feat(web): 字段库页 + 界面单位换算 + 因子目录参数化 + 选股策略条件表单
字段库与单位： - `/fields`：字段库管理页（中文名/说明可改、可停用；kind 是引擎事实不可改）； 单位只在字段自己的阶梯里选（总市值 = 万元/亿元），越界 422 原样展示。 - `lib/units.ts`：界面单位 ⇄ 基准单位换算集中一处，条件输入按界面单位回显、 提交前换回基准单位（引擎只认基准单位，库里存的也永远是基准单位）。 - `SelectionStrategyForm` 取代 `StrategyParamsForm`：一个策略只定义「怎么选」 （股票池 + 因子 + 过滤条件），条件字段来自字段库接口而不是前端硬编码枚举。 因子参数化（名字即身份，界面不许藏）： - `/factors` 新增「参数」列与展开行：精确引擎键、每个参数的允许范围、来源、依赖列 （依赖列标明「引擎事实，不可改」）；说明文案从「不可修改」改为 「改参数 = 新建参数化因子 = 新身份，旧因子/既有策略不变义」。 - 「新建参数化因子」卡片：模板下拉 + 受控窗口（min/max）+ 方向枚举下拉， 实时预览规范键/中文名/渲染公式；后端 422 的原文原样展示，不静默截断。 - 因子下拉显示中文名（含参数）与短键，**value 一律是完整引擎键**； 停用的因子从各页候选里消失（/strategies、/selection、/signals、/factors/compose）， 既有策略/归档仍按名字解析；`/factors/compose` 顺手修了勾选框点击目标过小。 - `/fields` 加提示：字段库只列内置因子名，参数化因子在 /factors 管理， 选股策略条件下拉里会一并出现。 tsc --noEmit 0 error；verify_ui_alignment 8 页 160 项全过（另跑 3 个选因子页 51/54）。
This commit is contained in:
Simon
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"use client";
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/**
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* 选股策略表单（2026-09 重构）：只编辑「选股条件组合」。
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*
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* 与旧的 StrategyParamsForm 的区别：这里**没有**回测执行参数 ——
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* 资金 / 持仓数 / 持仓时间 / 调仓时机 / 费率 / 复权 / 区间都不属于选股策略，
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* 它们在「回测组合」（/backtest）里才填。策略库只回答一个问题：**怎么选**。
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*
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* 字段：名字 + 一句话说明 + 股票池（剔ST/上市天数/指数成分/白名单）+ 因子[名,权重] + 过滤条件。
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*/
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import Link from "next/link";
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import { useId, useState } from "react";
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import { factorOptionLabel } from "@/lib/factors";
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import type { ConditionField, FactorMeta, ResearchCondition, SelectionStrategy } from "@/lib/types";
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import { baseUnitOf, displayUnitOf, fromBase, toBase, unitScale } from "@/lib/units";
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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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const OP_LABEL: Record<string, string> = Object.fromEntries(OPS.map((o) => [o.value, o.label]));
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/** 把「属于 / 不属于」的取值写成给人看的逗号分隔串（数组 value ↔ 文本）。 */
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export function valueToText(
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v: ResearchCondition["value"],
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scale = 1,
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asNumber = true,
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): string {
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if (v === null || v === undefined) return "";
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// 存储值一律是**基准单位**；这里换算成界面单位显示（scale=1 时原样）
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const show = (x: unknown) => {
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if (!asNumber) return String(x);
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const n = Number(x);
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if (Number.isNaN(n)) return String(x);
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return String(fromBase(n, scale));
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};
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if (Array.isArray(v)) return v.map(show).join(", ");
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return show(v);
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}
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/** 文本 → 条件取值：属于/不属于 必为数组（引擎实体强制要求 list），其余按能否解析成数字。
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* 数字按**界面单位**输入，写回时换算成基准单位（存储与引擎只用基准单位）。 */
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export function textToValue(
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raw: string,
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op: Op,
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scale = 1,
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kind: "num" | "str" = "num",
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): ResearchCondition["value"] {
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const conv = (s: string): string | number => {
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if (kind === "str") return s;
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const n = Number(s);
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return Number.isNaN(n) ? s : toBase(n, scale);
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};
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if (op === "in" || op === "not_in") {
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return raw
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.split(/[,，]/)
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.map((s) => s.trim())
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.filter(Boolean)
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.map(conv);
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}
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if (raw === "") return "";
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return conv(raw);
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}
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export interface SelectionStrategyParams {
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name: string;
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description: string;
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factors: { name: string; weight: number }[];
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conditions: ResearchCondition[];
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excludeSt: boolean;
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minListingDays: number;
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indexCode: string;
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}
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export function emptySelectionParams(): SelectionStrategyParams {
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return {
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name: "",
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description: "",
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factors: [{ name: "dividend_yield", weight: 1 }],
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conditions: [],
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excludeSt: true,
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minListingDays: 250,
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indexCode: "",
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};
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}
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/** 后端 SelectionStrategy → 表单参数 */
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export function paramsFromSelectionStrategy(s: SelectionStrategy): SelectionStrategyParams {
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const u = s.universe ?? {};
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return {
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name: s.name,
