fix(web): 因子研究/回测改走异步 Job(修复全市场研究长请求被代理中断 500)

- 根因:全市场因子测试同步执行约 47s,经 Next 同源代理转发时长请求被 socket 中断(前端日志:Failed to proxy .../api/factor-tests [socket hang up])
- factors/backtest 页改为 POST /api/jobs 提交 → 轮询 GET /api/jobs/{id} → 取内嵌结果(AGENT §19 异步化)
- 新增 lib/jobs.ts(submitJob / waitJob,超时 10 分钟),运行中显示 Job 号
- 端到端验证:全市场 momentum_60 测试 JOB-93479087 → success(IC -0.0598,样本 323 日)+ Experiment 归档
- tsc + next build 通过;同步接口保留(适合小样本/脚本调用)
This commit is contained in:
Simon
2026-09-07 20:38:56 +08:00
parent 55b684fbe1
commit 1cf7c84897
3 changed files with 105 additions and 30 deletions
+31 -15
View File
@@ -1,7 +1,8 @@
"use client";
import { useEffect, useState } from "react";
import { apiGet, apiPost } from "@/lib/api";
import { apiGet } from "@/lib/api";
import { submitJob, waitJob } from "@/lib/jobs";
import type { FactorMeta, FactorTestReport, ResearchSpec } from "@/lib/types";
export default function FactorsPage() {
@@ -11,6 +12,7 @@ export default function FactorsPage() {
const [end, setEnd] = useState("2024-12-31");
const [report, setReport] = useState<FactorTestReport | null>(null);
const [running, setRunning] = useState(false);
const [jobId, setJobId] = useState("");
const [error, setError] = useState("");
useEffect(() => {
@@ -19,21 +21,34 @@ export default function FactorsPage() {
.catch((e: Error) => setError(e.message));
}, []);
function run() {
async function run() {
setRunning(true);
setError("");
const spec: ResearchSpec = {
type: "factor_test",
universe: { exclude_st: true, min_listing_days: 0 },
factors: [{ name, weight: 1 }],
selection: { top_n: 10 },
rebalance: "monthly",
period: [start, end],
};
apiPost<FactorTestReport>("/factor-tests", spec)
.then(setReport)
.catch((e: Error) => setError(e.message))
.finally(() => setRunning(false));
setJobId("");
setReport(null);
try {
const spec: ResearchSpec = {
type: "factor_test",
universe: { exclude_st: true, min_listing_days: 0 },
factors: [{ name, weight: 1 }],
selection: { top_n: 10 },
rebalance: "monthly",
period: [start, end],
};
// 异步 Job:立即返回 job_id,后台执行后轮询取结果(全市场可能数十秒)
const { job_id } = await submitJob(spec);
setJobId(job_id);
const out = await waitJob<FactorTestReport>(job_id);
if (out.status === "success" && out.result) {
setReport(out.result);
} else {
setError(`任务${out.status}${out.error ? `:${out.error}` : ""}`);
}
} catch (e) {
setError((e as Error).message);
} finally {
setRunning(false);
}
}
return (
@@ -82,9 +97,10 @@ export default function FactorsPage() {
结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
</label>
<button className="primary" onClick={run} disabled={running}>
{running ? "运行中…" : "运行因子测试"}
{running ? "后台运行中…" : "运行因子测试"}
</button>
</div>
{running && jobId && <div className="muted">任务 {jobId} 后台执行中,请稍候…</div>}
{error && <div className="error">{error}</div>}
{report && (