feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化
汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):
1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
- 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
- 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
- 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
- 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
- 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)
2) 策略库与前端统一
- strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
- 任何出现股票代码处都成对显示名称且可点击进个股页
- 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上
3) 回测存档完整化(可往复查看)
- 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
- data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
- 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
- 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
- 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
**交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
非回测归档不套用回测口径
- 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)
门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
This commit is contained in:
@@ -1,8 +1,24 @@
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"use client";
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import { useCallback, useEffect, useState } from "react";
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import { apiGet, apiPost } from "@/lib/api";
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import type { BacktestResult } from "@/lib/types";
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/**
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* 实验归档 + **对比**(微调闭环的核心)。
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*
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* 过去这一页只能「看详情 / 复跑」,微调时只能翻列表比数字。现在:
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* - 勾选 2~3 个实验 → 净值曲线归一化为「累计收益率 %」叠加(消除初始资金差异),
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* 因此可以直接看出「改了哪个参数、曲线变好还是变坏」;
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* - 指标对比表:每个指标一行、每个实验一列,最后一列是与第一个实验的**差值**;
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* - 参数 diff 表:把 config_snapshot 扁平化后逐项对比,默认只显示「有差异」的项 ——
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* 微调时一眼看出「这次到底改了什么」。
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*
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* 曲线用 TradingView Lightweight Charts(全站统一图表基座)。
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*/
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import { Suspense, useCallback, useEffect, useMemo, useState } from "react";
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import Link from "next/link";
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import { useSearchParams } from "next/navigation";
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import { apiGet, apiGetWithHeaders, apiPost } from "@/lib/api";
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import { experimentKindLabel } from "@/lib/labels";
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import type { BacktestResult, ExperimentDetail, ExperimentMeta } from "@/lib/types";
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import { isBacktestDetail, type BacktestDetail } from "@/lib/archive";
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import {
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PageHeader,
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Card,
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@@ -12,70 +28,98 @@ import {
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Empty,
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Metric,
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SkeletonLines,
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Loading,
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} from "@/components/ui";
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import { Icon } from "@/components/icons";
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import { LwChart, type LwSeries } from "@/components/charts/LwChart";
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import { CHART, seriesColor } from "@/components/charts/theme";
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interface ExperimentMeta {
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id: string;
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kind: string;
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factors: string[];
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period?: [string, string] | null;
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rebalance?: string;
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top_n?: number | null;
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summary_text?: string | null;
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code_version?: string | null;
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created_at?: string;
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}
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interface ExperimentDetail extends ExperimentMeta {
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spec: { universe?: Record<string, unknown> };
