Simon
48a97c2a12
用户要求：「所有买卖点详细说明买卖理由，用数据说话」「回测图上增加因子相关曲线
（买卖依据是股息率，就加股息率曲线）」「所有曲线能弹出新页面放大」。
一、买卖理由（后端产出结构化数据，前端只展示）
- 新增 `quant/trade_reasons.py`：封闭词表 + 文案构造器，组合引擎与单策略引擎共用，
避免两个引擎对同一件事写出两种说法。理由里带**引擎当时的真实数字**：
综合分名次/候选数/综合分/各因子原始值/持有交易日/预算与最低佣金/涨停比值等。
- 买入：按名次建仓、顺延成交、涨停未买、停牌未买、现金不足、不足最低佣金；
卖出：跌出 TopN（含第几名掉出）、被股票池过滤（与「跌出 TopN」分开写）、
超 Tmax 强制了结、Tmin 保护暂留、停牌/跌停顺延。
- `ActionRecord.reason` 覆盖**成交与未成交**全部买卖点（原 `reject_reason` 保留不动，
老归档仍可读）；`Trade.entry_reason / exit_reason` 跟着成交记录走。
- 名次来自调仓日完整排名（新增 `_ranked_by_day`），拿不到名次时如实写「未给出名次」，
绝不编造一个名次填进去。
- 未成交明细不再只写执行层原因：把「为什么选中它、当时各因子多少」一并给出。
二、因子曲线
- `FactorCurve`：每个策略因子一条曲线，值为**当日持仓按市值加权平均的原始值**
（不做 z-score、不按方向取反，空仓日不落点、不插值、不用 0 填充），并带
label/direction/unit 供界面说明口径；`FactorDef/FactorTemplate` 新增 `unit`
（股息率 %、量比/接近新高 倍数、动量等 小数），11 个内置因子实例已逐一核对。
- 归档体积预算照旧按整包计量，无需改迁移。
三、界面
- 结果页新增「买卖说明」区块：全部买卖点 + 理由 + 数字标签，支持方向/成交状态/关键字
筛选与日期排序；成交明细表加「为什么买 / 为什么卖」两列；新增「因子曲线」区块，
每条曲线标出组合成交日，直接对照「买卖发生在什么水平」。
- 「新页面放大」：每条曲线（净值/回撤/因子/个股/月度）都能开 `/charts/{归档id}?s=...`
整页看大图；放大页是 Server Component，数据从归档直出，URL 可分享且与归档一致。
未归档的结果如实说明「未归档，无法放大」，不给坏链接。
- 数字格式与后端 `f"{v:.4f}"` 同规则（四舍六入五成双）：修掉 0.03125 在理由原文里
显示 0.0312、旁边标签显示 0.0313 的不一致（17 组边界值与 Python 逐一比对一致）。
- `/factors/compose` 结果区改用同一个 `BacktestResultView`，两处口径不会再漂移。
验证：
- 新增 `tests/test_trade_reasons.py` 8 条（买入数字、跌出 TopN 名次、不在候选池、
Tmax、Tmin 暂留、涨停未成交、因子曲线加权值、空仓不落点）；后端 510 条全过，ruff clean。
- 真实数据端到端：`/api/combos/run` 6 个月高股息组合（EXP-8EA2819B）13 个买卖点
100% 带理由与数字，因子曲线 dividend_yield 117 点、单位 %；
`scripts/verify_backtest_page_contract.py`（4 年、301 个买卖点、140 笔成交）扩展断言
理由词表/名次/因子值/曲线单调性后通过。
- 浏览器实测：归档详情页与放大页 `/charts/...?s=factor:dividend_yield` 等 5 种曲线
全部 200 渲染，截图确认表格与曲线数值正确。
667 lines
27 KiB
TypeScript
667 lines
27 KiB
TypeScript
"use client";
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/**
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* 回测组合（/backtest）—— 选若干选股策略 + 填回测参数 → 保存为组合 / 直接运行。
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*
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* 2026-09 重构后这里是回测的**唯一产品入口**：
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* - 选股策略（怎么选股）来自 /strategies；
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* - 费率 / 复权口径来自 /settings（公共配置，本页只读展示）；
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* - 本页只定「回测时才定的参数」：起始资金、持仓数 N、持仓天数区间 [Tmin,Tmax]、
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* 调仓时机（日/周/月）、回测区间。
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*
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* 进入方式（都可分享 URL）：
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* - 直接进入：空组合开始；
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* - `?combo=CMB-xxx`：载入已保存组合；
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* - `?strategy=STG-xxx`：预先把该选股策略勾进组合（从策略库「加入回测组合」过来）。
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*/
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import { Suspense, useCallback, useEffect, useMemo, useRef, useState } from "react";
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import Link from "next/link";
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import { useSearchParams } from "next/navigation";
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import { apiDelete, apiGet, apiPost, apiPut } from "@/lib/api";
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import { STAGE_LABEL, runSavedCombo, submitComboJob, waitJob } from "@/lib/jobs";
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import { recentRange } from "@/lib/dates";
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import type { BacktestCombo, BacktestResult, GlobalConfig, SelectionStrategy } from "@/lib/types";
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import { PageHeader, Card, Pill, Btn, Banner, Empty, Loading, Field, Progress, BacktestMetrics } from "@/components/ui";
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import { BacktestResultView } from "@/components/BacktestResultView";
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import { adjustLabel } from "@/lib/labels";
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export default function BacktestPage() {
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return (
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<Suspense fallback={<Loading label="加载回测组合页…" />}>
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<BacktestInner />
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</Suspense>
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);
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}
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interface Draft {
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name: string;
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description: string;
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strategyIds: string[];
