feat(factor): M7.1 因子定义入库 + /api/factors 读库(目录契约源)

- factor_definition 表(migration b7f2a5e81c33,MySQL 已应用):name 主键 + 元数据
  (formula/brief/frequency/lookback/direction/requires JSON/version)+ FactorDefinition
  entity(from_registry_def 由代码注册表构造)
- FactorRepository Protocol + SQLAlchemy 实现(幂等 upsert/list/get)
- /api/factors 改读 DB;目录为空自动 seed 注册表(幂等)—— 保留自定义因子登记能力
  (计算仍须代码注册,引用未注册因子照常 FactorError,防伪因子)
- tests/test_factor_catalog.py(repo 幂等/roundtrip/registry seed、API seed+字段齐全);
  test_api 的 client fixture 补 tmp sqlite session(factors 读库);全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 00:28:16 +08:00
parent 0ab9038570
commit 8f47b5b603
11 changed files with 360 additions and 18 deletions
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"""因子目录领域实体(M7.1:因子元数据 DB 化,v2 §11)。
DB 是因子目录的契约源:元数据(含自定义因子登记)入库;
计算执行仍由代码注册表(quant/factors.py)提供 —— 登记但未注册计算的因子
在 score/condition 中引用时仍抛 FactorError(防静默伪因子)。
"""
from __future__ import annotations
from datetime import datetime
from pydantic import BaseModel, Field
class FactorDefinition(BaseModel):
name: str = Field(min_length=1, max_length=64)
description: str = ""
formula: str = ""
brief: str = ""
frequency: str = "daily"
lookback: int = 20
direction: str = Field(default="higher_is_better", pattern="^(higher_is_better|lower_is_better)$")
requires: list[str] = Field(default_factory=list)
version: str = "1"
created_at: datetime | None = None
@classmethod
def from_registry_def(cls, d) -> FactorDefinition:
"""由 quant/factors.FactorDef(dataclass)构造目录实体(seed 用)。"""
return cls(
name=d.name,
description=d.description,
formula=d.formula,
brief=d.brief,
frequency=d.frequency,
lookback=d.lookback,
direction=d.direction,
requires=list(d.requires),
)
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"""因子目录 Repository Protocol(M7.1)。"""
from __future__ import annotations
from typing import Protocol
from app.domain.entities.factor import FactorDefinition
class FactorRepository(Protocol):
def upsert_many(self, definitions: list[FactorDefinition]) -> int:
"""以 name 为幂等键批量写入/更新,返回处理条数。"""
def list(self) -> list[FactorDefinition]: ...
def get(self, name: str) -> FactorDefinition | None: ...