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result: BacktestResult | null;
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}
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const KIND_MAP: Record<string, { label: string; tone: "accent" | "violet" | "default" }> = {
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backtest: { label: "回测", tone: "accent" },
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factor_test: { label: "因子测试", tone: "violet" },
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/**
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* 类型徽标的**色调**(措辞统一走 `lib/labels.ts::experimentKindLabel`)。
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*
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* 之前这里自己维护了一份 `KIND_MAP` 文案,只覆盖 backtest/factor_test,
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* 于是 `selection` 在表格里显示成英文原值 `selection`,而同一页的筛选下拉写「选股」、
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* 归档页写「选股」—— 同一口径三种叫法。现在文案只有一份,这里只管颜色。
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*/
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const KIND_TONE: Record<string, "accent" | "violet" | "default"> = {
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backtest: "accent",
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factor_test: "violet",
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selection: "default",
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};
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function kindView(kind: string) {
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const k = KIND_MAP[kind] ?? { label: kind, tone: "default" as const };
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return <Pill tone={k.tone}>{k.label}</Pill>;
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return <Pill tone={KIND_TONE[kind] ?? "default"}>{experimentKindLabel(kind)}</Pill>;
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}
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function statusView(status: string) {
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switch (status) {
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case "success":
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return (
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<Pill tone="pos" icon="check">
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完成
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</Pill>
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);
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case "running":
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return (
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<Pill tone="accent" icon="spinner">
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运行中
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</Pill>
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);
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case "queued":
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return (
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<Pill tone="warn" icon="clock">
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排队
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</Pill>
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);
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return <Pill tone="accent">排队中</Pill>;
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case "running":
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return <Pill tone="accent" icon="spinner">执行中</Pill>;
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case "success":
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return <Pill tone="pos" icon="check">完成</Pill>;
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case "failed":
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return (
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<Pill tone="neg" icon="alert">
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失败
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</Pill>
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);
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case "cancelled":
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return <Pill tone="warn">已取消</Pill>;
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return <Pill tone="neg" icon="alert">失败</Pill>;
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default:
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return <Pill>{status}</Pill>;
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return <Pill>{status || "—"}</Pill>;
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}
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}
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/** config_snapshot 扁平化:嵌套对象转成 a.b.c 路径,便于逐项 diff */
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function flatten(obj: unknown, prefix = "", out: Record<string, string> = {}): Record<string, string> {
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if (obj === null || obj === undefined) {
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out[prefix || "—"] = "—";
