feat: add local correlation filters and full recheck action
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This commit is contained in:
yuxuanhui
2026-09-13 00:03:17 +08:00
parent bbf0e37130
commit 2080f812b4
13 changed files with 309 additions and 15 deletions
+1
View File
@@ -88,6 +88,7 @@ export const jobLabels: Record<string, string> = {
full_sync: "全量同步 Alpha",
daily_sync: "按天同步 Alpha",
self_correlation: "本地自相关检测",
self_correlation_recheck: "重检自相关",
submission_check: "写回 Description 并检查提交",
alpha_refresh: "导入 / 刷新 Alpha",
pnl_refresh: "获取 PnL",
+11 -8
View File
@@ -108,14 +108,17 @@ export function JobPanel({
: `仅补取缺失的 PnL${job.checkpoint?.alpha_id ? ` · ${job.checkpoint.alpha_id}` : ""}`}
</p>
)}
{job.kind === "self_correlation" && job.checkpoint?.alpha_id && (
<p className="muted">
{job.checkpoint.alpha_id} ·{" "}
{job.checkpoint.phase === "calculating"
? "计算相关性"
: `准备 PnL:${job.checkpoint.references_loaded ?? 0} / ${job.checkpoint.references_total ?? 0} 个基准`}
</p>
)}
{["self_correlation", "self_correlation_recheck"].includes(
job.kind,
) &&
job.checkpoint?.alpha_id && (
<p className="muted">
{job.checkpoint.alpha_id} ·{" "}
{job.checkpoint.phase === "calculating"
? "计算相关性"
: `准备 PnL:${job.checkpoint.references_loaded ?? 0} / ${job.checkpoint.references_total ?? 0} 个基准`}
</p>
)}
<div className="job-numbers">
<span>
已处理 <b>{job.processed}</b>
+34 -1
View File
@@ -376,6 +376,8 @@ export function AlphaPage({
setIdText("");
if (kind === "pnl_backfill" && job.total === 0)
Toast.success("已提交 Alpha 的 PnL 已齐全,无需补取");
if (kind === "self_correlation_recheck" && job.total === 0)
Toast.success("没有预检通过或检查通过的 Alpha,无需重检");
onTask();
} catch (e) {
Toast.error((e as Error).message);
@@ -766,6 +768,24 @@ export function AlphaPage({
onChange={(v) => updateDraft("check_type", v)}
/>
</label>
<label>
本地自相关状态
<Select
aria-label="本地自相关状态"
placeholder="全部状态"
showClear
value={draft.local_correlation_status || undefined}
optionList={[
{ value: "not_cached", label: "未检测" },
{ value: "stale", label: "待重算" },
...Object.entries(correlationLabels).map(([value, label]) => ({
value,
label,
})),
]}
onChange={(v) => updateDraft("local_correlation_status", v)}
/>
</label>
<label>
自定义标签
<Select
@@ -864,7 +884,10 @@ export function AlphaPage({
}
/>
</label>
{Object.entries(metricLabels).map(([key, label]) => (
{Object.entries({
...metricLabels,
local_correlation: "本地自相关",
}).map(([key, label]) => (
<label key={key}>
{label}
<div className="range-inputs">
@@ -896,6 +919,7 @@ export function AlphaPage({
</Checkbox>
</div>
<p className="muted">
本地自相关范围为 -1~1,按缓存数值筛选,可搭配状态排除待重算记录。
数值筛选使用平台原始值,例如 Turnover 0.15 表示 15%。
检查结果仅汇总已同步的平台检查;预检通过不代表可以提交,活动资格可用自定义标签记录。
</p>
@@ -1127,6 +1151,15 @@ export function AlphaPage({
>
导入 Alpha ID
</Button>
<Button
icon={<IconRefresh aria-hidden="true" />}
loading={busy === "self_correlation_recheck"}
disabled={Boolean(busy)}
title="重新计算全部预检通过和检查通过的 Alpha 本地自相关,不受筛选和分页影响"
onClick={() => void newTask("self_correlation_recheck")}
>
重检自相关
</Button>
<Button
icon={<IconRefresh aria-hidden="true" />}
theme="solid"
@@ -0,0 +1,49 @@
import { expect, test } from "@playwright/test";
test("recheck button precedes daily sync and submits an unrestricted job", async ({
page,
}) => {
let requestBody: unknown;
await page.route(/\/api\/v1\/sync-jobs$/, async (route) => {
if (route.request().method() !== "POST") return route.continue();
requestBody = route.request().postDataJSON();
await route.fulfill({
status: 202,
json: {
id: "recheck-test",
kind: "self_correlation_recheck",
status: "completed",
total: 0,
processed: 0,
failed: 0,
payload: { alpha_ids: [] },
checkpoint: {},
created_at: new Date().toISOString(),
updated_at: new Date().toISOString(),
},
});
});
await page.goto("/#alphas");
