Simon
f13b34c59e
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）。
692 lines
29 KiB
TypeScript
692 lines
29 KiB
TypeScript
/**
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* 归档详情页（`/experiments/{id}`）—— 「往复查看」的落点。
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*
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* 为什么单独一页，而不复用回测页：
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* 回测页是**可编辑参数**的工作台，从它看归档会被误认为「当前参数就是归档参数」；
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* 归档需要的是一个**只读、口径固定、可分享**的视图：URL 即快照地址，刷新/换设备都能看，
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* 且必须明确回答两个问题 ——
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* ① **选股条件**：这次回测到底按什么规则选股（因子/权重/条件/股票池/两级截断/周期/补位）
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* ② **交易执行依据**：成交时点、价格口径、成本、涨跌停与停牌怎么处理、期末是否平仓
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* 这两块来自归档里存的 **spec（复现依据）**，不来自当前页面状态，因此永不漂移；
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* 同时用后端 `describe_strategy`（与引擎实执行规则同源）生成完整说明与计算公式。
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*
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* 结果区交给 `ArchiveResultView` 按归档 `kind` 分发（backtest/factor_test/selection 结构不同，
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* 不能假定回测字段）——回测归档与刚跑完时看到的**完全同一套图表与表格**，
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* 避免「归档里少一张图」的隐性不一致。
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*
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* **这里是 Server Component**：归档是只读内容，选股条件/执行依据/元数据必须在
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* 服务端直出（否则不带 JS 的抓取与链接预览拿到的只是一个 Loading 骨架——
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* 实测 SSR HTML 里搜不到「选股条件」）。图表与删除/导出等交互由客户端子组件承担。
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*/
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import { notFound } from "next/navigation";
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import Link from "next/link";
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import { ArchiveActions } from "@/components/ArchiveActions";
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import { StrategyDocCard } from "@/components/StrategyDocCard";
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import { ArchiveResultView } from "@/components/ArchiveResultView";
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import { archivedFieldSummary } from "@/lib/archive";
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import { PageHeader, Card, Pill, Empty, Banner } from "@/components/ui";
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import { adjustLabel, experimentKindLabel, rebalanceLabel } from "@/lib/labels";
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import { RichText } from "@/components/RichText";
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import type { BacktestCombo, BacktestResult, ExperimentDetail, FactorMeta, ResearchCondition, ResearchSpec, StrategyDoc } from "@/lib/types";
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export const dynamic = "force-dynamic"; // 归档可能被删除/新增，禁止静态化缓存
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/** 服务端访问后端：与 next.config.ts 的代理同一默认地址（服务端没有「同源」可用） */
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const BACKEND = (process.env.BACKEND_API_URL ?? "http://127.0.0.1:8000").replace(/\/$/, "");
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async function serverGet<T>(path: string): Promise<T | null> {
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try {
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const r = await fetch(`${BACKEND}/api${path}`, { cache: "no-store" });
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if (!r.ok) return null;
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return (await r.json()) as T;
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} catch {
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return null;
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}
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}
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async function serverPost<T>(path: string, body: unknown): Promise<T | null> {
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try {
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const r = await fetch(`${BACKEND}/api${path}`, {
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method: "POST",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify(body),
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cache: "no-store",