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return out;
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}
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if (Array.isArray(obj)) {
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out[prefix] = obj.length ? JSON.stringify(obj) : "[]";
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return out;
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}
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if (typeof obj === "object") {
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const entries = Object.entries(obj as Record<string, unknown>);
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if (!entries.length) {
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out[prefix || "—"] = "{}";
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return out;
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}
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for (const [k, v] of entries) flatten(v, prefix ? `${prefix}.${k}` : k, out);
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return out;
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}
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out[prefix || "—"] = String(obj);
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return out;
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}
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/** 数据指纹在列表里只显示关键前缀(完整值放 title,悬停可见) */
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function shortDataVersion(v: string): string {
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return v.length > 28 ? `${v.slice(0, 28)}…` : v;
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}
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const METRICS: { key: keyof BacktestResult["summary"]; label: string; fmt: (v: number) => string; better?: "high" | "low" }[] = [
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{ key: "total_return_pct", label: "区间收益", fmt: (v) => `${v >= 0 ? "+" : ""}${v.toFixed(2)}%`, better: "high" },
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{ key: "annual_return_pct", label: "年化收益", fmt: (v) => `${v >= 0 ? "+" : ""}${v.toFixed(2)}%`, better: "high" },
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{ key: "sharpe", label: "Sharpe", fmt: (v) => v.toFixed(3), better: "high" },
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{ key: "max_drawdown_pct", label: "最大回撤", fmt: (v) => `${v.toFixed(2)}%`, better: "low" },
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{ key: "volatility_pct", label: "年化波动", fmt: (v) => `${v.toFixed(2)}%`, better: "low" },
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{ key: "win_rate_pct", label: "胜率", fmt: (v) => `${v.toFixed(2)}%`, better: "high" },
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{ key: "total_trades", label: "成交笔数", fmt: (v) => String(v) },
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{ key: "avg_turnover_pct", label: "平均换手", fmt: (v) => `${v.toFixed(2)}%` },
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{ key: "final_equity", label: "期末权益", fmt: (v) => v.toLocaleString("zh-CN", { maximumFractionDigits: 0 }) },
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];
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/**
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* Next 15 要求 `useSearchParams` 处于 Suspense 边界内。
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* `?exp=EXP-x,EXP-y` 用于从其它页面直接带实验进对比(策略库一键回测后「去对比」)。
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*/
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export default function ExperimentsPage() {
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return (
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<Suspense fallback={<Loading label="加载实验页…" />}>
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<ExperimentsInner />
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</Suspense>
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);
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}
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function ExperimentsInner() {
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const search = useSearchParams();
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const [exps, setExps] = useState<ExperimentMeta[]>([]);
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const [loading, setLoading] = useState(true);
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const [detail, setDetail] = useState<ExperimentDetail | null>(null);
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@@ -84,22 +128,69 @@ export default function ExperimentsPage() {
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const [jobStatus, setJobStatus] = useState("");
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const [error, setError] = useState("");
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// 对比状态
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const [picked, setPicked] = useState<string[]>([]);
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const [compare, setCompare] = useState<BacktestDetail[] | null>(null);
