File size: 3,592 Bytes
9e89154 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 | /**
* Persists optimization snapshots in the browser so Reports can list past runs
* (Executive Dashboard, Portfolio Lab, Quantum Engine) with stable IDs.
* Server-side async lab runs live in SQLite via GET /api/runs — list those separately.
*/
import { mergeOptimizeResponse } from "@/lib/reportExport";
const STORAGE_KEY = "ql-optimization-runs-v1";
const MAX_RUNS = 100;
export type OptimizationRunSource =
| "executive_dashboard"
| "portfolio_lab"
| "quantum_engine";
export interface StoredOptimizationRun {
id: string;
at: string;
source: OptimizationRunSource;
objective: string;
tickers: string[];
constraints: {
weightMin: number;
weightMax: number;
kScreen?: string;
kSelect?: string;
};
/** Raw API snapshot — may be `{ data, meta }`, stringified JSON, or async `{ result }` job output. */
payload: unknown;
}
function safeParse(raw: string | null): StoredOptimizationRun[] {
if (!raw) return [];
try {
const parsed = JSON.parse(raw) as unknown;
if (!Array.isArray(parsed)) return [];
return parsed.filter(
(x): x is StoredOptimizationRun =>
x != null &&
typeof x === "object" &&
typeof (x as StoredOptimizationRun).id === "string" &&
typeof (x as StoredOptimizationRun).at === "string"
);
} catch {
return [];
}
}
export function getOptimizationRuns(): StoredOptimizationRun[] {
if (typeof window === "undefined") return [];
return safeParse(localStorage.getItem(STORAGE_KEY));
}
export function getOptimizationRunById(
id: string
): StoredOptimizationRun | null {
return getOptimizationRuns().find((r) => r.id === id) ?? null;
}
export function appendOptimizationRun(
data: Omit<StoredOptimizationRun, "id" | "source">,
source: OptimizationRunSource
): StoredOptimizationRun {
const id =
typeof crypto !== "undefined" && crypto.randomUUID
? crypto.randomUUID()
: `run-${Date.now()}-${Math.random().toString(36).slice(2, 9)}`;
const entry: StoredOptimizationRun = { ...data, id, source };
if (typeof window === "undefined") return entry;
const prev = safeParse(localStorage.getItem(STORAGE_KEY));
const next = [entry, ...prev.filter((r) => r.id !== id)].slice(0, MAX_RUNS);
localStorage.setItem(STORAGE_KEY, JSON.stringify(next));
return entry;
}
export function clearOptimizationRuns(): void {
if (typeof window === "undefined") return;
localStorage.removeItem(STORAGE_KEY);
}
/** Human-readable source for tables */
export function formatOptimizationSource(s: OptimizationRunSource): string {
switch (s) {
case "executive_dashboard":
return "Executive Dashboard";
case "portfolio_lab":
return "Portfolio Lab";
case "quantum_engine":
return "Quantum Engine";
default:
return s;
}
}
/** Sharpe / return / vol from merged optimize payload */
export function summarizeStoredPayload(payload: unknown): {
sharpe: number | null;
retPct: number | null;
volPct: number | null;
nActive: number | null;
} {
const merged = mergeOptimizeResponse(payload) as Record<string, unknown>;
const sharpe = merged.sharpe_ratio;
const ret = merged.expected_return;
const vol = merged.volatility;
const n = merged.n_active;
return {
sharpe: typeof sharpe === "number" && Number.isFinite(sharpe) ? sharpe : null,
retPct:
typeof ret === "number" && Number.isFinite(ret) ? ret * 100 : null,
volPct:
typeof vol === "number" && Number.isFinite(vol) ? vol * 100 : null,
nActive: typeof n === "number" && Number.isFinite(n) ? n : null,
};
}
|