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description: s.description,
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factors: (s.factors ?? []).map((f) => ({ name: f.name, weight: f.weight })),
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conditions: (s.conditions ?? []).map((c) => ({ ...c })),
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excludeSt: u.exclude_st ?? true,
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minListingDays: u.min_listing_days ?? 250,
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indexCode: u.index_code ?? "",
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};
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}
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/** 表单参数 → 后端 SelectionStrategy（id 可选，用于新建/更新） */
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export function selectionStrategyFromParams(
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p: SelectionStrategyParams,
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id?: string
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): SelectionStrategy {
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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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universe: {
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exclude_st: p.excludeSt,
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min_listing_days: p.minListingDays,
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index_code: p.indexCode.trim() || null,
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},
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factors: p.factors.filter((f) => f.name.trim()),
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conditions: p.conditions.filter((c) => c.field.trim()),
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};
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}
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export function validateSelectionParams(p: SelectionStrategyParams): Record<string, string> {
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const e: Record<string, string> = {};
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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：说清这个策略怎么选";
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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 ${p.description.trim().length} 字）`;
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if (!p.factors.some((f) => f.name.trim())) e.factors = "至少选择一个因子";
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else {
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const used = p.factors.map((f) => f.name.trim()).filter(Boolean);
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const dup = used.find((n, i) => used.indexOf(n) !== i);
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if (dup) e.factors = `因子「${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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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：请选择字段或删除该条件";
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break;
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}
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if (c.ref !== null && c.ref !== undefined && !String(c.ref).trim()) {
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e.conditions = `条件「${c.field}」选择了「与另一字段比较」，但右侧字段是空的`;
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break;
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}
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if (c.ref) continue; // 字段 vs 字段：右侧字段已校验
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if (c.op === "in" || c.op === "not_in") {
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if (!Array.isArray(c.value) || c.value.length === 0) {
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e.conditions = `条件「${c.field} ${OP_LABEL[c.op]}」需要至少一个取值（多个值用逗号分隔）`;
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break;
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}
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continue;
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}
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if (c.value === null || c.value === undefined || String(c.value).trim() === "") {
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e.conditions = `条件「${c.field}」缺少取值`;
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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 SelectionStrategyFormProps {
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value: SelectionStrategyParams;
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onChange: (next: SelectionStrategyParams) => void;
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factorOptions: FactorMeta[];
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/** 字段库（/api/condition-fields，只传启用项）：条件的字段从这里选，附带中文名与含义。 */
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conditionFields?: ConditionField[];
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disabled?: boolean;
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errors?: Record<string, string>;
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revealErrors?: boolean;
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}
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/** 该字段允许的比较符（字段库里没登记过的字段 → 按数值处理，交给后端报错）。 */
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function opsFor(meta: ConditionField | undefined): Op[] {
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return (meta?.ops as Op[] | undefined) ?? ["gt", "gte", "lt", "lte", "eq", "ne"];
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}
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/** 换字段/换比较符时把比较符收敛到合法集合，避免出现「行业 > 5」这种永远为假的组合。 */
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function pickOp(current: Op, meta: ConditionField | undefined): Op {
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const allowed = opsFor(meta);
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if (allowed.includes(current)) return current;
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return meta?.kind === "str" ? "eq" : "gte";
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}
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/** 取值随比较符变形：属于/不属于 必须是数组（引擎实体强制），其余退回标量。 */
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function coerceValue(v: ResearchCondition["value"], op: Op): ResearchCondition["value"] {
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if (op === "in" || op === "not_in") {
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if (Array.isArray(v)) return v;
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return v === null || v === undefined || v === "" ? [] : [v as string | number];
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}
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return Array.isArray(v) ? (v[0] ?? "") : v;
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}
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/** 因子方向的人话（与「因子研究」页同一套说法）。 */
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function directionText(d: FactorMeta["direction"]): string {
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return d === "lower_is_better" ? "越低越好" : "越高越好";
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}
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/** 因子频率的人话（后端存 daily/weekly/monthly，界面不该露出英文枚举）。 */
