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
2026-09-09 00:38:09 +08:00
parent 692bdb3be5
commit 9d25d466e5
10 changed files with 436 additions and 0 deletions
@@ -0,0 +1,53 @@
+"""策略领域实体（M8.3，v2 §17/§5.3）。
+
+Strategy = 完整策略定义（universe + factors + selection + rebalance + costs +
+portfolio，除回测区间 period 外），保存为命名资产；回测时补 period 展开为
+ResearchSpec（v2 §18 Research Specification 为统一契约，策略是其持久化形态）。
+"""
+
+from __future__ import annotations
+
+from datetime import date, datetime
+
+from pydantic import BaseModel, Field
+
+from app.domain.entities.research import (
+    CostSpec,
+    FactorSpec,
+    PortfolioSpec,
+    SelectionSpec,
+    UniverseSpec,
+)
+
+
+class StrategyDefinition(BaseModel):
+    id: str = ""
+    name: str = Field(min_length=1, max_length=64)
+    description: str = ""
+    spec_type: str = Field(default="backtest", pattern="^(backtest|factor_test)$")
+    universe: UniverseSpec = UniverseSpec()
+    price_adjustment: str = Field(default="none", pattern="^(none|qfq)$")
+    factors: list[FactorSpec] = Field(min_length=1)
+    selection: SelectionSpec = SelectionSpec()
+    rebalance: str = Field(default="monthly", pattern="^(weekly|monthly)$")
+    costs: CostSpec = CostSpec()
+    portfolio: PortfolioSpec = PortfolioSpec()
+    version: str = "1"
+    created_at: datetime | None = None
+
+    def to_research_spec(self, period: tuple[date, date], initial_capital: float | None = None):
+        """补全回测区间/资金后展开为标准 ResearchSpec（可在 Job/回测执行）。"""
+        from app.domain.entities.research import ResearchSpec
+
+        return ResearchSpec(
+            type=self.spec_type,
+            universe=self.universe,
+            price_adjustment=self.price_adjustment,
+            factors=self.factors,
+            selection=self.selection,
+            rebalance=self.rebalance,
+            period=period,
+            costs=self.costs,
+            portfolio=self.portfolio,
+            initial_capital=initial_capital if initial_capital else 1_000_000.0,
+        )