1083 lines
39 KiB
Python
1083 lines
39 KiB
Python
"""Standalone view for reinforcement learning and parameter search experiments."""
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from __future__ import annotations
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import json
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from datetime import date, datetime
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from typing import Dict, List, Optional
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import pandas as pd
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import streamlit as st
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from app.agents.registry import default_agents
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from app.backtest.decision_env import DecisionEnv, ParameterSpec
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from app.backtest.engine import BtConfig
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from app.backtest.optimizer import (
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BanditConfig,
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BayesianBandit,
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EpsilonGreedyBandit,
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SuccessiveHalvingOptimizer,
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)
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from app.rl import TORCH_AVAILABLE, DecisionEnvAdapter, PPOConfig, train_ppo
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from app.ui.navigation import navigate_top_menu
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from app.llm.templates import TemplateRegistry
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from app.utils.config import get_config, save_config
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from app.utils.portfolio import (
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get_candidate_pool,
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get_portfolio_settings_snapshot,
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)
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from app.ui.shared import LOGGER, LOG_EXTRA, default_backtest_range
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from app.agents.protocols import GameStructure
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_DECISION_ENV_BANDIT_RESULTS_KEY = "decision_env_bandit_results"
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_DECISION_ENV_PPO_RESULTS_KEY = "decision_env_ppo_results"
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def _render_bandit_summary(
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bandit_state: Optional[Dict[str, object]],
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app_cfg,
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) -> None:
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"""Display a concise summary of the latest bandit search run."""
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if not bandit_state:
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st.info("尚未执行参数搜索实验，可在下方配置参数后启动探索。")
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return
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st.caption(
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f"实验 ID：{bandit_state.get('experiment_id')} | 策略：{bandit_state.get('strategy')}"
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)
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best_payload = bandit_state.get("best") or {}
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reward = best_payload.get("reward")
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best_index = bandit_state.get("best_index")
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metrics_payload = best_payload.get("metrics") or {}
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if reward is None:
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st.info("实验记录暂未产生有效的最佳结果。")
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return
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col_reward, col_return, col_drawdown, col_sharpe, col_calmar = st.columns(5)
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col_reward.metric("最佳奖励", f"{reward:+.4f}")
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total_return = metrics_payload.get("total_return")
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col_return.metric(
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"累计收益",
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f"{total_return:+.4f}" if total_return is not None else "—",
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)
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max_drawdown = metrics_payload.get("max_drawdown")
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col_drawdown.metric(
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"最大回撤",
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f"{max_drawdown:.3f}" if max_drawdown is not None else "—",
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)
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sharpe_like = metrics_payload.get("sharpe_like")
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col_sharpe.metric(
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"Sharpe",
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f"{sharpe_like:.3f}" if sharpe_like is not None else "—",
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)
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calmar_like = metrics_payload.get("calmar_like")
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col_calmar.metric(
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"Calmar",
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f"{calmar_like:.3f}" if calmar_like is not None else "—",
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)
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st.caption(f"最佳轮次：第 {best_index} 轮")
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with st.expander("动作与参数详情", expanded=False):
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st.write("动作 (raw)：")
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st.json(best_payload.get("action") or {})
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st.write("解析后的参数：")
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st.json(best_payload.get("resolved_action") or {})
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weights_payload = best_payload.get("weights") or {}
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if weights_payload:
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st.write("对应代理权重：")
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st.json(weights_payload)
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if st.button("将最佳权重写入默认配置", key="save_decision_env_bandit_weights"):
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try:
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app_cfg.agent_weights.update_from_dict(weights_payload)
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save_config(app_cfg)
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except Exception as exc: # noqa: BLE001
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LOGGER.exception(
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"保存 bandit 权重失败",
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extra={**LOG_EXTRA, "error": str(exc)},
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)
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st.error(f"写入配置失败：{exc}")
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else:
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st.success("最佳权重已写入 config.json")
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dept_ctrl = best_payload.get("department_controls") or {}
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if dept_ctrl:
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with st.expander("最佳部门控制参数", expanded=False):
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st.json(dept_ctrl)
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st.caption("完整的 RL/BOHB 日志请切换到“RL/BOHB 日志”标签查看。")
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def _render_bandit_logs(bandit_state: Optional[Dict[str, object]]) -> None:
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"""Render the detailed BOHB/Bandit episode logs."""
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st.subheader("RL/BOHB 执行日志")
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if not bandit_state:
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st.info("暂无日志，请先在“策略实验管理”中运行一次参数搜索。")
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return
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episodes = bandit_state.get("episodes") or []
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if episodes:
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df = pd.DataFrame(episodes)
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st.dataframe(df, hide_index=True, width="stretch")
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csv_name = f"tuning_logs_{bandit_state.get('experiment_id', 'bandit')}.csv"
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json_name = f"tuning_logs_{bandit_state.get('experiment_id', 'bandit')}.json"
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st.download_button(
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"下载日志 CSV",
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data=df.to_csv(index=False).encode("utf-8"),
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file_name=csv_name,
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mime="text/csv",
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key="download_decision_env_bandit_csv",
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)
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st.download_button(
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"下载日志 JSON",
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data=json.dumps(episodes, ensure_ascii=False, indent=2),
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file_name=json_name,
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mime="application/json",
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key="download_decision_env_bandit_json",
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)
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else:
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st.info("暂无迭代记录。")
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if st.button("清除自动探索结果", key="clear_decision_env_bandit"):
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st.session_state.pop(_DECISION_ENV_BANDIT_RESULTS_KEY, None)
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st.success("已清除自动探索结果。")
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def _render_ppo_training(
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app_cfg,
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context: Dict[str, object],
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ppo_state: Optional[Dict[str, object]],
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) -> None:
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"""Render PPO training controls and diagnostics within the PPO tab."""