await page.getByLabel("密码", { exact: true }).fill("browser-test-password");
await page.getByRole("button", { name: "进入工作空间" }).click();
await page.getByRole("tab", { name: "提交受阻", exact: true }).click();
await page.getByRole("button", { name: "筛选 Alpha", exact: true }).click();
await page
.getByRole("textbox", { name: "搜索 Alpha", exact: true })
.fill("only-this-page");
await page.getByRole("button", { name: "查询", exact: true }).click();
const recheck = page.getByRole("button", { name: "重检自相关", exact: true });
const daily = page.getByRole("button", { name: "按天同步", exact: true });
await expect(recheck).toBeEnabled();
const left = (await recheck.boundingBox())!;
const right = (await daily.boundingBox())!;
expect(left.x + left.width).toBeLessThanOrEqual(right.x);
expect(Math.abs(left.y - right.y)).toBeLessThan(3);
await recheck.click();
await expect
.poll(() => requestBody)
.toEqual({ kind: "self_correlation_recheck", alpha_ids: [] });
await expect(
page.getByText("没有预检通过或检查通过的 Alpha,无需重检"),
).toBeVisible();
});
@@ -0,0 +1,62 @@
import { expect, test } from "@playwright/test";
test("local correlation filters combine with tabs and survive saved views", async ({
page,
}) => {
let params = new URLSearchParams();
await page.route(/\/api\/v1\/alphas\?/, async (route) => {
params = new URL(route.request().url()).searchParams;
await route.fulfill({
json: { items: [], total: 0, limit: 25, offset: 0 },
});
});
await page.goto("/#alphas");
await page.getByLabel("密码", { exact: true }).fill("browser-test-password");
await page.getByRole("button", { name: "进入工作空间" }).click();
const blocked = page.getByRole("tab", { name: "提交受阻", exact: true });
await blocked.click();
await expect.poll(() => params.get("submission_blocked")).toBe("true");
expect(params.get("submission")).toBe("UNSUBMITTED");
await page.getByRole("button", { name: "筛选 Alpha", exact: true }).click();
await page
.getByRole("textbox", { name: "搜索 Alpha", exact: true })
.fill("candidate");
await page
.getByText("全部状态", { exact: true })
.click();
await page.getByRole("option", { name: /相关性偏高/ }).click();
await page.getByText("更多筛选", { exact: true }).click();
await page
.getByRole("spinbutton", { name: "本地自相关 最小值", exact: true })
.fill("0.7");
await page
.getByRole("spinbutton", { name: "本地自相关 最大值", exact: true })
.fill("0.75");
await page.getByRole("button", { name: "查询", exact: true }).click();
await expect.poll(() => params.get("q")).toBe("candidate");
expect(params.get("submission_blocked")).toBe("true");
await page.getByRole("button", { name: "保存为新视图", exact: true }).click();
await page
.getByRole("textbox", { name: "视图名称", exact: true })
.fill("相关性候选");
await page.getByRole("button", { name: "保存视图", exact: true }).click();
const saved = page.getByRole("tab", { name: "相关性候选" });
await expect(saved).toBeVisible();
await page.getByRole("tab", { name: "已提交", exact: true }).click();
await expect.poll(() => params.get("submission")).toBe("SUBMITTED");
expect(params.has("submission_blocked")).toBe(false);
await saved.click();
await expect.poll(() => params.get("submission_blocked")).toBe("true");
expect(params.get("q")).toBe("candidate");
expect(params.get("local_correlation_status")).toBe("high");
expect(params.get("local_correlation_min")).toBe("0.7");
expect(params.get("local_correlation_max")).toBe("0.75");
await blocked.click();
await page.getByRole("button", { name: "筛选 Alpha", exact: true }).click();
await page.getByRole("button", { name: "重置", exact: true }).click();
await expect.poll(() => params.has("q")).toBe(false);
expect(params.get("submission_blocked")).toBe("true");
expect(params.has("local_correlation_status")).toBe(false);
expect(params.has("local_correlation_min")).toBe(false);
await expect(blocked).toHaveAttribute("aria-selected", "true");
});