Agent-Market-Arena / src /lib /dataService.js
Jimin Huang
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import { supabase } from './supabase.js'
import { getAllDecisions, setAllDecisions, clearAllDecisions } from './dataCache.js'
import { writeRawDecisions, clearAllStores, readAllRawDecisions } from './idb.js'
import { filterRowsToNyseTradingDays, countNonTradingDaysBetweenForAsset, countTradingDaysBetweenForAsset } from './marketCalendar.js'
import { computeBuyHoldEquity, computeStrategyEquity, calculateMetricsFromSeries, computeWinRate } from './perf.js'
import { STRATEGIES } from './strategies.js'
/**
* 全局数据服务
* 负责从 Supabase 加载数据、缓存管理和数据计算
*/
class DataService {
constructor() {
this.loading = false
this.loaded = false
this.agents = []
this.tableRows = []
this.lastUpdated = null
this.dateBounds = { min: null, max: null }
this.listeners = new Set()
// Filter options cache
this.useDbFilterCache = this._getDefaultUseDbFilterCache()
this.nameOptions = []
this.assetOptions = []
this.modelOptions = []
this.strategyOptions = []
}
_getDefaultUseDbFilterCache() {
try {
if (localStorage.getItem('disableDbFilterCache') === '1') return false
} catch (_) {}
const envFlag = ((import.meta.env.VITE_USE_DB_FILTER_CACHE || '') + '').toLowerCase()
return envFlag === '1' || envFlag === 'true' || envFlag === 'yes' || envFlag === 'on'
}
/**
* 订阅数据变化
*/
subscribe(callback) {
this.listeners.add(callback)
return () => this.listeners.delete(callback)
}
/**
* 通知所有订阅者
*/
_notify() {
this.listeners.forEach(callback => {
try {
callback({
loading: this.loading,
loaded: this.loaded,
agents: this.agents,
tableRows: this.tableRows,
lastUpdated: this.lastUpdated,
dateBounds: this.dateBounds,
nameOptions: this.nameOptions,
assetOptions: this.assetOptions,
modelOptions: this.modelOptions,
strategyOptions: this.strategyOptions
})
} catch (e) {
console.error('[DataService] Error notifying listener:', e)
}
})
}
/**
* 从数据库加载筛选选项
*/
async loadFilterOptionsFromDb() {
if (!this.useDbFilterCache) return null
try {
const { data, error } = await supabase
.from('filter_options')
.select('names, assets, models, strategies, updated_at')
.eq('id', 'latest')
.maybeSingle()
if (error || !data) {
const msg = (error && error.message) ? String(error.message).toLowerCase() : ''
const code = (error && error.code) ? String(error.code) : ''
const isNotFound = msg.includes('not found') || msg.includes('does not exist') || code === '42P01' || code === 'PGRST116'
if (isNotFound) {
this.useDbFilterCache = false
try { localStorage.setItem('disableDbFilterCache', '1') } catch (_) {}
}
return null
}
return {
names: data.names || [],
assets: data.assets || [],
models: data.models || [],
strategies: data.strategies || []
}
} catch (e) {
const msg = e && e.message ? String(e.message).toLowerCase() : ''
if (msg.includes('not found') || msg.includes('does not exist')) {
this.useDbFilterCache = false
try { localStorage.setItem('disableDbFilterCache', '1') } catch (_) {}
}
return null
}
}
/**
* 保存筛选选项到数据库
*/
async saveFilterOptionsToDb(names, assets, models, strategies) {
if (!this.useDbFilterCache) return
try {
await supabase
.from('filter_options')
.upsert({
id: 'latest',
names,
assets,
models,
strategies,
updated_at: new Date().toISOString()
}, { onConflict: 'id' })
} catch (e) {
const msg = e && e.message ? String(e.message).toLowerCase() : ''
if (msg.includes('not found') || msg.includes('does not exist')) {
this.useDbFilterCache = false
try { localStorage.setItem('disableDbFilterCache', '1') } catch (_) {}
}
}
}
/**
* 从 Supabase 拉取所有数据
*/
async _fetchAllFromRemote() {
const pageSize = 1000
let from = 0
const all = []
while (true) {
const to = from + pageSize - 1
const { data, error } = await supabase
.from('trading_decisions')
.select('id, agent_name, asset, model, date, price, recommended_action, news_count, sentiment, created_at, updated_at')
.order('updated_at', { ascending: false })
.range(from, to)
if (error) {
console.error('[DataService] Error fetching data:', error)
break
}
all.push(...(data || []))
if (!data || data.length < pageSize) break
from += pageSize
}
return all
}
/**
* 计算单个分组的指标
*/
async _computeAgentMetrics(row, allDecisions) {
try {
// 构建完整时间序列
const seq = allDecisions
.filter(r => r.agent_name === row.agent_name && r.asset === row.asset && r.model === row.model)
.sort((a, b) => (a.date > b.date ? 1 : -1))
const isCrypto = row.asset === 'BTC' || row.asset === 'ETH'
const seqFiltered = isCrypto ? seq : (await filterRowsToNyseTradingDays(seq))
// 计算日期范围
const dates = seqFiltered.map(s => s.date).filter(Boolean).sort()
const start_date = dates[0] || '-'
const end_date = dates[dates.length - 1] || '-'
let closed_days = 0
if (dates.length > 1) {
closed_days = await countNonTradingDaysBetweenForAsset(row.asset, start_date, end_date)
}
const trading_days = await countTradingDaysBetweenForAsset(row.asset, start_date, end_date)
// 为每个策略计算指标
const results = []
for (const s of STRATEGIES) {
const st = computeStrategyEquity(seqFiltered, 100000, s.fee, s.strategy, s.tradingMode)
const stNoFee = computeStrategyEquity(seqFiltered, 100000, 0, s.strategy, s.tradingMode)
const metrics = calculateMetricsFromSeries(st, isCrypto ? 'crypto' : 'stock')
const metricsNoFee = calculateMetricsFromSeries(stNoFee, isCrypto ? 'crypto' : 'stock')
const { winRate, trades } = computeWinRate(seqFiltered, s.strategy, s.tradingMode)
const bhSeries = computeBuyHoldEquity(seqFiltered, 100000)
const buy_hold_return = bhSeries.length ? (bhSeries[bhSeries.length - 1] - bhSeries[0]) / bhSeries[0] : 0
results.push({
decision_ids: seqFiltered.map(r => r.id).filter(Boolean),
agent_name: row.agent_name,
asset: row.asset,
model: row.model,
strategy: s.id,
strategy_label: s.label,
balance: st.length ? st[st.length - 1] : 100000,
return_with_fees: metrics.total_return / 100,
return_no_fees: metricsNoFee.total_return / 100,
buy_hold_return,
sharpe_ratio: metrics.sharpe_ratio,
win_rate: winRate,
trades,
start_date,
end_date,
closed_days,
trading_days,
fee: s.fee,
tradingMode: s.tradingMode,
series: seqFiltered.map(r => ({
id: r.id,
date: r.date,
price: r.price,
recommended_action: r.recommended_action
})),
key: `${row.agent_name}|${row.asset}|${row.model}|${s.id}`
})
}
return results
} catch (e) {
console.error('[DataService] Error computing metrics:', e)
return []
}
}
/**
* 加载数据(主方法)
*/
async load(forceRefresh = false) {
if (this.loading) {
console.log('[DataService] Already loading, skipping...')
