683 lines
24 KiB
TypeScript
683 lines
24 KiB
TypeScript
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import { ResearchSelect } from "./ResearchSelect";
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import { useEffect, useRef, useState } from "react";
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import {
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Banner,
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Button,
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Input,
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InputNumber,
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TextArea,
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Toast,
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} from "@douyinfe/semi-ui-19";
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import { api, post, formatTime } from "../api";
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import type { PageContext, UIAction } from "../ai/types";
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import { initialSettings, type SimulationSettings } from "../backtests/types";
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import {
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blankTemplate,
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type Asset,
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type Experiment,
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type InputSnapshot,
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type Template,
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} from "./workspaceTypes";
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import { TemplateEditor } from "./TemplateEditor";
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import { ExperimentView } from "./ExperimentView";
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import { ComparisonPanel } from "./ComparisonPanel";
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import "./workspace.css";
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type ImportResult = {
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templates: Template[];
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digest: string;
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conflicts: unknown[];
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errors: unknown[];
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differences?: unknown[];
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};
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export function ResearchWorkspace({
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page,
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active,
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action,
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onAction,
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onContext,
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}: {
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page: "templates" | "variants";
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active: boolean;
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action: UIAction | null;
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onAction: (action: UIAction) => void;
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onContext: (context: PageContext) => void;
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}) {
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const processedAction = useRef<number | null>(null);
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const [assets, setAssets] = useState<Asset[]>([]);
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const [inputs, setInputs] = useState<InputSnapshot[]>([]);
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const [inputIds, setInputIds] = useState<string[]>([]);
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const [template, setTemplate] = useState<Template>(blankTemplate);
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const [asset, setAsset] = useState<Asset | null>(null);
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const [hypothesis, setHypothesis] = useState("");
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const [parent, setParent] = useState("");
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const [method, setMethod] = useState("structure");
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const [settings, setSettings] = useState<SimulationSettings>(initialSettings);
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const [neutralizations, setNeutralizations] = useState<string[]>([]);
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const [mode, setMode] = useState("all");
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const [limit, setLimit] = useState(100);
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const [seed, setSeed] = useState(0);
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const [experiment, setExperiment] = useState<Experiment | null>(null);
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const [history, setHistory] = useState<
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{ id: string; name: string; created_at: string; total: number }[]
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>([]);
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const [busy, setBusy] = useState("");
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const [error, setError] = useState("");
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const [search, setSearch] = useState("");
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const [assetPage, setAssetPage] = useState(0);
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const [historyPage, setHistoryPage] = useState(0);
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const [assetTotal, setAssetTotal] = useState(0);
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const [historyTotal, setHistoryTotal] = useState(0);
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const refreshSequence = useRef(0);
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const [importText, setImportText] = useState("");
