mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 15:34:16 +08:00
shy3130
4696fef959
引入第四种执行后端 composite: 声明式引用多个子策略, 复用现有注册表/缓存/撮合全链路。 核心设计: - 退出采用来源投影(每个子策略 exit 仅在自己持仓窗口生效, 不串平其他子策略仓位) - 评分用标准化排名加权(跨子策略可比, 不依赖 per-strategy 的 min-max 量纲) - 来源归因(entry_signal_code 标记来源子策略) 后端: - engine.py: CompositeSpec 数据模型, 两阶段引用校验(孤儿移除/嵌套禁止/asset_types 子集/≤8 上限), _run_composite_strategy 选股执行, find_dependents 删除防护, override_loader 注入保证子策略与单独跑同口径 - composite.py(新): 选股 merge_results + 回测 merge_signal_matrices 合并器(退出投影/排名融合/归因) - backtest/strategy.py: composite 回测分支(特征计划合并/逐子信号/统一风控/basic_filter/归因) - api/strategy.py: POST /composite/save 端点, _strategy_detail 返回 composite_children(含 name/source), 删除依赖 409 防护 - monitor.py: 实时监控 fail-closed(回退盘后缓存) - walkforward.py: 对 composite 显式中文报错 - worker.py: _strategy_dirs 补 composite 目录(修复回测子进程找不到 composite 的 bug) 前端: - CompositeStrategyDialog(新): 创建/编辑弹窗(自动生成 composite_ ID, 权重归一, 类型标签, 增删子策略) - StrategySettingsDialog: composite 设置面板(子策略增删改/归一/类型标签) - StrategyBacktest: 回测页 composite 适配(分组/参数区/结果区展示子策略构成) - api.ts: 类型扩展(source/backend 加 composite, composite_children 含 name/source) 测试: 36 个 composite 专项测试(加载/选股/回测退出投影/排名/归因/override 透传/API/删除防护), 端到端验证真实内置策略回测通过
323 lines
14 KiB
TypeScript
323 lines
14 KiB
TypeScript
import { useState, useMemo, useEffect, useCallback, useRef } from 'react'
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import { motion, AnimatePresence, Reorder } from 'framer-motion'
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import { X, Plus, GripVertical, Upload, Loader2 } from 'lucide-react'
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import { api, type StrategyDetail } from '@/lib/api'
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import { useDialogBackdrop } from '@/lib/useDialogBackdrop'
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interface Props {
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pool: string[]
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onConfirm: (newPool: string[]) => void
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onClose: () => void
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}
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const SOURCE_CLS: Record<string, string> = {
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builtin: 'bg-accent/10 text-accent border-accent/20',
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custom: 'bg-amber-400/10 text-amber-400 border-amber-400/30',
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ai: 'bg-purple-500/10 text-purple-400 border-purple-500/20',
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invalid: 'bg-danger/10 text-danger border-danger/20',
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}
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const SOURCE_LABEL: Record<string, string> = {
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builtin: '内置',
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custom: '自定义',
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ai: 'AI',
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invalid: '失效',
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}
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type SourceTab = 'all' | 'builtin' | 'custom' | 'ai'
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const TABS: { id: SourceTab; label: string }[] = [
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{ id: 'all', label: '全部' },
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{ id: 'builtin', label: '内置' },
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{ id: 'custom', label: '自定义' },
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{ id: 'ai', label: 'AI' },
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]
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function parseMetaId(code: string): string {
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const m = code.match(/["']id["']\s*:\s*["']([A-Za-z0-9_-]+)["']/)
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return m ? m[1] : ''
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}
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function fileStem(name: string): string {
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return name.replace(/\.py$/i, '').replace(/[^A-Za-z0-9_-]/g, '_').replace(/^_+|_+$/g, '')
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}
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export function StrategyPoolDialog({ pool, onConfirm, onClose }: Props) {
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const backdrop = useDialogBackdrop(onClose)
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// 草稿状态: 打开时从 pool 复制, 操作只改草稿, 点确定才提交
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const [draftPool, setDraftPool] = useState<string[]>(() => [...pool])
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const [allStrategies, setAllStrategies] = useState<StrategyDetail[]>([])
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const [loading, setLoading] = useState(true)
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const [activeTab, setActiveTab] = useState<SourceTab>('all')
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const [importing, setImporting] = useState(false)
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const [importError, setImportError] = useState('')
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const [importMsg, setImportMsg] = useState('')
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const fileInputRef = useRef<HTMLInputElement | null>(null)
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const loadStrategies = useCallback(async () => {
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setLoading(true)
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try {
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const d = await api.strategyList()
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setAllStrategies(d.strategies)
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} catch {
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setAllStrategies([])
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} finally {
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setLoading(false)
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}
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}, [])
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useEffect(() => {
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loadStrategies()
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}, [loadStrategies])
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const stratMap = useMemo(() => {
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const m = new Map<string, StrategyDetail>()
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allStrategies.forEach(s => m.set(s.id, s))
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return m
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}, [allStrategies])
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const validDraft = useMemo(
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() => draftPool.filter(id => stratMap.has(id)),
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[draftPool, stratMap]
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)
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const invalidPoolCount = draftPool.length - validDraft.length
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const available = useMemo(
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() => allStrategies.filter(s => !draftPool.includes(s.id)),
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[allStrategies, draftPool]
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)
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// 按 Tab 分组过滤待选
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const filteredAvailable = useMemo(() => {
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if (activeTab === 'all') return available
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return available.filter(s => s.source === activeTab)
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}, [available, activeTab])
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const handleAdd = useCallback((id: string) => {
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setDraftPool(prev => prev.includes(id) ? prev : [...prev, id])
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}, [])
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const handleRemove = useCallback((id: string) => {
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setDraftPool(prev => prev.filter(x => x !== id))
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}, [])
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const handleReorder = useCallback((newOrder: string[]) => {
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setDraftPool(newOrder)
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}, [])
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const handleImportFile = useCallback(async (file: File) => {