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initialCapital: number;
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holdCount: number;
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holdMinDays: number;
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holdMaxDays: number | null; // null = 不强制了结
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rebalanceFreq: "daily" | "weekly" | "monthly";
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start: string;
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end: string;
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}
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function emptyDraft(range: { start: string; end: string }): Draft {
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return {
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name: "",
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description: "",
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strategyIds: [],
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initialCapital: 1_000_000,
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holdCount: 20,
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holdMinDays: 0,
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holdMaxDays: null,
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rebalanceFreq: "monthly",
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start: range.start,
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end: range.end,
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};
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}
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function draftToCombo(d: Draft): BacktestCombo {
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return {
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name: d.name.trim(),
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description: d.description.trim(),
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strategy_ids: d.strategyIds,
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initial_capital: d.initialCapital,
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hold_count: d.holdCount,
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hold_min_days: d.holdMinDays,
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hold_max_days: d.holdMaxDays,
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rebalance_freq: d.rebalanceFreq,
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period: [d.start, d.end],
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};
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}
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function comboToDraft(c: BacktestCombo): Draft {
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return {
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name: c.name,
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description: c.description ?? "",
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strategyIds: [...c.strategy_ids],
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initialCapital: c.initial_capital,
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holdCount: c.hold_count,
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holdMinDays: c.hold_min_days,
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holdMaxDays: c.hold_max_days,
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rebalanceFreq: c.rebalance_freq,
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start: c.period[0],
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end: c.period[1],
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};
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}
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/** 调仓时机中文标签（列表与摘要共用，避免两处写法漂移）。 */
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const FREQ_LABEL: Record<Draft["rebalanceFreq"], string> = {
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daily: "每日",
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weekly: "每周",
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monthly: "每月",
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};
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function validateDraft(d: Draft, strategies: SelectionStrategy[]): Record<string, string> {
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const e: Record<string, string> = {};
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if (!d.strategyIds.length) e.strategies = "至少选择一个选股策略";
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else {
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const missing = d.strategyIds.filter((id) => !strategies.some((s) => s.id === id));
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if (missing.length) e.strategies = `以下选股策略已不存在，请移除：${missing.join(", ")}`;
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}
