yuxuanhui
859 lines
25 KiB
TypeScript
859 lines
25 KiB
TypeScript
import { useCallback, useEffect, useMemo, useRef, useState } from "react";
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import {
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Banner,
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Button,
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Checkbox,
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CheckboxGroup,
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Empty,
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Input,
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Modal,
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Popover,
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Select,
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Table,
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Tag,
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TextArea,
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Toast,
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} from "@douyinfe/semi-ui-19";
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import {
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IconSearch,
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IconRefresh,
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IconDownload,
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IconPlus,
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IconSetting,
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IconStar,
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} from "@douyinfe/semi-icons";
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import type { ColumnProps } from "@douyinfe/semi-ui-19/lib/es/table/interface";
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import {
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api,
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formatNumber,
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formatTime,
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patch,
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post,
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queryString,
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stateLabels,
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stateOptions,
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} from "../api";
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import type { Account, Alpha, AlphaPage as Page, Facets } from "../types";
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import { AlphaDetail } from "../components/AlphaDetail";
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import type { PageContext, UIAction } from "../ai/types";
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const metricLabels = {
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sharpe: "Sharpe",
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fitness: "Fitness",
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returns: "Returns",
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turnover: "Turnover",
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margin: "Margin",
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drawdown: "Drawdown",
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};
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const initialColumns = [
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"name",
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"expression",
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"region",
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"status",
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"sharpe",
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"fitness",
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"turnover",
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"research",
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];
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const columnLabels: Record<string, string> = {
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name: "Alpha",
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expression: "表达式",
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region: "地区 / Universe",
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status: "平台状态",
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sharpe: "Sharpe",
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fitness: "Fitness",
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returns: "Returns",
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turnover: "Turnover",
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margin: "Margin",
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drawdown: "Drawdown",
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research: "研究状态",
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tags: "本地标签",
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language: "语言",
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created: "创建时间",
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};
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export function AlphaPage({
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account,
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taskPanelOpen,
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version,
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onTask,
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onAccount,
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active,
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overlaySuspended,
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chatOffset,
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onContext,
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action,
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onOverlay,
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}: {
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account: Account | null;
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taskPanelOpen: boolean;
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version: string;
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onTask: () => void;
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onAccount: () => void;
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active: boolean;
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overlaySuspended: boolean;
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chatOffset: number;
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onContext: (context: PageContext) => void;
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action: UIAction | null;
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onOverlay: () => void;
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}) {
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const [data, setData] = useState<Page>({
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items: [],
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total: 0,
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limit: 25,
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offset: 0,
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});
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const [facets, setFacets] = useState<Facets>({});
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const [draft, setDraft] = useState<Record<string, string>>({});
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const [filters, setFilters] = useState<Record<string, string>>({});
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const [page, setPage] = useState(1);
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const [pageSize, setPageSize] = useState(25);
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const [sort, setSort] = useState("date_created");