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function frequencyText(f: string): string {
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return { daily: "日频", weekly: "周频", monthly: "月频" }[f] ?? f;
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}
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/** 选中因子后的说明：真实参数/方向/频率/回看/依赖列 + 简介（与字段库的口径提示同一位置）。 */
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function factorHint(f: FactorMeta): string {
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const parts: string[] = [];
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// 真实参数（窗口等）放最前：这是「这个因子到底怎么算」的第一信息
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const specs = f.param_specs ?? [];
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const params = specs
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.filter((s) => s.kind === "int")
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.map((s) => `${s.label} ${f.params?.[s.name] ?? s.default}`)
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.join("、");
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if (params) parts.push(params);
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parts.push(directionText(f.direction), frequencyText(f.frequency));
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parts.push(f.lookback ? `回看 ${f.lookback} 日` : "时点值（无回看窗口）");
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if (f.requires?.length) parts.push(`需要 ${f.requires.join(" / ")}`);
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if (f.source === "custom") parts.push("目录里的参数化实例（参数写在名字里）");
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return `${parts.join(" · ")} — ${f.brief || f.description}`;
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}
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export function SelectionStrategyForm({
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value: p,
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onChange,
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factorOptions,
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conditionFields = [],
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disabled = false,
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errors = {},
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revealErrors = false,
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}: SelectionStrategyFormProps) {
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const fid = useId();
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const [touched, setTouched] = useState<Record<string, boolean>>({});
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const blur = (key: string) => () => setTouched((t) => ({ ...t, [key]: true }));
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const showErr = (key: string) => (revealErrors || touched[key] ? errors[key] : undefined);
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const set = (patch: Partial<SelectionStrategyParams>) => 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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// 字段库 → 分组下拉 + 按名查含义（后端已按 sort_order 排序，这里保持首次出现顺序）
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const fieldByName = new Map(conditionFields.map((f) => [f.name, f]));
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const fieldGroups: { name: string; items: ConditionField[] }[] = [];
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for (const f of conditionFields) {
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const g = fieldGroups.find((x) => x.name === f.group_name);
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if (g) g.items.push(f);
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else fieldGroups.push({ name: f.group_name, items: [f] });
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}
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return (
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<div className="params-form">
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{/* 名字 + 一句话说明 */}
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<div className="params-meta">
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<Field label="策略名（必填）" hint="在策略库中唯一" className="params-meta__name">
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<input
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className={`input${showErr("name") ? " input--invalid" : ""}`}
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value={p.name}
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maxLength={64}
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placeholder="例：高股息防御"
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disabled={disabled}
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onChange={(e) => set({ name: e.target.value })}
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onBlur={blur("name")}
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/>
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{showErr("name") && <div className="field-err" role="alert">{showErr("name")}</div>}
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</Field>
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<Field
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label="一句话说明（必填）"
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hint={`说清这个策略怎么选（${p.description.length}/300）`}
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className="params-meta__desc"
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>
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<textarea
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className={`input${showErr("description") ? " input--invalid" : ""}`}
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rows={2}
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value={p.description}
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maxLength={300}
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placeholder="例：全市场股息率最高、且 dv_ratio ≤ 30 的股票，剔除 ST 与次新股"
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disabled={disabled}
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onChange={(e) => set({ description: e.target.value })}
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onBlur={blur("description")}
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/>
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{showErr("description") && (
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<div className="field-err" role="alert">{showErr("description")}</div>
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)}
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</Field>
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</div>
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{/* 股票池 */}
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<b className="form-section__title">股票池（universe）</b>
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<div className="form-grid" style={{ marginTop: 8 }}>
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<Field label="标的范围">
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<label className="check">
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<input
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type="checkbox"
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checked={p.excludeSt}
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disabled={disabled}
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onChange={(e) => set({ excludeSt: e.target.checked })}
