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:
Simon
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"use client";
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/**
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* 策略参数表单（受控组件）—— 策略库 / 回测页 / 选股直通 共用同一份参数模型。
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*
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* 为什么抽出来：策略库要「新建/编辑策略」、回测页要「保存为策略/从策略载入」、
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* 选股页要「按此条件回测」，三处字段与校验完全同构。若各写一遍，必然出现
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* 「选股页能设的条件在回测页设不了」这类口径漂移（本平台的核心风险）。
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* 因此参数只有一个模型 `StrategyParams`，一个表单组件，一套校验。
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*
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* 组件**不持有业务状态**：value/onChange 由父组件控制，父组件负责提交与落库。
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*/
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import type { FactorMeta, ResearchCondition, ResearchSpec, StrategyDefinition } from "@/lib/types";
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import { Btn, Field } from "@/components/ui";
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export type Op = ResearchCondition["op"];
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export const OPS: { value: Op; label: string }[] = [
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{ value: "gt", label: ">" },
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{ value: "gte", label: "≥" },
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{ value: "lt", label: "<" },
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{ value: "lte", label: "≤" },
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{ value: "eq", label: "=" },
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{ value: "ne", label: "≠" },
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{ value: "in", label: "属于" },
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{ value: "not_in", label: "不属于" },
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];
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export interface StrategyParams {
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name: string;
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description: string;
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/** 加权因子列表（打分公式 = Σ weight × factor） */
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factors: { name: string; weight: number }[];
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priceAdjustment: "none" | "qfq" | "hfq";
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/** n：候选池（择股条件选出的股数） */
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topN: number;
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/** x：实际持仓数，必须 ≤ n */
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holdX: number;
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/** m：择股间隔（月），0 = 不单独设（跟随 y） */
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mMonths: number;
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/** y：调仓间隔（月），0 = 跟随 m */
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yMonths: number;
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rebalance: "monthly" | "weekly";
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/**
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* 买不进（涨停/停牌）时的补位策略 —— 三态，与后端两个互斥字段一一对应：
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* - `substitute`：allow_substitute=true, defer_buy=false（换一只买）
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* - `defer`：allow_substitute=false, defer_buy=true（顺延到之后首个不涨停的交易日）
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* - `none`：两者皆 false（不补位，可能少持几只）
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* 后端拒绝两者同时为 true，因此这里不提供「都选」的组合。
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*/
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fillPolicy: FillPolicy;
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conditions: ResearchCondition[];
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excludeSt: boolean;
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minListingDays: number;
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commission: number; // %
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stamp: number; // %
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slippage: number; // %
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minCommission: number; // 元/笔
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capital: number;
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start: string;
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end: string;
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}
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/** 用户案例默认参数：全市场股息率最高的 n 只 → 持仓前 x 只，每 m 个月择股、每 y 个月调仓。 */
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export type FillPolicy = "substitute" | "defer" | "none";
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export const CASE_PRESET: Omit<StrategyParams, "start" | "end" | "name" | "description"> = {
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factors: [{ name: "dividend_yield", weight: 1 }],
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priceAdjustment: "hfq",
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topN: 20,
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holdX: 20,
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mMonths: 6,
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yMonths: 6,
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rebalance: "monthly",
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fillPolicy: "defer",
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conditions: [{ field: "dv_ratio", op: "lte", value: 30 }],
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excludeSt: true,
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minListingDays: 250,
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commission: 0.03,