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const [direction, setDirection] = useState("desc");
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const [loading, setLoading] = useState(false);
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const [error, setError] = useState("");
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const [selected, setSelected] = useState<string[]>([]);
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const [visibleColumns, setVisibleColumns] = useState<string[]>(() => {
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try {
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const stored: unknown = JSON.parse(
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localStorage.getItem("alpha-columns") || "null",
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);
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return Array.isArray(stored)
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? [
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...new Set([
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"name",
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...stored.filter(
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(v): v is string => typeof v === "string" && v in columnLabels,
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),
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]),
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]
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: initialColumns;
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} catch {
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return initialColumns;
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}
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});
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const [detailId, setDetailId] = useState<string | null>(null);
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const [importing, setImporting] = useState(false);
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const [idText, setIdText] = useState("");
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const [busy, setBusy] = useState("");
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const [bulkOpen, setBulkOpen] = useState(false);
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const [bulkVersions, setBulkVersions] = useState<Record<string, number>>({});
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const actionNonce = useRef(0);
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const [bulk, setBulk] = useState({
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add_tags: "",
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remove_tags: "",
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state: "",
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});
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const [localVersion, setLocalVersion] = useState(0);
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useEffect(() => {
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if (account) {
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setPageSize(account.page_size);
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setPage(1);
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}
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}, [account?.page_size]);
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const params = useMemo(
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() => ({
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...filters,
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sort,
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direction,
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limit: pageSize,
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offset: (page - 1) * pageSize,
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}),
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[filters, sort, direction, pageSize, page],
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);
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const query = queryString(params);
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useEffect(() => {
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if (!active) return;
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onContext({
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page: "alphas",
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alpha_id: detailId,
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selected_ids: selected,
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filters: Object.fromEntries(
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Object.entries(params).filter(
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([, value]) => value !== "" && value !== undefined && value !== null,
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),
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),
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});
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}, [active, detailId, selected, params, onContext]);
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useEffect(() => {
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if (!action || actionNonce.current === action.nonce) return;
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actionNonce.current = action.nonce;
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if (action.type === "open_alpha") {
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setDetailId(action.alpha_id);
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onOverlay();
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} else {
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const {
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sort: nextSort,
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direction: nextDirection,
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limit: _limit,
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offset: _offset,
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...values
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} = action.filters;
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const next = Object.fromEntries(
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Object.entries(values)
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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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setDraft(next);
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setFilters(next);
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setPage(1);
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setSelected([]);
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if (nextSort) setSort(String(nextSort));
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if (nextDirection) setDirection(String(nextDirection));
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}
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}, [action, onOverlay]);
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const refresh = useCallback(() => setLocalVersion((n) => n + 1), []);
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useEffect(() => {
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const controller = new AbortController();
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setLoading(true);
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setError("");
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Promise.all([
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api<Page>(`/alphas?${query}`, { signal: controller.signal }),
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api<Facets>("/alphas/facets", { signal: controller.signal }),