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st.subheader("PPO 训练（逐日强化学习）")
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specs: List[ParameterSpec] = context.get("specs") or []
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agent_objects = context.get("agent_objects") or []
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selected_structures = context.get("selected_structures") or [GameStructure.REPEATED]
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disable_departments = context.get("disable_departments", True)
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universe_text = context.get("universe_text") or ""
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backtest_params = context.get("backtest_params") or {}
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start_date = context.get("start_date") or date.today()
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end_date = context.get("end_date") or date.today()
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range_valid = context.get("range_valid", True)
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controls_valid = context.get("controls_valid", True)
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if not agent_objects:
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st.info("暂无可调整的代理，无法进行 PPO 训练。")
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elif not specs:
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st.info("请先在“策略实验管理”中配置可调节的参数维度。")
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elif not range_valid or not controls_valid:
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st.warning("请先修正代理或部门的参数范围，再启动 PPO 训练。")
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elif not TORCH_AVAILABLE:
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st.warning("当前环境未检测到 PyTorch，无法运行 PPO 训练。")
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else:
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col_ts, col_rollout, col_epochs = st.columns(3)
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ppo_timesteps = int(
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col_ts.number_input(
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"总时间步",
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min_value=256,
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max_value=200_000,
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value=4096,
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step=256,
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key="decision_env_ppo_timesteps",
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)
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)
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ppo_rollout = int(
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col_rollout.number_input(
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"每次收集步数",
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min_value=32,
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max_value=2048,
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value=256,
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step=32,
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key="decision_env_ppo_rollout",
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)
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)
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ppo_epochs = int(
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col_epochs.number_input(
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"每批优化轮数",
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min_value=1,
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max_value=30,
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value=8,
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step=1,
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key="decision_env_ppo_epochs",
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)
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)
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col_mb, col_gamma, col_lambda = st.columns(3)
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ppo_minibatch = int(
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col_mb.number_input(
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"批次大小",
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min_value=16,
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max_value=1024,
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value=128,
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step=16,
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key="decision_env_ppo_minibatch",
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)
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)
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ppo_gamma = float(
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col_gamma.number_input(
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"折现系数 γ",
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min_value=0.8,
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max_value=0.999,
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value=0.99,
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step=0.01,
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format="%.3f",
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key="decision_env_ppo_gamma",
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)
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)
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ppo_lambda = float(
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col_lambda.number_input(
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"GAE λ",
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min_value=0.5,
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max_value=0.999,
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value=0.95,
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step=0.01,
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format="%.3f",
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key="decision_env_ppo_lambda",
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)
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)
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col_clip, col_entropy, col_value = st.columns(3)
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ppo_clip = float(
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col_clip.number_input(
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"裁剪范围 ε",
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min_value=0.05,
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max_value=0.5,
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value=0.2,
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step=0.01,
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format="%.2f",
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key="decision_env_ppo_clip",
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)
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)
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ppo_entropy = float(
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col_entropy.number_input(
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"熵系数",
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min_value=0.0,
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max_value=0.1,
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value=0.01,
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step=0.005,
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format="%.3f",
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key="decision_env_ppo_entropy",
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)
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)
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ppo_value_coef = float(
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col_value.number_input(
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"价值损失系数",
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min_value=0.0,
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max_value=2.0,
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value=0.5,
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step=0.1,
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format="%.2f",
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key="decision_env_ppo_value_coef",
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)
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)
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col_lr_p, col_lr_v, col_grad = st.columns(3)
