feat: persist feature research and versioned alpha assessments
This commit is contained in:
yuxuanhui
+16
-1
@@ -12,6 +12,7 @@ import {
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} from "@douyinfe/semi-ui-19";
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import zhCN from "@douyinfe/semi-ui-19/lib/es/locale/source/zh_CN";
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import { IconSetting, IconComment, IconHistory } from "@douyinfe/semi-icons";
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import { FeaturesPage } from "./research/FeaturesPage";
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import { ResearchWorkspace } from "./research/ResearchWorkspace";
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import { OperatorsPage } from "./research/OperatorsPage";
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import { AppSidebar } from "./components/AppSidebar";
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@@ -49,7 +50,7 @@ export default function App() {
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page: "templates",
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});
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useEffect(() => {
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if (["operators", "templates", "variants"].includes(page))
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if (["operators", "templates", "variants", "features"].includes(page))
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setVisitedResearch((old) => (old.includes(page) ? old : [...old, page]));
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}, [page]);
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const [catalogModal, setCatalogModal] = useState(false);
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@@ -370,6 +371,16 @@ export default function App() {
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/>
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)}
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</div>
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{visitedResearch.includes("features") && (
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<div className="alpha-page-view" hidden={page !== "features"}>
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<FeaturesPage
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action={aiAction}
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active={page === "features"}
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onAction={handleAction}
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onContext={setResearchContext}
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/>
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</div>
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)}
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{visitedResearch.includes("operators") && (
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<div className="alpha-page-view" hidden={page !== "operators"}>
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<OperatorsPage active={page === "operators"} />
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@@ -437,6 +448,10 @@ export default function App() {
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onClose={() => setChatOpen(false)}
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context={
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{
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features:
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researchContext.page === "features"
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? researchContext
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: { page: "features" as const },
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operators: { page: "operators" as const },
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templates:
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researchContext.page === "templates"
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@@ -18,7 +18,8 @@ export type PageContext = {
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| "backtests"
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| "operators"
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| "templates"
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| "variants";
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| "variants"
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| "features";
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research_asset_id?: string;
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research_experiment_id?: string;
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catalog_scope?: {
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@@ -43,6 +44,7 @@ export type AlphaUIAction =
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| { type: "open_alpha"; alpha_id: string; nonce: number }
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| { type: "apply_filters"; filters: Record<string, unknown>; nonce: number };
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export type UIAction =
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| { type: "open_feature"; asset_id: string; version?: number; nonce: number }
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| { type: "open_template"; asset_id: string; version?: number; nonce: number }
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| { type: "open_experiment"; experiment_id: string; nonce: number }
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| { type: "open_variant"; alpha_id: string; nonce: number }
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@@ -7,6 +7,7 @@ const contextLabels: Record<WorkspacePage, (context: PageContext) => string> = {
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operators: () => "上下文：算子库",
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templates: (context) =>
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`上下文：模板工坊${context.research_asset_id ? ` · ${context.research_asset_id}` : ""}${context.research_experiment_id ? ` · 实验 ${context.research_experiment_id}` : ""}`,
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features: () => "上下文：特征工程",
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variants: () => "上下文：Alpha 变体",
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account: () => "上下文：个人信息页",
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backtests: () => "上下文：回测研究",
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@@ -31,6 +32,7 @@ type Destination = {
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};
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// Exhaustive action destinations prevent a new action silently falling into Alpha.
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const destinations: Record<UIAction["type"], Destination> = {
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open_feature: { page: "features", chat: "responsive" },
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open_template: { page: "templates", chat: "responsive" },
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open_experiment: { page: "templates", chat: "responsive" },
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open_variant: { page: "variants", chat: "responsive" },
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@@ -32,6 +32,8 @@ import type {
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} from "../types";
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import { PnlChart } from "./PnlChart";
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import { SelfCorrelationPanel } from "./SelfCorrelationPanel";