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const [importResult, setImportResult] = useState<ImportResult | null>(null);
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const selectedInputs = inputs.filter((input) => inputIds.includes(input.id));
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const dirty =
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!asset || JSON.stringify(template) !== JSON.stringify(asset.content);
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async function task(label: string, action: () => Promise<void>) {
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setBusy(label);
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setError("");
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try {
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await action();
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} catch (error) {
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setError((error as Error).message);
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} finally {
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setBusy("");
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}
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}
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async function refresh() {
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const sequence = ++refreshSequence.current;
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const [nextAssets, nextInputs, nextHistory] = await Promise.all([
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api<{ items: Asset[]; total: number }>(
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`/research/assets?kind=template&limit=25&offset=${assetPage * 25}&q=${encodeURIComponent(search)}`,
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),
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api<{ items: InputSnapshot[] }>("/research/inputs"),
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api<{ items: typeof history; total: number }>(
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`/research/experiments?limit=25&offset=${historyPage * 25}`,
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),
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]);
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if (sequence !== refreshSequence.current) return;
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setAssetTotal(nextAssets.total);
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setHistoryTotal(nextHistory.total);
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setAssets(nextAssets.items);
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setInputs(nextInputs.items);
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setHistory(nextHistory.items);
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}
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useEffect(() => {
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if (active) void task("读取研究素材", refresh);
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}, [active, search, assetPage, historyPage]);
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useEffect(() => {
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if (active)
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onContext({
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page,
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research_asset_id: asset?.id,
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research_experiment_id: experiment?.id,
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alpha_id: parent.split(/[,，\s]+/)[0] || undefined,
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template_input_id: inputIds.length === 1 ? inputIds[0] : undefined,
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});
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}, [active, page, asset?.id, experiment?.id, parent, inputIds, onContext]);
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useEffect(() => {
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if (!active || !action || processedAction.current === action.nonce) return;
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processedAction.current = action.nonce;
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if (action.type === "open_experiment")
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void task("读取实验", async () =>
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setExperiment(
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await api(`/research/experiments/${action.experiment_id}`),
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),
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);
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if (action.type === "open_template")
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void task("读取模板", async () => {
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const next = await api<Asset>(
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`/research/assets/${action.asset_id}${action.version ? `?version=${action.version}` : ""}`,
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);
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setAsset(next);
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setTemplate(next.content);
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});
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if (action.type === "open_variant") {
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setParent(action.alpha_id);
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setMethod("structure");
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}
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}, [active, action]);
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function selectInputs(ids: string[]) {
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setInputIds(ids);
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const first = inputs.find((item) => item.id === ids[0]);
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if (first)