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ppo_policy_lr = float(
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col_lr_p.number_input(
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"策略学习率",
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min_value=1e-5,
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||
max_value=1e-2,
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||
value=3e-4,
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step=1e-5,
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format="%.5f",
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key="decision_env_ppo_policy_lr",
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)
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)
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ppo_value_lr = float(
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col_lr_v.number_input(
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"价值学习率",
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min_value=1e-5,
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||
max_value=1e-2,
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||
value=3e-4,
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||
step=1e-5,
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||
format="%.5f",
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key="decision_env_ppo_value_lr",
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||
)
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)
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ppo_max_grad_norm = float(
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col_grad.number_input(
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||
"梯度裁剪",
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||
value=0.5,
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||
min_value=0.0,
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||
max_value=5.0,
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step=0.1,
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||
format="%.1f",
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key="decision_env_ppo_grad_norm",
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)
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)
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col_hidden, col_seed, _ = st.columns(3)
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ppo_hidden_text = col_hidden.text_input(
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"隐藏层结构 (逗号分隔)",
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value="128,128",
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key="decision_env_ppo_hidden",
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)
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ppo_seed_text = col_seed.text_input(
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"随机种子 (可选)",
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value="42",
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key="decision_env_ppo_seed",
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)
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try:
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ppo_hidden = tuple(
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int(v.strip()) for v in ppo_hidden_text.split(",") if v.strip()
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)
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except ValueError:
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ppo_hidden = ()
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ppo_seed = None
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if ppo_seed_text.strip():
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try:
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ppo_seed = int(ppo_seed_text.strip())
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except ValueError:
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st.warning("PPO 随机种子需为整数，已忽略该值。")
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||
ppo_seed = None
|
||
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if st.button("启动 PPO 训练", key="run_decision_env_ppo"):
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if not ppo_hidden:
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st.error("请提供合法的隐藏层结构，例如 128,128。")
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||
else:
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baseline_weights = app_cfg.agent_weights.as_dict()
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||
for agent in agent_objects:
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baseline_weights.setdefault(agent.name, 1.0)
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||
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universe_env = [
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||
code.strip() for code in universe_text.split(",") if code.strip()
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||
]
|
||
if not universe_env:
|
||
st.error("请先指定至少一个股票代码。")
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||
else:
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||
bt_cfg_env = BtConfig(
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id="decision_env_ppo",
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name="DecisionEnv PPO",
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start_date=start_date,
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end_date=end_date,
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universe=universe_env,
|
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params=dict(backtest_params),
|
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method=app_cfg.decision_method,
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game_structures=selected_structures,
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)
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env = DecisionEnv(
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||
bt_config=bt_cfg_env,
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parameter_specs=specs,
|
||
baseline_weights=baseline_weights,
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||
disable_departments=disable_departments,
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)
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adapter = DecisionEnvAdapter(env)
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||
config = PPOConfig(
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||
total_timesteps=ppo_timesteps,
|
||
rollout_steps=ppo_rollout,
|
||
gamma=ppo_gamma,
|
||
gae_lambda=ppo_lambda,
|
||
clip_range=ppo_clip,
|
||
policy_lr=ppo_policy_lr,
|
||
value_lr=ppo_value_lr,
|
||
epochs=ppo_epochs,
|
||
minibatch_size=ppo_minibatch,
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||
entropy_coef=ppo_entropy,
|
||
value_coef=ppo_value_coef,
|
||
max_grad_norm=ppo_max_grad_norm,
|
||
hidden_sizes=ppo_hidden,
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seed=ppo_seed,
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)
|
||
with st.spinner("PPO 训练进行中，请耐心等待..."):
|
||
try:
|
||
summary = train_ppo(adapter, config)
|
||
except Exception as exc: # noqa: BLE001
|
||
LOGGER.exception(
|
||
"PPO 训练失败",
|
||
extra={**LOG_EXTRA, "error": str(exc)},
|
||
)
|
||
st.error(f"PPO 训练失败：{exc}")
|
||
else:
|
||
payload = {
|
||
"timesteps": summary.timesteps,
|
||
"episode_rewards": summary.episode_rewards,
|
||
"episode_lengths": summary.episode_lengths,
|
||
"diagnostics": summary.diagnostics[-25:],
|
||
"observation_keys": adapter.keys(),
|
||
}
|
||
st.session_state[_DECISION_ENV_PPO_RESULTS_KEY] = payload
|
||
st.success("PPO 训练完成。")
|
||
|
||
if ppo_state:
|
||
st.caption(f"最近一次 PPO 训练时间步：{ppo_state.get('timesteps')}")
|
||
rewards = ppo_state.get("episode_rewards") or []
|
||
if rewards:
|
||
st.line_chart(rewards, height=200)
|
||
lengths = ppo_state.get("episode_lengths") or []
|
||
if lengths:
|
||
st.bar_chart(lengths, height=200)
|
||
diagnostics = ppo_state.get("diagnostics") or []
|
||
if diagnostics:
|
||
st.dataframe(pd.DataFrame(diagnostics), hide_index=True, width="stretch")
|
||
st.download_button(
|
||
"下载 PPO 结果 (JSON)",
|
||
data=json.dumps(ppo_state, ensure_ascii=False, indent=2),
|
||
file_name="ppo_training_summary.json",
|
||
mime="application/json",
|
||
key="decision_env_ppo_json",
|
||
)
|
||
|
||
st.caption("提示：可在“回测与复盘”页面载入保存的权重并进行对比验证。")
|
||
|
||
|
||
def _render_experiment_management(
|
||
app_cfg,
|
||
portfolio_snapshot: Dict[str, object],
|
||
default_start: date,
|
||
default_end: date,
|
||
) -> Dict[str, object]:
|
||
"""Render strategy experiment management controls and return context for other tabs."""