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stamp: 0.05,
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slippage: 0.1,
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minCommission: 5,
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capital: 1_000_000,
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};
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export function emptyParams(range: { start: string; end: string }): StrategyParams {
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return {
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...CASE_PRESET,
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name: "",
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description: "",
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factors: [{ name: "momentum_60", weight: 1 }],
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conditions: [],
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start: range.start,
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end: range.end,
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};
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}
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export function casePreset(range: { start: string; end: string }): StrategyParams {
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return { ...CASE_PRESET, name: "", description: "", start: "2020-01-01", end: range.end };
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}
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/** 参数 → ResearchSpec（回测提交体）。m/y 的 0 语义与后端一致。 */
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export function paramsToSpec(p: StrategyParams): ResearchSpec {
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const factors = p.factors.filter((f) => f.name.trim() !== "");
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return {
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type: "backtest",
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universe: { exclude_st: p.excludeSt, min_listing_days: p.minListingDays },
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price_adjustment: p.priceAdjustment,
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factors: factors.length ? factors : [{ name: "momentum_60", weight: 1 }],
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conditions: p.conditions.filter((c) => c.field.trim() !== ""),
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selection: {
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top_n: p.topN,
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hold_top_x: p.holdX,
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allow_substitute: p.fillPolicy === "substitute",
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defer_buy: p.fillPolicy === "defer",
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},
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rebalance: p.rebalance,
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// m=0 表示「每次调仓都择股」：若同时给了 y>0，则择股间隔跟随 y
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// （后端禁止只给 y 而不给 m —— 无锚点无法确定择股日集合）
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selection_interval_months: p.mMonths > 0 ? p.mMonths : p.yMonths > 0 ? p.yMonths : null,
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rebalance_interval_months: p.yMonths > 0 ? p.yMonths : p.mMonths > 0 ? p.mMonths : null,
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costs: {
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commission_rate: p.commission / 100,
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stamp_tax_rate: p.stamp / 100,
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slippage_rate: p.slippage / 100,
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min_commission: p.minCommission,
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},
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initial_capital: p.capital,
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period: [p.start, p.end],
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};
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}
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/** ResearchSpec → 参数（从实验详情「以此参数回测」时使用） */
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export function paramsFromSpec(
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spec: Partial<ResearchSpec> & { config_snapshot?: Record<string, unknown> },
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base: StrategyParams
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): StrategyParams {
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const snap = (spec.config_snapshot ?? {}) as Partial<ResearchSpec>;
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const s = (snap.factors ? snap : spec) as Partial<ResearchSpec>;
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const sel: NonNullable<ResearchSpec["selection"]> = s.selection ?? { top_n: base.topN };
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const costs: NonNullable<ResearchSpec["costs"]> = s.costs ?? {};
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return {
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...base,
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factors: s.factors?.length ? s.factors.map((f) => ({ ...f })) : base.factors,
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priceAdjustment: s.price_adjustment ?? base.priceAdjustment,
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topN: sel.top_n ?? base.topN,
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holdX: sel.hold_top_x ?? sel.top_n ?? base.holdX,
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mMonths: s.selection_interval_months ?? base.mMonths,
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yMonths: s.rebalance_interval_months ?? base.yMonths,
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rebalance: s.rebalance ?? base.rebalance,
