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
@@ -2,6 +2,7 @@
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from __future__ import annotations
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import json
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import sqlite3
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from pathlib import Path
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@@ -38,6 +39,7 @@ def test_upgrade_head_creates_phase1_tables(tmp_path) -> None:
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"trading_calendar",
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"financial_indicator",
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"sync_log",
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"condition_field",
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"alembic_version",
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}
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assert expected <= tables
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@@ -63,3 +65,110 @@ def test_upgrade_head_idempotent(tmp_path) -> None:
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cfg = _alembic_config(db_path)
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command.upgrade(cfg, "head")
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command.upgrade(cfg, "head") # 二次执行不报错
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def test_refresh_stale_strategy_descriptions(tmp_path) -> None:
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"""存量策略的陈旧说明被重算，人工说明保留，空说明补全（b4c5… → c5d6… 全链路）。
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模拟真实历史：在「策略表已建、还没做组合重构」的版本上插入带全套回测参数的旧行，
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一路 upgrade head —— 既验证 b4c5d6e7f8a9 剥掉配置键，也验证 c5d6e7f8a9 重算说明。
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"""
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db_path = tmp_path / "refresh.db"
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cfg = _alembic_config(db_path)
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command.upgrade(cfg, "e1f2a3b4c5d6") # strategy 表建好、尚未重构
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stale_desc = (
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"全市场（剔除 ST），按股息率排序取出前 20 只等权持有，每 6 个月重新择股、"
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"每 6 个月调仓，后复权口径、按调仓日收盘价成交（含佣金 0.03%／印花税 0.05%／滑点 0.1%）。"
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)
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base_cfg = {
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"universe": {"market": "CN_A", "exclude_st": True},
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"factors": [{"name": "dividend_yield", "weight": 1}],
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"conditions": [],
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}
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legacy_cfg = {**base_cfg, "selection": {"top_n": 20}, "rebalance": "monthly",
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"costs": {"commission_rate": 0.0003}, "price_adjustment": "hfq"}
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con = sqlite3.connect(db_path)
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con.execute(
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"INSERT INTO strategy (id,name,description,spec_type,config_json,version,created_at) "
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"VALUES (?,?,?,?,?,?,?)",
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("STG-STALE", "高股息 Top20（案例口径）", stale_desc, "backtest",
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json.dumps(legacy_cfg, ensure_ascii=False), "1", "2026-01-01 00:00:00"),
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)
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con.execute(
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"INSERT INTO strategy (id,name,description,spec_type,config_json,version,created_at) "
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"VALUES (?,?,?,?,?,?,?)",
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("STG-HUMAN", "我的成长股", "只看 ROE 与动量，人工撰写的说明不要被覆盖。", "backtest",
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json.dumps({**base_cfg, "factors": [{"name": "momentum_60", "weight": 1}]},
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ensure_ascii=False), "1", "2026-01-02 00:00:00"),
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)
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con.execute(
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"INSERT INTO strategy (id,name,description,spec_type,config_json,version,created_at) "
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"VALUES (?,?,?,?,?,?,?)",
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("STG-EMPTY", "空说明策略", "", "backtest",
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json.dumps(base_cfg, ensure_ascii=False), "1", "2026-01-03 00:00:00"),
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)
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con.commit()
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con.close()
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command.upgrade(cfg, "head")
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con = sqlite3.connect(db_path)
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try:
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rows = {
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r[0]: {"desc": r[1], "spec": r[2], "cfg": r[3]}
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for r in con.execute(
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"SELECT id, description, spec_type, config_json FROM strategy"
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).fetchall()
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}
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tables = {
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r[0] for r in con.execute(
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"select name from sqlite_master where type='table'"
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).fetchall()
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}
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finally:
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con.close()
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# ① 陈旧自动说明被重算：不再提佣金/印花税/滑点/调仓，且是新口径文案
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stale = rows["STG-STALE"]
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assert stale["desc"] != stale_desc
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for marker in ("佣金", "印花税", "滑点", "调仓", "择股", "复权口径"):
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assert marker not in stale["desc"], f"陈旧说明仍含 {marker}: {stale['desc']}"
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assert "选股策略" in stale["desc"] and "回测组合" in stale["desc"]
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# ② 人工撰写的说明原样保留（迁移不覆盖用户文本）
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assert rows["STG-HUMAN"]["desc"] == "只看 ROE 与动量，人工撰写的说明不要被覆盖。"
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# ③ 空说明按当前口径补全
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assert rows["STG-EMPTY"]["desc"].strip()
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assert "选股策略" in rows["STG-EMPTY"]["desc"]
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# ④ b4c5… 的职责仍在：旧回测参数从 config_json 剥掉、spec_type 收敛
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stripped = json.loads(rows["STG-STALE"]["cfg"])
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assert "costs" not in stripped and "rebalance" not in stripped and "selection" not in stripped
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assert stripped["factors"][0]["name"] == "dividend_yield"
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assert rows["STG-STALE"]["spec"] == "selection"
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assert {"global_config", "backtest_combo"} <= tables
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def test_condition_field_table_columns(tmp_path) -> None:
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"""字段库表结构：name 主键 + 中文名/含义/类型/分组/来源/启用状态（2026-10）。"""
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db_path = tmp_path / "fields.db"
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command.upgrade(_alembic_config(db_path), "head")
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con = sqlite3.connect(db_path)
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try:
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cols = {row[1] for row in con.execute("pragma table_info(condition_field)").fetchall()}
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pk = [
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row[1]
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for row in con.execute("pragma table_info(condition_field)").fetchall()
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if row[5]
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]
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finally:
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con.close()
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assert {
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"name", "label", "description", "kind", "group_name",
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"unit", "source", "enabled", "sort_order", "created_at", "updated_at",
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} <= cols
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assert pk == ["name"]
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