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worldquant-alpha-system/frontend/src/research/FeaturesPage.tsx
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yuxuanhui 394438e753
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refactor: unify data preparations and research input snapshots
2026-09-12 01:24:02 +08:00

505 lines
16 KiB
TypeScript

import {
ResearchDataInput,
researchSelection,
} from "../preparations/ResearchDataInput";
import { ResearchList, ResearchDetail } from "./ResearchList";
import { useEffect, useRef, useState } from "react";
import {
Banner,
Button,
Input,
Pagination,
Table,
TextArea,
Toast,
} from "@douyinfe/semi-ui-19";
import { ResearchInput } from "../ai/ResearchInput";
import { IconAIEditLevel3 } from "@douyinfe/semi-icons";
import { api, post } from "../api";
import type { PageContext, UIAction } from "../ai/types";
import { TemplateEditor } from "./TemplateEditor";
import { DeleteResearchButton } from "./DeleteResearchButton";
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 [detailOpen, setDetailOpen] = useState(false);
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 },
),
Promise.resolve({ items: inputs }),
])
.then(([list, fixed]) => {
setItems(list.items);
setTotal(list.total);
setPage((current) =>
Math.min(current, Math.max(1, Math.ceil(list.total / 25))),
);
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=${action.version}` : ""}`,
),
),
);
}, [active, action]);
async function load(item: FeatureAsset) {
setDetailOpen(true);
setAsset(item);
setDraft(item.content);
setVersions(await api(`/research/assets/${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, ...researchSelection(draft.input_ids, inputs) },
}),
},
);
await load(saved);
setRevision((n) => n + 1);
return saved;
}
async function remove(item: FeatureAsset) {
await api(`/research/assets/${item.id}?version=${item.version}`, {
method: "DELETE",
});
setItems((old) => old.filter((entry) => entry.id !== item.id));
setTotal((old) => Math.max(0, old - 1));
if (asset?.id === item.id) {
setDetailOpen(false);
setAsset(null);
setDraft(blank());
setVersions([]);
}
setRevision((n) => n + 1);
Toast.success("特征方案已删除");
}
return (
<section className="research-workspace research-list-page">
{error && !detailOpen && <Banner type="danger" description={error} />}
<ResearchList
resetKey={JSON.stringify([q, page])}
label="特征方案"
filters={
<Input
aria-label="搜索特征方案"
placeholder="搜索方案"
value={q}
onChange={(v) => {
setQ(v);
setPage(1);
}}
/>
}
actions={
<Button
theme="solid"
onClick={() => {
setAsset(null);
setDraft(blank());
setVersions([]);
setDetailOpen(true);
}}
>
新建特征方案
</Button>
}
pagination={
<>
<span>共 {total} 个方案</span>
{total > 0 && (
<Pagination
size="small"
currentPage={page}
pageSize={25}
total={total}
onPageChange={setPage}
/>
)}
</>
}
>
<Table<FeatureAsset>
className="research-table"
dataSource={items}
rowKey="id"
pagination={false}
size="small"
sticky
style={{ minWidth: 800 }}
empty="暂无特征方案,请新建方案或调整筛选条件。"
columns={[
{
title: "方案名称",
key: "name",
width: 200,
render: (_, item) => (
<Button
theme="borderless"
onClick={() => void run("load", () => load(item))}
>
{item.name}
</Button>
),
},
{
title: "版本",
key: "version",
width: 80,
render: (_, item) => <>v{item.version}</>,
},
{
title: "经济假设",
key: "hypothesis",
render: (_, item) => item.content.hypothesis || "—",
},
{
title: "固定输入",
key: "inputs",
width: 100,
render: (_, item) => item.content.input_ids.length,
},
{
title: "处理步骤",
