feat(strategy): M8.3 策略模型 + /api/strategies(命名配置资产,可展开为 ResearchSpec)
- StrategyDefinition:universe/factors/selection/rebalance/costs/portfolio +
price_adjustment(除 period 外完整策略定义);to_research_spec(period) 展开为标准 Spec
- strategy 表(migration e1f2a3b4c5d6,MySQL 已应用;name 唯一)+ StrategyRepository
- /api/strategies:POST/GET/DELETE + POST /{id}/expand(period+initial_capital → ResearchSpec)
- tests/test_strategies.py(repo CRUD/同名/expand、API CRUD/400/404);全量 pytest 通过
This commit is contained in:
@@ -22,6 +22,7 @@ from app.domain.repositories.market import (
|
||||
)
|
||||
from app.domain.repositories.selection import SelectionRepository
|
||||
from app.domain.repositories.signal import SignalRepository
|
||||
from app.domain.repositories.strategy import StrategyRepository
|
||||
from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
|
||||
SqlAlchemyCompositeRepository,
|
||||
)
|
||||
@@ -39,6 +40,9 @@ from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl impor
|
||||
from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
|
||||
SqlAlchemySignalRepository,
|
||||
)
|
||||
from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import (
|
||||
SqlAlchemyStrategyRepository,
|
||||
)
|
||||
from app.infrastructure.persistence.sqlalchemy.session import get_session
|
||||
from app.quant.engine import LocalEngine, QuantEngine
|
||||
from app.quant.service import ResearchService
|
||||
@@ -102,6 +106,10 @@ def _signal_repo_factory(session: DbSession) -> SignalRepository:
|
||||
return SqlAlchemySignalRepository(session)
|
||||
|
||||
|
||||
def _strategy_repo_factory(session: DbSession) -> StrategyRepository:
|
||||
return SqlAlchemyStrategyRepository(session)
|
||||
|
||||
|
||||
StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
|
||||
DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
|
||||
EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
|
||||
@@ -112,6 +120,7 @@ FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
|
||||
CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
|
||||
SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
|
||||
SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
|
||||
StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_factory)]
|
||||
|
||||
|
||||
def _job_repo_factory(session: DbSession):
|
||||
|
||||
Reference in New Issue
Block a user