feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化

汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):

1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
   - 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
   - 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
     「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
   - 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
   - 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
   - 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)

2) 策略库与前端统一
   - strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
     「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
   - 任何出现股票代码处都成对显示名称且可点击进个股页
   - 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
     锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上

3) 回测存档完整化(可往复查看)
   - 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
     归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
   - data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
   - 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
     并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
   - 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
   - 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
     **交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
     非回测归档不套用回测口径
   - 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
     restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)

门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
This commit is contained in:
Simon
2026-09-20 07:31:04 +08:00
parent 7e15b7251e
commit 23972e7063
112 changed files with 17908 additions and 3893 deletions
+30 -6
View File
@@ -52,6 +52,23 @@ def _pick(mapping: dict, key: str, default=None):
return val
def _job_result_json(job, *, session_factory, experiment_repo_factory) -> str | None:
"""取 Job 的完整结果 JSON。
2026-09 起完整结果只在 experiment 存一份(`job.result_json` 为 None),故先按
`job.experiment_id` 回读归档;归档不存在 / 老记录再回退 `job.result_json`。
"""
if job.experiment_id:
try:
with session_factory() as session:
exp = experiment_repo_factory(session).get(job.experiment_id)
if exp is not None:
return exp.result_json
except Exception: # noqa: BLE001 —— 回读失败则回退 job 副本,不阻断工具
pass
return job.result_json
def build_tools(factories: dict | None = None) -> list[Tool]:
facts = factories or default_factories()
session_factory = facts["session_factory"]
@@ -93,8 +110,11 @@ def build_tools(factories: dict | None = None) -> list[Tool]:
job = submit_and_run(spec, factories=facts)
if job.status != "success":
return f"{desc} 执行失败:{job.error}"
result_json = _job_result_json(
job, session_factory=session_factory, experiment_repo_factory=exp_repo_f
)
if spec.type == "backtest":
result = BacktestResult.model_validate_json(job.result_json or "{}")
result = BacktestResult.model_validate_json(result_json or "{}")
s = result.summary
return (
f"回测完成(Experiment {job.experiment_id},代码版本 {_code_version(job, exp_repo_f)})。"
@@ -103,7 +123,7 @@ def build_tools(factories: dict | None = None) -> list[Tool]:
f"交易 {s.total_trades} 笔,平均换手 {s.avg_turnover_pct:.1f}%。"
f"未建模约束 {len(result.unimplemented)} 项(成本/涨跌停近似见实验详情)。"
)
report = FactorTestReport.model_validate_json(job.result_json or "{}")
report = FactorTestReport.model_validate_json(result_json or "{}")
qs = ", ".join(f"Q{q.quantile + 1}: {q.return_pct:.2f}%" for q in report.quantile_returns)
return (
f"因子测试完成(Experiment {job.experiment_id})。IC {report.ic_mean:.4f},"
@@ -378,15 +398,19 @@ def build_tools(factories: dict | None = None) -> list[Tool]:
job = SqlAlchemyJobRepository(session).get(job_id)
if job is None:
return f"Job {job_id} 不存在"
if job.status != "success" or not job.result_json:
return f"Job {job_id} 未成功(无结果可归档)"
# 顺序要紧:新形态记录结果只在 experiment 侧(job.result_json 为 None),
# 先判「已归档」,否则成功 Job 会被误判为「无结果可归档」
if job.experiment_id:
return f"Job {job_id} 已归档为 {job.experiment_id}"
if job.status != "success" or not job.result_json:
return f"Job {job_id} 未成功(无结果可归档)"
# 走到这里必然是老形态记录(结果仍在 job 侧,无 experiment 关联)
result_json = job.result_json
exp_repo = exp_repo_f(session)
summary = None
try:
if job.kind == "backtest":
r = BacktestResult.model_validate_json(job.result_json)
r = BacktestResult.model_validate_json(result_json)
summary = (
f"总收益 {r.summary.total_return_pct:.2f}% · 年化 "
f"{r.summary.annual_return_pct:.2f}% · 回撤 {r.summary.max_drawdown_pct:.2f}%"
@@ -397,7 +421,7 @@ def build_tools(factories: dict | None = None) -> list[Tool]:
id=new_id("EXP"),
kind=job.kind,
spec_json=job.spec_json,
result_json=job.result_json,
result_json=result_json,
summary_text=summary,
job_id=job.id,
created_at=job.created_at,