feat(web): 按 ui-ux-pro-max 设计系统重构前端(侧边导航 + 组件库 + 图标 + 可视化)

- 设计令牌与组件体系:语义色/间距/圆角/状态 + Card/Metric/Pill/Btn/Field/Empty/Skeleton/Progress 等
- 桌面左侧导航 + 窄屏抽屉(usePathname 高亮、ESC/遮罩关闭);修复抽屉/遮罩占据网格把 main 挤到第二行的问题
- 自绘内联 SVG 图标集替代 emoji;图标/表格/按钮等交互态齐全,空态/加载/错误/禁用态补齐
- 因子研究分层柱状、因子组合与回测净值/回撤双图 + 月度收益热力表、实验页任务状态徽标
- LineChart 主题化并按需引入 echarts(回测/组合首载 JS 448k→281k);next.config 放行局域网 dev 来源
This commit is contained in:
Simon
2026-09-08 21:48:20 +08:00
parent 442999f701
commit 24f98e90c6
13 changed files with 3251 additions and 701 deletions
+221 -152
View File
@@ -2,10 +2,24 @@
import { useEffect, useState } from "react";
import { apiGet } from "@/lib/api";
import { LineChart } from "@/components/LineChart";
import { submitJob, waitJob } from "@/lib/jobs";
import type { BacktestResult, FactorMeta, ResearchSpec } from "@/lib/types";
import { recentRange } from "@/lib/dates";
import {
PageHeader,
Card,
Pill,
Field,
Btn,
Banner,
Progress,
Signed,
BacktestMetrics,
MonthlyReturnsTable,
UnimplementedNote,
} from "@/components/ui";
import { LineChart } from "@/components/LineChart";
import { Icon } from "@/components/icons";
interface Pick {
name: string;
@@ -26,19 +40,23 @@ export default function ComposePage() {
const [error, setError] = useState("");
useEffect(() => {
let alive = true;
apiGet<FactorMeta[]>("/factors")
.then((list) => {
if (!alive) return;
setFactors(list);
// 默认示例组合:中期动量(重)+ 低波动(防)
setPicks([
{ name: "momentum_60", weight: 1.5 },
{ name: "volatility_60", weight: 1.0 },
]);
})
.catch((e: Error) => setError(e.message));
.catch((e: Error) => alive && setError(e.message));
const { start: s, end: e } = recentRange();
setStart(s);
setEnd(e);
return () => {
alive = false;
};
}, []);
function togglePick(name: string) {
@@ -53,6 +71,10 @@ export default function ComposePage() {
setPicks((prev) => prev.map((p) => (p.name === name ? { ...p, weight } : p)));
}
function removePick(name: string) {
setPicks((prev) => prev.filter((p) => p.name !== name));
}
async function run() {
const valid = picks.filter((p) => Number.isFinite(p.weight) && p.weight > 0);
if (valid.length === 0) {
@@ -90,171 +112,218 @@ export default function ComposePage() {
return (
<>
<h1>因子组合</h1>
<div className="card">
<h2>组合方式(如何合成一个分数)</h2>
<ol className="muted" style={{ margin: 0, paddingLeft: 18, lineHeight: 1.8 }}>
<PageHeader
title="因子组合"
sub="多因子横截面 z-score 标准化后按权重叠加成综合分,每期取 Top N 等权持有。"
actions={
<Pill tone="accent" icon="layers">
{picks.length} 个因子
</Pill>
}
/>
<Card title="组合方式(如何合成一个分数)" icon="scale">
<ol className="steplist">
<li>选择若干因子并设置权重(默认 1;低为好方向由引擎自动反向)。</li>
<li>
每个交易日:每个因子在全体股票横截面上做 <b>z-score 标准化</b>
(该日缺失因子值的股票不参与该因子得分)。
每个交易日:每个因子在全体股票横截面上做 <b>z-score 标准化</b>(当日缺失因子值的股票不参与该因子得分)。
</li>
<li>
综合得分 = <b>Σ(权重 × 标准化后因子得分)</b>,得分越高越优先。
</li>
<li>综合得分 = Σ(权重 × 标准化后因子得分),得分越高越优先。</li>
<li>每期按综合得分取 Top N 等权持有,到下一调仓日再平衡(含成本 / 涨跌停 / 停牌近似)。</li>
</ol>
</div>
</Card>
<div className="card">
<h2>选因子 + 设权重</h2>
<table>
<thead>
<tr>
<th></th>
<th>因子</th>
<th>方向</th>
<th>权重</th>
<th>简介</th>
</tr>
</thead>
<tbody>
{factors.map((f) => {
const pick = picks.find((p) => p.name === f.name);
return (
<tr key={f.name}>
<td>
<input
type="checkbox"
checked={!!pick}
onChange={() => togglePick(f.name)}
/>
</td>
<td>{f.name}</td>
<td>{f.direction === "higher_is_better" ? "高为好" : "低为好"}</td>
<td>
<input
type="number"
step="0.1"
min="0.1"
style={{ width: 80 }}
value={pick?.weight ?? 1}
disabled={!pick}
onChange={(e) => setWeight(f.name, Number(e.target.value))}
/>
</td>
<td className="muted">{f.brief ?? f.description}</td>
</tr>
);
})}
</tbody>
</table>
</div>
<div className="card">