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setSettings((old) => ({
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...old,
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region: first.scope.region,
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universe: first.scope.universe,
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delay: first.scope.delay,
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}));
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}
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async function refreshSettings() {
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const data = await post<{
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content: {
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items: {
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region: string;
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universe: string;
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delay: number;
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neutralizations: string[];
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}[];
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};
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}>("/catalog/setting-options/refresh");
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const options = data.content.items
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.filter(
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(row) =>
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row.region === settings.region &&
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row.universe === settings.universe &&
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row.delay === settings.delay,
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)
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.flatMap((row) => row.neutralizations);
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setNeutralizations([...new Set(options)]);
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Toast.success("合法设置已同步");
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}
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async function save() {
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const next = asset
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? await api<Asset>(`/research/assets/${asset.id}`, {
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method: "PUT",
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body: JSON.stringify({
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kind: "template",
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version: asset.version,
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content: template,
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}),
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})
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: await post<Asset>("/research/assets", {
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kind: "template",
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content: template,
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});
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setAsset(next);
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setTemplate(next.content);
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await refresh();
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Toast.success(`已保存模板 v${next.version}`);
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}
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async function generate() {
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const next = await post<Asset>("/research/generate", {
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name: template.name,
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hypothesis,
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input_ids: inputIds,
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parent_alpha_ids: parent ? parent.split(/[,，\s]+/).filter(Boolean) : [],
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method: page === "variants" ? "structure" : "template",
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});
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setAsset(next);
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setTemplate(next.content);
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await refresh();
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}
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async function expand() {
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if (dirty) throw new Error("请先保存模板版本，再生成可追溯候选");
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const next = await post<Experiment>("/research/experiments", {
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asset_id: asset!.id,
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version: asset!.version,
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input_ids: inputIds,
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hypothesis,
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settings,
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mode,
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limit,
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seed,
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parent_alpha_ids: parent ? parent.split(/[,，\s]+/).filter(Boolean) : [],
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});
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setExperiment(next);
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await refresh();
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}
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const combination = Object.values(template.variables)
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.reduce(
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(size, variable) =>
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size * BigInt(new Set(variable.values.map(String)).size),
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1n,
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)
