feat: Phase 3 Web — 业务 API(stocks/factors/backtests)+ Next.js 前端

- 后端业务 API:GET /api/stocks(搜索/分页)、GET /api/factors(因子目录)、POST /api/factor-tests 与 /api/backtests(Research Spec 驱动同步执行)、GET /api/backtests/last;Annotated 依赖注入 + CORS(dev)
- Repository 批量查询 get_range_many(研究装配一次查询,避免逐只拉取)
- 前端 frontend/web:Next.js 15(TS) + ECharts —— 总览 / 股票池 / 因子研究(IC·RankIC·分层展示) / 回测(净值·回撤·月度·持仓·未建模标注)
- 前端只消费业务 API 与标准化 BacktestResult,无 Qlib/SQL 概念泄漏
- 真实数据:同步 20 只权重股 2023-2024 日线(9680 根)支撑截面研究
- 验证:API 集成测试 8 项(DTO 校验/装配/引擎/标准结果,内存 repo 全链路)+ 全量 pytest 68 passed;前端 tsc + next build 通过;无头浏览器端到端(factors/backtest 页面渲染后端数据)
- ruff clean
This commit is contained in:
Simon
2026-09-06 17:14:33 +08:00
parent e9f59d3cf8
commit 92627f5b6b
27 changed files with 1863 additions and 7 deletions
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"""研究执行 API:/api/factor-tests 与 /api/backtests。
Phase 3 为同步执行(样本有限);Phase 4 将改为 Job + SSE 异步(接口契约不变)。
最近一次结果在内存中可读,便于前端展示;持久化实验归档在 Phase 4。
"""
from __future__ import annotations
from fastapi import APIRouter, HTTPException
from app.api.deps import ResearchServiceDep
from app.domain.entities.research import (
BacktestResult,
FactorTestReport,
ResearchSpec,
)
from app.quant.factors import FactorError
router = APIRouter(tags=["research"])
# 内存中的最近结果(Phase 4 迁移到 Experiment 表)
_LAST_BACKTEST: dict[str, BacktestResult] = {}
_LAST_FACTOR_TEST: dict[str, FactorTestReport] = {}
@router.post("/factor-tests", response_model=FactorTestReport, summary="运行单因子测试(同步)")
def run_factor_test(
spec: ResearchSpec,
service: ResearchServiceDep,
) -> FactorTestReport:
try:
report = service.run_factor_test(spec)
except (ValueError, FactorError) as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
_LAST_FACTOR_TEST["default"] = report
return report
@router.post("/backtests", response_model=BacktestResult, summary="运行回测(同步)")
def run_backtest(
spec: ResearchSpec,
service: ResearchServiceDep,
) -> BacktestResult:
try:
result = service.run_backtest(spec)
except (ValueError, FactorError) as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
_LAST_BACKTEST["default"] = result
return result
@router.get("/backtests/last", response_model=BacktestResult, summary="最近一次回测结果")
def last_backtest() -> BacktestResult:
if "default" not in _LAST_BACKTEST:
raise HTTPException(status_code=404, detail="尚无回测结果,请先 POST /api/backtests")
return _LAST_BACKTEST["default"]