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:
@@ -2,10 +2,24 @@
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import { useEffect, useState } from "react";
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import { apiGet } from "@/lib/api";
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import { LineChart } from "@/components/LineChart";
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import { submitJob, waitJob } from "@/lib/jobs";
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import type { BacktestResult, FactorMeta, ResearchSpec } from "@/lib/types";
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import { recentRange } from "@/lib/dates";
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import {
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PageHeader,
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Card,
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Pill,
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Field,
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Btn,
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Banner,
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Progress,
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Signed,
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BacktestMetrics,
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MonthlyReturnsTable,
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UnimplementedNote,
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} from "@/components/ui";
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import { LineChart } from "@/components/LineChart";
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import { Icon } from "@/components/icons";
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interface Pick {
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name: string;
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@@ -26,19 +40,23 @@ export default function ComposePage() {
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const [error, setError] = useState("");
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useEffect(() => {
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let alive = true;
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apiGet<FactorMeta[]>("/factors")
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.then((list) => {
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if (!alive) return;
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setFactors(list);
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// 默认示例组合:中期动量(重)+ 低波动(防)
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setPicks([
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{ name: "momentum_60", weight: 1.5 },
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{ name: "volatility_60", weight: 1.0 },
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]);
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})
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.catch((e: Error) => setError(e.message));
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.catch((e: Error) => alive && setError(e.message));
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const { start: s, end: e } = recentRange();
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setStart(s);
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setEnd(e);
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return () => {
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alive = false;
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};
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}, []);
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function togglePick(name: string) {
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@@ -53,6 +71,10 @@ export default function ComposePage() {
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setPicks((prev) => prev.map((p) => (p.name === name ? { ...p, weight } : p)));
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}
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function removePick(name: string) {
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setPicks((prev) => prev.filter((p) => p.name !== name));
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}
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async function run() {
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const valid = picks.filter((p) => Number.isFinite(p.weight) && p.weight > 0);
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if (valid.length === 0) {
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@@ -90,171 +112,218 @@ export default function ComposePage() {
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return (
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<>
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<h1>因子组合</h1>
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<div className="card">
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<h2>组合方式(如何合成一个分数)</h2>
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<ol className="muted" style={{ margin: 0, paddingLeft: 18, lineHeight: 1.8 }}>
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<PageHeader
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title="因子组合"
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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。"
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actions={
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<Pill tone="accent" icon="layers">
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{picks.length} 个因子
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</Pill>
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}
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/>
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<Card title="组合方式(如何合成一个分数)" icon="scale">
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<ol className="steplist">
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<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>
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<li>
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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>
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(该日缺失因子值的股票不参与该因子得分)。
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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)。
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</li>
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<li>
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综合得分 = <b>Σ(权重 × 标准化后因子得分)</b>,得分越高越优先。
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</li>
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<li>综合得分 = Σ(权重 × 标准化后因子得分),得分越高越优先。</li>
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<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>
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</ol>
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</div>
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</Card>
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<div className="card">
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<h2>选因子 + 设权重</h2>
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<table>
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<thead>
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<tr>
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<th></th>
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<th>因子</th>
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<th>方向</th>
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<th>权重</th>
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<th>简介</th>
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</tr>
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</thead>
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<tbody>
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{factors.map((f) => {
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const pick = picks.find((p) => p.name === f.name);
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return (
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<tr key={f.name}>
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<td>
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<input
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type="checkbox"
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checked={!!pick}
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onChange={() => togglePick(f.name)}
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/>
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</td>
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<td>{f.name}</td>
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<td>{f.direction === "higher_is_better" ? "高为好" : "低为好"}</td>
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<td>
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<input
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type="number"
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step="0.1"
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min="0.1"
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style={{ width: 80 }}
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value={pick?.weight ?? 1}
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disabled={!pick}
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onChange={(e) => setWeight(f.name, Number(e.target.value))}
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/>
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</td>
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<td className="muted">{f.brief ?? f.description}</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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</div>
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<div className="card">
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<h2>回测条件</h2>
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<div className="row">
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<label className="muted">
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Top N{" "}
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<input type="number" min={1} max={200} value={topN} onChange={(e) => setTopN(Number(e.target.value))} />
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</label>
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<label className="muted">
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调仓{" "}
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<select value={rebalance} onChange={(e) => setRebalance(e.target.value as "monthly" | "weekly")}>
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<option value="monthly">月度</option>
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<option value="weekly">周度</option>
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</select>
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</label>
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<label className="muted">
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开始 <input type="date" value={start} onChange={(e) => setStart(e.target.value)} />
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</label>
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<label className="muted">
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结束 <input type="date" value={end} onChange={(e) => setEnd(e.target.value)} />
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</label>
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<label className="muted">
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<input type="checkbox" checked={excludeSt} onChange={(e) => setExcludeSt(e.target.checked)} />
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{" "}剔除 ST
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</label>
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<button className="primary" onClick={run} disabled={running}>
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{running ? "后台运行中…" : `回测组合(${picks.length} 个因子)`}
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</button>
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</div>
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{running && jobId && <div className="muted">任务 {jobId} 后台执行中,请稍候…</div>}