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.toString();
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return (
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<div className="research-workspace">
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<header className="research-page-heading">
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<div>
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<h2>{page === "templates" ? "模板工坊" : "Alpha 变体"}</h2>
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<p>
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{page === "templates"
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? "从固定输入生成候选，保存每一次模板版本与研究依据。"
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: "围绕已有 Alpha 研究结构、字段与市场设置的变化。"}
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</p>
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</div>
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<Button loading={!!busy} onClick={() => void task("刷新", refresh)}>
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刷新素材
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</Button>
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</header>
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{error && <Banner type="danger" description={error} />}
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<div className="research-layout">
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<aside className="research-library">
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<div className="research-section-heading">
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<h3>模板库</h3>
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<Button
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size="small"
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onClick={() => {
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setAsset(null);
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setTemplate(blankTemplate());
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}}
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>
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新建
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</Button>
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</div>
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<Input
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aria-label="搜索模板"
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placeholder="搜索名称"
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value={search}
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onChange={(value) => {
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setSearch(value);
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setAssetPage(0);
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}}
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/>
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{assets.map((item) => (
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<button
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className={`research-library-item ${asset?.id === item.id ? "selected" : ""}`}
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key={item.id}
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onClick={() =>
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void task("读取模板", async () => {
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const next = await api<Asset>(`/research/assets/${item.id}`);
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setAsset(next);
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setTemplate(next.content);
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})
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}
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>
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<strong>{item.name}</strong>
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<span>v{item.version}</span>
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</button>
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))}
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{!assets.length && <p>还没有模板。新建或导入一个模板开始研究。</p>}
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<div className="research-toolbar">
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<small>共 {assetTotal} 个模板</small>
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<Button
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size="small"
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disabled={!assetPage}
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onClick={() => setAssetPage(assetPage - 1)}
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>
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上一页模板
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</Button>
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<Button
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size="small"
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disabled={(assetPage + 1) * 25 >= assetTotal}
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onClick={() => setAssetPage(assetPage + 1)}
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>
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下一页模板
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</Button>
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</div>
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<h3>生成记录</h3>
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{history.map((item) => (
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<button
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className="research-library-item"
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key={item.id}
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onClick={() =>
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void task("读取实验", async () =>
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setExperiment(await api(`/research/experiments/${item.id}`)),
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)
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}
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>
