worldquant-alpha-system/frontend/src/components/SelfCorrelationPanel.tsx

import { useEffect, useState } from "react";
import {
  Banner,
  Button,
  Descriptions,
  Empty,
  Spin,
  Table,
  Tag,
  Toast,
} from "@douyinfe/semi-ui-19";
import { api, correlationLabels, formatNumber, formatTime, post } from "../api";
import type { CorrelationResult } from "../types";

export function SelfCorrelationPanel({
  id,
  version,
  timezone,
  onTask,
}: {
  id: string;
  version: string;
  timezone?: string;
  onTask: () => void;
}) {
  const [result, setResult] = useState<CorrelationResult | null>(null);
  const [loading, setLoading] = useState(true);
  const [busy, setBusy] = useState(false);
  const [error, setError] = useState("");
  useEffect(() => {
    const controller = new AbortController();
    setLoading(true);
    api<{ result: CorrelationResult | null }>(
      `/alphas/${id}/self-correlation`,
      { signal: controller.signal },
    )
      .then((value) => {
        if (!controller.signal.aborted) {
          setResult(value.result);
          setError("");
        }
      })
      .catch((e) => {
        if (!controller.signal.aborted) setError(e.message);
      })
      .finally(() => {
        if (!controller.signal.aborted) setLoading(false);
      });
    return () => controller.abort();
  }, [id, version]);
  async function check() {
    setBusy(true);
    try {
      await post("/sync-jobs", { kind: "self_correlation", alpha_ids: [id] });
      onTask();
    } catch (e) {
      Toast.error((e as Error).message);
    } finally {
      setBusy(false);
    }
  }
  return (
    <div className="correlation-panel">
      <div className="section-toolbar">
        <h3>本地自相关</h3>
        <Button onClick={() => void check()} loading={busy}>
          {result ? "重新检测自相关" : "检测自相关"}
        </Button>
      </div>
      <p className="muted">
        与本地已同步的同地区已提交 Alpha 比较，排除自身。使用 PnL
        缓存，缺失时自动获取；建议先全量同步已提交 Alpha。
      </p>
      <p className="muted">
        近四年 PnL 日变化的 Pearson 相关系数，至少 30 个共同样本；本地告警线为
        0.7，检测结果与平台检查分别记录。
      </p>
      {error && <Banner type="danger" description={error} />}
      {loading && !result ? (
        <Spin />
      ) : !result ? (
        <Empty description="尚未检测自相关" />
      ) : (
        <>
          {result.stale && (
            <Banner
              type="warning"
              description="PnL 或比较样本已更新，以下为上次结果，请重新检测。"
            />
          )}
          <div className="inline-actions">
            <Tag
              color={
                result.stale
                  ? "grey"
                  : result.status === "high"
                    ? "orange"
                    : result.status === "low"
                      ? "green"
                      : "grey"
              }
            >
              {correlationLabels[result.status]}
            </Tag>
            <span className="muted">
              计算于 {formatTime(result.calculated_at, timezone)}
            </span>
          </div>
          <Descriptions
            data={[
              {
                key: "最大相关系数",
                value: formatNumber(result.max_correlation, 4),
              },
              {
                key: "有效比较",
                value: `${result.compared_count} / ${result.candidate_count}`,
              },
              { key: "跳过样本", value: result.skipped_count },
              {
                key: "比较窗口",
                value: result.window_from
                  ? `${result.window_from} 至 ${result.window_to}`
                  : "未提供",
              },
              {
                key: "目标 PnL 更新",
                value: result.target_pnl_fetched_at
                  ? formatTime(result.target_pnl_fetched_at, timezone)
                  : "未提供",
              },
            ]}
          />
          {result.reason && <p>{result.reason}</p>}
          {result.status === "partial" && (
            <p>已有样本低于阈值，但部分基准无法比较，不能据此判断全部样本。</p>
          )}
          {result.matches.length > 0 && (
            <>
              <h3>相关系数最高的 Alpha（最多 10 条）</h3>
              <Table
                dataSource={result.matches}
                rowKey="alpha_id"
                size="small"
                pagination={false}
                columns={[
                  {
                    title: "Alpha",
                    dataIndex: "alpha_id",
                    render: (value) => (
                      <a
                        href={`https://platform.worldquantbrain.com/alpha/${encodeURIComponent(value)}`}
                        target="_blank"
                        rel="noreferrer"
                      >
                        {value}
                      </a>
                    ),
                  },
                  {
                    title: "相关系数",
                    dataIndex: "correlation",
                    render: (value) => formatNumber(value, 4),
                  },
                  { title: "共同样本", dataIndex: "sample_count" },
                  {
                    title: "PnL 更新",
                    dataIndex: "pnl_fetched_at",
                    render: (value) => formatTime(value, timezone),
                  },
                ]}
              />
            </>
          )}
          {result.skipped.length > 0 && (
            <details>
              <summary>
                跳过原因（{result.skipped_count} 条，最多展示 100 条）
              </summary>
              {result.skipped.map((item) => (
                <p key={item.alpha_id}>
                  <code>{item.alpha_id}</code>：{item.reason}
                </p>
              ))}
            </details>
          )}
        </>
      )}
    </div>
  );
}