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if (d.holdCount < 1) e.holdCount = "持仓数 N 至少为 1";
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if (d.holdMinDays < 0) e.holdMinDays = "Tmin 不能为负";
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if (d.holdMaxDays !== null && d.holdMaxDays < 1) e.holdMaxDays = "Tmax 至少为 1 天";
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if (d.holdMaxDays !== null && d.holdMinDays > 0 && d.holdMaxDays < d.holdMinDays)
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e.holdMaxDays = `Tmax=${d.holdMaxDays} 不能小于 Tmin=${d.holdMinDays}`;
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if (d.initialCapital < 10000) e.capital = "起始资金建议 ≥ 1 万";
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if (!d.start || !d.end) e.period = "起止日期都必填";
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else if (d.start >= d.end) e.period = "开始日期必须早于结束日期";
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return e;
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}
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function BacktestInner() {
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const search = useSearchParams();
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const comboId = search.get("combo");
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const presetStrategy = search.get("strategy");
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const range = useMemo(() => recentRange(), []);
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const [strategies, setStrategies] = useState<SelectionStrategy[]>([]);
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const [config, setConfig] = useState<GlobalConfig | null>(null);
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const [combos, setCombos] = useState<BacktestCombo[] | null>(null);
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const [draft, setDraft] = useState<Draft>(emptyDraft(range));
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const [savedComboId, setSavedComboId] = useState<string | null>(null);
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const [result, setResult] = useState<BacktestResult | null>(null);
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// 本次结果的归档 id：结果区据此提供「新页面放大」（放大页从归档读同一份数据）。
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// 同步/未归档的结果没有 id，放大入口会如实说明原因而不是给个坏链接。
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const [resultArchiveId, setResultArchiveId] = useState<string | null>(null);
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const [running, setRunning] = useState(false);
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const [runningComboId, setRunningComboId] = useState<string | null>(null);
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const [jobId, setJobId] = useState("");
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const [stage, setStage] = useState("");
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const [elapsed, setElapsed] = useState(0);
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const [error, setError] = useState("");
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const [notice, setNotice] = useState("");
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const [saving, setSaving] = useState(false);
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const [deletingComboId, setDeletingComboId] = useState<string | null>(null);
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const [revealErrors, setRevealErrors] = useState(false);
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const bootstrapped = useRef(false);
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/* ---------- 初始化：策略列表 + 公共配置 + 已保存组合 + 来源载入 ---------- */
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useEffect(() => {
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let alive = true;
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Promise.all([
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apiGet<SelectionStrategy[]>("/strategies"),
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apiGet<GlobalConfig>("/config"),
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])
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.then(([sts, cfg]) => {
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if (!alive) return;
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setStrategies(sts);
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setConfig(cfg);
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})
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.catch((e: Error) => alive && setError(e.message));
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// 组合库单独拉取：即便它失败，也不该连累策略列表与公共配置（否则整页只剩一条错误）。
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apiGet<BacktestCombo[]>("/combos")