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])
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.then(([results, nextFacets]) => {
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if (!controller.signal.aborted) {
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setData(results);
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setFacets(nextFacets);
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}
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})
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.catch((e) => {
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if (!controller.signal.aborted) setError(e.message);
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})
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.finally(() => {
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if (!controller.signal.aborted) setLoading(false);
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});
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return () => controller.abort();
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}, [query, version, localVersion]);
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useEffect(() => {
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setSelected([]);
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}, [query]);
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function updateDraft(key: string, value: unknown) {
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setDraft((previous) => ({
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...previous,
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[key]: value === undefined || value === null ? "" : String(value),
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}));
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}
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function applyFilters() {
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setFilters({ ...draft });
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setPage(1);
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}
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function clearFilters() {
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setDraft({});
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setFilters({});
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setPage(1);
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}
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async function newTask(kind: string, ids: string[] = []) {
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setBusy(kind);
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try {
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await post("/sync-jobs", { kind, alpha_ids: ids });
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setImporting(false);
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setIdText("");
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onTask();
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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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async function bulkSave() {
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setBusy("bulk");
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const split = (value: string) =>
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value
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.split(/[,，]/)
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.map((t) => t.trim())
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.filter(Boolean);
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try {
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await patch("/alphas/research/bulk", {
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alpha_ids: Object.keys(bulkVersions),
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versions: bulkVersions,
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add_tags: split(bulk.add_tags),
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remove_tags: split(bulk.remove_tags),
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state: bulk.state || null,
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});
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setBulkOpen(false);
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setBulk({ add_tags: "", remove_tags: "", state: "" });
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refresh();
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Toast.success("批量研究记录已更新");
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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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const columnDefinitions: ColumnProps<Alpha>[] = [
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{
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key: "name",
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title: "Alpha",
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dataIndex: "name",
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fixed: "left",
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width: 190,
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render: (_, row) => (
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<button
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className="alpha-link"
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onClick={() => {
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setDetailId(row!.id);
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onOverlay();
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}}
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>
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<span>
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{row!.research.favorite && <IconStar className="favorite-icon" />}
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{row!.name || row!.id}
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</span>
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<small>
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{row!.name ? row!.id : (row!.alpha_type ?? "未提供类型")}
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</small>
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</button>
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),
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},
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{
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key: "expression",
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title: "表达式",
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width: 260,
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render: (_, row) => (
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<code className="expression-cell" title={row!.expression_preview}>
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{row!.expression_preview || "—"}
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</code>
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),
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},
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{
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key: "region",
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title: "地区 / Universe",
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width: 155,
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render: (_, row) => (
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<div className="stacked-cell">
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<span>{row!.region ?? "—"}</span>
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<small>{row!.universe ?? "—"}</small>
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</div>
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),