|
||
st.subheader("实验基础参数")
|
||
|
||
col_dates_1, col_dates_2 = st.columns(2)
|
||
start_date = col_dates_1.date_input(
|
||
"开始日期",
|
||
value=default_start,
|
||
key="tuning_start_date",
|
||
)
|
||
end_date = col_dates_2.date_input(
|
||
"结束日期",
|
||
value=default_end,
|
||
key="tuning_end_date",
|
||
)
|
||
|
||
candidate_records, candidate_fallback = get_candidate_pool(limit=50)
|
||
candidate_codes = [item.ts_code for item in candidate_records]
|
||
default_universe = ",".join(candidate_codes) if candidate_codes else "000001.SZ"
|
||
universe_text = st.text_input(
|
||
"股票列表（逗号分隔）",
|
||
value=default_universe,
|
||
key="tuning_universe",
|
||
help="默认载入最新候选池，如需自定义可直接编辑。",
|
||
)
|
||
if candidate_codes:
|
||
message = (
|
||
f"候选池载入 {len(candidate_codes)} 个标的："
|
||
f"{'、'.join(candidate_codes[:10])}{'…' if len(candidate_codes) > 10 else ''}"
|
||
)
|
||
if candidate_fallback:
|
||
message += "（使用最新候选池作为回退）"
|
||
st.caption(message)
|
||
|
||
col_target, col_stop, col_hold, col_cap = st.columns(4)
|
||
target = col_target.number_input(
|
||
"目标收益（例：0.035 表示 3.5%）",
|
||
value=0.035,
|
||
step=0.005,
|
||
format="%.3f",
|
||
key="tuning_target",
|
||
)
|
||
stop = col_stop.number_input(
|
||
"止损收益（例：-0.015 表示 -1.5%）",
|
||
value=-0.015,
|
||
step=0.005,
|
||
format="%.3f",
|
||
key="tuning_stop",
|
||
)
|
||
hold_days = col_hold.number_input(
|
||
"持有期（交易日）",
|
||
value=10,
|
||
step=1,
|
||
key="tuning_hold_days",
|
||
)
|
||
initial_capital_default = float(portfolio_snapshot["initial_capital"])
|
||
initial_capital = col_cap.number_input(
|
||
"组合初始资金",
|
||
value=initial_capital_default,
|
||
step=100000.0,
|
||
format="%.0f",
|
||
key="tuning_initial_capital",
|
||
)
|
||
initial_capital = max(0.0, float(initial_capital))
|
||
position_limits = portfolio_snapshot.get("position_limits", {})
|
||
backtest_params = {
|
||
"target": float(target),
|
||
"stop": float(stop),
|
||
"hold_days": int(hold_days),
|
||
"initial_capital": initial_capital,
|
||
"max_position_weight": float(position_limits.get("max_position", 0.2)),
|
||
"max_total_positions": int(position_limits.get("max_total_positions", 20)),
|
||
}
|
||
st.caption(
|
||
"组合约束：单仓上限 {max_pos:.0%} ｜ 最大持仓 {max_count} ｜ 行业敞口 {sector:.0%}".format(
|
||
max_pos=backtest_params["max_position_weight"],
|
||
max_count=position_limits.get("max_total_positions", 20),
|
||
sector=position_limits.get("max_sector_exposure", 0.35),
|
||
)
|
||
)
|
||
|
||
structure_options = [item.value for item in GameStructure]
|
||
selected_structure_values = st.multiselect(
|
||
"选择博弈框架",
|
||
structure_options,
|
||
default=structure_options,
|
||
key="tuning_game_structures",
|
||
)
|
||
if not selected_structure_values:
|
||
selected_structure_values = [GameStructure.REPEATED.value]
|
||
selected_structures = [GameStructure(value) for value in selected_structure_values]
|
||
|
||
allow_disable = st.columns([1, 1])
|
||
disable_departments = allow_disable[0].checkbox(
|
||
"禁用部门 LLM（仅规则代理，适合离线快速评估）",
|
||
value=True,
|
||
help="关闭部门调用后不依赖外部 LLM 网络，仅根据规则代理权重模拟。",
|
||
)
|
||
allow_disable[1].markdown(
|
||
"[查看回测结果对比](javascript:void(0)) — 请通过顶部导航切换到“回测与复盘”。"
|
||
)
|
||
|
||
st.divider()
|
||
st.subheader("实验与调参设置")
|
||
|
||
default_experiment_id = f"streamlit_{datetime.now().strftime('%Y%m%d_%H%M%S')}"
|
||
experiment_id = st.text_input(
|
||
"实验 ID",
|
||
value=default_experiment_id,
|
||
help="用于在 tuning_results 表中区分不同实验。",
|
||
key="decision_env_experiment_id",
|
||
)
|
||
strategy_label = st.text_input(
|
||
"策略说明",
|
||
value="DecisionEnv",
|
||
help="可选：为本次调参记录一个策略名称或备注。",
|
||
key="decision_env_strategy_label",
|
||
)
|
||
|
||
agent_objects = default_agents()
|
||
agent_names = [agent.name for agent in agent_objects]
|
||
if not agent_names:
|
||
