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
+34 -6
View File
@@ -18,7 +18,7 @@ from typing import Annotated
from fastapi import APIRouter, BackgroundTasks, HTTPException, Query
from fastapi.responses import StreamingResponse
from app.api.deps import DbSession, JobRepoDep
from app.api.deps import DbSession, ExperimentRepoDep, JobRepoDep
from app.application.services.job_executor import new_id, run_job_background, terminate_active
from app.domain.entities.research import (
BacktestResult,
@@ -46,11 +46,36 @@ def _decode_result(kind: str, result_json: str | None):
return model.model_validate_json(result_json)
def _job_view(job: JobRecord) -> dict:
def _job_view(job: JobRecord, experiment_repo=None) -> dict:
"""Job 视图:`result` 契约不变(成功时内嵌**完整**结果)。
结果来源(2026-09 起完整结果只在 experiment 存一份,job.result_json 不再重复写):
1. `job.experiment_id` 有值且能读到归档 → 解码 experiment.result_json;
2. 否则回退解码 `job.result_json`(老记录 / 归档被删除前的历史数据);
3. 归档被删除且 job 侧无副本 → `result=None`,并给出
`result_unavailable_reason` 如实说明原因(AGENT §7:不静默给空结果)。
"""
view = job.model_dump()
view["result"] = _decode_result(job.kind, job.result_json)
view.pop("result_json", None)
view["spec"] = json.loads(job.spec_json)
result = None
source = None
if job.experiment_id and experiment_repo is not None:
exp = experiment_repo.get(job.experiment_id)
if exp is not None:
result = _decode_result(job.kind, exp.result_json)
source = "experiment"
else:
view["result_unavailable_reason"] = (
f"归档 {job.experiment_id} 已不存在(可能已被删除);"
"完整结果仅存于归档,Job 记录本身不再保存结果副本"
)
if result is None and job.result_json:
result = _decode_result(job.kind, job.result_json)
source = "job"
view["result"] = result
view["result_source"] = source
return view
@@ -77,10 +102,13 @@ def create_job(
@router.get("", summary="Job 列表")
def list_jobs(
job_repo: JobRepoDep,
experiment_repo: ExperimentRepoDep,
kind: Annotated[str | None, Query(description="按类型过滤(backtest/factor_test)")] = None,
limit: Annotated[int, Query(ge=1, le=200)] = 20,
) -> list[dict]:
return [_job_view(j) for j in job_repo.list_recent(kind=kind, limit=limit)]
return [
_job_view(j, experiment_repo) for j in job_repo.list_recent(kind=kind, limit=limit)
]
@router.post("/{job_id}/cancel", summary="取消 Job(queued/running)")
@@ -99,11 +127,11 @@ def cancel_job(job_id: str, session: DbSession, job_repo: JobRepoDep) -> dict:
@router.get("/{job_id}", summary="查询 Job 状态与结果")
def get_job(job_id: str, job_repo: JobRepoDep) -> dict:
def get_job(job_id: str, job_repo: JobRepoDep, experiment_repo: ExperimentRepoDep) -> dict:
job = job_repo.get(job_id)
if job is None:
raise HTTPException(status_code=404, detail=f"Job {job_id} 不存在")
return _job_view(job)
return _job_view(job, experiment_repo)
@router.get("/{job_id}/events", summary="Job 进度 SSE")