fix(optimize): 参数优化端到端修复(空statistics/500/不跳页)
根因: vnpy run_optimization 孙进程 spawn re-import setting.py 重置 DB → load 0根 → 空 statistics;连带 task_id 不一致 + statistics 含 date/numpy 序列化失败 + 前端单页轮询 180s 超时。 修复(不动 vnpy 源码): - cta_optimizer: vt_setting.json 适配(vnpy 原生机制 setting.py:43 load_json,孙进程拿到正确 DB) + task_id 贯通 + 主聚合持久化(combos) + 过滤空 statistics 记录 - result_store: _json_default(date→isoformat + numpy→原生),save_result 两处 json.dumps 加 default - routes: optimization-results 改读 DB 主聚合, fallback 内存(重启不丢) - runner: _opt_worker 加 task_id 参数 + submit_optimize 传递(对齐 _cta_worker) - 前端: Optimize 提交后跳 progress;Progress 用 opt_ 前缀判断跳 optimize-result;新建 OptimizeResult 参数表格页;router 加路由 验证: 端到端 optimization-results http=200 + 4组合非空 statistics + 浏览器提交→跳 optimize-result 页表格渲染。
This commit is contained in:
@@ -1,15 +1,14 @@
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<script setup lang="ts">
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import { ref, reactive, computed, onMounted } from 'vue'
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import { ref, reactive, onMounted } from 'vue'
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import { useRouter } from 'vue-router'
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import { ElMessage } from 'element-plus'
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import { getStrategies, type StrategyItem } from '@/api/strategy'
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import { submitOptimize, getOptimizationResults, getStatus, type OptRow } from '@/api/backtest'
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import { submitOptimize } from '@/api/backtest'
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const router = useRouter()
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const strategies = ref<StrategyItem[]>([])
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const loading = ref(false)
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const submitting = ref(false)
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const polling = ref(false)
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const stageText = ref('')
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const results = ref<OptRow[]>([])
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const form = reactive({
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strategy: '',
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@@ -43,91 +42,21 @@ function parseGrid(): Record<string, [number, number, number]> | null {
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return grid
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}
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const statColumns = computed(() => {
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const set = new Set<string>()
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results.value.forEach((r) => Object.keys(r.statistics || {}).forEach((k) => set.add(k)))
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return Array.from(set)
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})
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// 排序
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const sortKey = ref('')
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const sortDir = ref<'desc' | 'asc'>('desc')
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function setSort(k: string): void {
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if (sortKey.value === k) {
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sortDir.value = sortDir.value === 'desc' ? 'asc' : 'desc'
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} else {
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sortKey.value = k
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sortDir.value = 'desc'
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}
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}
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const sortedResults = computed(() => {
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if (!sortKey.value) return results.value
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const k = sortKey.value
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const dir = sortDir.value === 'desc' ? -1 : 1
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return [...results.value].sort((a, b) => {
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const va = Number(a.statistics?.[k] ?? NaN)
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const vb = Number(b.statistics?.[k] ?? NaN)
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if (!Number.isFinite(va) && !Number.isFinite(vb)) return 0
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if (!Number.isFinite(va)) return 1
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if (!Number.isFinite(vb)) return -1
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return (va - vb) * dir
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})
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})
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// Top1 行(按当前排序首项)
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const topParamsKey = computed(() => {
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if (!sortedResults.value.length) return ''
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return JSON.stringify(sortedResults.value[0].params)
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})
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function topRowClass({ row }: { row: OptRow }): string {
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return JSON.stringify(row.params) === topParamsKey.value ? 'top-row' : ''
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}
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function fmt(v: unknown): string {
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return typeof v === 'number' ? (Math.round(v * 10000) / 10000).toString() : v == null ? '' : String(v)
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}
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function isUp(k: string): boolean {
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return /return|收益|sharpe|夏普|alpha|ir/i.test(k)
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}
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async function onSubmit(): Promise<void> {
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const grid = parseGrid()
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if (!grid) return
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submitting.value = true
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results.value = []
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try {
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const tid = await submitOptimize({
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symbol: form.symbol, strategy: form.strategy, grid,
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start: form.start, end: form.end,
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})
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ElMessage.success('优化已提交,轮询中…')
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submitting.value = false
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polling.value = true
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let status = 'pending'
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for (let i = 0; i < 60; i++) {
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const s = await getStatus(tid)
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status = s.status
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stageText.value = s.stage
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if (status === 'done' || status === 'failed') break
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await new Promise((r) => setTimeout(r, 3000))
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}
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polling.value = false
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if (status !== 'done') {
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ElMessage.error('优化未完成: ' + status)
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return
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}
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results.value = await getOptimizationResults(tid)
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// 默认按总收益降序
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const retKey = statColumns.value.find((k) => /return|收益/i.test(k))
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if (retKey) { sortKey.value = retKey; sortDir.value = 'desc' }
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ElMessage.success('优化已提交')
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router.push(`/backtest/progress/${tid}`)
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} catch {
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ElMessage.error('提交失败')
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} finally {
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submitting.value = false
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polling.value = false
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}
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}
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</script>
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@@ -137,11 +66,11 @@ async function onSubmit(): Promise<void> {