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import { EvaluationPanel } from "../research/EvaluationPanel";
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import { LineagePanel } from "../research/LineagePanel";
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import { ComparisonPanel } from "../research/ComparisonPanel";
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import { AlphaSources } from "../research/AlphaSources";
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import type { UIAction } from "../ai/types";
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@@ -340,6 +342,16 @@ export function AlphaDetail({
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<ComparisonPanel key={detail.id} baseline={detail.id} />
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)}
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</TabPane>
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<TabPane tab="评估报告" itemKey="evaluations">
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{tab === "evaluations" && id && (
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<EvaluationPanel key={id} alphaId={id} />
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)}
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</TabPane>
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<TabPane tab="变体关系" itemKey="lineage">
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{tab === "lineage" && id && (
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<LineagePanel key={id} alphaId={id} onAction={onAction} />
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)}
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</TabPane>
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<TabPane tab="研究来源" itemKey="sources">
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{tab === "sources" && id && (
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<AlphaSources
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@@ -24,6 +24,7 @@ const navigation = [
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icon: IconGridView,
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group: "数据与素材",
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},
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{ id: "features", label: "特征工程", icon: IconBeaker, group: "研究实验" },
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{ id: "variants", label: "Alpha 变体", icon: IconBeaker, group: "研究实验" },
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{ id: "backtests", label: "回测研究", icon: IconBeaker, group: "研究实验" },
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{ id: "alphas", label: "Alpha 管理", icon: IconGridView, group: "研究成果" },
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@@ -39,6 +39,7 @@ import { AlphaDetail } from "../components/AlphaDetail";
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import { AlphaSyncDialog } from "../components/AlphaSyncDialog";
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import type { PageContext, AlphaUIAction as UIAction } from "../ai/types";
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import type { UIAction as WorkspaceAction } from "../ai/types";
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import { SavedViews } from "../research/SavedViews";
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import { sourceLabel } from "../research/SourceDetails";
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const metricLabels = {
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@@ -556,6 +557,45 @@ export function AlphaPage({
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{ itemKey: "SUBMITTED", tab: "已提交" },
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]}
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/>
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<SavedViews
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filters={{ ...filters, submission, sort, direction, limit: pageSize }}
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columns={visibleColumns}
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onRestore={(view) => {
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const {
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submission: savedSubmission,
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sort: savedSort,
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direction: savedDirection,
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limit,
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offset: _offset,
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...rest
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} = view.filters;
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const values = Object.fromEntries(
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Object.entries(rest)
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.filter(([, v]) => v !== null && v !== undefined)
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.map(([k, v]) => [k, String(v)]),
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);
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setFilters(values);
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setDraft(values);
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setPage(1);
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setSelected([]);
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if (
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savedSubmission === "SUBMITTED" ||
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savedSubmission === "UNSUBMITTED"
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)
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setSubmission(savedSubmission);
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setSort(String(savedSort || "date_created"));
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setDirection(String(savedDirection || "desc"));
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if (typeof limit === "number") setPageSize(limit);
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const next = [
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...new Set([
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"name",
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...view.columns.filter((c) => c in columnLabels),
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]),
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];
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setVisibleColumns(next);
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localStorage.setItem("alpha-columns", JSON.stringify(next));
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}}
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/>
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<form
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className="filter-panel"
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onSubmit={(e) => {
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@@ -0,0 +1,254 @@
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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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Empty,
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InputNumber,
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Tag,
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Toast,
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} from "@douyinfe/semi-ui-19";
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import { api, formatNumber, formatTime, post } from "../api";
