feat: Implement Alpha list and metrics enhancements

- Added new metrics fields: sub_universe_sharpe, robust_universe_sharpe, two_year_sharpe, prod_correlation, pnl, check_type, and neutralization to the Alpha model.
- Updated snapshot_columns function to derive new metrics and check types from platform snapshots.
- Enhanced API to include failed checks and check types in responses.
- Created migration script to backfill existing Alpha records with new metrics and check types.
- Updated frontend components to display new metrics and allow editing of custom tags.
- Improved filtering and sorting capabilities for new metrics in the Alpha list.
- Added tests for new functionality including checks classification and metrics filtering.

backend/app/schemas.py

@@ -9,6 +9,7 @@ from pydantic import BaseModel, ConfigDict, Field, field_validator, model_valida
 
 ResearchState = Literal["inbox", "candidate", "optimizing", "archived"]
 Submission = Literal["UNSUBMITTED", "SUBMITTED"]
+CheckType = Literal["PENDING", "PRE_CHECK", "PASS", "FAIL_1", "FAIL_2"]
 SortField = Literal[
     "id",
     "name",
@@ -18,6 +19,11 @@ SortField = Literal[
     "turnover",
     "margin",
     "drawdown",
+    "sub_universe_sharpe",
+    "robust_universe_sharpe",
+    "two_year_sharpe",
+    "prod_correlation",
+    "pnl",
     "date_created",
     "date_submitted",
     "synced_at",
@@ -76,6 +82,8 @@ class AlphaFilters(Contract):
     status: str | None = None
     stage: str | None = None
     hidden: bool | None = None
+    check_type: CheckType | None = None
+    neutralization: str | None = None
     research_state: ResearchState | None = None
     favorite: bool | None = None
     tag: str | None = Field(default=None, max_length=60)
@@ -93,6 +101,16 @@ class AlphaFilters(Contract):
     margin_max: float | None = None
     drawdown_min: float | None = None
     drawdown_max: float | None = None
+    sub_universe_sharpe_min: float | None = None
+    sub_universe_sharpe_max: float | None = None
+    robust_universe_sharpe_min: float | None = None
+    robust_universe_sharpe_max: float | None = None
+    two_year_sharpe_min: float | None = None
+    two_year_sharpe_max: float | None = None
+    prod_correlation_min: float | None = None
+    prod_correlation_max: float | None = None
+    pnl_min: float | None = None
+    pnl_max: float | None = None
     sort: SortField = "date_created"
     direction: Literal["asc", "desc"] = "desc"
     limit: int = Field(default=25, ge=1, le=100)
@@ -105,7 +123,10 @@ class AlphaFilters(Contract):
 
     @model_validator(mode="after")
     def range_order(self):
-        for key in ("sharpe", "fitness", "returns", "turnover", "margin", "drawdown"):
+        for key in (
+            "sharpe", "fitness", "returns", "turnover", "margin", "drawdown",
+            "sub_universe_sharpe", "robust_universe_sharpe", "two_year_sharpe", "prod_correlation", "pnl",
+        ):
             lo, hi = getattr(self, f"{key}_min"), getattr(self, f"{key}_max")
             if lo is not None and hi is not None and lo > hi:
                 raise ValueError(f"{key} 最小值不能大于最大值")
@@ -222,6 +243,14 @@ class AlphaSummary(BaseModel):
     date_created: datetime | None
     date_submitted: datetime | None
     synced_at: datetime
+    check_type: CheckType = "PENDING"
+    failed_checks: list[str] = Field(default_factory=list)
+    neutralization: str | None = None
+    sub_universe_sharpe: float | None = None
+    robust_universe_sharpe: float | None = None
+    two_year_sharpe: float | None = None
+    prod_correlation: float | None = None
+    pnl: float | None = None
     research: ResearchOutput
     local_correlation: dict | None = None
     source_kinds: list[str] = Field(default_factory=list)