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});
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if (!r.ok) return null;
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return (await r.json()) as T;
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} catch {
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return null;
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}
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}
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export default async function ExperimentArchivePage({
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params,
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}: {
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params: Promise<{ id: string }>;
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}) {
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const { id: rawId } = await params;
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const id = decodeURIComponent(rawId ?? "");
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const [detail, factors] = await Promise.all([
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serverGet<ExperimentDetail>(`/experiments/${encodeURIComponent(id)}`),
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serverGet<FactorMeta[]>("/factors"),
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]);
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// 归档不存在 → 交给 Next 的 404（比渲染一个空壳页更诚实）
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if (!detail) notFound();
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const rawSpec = (detail.spec ?? null) as Record<string, unknown> | null;
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// 组合回测的归档：spec_json 是 BacktestCombo（含 strategy_ids/hold_count），不是 ResearchSpec。
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// 用同一套「选股条件/交易执行依据」卡去解读它会满屏「未记录」—— 那是谎报。
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// 这里识别出来交给专门的 ComboArchiveCards；成本/复权从 result.config_snapshot 取快照。
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const isComboArchive =
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detail.kind === "backtest" &&
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!!rawSpec &&
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(Array.isArray(rawSpec.strategy_ids) || "hold_count" in rawSpec);
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const result = detail.result;
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const spec = isComboArchive ? null : (rawSpec as Partial<ResearchSpec> | null);
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const comboSpec = isComboArchive ? (rawSpec as unknown as BacktestCombo) : null;
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const comboCosts = isComboArchive
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? ((result as BacktestResult | null)?.config_snapshot as Record<string, unknown> | undefined)
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: undefined;
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// 关键字段计数按 kind 给不同口径（用回测字段去数因子/选股结果是错的）
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const fieldSummary = archivedFieldSummary(detail.kind, result);
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// 与引擎执行规则同源的说明（后端按归档 spec 推导；推导失败时如实显示错误）
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// 只有回测归档才需要「完整说明与计算公式」：describe 推导的是回测策略口径，
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// 因子测试/选股用同一 spec 结构但规则并未执行，拉回来展示等于误导（且白花一次请求）。
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const doc = spec && detail.kind === "backtest" && !isComboArchive
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? await serverPost<StrategyDoc & { doc?: StrategyDoc }>("/strategies/describe", spec)
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: null;
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const docBody = doc ? ((doc as { doc?: StrategyDoc }).doc ?? doc) : null;
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return (
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<>
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<PageHeader
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title={`归档 ${detail.id}`}
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sub={`${experimentKindLabel(detail.kind)} · ${detail.summary_text ?? "无摘要"}`}
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/>
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<ArchiveActions id={detail.id} spec={detail.spec} />