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.then((cbs) => {
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if (alive) setCombos(cbs);
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})
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.catch((e: Error) => {
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if (!alive) return;
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setError(e.message);
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// 给空列表，否则「组合库」会永远停在加载中
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setCombos((prev) => prev ?? []);
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});
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return () => {
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alive = false;
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};
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}, []);
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const loadCombos = useCallback(async () => {
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try {
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setCombos(await apiGet<BacktestCombo[]>("/combos"));
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} catch (e) {
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setError((e as Error).message);
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setCombos([]);
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}
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}, []);
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useEffect(() => {
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if (bootstrapped.current) return;
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bootstrapped.current = true;
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(async () => {
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if (comboId) {
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try {
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const c = await apiGet<BacktestCombo>(`/combos/${encodeURIComponent(comboId)}`);
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setDraft(comboToDraft(c));
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setSavedComboId(c.id ?? null);
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setNotice(`已载入回测组合「${c.name}」（${c.id}）`);
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return;
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} catch (e) {
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setError(`回测组合 ${comboId} 载入失败：${(e as Error).message}`);
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}
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}
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if (presetStrategy) {
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setDraft((d) => ({ ...d, strategyIds: [presetStrategy] }));
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setNotice(`已把选股策略 ${presetStrategy} 预勾选进组合 —— 可再加其它策略、填好参数后运行。`);
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}
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})();
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// eslint-disable-next-line react-hooks/exhaustive-deps
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}, []);
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const errors = validateDraft(draft, strategies);
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const blocking = Object.keys(errors);
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function toggleStrategy(id: string) {
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setDraft((d) => ({
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...d,
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strategyIds: d.strategyIds.includes(id)
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? d.strategyIds.filter((x) => x !== id)
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: [...d.strategyIds, id],
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}));
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}
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async function run() {
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if (blocking.length) {
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setError(errors[blocking[0]]);
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setRevealErrors(true);
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requestAnimationFrame(() => {
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const el = document.querySelector<HTMLElement>(".input--invalid, .field--invalid");
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el?.scrollIntoView({ block: "center", behavior: "smooth" });
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});
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return;
