRepairQuotationClient(properties);
+
+        MarketDataSyncService service = service(properties, quotationClient,
+                instrumentMapper, kLineMapper, syncLogMapper, indicatorService);
+
+        service.repairContractFrom("ap610", 100L);
+
+        assertEquals(List.of("AP610"), quotationClient.requestedCodes);
+        verify(indicatorService).rebuild("1d", 7);
+    }
+
+    @Test
+    void repairRejectsContractThatIsNotCurrentMain() {
+        MarketDataProperties properties = new MarketDataProperties();
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        when(instrumentMapper.selectMainByContractCodeIgnoreCase("AP610"))
+                .thenReturn(List.of());
+
+        MarketDataSyncService service = service(properties,
+                new EmptyQuotationClient(properties), instrumentMapper, mock(KLineMapper.class),
+                mock(MarketDataSyncLogMapper.class), mock(IndicatorCalculationService.class));
+
+        assertThrows(IllegalArgumentException.class,
+                () -> service.repairContractFrom("AP610", 100L));
+    }
+
+    @Test
+    void refreshPreservesExistingPriceScale() {
+        MarketDataProperties properties = new MarketDataProperties();
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary existing = new InstrumentDictionary();
+        existing.setId(7);
+        existing.setContractCode("rb2610");
+        existing.setPriceScale(500);
+        when(instrumentMapper.selectByExchangeAndContractCodeIgnoreCase("SHFE", "rb2610"))
+                .thenReturn(List.of(existing));
+
+        MarketDataSyncService service = service(properties,
+                new EmptyQuotationClient(properties), instrumentMapper, kLineMapper,
+                syncLogMapper, indicatorService);
+
+        ReflectionTestUtils.invokeMethod(service, "upsertInstrument", goodsItem());
+
+        ArgumentCaptor<InstrumentDictionary> updated = ArgumentCaptor.forClass(InstrumentDictionary.class);
+        verify(instrumentMapper).updateById(updated.capture());
+        assertEquals(500, updated.getValue().getPriceScale());
+    }
+
+    @Test
+    void refreshUsesDefaultScaleForNewContract() {
+        MarketDataProperties properties = new MarketDataProperties();
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+
+        MarketDataSyncService service = service(properties,
+                new EmptyQuotationClient(properties), instrumentMapper, kLineMapper,
+                syncLogMapper, indicatorService);
+
+        ReflectionTestUtils.invokeMethod(service, "upsertInstrument", goodsItem());
+
+        ArgumentCaptor<InstrumentDictionary> inserted = ArgumentCaptor.forClass(InstrumentDictionary.class);
+        verify(instrumentMapper).insert(inserted.capture());
+        assertEquals(1000, inserted.getValue().getPriceScale());
+    }
+
+    @Test
+    void catchesUpFromLatestDatabaseTimestampAcrossMultiplePages() {
+        MarketDataProperties properties = new MarketDataProperties();
+        properties.getSync().setPeriods(List.of("1d"));
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(7);
+        instrument.setExchangeId("SHFE");
+        instrument.setContractCode("rb2610");
+        instrument.setPriceScale(100);
+        instrument.setIsMain(1);
+        when(instrumentMapper.selectList(any(Wrapper.class))).thenReturn(List.of(instrument));
+        when(kLineMapper.selectLatestTimestamp("t_kline_1d", 7)).thenReturn(100L);
+        when(kLineMapper.upsertBatch(eq("t_kline_1d"), anyList()))
+                .thenAnswer(invocation -> invocation.<List<KLineRecord>>getArgument(1).size());
+
+        FakeQuotationClient quotationClient = new FakeQuotationClient(properties);
+        MarketDataSyncService service = new MarketDataSyncService(
+                properties,
+                quotationClient,
+                instrumentMapper,
+                kLineMapper,
+                syncLogMapper,
+                new KLineTableResolver(),
+                indicatorService,
+                transactionTemplate()) {
+            @Override
+            public void refreshMainContracts() {
+                // Contract refresh is outside this test's synchronization seam.
