feat: 增加仅检查 MCP 工具并完善已提交 Alpha 指标展示
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This commit is contained in:
yuxuanhui
2026-09-11 13:14:27 +08:00
parent f25161d624
commit 7e990b9a69
12 changed files with 311 additions and 63 deletions
+6 -1
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@@ -42,18 +42,23 @@ def snapshot_columns(settings, metrics, checks):
check_type = "PENDING"
else:
check_type = "PASS" if "PROD_CORRELATION" in by_name else "PRE_CHECK"
# /check values are freshest; submitted snapshots also expose a scalar in IS.
prod_correlation = number(by_name.get("PROD_CORRELATION", {}).get("value"))
if prod_correlation is None:
prod_correlation = number(metrics.get("prodCorrelation"))
neutralization = settings.get("neutralization")
return {
"check_type": check_type,
"neutralization": neutralization if isinstance(neutralization, str) else None,
"pnl": number(metrics.get("pnl")),
"prod_correlation": prod_correlation,
**{
field: number(by_name.get(name, {}).get("value"))
for field, name in (
("sub_universe_sharpe", "LOW_SUB_UNIVERSE_SHARPE"),
("robust_universe_sharpe", "LOW_ROBUST_UNIVERSE_SHARPE"),
("two_year_sharpe", "LOW_2Y_SHARPE"),
("prod_correlation", "PROD_CORRELATION"),
)
},
}
+4 -2
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@@ -21,13 +21,15 @@ from ..research_access.service import ResearchAccess, ResearchError
# Name, schema, business method, required scope, description. No generic arbitrary HTTP tool.
TOOLS = {
"get_submission_check": (c.SelfCorrelationReference, "submission_check_context", "research:read", "读取已导入 Alpha 的表达式、Description、snapshot 和缓存检查结果;不发起检查。先核对或生成三段 Description,再调用 check_submission。"),
"check_submission": (c.SubmissionCheck, "check_submission", "research:refresh", "对单个待提交 Alpha 写回已获用户授权的 Description 并调用平台 GET /check,返回 job_id。须先用 get_submission_check 获取 snapshot;保留本地自相关门槛和冲突保护。通过 get_refresh_job 查进度、get_submission_check 读结果。无论检查结果如何,都不会调用 /submit 或正式提交 Alpha。"),
"get_worldquant_connection": (c.ConnectionReference, "connection", "research:read", "读取 WorldQuant 连接状态及可选认证 job_id 的进度,不发起认证;人工验证在网页完成。"),
"authenticate_worldquant": (c.Authentication, "authenticate", "research:refresh", "使用服务端已保存凭据连接或重新认证 WorldQuant,返回 job_id;action=connect(默认)或人工验证后 verify。用 get_worldquant_connection 查询,不接收密码,不修改账户配置。"),
"get_research_capabilities": (c.Empty, "capabilities", "research:read", "读取直接研究能力、完整设置 schema 和调度阻塞,不代表平台剩余额度。"),
"search_catalog": (c.CatalogSearch, "catalog", "research:read", "分页查询指定范围的数据集或字段元数据;无缓存不等于无数据,不隐式刷新。"),
"get_research_metadata": (c.Metadata, "metadata", "research:read", "读取范围、设置快照、算子定义或字段可用性;未知不认定通过。"),
"refresh_research_data": (c.Refresh, "refresh", "research:refresh", "显式刷新目录、算子、设置、字段可用性或 PnL;不会创建模拟。任务返回 job_id。"),
"get_refresh_job": (c.JobReference, "refresh_job", "research:read", "查询研究刷新或本地自相关任务的状态、进度与分页错误。"),
"get_refresh_job": (c.JobReference, "refresh_job", "research:read", "查询研究刷新、本地自相关或平台检查任务的状态、进度与分页错误。"),
"check_self_correlation": (c.SelfCorrelationCheck, "check_self_correlation", "research:refresh", "对 1–100 个已导入 Alpha 发起本地自相关检查,返回 job_id。与本地同地区已提交 Alpha 比较,排除自身;优先用缓存,缺失 PnL 自动补取。需先同步已提交 Alpha;不调用平台提交检查。用 get_refresh_job 查进度、get_self_correlation 读结果。"),
"get_self_correlation": (c.SelfCorrelationReference, "self_correlation", "research:read", "读取指定 Alpha 最新的本地自相关缓存,包括最大相关系数、样本覆盖与 stale 状态;无缓存不自动检查,结果不等同于平台提交资格。"),
"search_backtests": (c.History, "history", "research:read", "分页查历史候选与固定设置;candidates 按完整输入精确匹配,不推断数学等价。"),
@@ -68,7 +70,7 @@ class MCPResearchServer:
inputSchema=schema.model_json_schema(), annotations=types.ToolAnnotations(
readOnlyHint=scope == "research:read", destructiveHint=method == "control",
idempotentHint=method in {"submit", "control"} or scope == "research:read",
openWorldHint=method in {"refresh", "submit", "metadata", "check_self_correlation", "authenticate"}))
openWorldHint=method in {"refresh", "submit", "metadata", "check_self_correlation", "check_submission", "authenticate"}))
for name, (schema, method, scope, description) in TOOLS.items()
if scope in principal.scopes and "research:read" in principal.scopes])
