Files
qlib/frontend/web/app/signals/page.tsx
T
Simon 23972e7063 feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化
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)。
2026-09-20 07:31:04 +08:00

217 lines
7.4 KiB
TypeScript
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
"use client";
/** 交易信号(v2 §15):基于选股评分排名 + 趋势规则生成 BUY / WATCH / SELL,
* 每条带理由(为什么);支持当前/历史 as_of,历史记录点击回看。
*/
import { useEffect, useState } from "react";
import { apiGet, apiPost } from "@/lib/api";
import { SymbolLink } from "@/lib/symbols";
import type {
FactorMeta,
SelectionQuery,
SignalMeta,
SignalResult,
SignalRun,
} from "@/lib/types";
import {
PageHeader,
Card,
Pill,
Field,
Btn,
Banner,
Empty,
SkeletonLines,
} from "@/components/ui";
/**
* 读取后端 payload 里的 name(若存在)。
*
* 为什么用宽松读取而非直接 `e.name`:`lib/types.ts` 的 SignalEvent 目前没有声明 name
* 字段(该文件由其他改动维护);后端可能已返回更权威的中文名。取不到就交给 SymbolLink
* 渲染占位「—」,不编造名称(AGENT §24)。
*/
function payloadName(row: unknown): string | undefined {
if (row && typeof row === "object" && "name" in row) {
const n = (row as { name?: unknown }).name;
if (typeof n === "string" && n.trim()) return n;
}
return undefined;
}
export default function SignalsPage() {
const [factors, setFactors] = useState<FactorMeta[]>([]);
const [factor, setFactor] = useState("momentum_60");
const [asOf, setAsOf] = useState("");
const [symbols, setSymbols] = useState("600519.SH,000001.SZ,300750.SZ,601318.SH,000858.SZ");
const [buyRank, setBuyRank] = useState(2);
const [sellRank, setSellRank] = useState(5);
const [result, setResult] = useState<SignalResult | null>(null);
const [signalId, setSignalId] = useState("");
const [running, setRunning] = useState(false);
const [error, setError] = useState("");
const [history, setHistory] = useState<SignalMeta[] | null>(null);
useEffect(() => {
let alive = true;
apiGet<FactorMeta[]>("/factors")
.then((list) => alive && list.length > 0 && setFactors(list))
.catch((e: Error) => alive && setError(e.message));
apiGet<SignalMeta[]>("/signals?limit=8").then(setHistory).catch(() => alive && setHistory([]));
return () => {
alive = false;
};
}, []);
function buildQuery(): SelectionQuery {
return {
universe: { exclude_st: true, min_listing_days: 0, symbols: symbols.split(/[,,]/).map((s) => s.trim()).filter(Boolean) },
as_of: asOf || null,
method: "score",
factors: [{ name: factor, weight: 1 }],
conditions: [],
top_n: sellRank + 10,
};
}
async function run() {
setRunning(true);
setError("");
setResult(null);
try {
const run = await apiPost<SignalRun>("/signals", {
query: buildQuery(),
rules: { buy_rank_threshold: buyRank, sell_rank_threshold: sellRank, max_output_rank: 60 },
});
setSignalId(run.signal_id);
setResult(run.result);
apiGet<SignalMeta[]>("/signals?limit=8").then(setHistory).catch(() => undefined);
} catch (e) {
setError((e as Error).message);
} finally {
setRunning(false);
}
}
async function openHistory(id: string) {
try {
const detail = await apiGet<SignalResult>(`/signals/${id}`);
setSignalId(id);
setResult(detail);
} catch (e) {
setError((e as Error).message);
}
}
return (
<>
<PageHeader
title="交易信号"
sub="基于选股综合分排名与趋势规则输出 BUY / WATCH / SELL,每条带触发理由;与回测共用同一评分引擎。"
actions={signalId ? <Pill tone="violet" icon="check">{signalId}</Pill> : null}
/>
<Card title="信号参数" icon="scale">
<div className="form-grid">
<Field label="评分因子">
<select className="input" value={factor} onChange={(e) => setFactor(e.target.value)}>
{factors.map((f) => (
<option key={f.name} value={f.name}>{f.name}</option>
))}
</select>
</Field>
<Field label="买入排名阈值 (≤)">
<input className="input" type="number" min={1} value={buyRank} onChange={(e) => setBuyRank(Number(e.target.value))} />
</Field>
<Field label="卖出/警示排名阈值 (>)">
<input className="input" type="number" min={1} value={sellRank} onChange={(e) => setSellRank(Number(e.target.value))} />
</Field>
<Field label="时点 as_of" hint="留空 = 最近交易日">
<input type="date" className="input" value={asOf} onChange={(e) => setAsOf(e.target.value)} />
</Field>
<Field label="股票白名单" hint="逗号分隔(≤60)">
<input className="input" value={symbols} onChange={(e) => setSymbols(e.target.value)} />
</Field>
<Btn variant="primary" icon="play" loading={running} disabled={running} onClick={run}>
{running ? "生成中…" : "生成信号"}
</Btn>
</div>
{error ? <div style={{ marginTop: 12 }}><Banner tone="error">{error}</Banner></div> : null}
</Card>
{!result && !running && history === null ? <SkeletonLines n={4} /> : null}
{result ? <ResultView result={result} /> : null}
{history && history.length > 0 ? (
<Card title="最近信号记录" icon="archive">
<div className="chips">
{history.map((m) => (
<button key={m.id} className="chip" style={{ cursor: "pointer" }} onClick={() => openHistory(m.id)} title={m.id}>
<b className="mono">{m.as_of}</b>
买 {m.buy} / 观 {m.watch} / 卖 {m.sell}
</button>
))}
</div>
</Card>
) : null}
</>
);
}
function ResultView({ result }: { result: SignalResult }) {
const st = result.statistics;
return (
<Card
icon="scale"
title={`信号 · ${result.as_of_date}`}
tools={
<>
<Pill tone="pos">BUY {st.buy}</Pill>
<Pill>WATCH {st.watch}</Pill>
<Pill tone="neg">SELL {st.sell}</Pill>
</>
}
>
{result.events.length === 0 ? (
<Empty icon="scale" title="无信号输出" hint="放宽排名阈值或检查白名单数据。" />
) : (
<div className="table-wrap">
<table className="tbl">
<thead>
<tr>
<th>类型</th>
<th>代码 / 名称</th>
<th>得分</th>
<th>价格</th>
<th>触发理由</th>
</tr>
</thead>
<tbody>
{result.events.map((e) => (
<tr key={e.symbol}>
<td>
<Pill tone={e.signal_type === "BUY" ? "pos" : e.signal_type === "SELL" ? "neg" : undefined}>
{e.signal_type}
</Pill>
</td>
<td><SymbolLink symbol={e.symbol} name={payloadName(e)} /></td>
<td className="mono">{e.score?.toFixed(4)}</td>
<td className="mono">{e.price ?? "-"}</td>
<td style={{ fontSize: 12 }}>
<div className="chips">
{e.trigger_reason.map((r) => (
<span className="chip" key={r}>{r}</span>
))}
</div>
</td>
</tr>
))}
</tbody>
</table>
</div>
)}
</Card>
);
}