feat: run fixed research pipelines within durable budgets
This commit is contained in:
yuxuanhui
@@ -0,0 +1,306 @@
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import { useEffect, 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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Modal,
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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 } from "../api";
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import type { InputSnapshot, Asset } from "./workspaceTypes";
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import type { FlowLaunch, FlowRun, Budget } from "./flowTypes";
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import type { SimulationSettings } from "../backtests/types";
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import { ResearchSelect } from "./ResearchSelect";
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export function FlowLaunchForm({
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onStarted,
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workflow,
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}: {
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onStarted: (r: FlowRun) => void;
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workflow?: { id: string; version: number; name: string };
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}) {
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const [inputs, setInputs] = useState<InputSnapshot[]>([]);
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const [templates, setTemplates] = useState<Asset[]>([]);
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const [ids, setIds] = useState<string[]>([]);
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const [template, setTemplate] = useState<string>();
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const [name, setName] = useState("固定研究流水线");
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const [hypothesis, setHypothesis] = useState("");
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const [parent, setParent] = useState("");
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const [budget, setBudget] = useState<Budget>({
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max_rounds: 3,
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max_simulations: 24,
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max_model_calls: 5,
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});
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const [batch, setBatch] = useState(8);
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const [seed, setSeed] = useState(0);
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const [confirmation, setConfirmation] = useState<FlowLaunch | null>(null);
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const [busy, setBusy] = useState(false);
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const [settings, setSettings] = useState<SimulationSettings>({
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instrumentType: "EQUITY",
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region: "USA",
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universe: "TOP3000",
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delay: 1,
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decay: 0,
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neutralization: "INDUSTRY",
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truncation: 0.08,
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pasteurization: "ON",
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unitHandling: "VERIFY",
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nanHandling: "OFF",
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language: "FASTEXPR",
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visualization: false,
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maxTrade: "OFF",
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});
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useEffect(() => {
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const c = new AbortController();
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Promise.all([
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api<{ items: InputSnapshot[] }>("/research/inputs", { signal: c.signal }),
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api<{ items: Asset[] }>("/research/assets?kind=template&limit=100", {
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signal: c.signal,
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}),
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])
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.then(([i, t]) => {
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setInputs(i.items);
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setTemplates(t.items);
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})
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.catch((e) => {
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if (!c.signal.aborted) Toast.error(e.message);
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});
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return () => c.abort();
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}, []);
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function preview() {
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const fixed = templates.find((t) => t.id === template);
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setConfirmation({
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request_id: crypto.randomUUID(),
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name,
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input_ids: ids,
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hypothesis,
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settings,
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budget,
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batch_candidates: batch,
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seed,
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parent_alpha_ids: parent.split(/[,，\s]+/).filter(Boolean),
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...(fixed
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? { template_id: fixed.id, template_version: fixed.version }
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: {}),
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...(workflow
