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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"""交易信号 API(M8.1):提交/查询信号(落库可复现)。
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POST /api/signals body: {query: SelectionQuery, rules?: SignalRules}
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GET /api/signals/{id} 读回某次信号
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GET /api/signals 历史信号元数据(可过滤 as_of)
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"""
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from __future__ import annotations
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from datetime import date
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from typing import Annotated
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from fastapi import APIRouter, HTTPException, Query
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from pydantic import BaseModel
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from app.api.deps import DbSession, SignalRepoDep, SignalServiceDep
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from app.application.services.job_executor import new_id
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from app.domain.entities.selection import SelectionQuery
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from app.domain.entities.signal import SignalMeta, SignalResult, SignalRules
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router = APIRouter(prefix="/signals", tags=["signals"])
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_AsOfQuery = Annotated[date | None, Query(description="按信号时点过滤")]
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_LimitQuery = Annotated[int, Query(ge=1, le=200)]
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class SignalRequest(BaseModel):
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query: SelectionQuery
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rules: SignalRules = SignalRules()
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class SignalRun(BaseModel):
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signal_id: str
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result: SignalResult
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@router.post("", response_model=SignalRun, summary="生成一次交易信号(同步)并落库")
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def run_signal(
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req: SignalRequest,
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service: SignalServiceDep,
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signal_repo: SignalRepoDep,
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session: DbSession,
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) -> SignalRun:
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result = service.signal(req.query, req.rules)
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signal_id = new_id("SIG")
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signal_repo.save(signal_id, result)
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session.commit()
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return SignalRun(signal_id=signal_id, result=result)
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@router.get("/{signal_id}", response_model=SignalResult, summary="读回一次信号结果")
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def get_signal(signal_id: str, signal_repo: SignalRepoDep) -> SignalResult:
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result = signal_repo.get(signal_id)
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if result is None:
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raise HTTPException(status_code=404, detail=f"信号记录 {signal_id} 不存在")
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return result
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@router.get("", response_model=list[SignalMeta], summary="历史信号元数据列表")
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def list_signals(
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signal_repo: SignalRepoDep,
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as_of: _AsOfQuery = None,
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limit: _LimitQuery = 20,
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) -> list[SignalMeta]:
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return signal_repo.list_recent(as_of=as_of, limit=limit)
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