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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@@ -142,3 +142,57 @@ class TestRegistrySyncRegression:
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names2 = {r["name"] for r in client.get("/api/factors").json()}
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assert "my_custom_factor" in names2, "只补不删:自定义因子必须保留"
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assert "dividend_yield" in names2
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class TestCatalogIsRegistryProjection:
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"""目录是注册表的投影(2026-10 明确语义):口径字段按代码纠正,自定义行不碰。
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原先是「只在缺名字时才 upsert 全量」,于是手改内置因子文案能存活到「代码里出现
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新因子」那一刻再被无声覆盖 —— 行为不确定。现在改成按字段差集确定性收敛。
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"""
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def test_hand_edited_registry_row_converges_back_to_code(self, client, tmp_path) -> None:
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from app.quant.factors import get_factor
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from sqlalchemy import create_engine, text
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engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
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with engine.begin() as conn:
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conn.execute(
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text(
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"UPDATE factor_definition SET description = '手改的假口径', "
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"lookback = 999, direction = 'lower_is_better' "
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"WHERE name = 'dividend_yield'"
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)
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)
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rows = {r["name"]: r for r in client.get("/api/factors").json()}
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defn, _ = get_factor("dividend_yield")
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got = rows["dividend_yield"]
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assert got["description"] == defn.description, "口径文案必须按代码改回(否则说明书会撒谎)"
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assert got["lookback"] == defn.lookback
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assert got["direction"] == defn.direction, "方向被手改会让读者以为越大越差"
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def test_steady_state_writes_nothing(self, session) -> None:
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from app.application.services.factor_catalog import sync_registry_factors
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repo = SqlAlchemyFactorRepository(session)
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assert sync_registry_factors(repo, session) == len(list_factors()), "首次:全部补齐"
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assert sync_registry_factors(repo, session) == 0, "稳态:目录 == 注册表 → 零写入"
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def test_custom_row_untouched_and_never_deleted(self, session) -> None:
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from app.application.services.factor_catalog import sync_registry_factors
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repo = SqlAlchemyFactorRepository(session)
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sync_registry_factors(repo, session)
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repo.upsert_many(
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[
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FactorDefinition(
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name="my_note_factor", description="人工登记的备注", formula="x",
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brief="b", lookback=5, requires=[],
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)
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]
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)
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session.commit()
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assert sync_registry_factors(repo, session) == 0, "自定义行不算 stale,不触发写入"
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got = repo.get("my_note_factor")
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assert got is not None and got.description == "人工登记的备注"
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assert got.name not in {d.name for d in list_factors()}, "前提:它确实不在注册表里"
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