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},
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{
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key: "status",
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title: "平台状态",
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width: 150,
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render: (_, row) => (
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<div className="stacked-cell">
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<span>{row!.status ?? "未提供"}</span>
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<small>
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{row!.stage ?? "—"}
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{row!.hidden ? " · 已隐藏" : ""}
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</small>
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</div>
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),
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},
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...Object.entries(metricLabels).map(
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([key, title]): ColumnProps<Alpha> => ({
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key,
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title,
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width: 112,
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align: "right",
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render: (_, row) => (
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<span className="numeric">
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{formatNumber(row![key as keyof Alpha], key === "margin" ? 6 : 3)}
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</span>
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),
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}),
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),
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{
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key: "research",
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fixed: "right",
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title: "研究状态",
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width: 115,
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render: (_, row) => (
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<Tag
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color={
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row!.research.state === "candidate"
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? "green"
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: row!.research.state === "optimizing"
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? "blue"
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: "grey"
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}
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>
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{stateLabels[row!.research.state]}
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</Tag>
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),
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},
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{
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key: "tags",
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title: "本地标签",
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width: 180,
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render: (_, row) => (
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<div className="inline-tags">
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{row!.research.tags.map((t) => (
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<Tag key={t}>{t}</Tag>
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))}
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</div>
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),
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},
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{ key: "language", title: "语言", width: 125, dataIndex: "language" },
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{
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key: "created",
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title: "创建时间",
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width: 165,
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render: (_, row) => formatTime(row!.date_created, account?.timezone),
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},
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];
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const columns = columnDefinitions.filter((column) =>
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visibleColumns.includes(String(column.key)),
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);
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const activeFilterCount = Object.values(filters).filter(Boolean).length;
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const options = (key: string) =>
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(Array.isArray(facets[key]) ? (facets[key] as string[]) : []).map(
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(value) => ({ value, label: value }),
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);
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const connected =
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account?.connection_status === "connected" ||
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account?.connection_status === "expired";
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return (
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<>
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<div className="page-heading">
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<div>
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<div className="eyebrow">ALPHA LIBRARY</div>
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<h1>Alpha 管理</h1>
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<p>集中查看平台信号，记录每一步研究判断。</p>
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</div>
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<div className="inline-actions">
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<Button icon={<IconPlus />} onClick={() => setImporting(true)}>
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导入 Alpha ID
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</Button>
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<Button
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theme="solid"
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icon={<IconRefresh />}
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loading={busy === "full_sync"}
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disabled={!connected}
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onClick={() => void newTask("full_sync")}
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>
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同步平台数据
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</Button>
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</div>
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</div>
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<div className="library-stats">
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<div>
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<span>已同步 Alpha</span>
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<strong>{Number(facets.total ?? 0).toLocaleString()}</strong>
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</div>
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<div>
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<span>我的收藏</span>