+            }
+        };
+
+        service.syncIncrementalForMainContracts();
+
+        ArgumentCaptor<List<KLineRecord>> batches = ArgumentCaptor.forClass(List.class);
+        verify(kLineMapper, times(2)).upsertBatch(eq("t_kline_1d"), batches.capture());
+        assertEquals(List.of(101L, 102L), batches.getAllValues().get(0).stream()
+                .map(KLineRecord::getKTime).toList());
+        assertEquals(List.of(103L), batches.getAllValues().get(1).stream()
+                .map(KLineRecord::getKTime).toList());
+        assertEquals(List.of(100L, 102L, 103L), quotationClient.requestedCursors);
+        verify(indicatorService).updateIncremental("1d", 7);
+        verify(syncLogMapper, org.mockito.Mockito.atLeastOnce()).insert(any(MarketDataSyncLog.class));
+    }
+
+    @Test
+    void initializesIndicatorsEvenWhenMarketApiHasNoNewBars() {
+        MarketDataProperties properties = new MarketDataProperties();
+        properties.getSync().setPeriods(List.of("1d"));
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        CnQuotationClient quotationClient = new EmptyQuotationClient(properties);
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(7);
+        instrument.setExchangeId("SHFE");
+        instrument.setContractCode("rb2610");
+        instrument.setPriceScale(100);
+        instrument.setIsMain(1);
+        when(instrumentMapper.selectList(any(Wrapper.class))).thenReturn(List.of(instrument));
+        when(kLineMapper.selectLatestTimestamp("t_kline_1d", 7)).thenReturn(100L);
+        MarketDataSyncService service = new MarketDataSyncService(
+                properties, quotationClient, instrumentMapper, kLineMapper, syncLogMapper,
+                new KLineTableResolver(), indicatorService, transactionTemplate()) {
+            @Override
+            public void refreshMainContracts() {
+                // Contract refresh is outside this test's synchronization seam.
+            }
+        };
+
+        service.syncIncrementalForMainContracts();
+
+        verify(kLineMapper, never()).upsertBatch(eq("t_kline_1d"), anyList());
+        verify(indicatorService).updateIncremental("1d", 7);
+    }
+
+    @Test
+    void repairRewritesExistingTimestampUsingContractScaleAndRebuildsIndicators() {
+        MarketDataProperties properties = new MarketDataProperties();
+        properties.getSync().setPeriods(List.of("1d"));
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(7);
+        instrument.setExchangeId("SHFE");
+        instrument.setContractCode("rb2610");
+        instrument.setPriceScale(1000);
+        instrument.setIsMain(1);
+        when(instrumentMapper.selectList(any(Wrapper.class))).thenReturn(List.of(instrument));
+
+        MarketDataSyncService service = new MarketDataSyncService(
+                properties, new RepairQuotationClient(properties), instrumentMapper,
+                kLineMapper, syncLogMapper, new KLineTableResolver(), indicatorService,
+                transactionTemplate()) {
+            @Override
+            public void refreshMainContracts() {
+                // Contract refresh is outside this test's synchronization seam.
+            }
+        };
+
+        service.repairMainContractsFrom(100L);
+
+        ArgumentCaptor<List<KLineRecord>> records = ArgumentCaptor.forClass(List.class);
+        verify(kLineMapper).upsertBatch(eq("t_kline_1d"), records.capture());
+        assertEquals(100L, records.getValue().getFirst().getKTime());
+        assertEquals(100500, records.getValue().getFirst().getClose());
+        verify(indicatorService).rebuild("1d", 7);
+        verify(indicatorService, never()).updateIncremental("1d", 7);
+    }
+
+    @Test
+    void repairsOnlyRequestedContractFromForcedCursor() {
+        MarketDataProperties properties = new MarketDataProperties();
+        properties.getSync().setPeriods(List.of("1d"));
+        InstrumentDictionaryMapper instrumentMapper = mock(InstrumentDictionaryMapper.class);
+        KLineMapper kLineMapper = mock(KLineMapper.class);
+        MarketDataSyncLogMapper syncLogMapper = mock(MarketDataSyncLogMapper.class);
+        IndicatorCalculationService indicatorService = mock(IndicatorCalculationService.class);
+        InstrumentDictionary instrument = new InstrumentDictionary();
+        instrument.setId(7);
+        instrument.setExchangeId("SHFE");
+        instrument.setContractCode("rb2610");
+        instrument.setPriceScale(1000);
+        instrument.setIsMain(1);
+        when(instrumentMapper.selectMainByContractCodeIgnoreCase("rb2610"))