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import { ResearchSelect } from "./ResearchSelect";
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export type Evaluation = {
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id: string;
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created_at: string;
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report: {
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verdict: string;
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rules: {
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version: string;
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sharpe_min: number;
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fitness_min: number;
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turnover_max: number;
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};
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records: {
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alpha_id: string | null;
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client_item_id: string | null;
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verdict: string;
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missing: string[];
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failed: string[];
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evidence: {
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metric: string;
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value: number | null;
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bound: number;
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direction: string;
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status: string;
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}[];
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snapshot: unknown;
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}[];
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model_advice: {
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summary: string;
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risks: string[];
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suggestions: string[];
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} | null;
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previous_evaluation_id?: string;
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};
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};
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const labels: Record<string, string> = {
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pass: "通过本地筛选",
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review: "数据不足 / 待核实",
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block: "未通过规则",
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};
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export function EvaluationPanel({
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alphaId,
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experimentId,
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backtestRunId,
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}: {
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alphaId?: string;
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experimentId?: string;
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backtestRunId?: string;
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}) {
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const [items, setItems] = useState<Evaluation[]>([]);
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const [selected, setSelected] = useState<Evaluation | null>(null);
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const [rules, setRules] = useState({
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version: "research-v1",
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sharpe_min: 1,
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fitness_min: 0.5,
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turnover_max: 0.7,
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});
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const [busy, setBusy] = useState("");
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const [page, setPage] = useState(1);
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const [revision, setRevision] = useState(0);
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useEffect(() => {
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const controller = new AbortController();
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api<{ items: Evaluation[] }>(
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`/research/evaluations?${alphaId ? `alpha_id=${encodeURIComponent(alphaId)}` : `experiment_id=${encodeURIComponent(experimentId || "")}`}&offset=${(page - 1) * 25}`,
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{ signal: controller.signal },
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)
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.then((r) => setItems(r.items))
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.catch((e) => {
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if (!controller.signal.aborted) Toast.error(e.message);
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});
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return () => controller.abort();
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}, [alphaId, experimentId, page, revision]);
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async function perform(name: string, work: () => Promise<Evaluation>) {
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setBusy(name);
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try {
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setSelected(await work());
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setPage(1);
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setRevision((n) => n + 1);
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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("");
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}
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}
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return (
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<div className="detail-section">
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<h3>版本化研究评估</h3>
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<p className="muted">
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每份报告固定输入快照、规则与指标证据。模型建议单独保存，不改变规则判断或本地研究状态。
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</p>
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<div className="research-form-grid">
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{(
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[
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["sharpe_min", "Sharpe 下限"],
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["fitness_min", "Fitness 下限"],
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["turnover_max", "Turnover 上限"],
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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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value={rules[key]}
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step={0.1}
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onChange={(v) => {
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if (typeof v === "number") setRules({ ...rules, [key]: v });
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}}
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/>