st.info("暂无可调整的代理。")
|
||
return {}
|
||
|
||
selected_agents = st.multiselect(
|
||
"选择调参的代理权重",
|
||
agent_names,
|
||
default=agent_names[:2],
|
||
key="decision_env_agents",
|
||
)
|
||
|
||
specs: List[ParameterSpec] = []
|
||
spec_labels: List[str] = []
|
||
range_valid = True
|
||
for agent_name in selected_agents:
|
||
col_min, col_max, col_action = st.columns([1, 1, 2])
|
||
min_key = f"decision_env_min_{agent_name}"
|
||
max_key = f"decision_env_max_{agent_name}"
|
||
action_key = f"decision_env_action_{agent_name}"
|
||
default_min = 0.0
|
||
default_max = 1.0
|
||
min_val = col_min.number_input(
|
||
f"{agent_name} 最小权重",
|
||
min_value=0.0,
|
||
max_value=1.0,
|
||
value=default_min,
|
||
step=0.05,
|
||
key=min_key,
|
||
)
|
||
max_val = col_max.number_input(
|
||
f"{agent_name} 最大权重",
|
||
min_value=0.0,
|
||
max_value=1.0,
|
||
value=default_max,
|
||
step=0.05,
|
||
key=max_key,
|
||
)
|
||
if max_val <= min_val:
|
||
range_valid = False
|
||
col_action.slider(
|
||
f"{agent_name} 动作 (0-1)",
|
||
min_value=0.0,
|
||
max_value=1.0,
|
||
value=0.5,
|
||
step=0.01,
|
||
key=action_key,
|
||
)
|
||
specs.append(
|
||
ParameterSpec(
|
||
name=f"weight_{agent_name}",
|
||
target=f"agent_weights.{agent_name}",
|
||
minimum=min_val,
|
||
maximum=max_val,
|
||
)
|
||
)
|
||
spec_labels.append(f"agent:{agent_name}")
|
||
|
||
controls_valid = True
|
||
st.divider()
|
||
st.subheader("部门参数调整（可选）")
|
||
dept_codes = sorted(app_cfg.departments.keys())
|
||
if not dept_codes:
|
||
st.caption("当前未配置部门。")
|
||
else:
|
||
selected_departments = st.multiselect(
|
||
"选择需要调整的部门",
|
||
dept_codes,
|
||
default=[],
|
||
key="decision_env_departments",
|
||
)
|
||
tool_policy_values = ["auto", "none", "required"]
|
||
for dept_code in selected_departments:
|
||
settings = app_cfg.departments.get(dept_code)
|
||
if not settings:
|
||
continue
|
||
st.subheader(f"部门：{settings.title or dept_code}")
|
||
base_temp = 0.2
|
||
if (
|
||
settings.llm
|
||
and settings.llm.primary
|
||
and settings.llm.primary.temperature is not None
|
||
):
|
||
base_temp = float(settings.llm.primary.temperature)
|
||
prefix = f"decision_env_dept_{dept_code}"
|
||
col_tmin, col_tmax, col_tslider = st.columns([1, 1, 2])
|
||
temp_min = col_tmin.number_input(
|
||
"温度最小值",
|
||
min_value=0.0,
|
||
max_value=2.0,
|
||
value=max(0.0, base_temp - 0.3),
|
||
step=0.05,
|
||
key=f"{prefix}_temp_min",
|
||
)
|
||
temp_max = col_tmax.number_input(
|
||
"温度最大值",
|
||
min_value=0.0,
|
||
max_value=2.0,
|
||
value=min(2.0, base_temp + 0.3),
|
||
step=0.05,
|
||
key=f"{prefix}_temp_max",
|
||
)
|
||
if temp_max <= temp_min:
|
||
controls_valid = False
|
||
st.warning("温度最大值必须大于最小值。")
|
||
temp_max = min(2.0, temp_min + 0.01)
|
||
span = temp_max - temp_min
|
||
ratio_default = 0.0
|
||
if span > 0:
|
||
clamped = min(max(base_temp, temp_min), temp_max)
|
||
ratio_default = (clamped - temp_min) / span
|
||
col_tslider.slider(
|
||
"动作值（映射至温度区间）",
|
||
min_value=0.0,
|
||
max_value=1.0,
|
||
value=float(ratio_default),
|
||
step=0.01,
|
||
key=f"{prefix}_temp_action",
|
||
)
|
||
specs.append(
|
||
ParameterSpec(
|
||
name=f"dept_temperature_{dept_code}",
|
||
target=f"department.{dept_code}.temperature",
|
||
minimum=temp_min,
|
||
maximum=temp_max,
|
||
)
|
||
)
|
||
spec_labels.append(f"department:{dept_code}:temperature")
|
||
|
||
col_tool, col_hint = st.columns([1, 2])
|
||
tool_choice = col_tool.selectbox(
|
||
"函数调用策略",
|
||
tool_policy_values,
|
||
index=tool_policy_values.index("auto"),
|
||
key=f"{prefix}_tool_choice",
|
||
)
|
||
col_hint.caption("映射提示：0→auto，0.5→none，1→required。")
|
||
tool_value = 0.0
|
||
if len(tool_policy_values) > 1:
|
||
tool_value = tool_policy_values.index(tool_choice) / (
|
||
len(tool_policy_values) - 1
|
||
