{% extends "base.html" %}
{% block title %}策略归因 — AlphaX Agent{% endblock %}
{% block extra_head_css %}
<style>
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</style>
{% endblock %}
{% block content %}
<div class="shell">
  <div class="page-head">
    <div>
      <h1>策略归因</h1>
      <p>看清哪些因子、环境和证据源更容易把机会推进到可执行，以及是否真的进入策略交易。这里不把机会价格波动当作交易收益。</p>
    </div>
    <span class="pill">收益只来自策略交易</span>
  </div>
  <div class="kpis" id="metrics"><div class="loading">加载中...</div></div>
  <div class="note" id="definition">策略归因只看机会转化和策略交易转化；收益只来自交易账本。</div>
  <div class="flow">
    <div class="flow-step"><b>机会样本</b><span>系统发现并入库的机会，不等于交易。</span></div>
    <div class="flow-step"><b>可执行转化</b><span>确认层输出现在可买或等回踩。</span></div>
    <div class="flow-step"><b>策略执行</b><span>只有 buy_now 被策略交易开仓才进入收益账本。</span></div>
    <div class="flow-step"><b>证据归因</b><span>舆情、技术因子只做贡献分析。</span></div>
  </div>
  <div class="grid">
    <section class="panel"><div class="panel-head"><div class="panel-title">因子归因</div><div class="panel-note">信号 -> 转化</div></div><div class="panel-body" id="factorPerf"><div class="loading">加载中...</div></div></section>
    <section class="panel"><div class="panel-head"><div class="panel-title">市场环境归因</div><div class="panel-note">环境 -> 转化</div></div><div class="panel-body" id="envPerf"><div class="loading">加载中...</div></div></section>
    <section class="panel"><div class="panel-head"><div class="panel-title">证据源归因</div><div class="panel-note">舆情 / AI</div></div><div class="panel-body" id="evidencePerf"><div class="loading">加载中...</div></div></section>
    <section class="panel"><div class="panel-head"><div class="panel-title">版本归因</div><div class="panel-note">版本 -> 转化</div></div><div class="panel-body" id="versionPerf"><div class="loading">加载中...</div></div></section>
    <section class="panel full"><div class="panel-head"><div><div class="panel-title">交易级因子归因</div><div class="panel-note" id="tradeDef">只统计已平仓策略交易，用真实账本收益评价因子、入场路径、退出原因和环境。</div></div></div><div class="panel-body" id="tradePerf"><div class="loading">加载中...</div></div></section>
  </div>
</div>
{% endblock %}
{% block extra_script %}
<script>
function esc(v){return String(v==null?'':v).replace(/[&<>"']/g,function(c){return {'&':'&amp;','<':'&lt;','>':'&gt;','"':'&quot;',"'":'&#39;'}[c]})}
function pct(x){return Number(x||0).toFixed(1)+'%'}function usd(x){x=Number(x||0);return (x>=0?'+':'-')+'$'+Math.abs(x).toFixed(2)}
function table(rows,key){if(!rows||!rows.length)return'<div class="empty">暂无数据</div>';return '<div class="table-wrap"><table class="table"><thead><tr><th>归因项</th><th>机会</th><th>可执行</th><th>现买</th><th>策略执行</th><th>执行转化</th><th>策略胜率</th><th>策略已实现</th></tr></thead><tbody>'+rows.map(function(r){return '<tr><td><span class="tag">'+esc(r[key]||'--')+'</span></td><td class="num">'+esc(r.opportunity_count||0)+'</td><td>'+esc(r.actionable_count||0)+'</td><td>'+esc(r.buy_now_count||0)+'</td><td>'+esc(r.paper_trade_count||0)+'</td><td class="num">'+pct(r.actionable_conversion_pct)+'</td><td class="num">'+pct(r.paper_win_rate_pct)+'</td><td class="'+(Number(r.paper_realized_pnl_usdt||0)>=0?'green':'red')+'">'+usd(r.paper_realized_pnl_usdt)+'</td></tr>'}).join('')+'</tbody></table></div>'}