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setImporting(true); setImportError(''); setImportMsg('')
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try {
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if (!file.name.toLowerCase().endsWith('.py')) throw new Error('只能导入 .py 策略文件')
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const code = await file.text()
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const rawId = parseMetaId(code) || fileStem(file.name)
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if (!rawId) throw new Error('无法识别策略 ID，请检查 META.id 或文件名')
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const target: 'ai' | 'custom' = rawId.startsWith('ai_') ? 'ai' : 'custom'
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const strategyId = target === 'ai'
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? rawId
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: (rawId.startsWith('custom_') ? rawId : `custom_${rawId}`)
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const result = await api.strategySaveCodeV2({
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strategy_id: strategyId,
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code,
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target_source: target,
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mode: 'create',
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})
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await loadStrategies()
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setActiveTab(result.source === 'ai' ? 'ai' : 'custom')
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setImportMsg(`已导入到${result.source === 'ai' ? 'AI' : '自定义'}策略: ${result.strategy_id}`)
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} catch (e: any) {
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setImportError(String(e?.message ?? '导入失败'))
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} finally {
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setImporting(false)
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if (fileInputRef.current) fileInputRef.current.value = ''
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}
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}, [loadStrategies])
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return (
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<AnimatePresence>
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<motion.div
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initial={{ opacity: 0 }}
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animate={{ opacity: 1 }}
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exit={{ opacity: 0 }}
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className="fixed inset-0 z-50 flex items-center justify-center bg-black/50"
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{...backdrop}
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>
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<motion.div
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initial={{ opacity: 0, scale: 0.95, y: 10 }}
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animate={{ opacity: 1, scale: 1, y: 0 }}
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exit={{ opacity: 0, scale: 0.95, y: 10 }}
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transition={{ duration: 0.15, ease: [0.16, 1, 0.3, 1] }}
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className="w-[680px] max-h-[78vh] bg-surface border border-border rounded-card shadow-xl flex flex-col"
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>
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{/* 标题 */}
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<div className="flex items-center justify-between px-4 py-2.5 border-b border-border shrink-0">
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<span className="text-sm font-medium text-foreground">
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策略池 <span className="text-muted font-normal text-xs">{validDraft.length} / {allStrategies.length}</span>
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{invalidPoolCount > 0 && <span className="ml-2 text-[10px] text-danger">{invalidPoolCount} 个失效</span>}
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</span>
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<div className="flex items-center gap-2">
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<input
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ref={fileInputRef}
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type="file"
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accept=".py,text/x-python,text/plain"
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className="hidden"
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onChange={e => {
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const file = e.target.files?.[0]
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if (file) void handleImportFile(file)
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}}
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/>
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<button
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onClick={() => fileInputRef.current?.click()}
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disabled={importing}
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className="inline-flex items-center gap-1.5 px-2.5 py-1 rounded-btn border border-accent/30 bg-accent/10 text-accent text-xs font-medium hover:bg-accent/15 disabled:opacity-50 transition-colors cursor-pointer"
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>
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{importing ? <Loader2 className="h-3.5 w-3.5 animate-spin" /> : <Upload className="h-3.5 w-3.5" />}
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导入策略
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</button>
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<button onClick={onClose} className="p-1 rounded hover:bg-elevated transition-colors cursor-pointer">
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<X className="h-4 w-4 text-muted" />
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</button>
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</div>
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</div>
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{(importError || importMsg) && (
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<div className={`mx-4 mt-2 px-3 py-2 rounded-btn border text-[11px] shrink-0 ${importError ? 'border-danger/20 bg-danger/10 text-danger' : 'border-emerald-400/20 bg-emerald-400/10 text-emerald-400'}`}>
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{importError || importMsg}
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</div>
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)}
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{loading ? (
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<div className="flex items-center justify-center py-16">
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<div className="w-5 h-5 border-2 border-accent/30 border-t-accent rounded-full animate-spin" />
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</div>
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) : (
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<div className="flex-1 min-h-0 grid grid-cols-2 gap-0">
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{/* 左侧: 待选 (Tab 分组) */}
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<div className="flex flex-col min-h-0 border-r border-border">
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<div className="flex items-center gap-0.5 px-3 py-2 border-b border-border/60 shrink-0">
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{TABS.map(tab => {
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const count = tab.id === 'all'
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? available.length
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: available.filter(s => s.source === tab.id).length
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return (
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<button
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key={tab.id}
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onClick={() => setActiveTab(tab.id)}
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className={`px-2.5 py-1 text-[11px] font-medium rounded-btn transition-colors cursor-pointer ${
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activeTab === tab.id
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? 'bg-accent/10 text-accent'
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: 'text-muted hover:text-secondary hover:bg-elevated'
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}`}
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>
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{tab.label}
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<span className="ml-1 text-[9px] opacity-60">{count}</span>
