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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@@ -53,6 +53,14 @@ class TestConfigApi:
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assert got["price_adjustment"] == "qfq"
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assert got["benchmark"] == "000905.SH"
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def test_put_rejects_unknown_field(self, client: TestClient) -> None:
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"""拼错键名必须报错:否则「以为改了滑点、其实没生效」是静默降级。"""
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resp = client.put("/api/config", json={"slippage": 0.001})
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assert resp.status_code == 422
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assert "slippage" in resp.text
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# 值未被改动(仍是默认滑点)
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assert client.get("/api/config").json()["slippage_rate"] == pytest.approx(0.001)
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class TestCombosApi:
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def _make_strategy(self, client: TestClient, name: str) -> str:
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@@ -107,3 +115,16 @@ class TestCombosApi:
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resp = client.post("/api/combos/run", json=body)
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assert resp.status_code == 400
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assert "不存在" in resp.json()["detail"]
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def test_unknown_param_rejected(self, client: TestClient) -> None:
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"""回测参数写错键名(capital/hold_days)→ 422,而不是静默用默认值。"""
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sid = self._make_strategy(client, "S2")
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body = {
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"name": "拼错参数", "strategy_ids": [sid], "hold_count": 5,
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"rebalance_freq": "monthly", "period": ["2024-01-01", "2024-02-01"],
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"capital": 500000, "hold_days": 30,
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}
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resp = client.post("/api/combos", json=body)
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assert resp.status_code == 422
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assert "capital" in resp.text and "hold_days" in resp.text
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assert client.get("/api/combos").json() == []
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