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worldquant-alpha-system/.scratch/alpha-list-columns/spec.md
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yuxuanhui ba0ed9d03f
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feat: Implement Alpha list and metrics enhancements
- Added new metrics fields: sub_universe_sharpe, robust_universe_sharpe, two_year_sharpe, prod_correlation, pnl, check_type, and neutralization to the Alpha model.
- Updated snapshot_columns function to derive new metrics and check types from platform snapshots.
- Enhanced API to include failed checks and check types in responses.
- Created migration script to backfill existing Alpha records with new metrics and check types.
- Updated frontend components to display new metrics and allow editing of custom tags.
- Improved filtering and sorting capabilities for new metrics in the Alpha list.
- Added tests for new functionality including checks classification and metrics filtering.
2026-09-09 19:02:37 +08:00

997 B

Alpha 列表指标、检查筛选与自定义标签

用户已授权本地实现。失败分档已确认:FAIL=1、FAIL≥2。

  • 补充检查结果、失败项、子股票池/稳健股票池/近两年 Sharpe、中性化、平台生产相关性、IS PnL、同步时间。
  • 默认显示检查结果、失败项和自定义标签;保留已有列偏好,其余字段可选。
  • 检查结果按平台快照计算,与平台状态、研究状态及本地自相关独立。没有完成的检查不得视为通过。
  • 指标支持范围筛选、排序及导出;检查筛选在数据库分页前执行。
  • 复用本地标签,提供列表单条编辑、批量编辑和筛选,支持 PPAC 等任意标签,平台同步不覆盖。
  • 历史快照通过增量迁移回填,不请求平台、不修改研究记录。

验证:API 失败 0/1/2/3 项及未知状态、组合筛选/分页/导出、零值与缺值、标签保存与同步保留;隔离迁移;前端构建及浏览器交互。