feat(chart): M9-1 Chart DTO + Chart Service + Chart API(v3 §20)

- domain/entities/chart.py:ChartResult/OHLC/Volume/Series/EventMarker/ChartMetadata
  (adjust_mode + execution_price_basis 口径元数据)+ SelectionHit
- application/services/chart_service.py:个股 K线/量/MA 指标;显示层 qfq/hfq 折算
  (基于主口径 none 行情 × adjust_factor,绝回写研究数据);回测个股视图把实际成交
  转 fills 标记并在显示口径不同时做坐标换算(v3 §20.3/§20.5)
- by-symbol 历史查询:SignalRepository/SelectionRepository.list_by_symbol(含溯源 id)
- api/charts.py:/stocks/{symbol}/chart|signals|selections、/backtests/{id}/stocks/{symbol}/chart
  |trades|positions
- tests/test_charts.py(指标/qfq-hfq 折算断言/回测 fills/API 集成+404);全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 07:09:52 +08:00
parent 8abfd6538c
commit 995ed08548
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"""统一量化可视化 DTO(v3 §20 Chart Service)。
原则:前端只展示本结构,不得自行重算选股/信号/成交(v3 §20.1)。
价格口径:bars 已按请求 adjust 折算(显示层);成交/信号标记与 K 线同坐标系;
metadata 记录 adjust_mode 与回测执行价 basis,杜绝图表与回测口径混用(v3 §20.5)。
"""
from __future__ import annotations
from datetime import date
from pydantic import BaseModel, Field
class OHLC(BaseModel):
time: date
open: float | None = None
high: float | None = None
low: float | None = None
close: float | None = None
class VolumePoint(BaseModel):
time: date
value: float | None = None
class SeriesPoint(BaseModel):
"""指标/分数等 (时间, 值) 序列点。"""
time: date
value: float | None = None
class EventMarker(BaseModel):
"""K 线上可点击的事件标记(选股/信号/实际成交)。"""
time: date
kind: str = Field(
description="selection | signal_buy | signal_sell | signal_watch | fill_buy | fill_sell"
)
symbol: str = ""
price: float | None = None
score: float | None = None
text: list[str] = Field(default_factory=list, description="原因/说明(tooltip)")
ref_id: str | None = Field(default=None, description="关联 selection/signal 记录 id")
class ChartMetadata(BaseModel):
symbol: str
name: str = ""
adjust_mode: str = Field(default="none", description="显示口径:none | qfq | hfq")
price_basis: str = Field(default="chart_display", description="显示价基准(显示层折算)")
execution_price_basis: str | None = Field(
default=None, description="回测执行价口径(如 none),与显示口径不同时用于解释"
)
start: date | None = None
end: date | None = None
bar_count: int = 0
indicator_windows: list[int] = Field(default_factory=list)
class ChartResult(BaseModel):
"""单只股票 / 回测个股的统一图表数据(v3 §20.2)。"""
metadata: ChartMetadata
bars: list[OHLC] = Field(default_factory=list)
volume: list[VolumePoint] = Field(default_factory=list)
indicators: dict[str, list[SeriesPoint]] = Field(default_factory=dict)
selections: list[EventMarker] = Field(default_factory=list)
signals: list[EventMarker] = Field(default_factory=list)
fills: list[EventMarker] = Field(default_factory=list)
holding_periods: list[dict] = Field(default_factory=list)
factor_values: dict[str, list[SeriesPoint]] = Field(default_factory=dict)
strategy_scores: dict[str, list[SeriesPoint]] = Field(default_factory=dict)
unimplemented: list[str] = Field(default_factory=list)
class SelectionHit(BaseModel):
"""个股在选股历史中的命中(by-symbol 查询)。"""
selection_id: str
as_of: date
method: str
symbol: str
rank: int
score: float
selection_reason: list[str] = Field(default_factory=list)