feat: unify scope settings and catalog table interactions
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yuxuanhui
@@ -1,3 +1,6 @@
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import { SimulationSettingsEditor } from "../settings/SimulationSettingsEditor";
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import { useSettingsOptions } from "../settings/useSettingsOptions";
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import { initialSettings } from "../backtests/types";
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import {
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ResearchDataInput,
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researchSelection,
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@@ -40,21 +43,9 @@ export function FlowLaunchForm({
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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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const [settings, setSettings] = useState<SimulationSettings>(initialSettings);
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const options = useSettingsOptions();
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const [settingsValid, setSettingsValid] = useState(false);
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useEffect(() => {
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const c = new AbortController();
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Promise.all([
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@@ -169,47 +160,17 @@ export function FlowLaunchForm({
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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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<SimulationSettingsEditor
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value={settings}
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onChange={setSettings}
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{...options}
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onRefresh={() => void options.refresh()}
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fixedScopes={inputs
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.filter((r) => ids.includes(r.id))
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.map((r) => r.scope)}
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disabled={busy}
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onValidityChange={setSettingsValid}
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/>
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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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@@ -263,7 +224,13 @@ export function FlowLaunchForm({
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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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disabled={
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!ids.length ||
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!hypothesis.trim() ||
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!name.trim() ||
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!settingsValid ||
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busy
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}
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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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@@ -1,3 +1,5 @@
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import { SimulationSettingsEditor } from "../settings/SimulationSettingsEditor";
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import { useSettingsOptions } from "../settings/useSettingsOptions";
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import {
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ResearchDataInput,
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researchSelection,
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@@ -67,7 +69,8 @@ export function ResearchWorkspace({
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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 options = useSettingsOptions(active && detailOpen);
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const [settingsValid, setSettingsValid] = useState(false);
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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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@@ -188,28 +191,6 @@ export function ResearchWorkspace({
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setMethod("structure");
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}
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}, [active, action]);
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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/${asset.id}`, {
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@@ -759,88 +740,24 @@ export function ResearchWorkspace({
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/>
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</label>
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</div>
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<div className="research-section-heading">
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<h4>模拟设置</h4>
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<Button
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disabled={!inputIds.length || !!busy}
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onClick={() => void task("同步合法设置", refreshSettings)}
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>
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同步合法设置
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</Button>
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</div>
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<p>
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{settings.region || "未选择市场"} /{" "}
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{settings.universe || "未选择股票池"} / D{settings.delay}
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（来自固定输入）
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</p>
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<div className="research-form-grid">
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<label>
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中性化
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<Input
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list={`${page}-neutralizations`}
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aria-label="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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<datalist id={`${page}-neutralizations`}>
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{neutralizations.map((value) => (
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<option key={value} value={value} />
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))}
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</datalist>
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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="Decay"
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min={0}
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value={settings.decay}
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onChange={(decay) =>
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setSettings({ ...settings, decay: Number(decay) })
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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="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={(truncation) =>
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setSettings({
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...settings,
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truncation: Number(truncation),
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})
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}
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/>
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</label>
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</div>
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<div className="research-form-grid">
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{(["pasteurization", "nanHandling", "maxTrade"] as const).map(
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(key) => (
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<label key={key}>
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{key}
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<ResearchSelect
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label={key}
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value={settings[key]}
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optionList={["ON", "OFF"].map((value) => ({
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value,
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label: value,
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}))}
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onChange={(value) =>
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setSettings({ ...settings, [key]: value })
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}
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/>
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</label>
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),
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)}
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</div>
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<SimulationSettingsEditor
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value={settings}
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onChange={setSettings}
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{...options}
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onRefresh={() => void options.refresh()}
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fixedScopes={selectedInputs.map((r) => r.scope)}
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disabled={!!busy}
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onValidityChange={setSettingsValid}
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/>
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<Button
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theme="solid"
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disabled={dirty || !inputIds.length || !hypothesis || !!busy}
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disabled={
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dirty ||
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!inputIds.length ||
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!hypothesis ||
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!!busy ||
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!settingsValid
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}
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onClick={() => void task("生成候选", expand)}
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>
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保存候选研究记录
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