feat(backend): 字段库(condition_field)+ 因子参数化(模板/受控参数)+ 单位换算底座

字段库(本次新增的表与接口):
- `condition_field` 表 + `/api/condition-fields`:中文名/说明可编辑、可停用;
  `kind`/单位阶梯/`base_unit` 由代码注册表收敛(改类型 422,伪字段 422,
  越界单位 422),停用的字段不再进条件下拉,但既有策略仍按名字解析。
- 说明书里的数值条件按字段注册表补**基准单位**后缀(字段间比较不加,不猜单位)。

因子参数化(键即身份,冻结口径):
- 模板 + 参数注册表(`quant/factors.py`):`ParamSpec`(类型/范围/枚举/默认值/说明)+
  `FactorTemplate`(公式/依赖列/参数);规范键把**全部**参数写进名字,如
  `momentum(window=90,direction=lower_is_better)`,所以改参数 = 新建一个身份,
  旧因子/既有策略/已归档实验都不变义;`momentum(window=90)`(缺参数)明确拒绝 ——
  缺项要靠模板默认值补齐,而默认值是可改的代码细节,一旦改动会追溯性改义。
- 参数只在受控范围内取值(窗口 2~500、方向二选一),越界/未知模板/多给参数一律 422
  并列出允许范围,不静默截断、不悄悄取默认值;内置实例的启用开关由代码决定(422)。
- `/api/factors` 暴露 `template`/`params`/`param_specs`/`label`/`source`/`enabled`/
  `resolvable`;新增 `/api/factors/templates`、`POST /api/factors`、`PATCH /api/factors`;
  `get_factor = resolve_factor` 兼容全部旧调用点,参数化键也是一等条件字段。
- 迁移链:c5d6(存量策略陈旧说明重算)→ d6e7(condition_field)→ a7c1
  (factor_definition.enabled + name varchar(128))。

测试:新增 test_condition_fields.py / test_factor_params.py;全量 pytest 500 passed。
This commit is contained in:
Simon
2026-10-01 16:33:32 +08:00
parent 40bd603b44
commit 2e90f3eeac
39 changed files with 3280 additions and 244 deletions
+9
View File
@@ -16,6 +16,7 @@ from app.application.services.selection_service import SelectionService
from app.application.services.signal_service import SignalService
from app.domain.repositories.combo import ComboRepository, GlobalConfigRepository
from app.domain.repositories.composite import CompositeRepository
from app.domain.repositories.condition_field import ConditionFieldRepository
from app.domain.repositories.factor import FactorRepository
from app.domain.repositories.index import IndexConstituentRepository
from app.domain.repositories.jobs import ExperimentRepository, JobRepository
@@ -37,6 +38,9 @@ from app.infrastructure.persistence.sqlalchemy.repositories.combo_impl import (
from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
SqlAlchemyCompositeRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.condition_field_impl import (
SqlAlchemyConditionFieldRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
SqlAlchemyFactorRepository,
)
@@ -174,6 +178,10 @@ def _factor_repo_factory(session: DbSession) -> FactorRepository:
return SqlAlchemyFactorRepository(session)
def _condition_field_repo_factory(session: DbSession) -> ConditionFieldRepository:
return SqlAlchemyConditionFieldRepository(session)
def _composite_repo_factory(session: DbSession) -> CompositeRepository:
return SqlAlchemyCompositeRepository(session)
@@ -201,6 +209,7 @@ ResearchServiceDep = Annotated[ResearchService, Depends(_service_factory)]
SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_factory)]
SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
ConditionFieldRepoDep = Annotated[ConditionFieldRepository, Depends(_condition_field_repo_factory)]
CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]