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}
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await runVia(() => submitComboJob(draftToCombo(draft)), null);
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}
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/**
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* 共用的「提交 Job → 轮询 → 出结果」管道。
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*
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* 两条入口共用：① 用页面上的草稿运行（临时组合，不落库）；② 从组合库直接运行已保存组合
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* （走 POST /combos/{id}/run，跑库里那份参数）。抽出来是为了让两条路径的阶段显示、
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* 归档提示、错误处理完全一致，不会一条修了另一条忘了。
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*/
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async function runVia(submit: () => Promise<{ job_id: string }>, comboId: string | null) {
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setRunning(true);
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setRunningComboId(comboId);
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setError("");
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setNotice("");
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setJobId("");
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setResult(null);
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setResultArchiveId(null);
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try {
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const { job_id } = await submit();
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setJobId(job_id);
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setStage("queued");
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const out = await waitJob<BacktestResult>(job_id, 900_000, (info) => {
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setStage(info.stage);
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setElapsed(info.elapsedMs);
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});
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if (out.status === "success" && out.result) {
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setResult(out.result);
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const exp = out.experimentId ?? null;
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setResultArchiveId(exp);
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setNotice(exp ? `回测完成，已归档为实验 ${exp}（可在「实验对比」页与其它版本对比）。` : "回测完成，已自动归档。");
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} else {
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setError(`任务${out.status}${out.error ? `：${out.error}` : ""}`);
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}
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} catch (e) {
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setError((e as Error).message);
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} finally {
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setRunning(false);
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setRunningComboId(null);
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setJobId("");
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}
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}
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/* ---------- 组合库操作 ---------- */
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/** 把库里的一份组合回填到表单（不自动运行，先把参数摆出来给用户看/改）。 */
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function loadCombo(c: BacktestCombo) {
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setDraft(comboToDraft(c));
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setSavedComboId(c.id ?? null);
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setError("");
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setRevealErrors(false);
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setNotice(`已载入回测组合「${c.name}」（${c.id}）—— 可直接运行，或改完参数再「更新组合」。`);
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}
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/** 用库里的参数直接运行（不掺入表单里未保存的改动）。 */
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async function runSaved(c: BacktestCombo) {
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if (!c.id) return;
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setDraft(comboToDraft(c));
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setSavedComboId(c.id);
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await runVia(() => runSavedCombo(c.id as string), c.id);
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}
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/** 清空表单，开始一个新组合（不影响库里已有的）。 */
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function startNewCombo() {
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setDraft(emptyDraft(range));