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</button>
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)
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})}
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</div>
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<div className="flex-1 overflow-y-auto px-2 py-2 space-y-0.5">
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{filteredAvailable.length === 0 ? (
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<div className="flex items-center justify-center h-full text-[11px] text-muted">
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{available.length === 0 ? '全部已加入策略池' : '此分组无待选策略'}
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</div>
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) : filteredAvailable.map(s => (
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<button
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key={s.id}
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onClick={() => handleAdd(s.id)}
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className="w-full flex items-center gap-2 px-2.5 py-1.5 rounded-btn
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hover:bg-accent/8 transition-colors cursor-pointer group text-left"
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>
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<span className="flex-1 min-w-0">
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<span className="text-[12px] text-foreground group-hover:text-accent transition-colors block truncate">
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{s.name} <span className="text-[10px] text-muted font-mono">{s.id}</span>
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</span>
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<span className="text-[10px] text-muted truncate block">{s.description}</span>
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</span>
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<span className={`text-[8px] px-1 py-px rounded border leading-tight shrink-0 ${SOURCE_CLS[s.source] ?? SOURCE_CLS.builtin}`}>
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{SOURCE_LABEL[s.source] ?? '内置'}
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</span>
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<Plus className="h-3.5 w-3.5 text-muted/40 group-hover:text-accent shrink-0" />
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</button>
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))}
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</div>
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</div>
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{/* 右侧: 已选 (Reorder.Group 纵向拖拽) */}
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<div className="flex flex-col min-h-0">
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<div className="flex items-center gap-1.5 px-3 py-2 border-b border-border/60 shrink-0">
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<GripVertical className="h-3 w-3 text-muted/50" />
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<span className="text-[10px] text-muted">已选 · 上下拖拽排序</span>
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</div>
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<div className="flex-1 overflow-y-auto px-2 py-2">
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{draftPool.length === 0 ? (
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<div className="flex items-center justify-center h-full text-[11px] text-muted">
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从左侧点击策略添加
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</div>
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) : (
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<Reorder.Group
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axis="y"
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values={draftPool}
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onReorder={handleReorder}
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className="space-y-1"
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>
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{draftPool.map(id => {
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const s = stratMap.get(id)
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const src = s?.source ?? 'invalid'
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return (
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<Reorder.Item
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key={id}
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value={id}
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className="flex items-center gap-2 px-2.5 py-1.5 rounded-btn
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bg-accent/8 border border-accent/20
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cursor-grab active:cursor-grabbing
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hover:bg-accent/15 transition-colors group"
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whileDrag={{ scale: 1.02, zIndex: 50, boxShadow: '0 4px 12px rgba(0,0,0,0.2)' }}
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>
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<GripVertical className="h-3.5 w-3.5 text-accent/40 group-hover:text-accent/70 shrink-0" />
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<span className="flex-1 min-w-0 text-[12px] text-foreground truncate">
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{s?.name ?? id} <span className="text-[10px] text-muted font-mono">{id}</span>
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</span>
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<span className={`text-[8px] px-1 py-px rounded border leading-tight shrink-0 ${SOURCE_CLS[src] ?? SOURCE_CLS.builtin}`}>
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{SOURCE_LABEL[src] ?? '内置'}
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</span>
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<button
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onClick={(e) => { e.stopPropagation(); handleRemove(id) }}
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className="text-muted/40 hover:text-danger transition-colors cursor-pointer leading-none shrink-0"
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title="移除"
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>
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<X className="h-3.5 w-3.5" />
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</button>
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</Reorder.Item>
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)
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})}
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</Reorder.Group>
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)}
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</div>
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</div>
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</div>
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)}
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{/* 底部 */}
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<div className="flex items-center justify-between px-4 py-2 border-t border-border shrink-0">
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<span className="text-[10px] text-muted">仅策略池中的策略会在扫描时运行</span>
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<div className="flex items-center gap-2">
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<button
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onClick={onClose}
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className="px-3 py-1 text-xs rounded-btn border border-border text-muted hover:text-foreground hover:border-border/80 transition-colors cursor-pointer"
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>
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取消
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</button>
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<button
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onClick={() => { onConfirm(draftPool); onClose() }}
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className="px-3 py-1 text-xs rounded-btn bg-accent text-white hover:bg-accent/90 transition-colors cursor-pointer"
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>
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确定
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</button>
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</div>
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</div>
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</motion.div>
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</motion.div>
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</AnimatePresence>
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)
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}
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