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。
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@@ -105,7 +105,18 @@ class TestV3Tools:
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out = _invoke(tools, "inspect_factor", {"name": "momentum_60"})
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assert "momentum_60" in out and "公式" in out and "lookback" in out
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miss = _invoke(tools, "inspect_factor", {"name": "no_such"})
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assert "不在目录" in miss
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# 走引擎解析:报「不可用 + 可用列表」比含糊的「不在目录」有用
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# (参数化因子常常还没进目录就能算,所以目录不是准入门槛)
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assert "不可用" in miss
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def test_inspect_parameterized_factor(self, tools) -> None:
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"""参数化键(还没进目录)也要能问出参数:这是「暴露真实筛选参数」的一环。"""
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key = "momentum(window=90,direction=lower_is_better)"
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out = _invoke(tools, "inspect_factor", {"name": key})
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assert key in out
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assert "窗口" in out or "window=90" in out
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assert "越低越好" in out and "参数:window=90" in out
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assert "90" in out
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def test_create_composite_factor(self, tools) -> None:
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out = _invoke(
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@@ -117,6 +128,16 @@ class TestV3Tools:
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{"name": "x", "factors": "no_such:1"})
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assert "无法创建" in bad
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def test_composite_accepts_parameterized_factor(self, tools) -> None:
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"""参数化键里有逗号:逗号切分必须括号感知,否则会被劈成两个「不存在的因子」。"""
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key = "momentum(window=90,direction=lower_is_better)"
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out = _invoke(
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tools, "create_composite_factor",
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{"name": "参数化动量组合", "factors": f"{key}:0.7,volatility_60:0.3"},
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)
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assert "组合已保存" in out, out
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assert key in out and "volatility_60" in out
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def test_get_backtest_result(self, tools) -> None:
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out = _invoke(tools, "get_backtest_result", {"experiment_id": "EXP-D4"})
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assert "总收益" in out and "成交" in out
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