feat: persist feature research and versioned alpha assessments

2026-09-08 21:52:46 +08:00
parent f89ae211d2
commit eb4850a003
32 changed files with 2003 additions and 20 deletions
@@ -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([]);
+});