+6
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@@ -141,6 +141,12 @@ class SelfCorrelationReference(Contract):
alpha_id: AlphaId
class SubmissionCheck(Contract):
alpha_id: AlphaId
snapshot: str = Field(pattern=r"^[a-f0-9]{64}$")
descriptions: dict[str, str] = Field(min_length=1, max_length=2)
class History(Page):
source: str | None = Field(default=None, max_length=100)
reference: str | None = Field(default=None, max_length=200)
+31 -1
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@@ -22,6 +22,8 @@ from ..models import Account, Alpha, BacktestItem, Job, JobItem, ResearchRequest
from ..research.serialization import encode_snapshot
from ..research.workspace_contracts import FieldAvailabilityInput
from ..schemas import JobInput
from ..submission import CheckInput, correlation_allows_check, create_check_job, local_alpha, source
from ..submission import fingerprint as submission_fingerprint
from .contracts import DirectCandidate, History
from .queries import EvidenceQueries, page
@@ -51,6 +53,11 @@ class ResearchAccess:
"confirmation": "调用者须已获本批执行授权;直接提交后返回稳定运行 ID",
"duplicate_policies": ["reject", "rerun"], "permissions": sorted(self.principal.scopes),
"metadata_only": True, "actual_platform_allowance": None,
"submission_check": {
"check_with": "check_submission", "read_with": "get_submission_check",
"job_with": "get_refresh_job", "max_targets": 1,
"description_writeback": True, "production_submission": False,
},
"self_correlation": {
"check_with": "check_self_correlation", "read_with": "get_self_correlation",
"job_with": "get_refresh_job", "max_targets": 100, "source": "local",
@@ -156,7 +163,7 @@ class ResearchAccess:
async def refresh_job(self, args):
job = await self.db.get(Job, args.job_id)
if not job or job.kind not in {"catalog_sync", "field_sync", "pnl_refresh", "self_correlation"}:
if not job or job.kind not in {"catalog_sync", "field_sync", "pnl_refresh", "self_correlation", "submission_check"}:
raise ResearchError("NOT_FOUND", "研究刷新任务不存在")
result = await self.business.get_job_status(args.job_id)
query = select(JobItem).where(JobItem.job_id == job.id, JobItem.error.is_not(None))
@@ -187,6 +194,29 @@ class ResearchAccess:
status = "not_cached" if not data["cached"] else "stale" if data["result"]["stale"] else "available"
return {"alpha_id": args.alpha_id, "source": "local", "status": status, **data}
async def submission_check_context(self, args):
"""Read cached review context and check evidence without upstream requests."""
alpha = await local_alpha(self.db, args.alpha_id)
context = source(alpha.raw)
job = await self.db.scalar(select(Job).where(
Job.kind == "submission_check", Job.payload["alpha_ids"][0].as_string() == args.alpha_id
).order_by(Job.created_at.desc()).limit(1))
return {"alpha_id": args.alpha_id, "snapshot": submission_fingerprint(context),
**context, "descriptions": {key: item["description"] for key, item in context["sections"].items()},
"can_check": alpha.status == "UNSUBMITTED" and await correlation_allows_check(self.db, args.alpha_id),
"checks": alpha.checks, "source": "local_cache", "production_submission": False,
"job_id": job.id if job else None, "job_status": job.status if job else None,
"checked_at": job.checkpoint.get("checked_at") if job else None}
async def check_submission(self, args):
"""Queue the shared reviewed-description/check flow; never submit an Alpha."""
job = await create_check_job(self.db, args.alpha_id, CheckInput(
snapshot=args.snapshot, descriptions=args.descriptions))
self.wake = "jobs"
return {"job_id": job.id, "status": job.status, "alpha_id": args.alpha_id,
"production_submission": False, "job_with": "get_refresh_job",
"read_with": "get_submission_check"}
async def history(self, args):
return await self.evidence.history(args)
+43 -33
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@@ -143,6 +143,48 @@ async def require_correlation(db, alpha_id):
raise HTTPException(409, "有本地比较基准时,请先取得有效、样本完整且低于阈值的本地自相关结果")
async def create_check_job(db, alpha_id, body):
"""Queue description writeback and checks only; caller owns commit and wake-up.
