qlib/frontend/web/app/factors/page.tsx

"use client";

import { useEffect, useState } from "react";
import { apiGet } from "@/lib/api";
import { submitJob, waitJob } from "@/lib/jobs";
import type { FactorMeta, FactorTestReport, ResearchSpec } from "@/lib/types";
import { recentRange } from "@/lib/dates";
import {
  PageHeader,
  Card,
  Metric,
  Pill,
  Field,
  Btn,
  Banner,
  Progress,
  Empty,
  SkeletonLines,
} from "@/components/ui";

export default function FactorsPage() {
  const [factors, setFactors] = useState<FactorMeta[]>([]);
  const [loading, setLoading] = useState(true);
  const [checked, setChecked] = useState<Set<string>>(new Set());
  const [expanded, setExpanded] = useState<Set<string>>(new Set());
  const [start, setStart] = useState("");
  const [end, setEnd] = useState("");
  const [reports, setReports] = useState<Record<string, FactorTestReport>>({});
  const [running, setRunning] = useState(false);
  const [processed, setProcessed] = useState(0);
  const [current, setCurrent] = useState<{ idx: number; total: number; name: string } | null>(null);
  const [jobId, setJobId] = useState("");
  const [error, setError] = useState("");

  useEffect(() => {
    let alive = true;
    apiGet<FactorMeta[]>("/factors")
      .then((list) => {
        if (!alive) return;
        setFactors(list);
        const picks = ["momentum_60", "volatility_60"].filter((n) =>
          list.some((f) => f.name === n),
        );
        setChecked(new Set(picks));
      })
      .catch((e: Error) => setError(e.message))
      .finally(() => alive && setLoading(false));
    const { start: s, end: e } = recentRange();
    setStart(s);
    setEnd(e);
    return () => {
      alive = false;
    };
  }, []);

  function toggleCheck(name: string) {
    setChecked((prev) => {
      const next = new Set(prev);
      if (next.has(name)) next.delete(name);
      else next.add(name);
      return next;
    });
  }

  function toggleExpand(name: string) {
    setExpanded((prev) => {
      const next = new Set(prev);
      if (next.has(name)) next.delete(name);
      else next.add(name);
      return next;
    });
  }

  async function run() {
    const names = factors.map((f) => f.name).filter((n) => checked.has(n));
    if (names.length === 0) {
      setError("请至少选择一个因子");
      return;
    }
    setRunning(true);
    setError("");
    setJobId("");
    setReports({});
    setProcessed(0);
    try {
      let index = 0;
      for (const name of names) {
        index += 1;
        setCurrent({ idx: index, total: names.length, name });
        const spec: ResearchSpec = {
          type: "factor_test",
          universe: { exclude_st: true, min_listing_days: 0 },
          factors: [{ name, weight: 1 }],
          selection: { top_n: 10 },
          rebalance: "monthly",
          period: [start, end],
        };
        const { job_id } = await submitJob(spec);
        setJobId(job_id);
        const out = await waitJob<FactorTestReport>(job_id);
        if (out.status === "success" && out.result) {
          setReports((prev) => ({ ...prev, [name]: out.result! }));
        } else {
          const msg = `因子 ${name}：${out.status}${out.error ? `：${out.error}` : ""}`;
          setError((prev) => (prev ? `${prev}\n${msg}` : msg));
        }
        setProcessed(index);
      }
    } catch (e) {
      setError((e as Error).message);
    } finally {
      setRunning(false);
      setCurrent(null);
      setJobId("");
    }
  }

  const selectedCount = checked.size;
  const reportNames = Object.keys(reports);
  const progressPct = selectedCount === 0 ? 0 : Math.round((processed / selectedCount) * 100);

  return (
    <>
      <PageHeader
        title="因子研究"
        sub="勾选行情因子并运行单因子测试（IC / RankIC / 分层）。每个因子独立异步执行并归档为实验，可在「实验」页查看与复跑。"
        actions={<Pill tone="accent" icon="flask">{reportNames.length}/{selectedCount} 个已出报告</Pill>}
      />

      {error && !running ? (
        <Banner tone="error">
          <pre style={{ margin: 0, whiteSpace: "pre-line", font: "inherit" }}>{error}</pre>
        </Banner>
      ) : null}

      <Card
        title="因子目录"
        icon="flask"
        sub="点击行展开定义 · 勾选后点下方「运行因子测试」"
        tools={<Pill tone="violet">已选 {selectedCount} 个</Pill>}
        flush
      >
        {loading ? (
          <div style={{ padding: 18 }}>
            <SkeletonLines n={7} />
          </div>
        ) : factors.length === 0 ? (
          <Empty
            icon="flask"
            title="暂无因子目录"
            hint="请确认后端已启动，且 /api/factors 返回因子元数据。"
          />
        ) : (
          <>
            <div className="table-wrap">
              <table className="tbl">
                <thead>
                  <tr>
                    <th style={{ width: 44 }}></th>
                    <th>因子</th>
                    <th>回看</th>
                    <th>方向</th>
                    <th>简介（用法 / 何时有效）</th>
                  </tr>
                </thead>
                <tbody>
                  {factors.map((f) => (
                    <FactorRow
                      key={f.name}
                      factor={f}
                      checked={checked.has(f.name)}
                      expanded={expanded.has(f.name)}
                      onToggleCheck={() => toggleCheck(f.name)}
                      onToggleExpand={() => toggleExpand(f.name)}
                    />
                  ))}
                </tbody>
              </table>
            </div>
            <div className="hint" style={{ padding: "10px 16px", borderTop: "1px solid var(--line)" }}>
              计分规则：每个因子在每日横截面做 z-score 标准化（低为好自动取负）；组合页按权重叠加得分选股。
            </div>
          </>
        )}
      </Card>

