aeroxw/tick-stock-panel
1
0
Fork 0
mirror of https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git synced 2026-09-12 15:34:16 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #110 from shy3130/fix/wf-nan-rendering

Browse Source 
fix(walkforward): 汇总数值 NaN/Infinity 渲染兜底
This commit is contained in:
wshy
2026-07-13 18:54:46 +08:00
committed by GitHub
parent 79b86b26a0 95c918c841
commit a0fec8a754
1 changed files with 23 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
frontend/src/pages/backtest/StrategyWalkForward.tsx
+23 -11
View File
@@ -36,11 +36,17 @@ function Stat({ label, value, hint, color }: { label: string; value: string; hin
)
}
/** 把 NaN/Infinity 归一为 null (走 ?! '—' 的既有降级路径), 防止 toFixed 渲染出 "NaN"。 */
function fin(v: number | null | undefined): number | null {
return v != null && Number.isFinite(v) ? v : null
}
/** OOS 拼接净值曲线 (逐折复利) — walk-forward 核心产出的极简 SVG 折线。 */
function OosEquityChart({ curve }: { curve: { fold: number; date: string; value: number }[] }) {
if (!curve.length) return null
// 过滤非有限值: 零成交折等边界可能产出 NaN/Infinity, 混入会让坐标全 NaN → SVG 空白。
const vals = curve.map(p => p.value).filter(v => Number.isFinite(v))
if (!vals.length) return null
const W = 600, H = 120, pad = 8
const vals = curve.map(p => p.value)
const lo = Math.min(1, ...vals), hi = Math.max(1, ...vals)
const span = hi - lo || 1
// 起点补一个 value=1 基准, 让曲线从 1.0 起步
@@ -112,6 +118,12 @@ export function StrategyWalkForward() {
const result = task?.result
const progress = task?.progress
const summary = result?.summary
// 汇总里的可空数值先归一: 零成交折等边界可能产出 NaN/Infinity,
// 直接 toFixed 会渲染出 "NaN"; 这里把非有限值转 null, 下游统一走 '—' 降级。
const compounded = fin(summary?.compounded_oos_return)
const degradation = fin(summary?.degradation)
const avgIs = fin(summary?.avg_is_objective)
const avgOos = fin(summary?.avg_oos_objective)
return (
<div className="grid grid-cols-1 gap-3 lg:grid-cols-[320px_1fr]">
@@ -210,20 +222,20 @@ export function StrategyWalkForward() {
{result && summary && result.n_folds > 0 && (
<div className="space-y-4">
{/* 汇总卡 */}
{/* 汇总卡 — 可空数值已在上游用 fin() 归一, NaN/Infinity 走 '—' 而非渲染 "NaN" */}
<div className="grid grid-cols-2 gap-2 sm:grid-cols-4">
<Stat label="OOS 复利收益" value={fmtPct(summary.compounded_oos_return)}
color={summary.compounded_oos_return >= 0 ? '#34d399' : '#f87171'} />
<Stat label="OOS 复利收益" value={fmtPct(compounded)}
color={compounded != null && compounded >= 0 ? '#34d399' : '#f87171'} />
<Stat label="IS→OOS 退化"
value={summary.degradation != null ? summary.degradation.toFixed(3) : '—'}
hint={summary.degradation != null && summary.degradation > 0 ? '样本外退化=过拟合' : '样本外未退化'}
color={summary.degradation != null && summary.degradation > 0 ? '#f87171' : '#34d399'} />
value={degradation != null ? degradation.toFixed(3) : '—'}
hint={degradation != null && degradation > 0 ? '样本外退化=过拟合' : '样本外未退化'}
color={degradation != null && degradation > 0 ? '#f87171' : '#34d399'} />
<Stat label="一致性" value={fmtPct(summary.consistency)} hint="OOS 盈利折占比" />
<Stat label="有效折" value={result.n_skipped > 0 ? `${result.n_folds} (跳过${result.n_skipped})` : String(result.n_folds)} />
</div>
<div className="text-xs text-secondary">
IS 目标均值 {summary.avg_is_objective ?? '—'} · OOS 目标均值 {summary.avg_oos_objective ?? '—'} · 耗时 {(result.elapsed_ms / 1000).toFixed(1)}s
IS 目标均值 {avgIs != null ? avgIs.toFixed(3) : '—'} · OOS 目标均值 {avgOos != null ? avgOos.toFixed(3) : '—'} · 耗时 {(result.elapsed_ms / 1000).toFixed(1)}s
</div>
{/* OOS 拼接净值曲线 (walk-forward 核心产出) */}
@@ -269,10 +281,10 @@ export function StrategyWalkForward() {
</table>
</div>
{summary.degradation != null && summary.degradation > 0 && (
{degradation != null && degradation > 0 && (
<div className="flex items-center gap-1.5 rounded-input border border-red-500/30 bg-red-500/5 px-3 py-2 text-[11px] text-red-400">
<TrendingDown className="h-3.5 w-3.5" />
样本外目标较样本内退化 {summary.degradation.toFixed(3)}，提示参数可能过拟合训练区间。
样本外目标较样本内退化 {degradation.toFixed(3)}，提示参数可能过拟合训练区间。
</div>
)}
</div>