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</label>
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))}
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</div>
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<div className="inline-actions">
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<Button
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disabled={Boolean(busy) || (!alphaId && !backtestRunId)}
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loading={busy === "evaluate"}
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onClick={() =>
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void perform("evaluate", () =>
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post("/research/evaluations", {
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alpha_id: alphaId,
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experiment_id: experimentId,
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backtest_run_id: backtestRunId,
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rules,
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}),
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)
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}
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>
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保存规则评估
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</Button>
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<ResearchSelect
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label="历史评估报告"
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placeholder="查看历史报告"
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value={selected?.id}
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optionList={items.map((i) => ({
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value: i.id,
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label: `${formatTime(i.created_at)} · ${labels[i.report.verdict]}`,
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}))}
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onChange={(v) => setSelected(items.find((i) => i.id === v) || null)}
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/>
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<Button disabled={page <= 1} onClick={() => setPage((n) => n - 1)}>
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上一页
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</Button>
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<Button
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disabled={items.length < 25}
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onClick={() => setPage((n) => n + 1)}
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>
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下一页
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</Button>
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</div>
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{!selected ? (
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<Empty description="选择历史报告，或按当前规则保存新评估" />
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) : (
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<>
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<div className="section-toolbar">
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<Tag
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color={
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selected.report.verdict === "pass"
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? "green"
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: selected.report.verdict === "block"
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? "red"
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: "orange"
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}
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>
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{labels[selected.report.verdict]}
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</Tag>
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<span className="muted">
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{formatTime(selected.created_at)} ·{" "}
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{selected.report.rules.version}
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</span>
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</div>
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<p>
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规则：Sharpe ≥ {selected.report.rules.sharpe_min}，Fitness ≥{" "}
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{selected.report.rules.fitness_min}，Turnover ≤{" "}
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{selected.report.rules.turnover_max}
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</p>
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{selected.report.records.map((r, index) => (
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<div className="research-card" key={index}>
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<h4>
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{r.alpha_id || r.client_item_id || "未返回 Alpha"} ·{" "}
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{labels[r.verdict]}
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</h4>
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{r.evidence.map((e) => (
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<div className="check-row" key={e.metric}>
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<span>
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{e.metric}: {formatNumber(e.value)}
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</span>
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<span>
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{e.direction === "min" ? "≥" : "≤"} {e.bound}
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</span>
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<Tag>
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{e.status === "unknown"
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? "缺失"
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: e.status === "pass"
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? "通过"
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: "失败"}
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</Tag>
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</div>
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))}
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{r.missing.length > 0 && (
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<p>缺失或未决：{r.missing.join("、")}</p>
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)}
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{r.failed.length > 0 && <p>未通过：{r.failed.join("、")}</p>}
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<details>
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<summary>当时的输入快照</summary>
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<pre className="code-block">
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{JSON.stringify(r.snapshot, null, 2)}
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</pre>
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</details>
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</div>
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))}
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<Banner
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type="info"
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description="这是本地研究筛选，不代表官方提交资格。已有平台检查缺失时保留为待核实。"