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<strong>{item.name}</strong>
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<span>
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{item.total} 个候选 · {formatTime(item.created_at)}
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</span>
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</button>
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))}
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<div className="research-toolbar">
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<small>共 {historyTotal} 次生成</small>
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<Button
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size="small"
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disabled={!historyPage}
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onClick={() => setHistoryPage(historyPage - 1)}
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>
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上一页记录
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</Button>
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<Button
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size="small"
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disabled={(historyPage + 1) * 25 >= historyTotal}
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onClick={() => setHistoryPage(historyPage + 1)}
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>
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下一页记录
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</Button>
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</div>
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</aside>
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<div className="research-main">
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<section className="research-card">
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<h3>研究输入与假设</h3>
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{page === "variants" && (
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<>
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<div className="research-methods">
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<Button
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theme={method === "structure" ? "solid" : "light"}
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onClick={() => setMethod("structure")}
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>
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结构与字段变体
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</Button>
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<Button
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theme={method === "settings" ? "solid" : "light"}
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onClick={() => setMethod("settings")}
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>
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市场与设置变体
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</Button>
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</div>
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<p>
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|||
|
|
{method === "structure"
|
|||
|
|
? "神笔马良：保留种子与改动依据，研究新的表达式。"
|
|||
|
|
: "缘分一道桥：保持表达式，为各目标市场重新固定输入后检查可用范围。"}
|
|||
|
|
</p>
|
|||
|
|
<label>
|
|||
|
|
种子 Alpha
|
|||
|
|
<Input
|
|||
|
|
aria-label="种子 Alpha"
|
|||
|
|
value={parent}
|
|||
|
|
onChange={setParent}
|
|||
|
|
placeholder="已同步的 Alpha ID"
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
</>
|
|||
|
|
)}
|
|||
|
|
<label>
|
|||
|
|
固定研究输入
|
|||
|
|
<ResearchSelect
|
|||
|
|
multiple
|
|||
|
|
filter
|
|||
|
|
label="固定研究输入"
|
|||
|
|
value={inputIds}
|
|||
|
|
optionList={inputs.map((input) => ({
|
|||
|
|
value: input.id,
|
|||
|
|
label: `${input.dataset_id} · ${input.scope.region}/${input.scope.universe}/D${input.scope.delay} · ${input.field_ids.length} 字段 · ${input.id.slice(0, 8)}`,
|
|||
|
|
}))}
|
|||
|
|
onChange={(value) => selectInputs(value as string[])}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
<p className="research-hint">
|
|||
|
|
在数据目录中保存字段选择。跨数据集分别关联输入，跨市场使用目标范围的独立输入。
|
|||
|
|
</p>
|
|||
|
|
<label>
|
|||
|
|
本次研究假设
|
|||
|
|
<TextArea
|
|||
|
|
aria-label="本次研究假设"
|
|||
|
|
value={hypothesis}
|
|||
|
|
onChange={setHypothesis}
|
|||
|
|
autosize={{ minRows: 2, maxRows: 5 }}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
</section>
|
|||
|
|
{page !== "variants" || method === "structure" ? (
|
|||
|
|
<section className="research-card">
|
|||
|
|
<div className="research-section-heading">
|
|||
|
|
<h3>
|
|||
|
|
编辑与展开{asset && ` · v${asset.version}`}
|
|||
|
|
{dirty && " · 未保存"}
|
|||
|
|
</h3>
|
|||
|
|
<Button
|
|||
|
|
disabled={!inputIds.length || !hypothesis || !!busy}
|
|||
|
|
loading={busy === "AI 生成"}
|
|||
|
|
onClick={() => void task("AI 生成", generate)}
|
|||
|
|
>
|
|||
|
|
AI 生成模板
|
|||
|
|
</Button>
|
|||
|
|
</div>
|
|||
|
|
<TemplateEditor
|
|||
|
|
value={template}
|
|||
|
|
onChange={setTemplate}
|
|||
|
|
inputs={selectedInputs}
|
|||
|
|
/>
|
|||
|
|
{asset && (
|
|||
|
|
<div className="research-toolbar">
|
|||
|
|
<span>版本记录</span>
|
|||
|
|
<ResearchSelect
|
|||
|
|
label="模板历史版本"
|
|||
|
|
value={asset.version}
|
|||
|
|
optionList={Array.from(
|
|||
|
|
{
|
|||
|
|
length:
|
|||
|
|
assets.find((item) => item.id === asset.id)
|
|||
|
|
?.version || asset.version,
|
|||
|
|
},
|
|||
|
|
(_, i) => ({ value: i + 1, label: `v${i + 1}` }),
|
|||
|
|
)}
|
|||
|
|
onChange={(version) =>
|
|||
|
|
void task("读取历史版本", async () => {
|
|||
|
|
const next = await api<Asset>(
|
|||
|
|
`/research/assets/${asset.id}?version=${version}`,
|
|||
|
|
);
|
|||
|
|
setAsset(next);
|
|||
|
|
setTemplate(next.content);
|
|||
|
|
})
|
|||
|
|
}
|
|||
|
|
/>
|
|||
|
|
<Button
|
|||
|
|
onClick={() => {
|
|||
|
|
setAsset(null);
|
|||
|
|
setTemplate({
|
|||
|
|
...template,
|
|||
|
|
name: `${template.name}（副本）`,
|
|||
|
|
});
|
|||
|
|
}}
|
|||
|
|
>
|
|||
|
|
另存新模板
|
|||
|
|
</Button>
|
|||
|
|
</div>
|
|||
|
|
)}
|
|||
|
|
<div className="research-toolbar">