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setSavedComboId(null);
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setResult(null);
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setNotice("已清空表单，开始一个新组合。");
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setError("");
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setRevealErrors(false);
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}
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async function removeCombo(c: BacktestCombo) {
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if (!c.id) return;
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if (!window.confirm(`删除回测组合「${c.name}」（${c.id}）？此操作不可撤销（归档结果不受影响）。`)) {
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return;
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}
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setDeletingComboId(c.id);
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setError("");
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try {
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await apiDelete(`/combos/${encodeURIComponent(c.id)}`);
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if (savedComboId === c.id) setSavedComboId(null);
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setNotice(`已删除回测组合「${c.name}」。`);
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await loadCombos();
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} catch (e) {
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setError((e as Error).message);
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} finally {
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setDeletingComboId(null);
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}
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}
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async function saveCombo() {
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if (blocking.length) {
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setError(errors[blocking[0]]);
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setRevealErrors(true);
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return;
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}
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if (!draft.name.trim()) {
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setError("保存组合需要起个名字");
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setRevealErrors(true);
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return;
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}
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setSaving(true);
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setError("");
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try {
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const combo = draftToCombo(draft);
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if (savedComboId) {
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await apiPut<BacktestCombo>(`/combos/${encodeURIComponent(savedComboId)}`, combo);
|
||
setNotice(`已更新回测组合「${combo.name}」`);
|
||
} else {
|
||
const saved = await apiPost<BacktestCombo>("/combos", combo);
|
||
setSavedComboId(saved.id ?? null);
|
||
setNotice(`已保存回测组合「${saved.name}」（${saved.id}）`);
|
||
}
|
||
await loadCombos();
|
||
} catch (e) {
|
||
setError((e as Error).message);
|
||
} finally {
|
||
setSaving(false);
|
||
}
|
||
}
|
||
|
||
const showErr = (k: string) => (revealErrors ? errors[k] : undefined);
|
||
|
||
return (
|
||
<>
|
||
<PageHeader
|
||
title="回测组合"
|
||
sub="选一个或多个选股策略，填上回测参数（资金/持仓/持仓天数区间/调仓时机/区间），保存为组合或直接运行；已保存的组合在下方「组合库」里可载入、直接运行、删除。费率与复权口径取自公共配置。"
|
||
actions={
|
||
<div className="row" style={{ gap: 8 }}>
|
||
<Link href="/strategies" className="btn"><span>选股策略库</span></Link>
|
||
<Link href="/settings" className="btn"><span>公共配置</span></Link>
|
||
<Link href="/experiments" className="btn"><span>实验对比</span></Link>
|
||
</div>
|
||
}
|
||
/>
|
||
|
||
{error ? <Banner tone="error">{error}</Banner> : null}
|
||
{notice ? <Banner tone="info">{notice}</Banner> : null}
|
||
|
||
{/* 公共配置（只读） */}
|
||
{config ? (
|
||
<Card icon="database" title="本次回测采用的公共配置（只读）" tools={
|
||
<Link href="/settings" className="btn btn--sm"><span>去修改</span></Link>
|
||
}>
|
||
<div className="chips">
|
||
<span className="chip">佣金 <b>{(config.commission_rate * 100).toFixed(3)}%</b></span>
|
||
<span className="chip">印花税 <b>{(config.stamp_tax_rate * 100).toFixed(2)}%</b></span>
|
||
<span className="chip">滑点 <b>{(config.slippage_rate * 100).toFixed(2)}%</b></span>
|
||
<span className="chip">最低佣金 <b>{config.min_commission} 元</b></span>
|
||
<span className="chip">复权 <b>{adjustLabel(config.price_adjustment)}</b></span>
|
||
<span className="chip">基准 <b className="mono">{config.benchmark}</b></span>
