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)。
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@@ -95,3 +95,50 @@ class TestFactorsApi:
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resp = client.get("/api/factors")
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names = {r["name"] for r in resp.json()}
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assert names == {d.name for d in list_factors()}
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class TestRegistrySyncRegression:
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"""回归:表非空时也必须补齐「注册表有、库里没有」的因子。
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历史 bug:seed 只在表为空时触发,导致 `dividend_yield` 等后加的因子永远不进目录
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(实测真实库表里 9 条、注册表 11 条),前端因子下拉与归档说明都取不到它们。
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"""
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def test_missing_registry_factor_is_seeded_when_table_not_empty(self, client, tmp_path) -> None:
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from sqlalchemy import text
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# 1) 先正常读一次 → 目录完整(含股息率因子)
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full = {r["name"] for r in client.get("/api/factors").json()}
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assert "dividend_yield" in full, "注册表里的股息率因子必须出现在目录中"
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# 2) 人为删除一行,复现「表非空但缺因子」的历史状态
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engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
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with engine.begin() as conn:
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conn.execute(text("DELETE FROM factor_definition WHERE name = 'dividend_yield'"))
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rows = client.get("/api/factors").json()
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# 3) 再读 → 缺失因子被当场补齐
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names = {r["name"] for r in rows}
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assert "dividend_yield" in names, "表非空时也必须补齐缺失的注册表因子"
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assert names == {d.name for d in list_factors()}
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# 4) 用户登记的自定义因子元数据不被覆盖/删除(只补不删)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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with Session() as s2:
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SqlAlchemyFactorRepository(s2).upsert_many(
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[
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FactorDefinition(
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name="my_custom_factor",
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description="自定义因子",
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formula="x",
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brief="b",
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frequency="daily",
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lookback=5,
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direction="higher_is_better",
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requires=[],
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version="1",
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)
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]
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)
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s2.commit()
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names2 = {r["name"] for r in client.get("/api/factors").json()}
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assert "my_custom_factor" in names2, "只补不删:自定义因子必须保留"
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assert "dividend_yield" in names2
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