汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):
1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
- 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
- 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
- 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
- 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
- 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)
2) 策略库与前端统一
- strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
- 任何出现股票代码处都成对显示名称且可点击进个股页
- 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上
3) 回测存档完整化(可往复查看)
- 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
- data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
- 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
- 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
- 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
**交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
非回测归档不套用回测口径
- 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)
门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
162 lines
4.6 KiB
TypeScript
162 lines
4.6 KiB
TypeScript
"use client";
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/** 应用外壳:桌面左侧导航栏 + 窄屏顶栏与抽屉(usePathname 高亮当前页)。 */
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import { useEffect, useState } from "react";
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import Link from "next/link";
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import { usePathname } from "next/navigation";
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import { Icon, type IconName } from "@/components/icons";
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interface NavItem {
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href: string;
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label: string;
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icon: IconName;
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}
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/**
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* 导航分组:按「研究闭环」的真实使用顺序排列 ——
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* 找标的(股票池)→ 出候选(筛选)→ 定规则(策略库)→ 验规则(回测)→ 复盘(实验)。
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* 「交易信号」「因子研究」是可选支路,放在同组但靠后;单独建组会让闭环读起来断裂。
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*/
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const GROUPS: { title: string; items: NavItem[] }[] = [
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{
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title: "研究",
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items: [
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{ href: "/", label: "总览", icon: "grid" },
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{ href: "/stocks", label: "股票池", icon: "candles" },
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{ href: "/selection", label: "股票筛选", icon: "target" },
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],
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},
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{
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title: "策略",
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items: [
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{ href: "/strategies", label: "策略库", icon: "book" },
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{ href: "/backtest", label: "选股回测", icon: "gauge" },
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{ href: "/experiments", label: "实验对比", icon: "archive" },
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],
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},
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{
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title: "因子与信号",
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items: [
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{ href: "/factors", label: "因子研究", icon: "flask" },
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{ href: "/factors/compose", label: "因子组合", icon: "layers" },
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{ href: "/signals", label: "交易信号", icon: "scale" },
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],
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},
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];
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function isActive(href: string, pathname: string): boolean {
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if (href === "/") return pathname === "/";
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if (href === "/factors") return pathname === "/factors";
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if (pathname === href || pathname.startsWith(href + "/")) return true;
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return false;
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}
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function Brand() {
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return (
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<Link href="/" className="brand" style={{ textDecoration: "none" }}>
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<span className="logo">
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<Icon name="logo" size={18} />
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</span>
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<span>
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qlib-platform
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<small>个人 A 股量化研究台</small>
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</span>
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</Link>
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);
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}
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function NavLinks({ pathname, onNavigate }: { pathname: string; onNavigate?: () => void }) {
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return (
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<>
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{GROUPS.map((g) => (
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<div key={g.title}>
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<div className="nav-label">{g.title}</div>
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{g.items.map((item) => {
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const active = isActive(item.href, pathname);
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return (
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<Link
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key={item.href}
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href={item.href}
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className={active ? "nav-link active" : "nav-link"}
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aria-current={active ? "page" : undefined}
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onClick={onNavigate}
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>
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<span className="nav-ic">
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<Icon name={item.icon} size={17} />
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</span>
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{item.label}
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</Link>
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);
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})}
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</div>
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))}
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</>
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);
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}
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export function AppShell({ children }: { children: React.ReactNode }) {
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const pathname = usePathname();
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const [open, setOpen] = useState(false);
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// 路由变化时收起抽屉
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useEffect(() => {
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setOpen(false);
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}, [pathname]);
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useEffect(() => {
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if (!open) return;
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const onKey = (e: KeyboardEvent) => {
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if (e.key === "Escape") setOpen(false);
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};
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window.addEventListener("keydown", onKey);
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document.body.style.overflow = "hidden";
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return () => {
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window.removeEventListener("keydown", onKey);
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document.body.style.overflow = "";
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};
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}, [open]);
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return (
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<div className="shell">
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<aside className="rail nav" aria-label="主导航">
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<Brand />
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<NavLinks pathname={pathname} />
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<div className="rail-foot">
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数据源 Tushare 首选 · 新浪校验兜底
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<br />
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数据库 MySQL · 研究引擎 Qlib
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</div>
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</aside>
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<div className="topbar">
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<button
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type="button"
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className="icon-btn"
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aria-label="打开导航菜单"
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aria-expanded={open}
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onClick={() => setOpen(true)}
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style={{ width: 36, height: 36 }}
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>
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<Icon name="filter" size={18} />
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</button>
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<Brand />
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</div>
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{open ? (
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<div className="scrim show" aria-hidden="true" onClick={() => setOpen(false)} />
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) : null}
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<aside
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className={open ? "drawer nav open" : "drawer nav"}
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aria-label="移动端导航"
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aria-hidden={!open}
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>
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{open ? <NavLinks pathname={pathname} onNavigate={() => setOpen(false)} /> : null}
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</aside>
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<main className="content">
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<div className="page">{children}</div>
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</main>
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</div>
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);
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}
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