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
+69
View File
@@ -20,10 +20,14 @@ class FakePro:
self.payload = payload or []
self.error = error
self.calls: list[str] = []
# 关键:必须记录关键字参数,否则「list_status 是否真的透传给 tushare」无法被断言
# (退市股同步完全依赖该参数,见 TestDelistedStocks)
self.call_kwargs: list[dict] = []
def __getattr__(self, api: str):
def _run(**kwargs):
self.calls.append(api)
self.call_kwargs.append(kwargs)
if self.error is not None:
raise self.error
return self.payload
@@ -257,3 +261,68 @@ class TestIndexWeight:
rows = p.get_index_weight("000300.SH")
assert pro.calls == ["index_weight"]
assert len(rows) == 1 and rows[0].symbol == "600519.SH"
class TestDelistedStocks:
"""退市股(幸存者偏差修正):list_status 透传、NaN 归一、代码规范过滤。
实测背景:tushare `stock_basic` 不带 list_status 时**只返回在市股票**,
退市股整体缺失(230 只 2019-12 后退市)→ 回测系统性高估收益;
而退市股记录的 industry/area 是 NaN、status 为空,且含 T 前缀异常代码。
"""
def test_list_status_passed_to_api(self) -> None:
pro = FakePro(payload=[])
p = TushareProvider(token="t", pro=pro)
p.get_stock_basic("D")
assert pro.calls == ["stock_basic"]
# tushare 不带 list_status 时只返回在市股票 → 退市股同步必须真的传 "D"
assert pro.call_kwargs[0]["list_status"] == "D"
def test_default_list_status_is_listed_only(self) -> None:
pro = FakePro(payload=[])
p = TushareProvider(token="t", pro=pro)
p.get_stock_basic()
assert pro.calls == ["stock_basic"] # 默认 "L",保持既有行为
assert pro.call_kwargs[0]["list_status"] == "L"
def test_nan_optional_fields_become_none(self) -> None:
stocks = TushareProvider.normalize_stock(
[
{
"ts_code": "000005.SZ",
"name": "ST星源(退)",
"area": float("nan"),
"industry": float("nan"),
"market": float("nan"),
"exchange": "SZSE",
"list_date": "19901210",
"delist_date": "20240426",
}
]
)
s = stocks[0]
assert s.industry is None and s.area is None and s.market is None
assert s.exchange == "SZSE"
assert s.delist_date == date(2024, 4, 26)
def test_missing_status_falls_back_to_query_status(self) -> None:
"""退市表 status 为空:必须按查询的 list_status 兜底,不能一律标成 L。"""
rec = [{"ts_code": "000005.SZ", "name": "ST星源(退)", "list_date": "19901210",
"delist_date": "20240426", "status": None}]
assert TushareProvider.normalize_stock(rec)[0].status == "L" # 既有默认
assert TushareProvider.normalize_stock(rec, default_status="D")[0].status == "D"
def test_abnormal_code_skipped_not_fatal(self) -> None:
"""'T600018.SH'(上港集箱(退),2006 退市)不得让整批退市列表拉取失败。"""
pro = FakePro(
payload=[
{"ts_code": "000005.SZ", "name": "ST星源(退)", "list_date": "19901210",
"delist_date": "20240426"},
{"ts_code": "T600018.SH", "name": "上港集箱(退)", "list_date": "19960101",
"delist_date": "20061020"},
]
)
p = TushareProvider(token="t", pro=pro)
stocks = p.get_stock_basic("D")
assert [s.symbol for s in stocks] == ["000005.SZ"]