feat(composite): M7.2b 因子组合落库 + /api/composites CRUD

- factor_composite 表(migration c3e9a0d1f4b5,MySQL 已应用;name 唯一)
- CompositeDefinition/Component 实体 + CompositeRepository Protocol + SQLAlchemy 实现
- /api/composites:POST(注册表自动填充组件 direction;未注册因子 400)、GET 列表/详情、DELETE
- tests/test_composites_api.py(repo CRUD/同名拒绝/删除、API 方向填充/404/400);全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 00:30:37 +08:00
parent 273aee2772
commit 4fa2bb748e
10 changed files with 412 additions and 1 deletions
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"""因子组合(Composite Factor)领域实体(M7.2b,v2 §13)。
组合 = 一组 {因子, 权重} + method(MVP fixed:截面 zscore×方向×权重求和;
方向在计算时取因子注册表元数据,落库时冗余快照以便列表展示)。
"""
from __future__ import annotations
from datetime import datetime
from pydantic import BaseModel, Field, model_validator
class CompositeComponent(BaseModel):
name: str
weight: float = Field(default=1.0, gt=0)
direction: str = Field(default="higher_is_better")
class CompositeDefinition(BaseModel):
id: str = ""
name: str = Field(min_length=1, max_length=64)
method: str = Field(default="fixed", pattern="^(fixed)$")
description: str = ""
components: list[CompositeComponent] = Field(min_length=1)
created_at: datetime | None = None
@model_validator(mode="after")
def _no_duplicate(self) -> CompositeDefinition:
names = [c.name for c in self.components]
if len(set(names)) != len(names):
raise ValueError("components 存在重复因子名")
return self
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"""Composite Factor Repository Protocol(M7.2b)。"""
from __future__ import annotations
from typing import Protocol
from app.domain.entities.composite import CompositeDefinition
class CompositeRepository(Protocol):
def save(self, definition: CompositeDefinition) -> CompositeDefinition:
"""新建组合(name 冲突抛 ValueError)。"""
def get(self, composite_id: str) -> CompositeDefinition | None: ...
def list(self) -> list[CompositeDefinition]: ...
def delete(self, composite_id: str) -> bool:
"""删除;不存在返回 False。"""