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<ArchivedSpecCards detail={detail} spec={spec} factors={factors ?? []} combo={comboSpec} comboCosts={comboCosts} />
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{detail.kind === "backtest" && !isComboArchive ? (
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<StrategyDocCard
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doc={docBody}
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loading={false}
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error={spec && !docBody ? "后端未能给出该 spec 的说明（describe 接口失败）" : ""}
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title="完整说明与计算公式（后端按归档 spec 推导，与引擎执行规则同源）"
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/>
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) : null}
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<Card icon="archive" title="归档元数据（复现依据）">
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<div className="kv-grid">
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<KV label="实验 ID" value={detail.id} mono />
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<KV label="类型" value={experimentKindLabel(detail.kind)} />
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<KV label="归档时间" value={fmtTime(detail.created_at)} mono />
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<KV label="代码版本" value={detail.code_version ?? "—"} mono />
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<KV
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label="数据版本"
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value={detail.data_version ?? "未记录（该归档早于数据指纹上线）"}
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mono
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warn={!detail.data_version}
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/>
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<KV label="来源作业" value={detail.job_id ?? "同步接口调用（无作业 id）"} mono />
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<KV
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label="归档体积"
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value={detail.result_bytes ? `${(detail.result_bytes / 1024).toFixed(0)} KB` : "—"}
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/>
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<KV
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label="区间"
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value={detail.period ? `${detail.period[0]} ~ ${detail.period[1]}` : "—"}
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mono
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/>
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</div>
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<div className="hint" style={{ marginTop: 10 }}>
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<RichText text="数据版本由后端在归档时写入（数据快照指纹）：**同样的代码版本 + 同样的数据版本 + 同样的 spec，才应当复现出同样的结果**。若数据版本显示「未记录」，说明该归档产生于指纹上线之前 —— 此时不要把它当作可严格复现的依据。" />
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</div>
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<div className="row" style={{ marginTop: 10, gap: 8 }}>
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{fieldSummary ? <span className="hint">{fieldSummary}</span> : null}
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</div>
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</Card>
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{result ? (
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<ArchiveResultView
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kind={detail.kind}
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result={result}
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archive={{
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id: detail.id,
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created_at: detail.created_at,
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code_version: detail.code_version,
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data_version: detail.data_version,
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job_id: detail.job_id,
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}}
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/>
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) : (
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<Card>
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<Empty
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icon="archive"
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title="该归档没有可展示的结果"
