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:
@@ -4,13 +4,16 @@
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模型统一继承 infra.persistence.sqlalchemy.base.Base。
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"""
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from app.infrastructure.persistence.sqlalchemy.models.composite import ( # noqa: F401
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FactorCompositeModel,
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)
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from app.infrastructure.persistence.sqlalchemy.models.combo import ( # noqa: F401
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BacktestComboModel,
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GlobalConfigModel,
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)
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from app.infrastructure.persistence.sqlalchemy.models.composite import ( # noqa: F401
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FactorCompositeModel,
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)
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from app.infrastructure.persistence.sqlalchemy.models.condition_field import ( # noqa: F401
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ConditionFieldModel,
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)
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from app.infrastructure.persistence.sqlalchemy.models.factor import ( # noqa: F401
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FactorDefinitionModel,
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)
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@@ -0,0 +1,31 @@
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"""字段库表(2026-10)。
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condition_field:过滤条件字段的目录契约源(name 主键幂等)。
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内置字段由 quant/condition_fields.py 的注册表在 API 首次读取时 seed(只补不删),
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自定义字段与用户改过的文案都落在这张表里。
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"""
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from __future__ import annotations
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from datetime import datetime
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from sqlalchemy import Boolean, DateTime, Integer, String
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from sqlalchemy.orm import Mapped, mapped_column
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from app.infrastructure.persistence.sqlalchemy.base import Base
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class ConditionFieldModel(Base):
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__tablename__ = "condition_field"
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name: Mapped[str] = mapped_column(String(64), primary_key=True)
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label: Mapped[str] = mapped_column(String(64), default="")
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description: Mapped[str] = mapped_column(String(500), default="")
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kind: Mapped[str] = mapped_column(String(8), default="num")
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group_name: Mapped[str] = mapped_column(String(32), default="行情")
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unit: Mapped[str] = mapped_column(String(16), default="")
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source: Mapped[str] = mapped_column(String(8), default="builtin")
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enabled: Mapped[bool] = mapped_column(Boolean, default=True)
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sort_order: Mapped[int] = mapped_column(Integer, default=100)
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created_at: Mapped[datetime] = mapped_column(DateTime)
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updated_at: Mapped[datetime] = mapped_column(DateTime)
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@@ -1,13 +1,16 @@
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"""因子目录表(M7.1)。
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"""因子目录表(M7.1;2026-10 支持参数化实例)。
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factor_definition:因子元数据契约源(name 主键幂等);requires 以 JSON 存。
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factor_definition:因子名(主键,参数化实例的参数就写在名字里)→ 元数据;requires 以 JSON 存。
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`enabled` 是唯一由人配置的字段(是否出现在因子下拉里);内置实例的开关注由代码注册表
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收敛(见 application/services/factor_catalog.py),停用只影响「能不能被选中」,
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不影响已引用它的策略/归档解析 —— 历史不能被开关改义。
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"""
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from __future__ import annotations
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from datetime import datetime
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from sqlalchemy import DateTime, Integer, String, Text
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from sqlalchemy import Boolean, DateTime, Integer, String, Text
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from sqlalchemy.orm import Mapped, mapped_column
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from app.infrastructure.persistence.sqlalchemy.base import Base
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@@ -16,7 +19,8 @@ from app.infrastructure.persistence.sqlalchemy.base import Base
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class FactorDefinitionModel(Base):
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__tablename__ = "factor_definition"
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name: Mapped[str] = mapped_column(String(64), primary_key=True)
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# 128:参数化实例的名字把参数写全(如 momentum(window=90,direction=lower_is_better))
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name: Mapped[str] = mapped_column(String(128), primary_key=True)
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description: Mapped[str] = mapped_column(String(500), default="")
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formula: Mapped[str] = mapped_column(String(500), default="")
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brief: Mapped[str] = mapped_column(String(500), default="")
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@@ -25,4 +29,5 @@ class FactorDefinitionModel(Base):
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direction: Mapped[str] = mapped_column(String(32), default="higher_is_better")
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requires_json: Mapped[str] = mapped_column(Text, default="[]")
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version: Mapped[str] = mapped_column(String(16), default="1")
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enabled: Mapped[bool] = mapped_column(Boolean, default=True, server_default="1")
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created_at: Mapped[datetime] = mapped_column(DateTime)
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@@ -16,7 +16,8 @@ class StrategyModel(Base):
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id: Mapped[str] = mapped_column(String(32), primary_key=True)
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name: Mapped[str] = mapped_column(String(64), unique=True)
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description: Mapped[str] = mapped_column(String(300), default="")
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spec_type: Mapped[str] = mapped_column(String(16), default="backtest")
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# 2026-09 重构后策略库只存选股策略,新行一律 selection(历史行的 backtest 由数据迁移收敛)
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spec_type: Mapped[str] = mapped_column(String(16), default="selection")
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config_json: Mapped[str] = mapped_column(Text)
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version: Mapped[str] = mapped_column(String(16), default="1")
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created_at: Mapped[datetime] = mapped_column(DateTime)
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