)
|
||
specs.append(
|
||
ParameterSpec(
|
||
name=f"dept_tool_{dept_code}",
|
||
target=f"department.{dept_code}.function_policy",
|
||
values=tool_policy_values,
|
||
)
|
||
)
|
||
spec_labels.append(f"department:{dept_code}:tool_choice")
|
||
|
||
template_id = (settings.prompt_template_id or f"{dept_code}_dept").strip()
|
||
versions = [
|
||
ver for ver in TemplateRegistry.list_versions(template_id) if isinstance(ver, str)
|
||
]
|
||
if versions:
|
||
active_version = TemplateRegistry.get_active_version(template_id)
|
||
default_version = (
|
||
settings.prompt_template_version
|
||
or active_version
|
||
or versions[0]
|
||
)
|
||
try:
|
||
default_index = versions.index(default_version)
|
||
except ValueError:
|
||
default_index = 0
|
||
version_choice = st.selectbox(
|
||
"提示模板版本",
|
||
versions,
|
||
index=default_index,
|
||
key=f"{prefix}_template_version",
|
||
help="离散动作将按版本列表顺序映射，可用于强化学习优化。",
|
||
)
|
||
selected_index = versions.index(version_choice)
|
||
specs.append(
|
||
ParameterSpec(
|
||
name=f"dept_prompt_version_{dept_code}",
|
||
target=f"department.{dept_code}.prompt_template_version",
|
||
values=list(versions),
|
||
)
|
||
)
|
||
spec_labels.append(f"department:{dept_code}:prompt_version")
|
||
st.caption(
|
||
f"激活版本：{active_version or '默认'} ｜ 当前选择：{version_choice}"
|
||
)
|
||
else:
|
||
st.caption("当前模板未注册可选提示词版本，继续沿用激活版本。")
|
||
|
||
if specs:
|
||
st.caption("动作维度顺序：" + "，".join(spec_labels))
|
||
|
||
return {
|
||
"start_date": start_date,
|
||
"end_date": end_date,
|
||
"universe_text": universe_text,
|
||
"backtest_params": backtest_params,
|
||
"selected_structures": selected_structures,
|
||
"disable_departments": disable_departments,
|
||
"specs": specs,
|
||
"agent_objects": agent_objects,
|
||
"selected_agents": selected_agents,
|
||
"range_valid": range_valid,
|
||
"controls_valid": controls_valid,
|
||
"experiment_id": experiment_id,
|
||
"strategy_label": strategy_label,
|
||
}
|
||
|
||
|
||
def _render_parameter_search(app_cfg, context: Dict[str, object]) -> None:
|
||
"""Render the global parameter search controls in a dedicated tab."""
|
||
st.subheader("全局参数搜索")
|
||
|
||
bandit_state = st.session_state.get(_DECISION_ENV_BANDIT_RESULTS_KEY)
|
||
if bandit_state:
|
||
_render_bandit_summary(bandit_state, app_cfg)
|
||
|
||
specs: List[ParameterSpec] = context.get("specs") or []
|
||
if not specs:
|
||
st.info("请先在“策略实验管理”页配置可调节参数与动作范围。")
|
||
return
|
||
|
||
selected_agents = context.get("selected_agents") or []
|
||
range_valid = context.get("range_valid", True)
|
||
controls_valid = context.get("controls_valid", True)
|
||
experiment_id = context.get("experiment_id")
|
||
strategy_label = context.get("strategy_label")
|
||
|
||
if selected_agents and not range_valid:
|
||
st.error("请返回“策略实验管理”页，确保每个代理的最大权重大于最小权重。")
|
||
return
|
||
if not controls_valid:
|
||
st.error("请先修正部门参数的取值范围后再执行搜索。")
|
||
return
|
||
|
||
strategy_choice = st.selectbox(
|
||
"搜索策略",
|
||
["epsilon_greedy", "bayesian", "bohb"],
|
||
format_func=lambda x: {
|
||
"epsilon_greedy": "Epsilon-Greedy",
|
||
"bayesian": "贝叶斯优化",
|
||
"bohb": "BOHB/Successive Halving",
|
||
}.get(x, x),
|
||
key="decision_env_search_strategy",
|
||
)
|
||
|
||
seed_text = st.text_input(
|
||
"随机种子（可选）",
|
||
value="",
|
||
key="decision_env_search_seed",
|
||
help="填写整数可复现实验，不填写则随机。",
|
||
).strip()
|
||
bandit_seed = None
|
||
if seed_text:
|
||
try:
|
||
bandit_seed = int(seed_text)
|
||
except ValueError:
|
||
st.warning("随机种子需为整数，已忽略该值。")
|
||
bandit_seed = None
|
||
|
||
if strategy_choice == "epsilon_greedy":
|
||
col_ep, col_eps = st.columns([1, 1])
|
||
bandit_episodes = int(
|
||
col_ep.number_input(
|
||
"迭代次数",
|
||
min_value=1,
|
||
max_value=200,
|
||
value=10,
|
||
step=1,
|
||