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hint={
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detail.kind === "factor_test"
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? "因子测试归档没有净值曲线（结果结构不同）；结果为空时只能导出 JSON 查看原始内容。"
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: "结果为空（可能是历史版本归档）。可用上方「导出完整 JSON」查看原始内容。"
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}
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/>
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</Card>
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)}
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</>
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);
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}
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/* ------------------------------------------------------------------ */
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function KV({
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label,
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value,
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mono,
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warn,
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}: {
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label: string;
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value: string;
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mono?: boolean;
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warn?: boolean;
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}) {
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return (
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<div className="kv">
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<span className="kv__k">{label}</span>
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<span className={`kv__v${mono ? " mono" : ""}${warn ? " kv__v--warn" : ""}`}>{value}</span>
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</div>
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);
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}
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function fmtTime(v?: string | null): string {
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if (!v) return "—";
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const d = new Date(v);
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if (Number.isNaN(d.getTime())) return v;
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const p = (n: number) => String(n).padStart(2, "0");
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return `${d.getFullYear()}-${p(d.getMonth() + 1)}-${p(d.getDate())} ${p(d.getHours())}:${p(d.getMinutes())}`;
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}
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function directionText(name: string, factors: FactorMeta[]): string {
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const f = factors.find((x) => x.name === name);
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if (!f) return "—";
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return f.direction === "lower_is_better" ? "越低越好" : "越高越好";
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}
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function opText(op?: string): string {
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switch (op) {
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case "gt":
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return ">";
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case "gte":
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return "≥";
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case "lt":
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return "<";
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case "lte":
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return "≤";
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case "eq":
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return "=";
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case "ne":
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return "≠";
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case "in":
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return "∈";
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case "not_in":
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return "∉";
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default:
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return op ?? "?";