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<strong>{Number(facets.favorites ?? 0).toLocaleString()}</strong>
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</div>
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<div>
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<span>覆盖地区</span>
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<strong>
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{Array.isArray(facets.region) ? facets.region.length : 0}
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</strong>
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</div>
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<div className="last-sync">
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<span>最近数据更新</span>
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<strong>
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{formatTime(
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typeof facets.last_sync === "string" ? facets.last_sync : null,
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account?.timezone,
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)}
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</strong>
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</div>
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</div>
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{!connected && (
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<Banner
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type="info"
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description={
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<span>
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连接 WorldQuant 后即可同步平台数据。
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<button className="text-link" onClick={onAccount}>
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前往个人信息
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</button>
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</span>
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}
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/>
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)}
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{error && <Banner type="danger" description={error} />}
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<section className="library-panel">
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<form
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className="filter-panel"
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onSubmit={(e) => {
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e.preventDefault();
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applyFilters();
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}}
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>
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<div className="primary-filters">
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<Input
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aria-label="搜索 Alpha"
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prefix={<IconSearch />}
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placeholder="搜索 ID、名称或表达式"
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value={draft.q ?? ""}
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onChange={(v) => updateDraft("q", v)}
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showClear
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/>
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<Select
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aria-label="地区"
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placeholder="全部地区"
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showClear
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value={draft.region || undefined}
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optionList={options("region")}
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onChange={(v) => updateDraft("region", v)}
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/>
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<Select
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aria-label="平台状态"
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placeholder="全部平台状态"
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showClear
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value={draft.status || undefined}
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optionList={options("status")}
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onChange={(v) => updateDraft("status", v)}
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/>
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<Select
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aria-label="研究状态筛选"
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placeholder="全部研究状态"
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showClear
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value={draft.research_state || undefined}
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optionList={stateOptions}
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onChange={(v) => updateDraft("research_state", v)}
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/>
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<Button htmlType="submit" theme="solid">
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查询
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</Button>
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<Button theme="borderless" onClick={clearFilters}>
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重置
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</Button>
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</div>
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<details className="advanced-filters">
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<summary>
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更多筛选{" "}
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{activeFilterCount ? `· ${activeFilterCount} 项已应用` : ""}
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</summary>
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<div className="advanced-grid">
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{[
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["universe", "Universe"],
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["alpha_type", "Alpha 类型"],
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["language", "语言"],
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["stage", "IS / OS"],
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].map(([key, label]) => (
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<label key={key}>
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{label}
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<Select
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showClear
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aria-label={label}
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value={draft[key] || undefined}
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optionList={options(key)}
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placeholder="全部"
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onChange={(v) => updateDraft(key, v)}
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/>
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</label>
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))}
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<label>
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平台隐藏状态
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<Select
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showClear
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value={draft.hidden || undefined}
