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
+41 -4
View File
@@ -21,7 +21,9 @@ from app.domain.repositories.jobs import ExperimentRepository, JobRepository
from app.domain.repositories.market import (
AdjustFactorRepository,
DailyBarRepository,
DailyBasicRepository,
FinancialRepository,
StockNameHistoryRepository,
StockRepository,
)
from app.domain.repositories.selection import SelectionRepository
@@ -39,7 +41,9 @@ from app.infrastructure.persistence.sqlalchemy.repositories.index_impl import (
from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
SqlAlchemyAdjustFactorRepository,
SqlAlchemyDailyBarRepository,
SqlAlchemyDailyBasicRepository,
SqlAlchemyFinancialRepository,
SqlAlchemyStockNameHistoryRepository,
SqlAlchemyStockRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
@@ -74,6 +78,10 @@ def _adjust_repo_factory(session: DbSession) -> AdjustFactorRepository:
return SqlAlchemyAdjustFactorRepository(session)
def _daily_basic_repo_factory(session: DbSession) -> DailyBasicRepository:
return SqlAlchemyDailyBasicRepository(session)
def _chart_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
@@ -82,6 +90,11 @@ def _chart_service_factory(
return ChartService(stock_repo, daily_repo, adj_repo)
def _name_repo_factory(session: DbSession) -> StockNameHistoryRepository:
"""名称变更历史仓储(StockNameHistoryRepository 实现)。"""
return SqlAlchemyStockNameHistoryRepository(session)
def _index_repo_factory(session: DbSession) -> IndexConstituentRepository:
return SqlAlchemyIndexConstituentRepository(session)
@@ -95,24 +108,39 @@ def _service_factory(
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
engine: Annotated[QuantEngine, Depends(_engine_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
name_repo: Annotated[
StockNameHistoryRepository, Depends(_name_repo_factory)
] = None,
) -> ResearchService:
return ResearchService(stock_repo, daily_repo, engine, index_repo)
return ResearchService(
stock_repo,
daily_repo,
engine,
index_repo,
basic_repo=basic_repo,
financial_repo=financial_repo,
name_repo=name_repo,
)
def _replay_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> ReplayService:
return ReplayService(stock_repo, daily_repo, index_repo)
return ReplayService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
def _signal_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> SignalService:
return SignalService(stock_repo, daily_repo, index_repo)
return SignalService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
def _selection_service_factory(
@@ -120,8 +148,17 @@ def _selection_service_factory(
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> SelectionService:
return SelectionService(stock_repo, daily_repo, financial_repo, index_repo)
return SelectionService(
stock_repo,
daily_repo,
financial_repo,
index_repo,
basic_repo=basic_repo,
name_repo=name_repo,
)
def _selection_repo_factory(session: DbSession) -> SelectionRepository: