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