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}
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}
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function condText(c: ResearchCondition): string {
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const right = c.ref ? `（字段 ${c.ref}）` : `${c.value ?? ""}`;
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return `${c.field} ${opText(c.op)} ${right}`;
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}
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/**
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* 因子测试归档的 spec 卡：只展示**真正生效**的字段。
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*
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* 诚实性要点（AGENT §7/§24）：因子测试按横截面算 IC / RankIC / 分层收益，
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* **不做两级截断、不下单、不计成本**。但归档 spec 沿用了与回测相同的请求结构
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* （含 `selection` / `costs` / `initial_capital`）—— 把这些字段按回测口径展示，
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* 会让人以为这次跑过调仓与撮合。所以这里只列生效项，并显式说明哪些字段未生效。
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*/
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/**
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* 组合回测归档的 spec 卡：如实展示「引用了哪些选股策略 + 回测参数 + 成本/复权快照」。
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*
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* 关键点（诚实性，AGENT §7/§24）：组合归档的 spec_json 是 BacktestCombo，不含
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* factors/selection/costs；成本与复权在运行时从公共配置快照进了 result.config_snapshot，
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* 这里从 `costs`（即 config_snapshot）读取并明确标注「来自运行时的公共配置快照」。
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*/
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function ComboArchiveCards({
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combo,
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costs,
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}: {
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combo: BacktestCombo;
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costs?: Record<string, unknown>;
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}) {
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const costObj = (costs?.costs ?? {}) as Record<string, number>;
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const adj = String(costs?.price_adjustment ?? "未记录");
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const freqLabel =
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combo.rebalance_freq === "daily" ? "每日" : combo.rebalance_freq === "weekly" ? "每周" : "每月";
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return (
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<Card
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icon="layers"
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title="回测组合（本次实际使用的规则）"
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tools={<Pill tone="violet">来自归档 spec + 运行时配置快照</Pill>}
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>
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<div className="spec-grid">
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<SpecBlock title="引用的选股策略">
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{(combo.strategy_ids ?? []).length === 0 ? (
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<SpecRow k="策略" v="—" />
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) : (
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(combo.strategy_ids ?? []).map((id) => (
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<SpecRow key={id} k={id} v="选股条件组合（详见策略库）" mono />
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))
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)}
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<SpecRow k="打分方式" v="多策略取并集后 Borda 秩和统一排序" />
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</SpecBlock>
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<SpecBlock title="回测参数">
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<SpecRow k="持仓数 N" v={String(combo.hold_count ?? "—")} />
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<SpecRow k="持仓天数区间" v={`[${combo.hold_min_days ?? 0}, ${combo.hold_max_days ?? "∞"}] 天`} />
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<SpecRow k="调仓时机" v={freqLabel} />
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<SpecRow k="起始资金" v={`${Number(combo.initial_capital ?? 0).toLocaleString()} 元`} />