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fillPolicy: sel.defer_buy ? "defer" : sel.allow_substitute === false ? "none" : "substitute",
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conditions: (s.conditions ?? []).map((c) => ({ ...c })),
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excludeSt: s.universe?.exclude_st ?? base.excludeSt,
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minListingDays: s.universe?.min_listing_days ?? base.minListingDays,
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commission: (costs.commission_rate ?? base.commission / 100) * 100,
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stamp: (costs.stamp_tax_rate ?? base.stamp / 100) * 100,
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slippage: (costs.slippage_rate ?? base.slippage / 100) * 100,
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minCommission: costs.min_commission ?? base.minCommission,
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capital: s.initial_capital ?? base.capital,
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start: s.period?.[0] ?? base.start,
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end: s.period?.[1] ?? base.end,
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};
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}
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/** 已保存策略 → 参数 */
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export function paramsFromStrategy(st: StrategyDefinition, base: StrategyParams): StrategyParams {
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const sel = st.selection ?? {};
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const costs = st.costs ?? {};
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return {
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...base,
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name: st.name,
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description: st.description ?? "",
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factors: st.factors?.length ? st.factors.map((f) => ({ ...f })) : base.factors,
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priceAdjustment: st.price_adjustment ?? base.priceAdjustment,
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topN: sel.top_n ?? base.topN,
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holdX: sel.hold_top_x ?? sel.top_n ?? base.holdX,
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mMonths: st.selection_interval_months ?? base.mMonths,
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yMonths: st.rebalance_interval_months ?? base.yMonths,
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rebalance: st.rebalance ?? base.rebalance,
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fillPolicy: sel.defer_buy ? "defer" : sel.allow_substitute === false ? "none" : "substitute",
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conditions: (st.conditions ?? []).map((c) => ({ ...c })),
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excludeSt: st.universe?.exclude_st ?? base.excludeSt,
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minListingDays: st.universe?.min_listing_days ?? base.minListingDays,
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commission: (costs.commission_rate ?? base.commission / 100) * 100,
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stamp: (costs.stamp_tax_rate ?? base.stamp / 100) * 100,
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slippage: (costs.slippage_rate ?? base.slippage / 100) * 100,
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minCommission: costs.min_commission ?? base.minCommission,
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};
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}
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/** 参数 → 策略定义（保存到策略库；period/capital 不入库，回测时再补） */
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export function strategyFromParams(p: StrategyParams, id?: string): StrategyDefinition {
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const factors = p.factors.filter((f) => f.name.trim() !== "");
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return {
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...(id ? { id } : {}),
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name: p.name.trim(),
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description: p.description.trim(),
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spec_type: "backtest",
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universe: { exclude_st: p.excludeSt, min_listing_days: p.minListingDays },
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price_adjustment: p.priceAdjustment,
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factors: factors.length ? factors : [{ name: "momentum_60", weight: 1 }],
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conditions: p.conditions.filter((c) => c.field.trim() !== ""),
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selection: {
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top_n: p.topN,
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hold_top_x: p.holdX,
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allow_substitute: p.fillPolicy === "substitute",
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defer_buy: p.fillPolicy === "defer",
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},
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rebalance: p.rebalance,
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selection_interval_months: p.mMonths > 0 ? p.mMonths : p.yMonths > 0 ? p.yMonths : null,
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rebalance_interval_months: p.yMonths > 0 ? p.yMonths : p.mMonths > 0 ? p.mMonths : null,
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costs: {
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commission_rate: p.commission / 100,
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stamp_tax_rate: p.stamp / 100,