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? { workflow_id: workflow.id, workflow_version: workflow.version }
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: {}),
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});
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}
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async function start() {
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if (!confirmation) return;
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setBusy(true);
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try {
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const run = await post<FlowRun>("/research/flows/runs", confirmation);
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setConfirmation(null);
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onStarted(run);
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} catch (e) {
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Toast.error((e as Error).message);
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} finally {
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setBusy(false);
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}
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}
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return (
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<section className="research-card">
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<h3>
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{workflow
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? `启动 ${workflow.name} v${workflow.version}`
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: "新建固定研究"}
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</h3>
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<div className="research-form-grid">
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<label>
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研究名称
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<Input aria-label="自动研究名称" value={name} onChange={setName} />
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</label>
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<label>
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种子 Alpha（可选）
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<Input
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aria-label="自动研究种子"
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value={parent}
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onChange={setParent}
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placeholder="多个 ID 用逗号分隔"
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/>
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</label>
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</div>
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<label>
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研究假设
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<TextArea
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aria-label="自动研究假设"
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value={hypothesis}
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onChange={setHypothesis}
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/>
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</label>
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<label>
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固定数据范围
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<ResearchSelect
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label="自动研究固定输入"
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multiple
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filter
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value={ids}
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optionList={inputs.map((i) => ({
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value: i.id,
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label: `${i.dataset_id} · ${i.scope.region}/${i.scope.universe}/D${i.scope.delay} · ${i.id.slice(0, 8)}`,
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}))}
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onChange={(v) => {
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const next = v as string[];
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setIds(next);
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const first = inputs.find((i) => i.id === next[0]);
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if (first)
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setSettings((s) => ({
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...s,
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region: first.scope.region,
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universe: first.scope.universe,
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delay: first.scope.delay,
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}));
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}}
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/>
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</label>
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<label>
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初始模板版本（可选）
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<ResearchSelect
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label="自动研究初始模板"
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filter
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showClear
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value={template}
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optionList={templates.map((t) => ({
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value: t.id,
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label: `${t.name} · v${t.version}`,
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}))}
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onChange={(v) => setTemplate(v ? String(v) : undefined)}
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/>
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</label>
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<p>
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{settings.region} / {settings.universe} / D{settings.delay} · REGULAR /
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FASTEXPR / EQUITY
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</p>
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<div className="research-form-grid">
