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
+54
View File
@@ -142,3 +142,57 @@ class TestRegistrySyncRegression:
names2 = {r["name"] for r in client.get("/api/factors").json()}
assert "my_custom_factor" in names2, "只补不删:自定义因子必须保留"
assert "dividend_yield" in names2
class TestCatalogIsRegistryProjection:
"""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。
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
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。
"""
def test_hand_edited_registry_row_converges_back_to_code(self, client, tmp_path) -> None:
from app.quant.factors import get_factor
from sqlalchemy import create_engine, text
engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
with engine.begin() as conn:
conn.execute(
text(
"UPDATE factor_definition SET description = '手改的假口径', "
"lookback = 999, direction = 'lower_is_better' "
"WHERE name = 'dividend_yield'"
)
)
rows = {r["name"]: r for r in client.get("/api/factors").json()}
defn, _ = get_factor("dividend_yield")
got = rows["dividend_yield"]
assert got["description"] == defn.description, "口径文案必须按代码改回(否则说明书会撒谎)"
assert got["lookback"] == defn.lookback
assert got["direction"] == defn.direction, "方向被手改会让读者以为越大越差"
def test_steady_state_writes_nothing(self, session) -> None:
from app.application.services.factor_catalog import sync_registry_factors
repo = SqlAlchemyFactorRepository(session)
assert sync_registry_factors(repo, session) == len(list_factors()), "首次:全部补齐"
assert sync_registry_factors(repo, session) == 0, "稳态:目录 == 注册表 → 零写入"
def test_custom_row_untouched_and_never_deleted(self, session) -> None:
from app.application.services.factor_catalog import sync_registry_factors
repo = SqlAlchemyFactorRepository(session)
sync_registry_factors(repo, session)
repo.upsert_many(
[
FactorDefinition(
name="my_note_factor", description="人工登记的备注", formula="x",
brief="b", lookback=5, requires=[],
)
]
)
session.commit()
assert sync_registry_factors(repo, session) == 0, "自定义行不算 stale,不触发写入"
got = repo.get("my_note_factor")
assert got is not None and got.description == "人工登记的备注"
assert got.name not in {d.name for d in list_factors()}, "前提:它确实不在注册表里"