return
}
this.loading = true
this._notify()
try {
// 1. 尝试从数据库加载筛选选项
await this.loadFilterOptionsFromDb()
// 2. 获取所有决策数据
let all = null
if (forceRefresh) {
// 强制刷新:清除所有缓存,从远程拉取
await clearAllStores()
clearAllDecisions()
all = await this._fetchAllFromRemote()
setAllDecisions(all)
await writeRawDecisions(all)
} else {
// 正常加载:先尝试内存缓存
all = getAllDecisions()
if (!all) {
// 再尝试 IndexedDB 缓存
const cached = await readAllRawDecisions()
if (cached && cached.length) {
all = cached
setAllDecisions(all)
}
}
if (!all) {
// 最后从远程拉取
all = await this._fetchAllFromRemote()
setAllDecisions(all)
await writeRawDecisions(all)
}
}
// 3. 计算全局日期范围
const allDates = all.map(r => r && r.date).filter(Boolean).sort()
this.dateBounds = {
min: allDates.length ? new Date(allDates[0]) : null,
max: allDates.length ? new Date(allDates[allDates.length - 1]) : null
}
// 4. 按 agent_name|asset|model 分组去重
const keyToRow = new Map()
for (const row of all) {
const key = `${row.agent_name}|${row.asset}|${row.model}`
if (!keyToRow.has(key)) {
keyToRow.set(key, row)
}
}
// 5. 计算每个分组的指标
const agents = []
for (const row of keyToRow.values()) {
const metrics = await this._computeAgentMetrics(row, all)
agents.push(...metrics)
}
this.agents = agents
// 6. 转换为表格行
this.tableRows = agents.map(a => ({
agent_name: a.agent_name,
asset: a.asset,
model: a.model,
strategy: a.strategy,
strategy_label: a.strategy_label,
balance: a.balance,
ret_with_fees: a.return_with_fees,
ret_no_fees: a.return_no_fees,
buy_hold: a.buy_hold_return,
vs_bh_with_fees: a.return_with_fees - a.buy_hold_return,
sharpe: a.sharpe_ratio,
trading_days: a.trading_days,
win_rate: a.win_rate,
trades: a.trades,
start_date: a.start_date,
end_date: a.end_date,
closed_date: a.closed_days,
decision_ids: a.decision_ids,
fee: a.fee,
tradingMode: a.tradingMode,
series: a.series,
key: a.key
}))
// 7. 生成筛选选项
this.nameOptions = Array.from(new Set(agents.map(a => a.agent_name)))
.map(v => ({ label: v, value: v }))
this.assetOptions = Array.from(new Set(agents.map(a => a.asset)))
.map(v => ({ label: v, value: v }))
this.modelOptions = Array.from(new Set(agents.map(a => a.model)))
.map(v => ({ label: v, value: v }))
this.strategyOptions = STRATEGIES.map(s => ({ label: s.label, value: s.id }))
// 8. 保存筛选选项到数据库
await this.saveFilterOptionsToDb(
this.nameOptions.map(o => o.value),
this.assetOptions.map(o => o.value),
this.modelOptions.map(o => o.value),
this.strategyOptions.map(o => o.value)
)
this.lastUpdated = Date.now()
this.loaded = true
console.log('[DataService] Data loaded successfully:', {
agents: this.agents.length,
tableRows: this.tableRows.length,
names: this.nameOptions.length,
assets: this.assetOptions.length
})
} catch (e) {
console.error('[DataService] Error loading data:', e)
} finally {
this.loading = false
this._notify()
}
}
/**
* 强制刷新数据
*/
async forceRefresh() {
return this.load(true)
}
/**
* 获取当前状态
*/
getState() {
return {
loading: this.loading,
loaded: this.loaded,
agents: this.agents,
tableRows: this.tableRows,
lastUpdated: this.lastUpdated,
dateBounds: this.dateBounds,
nameOptions: this.nameOptions,
assetOptions: this.assetOptions,
modelOptions: this.modelOptions,
strategyOptions: this.strategyOptions
}
}
}
// 导出单例
export const dataService = new DataService()