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const [comparing, setComparing] = useState(false);
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const [onlyDiff, setOnlyDiff] = useState(true);
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// 列表过滤:后端支持 kind/q(并把过滤后总数放在 X-Total-Count 响应头)。
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// 初始值取自 URL(`?q=`/`?kind=`),且每次改动**回写 URL**:筛选条件可分享、刷新不丢,
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// 也让「当前看到的是哪一批」有据可查(而不是只存在于组件状态里)。
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const [q, setQ] = useState(() => search.get("q") ?? "");
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const [kind, setKind] = useState(() => search.get("kind") ?? "");
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const [total, setTotal] = useState<number | null>(null);
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const syncUrl = useCallback(
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(nextQ: string, nextKind: string) => {
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const params = new URLSearchParams();
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if (nextKind) params.set("kind", nextKind);
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if (nextQ.trim()) params.set("q", nextQ.trim());
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// 保留已勾选的对比实验,避免筛一下就丢掉选择
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const exp = search.get("exp");
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if (exp) params.set("exp", exp);
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const qs = params.toString();
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window.history.replaceState(null, "", qs ? `/experiments?${qs}` : "/experiments");
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},
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[search]
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);
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const load = useCallback(() => {
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apiGet<ExperimentMeta[]>("/experiments")
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.then(setExps)
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const params = new URLSearchParams();
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if (kind) params.set("kind", kind);
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if (q.trim()) params.set("q", q.trim());
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const qs = params.toString();
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apiGetWithHeaders<ExperimentMeta[]>(`/experiments${qs ? `?${qs}` : ""}`)
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.then(({ data, headers }) => {
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setExps(data);
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const t = headers.get("X-Total-Count");
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setTotal(t ? Number(t) : data.length);
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})
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.catch((e: Error) => setError(e.message))
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.finally(() => setLoading(false));
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}, []);
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}, [q, kind]);
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useEffect(load, [load]);
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// 从 URL 预勾选要对比的实验(最多 3 个,与手动勾选同一上限)
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useEffect(() => {
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const raw = search.get("exp");
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if (!raw) return;
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const ids = raw
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.split(",")
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.map((x) => x.trim())
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.filter(Boolean)
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.slice(0, 3);
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if (ids.length) setPicked(ids);
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// 仅在首次进入时读一次,避免用户手动改选后被 URL 覆盖
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// eslint-disable-next-line react-hooks/exhaustive-deps
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}, []);
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function open(id: string) {
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setDetailLoading(true);
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setDetail(null);
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apiGet<ExperimentDetail>(`/experiments/${id}`)
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.then((d) => {
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setDetail(d);
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})
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.then((d) => setDetail(d))
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.catch((e: Error) => setError(e.message))
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.finally(() => setDetailLoading(false));
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}
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@@ -134,31 +225,135 @@ export default function ExperimentsPage() {
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}, 1200);
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}
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const s = detail?.result?.summary;
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function togglePick(id: string) {
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setError("");
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setPicked((prev) => {
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if (prev.includes(id)) return prev.filter((x) => x !== id);
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if (prev.length >= 3) {
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setError("最多同时对比 3 个实验(再多曲线会互相遮挡,也不利于读图)");
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return prev;
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}
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return [...prev, id];
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});
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}
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async function runCompare() {
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setComparing(true);
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setError("");
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try {
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const rows = await Promise.all(
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picked.map((id) => apiGet<ExperimentDetail>(`/experiments/${id}`))
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);
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const usable = rows.filter(isBacktestDetail);
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if (usable.length < 2) {
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setError("所选实验里可对比的净值曲线不足 2 条(因子测试没有净值曲线)。");
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setCompare(null);
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} else {
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setCompare(usable);
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}
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} catch (e) {
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setError((e as Error).message);
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} finally {
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setComparing(false);
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}
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}
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const s = detail && isBacktestDetail(detail) ? detail.result.summary : undefined;
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return (
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<>
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<PageHeader
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title="实验归档"
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sub="每次因子测试与回测自动归档(含 Research Spec 与代码版本),保证可复现;支持一键复跑。"
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actions={exps.length > 0 ? <Pill tone="accent" icon="archive">共 {exps.length} 个实验</Pill> : undefined}
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title="实验对比"
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sub="每次因子测试与回测自动归档(含 Research Spec 与代码版本),保证可复现;勾选 2~3 个即可叠加净值曲线、对比指标与参数差异。"
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actions={
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exps.length > 0 ? (
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<Pill tone="accent" icon="archive">
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共 {exps.length} 个实验
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</Pill>
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) : undefined
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}
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/>
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{error ? <Banner tone="error">{error}</Banner> : null}
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{picked.length > 0 ? (
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<div className="sticky-bar">
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<Pill tone="violet" icon="layers">
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已选 {picked.length} 个
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</Pill>
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<span className="hint">{picked.join(" · ")}</span>
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<Btn variant="primary" icon="chartLine" loading={comparing} disabled={comparing || picked.length < 2} onClick={runCompare}>
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对比选中的实验
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</Btn>
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<Btn icon="x" onClick={() => { setPicked([]); setCompare(null); }}>
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清空
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</Btn>
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{picked.length < 2 ? <span className="hint">再选 1 个即可对比</span> : null}
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</div>
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) : null}
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{compare ? (
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<CompareView rows={compare} onlyDiff={onlyDiff} setOnlyDiff={setOnlyDiff} onClose={() => setCompare(null)} />
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) : null}
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{jobId ? (
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<Card
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icon="refresh"
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title={`复跑任务 ${jobId}`}
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tools={statusView(jobStatus === "submitting" ? "queued" : jobStatus)}
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>
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<div className="hint">
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任务状态实时轮询;完成后列表自动刷新,可直接展开查看最新结果。
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</div>
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<div className="hint">任务状态实时轮询;完成后列表自动刷新,可直接展开查看最新结果。</div>
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</Card>
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) : null}
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|
||||
<Card title="实验列表" icon="archive" flush>
|
||||
<Card
|
||||
id="list"
|
||||
icon="archive"
|
||||
title="实验列表"
|
||||
sub={
|
||||
total !== null
|
||||
? `显示 ${exps.length} 条 / 共 ${total} 条${
|
||||
total > exps.length ? "(后端单页上限内未列全,可用搜索或类型筛选缩小范围)" : ""
|
||||
}`
|
||||
: "勾选左侧方框可选 2~3 个做对比"
|
||||
}
|
||||
tools={
|
||||
<div className="row" style={{ gap: 8 }}>
|
||||
<input
|
||||
className="input"
|
||||
style={{ width: 200 }}
|
||||
placeholder="搜索 ID / 因子 / 摘要"
|
||||
value={q}
|
||||
onChange={(e) => {
|
||||
setQ(e.target.value);
|
||||
syncUrl(e.target.value, kind);
|
||||
}}
|
||||
aria-label="搜索实验"
|
||||
/>
|
||||
<select
|
||||
className="input"
|
||||
style={{ width: 130 }}
|
||||
value={kind}
|
||||
onChange={(e) => {
|
||||
setKind(e.target.value);
|
||||
syncUrl(q, e.target.value);
|
||||
}}
|
||||
aria-label="按类型筛选"
|
||||
>
|
||||
<option value="">全部类型</option>
|
||||
<option value="backtest">回测</option>
|
||||
<option value="factor_test">因子测试</option>
|
||||
<option value="selection">选股</option>
|
||||
</select>
|
||||
{q || kind ? (
|
||||
<Btn size="sm" icon="x" onClick={() => { setQ(""); setKind(""); syncUrl("", ""); }}>
|
||||
清除
|
||||
</Btn>
|
||||
) : null}
|
||||
</div>
|
||||
}
|
||||
flush
|
||||
>
|
||||
{loading ? (
|
||||
<div style={{ padding: 18 }}>
|
||||
<SkeletonLines n={6} />
|
||||
@@ -167,25 +362,35 @@ export default function ExperimentsPage() {
|
||||
<Empty
|
||||
icon="archive"
|
||||
title="暂无实验"
|
||||
hint="在「回测」或「因子研究」中运行一次,即会自动归档于此。"
|
||||
hint="在「选股回测」或「因子研究」中运行一次,即会自动归档于此。"
|
||||
/>
|
||||
) : (
|
||||
<div className="table-wrap">
|
||||
<table className="tbl">
|
||||
<thead>
|
||||
<tr>
|
||||
<th style={{ width: 36 }} aria-label="选择对比" />
|
||||
<th>ID</th>
|
||||
<th>类型</th>
|
||||
<th>因子</th>
|
||||
<th>区间</th>
|
||||
<th>摘要</th>
|
||||
<th>代码版本</th>
|
||||
<th style={{ width: 150, textAlign: "right" }}>操作</th>
|
||||
<th>版本(代码 / 数据)</th>
|
||||
<th>体积</th>
|
||||
<th style={{ width: 260, textAlign: "right" }}>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{exps.map((e) => (
|
||||
<tr key={e.id} className={detail?.id === e.id ? "row-active" : undefined}>
|
||||
<td>
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={picked.includes(e.id)}
|
||||
onChange={() => togglePick(e.id)}
|
||||
aria-label={`选择 ${e.id} 用于对比`}
|
||||
/>
|
||||
</td>
|
||||
<td className="cell-mono cell-strong">{e.id}</td>
|
||||
<td>{kindView(e.kind)}</td>
|
||||
<td>
|
||||
@@ -199,13 +404,43 @@ export default function ExperimentsPage() {
|
||||
</td>
|
||||
<td className="cell-mono">{e.period ? `${e.period[0]}~${e.period[1]}` : "—"}</td>
|
||||
<td className="hint">{e.summary_text ?? "—"}</td>
|
||||
<td>{e.code_version ? <span className="tag tag--mono">{e.code_version}</span> : <span className="hint">—</span>}</td>
|
||||
<td>
|
||||
<span className="row" style={{ gap: 4 }}>
|
||||
{e.code_version ? (
|
||||
<span className="tag tag--mono" title="代码版本">{e.code_version}</span>
|
||||
) : (
|
||||
<span className="hint">—</span>
|
||||
)}
|
||||
{e.data_version ? (
|
||||
<span className="tag tag--mono" title={`数据快照:${e.data_version}`}>
|
||||
{shortDataVersion(e.data_version)}
|
||||
</span>
|
||||
) : (
|
||||
<span className="hint" title="该归档早于数据指纹上线,不可严格复现">无数据版本</span>
|
||||
)}
|
||||
</span>
|
||||
</td>
|
||||
<td className="mono dim">
|
||||
{e.result_bytes ? `${(e.result_bytes / 1024).toFixed(0)} KB` : "—"}
|
||||
</td>
|
||||
<td style={{ textAlign: "right" }}>
|
||||
<span className="row" style={{ justifyContent: "flex-end", gap: 6 }}>
|
||||
<Link href={`/experiments/${encodeURIComponent(e.id)}`} className="btn btn--sm">
|
||||
<span>打开归档</span>