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slippage_rate: p.slippage / 100,
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min_commission: p.minCommission,
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},
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portfolio: {},
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};
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}
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/** 表单校验（返回 field → 错误文案；空对象 = 通过） */
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export function validateParams(
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p: StrategyParams,
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opts: { requireMeta?: boolean } = {}
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): Record<string, string> {
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const e: Record<string, string> = {};
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if (opts.requireMeta) {
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if (!p.name.trim()) e.name = "策略名必填（便于在策略库中识别）";
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else if (p.name.trim().length > 64) e.name = "策略名最多 64 字";
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if (!p.description.trim()) e.description = "一句话说明必填：说清这个策略做什么";
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// strategy.description 落库列为 String(300)：超长会被 MySQL 严格模式拒绝，
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// 因此在表单层就拦住并说明原因（而不是让用户在保存时吃一个 500）
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else if (p.description.trim().length > 300)
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e.description = `一句话说明最长 300 字（当前 ${p.description.trim().length} 字）`;
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}
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if (!p.factors.some((f) => f.name.trim())) e.factors = "至少选择一个因子";
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else {
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// 后端 ResearchSpec 校验会拒绝重复因子名（z-score 叠加两次没有意义且易误读），
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// 这里提前拦住，避免用户填完参数后才吃一个 400
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const used = p.factors.map((f) => f.name.trim()).filter(Boolean);
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const dup = used.find((n, i) => used.indexOf(n) !== i);
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if (dup) e.factors = `因子「${dup}」重复了：同一因子只应出现一次（想加权重请调权重值）`;
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}
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if (p.topN < 1) e.topN = "候选池 n 至少为 1";
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if (p.holdX < 1) e.holdX = "持仓数 x 至少为 1";
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if (p.holdX > p.topN) e.holdX = `持仓数 x=${p.holdX} 不能大于候选池 n=${p.topN}`;
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if (p.mMonths < 0 || p.mMonths > 60) e.mMonths = "m 需在 0~60 之间";
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if (p.yMonths < 0 || p.yMonths > 60) e.yMonths = "y 需在 0~60 之间";
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if (p.commission < 0 || p.stamp < 0 || p.slippage < 0) e.costs = "费率不能为负";
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if (p.minCommission < 0) e.minCommission = "最低佣金不能为负";
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if (p.capital < 10000) e.capital = "初始资金建议 ≥ 1 万";
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if (!p.start || !p.end) e.period = "起止日期都必填";
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else if (p.start >= p.end) e.period = "开始日期必须早于结束日期";
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for (const c of p.conditions) {
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if (!c.field.trim()) {
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e.conditions = "存在空的条件字段：请填写字段名或删除该条件";
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break;
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}
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}
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return e;
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}
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export interface StrategyParamsFormProps {
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value: StrategyParams;
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onChange: (next: StrategyParams) => void;
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factorOptions: FactorMeta[];
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/** 显示策略名 + 一句话说明（策略库编辑/保存为策略时） */
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showMeta?: boolean;
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/** 显示回测区间与初始资金（回测执行时才需要） */
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showPeriod?: boolean;
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/** 显示操作按钮区（表单内提交按钮） */
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disabled?: boolean;
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errors?: Record<string, string>;
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/** 因子选择是否允许加权多项（默认允许） */
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multiFactor?: boolean;
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}
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export function StrategyParamsForm({
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value: p,
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onChange,
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factorOptions,
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showMeta = false,
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showPeriod = true,
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disabled = false,
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errors = {},
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multiFactor = true,
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}: StrategyParamsFormProps) {
