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
This commit is contained in:
Simon
2026-09-09 00:35:37 +08:00
parent ef09d5b419
commit ba52edc2d6
12 changed files with 715 additions and 0 deletions
+18
View File
@@ -11,6 +11,7 @@ from fastapi import Depends
from sqlalchemy.orm import Session
from app.application.services.selection_service import SelectionService
from app.application.services.signal_service import SignalService
from app.domain.repositories.composite import CompositeRepository
from app.domain.repositories.factor import FactorRepository
from app.domain.repositories.jobs import ExperimentRepository, JobRepository
@@ -20,6 +21,7 @@ from app.domain.repositories.market import (
StockRepository,
)
from app.domain.repositories.selection import SelectionRepository
from app.domain.repositories.signal import SignalRepository
from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
SqlAlchemyCompositeRepository,
)
@@ -34,6 +36,9 @@ from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
SqlAlchemySelectionRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
SqlAlchemySignalRepository,
)
from app.infrastructure.persistence.sqlalchemy.session import get_session
from app.quant.engine import LocalEngine, QuantEngine
from app.quant.service import ResearchService
@@ -65,6 +70,13 @@ def _service_factory(
return ResearchService(stock_repo, daily_repo, engine)
def _signal_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
) -> SignalService:
return SignalService(stock_repo, daily_repo)
def _selection_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
@@ -86,6 +98,10 @@ def _composite_repo_factory(session: DbSession) -> CompositeRepository:
return SqlAlchemyCompositeRepository(session)
def _signal_repo_factory(session: DbSession) -> SignalRepository:
return SqlAlchemySignalRepository(session)
StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
@@ -94,6 +110,8 @@ SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_fac
SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
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)]
def _job_repo_factory(session: DbSession):