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<SpecRow k="回测区间" v={combo.period ? `${combo.period[0]} ~ ${combo.period[1]}` : "—"} mono />
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</SpecBlock>
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<SpecBlock title="交易执行依据（来自运行时的公共配置快照）">
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<SpecRow k="佣金" v={costObj.commission_rate != null ? `${(costObj.commission_rate * 100).toFixed(3)}%（买卖各一次）` : "未记录"} />
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<SpecRow k="印花税" v={costObj.stamp_tax_rate != null ? `${(costObj.stamp_tax_rate * 100).toFixed(2)}%（仅卖出）` : "未记录"} />
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<SpecRow k="滑点" v={costObj.slippage_rate != null ? `${(costObj.slippage_rate * 100).toFixed(2)}%` : "未记录"} />
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<SpecRow k="最低佣金" v={costObj.min_commission != null ? `${costObj.min_commission} 元/笔` : "未启用"} />
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<SpecRow k="复权口径" v={adj === "hfq" ? "后复权 hfq" : adj === "qfq" ? "前复权 qfq" : adj === "none" ? "不复权" : adj} />
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<SpecRow k="成交时点" v="调仓日收盘（调仓在当日收盘生效，自次日起计收益）" />
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<SpecRow k="Tmax 强制了结" v="每个交易日检查；超过最长持仓天数即卖出" />
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<SpecRow k="Tmin 保护" v="掉出 TopN 但未满最短持仓天数时暂不卖（防频繁换手）" />
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</SpecBlock>
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</div>
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<div className="hint" style={{ marginTop: 10 }}>
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<RichText text="这是一次**回测组合**归档：它引用了上面的选股策略（「怎么选」），并用这里的回测参数（资金/持仓/持仓天数区间/调仓时机）执行。成本与复权是**运行那一刻从公共配置快照**下来的，所以即使之后改了公共配置，本归档的数字也不会变 —— 这正是可复现的依据。" />
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</div>
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</Card>
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);
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}
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function FactorTestSpecCards({
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spec,
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factors,
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}: {
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spec: Partial<ResearchSpec>;
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factors: FactorMeta[];
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}) {
|
||
const uni = (spec.universe ?? {}) as Record<string, unknown>;
|
||
const factorList = (spec.factors ?? []) as { name: string; weight: number }[];
|
||
const period = spec.period ?? [];
|
||
return (
|
||
<>
|
||
<Card
|
||
icon="flask"
|
||
title="因子测试配置（本次实际生效的字段）"
|
||
tools={<Pill tone="violet">来自归档 spec，非当前页面参数</Pill>}
|
||
>
|
||
<div className="spec-grid">
|
||
<SpecBlock title="被测因子（横截面 z-score 加权）">
|
||
{factorList.length === 0 ? (
|
||
<SpecRow k="因子" v="—" />
|
||
) : (
|
||
factorList.map((f) => (
|
||
<SpecRow
|
||
key={f.name}
|
||
k={f.name}
|
||
v={`权重 ${f.weight} ${directionText(f.name, factors)}`}
|
||
/>
|
||
))
|
||
)}
|
||
</SpecBlock>
|
||
<SpecBlock title="横截面范围（universe）">
|
||
<SpecRow k="市场" v={String(uni.market ?? "CN_A")} />
|
||
<SpecRow k="剔除 ST" v={uni.exclude_st ? "是（按当时名称判定）" : "否"} />
|
||
<SpecRow
|
||
k="剔除停牌"
|
||
v={uni.exclude_suspended ? "是（近似：当日无行情）" : "否"}
|
||
/>
|
||
<SpecRow
|
||
k="上市天数下限"
|
||
v={uni.min_listing_days ? `${String(uni.min_listing_days)} 天` : "无限制"}
|
||
/>
|
||
</SpecBlock>
|
||
<SpecBlock title="测试区间">
|
||
<SpecRow
|
||
k="区间"
|
||
v={period.length === 2 ? `${period[0]} ~ ${period[1]}` : "—"}
|
||
mono
|
||
/>
|
||
</SpecBlock>
|
||
</div>
|
||
<div className="hint" style={{ marginTop: 10 }}>
|
||
<RichText text="本次归档类型是**因子测试**：按横截面计算 IC / RankIC / 分层收益，**不做两级截断（n→x）、不下单、不计交易成本**。归档 spec 里沿用了与回测相同的请求结构（`selection` / `costs` / `initial_capital` 等），但这些字段本次**未生效** —— 不要把它们当作执行依据。" />
|
||
</div>
|
||
</Card>
|
||
</>
|
||
);
|
||
}
|
||
|
||
/**
|
||
* 选股归档的 spec 卡：一次性选股的规则（无调仓、无成交）。
|
||
*/
|
||
function SelectionSpecCards({
|
||
spec,
|
||
factors,
|
||
}: {
|
||
spec: Partial<ResearchSpec>;
|
||
factors: FactorMeta[];
|
||
}) {
|
||
const uni = (spec.universe ?? {}) as Record<string, unknown>;
|
||
const factorList = (spec.factors ?? []) as { name: string; weight: number }[];
|
||
const conds = ((spec as Record<string, unknown>).conditions ?? []) as ResearchCondition[];
|
||
const method = String((spec as Record<string, unknown>).method ?? "score");
