From de51929a44a7cc3e6f25b8dfefda60fb418cf1bc Mon Sep 17 00:00:00 2001
From: shy3130 <415333856@qq.com>
Date: Wed, 26 Aug 2026 12:55:38 +0800
Subject: [PATCH] =?UTF-8?q?fix(mining):=20=E5=B8=82=E5=9C=BA=E7=8E=AF?=
=?UTF-8?q?=E5=A2=83=E6=95=B0=E6=8D=AE=E7=BC=BA=E5=A4=B1=E6=97=B6=E6=8C=96?=
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用户在未计算市场环境的数据目录跑挖掘: 搜索阶段的 regime 评估被
evaluator 软捕获成 error 字符串, 整轮嵌套搜索照常跑完后, artifacts
阶段的 _regime_date_count 硬抛 ValueError, 计算全部浪费且只在最后
给出指引。
- mining_runtime: require_regime 时在因子面板就绪后立即用与
artifacts 相同的 fold 口径预构建一次 regime mask (required 区间取
全部外层 fold 测试窗并集), 数据为空/覆盖不完整即刻带指引消息终止
- MiningWorkbench: 启动前查询 /api/regime/latest, 未计算时侧栏显示
警告横幅(直达数据页)并在开始时 toast 阻止, 避免产生必败的运行记录
- 测试: 缺数据 fail-fast / 覆盖充足通过 / fold 窗口内缺口报错 三例
---
backend/app/backtest/mining_runtime.py | 30 +++++++
backend/tests/backtest/test_mining_runtime.py | 80 ++++++++++++++++++-
.../src/pages/backtest/MiningWorkbench.tsx | 21 ++++-
3 files changed, 129 insertions(+), 2 deletions(-)
diff --git a/backend/app/backtest/mining_runtime.py b/backend/app/backtest/mining_runtime.py
index f351ccd..a04759d 100644
--- a/backend/app/backtest/mining_runtime.py
+++ b/backend/app/backtest/mining_runtime.py
@@ -522,6 +522,10 @@ def run_mining_runtime(
"factors": len(request.factor_names),
})
+ if request.require_regime:
+ emit({"phase": "panel", "label": "校验市场环境数据", "done": 0, "total": 1})
+ _validate_regime_availability(panel, request, data_dir)
+
_raise_if_cancelled(cancel_check)
start_phase()
matrix_started = time.perf_counter()
@@ -1309,6 +1313,32 @@ def _fold_row(
}
+def _validate_regime_availability(
+ panel: pl.DataFrame,
+ request: RuntimeRequest,
+ data_dir: Path,
+) -> None:
+ """搜索开始前 fail-fast 校验市场环境数据。
+
+ 环境分组评估 (strong/range/weak) 依赖 T-1 市场环境序列; 数据为空或覆盖不足时,
+ 若拖到 artifacts 阶段才在 _regime_date_count 中抛错, 整轮嵌套搜索的计算全部浪费。
+ 这里用与 artifacts 相同的 fold 口径 (panel 标签) 预先构建一次 mask:
+ required 区间取所有外层 fold 测试窗的并集, 覆盖后续每个 fold 单独调用的要求,
+ 任何 ValueError (数据为空 / 覆盖不完整) 立即带指引消息终止运行。
+ """
+ labels = _date_labels(panel)
+ nested = generate_nested_folds(labels, request.mining_request.validation)
+ if not nested:
+ return
+ StrategyBacktestService._build_regime_mask(
+ labels,
+ _REGIME_FILTERS["strong"],
+ data_dir,
+ required_start=date.fromisoformat(nested[0].outer.test_start),
+ required_end=date.fromisoformat(nested[-1].outer.test_end),
+ )
+
+
def _regime_date_count(
panel: pl.DataFrame,
validation_fold,
diff --git a/backend/tests/backtest/test_mining_runtime.py b/backend/tests/backtest/test_mining_runtime.py
index b982700..7c13449 100644
--- a/backend/tests/backtest/test_mining_runtime.py
+++ b/backend/tests/backtest/test_mining_runtime.py
@@ -6,7 +6,11 @@ from types import SimpleNamespace
import polars as pl
import pytest
-from app.backtest.mining import MiningCandidate
+from app.backtest.mining import (
+ MiningCandidate,
+ NestedValidationConfig,
+ generate_nested_folds,
+)
from app.backtest.mining_runtime import (
TrainingMetricProvider,
_decode_runtime_request,
@@ -14,6 +18,7 @@ from app.backtest.mining_runtime import (
_prepare_base_market,
_rank_artifact_candidates,
_regime_date_count,
+ _validate_regime_availability,
attach_single_forward_return,
)
from app.services import regime_builder
@@ -312,3 +317,76 @@ def test_regime_date_count_uses_t_minus_one_market_labels(tmp_path) -> None:
assert _regime_date_count(panel, fold, "strong", tmp_path) == 2
assert _regime_date_count(panel, fold, "weak", tmp_path) == 1
+
+
+def _small_validation() -> NestedValidationConfig:
+ return NestedValidationConfig(
+ outer_train_bars=10,
+ outer_test_bars=3,
+ outer_step_bars=5,
