worldquant-alpha-system/frontend/tests/research-outcomes.spec.ts

import { choosePreparation } from "./preparation-helpers";
import { expect, test } from "@playwright/test";
const headers = { "X-WQ-Request": "1" };
const scope = {
  instrument_type: "EQUITY",
  region: "USA",
  universe: "TOP3000",
  delay: 1,
};
test("feature conversion, saved views and immutable evaluations", async ({
  page,
}) => {
  const errors: string[] = [];
  page.on("pageerror", (e) => errors.push(e.message));
  await page.goto("/#features");
  await page.getByLabel("密码", { exact: true }).fill("browser-test-password");
  await page.getByRole("button", { name: "进入工作空间" }).click();
  await expect(
    page.getByRole("button", { name: "新建特征方案", exact: true }),
  ).toBeVisible();
  await page.request.put("/api/v1/account/credentials", {
    headers,
    data: { email: "test@example.com", password: "synthetic-password" },
  });
  await page.request.post("/api/v1/account/connect", { headers });
  await expect
    .poll(
      async () =>
        (await (await page.request.get("/api/v1/account")).json())
          .connection_status,
    )
    .toBe("connected");
  for (const dataset_id of [null, "TEST_FIN"]) {
    const result = await page.request.post("/api/v1/catalog/sync-jobs", {
      headers,
      data: { scope, dataset_id },
    });
    const job = await result.json();
    await expect
      .poll(
        async () =>
          (await (await page.request.get(`/api/v1/sync-jobs/${job.id}`)).json())
            .status,
      )
      .toBe("completed");
  }
  const params = new URLSearchParams(
    Object.entries(scope).map(([k, v]) => [k, String(v)]),
  );
  const fields = await (
    await page.request.get(`/api/v1/catalog/datasets/TEST_FIN/fields?${params}`)
  ).json();
  const fixed = await (
    await page.request.post("/api/v1/data-preparations/from-dataset", {
      headers,
      data: {
        scope,
        dataset_id: "TEST_FIN",
        collection_version: fields.collection_version,
      },
    })
  ).json();
  expect(fixed.id).toBeTruthy();
  await page.reload();
  await page.getByRole("button", { name: "新建特征方案", exact: true }).click();
  await page.getByLabel("特征方案名称", { exact: true }).fill("浏览器特征验收");
  await page
    .getByLabel("特征经济假设", { exact: true })
    .fill("排名可降低异常值影响");
  await choosePreparation(page, fixed.name, "选择特征数据准备");
  await page.getByLabel("特征方案名称", { exact: true }).click();
  await page.getByRole("button", { name: "添加处理步骤" }).click();
  await page.getByLabel("步骤 1 名称").fill("横截面排名");
  await page.getByLabel("步骤 1 理由").fill("减少尺度影响");
  await page.getByLabel("步骤 1 表达式").fill("rank(TEST_FIN_001)");
  await page
    .getByRole("textbox", { name: "模板名称", exact: true })
    .fill("特征转换模板");
  await page.getByLabel("field 候选取值").fill("TEST_FIN_001");
  await page.getByRole("button", { name: "保存特征方案", exact: true }).click();
  await expect(
    page.getByText("特征方案版本已保存", { exact: true }),
  ).toBeVisible();
  await page.getByRole("button", { name: "保存并转为模板" }).click();
  await expect(page).toHaveURL(/#templates$/);
  await expect(
    page.getByRole("textbox", { name: "模板名称", exact: true }),
  ).toHaveValue("特征转换模板");
  await page.getByRole("tab", { name: "回测准备", exact: true }).click();
  const settingsEditor = page.getByRole("region", {
    name: "回测参数",
    exact: true,
  });
  await settingsEditor.getByRole("button", { name: "同步合法设置" }).click();
  await expect(
    settingsEditor.getByRole("combobox", {
      name: "Neutralization",
      exact: true,
    }),
  ).toContainText("INDUSTRY");
  await expect(
    settingsEditor.getByRole("button", { name: "更改组合" }),
  ).toHaveCount(0);
  await expect(settingsEditor).toContainText("来自固定数据准备");
  const templates = await (
    await page.request.get(
      "/api/v1/research/assets?kind=template&q=特征转换模板",
    )
  ).json();
  const snapshot = await (
    await page.request.get(
      `/api/v1/research/input-snapshots/${templates.items[0].provenance.feature.content.input_ids[0]}`,
    )
  ).json();
  expect(snapshot.preparation_id).toBe(fixed.id);
  await page.keyboard.press("Escape");
  await page.getByRole("button", { name: "Alpha 管理", exact: true }).click();
  await page.getByRole("button", { name: "保存为新视图" }).click();
  await page.getByLabel("视图名称", { exact: true }).fill("浏览器常用队列");
  await page.getByRole("button", { name: "保存视图", exact: true }).click();
  await expect(page.getByText("筛选视图已保存", { exact: true })).toBeVisible();
  const views = await (
    await page.request.get("/api/v1/research/assets?kind=view&q=浏览器常用队列")
  ).json();
  expect(views.items[0].content.filters.submission).toBe("UNSUBMITTED");
  expect(views.items[0].content.columns).toContain("name");
  await page
    .getByRole("button", { name: "导入 Alpha ID", exact: true })
    .click();
  await page.getByLabel("Alpha IDs", { exact: true }).fill("TEST0001");
  const importing = page.waitForResponse(
    (r) =>
      r.url().endsWith("/api/v1/sync-jobs") && r.request().method() === "POST",
  );
  await page
    .getByRole("dialog")
    .getByRole("button", { name: "confirm", exact: true })
    .click();
  await expect
    .poll(async () =>
      (await page.request.get("/api/v1/alphas/TEST0001")).status(),
    )
    .toBe(200);
  const importJob = await (await importing).json();
  await expect
    .poll(
      async () =>
        (
          await (
            await page.request.get(`/api/v1/sync-jobs/${importJob.id}`)
          ).json()
        ).status,
    )
    .toBe("completed");
  await page.reload();
  await page.getByRole("button", { name: "筛选 Alpha", exact: true }).click();
  await page.getByRole("textbox", { name: "搜索 Alpha" }).fill("TEST0001");
  await page.getByRole("button", { name: "查询", exact: true }).click();
  await expect(page.locator(".alpha-link")).toHaveCount(1);
  await page.locator(".alpha-link").click();
  await page.getByRole("tab", { name: "研究信息", exact: true }).click();
  await page.getByRole("button", { name: "保存规则评估" }).click();
  await expect(
    page.getByText("规则：Sharpe ≥", { exact: false }),
  ).toBeVisible();
  const reports = await (
    await page.request.get("/api/v1/research/evaluations?alpha_id=TEST0001")
  ).json();
  expect(reports.items).toHaveLength(1);
  await page.screenshot({
    path: "/tmp/wq-stage-two-evaluation.png",
    fullPage: true,
  });
  expect(errors).toEqual([]);
});