feat: persist feature research and versioned alpha assessments
This commit is contained in:
yuxuanhui
@@ -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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