      <Card title="运行单因子测试" icon="play" tools={running ? <Pill tone="accent" icon="spinner">执行中</Pill> : undefined}>
        <div className="form-grid">
          <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>
          <Btn
            variant="primary"
            icon="play"
            loading={running}
            disabled={running || selectedCount === 0}
            onClick={run}
          >
            {running
              ? `运行中 ${processed}/${selectedCount}`
              : selectedCount === 0
                ? "请先勾选因子"
                : `运行因子测试（${selectedCount} 个）`}
          </Btn>
        </div>

        {running ? (
          <div style={{ marginTop: 14 }}>
            <Progress
              value={progressPct}
              label={
                <>
                  正在运行：<b>{current?.name}</b>（{current?.idx}/{current?.total}）· 后台任务{" "}
                  <span className="mono">{jobId || "排队中…"}</span>
                </>
              }
            />
          </div>
        ) : null}
      </Card>

      {reportNames.length === 0 && !running && !error ? (
        <Card>
          <Empty
            icon="chartLine"
            title="还没有测试报告"
            hint="勾选一个或多个因子并设置研究区间后运行；完成后报告会按因子逐一出现在这里。"
          />
        </Card>
      ) : null}

      {reportNames.map((name) => {
        const meta = factors.find((f) => f.name === name);
        return (
          <Card
            key={name}
            icon="chartLine"
            title={name}
            sub={meta?.brief}
            tools={
              <Pill tone="pos" icon="check">
                已完成
              </Pill>
            }
          >
            <ReportView report={reports[name]} />
          </Card>
        );
      })}
    </>
  );
}

function FactorRow(props: {
  factor: FactorMeta;
  checked: boolean;
  expanded: boolean;
  onToggleCheck: () => void;
  onToggleExpand: () => void;
}) {
  const { factor: f } = props;
  return (
    <>
      <tr style={{ cursor: "pointer" }} onClick={props.onToggleExpand}>
        <td onClick={(e) => e.stopPropagation()}>
          <input
            type="checkbox"
            checked={props.checked}
            onChange={props.onToggleCheck}
            aria-label={`选择因子 ${f.name}`}
          />
        </td>
        <td className="cell-strong">
          <span className="mono">{f.name}</span>
        </td>
        <td>
          <span className="tag tag--mono">{f.lookback} 日</span>
        </td>
        <td>
          <Pill tone={f.direction === "higher_is_better" ? "accent" : "violet"}>
            {f.direction === "higher_is_better" ? "高为好" : "低为好"}
          </Pill>
        </td>
        <td className="hint">{f.brief ?? f.description}</td>
      </tr>
      {props.expanded ? (
        <tr className="expand-cell">
          <td colSpan={5}>
            <div>
              <b className="mono">{f.name}</b> · {f.description}
              <div className="hint" style={{ marginTop: 6 }}>
                公式：<span className="mono">{f.formula}</span>；回看 {f.lookback} 个交易日；频率 {f.frequency}；
                方向：
                {f.direction === "higher_is_better" ? "因子值越高得分越高" : "因子值越低得分越高（引擎自动反向）"}
              </div>
              {f.brief ? <div className="hint" style={{ marginTop: 6 }}>{f.brief}</div> : null}
            </div>
          </td>
        </tr>
      ) : null}
    </>
  );
}

function ReportView({ report }: { report: FactorTestReport }) {
  const qs = report.quantile_returns ?? [];
  const maxAbs = Math.max(0.001, ...qs.map((q) => Math.abs(q.return_pct)));
  return (
    <div className="stack" style={{ gap: 16 }}>
      <div className="metric-grid" style={{ marginBottom: 0 }}>
        <Metric
          label="IC 均值"
          icon="chartLine"
          value={report.ic_mean.toFixed(4)}
          tone={report.ic_mean >= 0 ? "pos" : "neg"}
        />
        <Metric
          label="RankIC 均值"
          value={report.rank_ic_mean.toFixed(4)}
          tone={report.rank_ic_mean >= 0 ? "pos" : "neg"}
        />
        <Metric
          label="ICIR"
          value={report.icir.toFixed(3)}
          tone={report.icir >= 1 ? "pos" : "plain"}
          sub="越大越稳定"
        />
        <Metric
          label="正收益占比"
          value={`${report.positive_ratio_pct.toFixed(1)}%`}
          tone={report.positive_ratio_pct >= 50 ? "pos" : "warn"}
        />
        <Metric label="样本日数" value={report.sample_days} icon="calendar" />
      </div>

      {qs.length > 0 ? (
        <div>
          <div className="field__label" style={{ marginBottom: 2 }}>
            分层表现（Q1 最低因子值 → Q5 最高，未来 21 日平均收益）
          </div>
          <div className="vbars" role="img" aria-label="分层收益柱状图">
            {qs.map((q) => {
              const v = q.return_pct;
              const h = Math.max(4, Math.round((Math.abs(v) / maxAbs) * 72));
              return (
                <div className="vbars__item" key={q.quantile}>
                  <span className="vbars__val">{v >= 0 ? "+" : ""}{v.toFixed(2)}%</span>
                  <div className={`vbars__bar ${v >= 0 ? "is-pos" : "is-neg"}`} style={{ height: h }} />
                  <span className="vbars__cap">Q{q.quantile + 1}</span>
                </div>
              );
            })}
          </div>
        </div>
      ) : null}

      <div className="hint">
        读数：IC / RankIC 为正表示与未来收益正相关，ICIR 越大越稳定；分层收益若高分层显著高于低分层说明单调性好。
        单因子测试 ≠ 策略有效，需结合样本外与稳健性分析。
      </div>
    </div>
  );
}