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/>
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{selected.report.model_advice && (
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<div className="research-card">
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<h4>模型建议</h4>
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<p>{selected.report.model_advice.summary}</p>
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<p>
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风险：
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{selected.report.model_advice.risks.join("；") || "未提供"}
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</p>
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<p>
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建议：
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{selected.report.model_advice.suggestions.join("；") ||
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"未提供"}
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</p>
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</div>
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)}
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<Button
|
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disabled={Boolean(busy)}
|
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loading={busy === "advice"}
|
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onClick={() =>
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void perform("advice", () =>
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post(`/research/evaluations/${selected.id}/advice`, {}),
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)
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}
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>
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生成建议并保存为新报告
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</Button>
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</>
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)}
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</div>
|
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);
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}
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@@ -3,6 +3,9 @@ import { Banner, Button, Checkbox, Tag, Toast } from "@douyinfe/semi-ui-19";
|
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import { post, formatTime } from "../api";
|
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import type { UIAction } from "../ai/types";
|
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import type { Experiment } from "./workspaceTypes";
|
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import { EvaluationPanel } from "./EvaluationPanel";
|
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import { LineagePanel } from "./LineagePanel";
|
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import { ResearchSelect } from "./ResearchSelect";
|
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import { validationLabel } from "./workspaceTypes";
|
||||
|
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export function ExperimentView({
|
||||
@@ -13,6 +16,9 @@ export function ExperimentView({
|
||||
onAction: (action: UIAction) => void;
|
||||
}) {
|
||||
const [selected, setSelected] = useState<string[]>([]);
|
||||
const [assessment, setAssessment] = useState(false);
|
||||
const [relations, setRelations] = useState(false);
|
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const [runId, setRunId] = useState(experiment.backtest_run_ids[0]);
|
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const [busy, setBusy] = useState(false);
|
||||
const valid = experiment.candidates.filter(
|
||||
(c) => c.validation.status === "valid",
|
||||
@@ -208,6 +214,31 @@ export function ExperimentView({
|
||||
</Button>
|
||||
))}
|
||||
</div>
|
||||
<div className="inline-actions">
|
||||
<Button onClick={() => setAssessment((v) => !v)}>评估研究结果</Button>
|
||||
<Button onClick={() => setRelations((v) => !v)}>查看变体关系</Button>
|
||||
</div>
|
||||
{assessment && (
|
||||
<>
|
||||
<ResearchSelect
|
||||
label="待评估的回测运行"
|
||||
value={runId}
|
||||
optionList={experiment.backtest_run_ids.map((id) => ({
|
||||
value: id,
|
||||
label: id,
|
||||
}))}
|
||||
onChange={(v) => setRunId(String(v))}
|
||||
/>
|
||||
<EvaluationPanel
|
||||
key={experiment.id}
|
||||
experimentId={experiment.id}
|
||||
backtestRunId={runId}
|
||||
/>
|
||||
</>
|
||||
)}
|
||||
{relations && (
|
||||
<LineagePanel experimentId={experiment.id} onAction={onAction} />
|
||||
)}
|
||||
</section>
|
||||
);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,386 @@
|
||||
import { useEffect, useRef, useState } from "react";
|
||||
import {
|
||||
Banner,
|
||||
Button,
|
||||
Input,
|
||||
Pagination,
|
||||
TextArea,
|
||||
Toast,
|
||||
} from "@douyinfe/semi-ui-19";
|
||||
import { api, post } from "../api";
|
||||
import type { PageContext, UIAction } from "../ai/types";
|
||||
import { TemplateEditor } from "./TemplateEditor";
|
||||
import { ResearchSelect } from "./ResearchSelect";
|
||||
import { blankTemplate } from "./workspaceTypes";
|
||||
import type { Asset, InputSnapshot, Template } from "./workspaceTypes";
|
||||
import "./workspace.css";
|
||||
|
||||
type Feature = {
|
||||
name: string;
|
||||
hypothesis: string;
|
||||
input_ids: string[];
|
||||
steps: { name: string; rationale: string; expression: string }[];
|
||||
template: Template | null;
|
||||
};
|
||||
type FeatureAsset = Omit<Asset, "content"> & { content: Feature };
|
||||
const blank = (): Feature => ({
|
||||
name: "新特征方案",
|
||||
hypothesis: "",
|
||||
input_ids: [],
|
||||
steps: [],
|
||||
template: blankTemplate(),
|
||||
});
|
||||
export function FeaturesPage({
|
||||
active,
|
||||
onAction,
|
||||
onContext,
|
||||
action,
|
||||
}: {
|
||||
active: boolean;
|
||||
action?: UIAction | null;
|
||||
onAction: (action: UIAction) => void;
|
||||
onContext: (context: PageContext) => void;
|
||||
}) {
|
||||
const [draft, setDraft] = useState<Feature>(blank);
|
||||
const [asset, setAsset] = useState<FeatureAsset | null>(null);
|
||||
const [items, setItems] = useState<FeatureAsset[]>([]);
|
||||
const [inputs, setInputs] = useState<InputSnapshot[]>([]);
|
||||
const [versions, setVersions] = useState<{ version: number }[]>([]);
|
||||
const [page, setPage] = useState(1);
|
||||
const [total, setTotal] = useState(0);
|
||||
const [q, setQ] = useState("");
|
||||
const [busy, setBusy] = useState("");
|
||||
const [error, setError] = useState("");
|
||||
const [revision, setRevision] = useState(0);
|
||||
useEffect(() => {
|
||||
if (!active) return;
|
||||
const controller = new AbortController();
|
||||
Promise.all([
|
||||
api<{ items: FeatureAsset[]; total: number }>(
|
||||
`/research/assets?kind=feature&q=${encodeURIComponent(q)}&offset=${(page - 1) * 25}`,
|
||||
{ signal: controller.signal },
|
||||
),
|
||||
api<{ items: InputSnapshot[] }>("/research/inputs", {
|
||||
signal: controller.signal,
|
||||
}),
|
||||
])
|
||||
.then(([list, fixed]) => {
|
||||
setItems(list.items);
|
||||
setTotal(list.total);
|
||||
setInputs(fixed.items);
|
||||
})
|
||||
.catch((e) => {
|
||||
if (!controller.signal.aborted) setError(e.message);
|
||||
});
|
||||
return () => controller.abort();
|
||||
}, [active, page, q, revision]);
|
||||
useEffect(() => {
|
||||
if (active) onContext({ page: "features", research_asset_id: asset?.id });
|
||||
}, [active, asset?.id, onContext]);
|
||||
const handled = useRef(0);
|
||||
useEffect(() => {
|
||||
if (
|
||||
!active ||
|
||||
action?.type !== "open_feature" ||
|