|
||||
</Link>
|
||||
<Btn size="sm" icon="search" onClick={() => open(e.id)}>
|
||||
详情
|
||||
</Btn>
|
||||
<Btn size="sm" variant="primary" icon="refresh" onClick={() => rerun(e)} disabled={jobStatus === "running" || jobStatus === "queued" || jobStatus === "submitting"}>
|
||||
<Link href={`/backtest?from_experiment=${encodeURIComponent(e.id)}`} className="btn btn--sm">
|
||||
<span>以此参数再跑</span>
|
||||
</Link>
|
||||
<Btn
|
||||
size="sm"
|
||||
variant="primary"
|
||||
icon="refresh"
|
||||
onClick={() => rerun(e)}
|
||||
disabled={jobStatus === "running" || jobStatus === "queued" || jobStatus === "submitting"}
|
||||
>
|
||||
复跑
|
||||
</Btn>
|
||||
</span>
|
||||
@@ -224,10 +459,15 @@ export default function ExperimentsPage() {
|
||||
title={`${detail.id} · ${detail.factors.join("、")}`}
|
||||
sub={detail.period ? `${detail.period[0]} ~ ${detail.period[1]}` : undefined}
|
||||
tools={
|
||||
<Btn size="sm" onClick={() => setDetail(null)}>
|
||||
<Icon name="x" size={13} />
|
||||
关闭
|
||||
</Btn>
|
||||
<div className="row" style={{ gap: 8 }}>
|
||||
<Link href={`/experiments/${encodeURIComponent(detail.id)}`} className="btn btn--sm">
|
||||
<span>打开归档(完整视图)</span>
|
||||
</Link>
|
||||
<Btn size="sm" onClick={() => setDetail(null)}>
|
||||
<Icon name="x" size={13} />
|
||||
关闭
|
||||
</Btn>
|
||||
</div>
|
||||
}
|
||||
>
|
||||
{detailLoading ? (
|
||||
@@ -252,12 +492,36 @@ export default function ExperimentsPage() {
|
||||
) : (
|
||||
<div className="hint">该实验没有可展示的汇总结果(可能是因子测试或历史版本)。</div>
|
||||
)}
|
||||
{detail.spec ? (
|
||||
<div className="hint" style={{ marginTop: 12 }}>
|
||||
spec(可复现输入):<span className="mono">{JSON.stringify(detail.spec).slice(0, 500)}</span>
|
||||
{JSON.stringify(detail.spec).length > 500 ? "…" : ""}
|
||||
{detail && isBacktestDetail(detail) && detail.result.equity_curve.length ? (
|
||||
<div style={{ marginTop: 12 }}>
|
||||
<LwChart
|
||||
series={[
|
||||
{
|
||||
key: "eq",
|
||||
label: "累计收益率(%)",
|
||||
type: "area",
|
||||
color: CHART.accent,
|
||||
data: normalize(detail.result),
|
||||
lastValueVisible: true,
|
||||
},
|
||||
]}
|
||||
height={260}
|
||||
valueFormat={(v) => `${v.toFixed(2)}%`}
|
||||
zeroLine
|
||||
ariaLabel={`${detail.id} 累计收益率曲线`}
|
||||
/>
|
||||
</div>
|
||||
) : null}
|
||||
{detail.spec ? (
|
||||
<details style={{ marginTop: 12 }}>
|
||||
<summary className="hint" style={{ cursor: "pointer" }}>
|
||||
查看 spec(可复现输入)
|
||||
</summary>
|
||||
<pre className="mono" style={{ whiteSpace: "pre-wrap", fontSize: 12 }}>
|
||||
{JSON.stringify(detail.spec, null, 2)}
|
||||
</pre>
|
||||
</details>
|
||||
) : null}
|
||||
</>
|
||||
)}
|
||||
</Card>
|
||||
@@ -265,3 +529,198 @@ export default function ExperimentsPage() {
|
||||
</>
|
||||
);
|
||||
}
|
||||
|
||||
/* ------------------------------------------------------------------ */
|
||||
|
||||
/** 净值曲线 → 累计收益率 %(以首个点为基准,消除初始资金差异后可直接叠加) */
|
||||
function normalize(r: BacktestResult): { time: string; value: number }[] {
|
||||
const base = r.equity_curve[0]?.value || 1;
|
||||
return r.equity_curve.map((p) => ({ time: p.date, value: (p.value / base - 1) * 100 }));
|
||||
}
|
||||
|
||||
/** 参数签名:一眼看出这一版的关键旋钮(微调时最重要) */
|
||||
function sig(r: BacktestResult): string {
|
||||
const c = r.config_snapshot as {
|
||||
selection?: { top_n?: number; hold_top_x?: number | null };
|
||||
selection_interval_months?: number | null;
|
||||
rebalance_interval_months?: number | null;
|
||||
price_adjustment?: string;
|
||||
factors?: { name: string; weight: number }[];
|
||||
costs?: { commission_rate?: number; min_commission?: number };
|
||||
universe?: { exclude_st?: boolean; min_listing_days?: number };
|
||||
};
|
||||
const parts = [
|
||||
(c.factors ?? []).map((f) => f.name).join("+") || "—",
|
||||
`n=${c.selection?.top_n ?? "—"}/x=${c.selection?.hold_top_x ?? "—"}`,
|
||||
`m=${c.selection_interval_months ?? "—"}/y=${c.rebalance_interval_months ?? "—"}`,
|
||||
c.price_adjustment ?? "—",
|
||||
c.universe?.exclude_st ? "剔ST" : "含ST",
|
||||
`佣金${(((c.costs?.commission_rate ?? 0) * 100) as number).toFixed(3)}%`,
|
||||
];
|
||||
return parts.join(" · ");
|
||||
}
|
||||
|
||||
function CompareView({
|
||||
rows,
|
||||
onlyDiff,
|
||||
setOnlyDiff,
|
||||
onClose,
|
||||
}: {
|
||||
rows: BacktestDetail[];
|
||||
onlyDiff: boolean;
|
||||
setOnlyDiff: (v: boolean) => void;
|
||||
onClose: () => void;
|
||||
}) {
|
||||
const series = useMemo<LwSeries[]>(
|
||||
() =>
|
||||
rows.map((r, i) => ({
|
||||
key: r.id,
|
||||
label: `${r.id}(${sig(r.result)})`,
|
||||
color: seriesColor(i),
|
||||
data: normalize(r.result),
|
||||
type: "line" as const,
|
||||
lineWidth: 2 as const,
|
||||
lastValueVisible: i === 0,
|
||||
})),
|
||||
[rows]
|
||||
);
|
||||
|
||||
// 参数 diff:扁平化后并集,只显示有差异的项(默认)
|
||||
const diffRows = useMemo(() => {
|
||||
const flat = rows.map((r) => flatten(r.result?.config_snapshot ?? {}));
|
||||
const keys = Array.from(new Set(flat.flatMap((f) => Object.keys(f)))).sort();
|
||||
return keys
|
||||
// price_basis.* 是回测运行元数据(数据快照/复权缺口核对),不是用户可调的旋钮:
|
||||
// 混进「参数差异」表只会制造噪声(复权口径本身在顶层 price_adjustment 里已展示)
|
||||
.filter((k) => !k.startsWith("price_basis."))