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<label>
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中性化
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<Input
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aria-label="自动研究中性化"
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value={settings.neutralization}
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onChange={(neutralization) =>
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setSettings({ ...settings, neutralization })
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}
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/>
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</label>
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<label>
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Decay
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<InputNumber
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aria-label="自动研究 Decay"
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min={0}
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value={settings.decay}
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onChange={(v) => {
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if (typeof v === "number") setSettings({ ...settings, decay: v });
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}}
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/>
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</label>
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<label>
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Truncation
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<InputNumber
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aria-label="自动研究 Truncation"
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min={0}
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max={1}
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step={0.01}
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value={settings.truncation}
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onChange={(v) => {
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if (typeof v === "number")
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setSettings({ ...settings, truncation: v });
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}}
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/>
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</label>
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</div>
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<h4>本次授权预算</h4>
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<div className="research-form-grid">
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{(
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[
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["max_rounds", "最大轮数"],
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["max_simulations", "最大模拟条目数"],
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["max_model_calls", "最大模型调用数"],
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] as const
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).map(([key, label]) => (
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<label key={key}>
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{label}
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<InputNumber
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aria-label={label}
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min={1}
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precision={0}
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value={budget[key]}
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onChange={(v) => {
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if (typeof v === "number") setBudget({ ...budget, [key]: v });
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}}
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/>
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</label>
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))}
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<label>
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每轮候选上限
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<InputNumber
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aria-label="每轮候选上限"
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min={1}
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max={100}
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precision={0}
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value={batch}
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onChange={(v) => {
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if (typeof v === "number") setBatch(v);
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}}
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/>
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</label>
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<label>
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采样种子
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<InputNumber
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aria-label="自动研究采样种子"
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precision={0}
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value={seed}
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onChange={(v) => {
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if (typeof v === "number") setSeed(v);
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}}
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/>
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</label>
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</div>
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<Banner
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type="info"
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description="启动后，在确认的有限预算内自动生成、校验、回测、评估和增强。超出预算即停止推进；扩大范围或预算需要重新确认。"
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/>
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<Button
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theme="solid"
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disabled={!ids.length || !hypothesis.trim() || !name.trim()}
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onClick={preview}
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>
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核对并启动研究
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</Button>
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<Modal