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/>
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剔除 ST
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</label>
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</Field>
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<Field label="最少上市天数" hint="避免次新股噪声；0 = 不限制">
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<input
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className="input"
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type="number"
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inputMode="numeric"
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min={0}
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step={10}
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value={p.minListingDays}
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disabled={disabled}
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onChange={(e) => set({ minListingDays: Number(e.target.value) })}
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/>
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</Field>
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<Field label="指数成分（可选）" hint="如 000300.SH = 仅沪深300成分股；留空 = 不限">
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<input
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className="input mono"
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value={p.indexCode}
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placeholder="000300.SH"
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disabled={disabled}
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onChange={(e) => set({ indexCode: e.target.value })}
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/>
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</Field>
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</div>
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{/* 因子 */}
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<div className="between" style={{ marginTop: 14, marginBottom: 8 }}>
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<b className="form-section__title">打分因子（score = Σ 权重 × 因子值，越大越优先）</b>
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<Btn
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icon="layers"
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size="sm"
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disabled={disabled}
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onClick={() =>
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set({
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factors: [
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...p.factors,
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// 默认选中第一个「可用」的因子（停用的不该被默认塞进新策略）
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{
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||||
name: (factorOptions.find((o) => o.enabled !== false) ?? factorOptions[0])?.name ?? "",
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||||
weight: 1,
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||||
},
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||||
],
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})
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||||
}
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>
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添加因子
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</Btn>
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</div>
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<div className="factor-rows">
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<div className="factor-rows__head" aria-hidden="true">
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<span>因子</span>
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<span>权重</span>
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<span />
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</div>
|
||||
{p.factors.map((f, i) => {
|
||||
const meta = factorOptions.find((o) => o.name === f.name);
|
||||
return (
|
||||
<div className="factor-row" key={i}>
|
||||
<div className="cell-stack">
|
||||
<select
|
||||
id={`${fid}-name-${i}`}
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个因子的名称`}
|
||||
value={f.name}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setFactor(i, { name: e.target.value })}
|
||||
>
|
||||
{!meta && f.name ? (
|
||||
<option value={f.name}>{f.name}（未在因子表）</option>
|
||||
) : null}
|
||||
{/* 停用的因子不出现在候选里（管理在 /factors），但**当前已选中的那个必须留着**，
|
||||
否则编辑历史策略时会显示成「未在因子表」，读起来像因子被删了。 */}
|
||||
{factorOptions
|
||||
.filter((o) => o.enabled !== false || o.name === f.name)
|
||||
.map((o) => (
|
||||
<option key={o.name} value={o.name}>
|
||||
{factorOptionLabel(o)}
|
||||
{o.enabled === false ? "（已停用）" : ""}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
<span className="hint cell-hint">
|
||||
{meta
|
||||
? factorHint(meta)
|
||||
: "该名称不在因子目录里：可能是历史策略引用了已删除的因子，运行时会报错"}
|
||||
</span>
|
||||
</div>
|
||||
<input
|
||||
id={`${fid}-weight-${i}`}
|
||||
className="input mono"
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="0.1"
|
||||
min={0}
|
||||
aria-label={`第 ${i + 1} 个因子的权重`}
|
||||
title="权重：越大表示该因子越重要（1 = 等权）"
|
||||
value={f.weight}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setFactor(i, { weight: Number(e.target.value) })}
|
||||
/>
|
||||
{p.factors.length > 1 ? (
|
||||
<Btn
|
||||
icon="x"
|
||||
disabled={disabled}
|
||||
aria-label={`删除第 ${i + 1} 个因子`}
|
||||
title="删除该因子"
|
||||
onClick={() => set({ factors: p.factors.filter((_, j) => j !== i) })}
|
||||
/>
|
||||
) : (
|
||||
<span />
|
||||
)}
|
||||
</div>
|
||||
);
|
||||
})}
|
||||
</div>
|
||||
{showErr("factors") && <div className="field-err" role="alert">{showErr("factors")}</div>}
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
权重 1 = 等权；多个因子会先各自做横截面 z-score 标准化再加权，避免量纲不同互相压制。
|
||||
</div>
|
||||
|
||||
{/* 过滤条件 */}
|
||||
<div className="between" style={{ marginTop: 14, marginBottom: 8 }}>
|
||||
<b className="form-section__title">过滤条件（AND，股票池之后、因子排序之前执行）</b>
|
||||
<div className="row" style={{ gap: 8 }}>
|
||||
<Link href="/fields" className="btn btn--sm"><span>管理字段库</span></Link>
|
||||
<Btn
|
||||
icon="layers"
|
||||
size="sm"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ conditions: [...p.conditions, { field: "", op: "gte", value: 0 }] })}
|
||||
>
|
||||
添加条件
|
||||
</Btn>
|
||||
</div>
|
||||
</div>
|
||||
{p.conditions.length === 0 ? (
|
||||
<div className="hint">
|
||||
未设置条件：候选 = 股票池内因子分最高的若干只（具体取多少只在回测组合里定）。
|
||||
条件用来「筛掉不要的」，因子用来「排序」—— 两者可以同时用。
|
||||
</div>
|
||||
) : (
|
||||
<div className="cond-rows">
|
||||
<div className="cond-rows__head" aria-hidden="true">
|
||||
<span>字段</span>
|
||||
<span>比较</span>
|
||||
<span>取值方式</span>
|
||||
<span>取值</span>
|
||||
<span />
|
||||
</div>
|
||||
{p.conditions.map((c, i) => {
|
||||
const meta = fieldByName.get(c.field);
|
||||
const isRef = !!c.ref;
|
||||
const kind = meta?.kind ?? "num";
|
||||
// 单位换算：存储/引擎用基准单位，输入/显示用字段库选的界面单位
|
||||
const scale = kind === "str" ? 1 : unitScale(meta);
|
||||
const baseUnit = baseUnitOf(meta);
|
||||
const displayUnit = displayUnitOf(meta);
|
||||
const setCond = (patch: Partial<ResearchCondition>) =>
|
||||
set({ conditions: p.conditions.map((x, j) => (j === i ? { ...x, ...patch } : x)) });
|
||||
return (
|
||||
<div className="cond-row" key={i}>
|
||||
<div className="cell-stack">
|
||||
<select
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个条件的字段`}