+                .thenReturn(List.of(instrument));
+
+        MarketDataSyncService service = service(properties, new RepairQuotationClient(properties),
+                instrumentMapper, kLineMapper, syncLogMapper, indicatorService);
+
+        service.repairContractFrom("rb2610", 100L);
+
+        verify(kLineMapper).upsertBatch(eq("t_kline_1d"), anyList());
+        verify(indicatorService).rebuild("1d", 7);
+        verify(instrumentMapper, never()).selectList(any(Wrapper.class));
+    }
+
+    private MarketDataSyncService service(MarketDataProperties properties,
+                                          CnQuotationClient quotationClient,
+                                          InstrumentDictionaryMapper instrumentMapper,
+                                          KLineMapper kLineMapper,
+                                          MarketDataSyncLogMapper syncLogMapper,
+                                          IndicatorCalculationService indicatorService) {
+        return new MarketDataSyncService(
+                properties, quotationClient, instrumentMapper, kLineMapper, syncLogMapper,
+                new KLineTableResolver(), indicatorService, transactionTemplate());
+    }
+
+    private TransactionTemplate transactionTemplate() {
+        return new TransactionTemplate(new PlatformTransactionManager() {
+            @Override
+            public TransactionStatus getTransaction(TransactionDefinition definition) {
+                return new SimpleTransactionStatus();
+            }
+
+            @Override
+            public void commit(TransactionStatus status) {
+            }
+
+            @Override
+            public void rollback(TransactionStatus status) {
+            }
+        });
+    }
+
+    private CnQuotationModels.GoodsItem goodsItem() {
+        return new CnQuotationModels.GoodsItem(
+                "SHFE", "rb", "rb", "螺纹钢", "rb2610", 1);
+    }
+
+    private static final class FakeQuotationClient extends CnQuotationClient {
+
+        private final List<Long> requestedCursors = new ArrayList<>();
+
+        private FakeQuotationClient(MarketDataProperties properties) {
+            super(properties);
+        }
+
+        @Override
+        public List<CnQuotationModels.GoodsItem> listMainContracts() {
+            return List.of();
+        }
+
+        @Override
+        public List<CnQuotationModels.KChartItem> getKChartByDate(
+                String excode, String code, String period, long date, String direction) {
+            requestedCursors.add(date);
+            if (date == 100L) {
+                return List.of(item(101L), item(102L));
+            }
+            if (date == 102L) {
+                return List.of(item(103L));
+            }
+            return List.of();
+        }
+
+        private CnQuotationModels.KChartItem item(long timestamp) {
+            return new CnQuotationModels.KChartItem(
+                    null, "100.00", "101.00", "99.00", "100.50",
+                    "10", "1000", timestamp, "20", null);
+        }
+    }
+
+    private static class EmptyQuotationClient extends CnQuotationClient {
+
+        protected EmptyQuotationClient(MarketDataProperties properties) {
+            super(properties);
+        }
+
+        @Override
+        public List<CnQuotationModels.KChartItem> getKChartByDate(
+                String excode, String code, String period, long date, String direction) {
+            return List.of();
+        }
+    }
+
+    private static final class RepairQuotationClient extends EmptyQuotationClient {
+
+        private RepairQuotationClient(MarketDataProperties properties) {
+            super(properties);
+        }
+
+        @Override
+        public List<CnQuotationModels.KChartItem> getKChartByDate(
+                String excode, String code, String period, long date, String direction) {
+            if (date == 99L) {
+                return List.of(new CnQuotationModels.KChartItem(
+                        null, "100.00", "101.00", "99.00", "100.50",
+                        "10", "1000", 100L, "20", null));
+            }
+            return List.of();
+        }
+    }
+
+    private static final class CanonicalQuotationClient extends EmptyQuotationClient {
+
+        private CanonicalQuotationClient(MarketDataProperties properties) {
+            super(properties);
+        }
+
+        @Override
+        public List<CnQuotationModels.GoodsItem> listMainContracts() {
+            return List.of(new CnQuotationModels.GoodsItem(