key="decision_env_bandit_episodes",
|
||
)
|
||
)
|
||
bandit_epsilon = float(
|
||
col_eps.slider(
|
||
"探索比例 ε",
|
||
min_value=0.0,
|
||
max_value=1.0,
|
||
value=0.2,
|
||
step=0.05,
|
||
key="decision_env_bandit_epsilon",
|
||
)
|
||
)
|
||
bayes_iterations = bandit_episodes
|
||
bayes_pool = 128
|
||
bayes_explore = 0.01
|
||
bohb_initial = 27
|
||
bohb_eta = 3
|
||
bohb_rounds = 3
|
||
elif strategy_choice == "bayesian":
|
||
col_ep, col_pool, col_xi = st.columns(3)
|
||
bayes_iterations = int(
|
||
col_ep.number_input(
|
||
"迭代次数",
|
||
min_value=3,
|
||
max_value=200,
|
||
value=15,
|
||
step=1,
|
||
key="decision_env_bayes_iterations",
|
||
)
|
||
)
|
||
bayes_pool = int(
|
||
col_pool.number_input(
|
||
"候选采样数",
|
||
min_value=16,
|
||
max_value=1024,
|
||
value=128,
|
||
step=16,
|
||
key="decision_env_bayes_pool",
|
||
)
|
||
)
|
||
bayes_explore = float(
|
||
col_xi.number_input(
|
||
"探索权重 ξ",
|
||
min_value=0.0,
|
||
max_value=0.5,
|
||
value=0.01,
|
||
step=0.01,
|
||
format="%.3f",
|
||
key="decision_env_bayes_xi",
|
||
)
|
||
)
|
||
bandit_episodes = bayes_iterations
|
||
bandit_epsilon = 0.0
|
||
bohb_initial = 27
|
||
bohb_eta = 3
|
||
bohb_rounds = 3
|
||
else:
|
||
col_init, col_eta, col_rounds = st.columns(3)
|
||
bohb_initial = int(
|
||
col_init.number_input(
|
||
"初始候选数",
|
||
min_value=3,
|
||
max_value=243,
|
||
value=27,
|
||
step=3,
|
||
key="decision_env_bohb_initial",
|
||
)
|
||
)
|
||
bohb_eta = int(
|
||
col_eta.number_input(
|
||
"压缩因子 η",
|
||
min_value=2,
|
||
max_value=6,
|
||
value=3,
|
||
step=1,
|
||
key="decision_env_bohb_eta",
|
||
)
|
||
)
|
||
bohb_rounds = int(
|
||
col_rounds.number_input(
|
||
"最大轮次",
|
||
min_value=1,
|
||
max_value=6,
|
||
value=3,
|
||
step=1,
|
||
key="decision_env_bohb_rounds",
|
||
)
|
||
)
|
||
bandit_episodes = bohb_initial
|
||
bandit_epsilon = 0.0
|
||
bayes_iterations = bandit_episodes
|
||
bayes_pool = 128
|
||
bayes_explore = 0.01
|
||
|
||
start_date = context.get("start_date")
|
||
end_date = context.get("end_date")
|
||
if start_date is None or end_date is None:
|
||
st.error("请先填写实验基础的开始/结束日期。")
|
||
return
|
||
|
||
specs_context = {
|
||
"backtest_params": context.get("backtest_params") or {},
|
||
"start_date": start_date,
|
||
"end_date": end_date,
|
||
"universe_text": context.get("universe_text", ""),
|
||
"selected_structures": context.get("selected_structures")
|
||
or [GameStructure.REPEATED],
|
||
"disable_departments": context.get("disable_departments", True),
|
||
"agent_objects": context.get("agent_objects") or [],
|
||
}
|
||
|
||
if st.button("执行参数搜索", key="run_decision_env_bandit"):
|
||
universe_text = specs_context["universe_text"]
|
||
universe_env = [
|
||
code.strip() for code in universe_text.split(",") if code.strip()
|
||
]
|
||
if not universe_env:
|
||
st.error("请先指定至少一个股票代码。")
|
||
else:
|
||
baseline_weights = app_cfg.agent_weights.as_dict()
|
||
for agent in specs_context["agent_objects"]:
|
||
baseline_weights.setdefault(agent.name, 1.0)
|
||
|
||
bt_cfg_env = BtConfig(
|
||
id="decision_env_bandit",
|
||
name="DecisionEnv Bandit",
|
||
start_date=specs_context["start_date"],
|
||
end_date=specs_context["end_date"],
|
||
universe=universe_env,
|
||
params=dict(specs_context["backtest_params"]),
|
||
method=app_cfg.decision_method,
|
||
game_structures=specs_context["selected_structures"],
|
||
)
|
||
env = DecisionEnv(
|
||
bt_config=bt_cfg_env,
|
||
parameter_specs=specs,
|
||
baseline_weights=baseline_weights,
|
||
disable_departments=specs_context["disable_departments"],
|
||
)
|
||
config = BanditConfig(
|
||
experiment_id=experiment_id
|
||
or f"bandit_{datetime.now().strftime('%Y%m%d_%H%M%S')}",
|
||
strategy=strategy_label or strategy_choice,
|
||
episodes=bandit_episodes,
|
||
epsilon=bandit_epsilon,