HTTP and MCP share locking, conflict checks and active-job deduplication.
No production submission operation is available in this flow.
"""
account = await db.scalar(select(Account).where(Account.id == 1).with_for_update())
if not account.password_encrypted or account.connection_status in ("disconnected", "error"):
raise HTTPException(409, "请先连接 WorldQuant")
alpha = await local_alpha(db, alpha_id)
context = source(alpha.raw)
if alpha.status != "UNSUBMITTED":
raise HTTPException(409, "仅对待提交 Alpha 写回 Description 并检查")
if fingerprint(context) != body.snapshot:
raise HTTPException(409, "Alpha 内容已变化,请重新载入并核对描述")
if set(body.descriptions) != set(context["sections"]):
raise HTTPException(422, "Description 必须匹配 Alpha 的 regular 或 selection/combo 部分")
await require_correlation(db, alpha_id)
texts = {}
for key, draft in body.descriptions.items():
if isinstance(draft, str):
texts[key] = draft
else:
original = context["sections"][key]["description"]
# Preserve existing formatting for older clients sending separate fields.
texts[key] = (
original if parse_description(original) == draft.model_dump() else draft.text()
)
payload = {"alpha_ids": [alpha_id], "expected": context, "descriptions": texts}
for job in (
await db.scalars(select(Job).where(Job.kind == "submission_check", Job.status.in_(ACTIVE)))
).all():
if job.payload.get("alpha_ids") == [alpha_id]:
if job.payload == payload:
return job
raise HTTPException(409, "此 Alpha 已有平台检查任务,请等待完成或取消后再修改描述")
job = Job(id=str(uuid4()), kind="submission_check", payload=payload, total=1)
db.add(job)
await db.flush()
return job
def router(runner, ai):
api = APIRouter(prefix="/api/v1/alphas", tags=["submission-check"], dependencies=[Depends(require_auth)])
generation_lock = asyncio.Lock()
@@ -248,39 +290,7 @@ def router(runner, ai):
@api.post("/{alpha_id}/submission-check", status_code=202, response_model=JobOutput)
async def check(alpha_id: str, body: CheckInput):
async with ai.sessions.begin() as db:
account = await db.scalar(select(Account).where(Account.id == 1).with_for_update())
if not account.password_encrypted or account.connection_status in ("disconnected", "error"):
raise HTTPException(409, "请先连接 WorldQuant")
alpha = await local_alpha(db, alpha_id)
context = source(alpha.raw)
if alpha.status != "UNSUBMITTED":
raise HTTPException(409, "仅对待提交 Alpha 写回 Description 并检查")
if fingerprint(context) != body.snapshot:
raise HTTPException(409, "Alpha 内容已变化,请重新载入并核对描述")
if set(body.descriptions) != set(context["sections"]):
raise HTTPException(422, "Description 必须匹配 Alpha 的 regular 或 selection/combo 部分")
await require_correlation(db, alpha_id)
texts = {}
for key, draft in body.descriptions.items():
if isinstance(draft, str):
texts[key] = draft
else:
original = context["sections"][key]["description"]
# Preserve existing formatting for older clients sending separate fields.
texts[key] = (
original if parse_description(original) == draft.model_dump() else draft.text()
)
payload = {"alpha_ids": [alpha_id], "expected": context, "descriptions": texts}
for job in (
await db.scalars(select(Job).where(Job.kind == "submission_check", Job.status.in_(ACTIVE)))
).all():
if job.payload.get("alpha_ids") == [alpha_id]:
if job.payload == payload:
return job
raise HTTPException(409, "此 Alpha 已有平台检查任务,请等待完成或取消后再修改描述")
job = Job(id=str(uuid4()), kind="submission_check", payload=payload, total=1)
db.add(job)
await db.flush()
job = await create_check_job(db, alpha_id, body)
runner.wake.set()
return job