feat(web): 因子研究升级 + 因子组合页
- 因子元数据增加 brief 使用简介(后端 FactorDef + /api/factors 返回,9 个内置因子补齐文案) - 因子研究页: · 时间默认「今日 ~ 近 6 个月」 · 因子多选,逐个跑 IC/RankIC Job 并分卡展示报告 · 目录显示使用简介,行点击展开公式/方向/用法详解 · 新增计分规则说明与「去因子组合」入口 - 因子组合页 /factors/compose:多因子勾选+权重、组合得分规则说明(z-score×权重求和→TopN), 可配 topN/调仓/区间/ST,一键回测 Job → 净值/回撤/月度/未建模标注 - 回测页时间默认同样近 6 月 - 验证:tsc + next build 通过;组合回测(momentum_60×1.5 + volatility_60×1.0)Job 成功归档 EXP-330CAAAE(-13.51%,交易 20);后端 factors/research/api 相关测试通过 / ruff clean
This commit is contained in:
@@ -4,6 +4,7 @@ import { useEffect, useState } from "react";
|
||||
import { apiGet } from "@/lib/api";
|
||||
import { submitJob, waitJob } from "@/lib/jobs";
|
||||
import type { BacktestResult, FactorMeta, ResearchSpec } from "@/lib/types";
|
||||
import { recentRange } from "@/lib/dates";
|
||||
import { LineChart } from "@/components/LineChart";
|
||||
|
||||
export default function BacktestPage() {
|
||||
@@ -11,8 +12,8 @@ export default function BacktestPage() {
|
||||
const [factor, setFactor] = useState("momentum_60");
|
||||
const [topN, setTopN] = useState(5);
|
||||
const [rebalance, setRebalance] = useState<"monthly" | "weekly">("monthly");
|
||||
const [start, setStart] = useState("2024-03-01");
|
||||
const [end, setEnd] = useState("2024-12-31");
|
||||
const [start, setStart] = useState("");
|
||||
const [end, setEnd] = useState("");
|
||||
const [excludeSt, setExcludeSt] = useState(true);
|
||||
const [result, setResult] = useState<BacktestResult | null>(null);
|
||||
const [running, setRunning] = useState(false);
|
||||
@@ -23,6 +24,9 @@ export default function BacktestPage() {
|
||||
apiGet<FactorMeta[]>("/factors")
|
||||
.then(setFactors)
|
||||
.catch((e: Error) => setError(e.message));
|
||||
const { start: s, end: e } = recentRange();
|
||||
setStart(s);
|
||||
setEnd(e);
|
||||
}, []);
|
||||
|
||||
async function run() {
|
||||
|
||||
Reference in New Issue
Block a user