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:
@@ -7,15 +7,20 @@
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from __future__ import annotations
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import json
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from datetime import datetime
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import pytest
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from app.api import deps
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from app.domain.entities.strategy import SelectionStrategy
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.infrastructure.persistence.sqlalchemy.models.strategy import StrategyModel
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from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import (
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SqlAlchemyStrategyRepository,
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)
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from app.main import app
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from fastapi.testclient import TestClient
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from pydantic import ValidationError
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from sqlalchemy import create_engine
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from sqlalchemy.orm import sessionmaker
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@@ -72,6 +77,52 @@ class TestStrategyRepository:
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):
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assert forbidden not in dumped, f"选股策略不应含回测参数字段 {forbidden}"
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def test_rejects_legacy_backtest_params(self) -> None:
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"""混入旧版回测参数必须**报错**,不能静默丢弃(否则调用方以为设上了)。"""
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with pytest.raises(ValidationError) as exc:
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SelectionStrategy(
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name="带旧参数的策略",
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factors=[{"name": "momentum_60", "weight": 1}],
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costs={"commission_rate": 0.001},
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rebalance="monthly",
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initial_capital=500_000,
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)
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# 三个未知键都应被点名(便于调用方知道该搬去哪里)
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for key in ("costs", "rebalance", "initial_capital"):
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assert key in str(exc.value)
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def test_spec_type_only_selection(self) -> None:
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"""spec_type 取值域收敛为 selection(本实体只表示选股策略)。"""
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with pytest.raises(ValidationError):
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SelectionStrategy(
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name="旧类型", spec_type="backtest",
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factors=[{"name": "momentum_60", "weight": 1}],
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)
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assert _st().spec_type == "selection"
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def test_legacy_rows_with_extra_keys_still_readable(self, session) -> None:
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"""历史行 config_json 残留旧键时仍能读出(仓储读出前剔除),forbid 不影响兼容。"""
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session.add(
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StrategyModel(
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id="STG-LEGACY", name="历史策略", description="历史说明",
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spec_type="backtest",
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config_json=json.dumps({
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"universe": {"exclude_st": True},
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"factors": [{"name": "dividend_yield", "weight": 1}],
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"conditions": [],
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"selection": {"top_n": 20},
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"rebalance": "monthly",
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"costs": {"commission_rate": 0.0003},
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}, ensure_ascii=False),
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version="1", created_at=datetime(2026, 1, 1),
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)
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)
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session.commit()
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got = SqlAlchemyStrategyRepository(session).get("STG-LEGACY")
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assert got is not None
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assert got.factors[0].name == "dividend_yield"
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assert got.spec_type == "selection" # 旧列值不参与实体(回落到默认)
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@pytest.fixture()
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def client(tmp_path):
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@@ -130,3 +181,17 @@ class TestStrategiesApi:
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json={"period": ["2024-01-01", "2024-06-01"]},
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)
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assert resp.status_code in (404, 405)
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def test_create_with_legacy_params_422(self, client) -> None:
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"""旧调用方把回测参数塞进策略 → 422 并点名未知字段(而非 200 静默丢弃)。"""
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body = {
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"name": "旧调用方",
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"factors": [{"name": "momentum_60", "weight": 1}],
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"rebalance": "monthly",
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"costs": {"commission_rate": 0.001},
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}
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resp = client.post("/api/strategies", json=body)
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assert resp.status_code == 422
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assert "costs" in resp.text and "rebalance" in resp.text
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# 未落库:策略列表仍为空
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assert client.get("/api/strategies").json() == []
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