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<div class="page-head">
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<div>
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<h2 class="page-title">参数优化</h2>
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<p class="page-subtitle">参数网格搜索 · 自动轮询 · 结果可排序(Top1 高亮)</p>
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<p class="page-subtitle">参数网格搜索 · 提交后进入进度跟踪</p>
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</div>
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</div>
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<el-card class="blk" shadow="never" v-loading="loading || polling" :element-loading-text="stageText || '优化中…'">
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<el-card class="blk" shadow="never" v-loading="loading">
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<template #header><span class="section-title">网格配置</span></template>
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<el-form :model="form" label-width="120px">
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<el-form-item label="策略">
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@@ -167,39 +96,6 @@ async function onSubmit(): Promise<void> {
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</el-form-item>
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</el-form>
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</el-card>
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<el-card v-if="results.length" class="blk" shadow="never">
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<template #header>
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<span class="section-title">优化结果 <span class="count-badge">{{ results.length }}</span></span>
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<span class="muted sort-hint">点击列头排序 · 当前:
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<strong v-if="sortKey" class="mono">{{ sortKey }} ({{ sortDir === 'desc' ? '降序' : '升序' }})</strong>
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<em v-else>未排序</em>
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</span>
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</template>
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<el-table :data="sortedResults" size="small" :row-class-name="topRowClass">
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<el-table-column label="参数" min-width="220">
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<template #default="{ row }">
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<span v-for="(v, k) in row.params" :key="String(k)" class="param-pair mono">
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{{ k }}=<strong>{{ fmt(v) }}</strong>
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</span>
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</template>
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</el-table-column>
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<el-table-column
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v-for="k in statColumns" :key="k" :label="k" :align="isUp(k) ? 'right' : 'right'"
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:class-name="isUp(k) ? 'num up-col' : 'num'"
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>
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<template #header>
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<span class="th-sort" :class="{ active: sortKey === k }" @click="setSort(k)">
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{{ k }}
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<span v-if="sortKey === k">{{ sortDir === 'desc' ? '▼' : '▲' }}</span>
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</span>
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</template>
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<template #default="{ row }">
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<span class="mono">{{ fmt(row.statistics?.[k]) }}</span>
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</template>
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</el-table-column>
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</el-table>
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</el-card>
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</div>
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</template>
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@@ -207,16 +103,4 @@ async function onSubmit(): Promise<void> {
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.opt-page { display: flex; flex-direction: column; gap: 16px; }
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.blk { border: 1px solid var(--border-2); }
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.form-hint { margin-left: 10px; }
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.sort-hint { margin-left: 12px; font-size: 12px; }
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.th-sort { cursor: pointer; user-select: none; }
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.th-sort.active { color: var(--brand); font-weight: 700; }
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.th-sort:hover { color: var(--brand); }
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.param-pair { margin-right: 10px; color: var(--text-2); }
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.param-pair strong { color: var(--text); }
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:deep(.num) { font-family: var(--mono); }
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:deep(.top-row) { background: rgba(63, 185, 80, 0.10) !important; }
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:deep(.top-row td) { font-weight: 600; }
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</style>
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@@ -0,0 +1,138 @@
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<script setup lang="ts">
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import { ref, computed, onMounted } from 'vue'
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import { useRoute } from 'vue-router'
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import { ElMessage } from 'element-plus'
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import { getOptimizationResults, type OptRow } from '@/api/backtest'
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const route = useRoute()
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const taskId = String(route.params.id)
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const loading = ref(false)
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const results = ref<OptRow[]>([])
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onMounted(async () => {
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loading.value = true
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try {
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results.value = await getOptimizationResults(taskId)
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// 默认按总收益降序
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const retKey = statColumns.value.find((k) => /return|收益/i.test(k))
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if (retKey) { sortKey.value = retKey; sortDir.value = 'desc' }
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} catch {
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ElMessage.error('优化结果加载失败')
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} finally {
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loading.value = false
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}
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})
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const statColumns = computed(() => {
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const set = new Set<string>()
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results.value.forEach((r) => Object.keys(r.statistics || {}).forEach((k) => set.add(k)))
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return Array.from(set)
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})
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// 排序
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const sortKey = ref('')
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const sortDir = ref<'desc' | 'asc'>('desc')
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function setSort(k: string): void {
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if (sortKey.value === k) {
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sortDir.value = sortDir.value === 'desc' ? 'asc' : 'desc'
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} else {
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sortKey.value = k
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sortDir.value = 'desc'
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}
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}
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const sortedResults = computed(() => {
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if (!sortKey.value) return results.value
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const k = sortKey.value
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const dir = sortDir.value === 'desc' ? -1 : 1
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return [...results.value].sort((a, b) => {
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const va = Number(a.statistics?.[k] ?? NaN)
