feat(signal): M8.1 交易信号引擎(规则 + signal_event 落库 + /api/signals)
- SignalRules(买入 rank 阈值/趋势 MA/动量 + 卖出区间/破位警示)+ SignalEvent (BUY/WATCH/SELL,score/price/trigger_reason 可解释)+ SignalResult/Meta - quant/signal.generate_signals:与选股同一评分引擎取全市场 rank,按规则分类输出 - signal_snapshot/signal_event 表(migration d8e0b2f3c4d5,MySQL 已应用)+ Repo - SignalService + POST /api/signals(同步+落库)、GET 详情/列表 - tests/test_signals.py(引擎分类/排序/破位不 BUY、service、API 提交读回);全量 pytest 通过
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@@ -11,6 +11,7 @@ from fastapi import Depends
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from sqlalchemy.orm import Session
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from app.application.services.selection_service import SelectionService
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from app.application.services.signal_service import SignalService
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from app.domain.repositories.composite import CompositeRepository
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from app.domain.repositories.factor import FactorRepository
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from app.domain.repositories.jobs import ExperimentRepository, JobRepository
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@@ -20,6 +21,7 @@ from app.domain.repositories.market import (
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StockRepository,
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)
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from app.domain.repositories.selection import SelectionRepository
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from app.domain.repositories.signal import SignalRepository
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from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
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SqlAlchemyCompositeRepository,
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)
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@@ -34,6 +36,9 @@ from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
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SqlAlchemySelectionRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
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SqlAlchemySignalRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.session import get_session
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from app.quant.engine import LocalEngine, QuantEngine
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from app.quant.service import ResearchService
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@@ -65,6 +70,13 @@ def _service_factory(
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return ResearchService(stock_repo, daily_repo, engine)
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def _signal_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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) -> SignalService:
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return SignalService(stock_repo, daily_repo)
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def _selection_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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@@ -86,6 +98,10 @@ def _composite_repo_factory(session: DbSession) -> CompositeRepository:
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return SqlAlchemyCompositeRepository(session)
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def _signal_repo_factory(session: DbSession) -> SignalRepository:
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return SqlAlchemySignalRepository(session)
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StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
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DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
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EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
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@@ -94,6 +110,8 @@ SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_fac
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SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
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FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
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CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
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SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
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SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
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def _job_repo_factory(session: DbSession):
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