+ inner_train_bars=5,
+ inner_test_bars=2,
+ inner_step_bars=3,
+ purge_bars=1,
+ embargo_bars=1,
+ min_train_bars=3,
+ )
+
+
+def _regime_panel(n: int = 20) -> tuple[list[date], pl.DataFrame]:
+ labels = [date(2024, 1, 2) + timedelta(days=offset) for offset in range(n)]
+ return labels, pl.DataFrame({"date": labels})
+
+
+def _upsert_regime(tmp_path, labels, states: list[str]) -> None:
+ regime_builder.upsert_regime_history(tmp_path, pl.DataFrame({
+ "date": labels,
+ "state": states,
+ "score": [50] * len(labels),
+ }))
+
+
+def test_validate_regime_availability_fails_fast_when_regime_data_missing(
+ tmp_path,
+) -> None:
+ labels, panel = _regime_panel()
+ request = SimpleNamespace(
+ mining_request=SimpleNamespace(validation=_small_validation()),
+ )
+
+ with pytest.raises(ValueError, match="市场环境数据为空"):
+ _validate_regime_availability(panel, request, tmp_path)
+
+
+def test_validate_regime_availability_passes_when_regime_covers_fold_windows(
+ tmp_path,
+) -> None:
+ labels, panel = _regime_panel()
+ _upsert_regime(
+ tmp_path,
+ labels[:-1],
+ ["range"] * (len(labels) - 1),
+ )
+ request = SimpleNamespace(
+ mining_request=SimpleNamespace(validation=_small_validation()),
+ )
+
+ _validate_regime_availability(panel, request, tmp_path)
+
+
+def test_validate_regime_availability_reports_coverage_gaps_in_fold_windows(
+ tmp_path,
+) -> None:
+ labels, panel = _regime_panel()
+ nested = generate_nested_folds(
+ [value.isoformat() for value in labels], _small_validation()
+ )
+ gap_date = date.fromisoformat(nested[0].outer.test_start) + timedelta(days=1)
+ covered = [value for value in labels if value != gap_date]
+ _upsert_regime(tmp_path, covered, ["range"] * len(covered))
+ request = SimpleNamespace(
+ mining_request=SimpleNamespace(validation=_small_validation()),
+ )
+
+ with pytest.raises(ValueError, match="市场环境数据覆盖不完整"):
+ _validate_regime_availability(panel, request, tmp_path)
diff --git a/frontend/src/pages/backtest/MiningWorkbench.tsx b/frontend/src/pages/backtest/MiningWorkbench.tsx
index d76f4be..c217ce5 100644
--- a/frontend/src/pages/backtest/MiningWorkbench.tsx
+++ b/frontend/src/pages/backtest/MiningWorkbench.tsx
@@ -1,6 +1,6 @@
import { useEffect, useMemo, useRef, useState } from 'react'
import { useMutation, useQuery, useQueryClient } from '@tanstack/react-query'
-import { useSearchParams } from 'react-router-dom'
+import { Link, useSearchParams } from 'react-router-dom'
import {
AlertTriangle,
CheckCircle2,
@@ -303,6 +303,7 @@ export function MiningWorkbench() {
enabled: validDateRange,
staleTime: 30_000,
})
+ const regimeLatestQuery = useQuery({ queryKey: QK.regimeLatest, queryFn: api.regimeLatest, staleTime: 60_000 })
const configQuery = useQuery({ queryKey: QK.miningConfig, queryFn: api.miningConfig })
useEffect(() => {
@@ -454,6 +455,18 @@ export function MiningWorkbench() {
)
return
}
+ if (regimeLatestQuery.isPending || regimeLatestQuery.isFetching) {
+ toast('正在核验市场环境数据，请稍候', 'error')
+ return
+ }
+ if (regimeLatestQuery.isError || !regimeLatestQuery.data) {
+ toast('无法核验市场环境数据，请检查数据状态后重试', 'error')
+ return
+ }
+ if (!regimeLatestQuery.data.row) {
+ toast('尚未计算市场环境数据：挖掘含市场环境分组评估，请先在数据页完成市场环境计算', 'error')
+ return
+ }
const commissionBps = parseBoundedNumber(draft.commissionBps, '佣金', 0, 500)
const stampTaxBps = parseBoundedNumber(draft.stampTaxBps, '印花税', 0, 500)
const slippageBps = parseBoundedNumber(draft.slippageBps, '滑点', 0, 1000)
@@ -567,6 +580,12 @@ export function MiningWorkbench() {
)}
+ {regimeLatestQuery.data && !regimeLatestQuery.data.row && (
+
+ 尚未计算市场环境数据 — 挖掘含市场环境分组评估，缺少时启动即校验失败。前往数据页完成市场环境计算 →
+
+ )}
+