update
This commit is contained in:
sam
parent
6a7c20db91
commit
4eb2b2d81e
@ -58,6 +58,7 @@ from app.utils.portfolio import (
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)
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from app.agents.registry import default_agents
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from app.utils.tuning import log_tuning_result
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from app.backtest.engine import BacktestEngine, PortfolioState
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LOGGER = get_logger(__name__)
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@ -67,6 +68,9 @@ _DECISION_ENV_BATCH_RESULTS_KEY = "decision_env_batch_results"
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_DASHBOARD_CONTAINERS: Optional[tuple[object, object]] = None
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_DASHBOARD_ELEMENTS: Optional[Dict[str, object]] = None
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_SIDEBAR_LISTENER_ATTACHED = False
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# ADD: simple in-memory cache for provider model discovery
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_MODEL_CACHE: Dict[str, Dict[str, object]] = {}
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_CACHE_TTL_SECONDS = 300
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def _sidebar_metrics_listener(metrics: Dict[str, object]) -> None:
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@ -210,6 +214,16 @@ def _discover_provider_models(provider: LLMProvider, base_override: str = "", ap
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timeout = float(provider.default_timeout or 30.0)
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mode = provider.mode or ("ollama" if provider.key == "ollama" else "openai")
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# ADD: simple cache by provider+base URL
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cache_key = f"{provider.key}|{base_url}"
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now = datetime.now()
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cached = _MODEL_CACHE.get(cache_key)
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if cached:
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ts = cached.get("ts")
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if isinstance(ts, float) and (now.timestamp() - ts) < _CACHE_TTL_SECONDS:
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models = list(cached.get("models") or [])
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return models, None
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try:
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if mode == "ollama":
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url = base_url.rstrip('/') + "/api/tags"
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@ -221,6 +235,7 @@ def _discover_provider_models(provider: LLMProvider, base_override: str = "", ap
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name = item.get("name") or item.get("model") or item.get("tag")
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if name:
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models.append(str(name).strip())
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_MODEL_CACHE[cache_key] = {"ts": now.timestamp(), "models": sorted(set(models))}
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return sorted(set(models)), None
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api_key = (api_override or provider.api_key or "").strip()
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@ -239,6 +254,7 @@ def _discover_provider_models(provider: LLMProvider, base_override: str = "", ap
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for item in payload.get("data", [])
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if item.get("id")
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]
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_MODEL_CACHE[cache_key] = {"ts": now.timestamp(), "models": sorted(set(models))}
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return sorted(set(models)), None
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except RequestException as exc: # noqa: BLE001
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return [], f"HTTP 错误：{exc}"
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@ -345,7 +361,7 @@ def render_today_plan() -> None:
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if latest_trade_date:
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st.caption(f"最新交易日：{latest_trade_date.isoformat()}（统计数据请见左侧系统监控）")
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else:
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st.caption("统计与决策概览现已移至左侧“系统监控”侧栏。")
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st.caption("统计与决策概览现已移至左侧'系统监控'侧栏。")
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try:
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with db_session(read_only=True) as conn:
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date_rows = conn.execute(
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@ -384,6 +400,8 @@ def render_today_plan() -> None:
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return
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ts_code = st.selectbox("标的", symbols, index=0)
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# ADD: batch selection for re-evaluation
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batch_symbols = st.multiselect("批量重评估（可多选）", symbols, default=[])
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with db_session(read_only=True) as conn:
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rows = conn.execute(
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@ -523,7 +541,16 @@ def render_today_plan() -> None:
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st.subheader("部门意见")
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if dept_records:
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dept_df = pd.DataFrame(dept_records)
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# ADD: keyword filter for department summaries
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keyword = st.text_input("筛选摘要/信号关键词", value="")
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filtered = dept_records
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if keyword.strip():
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kw = keyword.strip()
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filtered = [
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item for item in dept_records
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if kw in str(item.get("摘要", "")) or kw in str(item.get("核心信号", ""))
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]
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dept_df = pd.DataFrame(filtered)
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st.dataframe(dept_df, width='stretch', hide_index=True)
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for code, details in dept_details.items():
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with st.expander(f"{code} 补充详情", expanded=False):
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@ -636,6 +663,122 @@ def render_today_plan() -> None:
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st.caption("数据来源：agent_utils、investment_pool、portfolio_positions、portfolio_trades、portfolio_snapshots。")
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st.divider()
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st.subheader("策略重评估")
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st.caption("对当前选中的交易日与标的，立即触发一次策略评估并回写 agent_utils。")
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cols_re = st.columns([1,1])
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if cols_re[0].button("对该标的重评估", key="reevaluate_current_symbol"):
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with st.spinner("正在重评估..."):
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try:
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trade_date_obj = None
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try:
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trade_date_obj = date.fromisoformat(str(trade_date))
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except Exception:
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try:
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trade_date_obj = datetime.strptime(str(trade_date), "%Y%m%d").date()
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except Exception:
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pass
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if trade_date_obj is None:
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raise ValueError(f"无法解析交易日：{trade_date}")
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# snapshot before
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with db_session(read_only=True) as conn:
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before_rows = conn.execute(
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"""
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SELECT agent, action, utils FROM agent_utils
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WHERE trade_date = ? AND ts_code = ?