|
||
const topN = (spec as Record<string, unknown>).top_n;
|
||
const topPct = (spec as Record<string, unknown>).top_pct;
|
||
return (
|
||
<Card
|
||
icon="target"
|
||
title="选股条件（本次一次性选股实际使用的规则）"
|
||
tools={<Pill tone="violet">来自归档 spec，非当前页面参数</Pill>}
|
||
>
|
||
<div className="spec-grid">
|
||
<SpecBlock title="时点与方式">
|
||
<SpecRow
|
||
k="选股时点"
|
||
v={String((spec as Record<string, unknown>).as_of ?? "最近交易日")}
|
||
mono
|
||
/>
|
||
<SpecRow k="方式" v={method === "condition" ? "条件筛选" : "因子评分"} />
|
||
<SpecRow
|
||
k="复权口径"
|
||
v={spec.price_adjustment === "hfq" ? "后复权（hfq）" : "不复权（none）"}
|
||
/>
|
||
</SpecBlock>
|
||
<SpecBlock title={method === "condition" ? "筛选条件（AND）" : "打分因子（横截面 z-score 加权）"}>
|
||
{method === "condition"
|
||
? conds.length === 0
|
||
? <SpecRow k="条件" v="—" />
|
||
: conds.map((c) => <SpecRow key={condText(c)} k={c.field} v={condText(c)} />)
|
||
: factorList.length === 0
|
||
? <SpecRow k="因子" v="—" />
|
||
: factorList.map((f) => (
|
||
<SpecRow
|
||
key={f.name}
|
||
k={f.name}
|
||
v={`权重 ${f.weight} ${directionText(f.name, factors)}`}
|
||
/>
|
||
))}
|
||
</SpecBlock>
|
||
<SpecBlock title="股票池与选出数量">
|
||
<SpecRow k="市场" v={String(uni.market ?? "CN_A")} />
|
||
<SpecRow k="剔除 ST" v={uni.exclude_st ? "是（按当时名称判定）" : "否"} />
|
||
<SpecRow
|
||
k="剔除停牌"
|
||
v={uni.exclude_suspended ? "是（近似：当日无行情）" : "否"}
|
||
/>
|
||
<SpecRow
|
||
k="选出数量"
|
||
v={
|
||
topN
|
||
? `Top ${String(topN)}`
|
||
: topPct
|
||
? `前 ${String(topPct)}%`
|
||
: "—"
|
||
}
|
||
/>
|
||
</SpecBlock>
|
||
</div>
|
||
<div className="hint" style={{ marginTop: 10 }}>
|
||
<RichText text="本次归档类型是**一次性选股**：只在上述**单个交易日**求值一次，**没有调仓周期、没有成交与成本**（不会买卖任何东西）。归档 spec 里若出现 `costs` / `rebalance`，那只是同一请求结构的字段，本次未生效。" />
|
||
</div>
|
||
</Card>
|
||
);
|
||
}
|
||
|
||
/** 选股条件 + 交易执行依据：直接用归档 spec 渲染，回答「这次回测到底怎么选的、怎么成交的」 */
|
||
function ArchivedSpecCards({
|
||
detail,
|
||
spec,
|
||
factors,
|
||
combo,
|
||
comboCosts,
|
||
}: {
|
||
detail: ExperimentDetail;
|
||
spec: Partial<ResearchSpec> | null;
|
||
factors: FactorMeta[];
|
||
combo?: BacktestCombo | null;
|
||
comboCosts?: Record<string, unknown>;
|
||
}) {
|
||
// 组合回测归档：spec 是 BacktestCombo，用专属卡片如实展示（引用的策略 + 回测参数 +
|
||
// 从 config_snapshot 取的成本/复权快照）。绝不能套单策略回测的「选股条件/交易执行依据」。
|
||
if (combo) {
|
||
return <ComboArchiveCards combo={combo} costs={comboCosts} />;
|
||
}
|
||
|
||
if (!spec) {
|
||
return (
|
||
<Card icon="book" title="选股条件与交易执行依据">
|
||
<div className="hint">
|
||
该归档没有存储 spec（早于 spec 归档上线），无法回溯当时的规则；只能看下方结果。
|
||
</div>
|
||
</Card>
|
||
);
|
||
}
|
||
|
||
// 按归档类型分发：**只有回测**才有「选股条件 + 交易执行依据」这一对。
|
||
// 因子测试/选股与回测共用同一请求结构（spec 里也有 selection/costs/initial_capital），
|
||
// 但那些字段在因子测试/选股里**从未生效** —— 沿用回测口径展示等于谎报执行依据。
|
||
if (detail.kind === "factor_test") {
|
||
return <FactorTestSpecCards spec={spec} factors={factors} />;
|
||
}
|
||
if (detail.kind === "selection") {
|
||
return <SelectionSpecCards spec={spec} factors={factors} />;
|
||
}
|
||
if (detail.kind !== "backtest") {
|
||
return (
|
||
<Card icon="book" title={`归档 spec（类型：${detail.kind}）`}>
|
||
<div className="hint">
|
||
<RichText text="该类型的 spec 展示口径尚未定义，这里**不猜测**它的含义；原始 spec 可用上方「查看原始 spec（JSON）」逐字查看。" />
|
||
</div>
|
||
</Card>
|
||
);
|
||
}
|
||
|
||
const uni = (spec.universe ?? {}) as Record<string, unknown>;
|
||
const sel = (spec.selection ?? {}) as Record<string, unknown>;
|
||
const costs = (spec.costs ?? {}) as Record<string, unknown>;
|
||
const conds = (spec.conditions ?? []) as ResearchCondition[];
|
||
const factorList = (spec.factors ?? []) as { name: string; weight: number }[];
|
||
const fillPolicy =
|
||
sel.defer_buy === true
|
||
? "顺延买入（等它到之后首个不涨停的交易日按收盘价买）"
|
||
: sel.allow_substitute === false
|
||
? "不补位（买不进就空着，实际持仓可能少于目标数）"
|
||
: "替补买入（从候选池之外按复合分往下找可买标的）";
|
||
|
||
return (
|
||
<>
|
||
<Card
|
||
icon="target"
|
||
title="选股条件（本次回测实际使用的规则）"
|
||
tools={<Pill tone="violet">来自归档 spec，非当前页面参数</Pill>}
|
||
>
|
||
<div className="spec-grid">
|
||
<SpecBlock title="股票池（universe）">
|
||
<SpecRow k="市场" v={String(uni.market ?? "CN_A")} />
|
||
<SpecRow
|
||
k="剔除 ST"
|
||
v={uni.exclude_st ? "是（按择股日**当时名称**判定）" : "否"}
|
||
/>
|
||
<SpecRow
|
||
k="上市天数下限"
|
||
v={uni.min_listing_days ? `${uni.min_listing_days} 个自然日` : "无限制"}
|
||
/>
|
||
<SpecRow k="指数成分" v={uni.index_code ? String(uni.index_code) : "不限定"} />
|
||
<SpecRow
|
||
k="白名单"
|
||
v={
|
||
Array.isArray(uni.symbols) && uni.symbols.length
|
||
? `${uni.symbols.length} 只`
|
||
: "全市场"
|
||
}
|
||
/>
|
||
<SpecRow k="剔除停牌" v={uni.exclude_suspended ? "是（近似：当日无行情）" : "否"} />
