feat: display five GLB PnL series with distinct colors

.scratch/glb-pnl/issues/01-display.md

@@ -0,0 +1,12 @@
+# GLB 五组 PnL 展示
+Type: task
+Status: resolved
+
+## Scope
+从已有 raw 缓存解析总体、可投资性约束、AMER、APAC、EMEA 五组曲线，详情与聊天图表使用固定不同颜色和图例，保留细线、缺失断点、总体相关性基线和旧缓存兼容。
+
+## Validation
+接口覆盖真实响应形状、乱序列、缺失数值、旧缓存和非 GLB。前端构建及浏览器验证。
+
+## Answer
+已完成缓存读取、GLB series 接口和详情/聊天五色细线图例。59 项后端测试、Ruff、前端构建、Alpha 管理浏览器回归通过；合成五组数据在桌面及 390px 窄屏验证，断点和线宽符合预期。未部署。

backend/app/ai/alpha_tools.py

@@ -26,10 +26,13 @@ async def search(ctx, args):
 async def pnl(ctx, args):
     data = await ctx.business.get_alpha_pnl(args.alpha_id)
     points = data.pop("points")
+    # Chart data is fetched by the UI; keep large series out of model context.
+    series = data.pop("series", [])
     return {
         **data,
         "alpha_id": args.alpha_id,
         "count": len(points),
+        "series": [{"id": item["id"], "label": item["label"]} for item in series],
         "first": points[0] if points else None,
         "last": points[-1] if points else None,
         "null_count": sum(p["value"] is None for p in points),

backend/app/alphas.py

@@ -251,7 +251,7 @@ def summary(item: Alpha, research: Research):
     return result
 
 
-def pnl_points(raw):
+def pnl_points(raw, column=None):
     """Use schema column names, preserving missing values rather than creating zero PnL."""
     records = raw.get("records")
     schema = raw.get("schema") or {}
@@ -261,6 +261,7 @@ def pnl_points(raw):
     else:
         names = [p.get("name", "") if isinstance(p, dict) else str(p) for p in properties]
     normalized = [name.lower() for name in names]
+    value_names = (column,) if column else ("pnl", "value")
     if not isinstance(records, list):
         raise ValueError("PnL 缺少 records")
     points = []
@@ -268,15 +269,17 @@ def pnl_points(raw):
         if isinstance(row, dict):
             row = {str(k).lower(): v for k, v in row.items()}
             timestamp = next((row[k] for k in ("date", "datetime", "timestamp") if k in row), None)
-            value = next((row[k] for k in ("pnl", "value") if k in row), None)
+            value = next((row[k] for k in value_names if k in row), None)
         else:
             date_i = next(
                 (i for i, n in enumerate(normalized) if n in ("date", "datetime", "timestamp")), None
             )
-            pnl_i = next((i for i, n in enumerate(normalized) if n in ("pnl", "value")), None)
+            pnl_i = next((i for i, n in enumerate(normalized) if n in value_names), None)
-            if date_i is None or pnl_i is None or not isinstance(row, list) or len(row) <= max(date_i, pnl_i):
+            if date_i is None or pnl_i is None or not isinstance(row, list) or len(row) <= date_i:
                 raise ValueError("PnL schema 无法识别日期或数值列")
-            timestamp, value = row[date_i], row[pnl_i]
+            if len(row) <= pnl_i and column is None:
+                raise ValueError("PnL schema 无法识别日期或数值列")
+            timestamp, value = row[date_i], row[pnl_i] if len(row) > pnl_i else None
         if timestamp is not None:
             if isinstance(timestamp, (int, float)):
                 from datetime import timezone
@@ -286,3 +289,30 @@ def pnl_points(raw):
                 ).isoformat()
             points.append({"date": str(timestamp), "value": number(value)})
     return sorted(points, key=lambda p: p["date"])
+
+
+def glb_pnl_series(raw, points):
+    """Read GLB display series from cached raw data; keep the correlation baseline intact.
+
+    Missing columns are omitted, while missing values remain gaps. Legacy caches
+    containing only normalized points still return their overall PnL.
+    """
+    series = [{"id": "pnl", "label": "总体 PnL", "points": points}]
+    schema = raw.get("schema") or {}
+    properties = schema.get("properties", []) if isinstance(schema, dict) else schema
+    names = properties if isinstance(properties, dict) else [
+        p.get("name", "") if isinstance(p, dict) else str(p) for p in properties
+    ]
+    available = {name.lower() for name in names}
+    for row in raw.get("records", []):
+        if isinstance(row, dict):
+            available.update(str(key).lower() for key in row)
+    for column, label in (
+        ("investability-constrained-pnl", "可投资性约束 PnL"),
+        ("amer-pnl", "AMER PnL"),
+        ("apac-pnl", "APAC PnL"),
+        ("emea-pnl", "EMEA PnL"),
+    ):
+        if column in available:
+            series.append({"id": column, "label": label, "points": pnl_points(raw, column)})
+    return series