|
||||
value={c.field}
|
||||
disabled={disabled}
|
||||
onChange={(e) => {
|
||||
const nf = e.target.value;
|
||||
const nm = fieldByName.get(nf);
|
||||
const op = pickOp(c.op, nm);
|
||||
// 从数值字段换到文本字段时清空取值：拿数字去比「行业」是永远为假的组合
|
||||
const keepValue = !(nm?.kind === "str" && kind !== "str");
|
||||
setCond({
|
||||
field: nf,
|
||||
op,
|
||||
value: keepValue ? coerceValue(c.value, op) : coerceValue("", op),
|
||||
});
|
||||
}}
|
||||
>
|
||||
<option value="">选择字段…</option>
|
||||
{fieldGroups.map((g) => (
|
||||
<optgroup key={g.name} label={g.name}>
|
||||
{g.items.map((f) => (
|
||||
<option key={f.name} value={f.name}>
|
||||
{f.label}
|
||||
{f.unit ? `（${f.unit}）` : ""} · {f.name}
|
||||
</option>
|
||||
))}
|
||||
</optgroup>
|
||||
))}
|
||||
{c.field && !meta ? (
|
||||
<option value={c.field}>⚠ 不在字段库：{c.field}</option>
|
||||
) : null}
|
||||
</select>
|
||||
<span className="hint cell-hint">
|
||||
{meta ? (
|
||||
<>
|
||||
{meta.description}
|
||||
{scale !== 1 ? (
|
||||
<>
|
||||
{" "}
|
||||
<b>
|
||||
界面单位 {meta.unit}
|
||||
</b>
|
||||
：按 {meta.unit} 输入，提交时 ×{scale} 换算成基准单位 {baseUnit}
|
||||
（引擎只按基准单位比较，所以改单位不会让已有策略变义）。
|
||||
</>
|
||||
) : null}
|
||||
</>
|
||||
) : c.field ? (
|
||||
"该字段不在字段库中（可能已停用或删除）：请重新选择，否则条件会一直不通过"
|
||||
) : (
|
||||
"选一个字段 —— 下方会显示它的口径与单位"
|
||||
)}
|
||||
</span>
|
||||
</div>
|
||||
<select
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个条件的比较符`}
|
||||
value={c.op}
|
||||
disabled={disabled}
|
||||
onChange={(e) => {
|
||||
const op = e.target.value as Op;
|
||||
setCond({ op, value: coerceValue(c.value, op) });
|
||||
}}
|
||||
>
|
||||
{OPS.filter((o) => opsFor(meta).includes(o.value)).map((o) => (
|
||||
<option key={o.value} value={o.value}>{o.label}</option>
|
||||
))}
|
||||
</select>
|
||||
<select
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个条件的取值方式`}
|
||||
value={isRef ? "ref" : "value"}
|
||||
disabled={disabled}
|
||||
onChange={(e) => {
|
||||
if (e.target.value === "ref") {
|
||||
setCond({ ref: "", value: null });
|
||||
} else {
|
||||
setCond({ ref: null, value: "" });
|
||||
}
|
||||
}}
|
||||
title="取值：和固定数值/文本比；字段：和另一个字段比（如 收盘价 > MA60）"
|
||||
>
|
||||
<option value="value">数值/文本</option>
|
||||
<option value="ref">另一字段</option>
|
||||
</select>
|
||||
{isRef ? (
|
||||
<select
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个条件比较的字段`}
|
||||
value={c.ref ?? ""}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setCond({ ref: e.target.value })}
|
||||
>
|
||||
<option value="">选择字段…</option>
|
||||
{fieldGroups.map((g) => (
|
||||
<optgroup key={g.name} label={g.name}>
|
||||
{g.items.map((f) => (
|
||||
<option key={f.name} value={f.name}>
|
||||
{f.label} · {f.name}
|
||||
</option>
|
||||
))}
|
||||
</optgroup>
|
||||
))}
|
||||
</select>
|
||||
) : (
|
||||
<div className="unit-input">
|
||||
<input
|
||||
className="input mono"
|
||||
aria-label={`第 ${i + 1} 个条件的取值`}
|
||||
inputMode={kind === "num" && c.op !== "in" && c.op !== "not_in" ? "decimal" : "text"}
|
||||
placeholder={
|
||||
c.op === "in" || c.op === "not_in"
|
||||
? "多个值用逗号分隔"
|
||||
: kind === "str"
|
||||
? "文本，如 银行"
|
||||
: "数值"
|
||||
}
|
||||
value={valueToText(c.value, scale)}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setCond({ value: textToValue(e.target.value, c.op, scale, kind) })}
|
||||
/>
|
||||
{displayUnit ? (
|
||||
<span className="unit-suffix" title={`界面单位 ${displayUnit}；提交时按 ×${scale} 换算成基准单位 ${baseUnit}`}>
|
||||
{displayUnit}
|
||||
</span>
|
||||
) : null}
|
||||
</div>
|
||||
)}
|
||||
<Btn
|
||||
icon="x"
|
||||
disabled={disabled}
|
||||
aria-label={`删除第 ${i + 1} 个条件`}
|
||||
title="删除该条件"
|
||||
onClick={() => set({ conditions: p.conditions.filter((_, j) => j !== i) })}
|
||||
/>
|
||||
</div>
|
||||
);
|
||||
})}
|
||||
</div>
|
||||
)}
|
||||
{showErr("conditions") && <div className="field-err" role="alert">{showErr("conditions")}</div>}
|
||||
|
||||
{/* 因子 vs 条件：关系说明（用户 2026-10 反馈第 3 条） */}
|
||||
<div className="relation-note">
|
||||
<div className="relation-note__title">打分因子 与 过滤条件 的关系</div>
|
||||
<div className="relation-note__flow">
|
||||
<span className="chip"><b>1 股票池</b> 剔 ST / 上市天数 / 指数成分</span>
|
||||
<span className="chip"><b>2 过滤条件</b> 全部 AND 通过才有资格</span>
|
||||
<span className="chip"><b>3 打分因子</b> z-score 加权 → 排序</span>
|
||||
<span className="chip"><b>4 取 TopN</b> N 在回测组合里定</span>
|
||||
</div>
|
||||
<div className="hint">
|
||||
<b>条件 = 准入</b>（筛掉不要的，不决定顺序）；<b>因子 = 优先级</b>（决定谁排前面，
|
||||
不筛掉任何人）。同一个字段两种用法都行：你的高股息策略里
|
||||
<code className="mono">dv_ratio ≤ 30</code> 当条件用，是剔掉股息率异常偏高的
|
||||
「高股息陷阱」样本；<code className="mono">dividend_yield</code> 当因子用，
|
||||
是让股息率高的排前面。字段的含义与单位见
|
||||
<Link href="/fields"> 字段库</Link>。
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
@@ -1,820 +0,0 @@
|
||||
"use client";
|
||||
|
||||
/**
|
||||
* 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。
|
||||
*
|
||||
* 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」、
|
||||
* 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
|
||||
* 「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）。
|
||||
* 因此参数只有一个模型 `StrategyParams`，一个表单组件，一套校验。
|
||||
*
|
||||
* 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。
|
||||
*/
|
||||
import { useId, useState } from "react";
|
||||
import type { FactorMeta, ResearchCondition, ResearchSpec, StrategyDefinition } from "@/lib/types";
|
||||
import { Btn, Field } from "@/components/ui";
|
||||
|
||||
export type Op = ResearchCondition["op"];
|
||||
|
||||
export const OPS: { value: Op; label: string }[] = [
|
||||
{ value: "gt", label: ">" },
|
||||
{ value: "gte", label: "≥" },
|
||||
{ value: "lt", label: "<" },
|
||||
{ value: "lte", label: "≤" },
|
||||
{ value: "eq", label: "=" },
|
||||
{ value: "ne", label: "≠" },
|
||||
{ value: "in", label: "属于" },
|
||||
{ value: "not_in", label: "不属于" },
|
||||
];
|
||||
|
||||
export interface StrategyParams {
|
||||
name: string;
|
||||
description: string;
|
||||
/** 加权因子列表（打分公式 = Σ weight × factor） */
|
||||
factors: { name: string; weight: number }[];
|
||||
priceAdjustment: "none" | "qfq" | "hfq";
|
||||
/** n：候选池（择股条件选出的股数） */
|
||||
topN: number;
|
||||
/** x：实际持仓数，必须 ≤ n */
|
||||
holdX: number;
|
||||
/** m：择股间隔（月），0 = 不单独设（跟随 y） */
|
||||
mMonths: number;
|
||||
/** y：调仓间隔（月），0 = 跟随 m */
|
||||
yMonths: number;
|
||||
rebalance: "monthly" | "weekly";
|
||||
/**
|
||||
* 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：
|
||||
* - `substitute`：allow_substitute=true, defer_buy=false（换一只买）
|
||||
* - `defer`：allow_substitute=false, defer_buy=true（顺延到之后首个不涨停的交易日）
|
||||
* - `none`：两者皆 false（不补位，可能少持几只）
|
||||
* 后端拒绝两者同时为 true，因此这里不提供「都选」的组合。
|
||||
*/
|
||||
fillPolicy: FillPolicy;
|
||||
conditions: ResearchCondition[];
|
||||
excludeSt: boolean;
|
||||
minListingDays: number;
|
||||
commission: number; // %
|
||||
stamp: number; // %
|
||||
slippage: number; // %
|
||||
minCommission: number; // 元/笔
|
||||
capital: number;
|
||||
start: string;
|
||||
end: string;
|
||||
}
|
||||
|
||||
/** 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。 */
|
||||
export type FillPolicy = "substitute" | "defer" | "none";
|
||||
|
||||
export const CASE_PRESET: Omit<StrategyParams, "start" | "end" | "name" | "description"> = {
|
||||
factors: [{ name: "dividend_yield", weight: 1 }],
|
||||
priceAdjustment: "hfq",
|
||||
topN: 20,
|
||||
holdX: 20,
|
||||
mMonths: 6,
|
||||
yMonths: 6,
|
||||
rebalance: "monthly",
|
||||
fillPolicy: "defer",
|
||||