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optionList={[
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{ value: "false", label: "可见" },
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{ value: "true", label: "隐藏" },
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]}
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placeholder="全部"
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onChange={(v) => updateDraft("hidden", v)}
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/>
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</label>
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<label>
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本地标签
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<Select
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showClear
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filter
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value={draft.tag || undefined}
|
||
optionList={options("tags")}
|
||
placeholder="全部标签"
|
||
onChange={(v) => updateDraft("tag", v)}
|
||
/>
|
||
</label>
|
||
<label>
|
||
创建时间起（UTC）
|
||
<Input
|
||
type="date"
|
||
value={draft.created_from?.slice(0, 10) || ""}
|
||
onChange={(v) =>
|
||
updateDraft("created_from", v ? `${v}T00:00:00Z` : "")
|
||
}
|
||
/>
|
||
</label>
|
||
<label>
|
||
创建时间止（UTC）
|
||
<Input
|
||
type="date"
|
||
value={draft.created_to?.slice(0, 10) || ""}
|
||
onChange={(v) =>
|
||
updateDraft("created_to", v ? `${v}T23:59:59.999999Z` : "")
|
||
}
|
||
/>
|
||
</label>
|
||
{Object.entries(metricLabels).map(([key, label]) => (
|
||
<label key={key}>
|
||
{label}
|
||
<div className="range-inputs">
|
||
<Input
|
||
type="number"
|
||
aria-label={`${label} 最小值`}
|
||
placeholder="最小值"
|
||
value={draft[`${key}_min`] || ""}
|
||
onChange={(v) => updateDraft(`${key}_min`, v)}
|
||
/>
|
||
<span>—</span>
|
||
<Input
|
||
type="number"
|
||
aria-label={`${label} 最大值`}
|
||
placeholder="最大值"
|
||
value={draft[`${key}_max`] || ""}
|
||
onChange={(v) => updateDraft(`${key}_max`, v)}
|
||
/>
|
||
</div>
|
||
</label>
|
||
))}
|
||
<Checkbox
|
||
checked={draft.favorite === "true"}
|
||
onChange={(e) =>
|
||
updateDraft("favorite", e.target.checked ? "true" : "")
|
||
}
|
||
>
|
||
只看收藏
|
||
</Checkbox>
|
||
</div>
|
||
<p className="muted">
|
||
数值筛选使用平台原始值，例如 Turnover 0.15 表示 15%。
|
||
</p>
|
||
</details>
|
||
</form>
|
||
<div className="table-toolbar">
|
||
<div>
|
||
<strong>全部 Alpha</strong>
|
||
<span className="count-pill">{data.total.toLocaleString()}</span>
|
||
{selected.length > 0 && (
|
||
<span className="selection-text">
|
||
已选择 {selected.length} 条
|
||
</span>
|
||
)}
|
||
</div>
|
||
<div className="inline-actions">
|
||
{selected.length > 0 && (
|
||
<>
|
||
<Button
|
||
size="small"
|
||
onClick={() => {
|
||
setBulkVersions(
|
||
Object.fromEntries(
|
||
data.items
|
||
.filter((row) => selected.includes(row.id))
|
||
.map((row) => [row.id, row.research.version]),
|
||
),
|
||
);
|
||
setBulkOpen(true);
|
||
onOverlay();
|
||
}}
|
||
>
|
||
批量编辑
|
||
</Button>
|
||
<Button
|
||
size="small"
|
||
disabled={!connected}
|
||
loading={busy === "alpha_refresh"}
|
||
onClick={() => void newTask("alpha_refresh", selected)}
|
||
>
|
||
刷新选中
|
||
</Button>
|
||
</>
|
||
)}
|
||
<Select
|
||
aria-label="排序字段"
|
||
size="small"
|
||
value={sort}
|
||
optionList={[
|
||
{ value: "date_created", label: "创建时间" },
|
||
{ value: "date_submitted", label: "提交时间" },
|
||
{ value: "synced_at", label: "同步时间" },
|
||
...Object.entries(metricLabels).map(([value, label]) => ({
|
||
value,
|
||
label,
|
||
})),
|
||
{ value: "name", label: "名称" },
|
||
]}
|
||
onChange={(v) => {
|
||
setSort(String(v));
|
||
setPage(1);
|
||
}}
|
||
/>
|
||
<Select
|
||
aria-label="排序方向"
|
||
size="small"
|
||
value={direction}
|
||
optionList={[
|
||
{ value: "desc", label: "降序" },
|
||
{ value: "asc", label: "升序" },
|
||
]}
|
||
onChange={(v) => {
|
||
setDirection(String(v));
|
||
setPage(1);
|
||
}}
|
||
/>
|
||
<a href={`/api/v1/alphas/export?${query}`}>
|
||
<Button icon={<IconDownload />} size="small">
|
||
导出
|
||
</Button>
|
||
</a>
|
||
<Popover
|
||
trigger="click"
|
||
position="bottomRight"
|
||
content={
|
||
<div className="columns-picker">
|
||
<strong>显示列</strong>
|
||
<CheckboxGroup
|
||
direction="vertical"
|
||
value={visibleColumns}
|
||
options={Object.entries(columnLabels).map(
|
||
([value, label]) => ({
|
||
value,
|
||
label,
|
||
disabled: value === "name",
|
||
}),
|
||
)}
|
||
onChange={(values) => {
|
||
const next = values.map(String);
|
||
setVisibleColumns(next);
|
||
localStorage.setItem(
|
||
"alpha-columns",
|
||
JSON.stringify(next),
|
||
);
|
||
}}
|
||
/>
|
||
</div>
|
||
}
|
||
>
|
||
<Button
|
||
aria-label="显示列设置"
|
||
icon={<IconSetting />}
|
||
size="small"
|
||
/>
|
||
</Popover>
|
||
</div>
|
||
</div>
|
||
<Table<Alpha>
|
||
columns={columns}
|
||
dataSource={data.items}
|
||
rowKey="id"
|
||
loading={loading}
|
||
size="middle"
|
||
scroll={{
|
||
y: "max(260px, calc(100vh - 670px))",
|
||
x: columns.reduce((sum, c) => sum + Number(c.width || 120), 0) + 60,
|
||
}}
|
||
rowSelection={{
|
||
selectedRowKeys: selected,
|
||
onChange: (keys) => setSelected((keys ?? []).map(String)),
|
||
fixed: true,
|
||
}}
|
||
pagination={{
|
||
currentPage: page,
|
||
pageSize,
|
||
total: data.total,
|
||
showSizeChanger: true,
|
||
pageSizeOpts: [25, 50, 100],
|
||
onPageChange: (next) => setPage(next),
|
||
onPageSizeChange: (size) => {
|
||
setPageSize(size);
|
||
setPage(1);
|
||
},
|
||
}}
|
||
empty={
|
||
<Empty
|
||
className="alpha-empty"
|
||
image={<div className="empty-alpha">α</div>}
|
||
title={
|
||
activeFilterCount
|
||
? "没有符合条件的 Alpha"
|
||
: "从第一个 Alpha 开始"
|
||
}
|
||
description={
|
||
activeFilterCount
|
||
? "调整筛选条件，探索更多信号。"
|
||
: "连接 WorldQuant 并同步数据，或通过 Alpha ID 导入已有研究。"
|
||
}
|
||
/>
|
||
}
|
||
/>
|
||
</section>
|
||
<p className="page-footnote">
|
||
平台数据与本地研究记录独立保存 · 记录不因再次同步而覆盖
|
||
</p>
|
||
<Modal
|
||
title="导入 Alpha ID"
|
||
visible={importing && !overlaySuspended}
|
||
onCancel={() => setImporting(false)}
|
||
confirmLoading={busy === "alpha_refresh"}
|
||
okText="开始导入"
|
||
onOk={() => {
|
||
const ids = [...new Set(idText.split(/[\s,，]+/).filter(Boolean))];
|
||
if (!ids.length || ids.length > 100) {
|
||
Toast.warning("每次请输入 1–100 个 Alpha ID");
|
||
return;
|
||
}
|
||
void newTask("alpha_refresh", ids);
|
||
}}
|
||
>
|
||
<p>
|
||
读取指定 Alpha 的平台详情。每次最多 100 个，使用空格、逗号或换行分隔。
|
||
</p>
|
||
<TextArea
|
||
aria-label="Alpha IDs"
|
||
value={idText}
|
||
onChange={setIdText}
|
||
rows={6}
|
||
placeholder="例如：aB12cD34"
|
||
/>
|
||
</Modal>
|
||
<Modal
|
||
title={`批量编辑 ${Object.keys(bulkVersions).length} 条研究记录`}
|
||
visible={bulkOpen && !overlaySuspended}
|
||
onCancel={() => setBulkOpen(false)}
|
||
confirmLoading={busy === "bulk"}
|
||
onOk={() => void bulkSave()}
|
||
okText="保存修改"
|
||
>
|
||
<label>
|
||
添加标签
|
||
<Input
|
||
aria-label="批量添加标签"
|
||
placeholder="用逗号分隔"
|
||
value={bulk.add_tags}
|
||
onChange={(add_tags) => setBulk({ ...bulk, add_tags })}
|
||
/>
|
||
</label>
|
||
<label>
|
||
移除标签
|
||
<Input
|
||
aria-label="批量移除标签"
|
||
value={bulk.remove_tags}
|
||
onChange={(remove_tags) => setBulk({ ...bulk, remove_tags })}
|
||
/>
|
||
</label>
|
||
<label>
|
||
研究状态
|
||
<Select
|
||
showClear
|
||
placeholder="保持现有状态"
|
||
value={bulk.state || undefined}
|
||
optionList={stateOptions}
|
||
onChange={(state) =>
|
||
setBulk({ ...bulk, state: state ? String(state) : "" })
|
||
}
|
||
/>
|
||
</label>
|
||
</Modal>
|
||
<AlphaDetail
|
||
suspended={overlaySuspended}
|
||
chatOffset={chatOffset}
|
||
taskPanelOpen={taskPanelOpen}
|
||
id={detailId}
|
||
version={`${version}:${localVersion}`}
|
||
timezone={account?.timezone}
|
||
onClose={() => setDetailId(null)}
|
||
onSaved={refresh}
|
||
onTask={onTask}
|
||
/>
|
||
</>
|
||
);
|
||
}
|