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""",
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(trade_date, ts_code),
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).fetchall()
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before_map = {row["agent"]: (row["action"], row["utils"]) for row in before_rows}
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cfg = BtConfig(
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id="reeval_ui",
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name="UI Re-evaluation",
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start_date=trade_date_obj,
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end_date=trade_date_obj,
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universe=[ts_code],
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params={},
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)
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engine = BacktestEngine(cfg)
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state = PortfolioState()
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_ = engine.simulate_day(trade_date_obj, state)
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# compare after
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with db_session(read_only=True) as conn:
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after_rows = conn.execute(
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"""
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SELECT agent, action, utils FROM agent_utils
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WHERE trade_date = ? AND ts_code = ?
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""",
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(trade_date, ts_code),
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).fetchall()
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changes = []
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for row in after_rows:
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agent = row["agent"]
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new_action = row["action"]
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old_action, _old_utils = before_map.get(agent, (None, None))
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if new_action != old_action:
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changes.append({"代理": agent, "原动作": old_action, "新动作": new_action})
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if changes:
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st.success("重评估完成，检测到动作变更：")
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st.dataframe(pd.DataFrame(changes), hide_index=True, width='stretch')
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else:
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st.success("重评估完成，无动作变更。")
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st.rerun()
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except Exception as exc: # noqa: BLE001
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LOGGER.exception("重评估失败", extra=LOG_EXTRA)
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st.error(f"重评估失败：{exc}")
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if cols_re[1].button("批量重评估（所选）", key="reevaluate_batch", disabled=not batch_symbols):
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with st.spinner("批量重评估执行中..."):
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try:
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trade_date_obj = None
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try:
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trade_date_obj = date.fromisoformat(str(trade_date))
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except Exception:
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try:
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trade_date_obj = datetime.strptime(str(trade_date), "%Y%m%d").date()
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except Exception:
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pass
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if trade_date_obj is None:
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raise ValueError(f"无法解析交易日：{trade_date}")
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progress = st.progress(0.0)
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changes_all: List[Dict[str, object]] = []
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for idx, code in enumerate(batch_symbols, start=1):
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with db_session(read_only=True) as conn:
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before_rows = conn.execute(
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"SELECT agent, action FROM agent_utils WHERE trade_date = ? AND ts_code = ?",
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(trade_date, code),
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).fetchall()
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before_map = {row["agent"]: row["action"] for row in before_rows}
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cfg = BtConfig(
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id="reeval_ui_batch",
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name="UI Batch Re-eval",
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start_date=trade_date_obj,
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end_date=trade_date_obj,
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universe=[code],
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params={},
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)
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engine = BacktestEngine(cfg)
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state = PortfolioState()
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_ = engine.simulate_day(trade_date_obj, state)
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with db_session(read_only=True) as conn:
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after_rows = conn.execute(
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"SELECT agent, action FROM agent_utils WHERE trade_date = ? AND ts_code = ?",
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(trade_date, code),
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).fetchall()
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for row in after_rows:
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agent = row["agent"]
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new_action = row["action"]
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old_action = before_map.get(agent)
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if new_action != old_action:
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changes_all.append({"代码": code, "代理": agent, "原动作": old_action, "新动作": new_action})
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progress.progress(idx / max(1, len(batch_symbols)))
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st.success("批量重评估完成。")
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if changes_all:
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st.dataframe(pd.DataFrame(changes_all), hide_index=True, width='stretch')
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st.rerun()
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except Exception as exc: # noqa: BLE001
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LOGGER.exception("批量重评估失败", extra=LOG_EXTRA)
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st.error(f"批量重评估失败：{exc}")