conditions: [{ field: "dv_ratio", op: "lte", value: 30 }],
|
||||
excludeSt: true,
|
||||
minListingDays: 250,
|
||||
commission: 0.03,
|
||||
stamp: 0.05,
|
||||
slippage: 0.1,
|
||||
minCommission: 5,
|
||||
capital: 1_000_000,
|
||||
};
|
||||
|
||||
export function emptyParams(range: { start: string; end: string }): StrategyParams {
|
||||
return {
|
||||
...CASE_PRESET,
|
||||
name: "",
|
||||
description: "",
|
||||
factors: [{ name: "momentum_60", weight: 1 }],
|
||||
conditions: [],
|
||||
start: range.start,
|
||||
end: range.end,
|
||||
};
|
||||
}
|
||||
|
||||
export function casePreset(range: { start: string; end: string }): StrategyParams {
|
||||
return { ...CASE_PRESET, name: "", description: "", start: "2020-01-01", end: range.end };
|
||||
}
|
||||
|
||||
/** 参数 → ResearchSpec（回测提交体）。m/y 的 0 语义与后端一致。 */
|
||||
export function paramsToSpec(p: StrategyParams): ResearchSpec {
|
||||
const factors = p.factors.filter((f) => f.name.trim() !== "");
|
||||
return {
|
||||
type: "backtest",
|
||||
universe: { exclude_st: p.excludeSt, min_listing_days: p.minListingDays },
|
||||
price_adjustment: p.priceAdjustment,
|
||||
factors: factors.length ? factors : [{ name: "momentum_60", weight: 1 }],
|
||||
conditions: p.conditions.filter((c) => c.field.trim() !== ""),
|
||||
selection: {
|
||||
top_n: p.topN,
|
||||
hold_top_x: p.holdX,
|
||||
allow_substitute: p.fillPolicy === "substitute",
|
||||
defer_buy: p.fillPolicy === "defer",
|
||||
},
|
||||
rebalance: p.rebalance,
|
||||
// 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
|
||||
// （后端禁止只给 y 而不给 m —— 无锚点无法确定择股日集合）
|
||||
selection_interval_months: p.mMonths > 0 ? p.mMonths : p.yMonths > 0 ? p.yMonths : null,
|
||||
rebalance_interval_months: p.yMonths > 0 ? p.yMonths : p.mMonths > 0 ? p.mMonths : null,
|
||||
costs: {
|
||||
commission_rate: p.commission / 100,
|
||||
stamp_tax_rate: p.stamp / 100,
|
||||
slippage_rate: p.slippage / 100,
|
||||
min_commission: p.minCommission,
|
||||
},
|
||||
initial_capital: p.capital,
|
||||
period: [p.start, p.end],
|
||||
};
|
||||
}
|
||||
|
||||
/** ResearchSpec → 参数（从实验详情「以此参数回测」时使用） */
|
||||
export function paramsFromSpec(
|
||||
spec: Partial<ResearchSpec> & { config_snapshot?: Record<string, unknown> },
|
||||
base: StrategyParams
|
||||
): StrategyParams {
|
||||
const snap = (spec.config_snapshot ?? {}) as Partial<ResearchSpec>;
|
||||
const s = (snap.factors ? snap : spec) as Partial<ResearchSpec>;
|
||||
const sel: NonNullable<ResearchSpec["selection"]> = s.selection ?? { top_n: base.topN };
|
||||
const costs: NonNullable<ResearchSpec["costs"]> = s.costs ?? {};
|
||||
return {
|
||||
...base,
|
||||
factors: s.factors?.length ? s.factors.map((f) => ({ ...f })) : base.factors,
|
||||
priceAdjustment: s.price_adjustment ?? base.priceAdjustment,
|
||||
topN: sel.top_n ?? base.topN,
|
||||
holdX: sel.hold_top_x ?? sel.top_n ?? base.holdX,
|
||||
mMonths: s.selection_interval_months ?? base.mMonths,
|
||||
yMonths: s.rebalance_interval_months ?? base.yMonths,
|
||||
rebalance: s.rebalance ?? base.rebalance,
|
||||
fillPolicy: sel.defer_buy ? "defer" : sel.allow_substitute === false ? "none" : "substitute",
|
||||
conditions: (s.conditions ?? []).map((c) => ({ ...c })),
|
||||
excludeSt: s.universe?.exclude_st ?? base.excludeSt,
|
||||
minListingDays: s.universe?.min_listing_days ?? base.minListingDays,
|
||||
commission: (costs.commission_rate ?? base.commission / 100) * 100,
|
||||
stamp: (costs.stamp_tax_rate ?? base.stamp / 100) * 100,
|
||||
slippage: (costs.slippage_rate ?? base.slippage / 100) * 100,
|
||||
minCommission: costs.min_commission ?? base.minCommission,
|
||||
capital: s.initial_capital ?? base.capital,
|
||||
start: s.period?.[0] ?? base.start,
|
||||
end: s.period?.[1] ?? base.end,
|
||||
};
|
||||
}
|
||||
|
||||
/** 已保存策略 → 参数 */
|
||||
export function paramsFromStrategy(st: StrategyDefinition, base: StrategyParams): StrategyParams {
|
||||
const sel = st.selection ?? {};
|
||||
const costs = st.costs ?? {};
|
||||
return {
|
||||
...base,
|
||||
name: st.name,
|
||||
description: st.description ?? "",
|
||||
factors: st.factors?.length ? st.factors.map((f) => ({ ...f })) : base.factors,
|
||||
priceAdjustment: st.price_adjustment ?? base.priceAdjustment,
|
||||
topN: sel.top_n ?? base.topN,
|
||||
holdX: sel.hold_top_x ?? sel.top_n ?? base.holdX,
|
||||
mMonths: st.selection_interval_months ?? base.mMonths,
|
||||
yMonths: st.rebalance_interval_months ?? base.yMonths,
|
||||
rebalance: st.rebalance ?? base.rebalance,
|
||||
fillPolicy: sel.defer_buy ? "defer" : sel.allow_substitute === false ? "none" : "substitute",
|
||||
conditions: (st.conditions ?? []).map((c) => ({ ...c })),
|
||||
excludeSt: st.universe?.exclude_st ?? base.excludeSt,
|
||||
minListingDays: st.universe?.min_listing_days ?? base.minListingDays,
|
||||
commission: (costs.commission_rate ?? base.commission / 100) * 100,
|
||||
stamp: (costs.stamp_tax_rate ?? base.stamp / 100) * 100,
|
||||
slippage: (costs.slippage_rate ?? base.slippage / 100) * 100,
|
||||
minCommission: costs.min_commission ?? base.minCommission,
|
||||
};
|
||||
}
|
||||
|
||||
/** 参数 → 策略定义（保存到策略库；period/capital 不入库，回测时再补） */
|
||||
export function strategyFromParams(p: StrategyParams, id?: string): StrategyDefinition {
|
||||
const factors = p.factors.filter((f) => f.name.trim() !== "");
|
||||
return {
|
||||
...(id ? { id } : {}),
|
||||
name: p.name.trim(),
|
||||
description: p.description.trim(),
|
||||
spec_type: "backtest",
|
||||
universe: { exclude_st: p.excludeSt, min_listing_days: p.minListingDays },
|
||||
price_adjustment: p.priceAdjustment,
|
||||
factors: factors.length ? factors : [{ name: "momentum_60", weight: 1 }],
|
||||
conditions: p.conditions.filter((c) => c.field.trim() !== ""),
|
||||
selection: {
|
||||
top_n: p.topN,
|
||||
hold_top_x: p.holdX,
|
||||
allow_substitute: p.fillPolicy === "substitute",
|
||||
defer_buy: p.fillPolicy === "defer",
|
||||
},
|
||||
rebalance: p.rebalance,
|
||||
selection_interval_months: p.mMonths > 0 ? p.mMonths : p.yMonths > 0 ? p.yMonths : null,
|
||||
rebalance_interval_months: p.yMonths > 0 ? p.yMonths : p.mMonths > 0 ? p.mMonths : null,
|
||||
costs: {
|
||||
commission_rate: p.commission / 100,
|
||||
stamp_tax_rate: p.stamp / 100,
|
||||
slippage_rate: p.slippage / 100,
|
||||
min_commission: p.minCommission,
|
||||
},
|
||||
portfolio: {},
|
||||
};
|
||||
}
|
||||
|
||||
/** 表单校验（返回 field → 错误文案；空对象 = 通过） */
|
||||
export function validateParams(
|
||||
p: StrategyParams,
|
||||
opts: { requireMeta?: boolean } = {}
|
||||
): Record<string, string> {
|
||||
const e: Record<string, string> = {};
|
||||
if (opts.requireMeta) {
|
||||
if (!p.name.trim()) e.name = "策略名必填（便于在策略库中识别）";
|
||||
else if (p.name.trim().length > 64) e.name = "策略名最多 64 字";
|
||||
if (!p.description.trim()) e.description = "一句话说明必填：说清这个策略做什么";
|
||||
// strategy.description 落库列为 String(300)：超长会被 MySQL 严格模式拒绝，
|
||||
// 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）
|
||||
else if (p.description.trim().length > 300)
|
||||
e.description = `一句话说明最长 300 字（当前 ${p.description.trim().length} 字）`;
|
||||
}
|
||||
if (!p.factors.some((f) => f.name.trim())) e.factors = "至少选择一个因子";
|
||||
else {
|
||||
// 后端 ResearchSpec 校验会拒绝重复因子名（z-score 叠加两次没有意义且易误读），
|
||||
// 这里提前拦住，避免用户填完参数后才吃一个 400
|
||||
const used = p.factors.map((f) => f.name.trim()).filter(Boolean);
|
||||
const dup = used.find((n, i) => used.indexOf(n) !== i);
|
||||
if (dup) e.factors = `因子「${dup}」重复了：同一因子只应出现一次（想加权重请调权重值）`;
|
||||
}
|
||||
