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