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const vb = Number(b.statistics?.[k] ?? NaN)
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if (!Number.isFinite(va) && !Number.isFinite(vb)) return 0
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if (!Number.isFinite(va)) return 1
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if (!Number.isFinite(vb)) return -1
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return (va - vb) * dir
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})
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})
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// Top1 行(按当前排序首项)
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const topParamsKey = computed(() => {
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if (!sortedResults.value.length) return ''
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return JSON.stringify(sortedResults.value[0].params)
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})
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function topRowClass({ row }: { row: OptRow }): string {
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return JSON.stringify(row.params) === topParamsKey.value ? 'top-row' : ''
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}
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function fmt(v: unknown): string {
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return typeof v === 'number' ? (Math.round(v * 10000) / 10000).toString() : v == null ? '' : String(v)
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}
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function isUp(k: string): boolean {
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return /return|收益|sharpe|夏普|alpha|ir/i.test(k)
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}
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</script>
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<template>
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<div class="page opt-result-page">
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<div class="page-head">
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<div>
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<h2 class="page-title">优化结果</h2>
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<p class="page-subtitle">任务 ID:<span class="mono">{{ taskId }}</span></p>
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</div>
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</div>
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<el-card class="blk" shadow="never" v-loading="loading">
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<template #header>
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<span class="section-title">参数组合 <span class="count-badge">{{ results.length }}</span></span>
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<span class="muted sort-hint">点击列头排序 · 当前:
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<strong v-if="sortKey" class="mono">{{ sortKey }} ({{ sortDir === 'desc' ? '降序' : '升序' }})</strong>
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<em v-else>未排序</em>
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</span>
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</template>
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<el-table v-if="results.length" :data="sortedResults" size="small" :row-class-name="topRowClass">
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<el-table-column label="参数" min-width="220">
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<template #default="{ row }">
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<span v-for="(v, k) in row.params" :key="String(k)" class="param-pair mono">
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{{ k }}=<strong>{{ fmt(v) }}</strong>
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</span>
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</template>
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</el-table-column>
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<el-table-column
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v-for="k in statColumns" :key="k" :label="k" :align="isUp(k) ? 'right' : 'right'"
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:class-name="isUp(k) ? 'num up-col' : 'num'"
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>
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<template #header>
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<span class="th-sort" :class="{ active: sortKey === k }" @click="setSort(k)">
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{{ k }}
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<span v-if="sortKey === k">{{ sortDir === 'desc' ? '▼' : '▲' }}</span>
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</span>
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</template>
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<template #default="{ row }">
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<span class="mono">{{ fmt(row.statistics?.[k]) }}</span>
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</template>
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</el-table-column>
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</el-table>
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<span v-else class="muted">无有效优化结果</span>
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</el-card>
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</div>
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</template>
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<style scoped>
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.opt-result-page { display: flex; flex-direction: column; gap: 16px; }
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.blk { border: 1px solid var(--border-2); }
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.sort-hint { margin-left: 12px; font-size: 12px; }
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.th-sort { cursor: pointer; user-select: none; }
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.th-sort.active { color: var(--brand); font-weight: 700; }
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.th-sort:hover { color: var(--brand); }
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.param-pair { margin-right: 10px; color: var(--text-2); }
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.param-pair strong { color: var(--text); }
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:deep(.num) { font-family: var(--mono); }
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:deep(.top-row) { background: rgba(63, 185, 80, 0.10) !important; }
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:deep(.top-row td) { font-weight: 600; }
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</style>
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@@ -8,6 +8,7 @@ const route = useRoute()
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const router = useRouter()
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const taskId = String(route.params.id)
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const isFactor = computed(() => route.path.startsWith('/factor'))
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const isOptimize = computed(() => taskId.startsWith('opt_'))
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const { status, stage, start } = useTask(taskId)
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@@ -37,8 +38,13 @@ onUnmounted(() => {
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watch(status, (s) => {
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if (s === 'done') {
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const base = isFactor.value ? '/factor' : '/backtest'
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router.push(`${base}/result/${taskId}`)
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if (isFactor.value) {
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router.push(`/factor/result/${taskId}`)
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} else if (isOptimize.value) {
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router.push(`/backtest/optimize-result/${taskId}`)
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} else {
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router.push(`/backtest/result/${taskId}`)
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}
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}
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})
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@@ -89,7 +95,7 @@ const statusChipClass: Record<string, string> = { running: 'st-running', done: '
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<div class="page progress-page">
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<div class="page-head">
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<div>
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<h2 class="page-title">{{ isFactor ? '因子分析' : '回测' }}进行中</h2>
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<h2 class="page-title">{{ isFactor ? '因子分析' : isOptimize ? '参数优化' : '回测' }}进行中</h2>
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<p class="page-subtitle">任务 ID:<span class="mono">{{ taskId }}</span></p>
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</div>
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<span class="chip" :class="statusChipClass[status]">{{ statusLabel[status] }}</span>
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