|
||
seed=bandit_seed,
|
||
exploration_weight=bayes_explore,
|
||
candidate_pool=bayes_pool,
|
||
initial_candidates=bohb_initial,
|
||
eta=bohb_eta,
|
||
max_rounds=bohb_rounds,
|
||
)
|
||
if strategy_choice == "bayesian":
|
||
optimizer = BayesianBandit(env, config)
|
||
elif strategy_choice == "bohb":
|
||
optimizer = SuccessiveHalvingOptimizer(env, config)
|
||
else:
|
||
optimizer = EpsilonGreedyBandit(env, config)
|
||
with st.spinner("自动探索进行中，请稍候..."):
|
||
summary = optimizer.run()
|
||
|
||
episodes_dump: List[Dict[str, object]] = []
|
||
for idx, episode in enumerate(summary.episodes, start=1):
|
||
episodes_dump.append(
|
||
{
|
||
"序号": idx,
|
||
"奖励": episode.reward,
|
||
"动作(raw)": json.dumps(episode.action, ensure_ascii=False),
|
||
"参数值": json.dumps(
|
||
episode.resolved_action, ensure_ascii=False
|
||
),
|
||
"总收益": episode.metrics.total_return,
|
||
"最大回撤": episode.metrics.max_drawdown,
|
||
"波动率": episode.metrics.volatility,
|
||
"Sharpe": episode.metrics.sharpe_like,
|
||
"Calmar": episode.metrics.calmar_like,
|
||
"权重": json.dumps(
|
||
episode.weights or {}, ensure_ascii=False
|
||
),
|
||
"部门控制": json.dumps(
|
||
episode.department_controls or {}, ensure_ascii=False
|
||
),
|
||
}
|
||
)
|
||
|
||
best_episode = summary.best_episode
|
||
best_index = summary.episodes.index(best_episode) + 1 if best_episode else None
|
||
st.session_state[_DECISION_ENV_BANDIT_RESULTS_KEY] = {
|
||
"episodes": episodes_dump,
|
||
"best_index": best_index,
|
||
"best": {
|
||
"reward": best_episode.reward if best_episode else None,
|
||
"action": best_episode.action if best_episode else None,
|
||
"resolved_action": best_episode.resolved_action
|
||
if best_episode
|
||
else None,
|
||
"weights": best_episode.weights if best_episode else None,
|
||
"metrics": {
|
||
"total_return": best_episode.metrics.total_return
|
||
if best_episode
|
||
else None,
|
||
"sharpe_like": best_episode.metrics.sharpe_like
|
||
if best_episode
|
||
else None,
|
||
"calmar_like": best_episode.metrics.calmar_like
|
||
if best_episode
|
||
else None,
|
||
"max_drawdown": best_episode.metrics.max_drawdown
|
||
if best_episode
|
||
else None,
|
||
}
|
||
if best_episode
|
||
else None,
|
||
"department_controls": best_episode.department_controls
|
||
if best_episode
|
||
else None,
|
||
},
|
||
"experiment_id": config.experiment_id,
|
||
"strategy": config.strategy,
|
||
}
|
||
st.success(f"自动探索完成，共执行 {len(episodes_dump)} 轮。")
|
||
_render_bandit_summary(st.session_state[_DECISION_ENV_BANDIT_RESULTS_KEY], app_cfg)
|
||
|
||
|
||
def render_tuning_lab() -> None:
|
||
st.header("实验调参")
|
||
st.caption("统一管理强化学习、Bandit、Bayesian/BOHB 等自动调参实验，并可回写最佳参数。")
|
||
|
||
nav_cols = st.columns([1, 1, 3])
|
||
if nav_cols[0].button("返回回测与复盘", key="tuning_go_backtest"):
|
||
navigate_top_menu("回测与复盘")
|
||
nav_cols[1].info("顶部导航也可随时切换至其它视图。")
|
||
nav_cols[2].markdown("完成实验后，记得回到回测页面验证策略表现。")
|
||
|
||
app_cfg = get_config()
|
||
portfolio_snapshot = get_portfolio_settings_snapshot()
|
||
default_start, default_end = default_backtest_range(window_days=60)
|
||
|
||
manage_tab, search_tab, log_tab, ppo_tab = st.tabs(
|
||
["策略实验管理", "参数搜索", "RL/BOHB 日志", "强化学习 (PPO)"]
|
||
)
|
||
|
||
manage_context: Dict[str, object] = {}
|
||
with manage_tab:
|
||
manage_context = _render_experiment_management(
|
||
app_cfg,
|
||
portfolio_snapshot,
|
||
default_start,
|
||
default_end,
|
||
)
|
||
|
||
with search_tab:
|
||
_render_parameter_search(app_cfg, manage_context)
|
||
|
||
with log_tab:
|
||
_render_bandit_logs(
|
||
st.session_state.get(_DECISION_ENV_BANDIT_RESULTS_KEY)
|
||
)
|
||
|
||
with ppo_tab:
|
||
_render_ppo_training(
|
||
app_cfg,
|
||
manage_context,
|
||
st.session_state.get(_DECISION_ENV_PPO_RESULTS_KEY),
|
||
)
|