|
|||
|
|
<Button
|
|||
|
|
disabled={!!busy}
|
|||
|
|
onClick={() => void task("保存模板", save)}
|
|||
|
|
>
|
|||
|
|
保存模板版本
|
|||
|
|
</Button>
|
|||
|
|
<span>组合规模：{combination}</span>
|
|||
|
|
</div>
|
|||
|
|
<div className="research-form-grid">
|
|||
|
|
<label>
|
|||
|
|
展开方式
|
|||
|
|
<ResearchSelect
|
|||
|
|
label="展开方式"
|
|||
|
|
value={mode}
|
|||
|
|
optionList={[
|
|||
|
|
{ value: "all", label: "全组合" },
|
|||
|
|
{ value: "random", label: "可复现随机采样" },
|
|||
|
|
]}
|
|||
|
|
onChange={(value) => setMode(value as string)}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
<label>
|
|||
|
|
候选数量上限
|
|||
|
|
<InputNumber
|
|||
|
|
aria-label="候选数量上限"
|
|||
|
|
value={limit}
|
|||
|
|
min={1}
|
|||
|
|
max={10000}
|
|||
|
|
onChange={(value) => setLimit(Number(value))}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
<label>
|
|||
|
|
随机种子
|
|||
|
|
<InputNumber
|
|||
|
|
aria-label="随机种子"
|
|||
|
|
value={seed}
|
|||
|
|
onChange={(value) => setSeed(Number(value))}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
</div>
|
|||
|
|
<div className="research-section-heading">
|
|||
|
|
<h4>模拟设置</h4>
|
|||
|
|
<Button
|
|||
|
|
disabled={!inputIds.length || !!busy}
|
|||
|
|
onClick={() => void task("同步合法设置", refreshSettings)}
|
|||
|
|
>
|
|||
|
|
同步合法设置
|
|||
|
|
</Button>
|
|||
|
|
</div>
|
|||
|
|
<p>
|
|||
|
|
{settings.region || "未选择市场"} /{" "}
|
|||
|
|
{settings.universe || "未选择股票池"} / D{settings.delay}
|
|||
|
|
（来自固定输入）
|
|||
|
|
</p>
|
|||
|
|
<div className="research-form-grid">
|
|||
|
|
<label>
|
|||
|
|
中性化
|
|||
|
|
<Input
|
|||
|
|
list={`${page}-neutralizations`}
|
|||
|
|
aria-label="中性化"
|
|||
|
|
value={settings.neutralization}
|
|||
|
|
onChange={(neutralization) =>
|
|||
|
|
setSettings({ ...settings, neutralization })
|
|||
|
|
}
|
|||
|
|
/>
|
|||
|
|
<datalist id={`${page}-neutralizations`}>
|
|||
|
|
{neutralizations.map((value) => (
|
|||
|
|
<option key={value} value={value} />
|
|||
|
|
))}
|
|||
|
|
</datalist>
|
|||
|
|
</label>
|
|||
|
|
<label>
|
|||
|
|
Decay
|
|||
|
|
<InputNumber
|
|||
|
|
aria-label="Decay"
|
|||
|
|
min={0}
|
|||
|
|
value={settings.decay}
|
|||
|
|
onChange={(decay) =>
|
|||
|
|
setSettings({ ...settings, decay: Number(decay) })
|
|||
|
|
}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
<label>
|
|||
|
|
Truncation
|
|||
|
|
<InputNumber
|
|||
|
|
aria-label="Truncation"
|
|||
|
|
min={0}
|
|||
|
|
max={1}
|
|||
|
|
step={0.01}
|
|||
|
|
value={settings.truncation}
|
|||
|
|
onChange={(truncation) =>
|
|||
|
|
setSettings({
|
|||
|
|
...settings,
|
|||
|
|
truncation: Number(truncation),
|
|||
|
|
})
|
|||
|
|
}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
</div>
|
|||
|
|
<div className="research-form-grid">
|
|||
|
|
{(["pasteurization", "nanHandling", "maxTrade"] as const).map(
|
|||
|
|
(key) => (
|
|||
|
|
<label key={key}>
|
|||
|
|
{key}
|
|||
|
|
<ResearchSelect
|
|||
|
|
label={key}
|
|||
|
|
value={settings[key]}
|
|||
|
|
optionList={["ON", "OFF"].map((value) => ({
|
|||
|
|
value,
|
|||
|
|
label: value,
|
|||
|
|
}))}
|
|||
|
|
onChange={(value) =>
|
|||
|
|
setSettings({ ...settings, [key]: value })
|
|||
|
|
}
|
|||
|
|
/>
|
|||
|
|
</label>
|
|||
|
|
),
|
|||
|
|
)}
|
|||
|
|
</div>
|
|||
|
|
<Button
|
|||
|
|
theme="solid"
|
|||
|
|
disabled={dirty || !inputIds.length || !hypothesis || !!busy}
|
|||
|
|
onClick={() => void task("生成候选", expand)}
|
|||
|
|
>
|
|||
|
|
保存候选研究记录
|
|||
|
|
</Button>
|
|||
|
|
</section>
|
|||
|
|
) : (
|
|||
|
|
<section className="research-card">
|
|||
|
|
<h3>目标范围检查</h3>
|
|||
|
|
<p>
|
|||
|
|
保留种子表达式和模拟参数，按各目标输入的市场、股票池与延迟生成设置变体。局部变量不会当作字段；无法核实的字段不会被跳过。
|
|||
|
|
</p>
|
|||
|
|
<Button
|
|||
|
|
theme="solid"
|
|||
|
|
disabled={!parent || !inputIds.length || !!busy}
|
|||
|
|
onClick={() =>
|
|||
|
|
void task("检查设置变体", async () => {
|
|||
|
|
setExperiment(
|
|||
|
|
await post("/research/variants/settings", {
|
|||
|
|
alpha_id: parent,
|
|||
|
|
input_ids: inputIds,
|
|||
|
|
...(hypothesis ? { hypothesis } : {}),
|
|||
|
|
}),
|
|||
|
|
);
|
|||
|
|
await refresh();
|
|||
|
|
})
|
|||
|
|
}
|
|||
|
|
>
|
|||
|
|
生成设置变体
|
|||
|
|
</Button>
|
|||
|
|
</section>
|
|||
|
|
)}
|
|||
|
|
{experiment && (
|
|||
|
|
<ExperimentView
|
|||
|
|
key={experiment.id}
|
|||
|
|
experiment={experiment}
|
|||
|
|
onAction={onAction}
|
|||
|
|
/>
|
|||
|
|
)}
|
|||
|
|
{page === "templates" && (
|
|||
|
|
<details className="research-card">
|
|||
|
|
<summary>导入旧模板</summary>
|
|||
|
|
<p>
|
|||
|
|
粘贴 cnhk 模板 JSON
|
|||
|
|
或模板数组。先预览转换结果，同名模板不会自动覆盖。
|
|||
|
|
</p>
|
|||
|
|
<TextArea
|
|||
|
|
aria-label="导入模板 JSON"
|
|||
|
|
value={importText}
|
|||
|
|
onChange={(text) => {
|
|||
|
|
setImportText(text);
|
|||
|
|
setImportResult(null);
|
|||
|
|
}}
|
|||
|
|
autosize={{ minRows: 4, maxRows: 12 }}
|
|||
|
|
/>
|
|||
|
|
<Button
|
|||
|
|
disabled={!!busy || !importText}
|
|||
|
|
onClick={() =>
|
|||
|
|
void task("预览导入", async () => {
|
|||
|
|
const data = JSON.parse(importText);
|
|||
|
|
setImportResult(
|
|||
|
|
await post("/research/templates/import-preview", {
|
|||
|
|
templates: Array.isArray(data) ? data : [data],
|
|||
|
|
}),
|
|||
|
|
);
|
|||
|
|
})
|
|||
|
|
}
|
|||
|
|
>
|
|||
|
|
预览导入差异
|
|||
|
|
</Button>
|
|||
|
|
{importResult && (
|
|||
|
|
<>
|
|||
|
|
<pre>{JSON.stringify(importResult, null, 2)}</pre>
|
|||
|
|
<Button
|
|||
|
|
disabled={
|
|||
|
|
!!busy ||
|
|||
|
|
!!importResult.errors?.length ||
|
|||
|
|
!!importResult.conflicts?.length
|
|||
|
|
}
|
|||
|
|
onClick={() =>
|
|||
|
|
void task("导入模板", async () => {
|
|||
|
|
await post("/research/templates/import", {
|
|||
|
|
templates: importResult.templates,
|
|||
|
|
digest: importResult.digest,
|
|||
|
|
});
|
|||
|
|
setImportResult(null);
|
|||
|
|
setImportText("");
|
|||
|
|
await refresh();
|
|||
|
|
Toast.success("导入完成");
|
|||
|
|
})
|
|||
|
|
}
|
|||
|
|
>
|
|||
|
|
确认导入
|
|||
|
|
</Button>
|
|||
|
|
</>
|
|||
|
|
)}
|
|||
|
|
</details>
|
|||
|
|
)}
|
|||
|
|
{page === "variants" && (
|
|||
|
|
<ComparisonPanel key={parent} baseline={parent} />
|
|||
|
|
)}
|
|||
|
|
</div>
|
|||
|
|
</div>
|
|||
|
|
</div>
|
|||
|
|
);
|
|||
|
|
}
|