feat(universe): B1-1 指数历史成分(index_weight)+ Universe 按 as_of 成分过滤

- index_weight 表(migration f5e0d1c2b3a4,MySQL 已应用;index_code+date+symbol 唯一)
  + IndexWeight 实体 + IndexConstituentRepository(members_at:取 <=as_of 最近一期快照,
  Survivorship-free / 无未来成分;latest_date)
- UniverseSpec.index_code + universe.filter_stocks members 交集 + resolve_members;
  Research/Selection/Signal/Replay 服务注入 index repo(历史成分过滤,选股/回测共用)
- tests/test_index_universe.py:快照历史成分(成分变更不入早期结果)、幂等、
  空快照期空集、index_code 过滤下 as_of 一致性;全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 07:27:13 +08:00
parent 03fb463216
commit 9cc4bfccac
13 changed files with 379 additions and 16 deletions
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"""指数成分 Repository Protocol(B1)。"""
from __future__ import annotations
from collections.abc import Sequence
from datetime import date
from typing import Protocol
from app.domain.entities.index import IndexWeight
class IndexConstituentRepository(Protocol):
def upsert_many(self, rows: Sequence[IndexWeight]) -> int: ...
def members_at(self, index_code: str, as_of: date) -> set[str]:
"""as_of 当日成分:取 <=as_of 最近一期快照的股票集合(历史成分语义)。"""
def latest_date(self, index_code: str) -> date | None: ...