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title="确认自动研究授权"
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visible={Boolean(confirmation)}
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onCancel={() => {
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if (!busy) setConfirmation(null);
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}}
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onOk={() => void start()}
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confirmLoading={busy}
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okText="确认并开始自动研究"
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>
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{confirmation && (
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<>
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<p>
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{confirmation.name}：{confirmation.hypothesis}
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</p>
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<p>
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{confirmation.input_ids.length} 个固定输入 · {settings.region}/
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{settings.universe}/D{settings.delay}
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</p>
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<p>
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最多 {confirmation.budget.max_rounds} 轮、
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{confirmation.budget.max_simulations} 条模拟、
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{confirmation.budget.max_model_calls} 次模型调用；每轮最多{" "}
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{confirmation.batch_candidates} 个候选。
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</p>
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<p>
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评估规则
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research-v1。模型输出不能扩展固定范围；每轮候选预览会先保存，再由服务端核验授权后启动回测。
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</p>
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</>
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)}
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</Modal>
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</section>
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);
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}
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@@ -0,0 +1,195 @@
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import { Banner, Button, Tag, Toast } from "@douyinfe/semi-ui-19";
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import { useState } from "react";
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import { post } from "../api";
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import type { UIAction } from "../ai/types";
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import type { FlowRun } from "./flowTypes";
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import { flowStatus } from "./flowTypes";
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export function FlowRunView({
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run,
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onRefresh,
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onAction,
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}: {
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run: FlowRun;
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onRefresh: () => void;
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onAction: (a: UIAction) => void;
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}) {
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const [busy, setBusy] = useState(false);
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async function control(action: string) {
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setBusy(true);
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try {
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await post(`/research/flows/runs/${run.id}/control`, {
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action,
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version: run.version,
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});
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} catch (e) {
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Toast.error((e as Error).message);
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} finally {
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setBusy(false);
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onRefresh();
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}
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}
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const budget = run.authorization.budget;
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return (
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<section className="research-card" aria-label="研究运行详情">
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<div className="section-toolbar">
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<h3>{run.name}</h3>
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<Tag>{flowStatus[run.status] || run.status}</Tag>
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</div>
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<p>{run.authorization.hypothesis}</p>
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<div className="research-form-grid">
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<div>
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研究轮数{" "}
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<strong>
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{run.round} / {budget.max_rounds}
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</strong>
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</div>
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<div>
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模拟条目{" "}
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<strong>
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{run.simulations_used} / {budget.max_simulations}
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</strong>
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</div>
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<div>
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模型调用{" "}