key: "steps",
width: 100,
render: (_, item) => item.content.steps.length,
},
{
title: "操作",
key: "actions",
width: 80,
render: (_, item) => (
<DeleteResearchButton
name={item.name}
label="特征方案"
disabled={!!busy}
onConfirm={() => run("delete", () => remove(item))}
/>
),
},
]}
/>
</ResearchList>
<ResearchDetail
width="min(100vw, max(640px, 60vw))"
title={asset ? asset.name : "新建特征方案"}
visible={active && detailOpen}
onClose={() => setDetailOpen(false)}
>
{error && <Banner type="danger" description={error} />}
{asset?.archived && (
<Banner
type="info"
description="此特征方案已删除,当前显示保留的历史版本。"
/>
)}
<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=${v}`),
);
})
}
/>
</>
)}
</div>
<label>
方案名称
<Input
aria-label="特征方案名称"
value={draft.name}
onChange={(name) => setDraft({ ...draft, name })}
/>
</label>
<section className="research-ai-section">
<h4>
<IconAIEditLevel3 aria-hidden="true" />
经济假设
</h4>
<ResearchInput
maxLength={10000}
label="特征经济假设"
value={draft.hypothesis}
onChange={(hypothesis) => setDraft({ ...draft, hypothesis })}
placeholder="描述特征的经济含义、处理方式和预期信号…"
references={inputs
.filter((i) => draft.input_ids.includes(i.id))
.map((i) => ({
id: i.id,
name: `${i.name} · ${i.scope.region}/${i.scope.universe}/D${i.scope.delay} · ${i.field_ids.length} 字段 · ${i.id}`,
}))}
disabled={!!busy}
busy={busy === "generate"}
canSubmit={!!draft.input_ids.length}
submitLabel="AI 生成新方案"
sendHotKey="shift+enter"
onSubmit={() =>
void run("generate", async () => {
await load(
await post<FeatureAsset>("/research/generate", {
name: draft.name,
hypothesis: draft.hypothesis,
...researchSelection(draft.input_ids, inputs),
method: "feature",
}),
);
setRevision((n) => n + 1);
})
}
prompts={["研究字段的时序变化,构建具有经济解释的特征"]}
hint={
draft.input_ids.length
? "生成处理步骤与输出模板,保留假设供继续迭代。"
: "请先在下方关联固定输入。"
}
/>
</section>
<label>
固定输入
<ResearchDataInput
label="选择特征数据准备"
ids={draft.input_ids}
inputs={inputs}
onChange={(ids, rows) => {
setInputs(rows);
setDraft({ ...draft, input_ids: ids });
}}
/>
</label>
{inputs
.filter((i) => draft.input_ids.includes(i.id))
.map((i) => (
<details key={i.id}>
<summary>{i.name} 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 ${index + 1} 表达式`}
value={step.expression}
onChange={(expression) =>
setDraft({
...draft,
steps: draft.steps.map((s, i) =>
i === index ? { ...s, expression } : s,
),
})
}
/>
</label>
<Button
type="danger"
theme="borderless"
onClick={() =>
setDraft({
...draft,
steps: draft.steps.filter((_, i) => i !== index),
})
}
>
删除此步骤
</Button>
</div>
))}
<h3>输出模板</h3>
<TemplateEditor
value={draft.template || blankTemplate()}
inputs={inputs.filter((i) => draft.input_ids.includes(i.id))}
onChange={(template) => setDraft({ ...draft, template })}
/>
<div className="inline-actions">
<Button
theme="solid"
loading={busy === "save"}
disabled={Boolean(busy) || asset?.archived}
onClick={() =>
void run("save", async () => {
await save();
Toast.success("特征方案版本已保存");
})
}
>
保存特征方案
</Button>
<Button
disabled={Boolean(busy) || asset?.archived}
loading={busy === "convert"}
onClick={() =>
void run("convert", async () => {
const fixed = await save();
const template = await post<Asset>(
`/research/features/${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>
{asset && !asset.archived && (
<DeleteResearchButton
name={asset.name}
label="特征方案"
disabled={!!busy}
onConfirm={() => run("delete", () => remove(asset))}
/>
)}
</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>
</ResearchDetail>
</section>
);
}