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"; "use client";
import { useEffect, useState } from "react"; import { useEffect, useState } from "react";
import { apiGet, apiPost } from "@/lib/api"; import { apiGet } from "@/lib/api";
import { submitJob, waitJob } from "@/lib/jobs";
import type { BacktestResult, FactorMeta, ResearchSpec } from "@/lib/types"; import type { BacktestResult, FactorMeta, ResearchSpec } from "@/lib/types";
import { LineChart } from "@/components/LineChart"; import { LineChart } from "@/components/LineChart";
@@ -15,6 +16,7 @@ export default function BacktestPage() {
const [excludeSt, setExcludeSt] = useState(true); const [excludeSt, setExcludeSt] = useState(true);
const [result, setResult] = useState<BacktestResult | null>(null); const [result, setResult] = useState<BacktestResult | null>(null);
const [running, setRunning] = useState(false); const [running, setRunning] = useState(false);
const [jobId, setJobId] = useState("");
const [error, setError] = useState(""); const [error, setError] = useState("");
useEffect(() => { useEffect(() => {
@@ -23,21 +25,34 @@ export default function BacktestPage() {
.catch((e: Error) => setError(e.message)); .catch((e: Error) => setError(e.message));
}, []); }, []);
function run() { async function run() {
setRunning(true); setRunning(true);
setError(""); setError("");
const spec: ResearchSpec = { setJobId("");
type: "backtest", setResult(null);
universe: { exclude_st: excludeSt, min_listing_days: 0 }, try {
factors: [{ name: factor, weight: 1 }], const spec: ResearchSpec = {
selection: { top_n: topN }, type: "backtest",
rebalance, universe: { exclude_st: excludeSt, min_listing_days: 0 },
period: [start, end], factors: [{ name: factor, weight: 1 }],
}; selection: { top_n: topN },
apiPost<BacktestResult>("/backtests", spec) rebalance,
.then(setResult) period: [start, end],
.catch((e: Error) => setError(e.message)) };
.finally(() => setRunning(false)); // 异步 Job:后台执行(全市场可能数十秒),轮询到终态
const { job_id } = await submitJob(spec);
setJobId(job_id);
const out = await waitJob<BacktestResult>(job_id);
if (out.status === "success" && out.result) {
setResult(out.result);
} else {
setError(`任务${out.status}${out.error ? `:${out.error}` : ""}`);
}
} catch (e) {
setError((e as Error).message);
} finally {
setRunning(false);
}
} }
const s = result?.summary; const s = result?.summary;
@@ -94,9 +109,10 @@ export default function BacktestPage() {
剔除 ST 剔除 ST
</label> </label>
<button className="primary" onClick={run} disabled={running}> <button className="primary" onClick={run} disabled={running}>
{running ? "运行中…" : "运行回测"} {running ? "后台运行中…" : "运行回测"}
</button> </button>
</div> </div>
{running && jobId && <div className="muted">任务 {jobId} 后台执行中,请稍候…</div>}
{error && <div className="error">{error}</div>} {error && <div className="error">{error}</div>}
</div> </div>
+31 -15
View File
@@ -1,7 +1,8 @@
"use client"; "use client";
import { useEffect, useState } from "react"; 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"; import type { FactorMeta, FactorTestReport, ResearchSpec } from "@/lib/types";
export default function FactorsPage() { export default function FactorsPage() {
@@ -11,6 +12,7 @@ export default function FactorsPage() {
const [end, setEnd] = useState("2024-12-31"); const [end, setEnd] = useState("2024-12-31");
const [report, setReport] = useState<FactorTestReport | null>(null); const [report, setReport] = useState<FactorTestReport | null>(null);
const [running, setRunning] = useState(false); const [running, setRunning] = useState(false);
const [jobId, setJobId] = useState("");
const [error, setError] = useState(""); const [error, setError] = useState("");
useEffect(() => { useEffect(() => {
@@ -19,21 +21,34 @@ export default function FactorsPage() {
.catch((e: Error) => setError(e.message)); .catch((e: Error) => setError(e.message));
}, []); }, []);
function run() { async function run() {
setRunning(true); setRunning(true);
setError(""); setError("");
const spec: ResearchSpec = { setJobId("");
type: "factor_test", setReport(null);
universe: { exclude_st: true, min_listing_days: 0 }, try {
factors: [{ name, weight: 1 }], const spec: ResearchSpec = {
selection: { top_n: 10 }, type: "factor_test",
rebalance: "monthly", universe: { exclude_st: true, min_listing_days: 0 },
period: [start, end], factors: [{ name, weight: 1 }],
}; selection: { top_n: 10 },
apiPost<FactorTestReport>("/factor-tests", spec) rebalance: "monthly",
.then(setReport) period: [start, end],
.catch((e: Error) => setError(e.message)) };
.finally(() => setRunning(false)); // 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 ( return (
@@ -82,9 +97,10 @@ export default function FactorsPage() {
结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} /> 结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
</label> </label>
<button className="primary" onClick={run} disabled={running}> <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> </button>
</div> </div>
{running && jobId && <div className="muted">任务 {jobId} 后台执行中,请稍候…</div>}
{error && <div className="error">{error}</div>} {error && <div className="error">{error}</div>}
{report && ( {report && (
+43
View File
@@ -0,0 +1,43 @@
/** 异步 Job 研究执行(Phase 4):POST /api/jobs 提交 → 轮询 GET /api/jobs/{id}。
*
* 大样本研究(全市场)可能耗时数十秒到分钟级,经异步 Job 后台执行,
* 避免 HTTP 长阻塞(AGENT §19)。页面提交后即时返回 job_id,再轮询到终态。
*/
import { apiGet, apiPost } from "./api";
import type { ResearchSpec } from "./types";
export interface JobSubmit {
job_id: string;
status: string;
}
export interface JobStatusResp {
job_id: string;
status: string;
result?: unknown;
error?: string | null;
spec?: Record<string, unknown>;
}
export function submitJob(spec: ResearchSpec): Promise<JobSubmit> {
return apiPost<JobSubmit>("/jobs", spec);
}
/** 轮询直到 success / failed / cancelled,或超时(默认 10 分钟)。 */
export async function waitJob<T>(
jobId: string,
timeoutMs = 600_000,
): Promise<{ status: string; result: T | null; error?: string }> {
const deadline = Date.now() + timeoutMs;
while (Date.now() < deadline) {
const job = await apiGet<JobStatusResp>(`/jobs/${jobId}`);
if (job.status === "success") {
return { status: job.status, result: (job.result as T) ?? null };
}
if (job.status === "failed" || job.status === "cancelled") {
return { status: job.status, result: null, error: job.error ?? undefined };
}
await new Promise((resolve) => setTimeout(resolve, 1500));
}
return { status: "timeout", result: null, error: "等待结果超时,请稍后在「实验」页查看归档" };
}