|
||
</div>
|
||
<div className="hint" style={{ marginTop: 8 }}>
|
||
运行时这些值会被**快照**进归档，事后改公共配置不影响这次结果的数字。
|
||
</div>
|
||
</Card>
|
||
) : null}
|
||
|
||
{/* 组合库：保存过的组合在这里能被找回（否则「保存」等于存进黑洞） */}
|
||
<Card
|
||
icon="archive"
|
||
title={`已保存的回测组合${combos ? ` · ${combos.length}` : ""}`}
|
||
tools={
|
||
<div className="row" style={{ gap: 8 }}>
|
||
<Btn size="sm" onClick={startNewCombo} disabled={running}>
|
||
新建组合
|
||
</Btn>
|
||
<Btn size="sm" onClick={() => void loadCombos()}>
|
||
刷新
|
||
</Btn>
|
||
</div>
|
||
}
|
||
>
|
||
{combos === null ? (
|
||
<Loading label="读取已保存的回测组合…" />
|
||
) : combos.length === 0 ? (
|
||
<Empty
|
||
icon="archive"
|
||
title="还没有保存过回测组合"
|
||
hint="勾选策略、填好参数后点「保存为回测组合」，之后就能在这里一键载入或直接运行。"
|
||
/>
|
||
) : (
|
||
<div className="combo-list">
|
||
{combos.map((c) => {
|
||
const isCurrent = savedComboId === c.id;
|
||
const isRunning = runningComboId === c.id;
|
||
return (
|
||
<div key={c.id ?? c.name} className={`combo-item${isCurrent ? " is-on" : ""}`}>
|
||
<div className="combo-item__main">
|
||
<div className="row" style={{ gap: 8, flexWrap: "wrap", alignItems: "center" }}>
|
||
<b>{c.name}</b>
|
||
{isCurrent ? (
|
||
<Pill tone="violet" icon="check">当前载入</Pill>
|
||
) : null}
|
||
{isRunning ? <Pill tone="warn">运行中…</Pill> : null}
|
||
<span className="mono hint">{c.id}</span>
|
||
</div>
|
||
<div className="chips" style={{ marginTop: 6 }}>
|
||
<span className="chip">持仓数 <b>{c.hold_count}</b></span>
|
||
<span className="chip">
|
||
持仓区间 <b>[{c.hold_min_days}, {c.hold_max_days ?? "∞"}] 天</b>
|
||
</span>
|
||
<span className="chip">调仓 <b>{FREQ_LABEL[c.rebalance_freq] ?? c.rebalance_freq}</b></span>
|
||
<span className="chip">区间 <b>{c.period[0]} ~ {c.period[1]}</b></span>
|
||
<span className="chip">引用策略 <b>{c.strategy_ids.length}</b> 个</span>
|
||
</div>
|
||
{c.description ? <div className="strategy-desc">{c.description}</div> : null}
|
||
</div>
|
||
<div className="strategy-actions">
|
||
<Btn size="sm" icon="edit" disabled={running} onClick={() => loadCombo(c)}>
|
||
载入到表单
|
||
</Btn>
|
||
<Btn
|
||
size="sm"
|
||
variant="primary"
|
||
icon="play"
|
||
loading={isRunning}
|
||
disabled={running}
|
||
onClick={() => void runSaved(c)}
|
||
>
|
||
直接运行
|
||
</Btn>
|
||
<Btn
|
||
size="sm"
|
||
variant="danger"
|
||
icon="trash"
|
||
loading={deletingComboId === c.id}
|
||
disabled={running}
|
||
onClick={() => void removeCombo(c)}
|
||
>
|
||
删除
|
||
</Btn>
|
||
</div>
|
||
</div>
|
||
);
|
||
})}
|
||
</div>
|
||
)}
|
||
<div className="hint" style={{ marginTop: 8 }}>
|
||
「直接运行」用库里保存的那份参数（不受表单里未保存改动影响）；「载入到表单」把参数摆出来，
|
||
改完点上方「更新组合」覆盖，或直接点「运行回测组合」按当前草稿跑。
|
||
</div>
|
||
</Card>
|
||
|
||
{/* 选股策略多选 */}
|
||
<Card icon="book" title={`选择选股策略（已选 ${draft.strategyIds.length}）`} tools={
|
||
<span className="hint">多策略取并集后按 Borda 秩和统一打分排序</span>
|
||
}>
|
||
{strategies.length === 0 ? (
|
||
<Empty icon="book" title="还没有选股策略" hint={
|
||
<Link href="/strategies">先去策略库建一个「怎么选」的策略</Link>
|
||
} />
|
||
) : (
|
||
<div className="strategy-pick">
|
||
{strategies.map((s) => {
|
||
const on = draft.strategyIds.includes(s.id ?? "");
|
||
return (
|
||
<label key={s.id} className={`strategy-pick__item${on ? " is-on" : ""}`}>
|
||
<input
|
||
type="checkbox"
|
||
checked={on}
|
||
onChange={() => s.id && toggleStrategy(s.id)}
|
||
aria-label={`选择选股策略 ${s.name}`}
|
||
/>
|
||
<span className="strategy-pick__name">{s.name}</span>
|
||
<span className="strategy-pick__meta mono">{s.id}</span>
|
||
<span className="strategy-pick__desc">{s.description || "（无说明）"}</span>
|
||
<span className="strategy-pick__factors">
|
||
{s.factors?.map((f) => f.name).join(" + ") || "—"}
|
||
</span>
|
||
</label>
|
||
);
|
||
})}
|
||
</div>
|
||
)}
|
||
{showErr("strategies") && <div className="field-err" role="alert">{showErr("strategies")}</div>}
|
||
</Card>
|
||
|
||
{/* 回测参数 */}
|
||
<Card
|
||
icon="gauge"
|
||
title={savedComboId ? `回测参数 · 正在编辑组合 ${savedComboId}` : "回测参数 · 新组合"}
|
||
tools={
|
||
<div className="row" style={{ gap: 8 }}>
|
||
<Btn icon="book" loading={saving} disabled={running || saving} onClick={saveCombo}>
|
||
{savedComboId ? "更新组合" : "保存为回测组合"}
|
||
</Btn>
|
||
</div>
|
||
}
|
||
>
|
||
<div className="params-form">
|
||
<div className="form-grid">
|
||
<Field label="组合名称（保存时必填）" hint="便于在组合列表里识别">
|
||
<input
|
||
className={`input${showErr("name") ? " input--invalid" : ""}`}
|
||
value={draft.name}
|
||
maxLength={64}
|
||
placeholder="例：高股息双策略 · 月频"
|
||
disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, name: e.target.value })}
|
||
/>
|
||
</Field>
|
||
<Field
|
||
label="组合说明（可选）"
|
||
hint={`记下这个组合的用意（${draft.description.length}/300）`}
|
||
className="field--wide"
|
||
>
|
||
<input
|
||
className="input"
|
||
value={draft.description}
|
||
maxLength={300}
|
||