backend/app/business.py

@@ -10,7 +10,7 @@ from uuid import uuid4
 from fastapi import HTTPException
 from sqlalchemy import delete, func, select, update
 
-from .alphas import list_statement, sorted_statement, submission_condition, summary
+from .alphas import glb_pnl_series, list_statement, sorted_statement, submission_condition, summary
 from .jobs import ACTIVE
 from .models import Account, Alpha, Job, JobItem, Pnl, Research, ResearchTag, SelfCorrelation, now
 from .research.provenance import alpha_sources, source_kinds
@@ -140,12 +140,14 @@ class Business:
         ).model_dump(mode="json")
 
     async def get_alpha_pnl(self, alpha_id):
-        if not await self.db.get(Alpha, alpha_id):
+        alpha = await self.db.get(Alpha, alpha_id)
+        if not alpha:
             raise HTTPException(404, "Alpha 尚未同步")
         row = await self.db.get(Pnl, alpha_id)
         return {
             "cached": row is not None,
             "points": row.points if row else [],
+            "series": glb_pnl_series(row.raw, row.points) if row and alpha.region == "GLB" else [],
             "fetched_at": row.fetched_at.isoformat() if row else None,
         }
 

backend/app/schemas.py

@@ -358,9 +358,16 @@ class PnlPoint(BaseModel):
     value: float | None
 
 
+class PnlSeries(BaseModel):
+    id: str
+    label: str
+    points: list[PnlPoint]
+
+
 class PnlOutput(BaseModel):
     cached: bool
     points: list[PnlPoint]
+    series: list[PnlSeries] = Field(default_factory=list)
     fetched_at: datetime | None
 
 