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<strong>
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{run.model_calls_used} / {budget.max_model_calls}
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</strong>
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</div>
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</div>
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{run.error && <Banner type="warning" description={run.error} />}
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<div className="inline-actions">
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<Button
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disabled={busy || !["queued", "running"].includes(run.status)}
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onClick={() => void control("pause")}
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>
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暂停研究
|
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</Button>
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<Button
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disabled={
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busy ||
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!["paused", "interrupted", "needs_review"].includes(run.status) ||
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run.steps.some((step) => step.status === "blocked")
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}
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onClick={() => void control("resume")}
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>
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恢复研究
|
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</Button>
|
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<Button
|
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type="danger"
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disabled={busy || ["completed", "stopped"].includes(run.status)}
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onClick={() => void control("stop")}
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>
|
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停止研究
|
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</Button>
|
||||
</div>
|
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<p className="research-hint">
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暂停和停止阻止后续步骤，已发出的模拟继续收集。预算不足或范围、模型配置变化时，需要重新确认新研究；未知提交请在关联回测中核实。
|
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</p>
|
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<details>
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<summary>本次固定授权</summary>
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||||
<p>
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||||
{run.authorization.settings.region} /{" "}
|
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{run.authorization.settings.universe} / D
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||||
{run.authorization.settings.delay} ·{" "}
|
||||
{run.authorization.methods.join(" → ")}
|
||||
</p>
|
||||
<pre className="code-block">
|
||||
{JSON.stringify(run.authorization, null, 2)}
|
||||
</pre>
|
||||
</details>
|
||||
<div className="research-table-scroll">
|
||||
<table className="research-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>轮次 / 阶段</th>
|
||||
<th>状态</th>
|
||||
<th>产物与候选池</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{run.steps.map((step) => (
|
||||
<tr key={step.id}>
|
||||
<td>
|
||||
{step.round} ·{" "}
|
||||
{run.definition.nodes.find((n) => n.id === step.node_id)
|
||||
?.label || step.node_id}
|
||||
</td>
|
||||
<td>
|
||||
{flowStatus[step.status] || step.status}
|
||||
{step.error && <p>{step.error}</p>}
|
||||
</td>
|
||||
<td>
|
||||
<div className="inline-actions">
|
||||
{step.output.template && (
|
||||
<Button
|
||||
size="small"
|
||||
onClick={() =>
|
||||
onAction({
|
||||
type: "open_template",
|
||||
asset_id: step.output.template!.id,
|
||||
version: step.output.template!.version,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
}
|
||||
>
|
||||
模板 v{step.output.template.version}
|
||||
</Button>
|
||||
)}
|
||||
{step.output.experiment_id && (
|
||||
<Button
|
||||
size="small"
|
||||
onClick={() =>
|
||||
onAction({
|
||||
type: "open_experiment",
|
||||
experiment_id: step.output.experiment_id!,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
}
|
||||
>
|
||||
候选实验 {step.output.candidate_ids?.length ?? ""}
|
||||
</Button>
|
||||
)}
|
||||
{step.output.preview_id && (
|
||||
<Button
|
||||
size="small"
|
||||
onClick={() =>
|
||||
onAction({
|
||||
type: "open_backtest_preview",
|
||||
preview_id: step.output.preview_id!,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
}
|
||||
>
|
||||
固定预览
|
||||
</Button>
|
||||
)}
|
||||
{step.backtest_run_id && (
|
||||
<Button
|
||||
size="small"
|
||||
onClick={() =>
|
||||
onAction({
|
||||
type: "open_backtest",
|
||||
run_id: step.backtest_run_id!,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
}
|
||||
>
|
||||
关联回测
|
||||
</Button>
|
||||
)}
|
||||
</div>
|
||||
<details>
|
||||
<summary>步骤产物</summary>
|
||||
<pre className="code-block">
|
||||
{JSON.stringify(step.output, null, 2)}
|
||||
</pre>
|
||||
</details>
|
||||
</td>
|
||||
</tr>
|
||||
))}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</section>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,125 @@
|
||||
import { useEffect, useState } from "react";
|
||||
import { Banner, Button, Pagination } from "@douyinfe/semi-ui-19";
|
||||
import { api, formatTime } from "../api";
|
||||
import type { PageContext, UIAction } from "../ai/types";
|
||||
import { FlowLaunchForm } from "./FlowLaunchForm";
|
||||
import { FlowRunView } from "./FlowRunView";
|
||||
import type { FlowRun } from "./flowTypes";
|
||||
import { flowStatus } from "./flowTypes";
|
||||
import "./workspace.css";
|
||||
export function PipelinePage({
|
||||
active,
|
||||
onAction,
|
||||
onContext,
|
||||
}: {
|
||||
active: boolean;
|
||||
onAction: (a: UIAction) => void;
|
||||
onContext: (c: PageContext) => void;
|
||||
}) {
|
||||
const [items, setItems] = useState<FlowRun[]>([]);
|
||||
const [total, setTotal] = useState(0);
|
||||
const [page, setPage] = useState(1);
|
||||
const [selected, setSelected] = useState<string | null>(() =>
|
||||
localStorage.getItem("research-selected-flow"),
|
||||
);
|
||||
const [run, setRun] = useState<FlowRun | null>(null);
|
||||
const [creating, setCreating] = useState(!selected);
