 claude_dev
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8eba3e1cf1
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fix(factor): tears对秩类离散因子必空根治(qcut duplicates+quantiles=10) [vps]
CI/CD / test (push) Successful in 1s
CI/CD / nas-deploy (push) Successful in 6s
CI/CD / nas-verify (push) Successful in 8s
alpha16实锤(08-30用户验收factor_b7f3a2e8无图表):cs_rank(ts_cov(cs_rank,cs_rank,5))
截面值高度并列(中位日25值仅6唯一,-19.5×12/-5×9)→alphalens quantize_factor的
pd.qcut(x,q)不传duplicates(默认raise)→Bin edges must be unique→no_raise吞成全NaN
→binning丢100%(303/303日期全抛)→merged空→IC全'No valid IC values'+tears
IndexError+报告空=页面无图表。该形态下此类因子tears永远不可能成功。
修复三件:
①tears_data.py加pd.qcut duplicates='drop'幂等patch(与demean pandas2 patch同位,
_SANGUO flag防重入)——并列值并入少数分位,quantile_keys动态短化前端已容错
②analyzer get_clean调用前import tears_data激活模块级补丁(原import在IC后=补丁
晚到)+quantiles默认5→10显式传参(对齐tears页D1..D10设计与排行榜decile口径)
③build_tears_data qkeys防御:<2组多空退化零序列/0组空Series,不再IndexError
+回归测试:离散并列因子走真实alphalens binning(原测试自合成factor_quantile
绕过该路径=漏掉此bug的原因);RED→GREEN双向验证(无patch merged空(0,3)97.5%
bin丢/有patch绿)。factor+api 123绿;NAS容器30只股端到端:binning丢0.0%、
merged 7732行、tears三周期出数(ic_mean 5D=-0.0014)
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2026-08-30 09:36:21 +08:00 |
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claude_dev
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0dd81d709f
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feat(factor): tears报告方案A原生重构+「加入对比」做实(用户08-29拍板) [vps]
CI/CD / test (push) Successful in 5s
CI/CD / nas-deploy (push) Successful in 8s
CI/CD / nas-verify (push) Successful in 8s
①后端tears序列化:sanguo_factor/tears_data.py新模块,alphalens已算分层序列(日度IC/月度聚合/十分组累计净值/多空Q10−Q1净值+最大回撤/去重叠年化/因子秩自相关)在分析时序列化为{factor}_tears.json,与tearsheet同源;FactorReport加tears_paths,GET /task/{id}/tears/{factor}端点(token header),_persist_factor同步落DB
②前端tears页:TearsPanel.vue按设计稿tab①——指标条7格+月度IC柱(红正绿负)/累计IC线双轴+月度IC热力图(年×月,CSS格)+分组累计净值Q1/Q5/Q10+多空净值(琥珀+面积+○最大回撤标注)+十分组年化(±5%虚线)+IC衰减(1/5/10D),1/5/10D全页联动;Result.vue的iframe→原生渲染;旧任务404自动回退iframe旧alphalens报告
③加入对比(设计稿tab②纯前端):factorCompare store(localStorage持久化,2~6个)+排行榜行内「＋对比/✓已选」列+详情页死按钮做实(选中青色态)+全局底部托盘CompareTray(chips可删/清空/对比N因子→)+对比页Compare.vue(指标并排·行最优青色高亮/累计IC叠加多线/月度IC序列Pearson相关性矩阵前端算/十分组小倍数SVG)
测试:tears_data纯函数5+全链真实alphalens6(合成因子IC>0/分层单调/JSON可序列化)+analyzer写盘/容错2+端点401/404/200共3;factor+api+orchestrator 317全绿;npm run build绿
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2026-08-29 08:45:10 +08:00 |
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