backend/tests/test_glb_pnl.py

@@ -0,0 +1,55 @@
+"""GLB display data uses raw caches without changing the correlation baseline."""
+
+import pytest
+
+from app.alphas import glb_pnl_series, pnl_points, upsert_alpha
+from app.models import Pnl
+from tests.conftest import alpha
+
+COLUMNS = ["date", "pnl", "investability-constrained-pnl", "amer-pnl", "apac-pnl", "emea-pnl"]
+RAW = {
+    "schema": {"properties": [{"name": name} for name in COLUMNS]},
+    "records": [["2025-01-02", 100, 80, 50, None, -20], ["2025-01-01", 0, 0, 0, 0, 0]],
+}
+
+
+@pytest.mark.parametrize("region", ["GLB", "USA"])
+async def test_existing_raw_cache_exposes_glb_series_without_refresh(app, logged_in, region):
+    points = pnl_points(RAW)
+    async with app.state.runner.sessions.begin() as db:
+        await upsert_alpha(db, alpha("glb", settings={"region": region}))
+        db.add(Pnl(alpha_id="glb", raw=RAW, points=points))
+    response = await logged_in.get("/api/v1/alphas/glb/pnl")
+    assert response.status_code == 200
+    result = response.json()
+    assert result["cached"] and result["points"] == points
+    if region == "GLB":
+        assert [s["id"] for s in result["series"]] == COLUMNS[1:]
+        assert [s["points"][-1]["value"] for s in result["series"]] == [100, 80, 50, None, -20]
+    else:
+        assert result["series"] == []
+
+
+def test_reordered_columns_and_incomplete_rows_preserve_gaps():
+    raw = {
+        "schema": {"properties": {"AMER-PNL": {}, "date": {}, "pnl": {}, "emea-pnl": {}}},
+        "records": [[12, "2025-01-01", 30, "NaN"], [20, "2025-01-02", 50]],
+    }
+    series = glb_pnl_series(raw, pnl_points(raw))
+    assert [s["id"] for s in series] == ["pnl", "amer-pnl", "emea-pnl"]
+    assert [p["value"] for p in series[1]["points"]] == [12, 20]
+    assert [p["value"] for p in series[2]["points"]] == [None, None]
+
+
+def test_dictionary_records_and_legacy_cache():
+    raw = {"records": [{"timestamp": 1735689600000, "value": 5, "apac-pnl": -2}]}
+    series = glb_pnl_series(raw, pnl_points(raw))
+    assert series[1]["points"] == [{"date": "2025-01-01T00:00:00+00:00", "value": -2}]
+    assert glb_pnl_series({}, pnl_points(raw)) == series[:1]
+
+
+async def test_uncached_glb_is_empty(app, logged_in):
+    async with app.state.runner.sessions.begin() as db:
+        await upsert_alpha(db, alpha("empty", settings={"region": "GLB"}))
+    result = (await logged_in.get("/api/v1/alphas/empty/pnl")).json()
+    assert result == {"cached": False, "points": [], "series": [], "fetched_at": None}

frontend/src/ai/AlphaToolCard.tsx

@@ -170,7 +170,7 @@ function ChatPnl({
   }, [result.alpha_id, result.fetched_at, result.cached]);
   return result.cached ? (
     <div>
-      {pnl && <PnlChart points={pnl.points} />}
+      {pnl && <PnlChart points={pnl.points} series={pnl.series} />}
       <small>
         {String(result.count)} 条记录 · 缓存于{" "}
         {formatTime(result.fetched_at as string, timezone)}

frontend/src/components/AlphaDetail.tsx

@@ -313,7 +313,7 @@ export function AlphaDetail({
               </div>
               {pnl?.cached ? (
                 <>
-                  <PnlChart points={pnl.points} />
+                  <PnlChart points={pnl.points} series={pnl.series} />
                   <p className="muted">
                     {pnl.points.length} 条记录 · 缺失数据保留为断点
                   </p>

frontend/src/components/PnlChart.tsx

@@ -1,33 +1,74 @@
 import type { Pnl } from "../types";
 