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const set = (patch: Partial<StrategyParams>) => onChange({ ...p, ...patch });
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const setFactor = (i: number, patch: Partial<{ name: string; weight: number }>) =>
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set({ factors: p.factors.map((f, j) => (j === i ? { ...f, ...patch } : f)) });
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return (
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<>
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{showMeta && (
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<div className="form-grid">
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<Field label="策略名（必填）" hint="在策略库中唯一">
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<input
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className="input"
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value={p.name}
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maxLength={64}
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placeholder="例：高股息 6 月择股 · 低频"
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disabled={disabled}
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onChange={(e) => set({ name: e.target.value })}
|
||||
/>
|
||||
{errors.name && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.name}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field
|
||||
label="一句话说明（必填）"
|
||||
hint={`说清这个策略做什么、怎么选股（${p.description.length}/300，落库列宽上限）`}
|
||||
>
|
||||
<input
|
||||
className="input"
|
||||
value={p.description}
|
||||
maxLength={300}
|
||||
placeholder="例：全市场股息率最高的 20 只，每 6 个月重新择股并等权持有"
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ description: e.target.value })}
|
||||
/>
|
||||
{errors.description && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.description}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 因子（打分公式） ---------- */}
|
||||
<div className="between" style={{ marginBottom: 8 }}>
|
||||
<b style={{ fontSize: 13 }}>打分因子（score = Σ 权重 × 因子值，越大越优先）</b>
|
||||
{multiFactor && (
|
||||
<Btn
|
||||
icon="layers"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ factors: [...p.factors, { name: factorOptions[0]?.name ?? "", weight: 1 }] })}
|
||||
>
|
||||
添加因子
|
||||
</Btn>
|
||||
)}
|
||||
</div>
|
||||
<div className="row" style={{ flexWrap: "wrap", gap: 8, marginBottom: 6 }}>
|
||||
{p.factors.map((f, i) => (
|
||||
<div className="row" key={i} style={{ gap: 6 }}>
|
||||
<select
|
||||
className="input"
|
||||
style={{ width: 220 }}
|
||||
value={f.name}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setFactor(i, { name: e.target.value })}
|
||||
>
|
||||
{!factorOptions.some((o) => o.name === f.name) && f.name ? (
|
||||
<option value={f.name}>{f.name}（未在因子表）</option>
|
||||
) : null}
|
||||
{factorOptions.map((o) => (
|
||||
<option key={o.name} value={o.name}>
|
||||
{o.name}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
<input
|
||||
className="input mono"
|
||||
style={{ width: 84 }}
|
||||
type="number"
|
||||
step="0.1"
|
||||
value={f.weight}
|
||||
disabled={disabled}
|
||||
title="权重"
|
||||
onChange={(e) => setFactor(i, { weight: Number(e.target.value) })}
|
||||
/>
|
||||
{multiFactor && p.factors.length > 1 && (
|
||||
<Btn
|
||||
icon="x"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ factors: p.factors.filter((_, j) => j !== i) })}
|
||||
>
|
||||
删除
|
||||
</Btn>
|
||||
)}
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
{errors.factors && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.factors}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 选股规模与周期 ---------- */}
|
||||
<div className="form-grid" style={{ marginTop: 12 }}>
|
||||
<Field label="候选池 n（择股条件选出股数）">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
min={1}
|
||||
max={500}
|
||||
value={p.topN}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ topN: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="持仓数 x（≤ n）">
|
||||
<input
|
||||
className={`input${errors.holdX ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
min={1}
|
||||
max={p.topN}
|
||||
value={p.holdX}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ holdX: Number(e.target.value) })}
|
||||
/>
|
||||
{errors.holdX && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.holdX}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="择股间隔 m（月，0=跟随 y）" hint="m：多久重新挑一次股">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
min={0}
|
||||
max={60}
|
||||
value={p.mMonths}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ mMonths: Number(e.target.value) })}
|
||||
/>
|
||||
{errors.mMonths && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.mMonths}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="调仓间隔 y（月，0=跟随 m）" hint="y：多久按最新选股结果换一次仓">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
min={0}
|
||||
max={60}
|
||||
value={p.yMonths}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ yMonths: Number(e.target.value) })}
|
||||
/>
|
||||
{errors.yMonths && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.yMonths}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="调仓频率（m、y 均为 0 时生效）">
|
||||
<select
|
||||
className="input"
|
||||
value={p.rebalance}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ rebalance: e.target.value as "monthly" | "weekly" })}
|
||||
>
|
||||
<option value="monthly">月度</option>
|
||||
<option value="weekly">周度</option>
|
||||
</select>
|
||||
</Field>
|
||||
<Field
|
||||
label="买不进时的补位（涨停 / 停牌）"
|
||||
hint="后端两个字段互斥，这里用三选一表达，避免出现「都不生效」的静默组合"
|
||||
>
|
||||
<div className="radio-col">
|
||||
{(
|
||||
[
|
||||
["substitute", "换一只买", "从候选池之外按复合分往下找可买标的，补足持仓数"],
|
||||
["defer", "顺延买入", "等它到之后首个不涨停的交易日再按收盘价买入（到下次调仓仍未成交则作废）"],
|
||||
["none", "不补位", "买不进就空着，实际持仓可能少于持仓数 x"],
|
||||
] as const
|
||||
).map(([val, label, desc]) => (
|
||||
<label key={val} className="radio-row" title={desc}>
|
||||
<input
|
||||
type="radio"
|
||||
name="fill-policy"
|
||||
checked={p.fillPolicy === val}
|
