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:
@@ -8,6 +8,7 @@
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import { useEffect, useMemo, useState } from "react";
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import { useParams } from "next/navigation";
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import { apiGet } from "@/lib/api";
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import { SymbolLink } from "@/lib/symbols";
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import type { ChartMarker, ChartResult, Stock } from "@/lib/types";
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import {
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PageHeader,
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@@ -19,7 +20,7 @@ import {
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SkeletonLines,
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} from "@/components/ui";
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import type { CandleDatum } from "@/components/StockChart/chartTypes";
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import { StockChart, type ChartLibrary } from "@/components/StockChart/StockChart";
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import { StockChart } from "@/components/StockChart/StockChart";
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export default function StockResearchPage() {
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const params = useParams<{ symbol: string }>();
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@@ -29,7 +30,6 @@ export default function StockResearchPage() {
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const [signalMarkers, setSignalMarkers] = useState<ChartMarker[]>([]);
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const [selectionMarkers, setSelectionMarkers] = useState<ChartMarker[]>([]);
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const [adjust, setAdjust] = useState<"none" | "qfq" | "hfq">("none");
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const [chartLib, setChartLib] = useState<ChartLibrary>("lightweight");
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const [loading, setLoading] = useState(true);
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const [error, setError] = useState("");
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@@ -77,16 +77,11 @@ export default function StockResearchPage() {
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title={stock ? `${stock.name} ${stock.symbol}` : symbol}
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sub={
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stock
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? `行业 ${stock.industry ?? "-"} · 市场 ${stock.market ?? "-"} · 上市 ${stock.list_date} · 状态 ${stock.status}`
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? `名称 ${stock.name} · 行业 ${stock.industry ?? "-"} · 市场 ${stock.market ?? "-"} · 上市 ${stock.list_date} · 状态 ${stock.status}`
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: "个股研究视图(K 线 / 信号 / 成交)"
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}
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actions={
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<div className="row" style={{ gap: 6 }}>
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{(["echarts", "lightweight"] as const).map((l) => (
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<Btn key={l} variant={chartLib === l ? "primary" : undefined} onClick={() => setChartLib(l)}>
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{l === "echarts" ? "ECharts" : "Lightweight"}
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</Btn>
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))}
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{(["none", "qfq", "hfq"] as const).map((m) => (
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<Btn
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key={m}
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@@ -107,7 +102,7 @@ export default function StockResearchPage() {
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<>
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<Card
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icon="chartLine"
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title={`K 线 · ${chart?.metadata.adjust_mode ?? "-"} · ${chart?.metadata.name ?? ""}`}
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title={`K 线 · ${chart?.metadata.adjust_mode ?? "-"} · ${chart?.metadata.name ?? stock?.name ?? ""}`}
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tools={
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<>
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<Pill>共 {chart?.metadata.bar_count ?? 0} 根</Pill>
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@@ -121,13 +116,12 @@ export default function StockResearchPage() {
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<Empty icon="chartLine" title="无 K 线数据" hint="该区间/口径没有行情(可能停牌或未同步)。" />
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) : (
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<StockChart
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library={chartLib}
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data={candles}
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volume={chart?.volume ?? []}
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indicators={chart?.indicators ?? {}}
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fills={chart?.fills ?? []}
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signals={chart?.signals ?? []}
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name={symbol}
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name={stock ? `${stock.symbol} ${stock.name}` : symbol}
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/>
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)}
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</Card>
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@@ -135,7 +129,12 @@ export default function StockResearchPage() {
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{chart && (chart.signals.length || chart.fills.length) ? (
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<Card
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icon="scale"
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title={`回测成交与信号 · ${symbol}`}
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title={
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<>
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回测成交与信号 ·{" "}
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<SymbolLink symbol={symbol} name={stock?.name} plain />
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</>
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}
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tools={
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<>
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<Pill tone="pos">成交 {chart.fills.length}</Pill>
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