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="打分因子（横截面 z-score 加权）">
|
||
{factorList.length === 0 ? (
|
||
<div className="hint">无（纯条件选股）</div>
|
||
) : (
|
||
factorList.map((f) => (
|
||
<SpecRow
|
||
key={f.name}
|
||
k={`${f.name} 权重 ${f.weight}`}
|
||
v={directionText(f.name, factors)}
|
||
mono
|
||
/>
|
||
))
|
||
)}
|
||
<div className="hint" style={{ marginTop: 6 }}>
|
||
复合分 = Σ(权重 × 方向 × 当日截面 z-score)，降序取候选池。
|
||
</div>
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="过滤条件（AND，逐择股日求值）">
|
||
{conds.length === 0 ? (
|
||
<div className="hint">无附加条件</div>
|
||
) : (
|
||
conds.map((c, i) => <SpecRow key={`${c.field}-${i}`} k={`条件 ${i + 1}`} v={condText(c)} mono />)
|
||
)}
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="两级截断与周期">
|
||
<SpecRow k="候选池 n" v={sel.top_n != null ? `${sel.top_n} 只` : "—"} />
|
||
<SpecRow
|
||
k="实际持仓 x"
|
||
v={
|
||
sel.hold_top_x != null && sel.hold_top_x !== sel.top_n
|
||
? `${sel.hold_top_x} 只`
|
||
: `= n${sel.top_n != null ? `（${sel.top_n} 只）` : ""}`
|
||
}
|
||
/>
|
||
<SpecRow
|
||
k="择股周期 m"
|
||
v={
|
||
spec.selection_interval_months
|
||
? `每 ${spec.selection_interval_months} 个月重新择股`
|
||
: "每次调仓都重新择股"
|
||
}
|
||
/>
|
||
<SpecRow
|
||
k="调仓周期 y"
|
||
v={
|
||
spec.rebalance_interval_months
|
||
? `每 ${spec.rebalance_interval_months} 个月调仓`
|
||
: `跟随调仓频率（${rebalanceLabel(spec.rebalance)}）`
|
||
}
|
||
/>
|
||
<SpecRow k="买不进时" v={fillPolicy} />
|
||
<SpecRow k="资金分配" v="等权（可用现金 / 目标持仓数）" />
|
||
</SpecBlock>
|
||
</div>
|
||
</Card>
|
||
|
||
<Card icon="scale" title="交易执行依据（撮合价 / 成本 / 约束）">
|
||
<div className="spec-grid">
|
||
<SpecBlock title="成交口径">
|
||
<SpecRow k="价格口径" v={adjustLabel(spec.price_adjustment as string)} />
|
||
<SpecRow k="成交时点" v="调仓日**收盘**（调仓在当日收盘生效，自次日起计收益）" />
|
||
<SpecRow
|
||
k="买入价"
|
||
v={`收盘价 × (1 + 滑点 ${pct(costs.slippage_rate)})`}
|
||
/>
|
||
<SpecRow
|
||
k="卖出价"
|
||
v={`收盘价 × (1 − 滑点 ${pct(costs.slippage_rate)})`}
|
||
/>
|
||
<SpecRow k="回测区间" v={detail.period ? `${detail.period[0]} ~ ${detail.period[1]}` : "—"} mono />
|
||
<SpecRow
|
||
k="初始资金"
|
||
v={
|
||
spec.initial_capital != null
|
||
? `${Number(spec.initial_capital).toLocaleString("zh-CN")} 元`
|
||
: "—"
|
||
}
|
||
/>
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="成本">
|
||
<SpecRow k="佣金" v={`${pct(costs.commission_rate)}（买入与卖出各计一次）`} />
|
||
<SpecRow k="印花税" v={`${pct(costs.stamp_tax_rate)}（仅卖出）`} />
|
||
<SpecRow k="滑点" v={pct(costs.slippage_rate)} />
|
||
<SpecRow
|
||
k="最低佣金"
|
||
v={
|
||
Number(costs.min_commission ?? 0) > 0
|
||
? `${costs.min_commission} 元/笔（max(按比例, 最低)）`
|
||
: "未启用（0）"
|
||
}
|
||
/>
|
||
<SpecRow
|
||
k="对照基准"
|
||
v={String(costs.benchmark ?? "000300.SH") + "（仅展示，不参与交易）"}
|
||
/>
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="成交约束（近似建模）">
|
||
<SpecRow k="涨停" v="收盘价 / 上一有效收盘 ≥ 板块涨停系数 → 不可买入" />
|
||
<SpecRow k="跌停" v="→ 不可卖出（持仓保留到下一次调仓）" />
|
||
<SpecRow k="停牌" v="当日无行情 → 不可买不可卖" />
|
||
<SpecRow k="顺延买入" v={sel.defer_buy ? "启用（到下次调仓仍未成交则作废，资金留作现金）" : "未启用"} />
|
||
<SpecRow k="期末平仓" v="否 —— 最后持仓按最后交易日收盘估值，浮盈浮亏计入净值但不产生 Trade 记录" />
|
||
</SpecBlock>
|
||
|
||
<SpecBlock title="复现提示">
|
||
<div className="hint">
|
||
① 同样的 spec + 同样的代码版本 + 同样的数据版本才应复现同样结果；
|
||
② 复权口径为 {adjustLabel(spec.price_adjustment as string)}，
|
||
{spec.price_adjustment === "none"
|
||
? "现金分红未计入收益、除权日价格下移会记为亏损 —— 股息类策略建议用 hfq 重跑对比。"
|
||
: "分红按复权因子隐含再投资处理。"}
|
||
③ 未建模项（涨跌停开盘路径、停牌明细、流动性冲击等）写在该归档结果的
|
||
<RichText text="`unimplemented`" /> 列表里，下方结果区已如实展示。
|
||
</div>
|
||
</SpecBlock>
|
||
</div>
|
||
{detail.kind !== "backtest" ? (
|
||
<div className="hint" style={{ marginTop: 10 }}>
|
||
该归档类型为「{experimentKindLabel(detail.kind)}」，其 spec 中的择股/调仓/成本字段不参与计算。
|
||
</div>
|
||
) : null}
|
||
</Card>
|
||
</>
|
||
);
|
||
}
|
||
|
||
function SpecBlock({ title, children }: { title: string; children: React.ReactNode }) {
|
||
return (
|
||
<div className="spec-block">
|
||
<div className="spec-block__title">{title}</div>
|
||
{children}
|
||
</div>
|
||
);
|
||
}
|
||
|
||
function SpecRow({ k, v, mono }: { k: string; v: string; mono?: boolean }) {
|
||
return (
|
||
<div className="spec-row">
|
||
<span className="spec-row__k">{k}</span>
|
||
<span className={`spec-row__v${mono ? " mono" : ""}`}>
|
||
<RichText text={v} />
|
||
</span>
|
||
</div>
|
||
);
|
||
}
|
||
|
||
function pct(v: unknown): string {
|
||
const n = Number(v);
|
||
if (!Number.isFinite(n)) return "未记录";
|
||
return `${(n * 100).toFixed(3).replace(/0+$/, "").replace(/\.$/, "")}%`;
|
||
} |