+                    "CZCE", "AP", "AP", "苹果", "AP610", 1));
+        }
+    }
+
+    private static final class CapturingRepairQuotationClient extends EmptyQuotationClient {
+
+        private final List<String> requestedCodes = new ArrayList<>();
+
+        private CapturingRepairQuotationClient(MarketDataProperties properties) {
+            super(properties);
+        }
+
+        @Override
+        public List<CnQuotationModels.KChartItem> getKChartByDate(
+                String excode, String code, String period, long date, String direction) {
+            requestedCodes.add(code);
+            return List.of();
+        }
+    }
+}

src/test/resources/schema-test.sql

@@ -4,17 +4,18 @@ CREATE TABLE IF NOT EXISTS t_instrument_dictionary (
     exchange_id     VARCHAR(16),
     symbol          VARCHAR(10) NOT NULL,
     contract_code   VARCHAR(20) NOT NULL,
-    price_scale     INT NOT NULL DEFAULT 100,
+    price_scale     INT NOT NULL DEFAULT 1000,
+    price_tick      DECIMAL(18, 6) NOT NULL DEFAULT 1,
     is_main         TINYINT NOT NULL DEFAULT 0,
     create_time     TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
     update_time     TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
     is_deleted      TINYINT NOT NULL DEFAULT 0,
-    UNIQUE (contract_code)
+    UNIQUE (exchange_id, contract_code)
 );
 
 CREATE TABLE IF NOT EXISTS t_kline_1m (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -22,11 +23,11 @@ CREATE TABLE IF NOT EXISTS t_kline_1m (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_5m (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -34,11 +35,11 @@ CREATE TABLE IF NOT EXISTS t_kline_5m (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_15m (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -46,11 +47,11 @@ CREATE TABLE IF NOT EXISTS t_kline_15m (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_30m (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -58,11 +59,11 @@ CREATE TABLE IF NOT EXISTS t_kline_30m (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_1h (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -70,11 +71,11 @@ CREATE TABLE IF NOT EXISTS t_kline_1h (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_4h (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -82,11 +83,11 @@ CREATE TABLE IF NOT EXISTS t_kline_4h (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_1d (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -94,11 +95,11 @@ CREATE TABLE IF NOT EXISTS t_kline_1d (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 CREATE TABLE IF NOT EXISTS t_kline_1w (
     instrument_id SMALLINT NOT NULL,
-    timestamp     INT NOT NULL,
+    k_time        INT NOT NULL,
     open          INT NOT NULL,
     high          INT NOT NULL,
     low           INT NOT NULL,
@@ -106,9 +107,41 @@ CREATE TABLE IF NOT EXISTS t_kline_1w (
     volume        INT NOT NULL DEFAULT 0,
     turnover      BIGINT NOT NULL DEFAULT 0,
     open_interest INT NOT NULL DEFAULT 0,
-    PRIMARY KEY (instrument_id, timestamp)
+    PRIMARY KEY (instrument_id, k_time)
 );
 
+CREATE TABLE IF NOT EXISTS t_indicator_1m (
+    instrument_id SMALLINT NOT NULL,
+    k_time        INT NOT NULL,
+    ma5           DECIMAL(18,6),
+    ma10          DECIMAL(18,6),
+    ma20          DECIMAL(18,6),
+    ma60          DECIMAL(18,6),
+    boll_mb       DECIMAL(18,6),
+    boll_up       DECIMAL(18,6),
+    boll_dn       DECIMAL(18,6),
+    ema6          DECIMAL(18,6),
+    ema12         DECIMAL(18,6),
+    ema20         DECIMAL(18,6),
+    macd_dif      DECIMAL(18,6),
+    macd_dea      DECIMAL(18,6),
+    macd_bar      DECIMAL(18,6),
+    rsi6          DECIMAL(10,4),
+    rsi12         DECIMAL(10,4),
+    kdj_k         DECIMAL(10,4),
+    kdj_d         DECIMAL(10,4),
+    kdj_j         DECIMAL(10,4),
+    create_at     INT,
+    PRIMARY KEY (instrument_id, k_time)
+);
+CREATE TABLE IF NOT EXISTS t_indicator_5m AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_15m AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_30m AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_1h AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_4h AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_1d AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+CREATE TABLE IF NOT EXISTS t_indicator_1w AS SELECT * FROM t_indicator_1m WHERE 1 = 0;
+
 CREATE TABLE IF NOT EXISTS t_market_data_sync_log (
     id            BIGINT AUTO_INCREMENT PRIMARY KEY,
     sync_type     VARCHAR(32) NOT NULL,