fix(factor): tears iframe 渲染——patch GridFigure.close 收集 figure 生成 HTML

alphalens-reloaded create_full_tear_sheet 内部每个 tear sheet 末尾调 GridFigure.close()→plt.close(fig),Agg 后端下 figure 被销毁,plt.savefig 只能拿到最后一个空占位 figure(实证 2.3KB 空 PNG);原代码 savefig 存 .png 却把 report_paths 记成 .html,report endpoint os.path.exists 失败返回 404,iframe 加载空白(回退到 SPA 首页标题)。 monkey-patch GridFigure.close 收集 figure 而非销毁(同 empyrical/demean 适配思路,不改 alphalens 源码),跑完把所有 figure savefig 成 base64 嵌入真 HTML 文件,report_paths 指向该 html。浏览器端到端验证(VPS factor_2d01a718):report endpoint 404→200,iframe 渲染 4 张 tearsheet 图(returns/information/turnover/quantile table,2.4MB), naturalWidth>0 确认非 broken,console 无报错。
2026-07-17 14:38:03 +08:00
parent 3b116b63f9
commit 65021bd32c
1 changed files with 59 additions and 9 deletions
@@ -290,19 +290,69 @@ def run_factor_analysis(
            }

            # Generate tears sheet（独立 try：tears 失败只标注，不覆盖上面的 IC 成功）
-            from io import StringIO
+            #
+            # alphalens-reloaded 的 create_full_tear_sheet 内部，每个 tear sheet
+            # 末尾调 GridFigure.close() → plt.close(fig)。Agg 后端下 figure 被销毁，
+            # 之后 plt.savefig 只能拿到最后一个空占位 figure（实证 2.3KB 空 PNG），
+            # 且原代码 savefig 存 .png 却把 report_paths 记成 .html → report endpoint
+            # 404。monkey-patch GridFigure.close 收集 figure，base64 嵌入真 HTML 文件。
+            # 同 empyrical np.NINF / demean_forward_returns 适配思路，不改 alphalens 源码。
+            from io import StringIO, BytesIO
+            import base64
+            import alphalens.tears as _al_tears
            old_stdout = sys.stdout
-            sys.stdout = StringIO()  # Capture stdout to avoid display issues
+            sys.stdout = StringIO()  # Capture stdout (alphalens 打印统计表)
            try:
-                create_full_tear_sheet(
-                    merged_data,
-                    long_short=True,
-                    group_neutral=False,
-                    by_group=False
+                _collected_figs: list = []
+                _orig_gridfig_close = _al_tears.GridFigure.close
+                def _collect_gridfig_close(self, _sink=_collected_figs):
+                    fig = getattr(self, "fig", None)
+                    if fig is not None:
+                        _sink.append(fig)
+                    self.gs = None  # 不调 plt.close，保留 figure
+                _al_tears.GridFigure.close = _collect_gridfig_close
+                try:
+                    plt.close("all")
+                    create_full_tear_sheet(
+                        merged_data,
+                        long_short=True,
+                        group_neutral=False,
+                        by_group=False,
+                    )
+                finally:
+                    _al_tears.GridFigure.close = _orig_gridfig_close
+
+                # 合并 collected + 仍存活的 figure（plot_quantile_statistics_table
+                # 的表格图不经过 GridFigure，需从 fignums 补）
+                _all_figs = list(_collected_figs)
+                for _num in plt.get_fignums():
+                    _f = plt.figure(_num)
+                    if _f not in _all_figs:
+                        _all_figs.append(_f)
+
+                _img_tags = []
+                for _fig in _all_figs:
+                    _buf = BytesIO()
+                    _fig.savefig(_buf, format="png", dpi=72, bbox_inches="tight")
+                    _buf.seek(0)
+                    _b64 = base64.b64encode(_buf.read()).decode("ascii")
+                    _img_tags.append(f'<img src="data:image/png;base64,{_b64}"/>')
+                    plt.close(_fig)
+
+                _html = (
+                    f'<html><head><meta charset="utf-8"><title>{factor_name} tears</title>'
+                    '<style>body{font-family:-apple-system,Segoe UI,sans-serif;margin:0;'
+                    'padding:12px;background:#fff;}h2{margin:0 0 12px;font-size:18px;}'
+                    'img{display:block;max-width:100%;margin:0 0 14px;border:1px solid #eee;}'
+                    '</style></head><body>'
+                    f'<h2>{factor_name} — Alphalens Tearsheet</h2>'
+                    + "".join(_img_tags)
+                    + "</body></html>"
                )
                factor_report_path = os.path.join(output_dir, f"{factor_name}_tears.html")
-                plt.savefig(factor_report_path.replace(".html", ".png"))  # Save as PNG
-                report_paths[factor_name] = factor_report_path.replace(".png", ".html")
+                with open(factor_report_path, "w", encoding="utf-8") as _fp:
+                    _fp.write(_html)
+                report_paths[factor_name] = factor_report_path
                ic_summary[factor_name]["report"] = factor_report_path
            except Exception as tears_e:
                ic_summary[factor_name]["tears_error"] = f"{type(tears_e).__name__}: {tears_e}"