if (p.topN < 1) e.topN = "候选池 n 至少为 1";
|
||||
if (p.holdX < 1) e.holdX = "持仓数 x 至少为 1";
|
||||
if (p.holdX > p.topN) e.holdX = `持仓数 x=${p.holdX} 不能大于候选池 n=${p.topN}`;
|
||||
if (p.mMonths < 0 || p.mMonths > 60) e.mMonths = "m 需在 0~60 之间";
|
||||
if (p.yMonths < 0 || p.yMonths > 60) e.yMonths = "y 需在 0~60 之间";
|
||||
if (p.commission < 0 || p.stamp < 0 || p.slippage < 0) e.costs = "费率不能为负";
|
||||
if (p.minCommission < 0) e.minCommission = "最低佣金不能为负";
|
||||
if (p.capital < 10000) e.capital = "初始资金建议 ≥ 1 万";
|
||||
if (!p.start || !p.end) e.period = "起止日期都必填";
|
||||
else if (p.start >= p.end) e.period = "开始日期必须早于结束日期";
|
||||
for (const c of p.conditions) {
|
||||
if (!c.field.trim()) {
|
||||
e.conditions = "存在空的条件字段：请填写字段名或删除该条件";
|
||||
break;
|
||||
}
|
||||
}
|
||||
return e;
|
||||
}
|
||||
|
||||
export interface StrategyParamsFormProps {
|
||||
value: StrategyParams;
|
||||
onChange: (next: StrategyParams) => void;
|
||||
factorOptions: FactorMeta[];
|
||||
/** 显示策略名 + 一句话说明（策略库编辑/保存为策略时） */
|
||||
showMeta?: boolean;
|
||||
/** 显示回测区间与初始资金（回测执行时才需要） */
|
||||
showPeriod?: boolean;
|
||||
/** 显示操作按钮区（表单内提交按钮） */
|
||||
disabled?: boolean;
|
||||
errors?: Record<string, string>;
|
||||
/** 因子选择是否允许加权多项（默认允许） */
|
||||
multiFactor?: boolean;
|
||||
/**
|
||||
* 是否立即显示全部校验错误。
|
||||
*
|
||||
* 默认 false：只在**字段失焦过**之后才显示该字段的错误。理由：受控输入在用户
|
||||
* 清空内容准备重填的瞬间就会被判为「至少为 1」，立刻标红属于打扰式提示；
|
||||
* 提交被拦下时父组件把本值设为 true，确保此时所有问题一次看清。
|
||||
*/
|
||||
revealErrors?: boolean;
|
||||
}
|
||||
|
||||
export function StrategyParamsForm({
|
||||
value: p,
|
||||
onChange,
|
||||
factorOptions,
|
||||
showMeta = false,
|
||||
showPeriod = true,
|
||||
disabled = false,
|
||||
errors = {},
|
||||
multiFactor = true,
|
||||
revealErrors = false,
|
||||
}: StrategyParamsFormProps) {
|
||||
// 稳定唯一前缀：同一个页面可能挂两份表单（策略库编辑 + 回测页），
|
||||
// 写死 id 会撞车，label/for 与 aria 关联就会指错控件。
|
||||
const fid = useId();
|
||||
// 失焦过的字段才提示错误（见 revealErrors 说明）
|
||||
const [touched, setTouched] = useState<Record<string, boolean>>({});
|
||||
const blur = (key: string) => () => setTouched((t) => ({ ...t, [key]: true }));
|
||||
const showErr = (key: string) => (revealErrors || touched[key] ? errors[key] : undefined);
|
||||
const set = (patch: Partial<StrategyParams>) => onChange({ ...p, ...patch });
|
||||
const setFactor = (i: number, patch: Partial<{ name: string; weight: number }>) =>
|
||||
set({ factors: p.factors.map((f, j) => (j === i ? { ...f, ...patch } : f)) });
|
||||
|
||||
return (
|
||||
<div className="params-form">
|
||||
{showMeta && (
|
||||
/* 策略名（定宽）+ 一句话说明（占满剩余宽度、多行）并排：
|
||||
说明最长 300 字，塞进单行 input 必然截断（截图实测「例：全市场股息率最高的 2」
|
||||
就被切掉），所以这里用 textarea 并给足高度。 */
|
||||
<div className="params-meta">
|
||||
<Field label="策略名（必填）" hint="在策略库中唯一" className="params-meta__name">
|
||||
<input
|
||||
className="input"
|
||||
value={p.name}
|
||||
maxLength={64}
|
||||
placeholder="例：高股息 6 月择股 · 低频"
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ name: e.target.value })}
|
||||
onBlur={blur("name")}
|
||||
/>
|
||||
{showErr("name") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("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（${p.description.length}/300，落库列宽上限）`}
|
||||
className="params-meta__desc"
|
||||
>
|
||||
<textarea
|
||||
className={`input${showErr("description") ? " input--invalid" : ""}`}
|
||||
rows={2}
|
||||
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 })}
|
||||
onBlur={blur("description")}
|
||||
/>
|
||||
{showErr("description") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("description")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 因子（打分公式） ----------
|
||||
用「表头 + 栅格行」表达多项因子：列宽由 CSS 栅格统一控制（不再在 JSX 里写
|
||||
内联宽度），这样因子下拉、权重输入、删除按钮在所有行严格成列对齐；
|
||||
视觉表头给正常用户，aria-label 给读屏（重复行只有表头时读屏无法分辨）。 */}
|
||||
<div className="between" style={{ marginBottom: 8 }}>
|
||||
<b className="form-section__title">打分因子（score = Σ 权重 × 因子值，越大越优先）</b>
|
||||
{multiFactor && (
|
||||
<Btn
|
||||
icon="layers"
|
||||
size="sm"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ factors: [...p.factors, { name: factorOptions[0]?.name ?? "", weight: 1 }] })}
|
||||
>
|
||||
添加因子
|
||||
</Btn>
|
||||
)}
|
||||
</div>
|
||||
<div className="factor-rows">
|
||||
<div className="factor-rows__head" aria-hidden="true">
|
||||
<span>因子</span>
|
||||
<span>权重</span>
|
||||
<span />
|
||||
</div>
|
||||
{p.factors.map((f, i) => (
|
||||
<div className="factor-row" key={i}>
|
||||
<select
|
||||
id={`${fid}-name-${i}`}
|
||||
className="input"
|
||||
aria-label={`第 ${i + 1} 个因子的名称`}
|
||||
value={f.name}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setFactor(i, { name: e.target.value })}
|
||||
>
|
||||
{!factorOptions.some((o) => o.name === f.name) && f.name ? (
|
||||
<option value={f.name}>{f.name}（未在因子表）</option>
|
||||
) : null}
|
||||
{factorOptions.map((o) => (
|
||||
<option key={o.name} value={o.name}>
|
||||
{o.name}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
<input
|
||||
id={`${fid}-weight-${i}`}
|
||||
className="input mono"
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="0.1"
|
||||
min={0}
|
||||
aria-label={`第 ${i + 1} 个因子的权重`}
|
||||
title="权重：越大表示该因子在打分中越重要（1 = 等权）"
|
||||
value={f.weight}
|
||||
disabled={disabled}
|
||||
onChange={(e) => setFactor(i, { weight: Number(e.target.value) })}
|
||||
/>
|
||||
{multiFactor && p.factors.length > 1 ? (
|
||||
/* 与同行的下拉/输入同为 md 高度：行内控件必须等高，否则整行看起来是斜的 */
|
||||
<Btn
|
||||
icon="x"
|
||||
disabled={disabled}
|
||||
aria-label={`删除第 ${i + 1} 个因子`}
|
||||
title="删除该因子"
|
||||
onClick={() => set({ factors: p.factors.filter((_, j) => j !== i) })}
|
||||
/>
|
||||
) : (
|
||||
<span />
|
||||
)}
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
<div className="hint" style={{ marginTop: 6 }}>
|
||||
权重 1 = 等权；只想用单个因子时把其它因子删掉即可。多个因子会先各自做横截面
|
||||
z-score 标准化再加权，避免量纲不同互相压制。
|
||||
</div>
|
||||
{errors.factors && (
|
||||
<div className="field-err" role="alert">
|
||||
{errors.factors}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 选股规模与周期 ---------- */}
|
||||
<div className="form-grid" style={{ marginTop: 12 }}>
|
||||
<Field
|
||||
label="候选池 n（择股条件选出股数）"
|
||||
hint="范围 1~500；n 越大越分散，越小越集中"
|
||||
>
|
||||
<input
|
||||
className={`input${errors.topN ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="numeric"
|
||||
min={1}
|
||||
max={500}
|
||||
value={p.topN}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ topN: Number(e.target.value) })}
|
||||
onBlur={blur("topN")}
|
||||
/>
|
||||
{showErr("topN") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("topN")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="持仓数 x（≤ n）" hint="最终实际持有只数，通常等于 n">
|
||||
<input
|
||||
className={`input${errors.holdX ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="numeric"
|
||||
min={1}
|
||||
max={p.topN}
|
||||
value={p.holdX}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ holdX: Number(e.target.value) })}
|
||||
onBlur={blur("holdX")}
|
||||
/>
|
||||
{showErr("holdX") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("holdX")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="择股间隔 m（月）" hint="多久重新挑一次股；0 = 跟随 y">
|
||||
<input
|
||||
className={`input${errors.mMonths ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="numeric"
|
||||
min={0}
|
||||
max={60}
|
||||
value={p.mMonths}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ mMonths: Number(e.target.value) })}
|
||||
onBlur={blur("mMonths")}
|
||||
/>
|
||||
{showErr("mMonths") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("mMonths")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="调仓间隔 y（月）" hint="多久按最新选股结果换一次仓；0 = 跟随 m">