||||
handled.current === action.nonce
|
||||
)
|
||||
return;
|
||||
handled.current = action.nonce;
|
||||
void run("load", async () =>
|
||||
load(
|
||||
await api(
|
||||
`/research/assets/${action.asset_id}${action.version ? `?version=${action.version}` : ""}`,
|
||||
),
|
||||
),
|
||||
);
|
||||
}, [active, action]);
|
||||
async function load(item: FeatureAsset) {
|
||||
setAsset(item);
|
||||
setDraft(item.content);
|
||||
setVersions(await api(`/research/assets/${item.id}/versions`));
|
||||
}
|
||||
async function run(name: string, work: () => Promise<void>) {
|
||||
setBusy(name);
|
||||
setError("");
|
||||
try {
|
||||
await work();
|
||||
} catch (e) {
|
||||
setError((e as Error).message);
|
||||
} finally {
|
||||
setBusy("");
|
||||
}
|
||||
}
|
||||
async function save() {
|
||||
const saved = await api<FeatureAsset>(
|
||||
`/research/assets${asset ? `/${asset.id}` : ""}`,
|
||||
{
|
||||
method: asset ? "PUT" : "POST",
|
||||
body: JSON.stringify({
|
||||
kind: "feature",
|
||||
version: asset?.version,
|
||||
content: draft,
|
||||
}),
|
||||
},
|
||||
);
|
||||
await load(saved);
|
||||
setRevision((n) => n + 1);
|
||||
return saved;
|
||||
}
|
||||
return (
|
||||
<section className="research-workspace">
|
||||
<div className="section-toolbar">
|
||||
<div>
|
||||
<h2>特征工程</h2>
|
||||
<p className="muted">
|
||||
围绕固定字段记录处理步骤与经济假设，再进入模板、候选和回测闭环。
|
||||
</p>
|
||||
</div>
|
||||
<Button
|
||||
onClick={() => {
|
||||
setAsset(null);
|
||||
setDraft(blank());
|
||||
setVersions([]);
|
||||
}}
|
||||
>
|
||||
新建特征方案
|
||||
</Button>
|
||||
</div>
|
||||
{error && <Banner type="danger" description={error} />}
|
||||
<div className="research-layout">
|
||||
<aside className="research-library">
|
||||
<Input
|
||||
aria-label="搜索特征方案"
|
||||
placeholder="搜索方案"
|
||||
value={q}
|
||||
onChange={(v) => {
|
||||
setQ(v);
|
||||
setPage(1);
|
||||
}}
|
||||
/>
|
||||
{items.map((item) => (
|
||||
<Button
|
||||
key={item.id}
|
||||
block
|
||||
theme={asset?.id === item.id ? "light" : "borderless"}
|
||||
onClick={() => void run("load", () => load(item))}
|
||||
>
|
||||
{item.name} · v{item.version}
|
||||
</Button>
|
||||
))}
|
||||
<Pagination
|
||||
size="small"
|
||||
currentPage={page}
|
||||
pageSize={25}
|
||||
total={total}
|
||||
onPageChange={setPage}
|
||||
/>
|
||||
</aside>
|
||||
<div className="research-main">
|
||||
<div className="inline-actions">
|
||||
{asset && (
|
||||
<>
|
||||
<span>版本</span>
|
||||
<ResearchSelect
|
||||
label="特征方案版本"
|
||||
value={asset.version}
|
||||
optionList={versions.map((v) => ({
|
||||
value: v.version,
|
||||
label: `v${v.version}`,
|
||||
}))}
|
||||
onChange={(v) =>
|
||||
void run("load", async () => {
|
||||
await load(
|
||||
await api(`/research/assets/${asset.id}?version=${v}`),
|
||||
);
|
||||
})
|
||||
}
|
||||
/>
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
<label>
|
||||
方案名称
|
||||
<Input
|
||||
aria-label="特征方案名称"
|
||||
value={draft.name}
|
||||
onChange={(name) => setDraft({ ...draft, name })}
|
||||
/>
|
||||
</label>
|
||||
<label>
|
||||
经济假设
|
||||
<TextArea
|
||||
aria-label="特征经济假设"
|
||||
value={draft.hypothesis}
|
||||
onChange={(hypothesis) => setDraft({ ...draft, hypothesis })}
|
||||
/>
|
||||
</label>
|
||||
<label>
|
||||
固定输入
|
||||
<ResearchSelect
|
||||
label="特征固定输入"
|
||||
multiple
|
||||
filter
|
||||
value={draft.input_ids}
|
||||
optionList={inputs.map((i) => ({
|
||||
value: i.id,
|
||||
label: `${i.dataset_id} · ${i.scope.region}/${i.scope.universe}/D${i.scope.delay} · ${i.field_ids.length} 字段 · ${i.id.slice(0, 8)}`,
|
||||
}))}
|
||||
onChange={(v) => setDraft({ ...draft, input_ids: v as string[] })}
|
||||
/>
|
||||
</label>
|
||||
{inputs
|
||||
.filter((i) => draft.input_ids.includes(i.id))
|
||||
.map((i) => (
|
||||
<details key={i.id}>
|
||||
<summary>{i.dataset_id} 的固定字段</summary>
|
||||
<p className="muted">{i.field_ids.join("、")}</p>
|
||||
</details>
|
||||
))}
|
||||
<div className="section-toolbar">
|
||||
<h3>处理与迭代步骤</h3>
|
||||
<Button
|
||||
onClick={() =>
|
||||
setDraft({
|
||||
...draft,
|
||||
steps: [
|
||||
...draft.steps,
|
||||
{ name: "", rationale: "", expression: "" },
|
||||
],
|
||||
})
|
||||
}
|
||||
>
|
||||
添加处理步骤
|
||||
</Button>
|
||||
</div>
|
||||
{draft.steps.map((step, index) => (
|
||||
<div className="research-card" key={index}>
|
||||
<label>
|
||||
步骤 {index + 1}
|
||||
<Input
|
||||
aria-label={`步骤 ${index + 1} 名称`}
|
||||
value={step.name}
|
||||
onChange={(name) =>
|
||||
setDraft({
|
||||
...draft,
|
||||
steps: draft.steps.map((s, i) =>
|
||||
i === index ? { ...s, name } : s,
|
||||
),
|
||||
})
|
||||
}
|
||||
/>
|
||||
</label>
|
||||
<label>
|
||||
理由
|
||||
<TextArea
|
||||
aria-label={`步骤 ${index + 1} 理由`}
|
||||
value={step.rationale}
|
||||
onChange={(rationale) =>
|
||||
setDraft({
|
||||
...draft,
|
||||
steps: draft.steps.map((s, i) =>
|
||||
i === index ? { ...s, rationale } : s,
|
||||
),
|
||||
})
|
||||
}
|
||||
/>
|
||||
</label>
|
||||
<label>
|
||||
候选表达式
|
||||
<TextArea
|
||||
aria-label={`步骤 ${index + 1} 表达式`}
|
||||
value={step.expression}
|
||||
onChange={(expression) =>
|
||||
setDraft({
|
||||
...draft,
|
||||
steps: draft.steps.map((s, i) =>
|
||||
i === index ? { ...s, expression } : s,
|
||||
),
|
||||
})
|
||||
}
|
||||
/>
|
||||
</label>
|
||||
<Button
|
||||
type="danger"
|
||||
theme="borderless"
|
||||
onClick={() =>
|
||||
setDraft({
|
||||
...draft,
|
||||
steps: draft.steps.filter((_, i) => i !== index),
|
||||
})
|
||||
}
|
||||
>
|
||||
删除此步骤
|
||||
</Button>
|
||||
</div>
|
||||
))}
|
||||
<h3>输出模板</h3>
|
||||
<TemplateEditor
|
||||
value={draft.template || blankTemplate()}
|
||||
inputs={inputs.filter((i) => draft.input_ids.includes(i.id))}
|
||||
onChange={(template) => setDraft({ ...draft, template })}
|
||||
/>
|
||||
<div className="inline-actions">
|
||||
<Button
|
||||
theme="solid"
|
||||
loading={busy === "save"}
|
||||
disabled={Boolean(busy)}
|
||||
onClick={() =>
|
||||
void run("save", async () => {
|
||||
await save();
|
||||
Toast.success("特征方案版本已保存");
|
||||
})
|
||||
}
|
||||
>
|
||||
保存特征方案
|
||||
</Button>
|
||||
<Button
|
||||
disabled={Boolean(busy)}
|
||||
loading={busy === "convert"}
|
||||
onClick={() =>
|
||||
void run("convert", async () => {
|
||||
const fixed = await save();
|
||||
const template = await post<Asset>(
|
||||
`/research/features/${fixed.id}/template`,
|
||||
{ version: fixed.version },
|
||||
);
|
||||
onAction({
|
||||
type: "open_template",
|
||||
asset_id: template.id,
|
||||
version: template.version,
|
||||
nonce: Date.now(),
|
||||
});
|
||||
})
|
||||
}
|
||||
>
|
||||
保存并转为模板
|
||||
</Button>
|
||||
<Button
|
||||
disabled={
|
||||
Boolean(busy) || !draft.input_ids.length || !draft.hypothesis
|
||||
}
|
||||
loading={busy === "generate"}
|
||||
onClick={() =>
|
||||
void run("generate", async () => {
|
||||
await load(
|
||||
await post<FeatureAsset>("/research/generate", {
|
||||
name: draft.name,
|
||||
hypothesis: draft.hypothesis,
|
||||
input_ids: draft.input_ids,
|
||||
method: "feature",
|
||||
}),
|
||||
);
|
||||
setRevision((n) => n + 1);
|
||||
})
|
||||
}
|
||||
>
|
||||
AI 生成新方案
|
||||
</Button>
|
||||
</div>
|
||||
<p className="research-hint">
|
||||
保存步骤不会计算原始时间序列。转换后的模板保留此方案的完整版本，回测前仍需展开校验并确认候选。
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
);
|
||||
}
|
||||
@@ -0,0 +1,106 @@
|
||||
import { useEffect, useState } from "react";
|
||||
import { Banner, Button, Empty, Toast } from "@douyinfe/semi-ui-19";
|
||||
import { api } from "../api";
|
||||
import type { UIAction } from "../ai/types";
|
||||
import type { Experiment } from "./workspaceTypes";