<h2>回测条件</h2>
<div className="row">
<label className="muted">
Top N{" "}
<input type="number" min={1} max={200} value={topN} onChange={(e) => setTopN(Number(e.target.value))} />
</label>
<label className="muted">
调仓{" "}
<select value={rebalance} onChange={(e) => setRebalance(e.target.value as "monthly" | "weekly")}>
<option value="monthly">月度</option>
<option value="weekly">周度</option>
</select>
</label>
<label className="muted">
开始 <input type="date" value={start} onChange={(e) => setStart(e.target.value)} />
</label>
<label className="muted">
结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
</label>
<label className="muted">
<input type="checkbox" checked={excludeSt} onChange={(e) => setExcludeSt(e.target.checked)} />
{" "}剔除 ST
</label>
<button className="primary" onClick={run} disabled={running}>
{running ? "后台运行中…" : `回测组合(${picks.length} 个因子)`}
</button>
</div>
{running && jobId && <div className="muted">任务 {jobId} 后台执行中,请稍候…</div>}
{error && <div className="error">{error}</div>}
</div>
{result && <ResultView result={result} />}
</>
);
}
function ResultView({ result }: { result: BacktestResult }) {
const s = result.summary;
return (
<>
<div className="card">
<h2>
结果 · {s.total_return_pct.toFixed(2)}%{" "}
<span className={s.total_return_pct >= 0 ? "good" : "bad"}>
{s.total_return_pct >= 0 ? "▲" : "▼"}
</span>
</h2>
<div className="stat-grid">
<div className="stat">
<div className="label">期末净值</div>
<div className="value">{s.final_equity.toLocaleString()}</div>
</div>
<div className="stat">
<div className="label">年化收益</div>
<div className="value">{s.annual_return_pct.toFixed(2)}%</div>
</div>
<div className="stat">
<div className="label">Sharpe</div>
<div className="value">{s.sharpe.toFixed(2)}</div>
</div>
<div className="stat">
<div className="label">最大回撤</div>
<div className="value bad">{s.max_drawdown_pct.toFixed(2)}%</div>
</div>
<div className="stat">
<div className="label">胜率</div>
<div className="value">{s.win_rate_pct.toFixed(1)}%</div>
</div>
<div className="stat">
<div className="label">交易 / 换手</div>
<div className="value">{s.total_trades} / {s.avg_turnover_pct.toFixed(0)}%</div>
</div>
</div>
<div style={{ marginTop: 10 }}>
<LineChart title="净值曲线" data={result.equity_curve} color="#34d399" />
</div>
<LineChart title="回撤(%)" data={result.drawdown} color="#f87171" />
</div>
{result.monthly_returns.length > 0 && (
<div className="card">
<h2>月度收益(%)</h2>
<table>
<Card
title="选择因子并设置权重"
icon="target"
sub="权重可为小数(如 1.5 = 更侧重该因子)"
flush
>
<div className="table-wrap">
<table className="tbl">
<thead>
<tr>
<th>月份</th>
<th>收益</th>
<th style={{ width: 46 }}></th>
<th>因子</th>
<th>方向</th>
<th style={{ width: 120 }}>权重</th>
<th>简介</th>
</tr>
</thead>
<tbody>
{result.monthly_returns.map((m) => (
<tr key={`${m.year}-${m.month}`}>
<td>{m.year}-{String(m.month).padStart(2, "0")}</td>
<td className={m.return_pct >= 0 ? "good" : "bad"}>{m.return_pct.toFixed(2)}%</td>
</tr>
))}
{factors.map((f) => {
const pick = picks.find((p) => p.name === f.name);
return (
<tr key={f.name} className={pick ? "row-active" : undefined}>
<td>
<input
type="checkbox"
checked={!!pick}
onChange={() => togglePick(f.name)}
aria-label={`选择因子 ${f.name}`}
/>
</td>
<td className="cell-strong">
<span className="mono">{f.name}</span>
</td>
<td>
<Pill tone={f.direction === "higher_is_better" ? "accent" : "violet"}>
{f.direction === "higher_is_better" ? "高为好" : "低为好"}
</Pill>
</td>
<td>
<input
type="number"
className="input"
step="0.1"
min="0.1"
style={{ width: 92 }}
value={pick?.weight ?? 1}
disabled={!pick}
onChange={(e) => setWeight(f.name, Number(e.target.value))}