|
||||
<input
|
||||
className={`input${errors.yMonths ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="numeric"
|
||||
min={0}
|
||||
max={60}
|
||||
value={p.yMonths}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ yMonths: Number(e.target.value) })}
|
||||
onBlur={blur("yMonths")}
|
||||
/>
|
||||
{showErr("yMonths") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("yMonths")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field label="调仓频率" hint="仅当 m、y 都为 0 时生效（否则由 m/y 决定）">
|
||||
<select
|
||||
className="input"
|
||||
value={p.rebalance}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ rebalance: e.target.value as "monthly" | "weekly" })}
|
||||
>
|
||||
<option value="monthly">月度</option>
|
||||
<option value="weekly">周度</option>
|
||||
</select>
|
||||
</Field>
|
||||
<Field
|
||||
label="买不进时的补位（涨停 / 停牌）"
|
||||
hint="后端两个字段互斥，这里用三选一表达，避免出现「都不生效」的静默组合"
|
||||
className="field--wide"
|
||||
>
|
||||
<div className="radio-col">
|
||||
{(
|
||||
[
|
||||
["substitute", "换一只买", "从候选池之外按复合分往下找可买标的，补足持仓数"],
|
||||
["defer", "顺延买入", "等它到之后首个不涨停的交易日再按收盘价买入（到下次调仓仍未成交则作废）"],
|
||||
["none", "不补位", "买不进就空着，实际持仓可能少于持仓数 x"],
|
||||
] as const
|
||||
).map(([val, label, desc]) => (
|
||||
<label key={val} className="radio-row">
|
||||
<input
|
||||
type="radio"
|
||||
/* 同一页面可能挂两份表单：name 必须带表单实例前缀，
|
||||
否则两边的单选会互相取消选中（原生 radio 按 name 分组） */
|
||||
name={`${fid}-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</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" hint="ST 按择股日当时的股票名称判定">
|
||||
<label className="check">
|
||||
<input
|
||||
type="checkbox"
|
||||
checked={p.excludeSt}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ excludeSt: e.target.checked })}
|
||||
/>
|
||||
剔除 ST
|
||||
</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"
|
||||
inputMode="numeric"
|
||||
min={0}
|
||||
step={10}
|
||||
value={p.minListingDays}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ minListingDays: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field
|
||||
label="手续费率 %"
|
||||
hint="买卖双向收取；A 股常见 0.025%~0.03%"
|
||||
>
|
||||
<input
|
||||
className={`input${errors.costs ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="0.01"
|
||||
min={0}
|
||||
max={1}
|
||||
value={p.commission}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ commission: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="印花税率 %" hint="仅卖出收取；A 股 0.05%（2023 年 8 月起减半）">
|
||||
<input
|
||||
className={`input${errors.costs ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="0.01"
|
||||
min={0}
|
||||
max={1}
|
||||
value={p.stamp}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ stamp: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="滑点率 %" hint="按成交价的比例估计冲击成本；0.05%~0.1% 较常见">
|
||||
<input
|
||||
className={`input${errors.costs ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="0.01"
|
||||
min={0}
|
||||
max={1}
|
||||
value={p.slippage}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ slippage: Number(e.target.value) })}
|
||||
/>
|
||||
</Field>
|
||||
<Field label="最低佣金（元/笔）" hint="按笔收取的下限，如 5 元">
|
||||
<input
|
||||
className={`input${errors.minCommission ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="decimal"
|
||||
step="1"
|
||||
min={0}
|
||||
value={p.minCommission}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ minCommission: Number(e.target.value) })}
|
||||
onBlur={blur("minCommission")}
|
||||
/>
|
||||
{showErr("minCommission") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("minCommission")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
{/* 费率类错误的行内落点：三个费率共用一个错误键（费率不能为负） */}
|
||||
{errors.costs && (
|
||||
<div className="field-err" role="alert" style={{ gridColumn: "1 / -1" }}>
|
||||
{errors.costs}
|
||||
</div>
|
||||
)}
|
||||
{showPeriod && (
|
||||
<>
|
||||
<Field label="初始资金（元）" hint="回测初始本金，默认 100 万">
|
||||
<input
|
||||
className={`input${errors.capital ? " input--invalid" : ""}`}
|
||||
type="number"
|
||||
inputMode="numeric"
|
||||
step={100000}
|
||||
min={10000}
|
||||
value={p.capital}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ capital: Number(e.target.value) })}
|
||||
onBlur={blur("capital")}
|
||||
/>
|
||||
{showErr("capital") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("capital")}
|
||||
</div>
|
||||
)}
|
||||
</Field>
|
||||
<Field
|
||||
label="开始日期"
|
||||
hint="回测起始日（含）"
|
||||
className={showErr("period") ? "field--invalid" : undefined}
|
||||
>
|
||||
<input
|
||||
type="date"
|
||||
className={`input${showErr("period") ? " input--invalid" : ""}`}
|
||||
value={p.start}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ start: e.target.value })}
|
||||
/>
|
||||
</Field>
|
||||
<Field
|
||||
label="结束日期"
|
||||
hint="回测结束日（含）"
|
||||
className={showErr("period") ? "field--invalid" : undefined}
|
||||
>
|
||||
<input
|
||||
type="date"
|
||||
className={`input${showErr("period") ? " input--invalid" : ""}`}
|
||||
value={p.end}
|
||||
disabled={disabled}
|
||||
onChange={(e) => set({ end: e.target.value })}
|
||||
/>
|
||||
</Field>
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
{showErr("period") && (
|
||||
<div className="field-err" role="alert">
|
||||
{showErr("period")}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* ---------- 选股过滤条件 ---------- */}
|
||||
<div style={{ marginTop: 14 }}>
|
||||
<div className="between" style={{ marginBottom: 8 }}>
|
||||
<b className="form-section__title">
|
||||
选股过滤条件（AND，universe 之后、因子排序之前执行）
|
||||
</b>
|
||||
<Btn
|
||||
icon="layers"
|
||||
size="sm"
|
||||
disabled={disabled}
|
||||
onClick={() => set({ conditions: [...p.conditions, { field: "", op: "gte", value: 0 }] })}
|
||||
>
|
||||
添加条件
|
||||
</Btn>
|
||||
</div>
|
||||
{p.conditions.length === 0 ? (
|
||||
<div className="hint">未设置条件：候选池 = universe 内因子分最高的 n 只。</div>
|
||||
) : (
|
||||
<div className="cond-rows">
|
||||
<div className="cond-rows__head" aria-hidden="true">
|
||||
<span>字段</span>
|
||||
<span>比较</span>
|
||||
<span>取值</span>
|
||||
<span />
|
||||
</div>
|
||||
{p.conditions.map((c, i) => (
|
||||
<div className="cond-row" key={i}>
|
||||
<input
|
||||
className="input mono"
|
||||
list={`${fid}-cond-fields`}
|
||||
aria-label={`第 ${i + 1} 个条件的字段名`}
|
||||
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"
|
||||
aria-label={`第 ${i + 1} 个条件的比较符`}
|
||||
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 mono"
|
||||
aria-label={`第 ${i + 1} 个条件的取值`}
|
||||
inputMode="decimal"
|
||||
placeholder="数值或字段名"
|
||||
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}
|
||||
aria-label={`删除第 ${i + 1} 个条件`}
|
||||
title="删除该条件"
|
||||
onClick={() => set({ conditions: p.conditions.filter((_, j) => j !== i) })}
|
||||
/>
|
||||
</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>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
@@ -29,9 +29,11 @@ const GROUPS: { title: string; items: NavItem[] }[] = [
|
||||
{
|
||||
title: "策略",
|
||||
items: [
|
||||
{ href: "/strategies", label: "策略库", icon: "book" },
|
||||
{ href: "/backtest", label: "选股回测", icon: "gauge" },
|
||||
{ href: "/strategies", label: "选股策略库", icon: "book" },
|
||||
{ href: "/fields", label: "字段库", icon: "filter" },
|
||||
{ href: "/backtest", label: "回测组合", icon: "gauge" },
|
||||
{ href: "/experiments", label: "实验对比", icon: "archive" },
|
||||
{ href: "/settings", label: "公共配置", icon: "database" },
|
||||
],
|
||||
},
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user