|
||||
type Graph = {
|
||||
items: Experiment[];
|
||||
edges: { child_id: string; parent_kind: string; parent_id: string }[];
|
||||
truncated: boolean;
|
||||
unresolved_experiment_ids: string[];
|
||||
};
|
||||
export function LineagePanel({
|
||||
alphaId,
|
||||
experimentId,
|
||||
onAction,
|
||||
}: {
|
||||
alphaId?: string;
|
||||
experimentId?: string;
|
||||
onAction: (a: UIAction) => void;
|
||||
}) {
|
||||
const [graph, setGraph] = useState<Graph | null>(null);
|
||||
const [focus, setFocus] = useState(experimentId);
|
||||
useEffect(() => {
|
||||
const c = new AbortController();
|
||||
api<Graph>(
|
||||
`/research/lineage?${focus ? `experiment_id=${encodeURIComponent(focus)}` : `alpha_id=${encodeURIComponent(alphaId || "")}`}`,
|
||||
{ signal: c.signal },
|
||||
)
|
||||
.then(setGraph)
|
||||
.catch((e) => {
|
||||
if (!c.signal.aborted) Toast.error(e.message);
|
||||
});
|
||||
return () => c.abort();
|
||||
}, [alphaId, focus]);
|
||||
return (
|
||||
<div className="detail-section">
|
||||
<h3>变体关系</h3>
|
||||
<p className="muted">
|
||||
每个实验保留所有父来源；每次回测来源另见「研究来源」。选择实验可继续查看输入、设置差异、候选及回测。
|
||||
</p>
|
||||
{graph?.truncated && (
|
||||
<Banner
|
||||
type="info"
|
||||
description="关系图按 100 个实验、8 层展示；可从边界实验继续展开。"
|
||||
/>
|
||||
)}
|
||||
{graph?.items.length === 0 && <Empty description="尚无本地变体关系" />}
|
||||
{graph?.items.map((e) => (
|
||||
<div className="research-card" key={e.id}>
|
||||
<h4>{e.name}</h4>
|
||||
<p>{e.hypothesis}</p>
|
||||
<p>
|
||||
方法：{e.evidence.method || e.kind} · 模板{" "}
|
||||
{e.evidence.template?.name || "—"}{" "}
|
||||
{e.evidence.template?.version
|
||||
? `v${e.evidence.template.version}`
|
||||
: ""}
|
||||
</p>
|
||||
<div className="inline-actions">
|
||||
{e.parents.map((p) => (
|
||||
<Button
|
||||
key={`${p.kind}:${p.id}`}
|
||||
size="small"
|
||||
onClick={() =>
|
||||
p.kind === "alpha"
|
||||
? onAction({
|
||||
type: "open_alpha",
|
||||
alpha_id: p.id,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
: setFocus(p.id)
|
||||
}
|
||||
>
|
||||
父{p.kind === "alpha" ? " Alpha" : "实验"} {p.id.slice(0, 12)}
|
||||
</Button>
|
||||
))}
|
||||
</div>
|
||||
<p className="muted">
|
||||
{e.candidates.length} 个候选 · {e.backtest_run_ids.length} 次回测
|
||||
</p>
|
||||
<div className="inline-actions">
|
||||
<Button
|
||||
onClick={() =>
|
||||
onAction({
|
||||
type: "open_experiment",
|
||||
experiment_id: e.id,
|
||||
nonce: Date.now(),
|
||||
})
|
||||
}
|
||||
>
|
||||
查看候选与来源
|
||||
</Button>
|
||||
<Button theme="borderless" onClick={() => setFocus(e.id)}>
|
||||
以此实验展开关系
|
||||
</Button>
|
||||
</div>
|
||||
</div>
|
||||
))}
|
||||
{graph?.unresolved_experiment_ids.map((id) => (
|
||||
<Button key={id} onClick={() => setFocus(id)}>
|
||||
继续展开 {id}
|
||||
</Button>
|
||||
))}
|
||||
</div>
|
||||
);
|
||||
}
|
||||
@@ -8,13 +8,16 @@ 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" && (
|
||||
{typeof result.id === "string" && !result.report && (
|
||||
<Button
|
||||
onClick={() =>
|
||||
onAction(
|
||||
result.content
|
||||
? {
|
||||
type: "open_template",
|
||||
type:
|
||||
result.kind === "feature"
|
||||
? "open_feature"
|
||||
: "open_template",
|
||||
asset_id: result.id as string,
|
||||
version: result.version as number,
|
||||
nonce: Date.now(),
|
||||
|
||||
@@ -132,6 +132,24 @@ export function ResearchWorkspace({
|
||||
);
|
||||
setAsset(next);
|
||||
setTemplate(next.content);
|
||||
const feature = next.provenance?.feature;
|
||||
if (feature) {
|
||||
setInputIds(feature.content.input_ids);
|
||||
setHypothesis(feature.content.hypothesis);
|
||||
const fixed = feature.provenance?.inputs || [];
|
||||
setInputs((old) => [
|
||||
...old,
|
||||
...fixed.filter((i) => !old.some((o) => o.id === i.id)),
|
||||
]);
|
||||
const first = fixed[0];
|
||||
if (first)
|
||||
setSettings((old) => ({
|
||||
...old,
|
||||
region: first.scope.region,
|
||||
universe: first.scope.universe,
|
||||
delay: first.scope.delay,
|
||||
}));
|
||||
}
|
||||
});
|
||||
if (action.type === "open_variant") {
|
||||
setParent(action.alpha_id);
|
||||
|
||||
@@ -0,0 +1,113 @@
|
||||
import { useEffect, useState } from "react";
|
||||
import { Button, Input, Toast } from "@douyinfe/semi-ui-19";
|
||||
import { api, post } from "../api";
|
||||
import { ResearchSelect } from "./ResearchSelect";
|
||||
export type ViewContent = {
|
||||
name: string;
|
||||
filters: Record<string, unknown>;
|
||||
columns: string[];
|
||||
};
|
||||
type View = { id: string; version: number; content: ViewContent };
|
||||
export function SavedViews({
|
||||
filters,
|
||||
columns,
|
||||
onRestore,
|
||||
}: {
|
||||
filters: Record<string, unknown>;
|
||||
columns: string[];
|
||||
onRestore: (view: ViewContent) => void;
|
||||
}) {
|
||||
const [items, setItems] = useState<View[]>([]);
|
||||
const [name, setName] = useState("");
|
||||
const [selected, setSelected] = useState<string>();
|
||||
const [busy, setBusy] = useState(false);
|
||||
const [q, setQ] = useState("");
|
||||
const [version, setVersion] = useState(0);
|
||||
useEffect(() => {
|
||||
const controller = new AbortController();
|
||||
api<{ items: View[] }>(
|
||||
`/research/assets?kind=view&q=${encodeURIComponent(q)}&limit=100`,
|
||||
{ signal: controller.signal },
|
||||
)
|
||||
.then((r) => setItems(r.items))
|
||||
.catch((e) => {
|
||||
if (!controller.signal.aborted) Toast.error(e.message);
|
||||
});
|
||||
return () => controller.abort();
|
||||
}, [q, version]);
|
||||
async function save(replace: boolean) {
|
||||
setBusy(true);
|
||||
try {
|
||||
const old = items.find((i) => i.id === selected);
|
||||
if (replace && !old) return;
|
||||
const content = {
|
||||
name: name.trim() || old?.content.name || "研究队列",
|
||||
filters: Object.fromEntries(
|
||||
Object.entries(filters).filter(
|
||||
([, v]) => v !== "" && v !== null && v !== undefined,
|
||||
),
|
||||
),
|
||||
columns,
|
||||
};
|
||||
const value = replace
|
||||
? await api<View>(`/research/assets/${old!.id}`, {
|
||||
method: "PUT",
|
||||
body: JSON.stringify({
|
||||
kind: "view",
|
||||
version: old!.version,
|
||||
content,
|
||||
}),
|
||||
})
|
||||
: await post<View>("/research/assets", { kind: "view", content });
|
||||
setSelected(value.id);
|
||||
setName(value.content.name);
|
||||
setVersion((n) => n + 1);
|
||||
Toast.success("筛选视图已保存");
|
||||
} catch (e) {
|
||||
Toast.error((e as Error).message);
|
||||
} finally {
|
||||
setBusy(false);
|
||||
}
|
||||
}
|
||||
return (
|
||||
<div className="research-saved-views inline-actions">
|
||||
<ResearchSelect
|
||||
label="保存的 Alpha 视图"
|
||||
placeholder="搜索并恢复研究队列"
|
||||
filter
|
||||
remote
|
||||
onSearch={setQ}
|
||||
value={selected}
|
||||
optionList={items.map((i) => ({
|
||||
value: i.id,
|
||||
label: `${i.content.name} · v${i.version}`,
|
||||
}))}
|
||||
onChange={(v) => {
|
||||
const item = items.find((i) => i.id === v);
|
||||
if (item) {
|
||||
setSelected(item.id);
|
||||
setName(item.content.name);
|
||||
onRestore(item.content);
|
||||
}
|
||||
}}
|
||||
/>
|
||||
<Input
|
||||
aria-label="视图名称"
|
||||
placeholder="视图名称"
|
||||
value={name}
|
||||
onChange={setName}
|
||||
style={{ width: 160 }}
|
||||
/>
|
||||
<Button size="small" disabled={busy} onClick={() => void save(false)}>
|
||||
保存为新视图
|
||||
</Button>
|
||||
<Button
|
||||
size="small"
|
||||
disabled={busy || !selected}
|
||||
onClick={() => void save(true)}
|
||||
>
|
||||
更新当前视图
|
||||
</Button>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
@@ -226,3 +226,12 @@
|
||||
clip-path: inset(50%);
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