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{error && <div className="error">{error}</div>}
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</div>
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{result && <ResultView result={result} />}
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</>
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);
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}
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function ResultView({ result }: { result: BacktestResult }) {
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const s = result.summary;
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return (
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<>
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<div className="card">
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<h2>
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结果 · {s.total_return_pct.toFixed(2)}%{" "}
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<span className={s.total_return_pct >= 0 ? "good" : "bad"}>
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{s.total_return_pct >= 0 ? "▲" : "▼"}
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</span>
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</h2>
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<div className="stat-grid">
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<div className="stat">
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<div className="label">期末净值</div>
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<div className="value">{s.final_equity.toLocaleString()}</div>
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</div>
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<div className="stat">
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<div className="label">年化收益</div>
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<div className="value">{s.annual_return_pct.toFixed(2)}%</div>
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</div>
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<div className="stat">
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<div className="label">Sharpe</div>
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<div className="value">{s.sharpe.toFixed(2)}</div>
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</div>
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<div className="stat">
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<div className="label">最大回撤</div>
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<div className="value bad">{s.max_drawdown_pct.toFixed(2)}%</div>
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</div>
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<div className="stat">
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<div className="label">胜率</div>
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<div className="value">{s.win_rate_pct.toFixed(1)}%</div>
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</div>
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<div className="stat">
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<div className="label">交易 / 换手</div>
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<div className="value">{s.total_trades} / {s.avg_turnover_pct.toFixed(0)}%</div>
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</div>
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</div>
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<div style={{ marginTop: 10 }}>
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<LineChart title="净值曲线" data={result.equity_curve} color="#34d399" />
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</div>
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<LineChart title="回撤(%)" data={result.drawdown} color="#f87171" />
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</div>
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{result.monthly_returns.length > 0 && (
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<div className="card">
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<h2>月度收益(%)</h2>
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<table>
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<Card
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title="选择因子并设置权重"
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icon="target"
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sub="权重可为小数(如 1.5 = 更侧重该因子)"
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flush
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>
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<div className="table-wrap">
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<table className="tbl">
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<thead>
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<tr>
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<th>月份</th>
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<th>收益</th>
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<th style={{ width: 46 }}></th>
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<th>因子</th>
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<th>方向</th>
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<th style={{ width: 120 }}>权重</th>
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<th>简介</th>
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</tr>
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</thead>
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<tbody>
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{result.monthly_returns.map((m) => (
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<tr key={`${m.year}-${m.month}`}>
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<td>{m.year}-{String(m.month).padStart(2, "0")}</td>
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<td className={m.return_pct >= 0 ? "good" : "bad"}>{m.return_pct.toFixed(2)}%</td>
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</tr>
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))}
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{factors.map((f) => {
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const pick = picks.find((p) => p.name === f.name);
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return (
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<tr key={f.name} className={pick ? "row-active" : undefined}>
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<td>
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<input
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type="checkbox"
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checked={!!pick}
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onChange={() => togglePick(f.name)}
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aria-label={`选择因子 ${f.name}`}
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/>
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</td>
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<td className="cell-strong">
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<span className="mono">{f.name}</span>
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</td>
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<td>
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<Pill tone={f.direction === "higher_is_better" ? "accent" : "violet"}>
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{f.direction === "higher_is_better" ? "高为好" : "低为好"}
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</Pill>
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</td>
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<td>
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<input
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type="number"
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className="input"
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step="0.1"
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min="0.1"
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style={{ width: 92 }}
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value={pick?.weight ?? 1}
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disabled={!pick}
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onChange={(e) => setWeight(f.name, Number(e.target.value))}
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aria-label={`${f.name} 权重`}
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/>
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</td>
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<td className="hint">{f.brief ?? f.description}</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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</div>
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)}
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</Card>
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<div className="card">
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<h2>未建模约束(如实标注)</h2>
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<ul className="muted">{result.unimplemented.map((u, i) => <li key={i}>{u}</li>)}</ul>
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<Card title="回测条件" icon="gauge">
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{picks.length > 0 ? (
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<div className="chips" style={{ marginBottom: 14 }}>
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{picks.map((p) => (
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<span className="chip" key={p.name}>
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<b className="mono">{p.name}</b>
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权重 {p.weight}
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<button
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type="button"
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className="chip__x"
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aria-label={`移除 ${p.name}`}
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onClick={() => removePick(p.name)}
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>
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<Icon name="x" size={12} />
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</button>
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</span>
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))}
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</div>
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) : (
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<div className="hint" style={{ marginBottom: 14 }}>
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尚未选择因子 —— 在上方勾选并设置权重。
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</div>
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)}
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<div className="form-grid">
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<Field label="Top N">
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<input
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type="number"
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className="input"
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min={1}
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max={200}
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value={topN}
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onChange={(e) => setTopN(Number(e.target.value))}
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/>
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</Field>
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<Field label="调仓频率">
|
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<select
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className="input"
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value={rebalance}
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onChange={(e) => setRebalance(e.target.value as "monthly" | "weekly")}
|
||||
>
|
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<option value="monthly">月度</option>
|
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<option value="weekly">周度</option>
|
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</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} />
|
||||
</>
|
||||
);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user