-export function PnlChart({ points }: { points: Pnl["points"] }) {
+const colors: Record<string, string> = {
-  const values = points
+  pnl: "#2563eb",
+  "investability-constrained-pnl": "#d97706",
+  "amer-pnl": "#059669",
+  "apac-pnl": "#9333ea",
+  "emea-pnl": "#e11d48",
+};
+
+export function PnlChart({
+  points,
+  series,
+}: {
+  points: Pnl["points"];
+  series?: Pnl["series"];
+}) {
+  const curves = series?.length
+    ? series
+    : [{ id: "pnl", label: "总体 PnL", points }];
+  const values = curves.flatMap((curve) =>
+    curve.points
       .map((p) => p.value)
-    .filter((v): v is number => v !== null && Number.isFinite(v));
+      .filter((v): v is number => v !== null && Number.isFinite(v)),
+  );
   if (!values.length)
     return <div className="chart-empty">暂无可绘制的 PnL 数据</div>;
   const low = Math.min(...values),
     high = Math.max(...values),
     range = high - low || Math.max(1, Math.abs(high) * 0.1);
+  // Align dates across series; absent dates and null values both remain gaps.
+  const dates = [
+    ...new Set(curves.flatMap((curve) => curve.points.map((p) => p.date))),
+  ].sort();
   const x = (index: number) =>
-    62 + (index / Math.max(1, points.length - 1)) * 610;
+    62 + (index / Math.max(1, dates.length - 1)) * 610;
   const y = (v: number) => 24 + ((high - v) / range) * 180;
-  let segments = "";
-  let connected = false;
-  points.forEach((point, i) => {
-    if (point.value === null) {
-      connected = false;
-      return;
-    }
-    segments += `${connected ? " L" : " M"}${x(i)} ${y(point.value)}`;
-    connected = true;
-  });
   return (
+    <div>
+      {curves.length > 1 && (
+        <div
+          aria-label="PnL 图例"
+          style={{
+            display: "flex",
+            flexWrap: "wrap",
+            gap: "8px 20px",
+            fontSize: 12,
+          }}
+        >
+          {curves.map((curve) => (
+            <span
+              key={curve.id}
+              style={{ display: "inline-flex", alignItems: "center", gap: 6 }}
+            >
+              <span
+                aria-hidden="true"
+                style={{
+                  width: 20,
+                  borderTop: `1px solid ${colors[curve.id] ?? "var(--accent)"}`,
+                }}
+              />
+              {curve.label}
+            </span>
+          ))}
+        </div>
+      )}
       <svg
         className="pnl-chart"
         viewBox="0 0 700 240"
         role="img"
-      aria-label={`PnL 曲线，共 ${points.length} 条记录`}
+        aria-label={`PnL 曲线，共 ${curves.length} 条曲线，${dates.length} 条记录`}
       >
         {[0, 1, 2, 3].map((i) => (
           <g key={i}>
@@ -45,16 +86,50 @@ export function PnlChart({ points }: { points: Pnl["points"] }) {
             </text>
           </g>
         ))}
-      <path d={segments} fill="none" stroke="var(--accent)" strokeWidth="2" />
+        {curves.map((curve) => {
-      {points.length === 1 && points[0].value !== null && (
+          const byDate = new Map(
-        <circle cx={x(0)} cy={y(points[0].value)} r="3" fill="var(--accent)" />
+            curve.points.map((point) => [point.date, point.value]),
-      )}
+          );
+          let segments = "",
+            connected = false;
+          const isolated: { index: number; value: number }[] = [];
+          const valid = (value: number | null | undefined): value is number =>
+            value != null && Number.isFinite(value);
+          dates.forEach((date, i) => {
+            const value = byDate.get(date);
+            if (!valid(value)) {
+              connected = false;
+              return;
+            }
+            segments += `${connected ? " L" : " M"}${x(i)} ${y(value)}`;
+            if (!connected && !valid(byDate.get(dates[i + 1])))
+              isolated.push({ index: i, value });
+            connected = true;
+          });
+          const color = colors[curve.id] ?? "var(--accent)";
+          return (
+            <g key={curve.id} data-pnl-series={curve.id}>
+              <title>{curve.label}</title>
+              <path d={segments} fill="none" stroke={color} strokeWidth="1" />
+              {isolated.map((point) => (
+                <circle
+                  key={point.index}
+                  cx={x(point.index)}
+                  cy={y(point.value)}
+                  r="2"
+                  fill={color}
+                />
+              ))}
+            </g>
+          );
+        })}
         <text x="62" y="230">
-        {points[0]?.date.slice(0, 10)}
+          {dates[0]?.slice(0, 10)}
         </text>
         <text x="672" y="230" textAnchor="end">
-        {points.at(-1)?.date.slice(0, 10)}
+          {dates.at(-1)?.slice(0, 10)}
         </text>
       </svg>
+    </div>
   );
 }

frontend/src/types.ts

@@ -156,6 +156,7 @@ export type AlphaPage = {
 export type Pnl = {
   cached: boolean;
   points: { date: string; value: number | null }[];
+  series?: { id: string; label: string; points: Pnl["points"] }[];
   fetched_at: string | null;
 };
 export type Facets = Record<string, string[] | number | string | null>;