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def render_backtest() -> None:
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LOGGER.info("渲染回测页面", extra=LOG_EXTRA)
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@ -1237,6 +1380,84 @@ def render_backtest() -> None:
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st.session_state.pop("decision_env_batch_select", None)
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st.success("已清除批量调参结果缓存。")
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# ADD: Comparison view for multiple backtest configurations
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with st.expander("回测结果对比", expanded=False):
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st.caption("从历史回测配置中选择多个进行净值曲线与指标对比。")
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normalize_to_one = st.checkbox("归一化到 1 起点", value=True)
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use_log_y = st.checkbox("对数坐标", value=False)
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metric_options = ["总收益", "最大回撤", "交易数", "平均换手", "风险事件"]
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selected_metrics = st.multiselect("显示指标列", metric_options, default=metric_options)
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try:
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with db_session(read_only=True) as conn:
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cfg_rows = conn.execute(
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"SELECT id, name FROM bt_config ORDER BY rowid DESC LIMIT 50"
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).fetchall()
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except Exception: # noqa: BLE001
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LOGGER.exception("读取 bt_config 失败", extra=LOG_EXTRA)
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cfg_rows = []
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cfg_options = [f"{row['id']} | {row['name']}" for row in cfg_rows]
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selected_labels = st.multiselect("选择配置", cfg_options, default=cfg_options[:2])
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selected_ids = [label.split(" | ")[0].strip() for label in selected_labels]
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if selected_ids:
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try:
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with db_session(read_only=True) as conn:
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nav_df = pd.read_sql_query(
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"SELECT cfg_id, trade_date, nav FROM bt_nav WHERE cfg_id IN (%s)" % (",".join(["?"]*len(selected_ids))),
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conn,
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params=tuple(selected_ids),
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)
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rpt_df = pd.read_sql_query(
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"SELECT cfg_id, summary FROM bt_report WHERE cfg_id IN (%s)" % (",".join(["?"]*len(selected_ids))),
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conn,
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params=tuple(selected_ids),
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)
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except Exception: # noqa: BLE001
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LOGGER.exception("读取回测结果失败", extra=LOG_EXTRA)
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st.error("读取回测结果失败")
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nav_df = pd.DataFrame()
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rpt_df = pd.DataFrame()
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if not nav_df.empty:
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try:
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nav_df["trade_date"] = pd.to_datetime(nav_df["trade_date"], errors="coerce")
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pivot = nav_df.pivot_table(index="trade_date", columns="cfg_id", values="nav")
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if normalize_to_one:
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pivot = pivot.apply(lambda s: s / s.dropna().iloc[0] if s.dropna().size else s)
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import plotly.graph_objects as go
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fig = go.Figure()
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for col in pivot.columns:
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fig.add_trace(go.Scatter(x=pivot.index, y=pivot[col], mode="lines", name=str(col)))
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fig.update_layout(height=300, margin=dict(l=10, r=10, t=30, b=10))
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if use_log_y:
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fig.update_yaxes(type="log")
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st.plotly_chart(fig, use_container_width=True)
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except Exception: # noqa: BLE001
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LOGGER.debug("绘制对比曲线失败", extra=LOG_EXTRA)
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if not rpt_df.empty:
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try:
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metrics_rows: List[Dict[str, object]] = []
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for _, row in rpt_df.iterrows():
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cfg_id = row["cfg_id"]
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try:
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summary = json.loads(row["summary"]) if isinstance(row["summary"], str) else (row["summary"] or {})
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except json.JSONDecodeError:
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summary = {}
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record = {
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"cfg_id": cfg_id,
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"总收益": summary.get("total_return"),
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"最大回撤": summary.get("max_drawdown"),
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"交易数": summary.get("trade_count"),
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"平均换手": summary.get("avg_turnover"),
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"风险事件": summary.get("risk_events"),
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}
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metrics_rows.append({k: v for k, v in record.items() if (k == "cfg_id" or k in selected_metrics)})
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if metrics_rows:
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dfm = pd.DataFrame(metrics_rows)
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st.dataframe(dfm, hide_index=True, width='stretch')
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except Exception: # noqa: BLE001
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LOGGER.debug("渲染指标表失败", extra=LOG_EXTRA)
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else:
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st.info("请选择至少一个配置进行对比。")
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def render_settings() -> None:
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LOGGER.info("渲染设置页面", extra=LOG_EXTRA)
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