.research-saved-views {
|
||||
padding: 8px 16px;
|
||||
border-bottom: 1px solid var(--line);
|
||||
flex-wrap: wrap;
|
||||
}
|
||||
.research-saved-views .semi-select {
|
||||
min-width: 210px;
|
||||
}
|
||||
|
||||
@@ -25,6 +25,12 @@ export type Asset = {
|
||||
kind: string;
|
||||
version: number;
|
||||
content: Template;
|
||||
provenance?: {
|
||||
feature?: {
|
||||
content: { input_ids: string[]; hypothesis: string };
|
||||
provenance?: { inputs?: InputSnapshot[] };
|
||||
};
|
||||
};
|
||||
created_at?: string;
|
||||
};
|
||||
export type InputSnapshot = {
|
||||
|
||||
@@ -0,0 +1,161 @@
|
||||
import { expect, test } from "@playwright/test";
|
||||
const headers = { "X-WQ-Request": "1" };
|
||||
const scope = {
|
||||
instrument_type: "EQUITY",
|
||||
region: "USA",
|
||||
universe: "TOP3000",
|
||||
delay: 1,
|
||||
};
|
||||
test("feature conversion, saved views and immutable evaluations", async ({
|
||||
page,
|
||||
}) => {
|
||||
const errors: string[] = [];
|
||||
page.on("pageerror", (e) => errors.push(e.message));
|
||||
await page.goto("/#features");
|
||||
await page.getByLabel("密码", { exact: true }).fill("browser-test-password");
|
||||
await page.getByRole("button", { name: "进入工作空间" }).click();
|
||||
await expect(
|
||||
page.getByRole("heading", { name: "特征工程", exact: true }),
|
||||
).toBeVisible();
|
||||
await page.request.put("/api/v1/account/credentials", {
|
||||
headers,
|
||||
data: { email: "test@example.com", password: "synthetic-password" },
|
||||
});
|
||||
await page.request.post("/api/v1/account/connect", { headers });
|
||||
await expect
|
||||
.poll(
|
||||
async () =>
|
||||
(await (await page.request.get("/api/v1/account")).json())
|
||||
.connection_status,
|
||||
)
|
||||
.toBe("connected");
|
||||
for (const dataset_id of [null, "TEST_FIN"]) {
|
||||
const result = await page.request.post("/api/v1/catalog/sync-jobs", {
|
||||
headers,
|
||||
data: { scope, dataset_id },
|
||||
});
|
||||
const job = await result.json();
|
||||
await expect
|
||||
.poll(
|
||||
async () =>
|
||||
(await (await page.request.get(`/api/v1/sync-jobs/${job.id}`)).json())
|
||||
.status,
|
||||
)
|
||||
.toBe("completed");
|
||||
}
|
||||
const params = new URLSearchParams(
|
||||
Object.entries(scope).map(([k, v]) => [k, String(v)]),
|
||||
);
|
||||
const fields = await (
|
||||
await page.request.get(`/api/v1/catalog/datasets/TEST_FIN/fields?${params}`)
|
||||
).json();
|
||||
const fixed = await (
|
||||
await page.request.post("/api/v1/catalog/inputs", {
|
||||
headers,
|
||||
data: {
|
||||
scope,
|
||||
dataset_id: "TEST_FIN",
|
||||
collection_version: fields.collection_version,
|
||||
selection: "all",
|
||||
},
|
||||
})
|
||||
).json();
|
||||
expect(fixed.id).toBeTruthy();
|
||||
await page.reload();
|
||||
await page.getByLabel("特征方案名称", { exact: true }).fill("浏览器特征验收");
|
||||
await page
|
||||
.getByLabel("特征经济假设", { exact: true })
|
||||
.fill("排名可降低异常值影响");
|
||||
await page.getByRole("combobox", { name: "特征固定输入" }).click();
|
||||
await page
|
||||
.getByRole("option")
|
||||
.filter({ hasText: fixed.id.slice(0, 8) })
|
||||
.click();
|
||||
await page.getByRole("heading", { name: "特征工程", exact: true }).click();
|
||||
await page.getByRole("button", { name: "添加处理步骤" }).click();
|
||||
await page.getByLabel("步骤 1 名称").fill("横截面排名");
|
||||
await page.getByLabel("步骤 1 理由").fill("减少尺度影响");
|
||||
await page.getByLabel("步骤 1 表达式").fill("rank(TEST_FIN_001)");
|
||||
await page
|
||||
.getByRole("textbox", { name: "模板名称", exact: true })
|
||||
.fill("特征转换模板");
|
||||
await page.getByLabel("field 候选取值").fill("TEST_FIN_001");
|
||||
await page.getByRole("button", { name: "保存特征方案", exact: true }).click();
|
||||
await expect(
|
||||
page.getByText("特征方案版本已保存", { exact: true }),
|
||||
).toBeVisible();
|
||||
await page.getByRole("button", { name: "保存并转为模板" }).click();
|
||||
await expect(page).toHaveURL(/#templates$/);
|
||||
await expect(
|
||||
page.getByRole("textbox", { name: "模板名称", exact: true }),
|
||||
).toHaveValue("特征转换模板");
|
||||
const templates = await (
|
||||
await page.request.get(
|
||||
"/api/v1/research/assets?kind=template&q=特征转换模板",
|
||||
)
|
||||
).json();
|
||||
expect(templates.items[0].provenance.feature.content.input_ids).toEqual([
|
||||
fixed.id,
|
||||
]);
|
||||
await page.getByRole("button", { name: "Alpha 管理", exact: true }).click();
|
||||
await page.getByLabel("视图名称", { exact: true }).fill("浏览器常用队列");
|
||||
await page.getByRole("button", { name: "保存为新视图" }).click();
|
||||
await expect(page.getByText("筛选视图已保存", { exact: true })).toBeVisible();
|
||||
const views = await (
|
||||
await page.request.get("/api/v1/research/assets?kind=view&q=浏览器常用队列")
|
||||
).json();
|
||||
expect(views.items[0].content.filters.submission).toBe("UNSUBMITTED");
|
||||
expect(views.items[0].content.columns).toContain("name");
|
||||
await page
|
||||
.getByRole("button", { name: "导入 Alpha ID", exact: true })
|
||||
.click();
|
||||
await page.getByLabel("Alpha IDs", { exact: true }).fill("TEST0001");
|
||||
const importing = page.waitForResponse(
|
||||
(r) =>
|
||||
r.url().endsWith("/api/v1/sync-jobs") && r.request().method() === "POST",
|
||||
);
|
||||
await page
|
||||
.getByRole("dialog")
|
||||
.getByRole("button", { name: "confirm", exact: true })
|
||||
.click();
|
||||
await expect
|
||||
.poll(async () =>
|
||||
(await page.request.get("/api/v1/alphas/TEST0001")).status(),
|
||||
)
|
||||
.toBe(200);
|
||||
const importJob = await (await importing).json();
|
||||
await expect
|
||||
.poll(
|
||||
async () =>
|
||||
(
|
||||
await (
|
||||
await page.request.get(`/api/v1/sync-jobs/${importJob.id}`)
|
||||
).json()
|
||||
).status,
|
||||
)
|
||||
.toBe("completed");
|
||||
await page.reload();
|
||||
await page.getByRole("textbox", { name: "搜索 Alpha" }).fill("TEST0001");
|
||||
await page.getByRole("button", { name: "查询", exact: true }).click();
|
||||
await expect(page.locator(".alpha-link")).toHaveCount(1);
|
||||
const alpha = await (
|
||||
await page.request.get("/api/v1/alphas/TEST0001")
|
||||
).json();
|
||||
await page
|
||||
.getByRole("button", { name: alpha.name || alpha.id, exact: true })
|
||||
.click();
|
||||
await page.getByRole("tab", { name: "评估报告", exact: true }).click();
|
||||
await page.getByRole("button", { name: "保存规则评估" }).click();
|
||||
await expect(
|
||||
page.getByText("规则：Sharpe ≥", { exact: false }),
|
||||
).toBeVisible();
|
||||
const reports = await (
|
||||
await page.request.get("/api/v1/research/evaluations?alpha_id=TEST0001")
|
||||
).json();
|
||||
expect(reports.items).toHaveLength(1);
|
||||
await page.screenshot({
|
||||
path: "/tmp/wq-stage-two-evaluation.png",
|
||||
fullPage: true,
|
||||
});
|
||||
expect(errors).toEqual([]);
|
||||
});
|
||||
@@ -59,6 +59,7 @@ test("account → scoped sync → research → resync → PnL → filtered expor
|
||||
await page.getByLabel("同步开始日期").fill("2025-01-01");
|
||||
await page.getByLabel("同步结束日期").fill("2025-01-01");
|
||||
await page.getByRole("button", { name: "开始同步", exact: true }).click();
|
||||
await expect(page.locator(".job-panel")).toBeVisible();
|
||||
await expect
|
||||
.poll(
|
||||
async () =>
|
||||
@@ -72,6 +73,7 @@ test("account → scoped sync → research → resync → PnL → filtered expor
|
||||
await page.keyboard.press("Escape");
|
||||
await page.getByRole("tab", { name: "已提交", exact: true }).click();
|
||||
await page.getByRole("button", { name: "全量同步已提交" }).click();
|
||||
await expect(page.locator(".job-panel")).toBeVisible();
|
||||
await expect
|
||||
.poll(
|
||||
async () =>
|
||||
|
||||
Reference in New Issue
Block a user