|
||||
.map((k) => ({ key: k, vals: flat.map((f) => f[k] ?? "—") }))
|
||||
.filter((row) => (onlyDiff ? new Set(row.vals).size > 1 : true));
|
||||
}, [rows, onlyDiff]);
|
||||
|
||||
const base = rows[0].result.summary;
|
||||
|
||||
return (
|
||||
<Card
|
||||
icon="chartLine"
|
||||
title={`实验对比 · ${rows.length} 个`}
|
||||
sub={rows.map((r) => r.id).join(" vs ")}
|
||||
tools={
|
||||
<div className="row" style={{ gap: 8 }}>
|
||||
<label className="cmp-badge" style={{ cursor: "pointer" }}>
|
||||
<input type="checkbox" checked={onlyDiff} onChange={(e) => setOnlyDiff(e.target.checked)} />
|
||||
参数只显示有差异项
|
||||
</label>
|
||||
<Btn size="sm" onClick={onClose}>
|
||||
<Icon name="x" size={13} />
|
||||
关闭对比
|
||||
</Btn>
|
||||
</div>
|
||||
}
|
||||
>
|
||||
<LwChart
|
||||
series={series}
|
||||
height={360}
|
||||
valueFormat={(v) => `${v.toFixed(2)}%`}
|
||||
zeroLine
|
||||
ariaLabel="实验净值曲线叠加对比"
|
||||
/>
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
曲线已归一化为**累计收益率 %**(各自以首个净值为 0%),因此初始资金不同也能直接比。
|
||||
点击图例可临时隐藏某条曲线(只算收益差的实验建议隐藏基准再比)。
|
||||
</div>
|
||||
|
||||
<div className="table-wrap" style={{ marginTop: 14 }}>
|
||||
<table className="tbl">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>指标</th>
|
||||
{rows.map((r) => (
|
||||
<th key={r.id}>{r.id}</th>
|
||||
))}
|
||||
<th>相对 {rows[0].id} 的差值</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{METRICS.map((m) => {
|
||||
const vals = rows.map((r) => Number(r.result!.summary[m.key] ?? 0));
|
||||
const delta = vals[vals.length - 1] - vals[0];
|
||||
const good =
|
||||
m.better === undefined
|
||||
? null
|
||||
: m.better === "high"
|
||||
? delta > 0
|
||||
: delta < 0;
|
||||
return (
|
||||
<tr key={String(m.key)}>
|
||||
<td className="cell-strong">{m.label}</td>
|
||||
{vals.map((v, i) => (
|
||||
<td key={rows[i].id} className="num">
|
||||
{m.fmt(v)}
|
||||
{i === 0 ? <span className="hint"> (基准)</span> : null}
|
||||
</td>
|
||||
))}
|
||||
<td className={delta === 0 ? "cmp-diff-same" : good ? "cmp-diff-add" : "cmp-diff-del"}>
|
||||
{m.better === undefined
|
||||
? m.fmt(delta)
|
||||
: `${delta >= 0 ? "+" : ""}${m.fmt(delta)}`}
|
||||
{good !== null && delta !== 0 ? (good ? " ✅" : " ⚠️") : ""}
|
||||
</td>
|
||||
</tr>
|
||||
);
|
||||
})}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
差额列 = 最后一个实验 − 基准({rows[0].id})。✅ 表示该指标改善方向,⚠️ 表示变差
|
||||
(收益/夏普/胜率越高越好,回撤/波动越低越好)。基准区间收益{" "}
|
||||
{base.total_return_pct.toFixed(2)}%。
|
||||
</div>
|
||||
|
||||
<div style={{ marginTop: 16 }}>
|
||||
<b style={{ fontSize: 13 }}>参数差异(config_snapshot 逐项对比)</b>
|
||||
{diffRows.length === 0 ? (
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
这几个实验的参数快照完全一致(说明结果是**同一配置**下的数据变动,或只是复跑)。
|
||||
已排除 price_basis.* 运行元数据。
|
||||
</div>
|
||||
) : (
|
||||
<div className="table-wrap" style={{ marginTop: 6 }}>
|
||||
<table className="tbl">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>参数</th>
|
||||
{rows.map((r) => (
|
||||
<th key={r.id}>{r.id}</th>
|
||||
))}
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{diffRows.map((row) => (
|
||||
<tr key={row.key}>
|
||||
<td className="cell-mono">{row.key}</td>
|
||||
{row.vals.map((v, i) => (
|
||||
<td
|
||||
key={rows[i].id}
|
||||
className={
|
||||
new Set(row.vals).size > 1 && v !== row.vals[0] ? "cmp-diff-add num" : "num"
|
||||
}
|
||||
>
|
||||
{v}
|
||||
</td>
|
||||
))}
|
||||
</tr>
|
||||
))}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
)}
|
||||
{onlyDiff ? (
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
已隐藏所有实验取值相同的参数(取消上方勾选可看全量)。
|
||||
</div>
|
||||
) : null}
|
||||
</div>
|
||||
</Card>
|
||||
);
|
||||
}
|
||||
Reference in New Issue
Block a user