||||
disabled={disabled}
|
||||
onChange={() => set({ fillPolicy: val })}
|
||||
/>
|
||||
<span>
|
||||
<b>{label}</b>
|
||||
<span className="hint"> {desc}</span>
|
||||
</span>
|
||||
</label>
|
||||
))}
|
||||
</div>
|
||||
</Field>
|
||||
</div>
|
||||
|
||||
{/* ---------- 口径与成本 ---------- */}
|
||||
<div className="form-grid" style={{ marginTop: 12 }}>
|
||||
<Field label="复权口径" hint="股息类策略建议后复权 hfq（把分红再投资计入）">
|
||||
<select
|
||||
className="input"
|
||||
value={p.priceAdjustment}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ priceAdjustment: e.target.value as "none" | "qfq" | "hfq" })}
|
||||
>
|
||||
<option value="hfq">后复权 hfq（股息策略推荐）</option>
|
||||
<option value="qfq">前复权 qfq</option>
|
||||
<option value="none">不复权 none</option>
|
||||
</select>
|
||||
</Field>
|
||||
<Field label="标的范围">
|
||||
<label className="row" style={{ gap: 6, color: "var(--text-2)", fontSize: 13, cursor: "pointer" }}>
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={p.excludeSt}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ excludeSt: e.target.checked })}
|
||||
/>
|
||||
剔除 ST（按择股日当时名称判定）
|
||||
</label>
|
||||
</Field>
|
||||
<Field label="最少上市天数" hint="避免次新股噪声；0 = 不限制">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
min={0}
|
||||
step={10}
|
||||
value={p.minListingDays}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ minListingDays: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="手续费率 %">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min={0}
|
||||
value={p.commission}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ commission: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="印花税率 %" hint="仅卖出收取">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min={0}
|
||||
value={p.stamp}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ stamp: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="滑点率 %">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
step="0.01"
|
||||
min={0}
|
||||
value={p.slippage}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ slippage: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="最低佣金（元/笔）">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
step="1"
|
||||
min={0}
|
||||
value={p.minCommission}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ minCommission: Number(e.target.value) })}
|
||||
/>
|
||||
{errors.minCommission && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.minCommission}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
{showPeriod && (
|
||||
<>
|
||||
<Field label="初始资金（元）">
|
||||
<input
|
||||
className="input"
|
||||
type="number"
|
||||
step={100000}
|
||||
min={10000}
|
||||
value={p.capital}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ capital: Number(e.target.value) })}
|
||||
/>
|
||||
{errors.capital && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.capital}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="开始日期">
|
||||
<input
|
||||
type="date"
|
||||
className="input"
|
||||
value={p.start}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ start: e.target.value })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="结束日期">
|
||||
<input
|
||||
type="date"
|
||||
className="input"
|
||||
value={p.end}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ end: e.target.value })}
|
||||
/>
|
||||
</Field>
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
{errors.period && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.period}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 选股过滤条件 ---------- */}
|
||||
<div style={{ marginTop: 14 }}>
|
||||
<div className="between" style={{ marginBottom: 8 }}>
|
||||
<b style={{ fontSize: 13 }}>选股过滤条件（AND，universe 之后、因子排序之前执行）</b>
|
||||
<Btn
|
||||
icon="layers"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ conditions: [...p.conditions, { field: "", op: "gte", value: 0 }] })}
|
||||
>
|
||||
添加条件
|
||||
</Btn>
|
||||
</div>
|
||||
{p.conditions.length === 0 ? (
|
||||
<div className="hint">未设置条件：候选池 = universe 内因子分最高的 n 只。</div>
|
||||
) : (
|
||||
<div className="row" style={{ flexWrap: "wrap", gap: 8 }}>
|
||||
{p.conditions.map((c, i) => (
|
||||
<div className="row" key={i} style={{ gap: 6 }}>
|
||||
<input
|
||||
className="input"
|
||||
style={{ width: 190 }}
|
||||
placeholder="字段（dv_ratio / pe / ma60 …）"
|
||||
value={c.field}
|
||||
disabled={disabled}
|
||||
onChange={(e) =>
|
||||
set({
|
||||
conditions: p.conditions.map((x, j) =>
|
||||
j === i ? { ...x, field: e.target.value } : x
|
||||
),
|
||||
})
|
||||
}
|
||||
/>
|
||||
<select
|
||||
className="input"
|
||||
style={{ width: 76 }}
|
||||
value={c.op}
|
||||
disabled={disabled}
|
||||
onChange={(e) =>
|
||||
set({
|
||||
conditions: p.conditions.map((x, j) =>
|
||||
j === i ? { ...x, op: e.target.value as Op } : x
|
||||
),
|
||||
})
|
||||
}
|
||||
>
|
||||
{OPS.map((o) => (
|
||||
<option key={o.value} value={o.value}>
|
||||
{o.label}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
<input
|
||||
className="input"
|
||||
style={{ width: 110 }}
|
||||
value={String(c.value ?? "")}
|
||||
disabled={disabled}
|
||||
onChange={(e) => {
|
||||
const raw = e.target.value;
|
||||
const num = Number(raw);
|
||||
set({
|
||||
conditions: p.conditions.map((x, j) =>
|
||||
j === i
|
||||
? { ...x, value: raw !== "" && !Number.isNaN(num) ? num : raw }
|
||||
: x
|
||||
),
|
||||
});
|
||||
}}
|
||||
/>
|
||||
<Btn
|
||||
icon="x"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ conditions: p.conditions.filter((_, j) => j !== i) })}
|
||||
>
|
||||
删除
|
||||
</Btn>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
)}
|
||||
{errors.conditions && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.conditions}
|
||||
</div>
|
||||
)}
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
可用字段：每日指标 dv_ratio / dv_ttm / pe / pb / total_mv、行情 close / volume /
|
||||
amount、技术 ma20 / ma60、已注册因子名、static.industry 等、fundamental.roe 等
|
||||
（财务按公告日 ≤ 择股日取用）。
|
||||
</div>
|
||||
</div>
|
||||
</>
|
||||
);
|
||||
}
|
||||
Reference in New Issue
Block a user