|
||||
const [revision, setRevision] = useState(0);
|
||||
const [error, setError] = useState("");
|
||||
useEffect(() => {
|
||||
if (active) onContext({ page: "pipeline", research_run_id: selected });
|
||||
}, [active, selected, onContext]);
|
||||
useEffect(() => {
|
||||
if (!active) return;
|
||||
const c = new AbortController();
|
||||
let timer: ReturnType<typeof setTimeout>;
|
||||
async function refresh() {
|
||||
try {
|
||||
const list = await api<{ items: FlowRun[]; total: number }>(
|
||||
`/research/flows/runs?offset=${(page - 1) * 25}`,
|
||||
{ signal: c.signal },
|
||||
);
|
||||
setItems(list.items);
|
||||
setTotal(list.total);
|
||||
if (selected)
|
||||
setRun(
|
||||
await api(`/research/flows/runs/${selected}`, { signal: c.signal }),
|
||||
);
|
||||
setError("");
|
||||
} catch (e) {
|
||||
if (!c.signal.aborted) setError((e as Error).message);
|
||||
} finally {
|
||||
if (!c.signal.aborted) timer = setTimeout(() => void refresh(), 1500);
|
||||
}
|
||||
}
|
||||
void refresh();
|
||||
return () => {
|
||||
c.abort();
|
||||
clearTimeout(timer);
|
||||
};
|
||||
}, [active, page, selected, revision]);
|
||||
function select(id: string) {
|
||||
setSelected(id);
|
||||
localStorage.setItem("research-selected-flow", id);
|
||||
setCreating(false);
|
||||
}
|
||||
return (
|
||||
<section className="research-workspace">
|
||||
<div className="section-toolbar">
|
||||
<div>
|
||||
<h2>研究流水线</h2>
|
||||
<p className="muted">
|
||||
生成 → 校验与设参 → 回测 → 评估决策 → 增强 → 重新展开
|
||||
</p>
|
||||
</div>
|
||||
<Button onClick={() => setCreating(true)}>新建自动研究</Button>
|
||||
</div>
|
||||
{error && <Banner type="danger" description={error} />}
|
||||
<div className="research-layout">
|
||||
<aside className="research-library">
|
||||
<h3>研究运行</h3>
|
||||
{items.map((item) => (
|
||||
<button
|
||||
className={`research-library-item ${selected === item.id ? "selected" : ""}`}
|
||||
key={item.id}
|
||||
onClick={() => select(item.id)}
|
||||
>
|
||||
<strong>{item.name}</strong>
|
||||
<span>
|
||||
{flowStatus[item.status]} · 第 {item.round} 轮
|
||||
</span>
|
||||
<span>{formatTime(item.created_at)}</span>
|
||||
</button>
|
||||
))}
|
||||
<Pagination
|
||||
size="small"
|
||||
total={total}
|
||||
currentPage={page}
|
||||
pageSize={25}
|
||||
onPageChange={setPage}
|
||||
/>
|
||||
</aside>
|
||||
<div className="research-main">
|
||||
{creating ? (
|
||||
<FlowLaunchForm
|
||||
key="new-flow"
|
||||
onStarted={(r) => {
|
||||
select(r.id);
|
||||
setRun(r);
|
||||
setRevision((v) => v + 1);
|
||||
}}
|
||||
/>
|
||||
) : (
|
||||
run && (
|
||||
<FlowRunView
|
||||
run={run}
|
||||
onRefresh={() => setRevision((v) => v + 1)}
|
||||
onAction={onAction}
|
||||
/>
|
||||
)
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
);
|
||||
}
|
||||
@@ -8,31 +8,33 @@ export function ResearchToolCard({ call, onAction }: ToolCardProps) {
|
||||
{typeof result.name === "string" ? result.name : "研究资料"}
|
||||
{typeof result.version === "number" ? ` · v${result.version}` : ""}
|
||||
</p>
|
||||
{typeof result.id === "string" && !result.report && (
|
||||
<Button
|
||||
onClick={() =>
|
||||
onAction(
|
||||
result.content
|
||||
? {
|
||||
type:
|
||||
result.kind === "feature"
|
||||
? "open_feature"
|
||||
: "open_template",
|
||||
asset_id: result.id as string,
|
||||
version: result.version as number,
|
||||
nonce: Date.now(),
|
||||
}
|
||||
: {
|
||||
type: "open_experiment",
|
||||
experiment_id: result.id as string,
|
||||
nonce: Date.now(),
|
||||
},
|
||||
)
|
||||
}
|
||||
>
|
||||
打开研究记录
|
||||
</Button>
|
||||
)}
|
||||
{typeof result.id === "string" &&
|
||||
!result.report &&
|
||||
!result.authorization && (
|
||||
<Button
|
||||
onClick={() =>
|
||||
onAction(
|
||||
result.content
|
||||
? {
|
||||
type:
|
||||
result.kind === "feature"
|
||||
? "open_feature"
|
||||
: "open_template",
|
||||
asset_id: result.id as string,
|
||||
version: result.version as number,
|
||||
nonce: Date.now(),
|
||||
}
|
||||
: {
|
||||
type: "open_experiment",
|
||||
experiment_id: result.id as string,
|
||||
nonce: Date.now(),
|
||||
},
|
||||
)
|
||||
}
|
||||
>
|
||||
打开研究记录
|
||||
</Button>
|
||||
)}
|
||||
<details>
|
||||
<summary>查看资料与校验依据</summary>
|
||||
<pre>{JSON.stringify(result, null, 2)}</pre>
|
||||
|
||||
@@ -0,0 +1,78 @@
|
||||
import type { SimulationSettings } from "../backtests/types";
|
||||
export type Budget = {
|
||||
max_rounds: number;
|
||||
max_simulations: number;
|
||||
max_model_calls: number;
|
||||
};
|
||||
export type FlowNode = {
|
||||
id: string;
|
||||
type: string;
|
||||
label: string;
|
||||
x: number;
|
||||
y: number;
|
||||
config: Record<string, unknown>;
|
||||
};
|
||||
export type Workflow = {
|
||||
name: string;
|
||||
nodes: FlowNode[];
|
||||
edges: { source: string; target: string; branch?: string | null }[];
|
||||
};
|
||||
export type FlowLaunch = {
|
||||
request_id: string;
|
||||
name: string;
|
||||
input_ids: string[];
|
||||
hypothesis: string;
|
||||
settings: SimulationSettings;
|
||||
budget: Budget;
|
||||
batch_candidates: number;
|
||||
seed: number;
|
||||
parent_alpha_ids: string[];
|
||||
template_id?: string;
|
||||
template_version?: number;
|
||||
workflow_id?: string;
|
||||
workflow_version?: number;
|
||||
};
|
||||
export type FlowRun = {
|
||||
id: string;
|
||||
name: string;
|
||||
status: string;
|
||||
version: number;
|
||||
round: number;
|
||||
simulations_used: number;
|
||||
model_calls_used: number;
|
||||
error: string | null;
|
||||
created_at: string;
|
||||
definition: Workflow;
|
||||
authorization: FlowLaunch & { kind: string; methods: string[] };
|
||||
steps: {
|
||||
id: string;
|
||||
node_id: string;
|
||||
round: number;
|
||||
status: string;
|
||||
output: {
|
||||
type?: string;
|
||||
template?: { id: string; version: number };
|
||||
experiment_id?: string;
|
||||
evaluation_id?: string;
|
||||
preview_id?: string;
|
||||
candidate_ids?: string[];
|
||||
[key: string]: unknown;
|
||||
};
|
||||
backtest_run_id: string | null;
|
||||
error: string | null;
|
||||
}[];
|
||||
};
|
||||
export const flowStatus: Record<string, string> = {
|
||||
queued: "等待推进",
|
||||
running: "执行中",
|
||||
completed: "已完成",
|
||||
skipped: "已跳过",
|
||||
blocked: "候选校验未通过",
|
||||
waiting: "收集回测",
|
||||
previewed: "候选预览已固定",
|
||||
paused: "已暂停",
|
||||
stopped: "已停止",
|
||||
interrupted: "步骤中断",
|
||||
needs_review: "需要处理",
|
||||
budget_exhausted: "预算不足",
|
||||
};
|
||||
Reference in New Issue
Block a user