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fix(mining): 市场环境数据缺失时挖掘启动即失败并前置提示
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
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@@ -522,6 +522,10 @@ def run_mining_runtime(
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"factors": len(request.factor_names),
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})
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if request.require_regime:
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emit({"phase": "panel", "label": "校验市场环境数据", "done": 0, "total": 1})
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_validate_regime_availability(panel, request, data_dir)
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_raise_if_cancelled(cancel_check)
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start_phase()
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matrix_started = time.perf_counter()
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@@ -1309,6 +1313,32 @@ def _fold_row(
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}
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def _validate_regime_availability(
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panel: pl.DataFrame,
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request: RuntimeRequest,
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data_dir: Path,
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) -> None:
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"""搜索开始前 fail-fast 校验市场环境数据。
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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,
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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。
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这里用与 artifacts 相同的 fold 口径 (panel 标签) 预先构建一次 mask:
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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,
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任何 ValueError (数据为空 / 覆盖不完整) 立即带指引消息终止运行。
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"""
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labels = _date_labels(panel)
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nested = generate_nested_folds(labels, request.mining_request.validation)
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if not nested:
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return
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StrategyBacktestService._build_regime_mask(
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labels,
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_REGIME_FILTERS["strong"],
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data_dir,
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required_start=date.fromisoformat(nested[0].outer.test_start),
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required_end=date.fromisoformat(nested[-1].outer.test_end),
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)
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def _regime_date_count(
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panel: pl.DataFrame,
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validation_fold,
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