placeholder="例：用两个高股息选股策略取并集，月频调仓，验证 Tmax=30 天强制了结的影响"
|
||
disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, description: e.target.value })}
|
||
/>
|
||
</Field>
|
||
<Field label="起始资金（元）" hint="回测初始本金，默认 100 万">
|
||
<input
|
||
className={`input mono${showErr("capital") ? " input--invalid" : ""}`}
|
||
type="number" inputMode="numeric" step={100000} min={10000}
|
||
value={draft.initialCapital} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, initialCapital: Number(e.target.value) })}
|
||
/>
|
||
</Field>
|
||
<Field label="持仓数 N" hint="目标等权持有的股票只数">
|
||
<input
|
||
className={`input mono${showErr("holdCount") ? " input--invalid" : ""}`}
|
||
type="number" inputMode="numeric" min={1} max={1000}
|
||
value={draft.holdCount} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, holdCount: Number(e.target.value) })}
|
||
/>
|
||
</Field>
|
||
<Field label="调仓时机" hint="多久重新打分并调仓一次">
|
||
<select
|
||
className="input"
|
||
value={draft.rebalanceFreq} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, rebalanceFreq: e.target.value as Draft["rebalanceFreq"] })}
|
||
>
|
||
<option value="daily">每日</option>
|
||
<option value="weekly">每周</option>
|
||
<option value="monthly">每月</option>
|
||
</select>
|
||
</Field>
|
||
<Field label="最短持仓 Tmin（天）" hint="掉出 TopN 时未满此天数暂不卖（防频繁换手）；0=不保护">
|
||
<input
|
||
className={`input mono${showErr("holdMinDays") ? " input--invalid" : ""}`}
|
||
type="number" inputMode="numeric" min={0}
|
||
value={draft.holdMinDays} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, holdMinDays: Number(e.target.value) })}
|
||
/>
|
||
</Field>
|
||
<Field label="最长持仓 Tmax（天）" hint="超过即强制了结（每个交易日检查）；留空=不限">
|
||
<div className="row" style={{ gap: 8, alignItems: "center" }}>
|
||
<input
|
||
className={`input mono${showErr("holdMaxDays") ? " input--invalid" : ""}`}
|
||
type="number" inputMode="numeric" min={1}
|
||
value={draft.holdMaxDays ?? ""} disabled={running}
|
||
placeholder="不限"
|
||
onChange={(e) => setDraft({ ...draft, holdMaxDays: e.target.value === "" ? null : Number(e.target.value) })}
|
||
/>
|
||
<label className="check" style={{ whiteSpace: "nowrap" }}>
|
||
<input
|
||
type="checkbox"
|
||
checked={draft.holdMaxDays === null}
|
||
disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, holdMaxDays: e.target.checked ? null : 30 })}
|
||
/>
|
||
不限
|
||
</label>
|
||
</div>
|
||
</Field>
|
||
<Field label="开始日期" className={showErr("period") ? "field--invalid" : undefined}>
|
||
<input type="date" className="input" value={draft.start} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, start: e.target.value })} />
|
||
</Field>
|
||
<Field label="结束日期" className={showErr("period") ? "field--invalid" : undefined}>
|
||
<input type="date" className="input" value={draft.end} disabled={running}
|
||
onChange={(e) => setDraft({ ...draft, end: e.target.value })} />
|
||
</Field>
|
||
</div>
|
||
{showErr("period") && <div className="field-err" role="alert">{showErr("period")}</div>}
|
||
|
||
<div className="sticky-bar" style={{ marginTop: 14, position: "static" }}>
|
||
<Btn variant="primary" icon="play" loading={running} disabled={running} onClick={run}>
|
||
{running ? "后台运行中…" : "运行回测组合"}
|
||
</Btn>
|
||
<span className="hint">
|
||
N={draft.holdCount} · [{draft.holdMinDays}, {draft.holdMaxDays ?? "∞"}] 天 ·{" "}
|
||
{draft.rebalanceFreq === "daily" ? "日频" : draft.rebalanceFreq === "weekly" ? "周频" : "月频"} ·{" "}
|
||
{draft.start} ~ {draft.end} · {draft.strategyIds.length} 个策略
|
||
</span>
|
||
{blocking.length ? (
|
||
<Pill tone="warn" icon="alert">有 {blocking.length} 处需要修正</Pill>
|
||
) : (
|
||
<Pill tone="pos" icon="check">参数校验通过</Pill>
|
||
)}
|
||
</div>
|
||
</div>
|
||
|
||
{running ? (
|
||
<div className="stages" style={{ marginTop: 12 }}>
|
||
{["data_loading", "backtesting", "analysis"].map((st) => {
|
||
const order = ["queued", "data_loading", "backtesting", "analysis", "done"];
|
||
const cur = order.indexOf(stage);
|
||
const mine = order.indexOf(st);
|
||
const cls = mine < cur ? "stage is-done" : mine === cur ? "stage is-active" : "stage";
|
||
return (
|
||
<span className={cls} key={st}>
|
||
{mine < cur ? "✓" : mine === cur ? "●" : "○"} {STAGE_LABEL[st] ?? st}
|
||
</span>
|
||
);
|
||
})}
|
||
<span className="hint">
|
||
作业 <span className="mono">{jobId || "排队中…"}</span> · 已用 {Math.round(elapsed / 1000)}s
|
||
（全市场多年区间约 3~5 分钟，可离开本页，结果会归档）
|
||
</span>
|
||
</div>
|
||
) : null}
|
||
</Card>
|
||
|
||
{!result && !running && !error ? (
|
||
<Card>
|
||
<Empty icon="gauge" title="尚未运行回测"
|
||
hint="先勾选至少一个选股策略、填好回测参数，再点「运行回测组合」。可先「保存为回测组合」以便复用。" />
|
||
</Card>
|
||
) : null}
|
||
|
||
{result ? (
|
||
<BacktestResultView
|
||
result={result}
|
||
name={draft.name || "回测组合"}
|
||
archive={resultArchiveId ? { id: resultArchiveId } : undefined}
|
||
/>
|
||
) : null}
|
||
</>
|
||
);
|
||
}
|