aria-label={`${f.name} 权重`}
/>
</td>
<td className="hint">{f.brief ?? f.description}</td>
</tr>
);
})}
</tbody>
</table>
</div>
)}
</Card>
<div className="card">
<h2>未建模约束(如实标注)</h2>
<ul className="muted">{result.unimplemented.map((u, i) => <li key={i}>{u}</li>)}</ul>
<Card title="回测条件" icon="gauge">
{picks.length > 0 ? (
<div className="chips" style={{ marginBottom: 14 }}>
{picks.map((p) => (
<span className="chip" key={p.name}>
<b className="mono">{p.name}</b>
权重 {p.weight}
<button
type="button"
className="chip__x"
aria-label={`移除 ${p.name}`}
onClick={() => removePick(p.name)}
>
<Icon name="x" size={12} />
</button>
</span>
))}
</div>
) : (
<div className="hint" style={{ marginBottom: 14 }}>
尚未选择因子 —— 在上方勾选并设置权重。
</div>
)}
<div className="form-grid">
<Field label="Top N">
<input
type="number"
className="input"
min={1}
max={200}
value={topN}
onChange={(e) => setTopN(Number(e.target.value))}
/>
</Field>
<Field label="调仓频率">
<select
className="input"
value={rebalance}
onChange={(e) => setRebalance(e.target.value as "monthly" | "weekly")}
>
<option value="monthly">月度</option>
<option value="weekly">周度</option>
</select>
</Field>
<Field label="开始日期">
<input type="date" className="input" value={start} onChange={(e) => setStart(e.target.value)} />
</Field>
<Field label="结束日期">
<input type="date" className="input" value={end} onChange={(e) => setEnd(e.target.value)} />
</Field>
<Field label="标的范围">
<label className="row" style={{ gap: 6, color: "var(--text-2)", fontSize: 13, cursor: "pointer" }}>
<input type="checkbox" checked={excludeSt} onChange={(e) => setExcludeSt(e.target.checked)} />
剔除 ST
</label>
</Field>
<Btn
variant="primary"
icon="play"
loading={running}
disabled={running || picks.length === 0}
onClick={run}
>
{running ? "后台运行中…" : `回测组合(${picks.length} 个因子)`}
</Btn>
</div>
{running ? (
<div style={{ marginTop: 14 }}>
<Progress
value={30}
label={
<>
任务 <span className="mono">{jobId || "排队中…"}</span> 后台执行中,完成后结果自动展示在本页。
</>
}
/>
</div>
) : null}
{error ? <div style={{ marginTop: 12 }}><Banner tone="error">{error}</Banner></div> : null}
</Card>
{result ? <ResultView result={result} params={{ picks, topN, rebalance, excludeSt, start, end }} /> : null}
</>
);
}
function ResultView({
result,
params,
}: {
result: BacktestResult;
params: { picks: Pick[]; topN: number; rebalance: string; excludeSt: boolean; start: string; end: string };
}) {
const s = result.summary;
return (
<>
<div className="between" style={{ margin: "6px 0 14px" }}>
<div className="row">
<Pill tone="pos" icon="check">
回测完成
</Pill>
<Pill tone="violet" icon="target">Top {params.topN}</Pill>
<Pill>{params.rebalance === "monthly" ? "月度调仓" : "周度调仓"}</Pill>
{params.excludeSt ? <Pill>剔除 ST</Pill> : null}
<Pill>{params.start} ~ {params.end}</Pill>
</div>
<div className="row" style={{ fontSize: 22, fontWeight: 700 }}>
区间收益 <Signed value={s.total_return_pct} suffix="%" />
</div>
</div>
<BacktestMetrics s={s} />
<div className="chart-grid">
<Card icon="chartLine" title="净值曲线" tools={<Pill tone="pos">期末 {s.final_equity.toLocaleString()}</Pill>}>
<LineChart data={result.equity_curve} color="#3ddc97" fill height={300} xFmt={(d) => d.slice(5)} yFmt={(v) => v.toFixed(2)} />
</Card>
<Card icon="chartLine" title="回撤(%)" tools={<Pill tone="neg">最大 {s.max_drawdown_pct.toFixed(2)}%</Pill>}>
<LineChart data={result.drawdown} color="#ff7a7a" height={300} xFmt={(d) => d.slice(5)} yFmt={(v) => v.toFixed(2) + "%"} />
</Card>
</div>
<Card icon="calendar" title="月度收益(%)">
<MonthlyReturnsTable rows={result.monthly_returns} />
</Card>
<UnimplementedNote items={result.unimplemented} />
</>
);
}