function tradeTable(title,rows,key){if(!rows||!rows.length)return '<div><div class="panel-note" style="margin:8px 0">'+esc(title)+'</div><div class="empty">暂无已平仓交易样本</div></div>';return '<div><div class="panel-note" style="margin:8px 0">'+esc(title)+'</div><div class="table-wrap"><table class="table"><thead><tr><th>归因项</th><th>平仓交易</th><th>胜率</th><th>已实现收益</th><th>平均收益率</th><th>最好</th><th>最差</th></tr></thead><tbody>'+rows.map(function(r){return '<tr><td><span class="tag">'+esc(r[key]||'--')+'</span></td><td class="num">'+esc(r.closed_trade_count||0)+'</td><td class="num">'+pct(r.win_rate_pct)+'</td><td class="'+(Number(r.realized_pnl_usdt||0)>=0?'green':'red')+'">'+usd(r.realized_pnl_usdt)+'</td><td class="'+(Number(r.avg_realized_pnl_pct||0)>=0?'green':'red')+'">'+pct(r.avg_realized_pnl_pct)+'</td><td class="green">'+pct(r.best_pnl_pct)+'</td><td class="red">'+pct(r.worst_pnl_pct)+'</td></tr>'}).join('')+'</tbody></table></div></div>'}
function watchTable(title,rows,key){if(!rows||!rows.length)return '<div><div class="panel-note" style="margin:8px 0">'+esc(title)+'</div><div class="empty">暂无观察/挂单样本</div></div>';return '<div><div class="panel-note" style="margin:8px 0">'+esc(title)+'</div><div class="table-wrap"><table class="table"><thead><tr><th>归因项</th><th>样本</th><th>执行/成交</th><th>挂单/取消</th><th>转化率</th></tr></thead><tbody>'+rows.map(function(r){var isOrder=key==='order_bucket';return '<tr><td><span class="tag">'+esc(r[key]||'--')+'</span></td><td class="num">'+esc(r.opportunity_count||r.order_count||0)+'</td><td>'+esc(isOrder?(r.filled_count||0):(r.executed_count||0))+'</td><td>'+esc(isOrder?(r.canceled_count||0):(r.order_count||0))+'</td><td class="num">'+pct(isOrder?r.fill_pct:r.executed_pct)+'</td></tr>'}).join('')+'</tbody></table></div></div>'}
function renderTradeAttribution(t,w){t=t||{};w=w||{};tradeDef.textContent=t.definition||'交易级归因只统计已平仓策略交易。';tradePerf.innerHTML=tradeTable('因子真实交易表现',t.factor,'factor')+tradeTable('因子组表现',t.factor_group,'factor_group')+tradeTable('市场状态表现',t.market_regime,'market_regime')+tradeTable('评分分层表现',t.score_band,'score_band')+tradeTable('入场路径与方向',t.entry_path,'entry_path')+tradeTable('退出原因',t.exit_reason,'exit_reason')+tradeTable('市场环境',t.market_environment,'environment')+watchTable('观察池推进表现',w.watch_pool,'watch_bucket')+watchTable('挂单池成交/取消表现',w.paper_orders,'order_bucket')}
async function load(){try{var d=await (await fetch('/api/strategy/insights?_ts='+Date.now(),{cache:'no-store'})).json();var o=d.overview||{};definition.textContent=o.definition||'策略归因只看机会转化和策略交易转化。';metrics.innerHTML=[['机会样本',o.total_opportunities||0,'blue'],['可执行机会',o.actionable_count||0,''],['现在可买',o.buy_now_count||0,'green'],['策略执行',o.paper_trade_count||0,'green'],['策略胜率',pct(o.paper_win_rate_pct),''],['已实现收益',usd(o.paper_realized_pnl_usdt),Number(o.paper_realized_pnl_usdt||0)>=0?'green':'red']].map(function(x){return '<div class="kpi"><span>'+esc(x[0])+'</span><b class="'+(x[2]||'')+'">'+esc(x[1])+'</b></div>'}).join('');factorPerf.innerHTML=table(d.factor_attribution,'factor');envPerf.innerHTML=table(d.market_environment,'environment');evidencePerf.innerHTML=table(d.evidence_attribution,'evidence');versionPerf.innerHTML=table(d.version_performance,'strategy_version');renderTradeAttribution(d.trade_attribution,d.watch_order_attribution)}catch(e){metrics.innerHTML='<div class="empty">加载失败</div>'}}load();
</script>
{% endblock %}