feat(selection): M6.3 选股结果落库 + /api/selections(快照 + 逐候选行)

- domain/repositories/selection.py + SelectionMeta:选股 Repository Protocol
- models/selection.py + migration a6c91d4e7f20:selection_snapshot(查询/统计快照)+
  selection_result(逐候选:rank/score/factor_values/filter_status/reason JSON)
- repositories/selection_impl.py:save/get/list_recent(读回重建 SelectionResult)
- api/selections.py:POST /api/selections(同步执行+落库,返回 selection_id+result)、
  GET /{id}、GET 列表(as_of/method 过滤);deps 装配 SelectionService/Repo
- config._build_mysql_url:仅编码破坏 URL 结构的字符(修 Alembic configparser 遇 %21 崩)
- 迁移已在 MySQL 应用(alembic head a6c91d4e7f20);tests/test_selections_api.py 4 例
  提交→读回一致/404/列表过滤/condition;全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 00:20:42 +08:00
parent 75c5472c31
commit c60dc78c88
11 changed files with 514 additions and 4 deletions
@@ -0,0 +1,62 @@
"""selection_snapshot / selection_result 表(M6.3 选股落库)
Revision ID: a6c91d4e7f20
Revises: d3f6c9a21b04
Create Date: 2026-09-08
"""
from __future__ import annotations
from collections.abc import Sequence
import sqlalchemy as sa
from alembic import op
revision: str = "a6c91d4e7f20"
down_revision: str | None = "d3f6c9a21b04"
branch_labels: str | Sequence[str] | None = None
depends_on: str | Sequence[str] | None = None
def upgrade() -> None:
op.create_table(
"selection_snapshot",
sa.Column("id", sa.String(length=32), nullable=False),
sa.Column("as_of", sa.Date(), nullable=False),
sa.Column("method", sa.String(length=16), nullable=False),
sa.Column("query_json", sa.Text(), nullable=False),
sa.Column("statistics_json", sa.Text(), nullable=False),
sa.Column("created_at", sa.DateTime(), nullable=False),
sa.PrimaryKeyConstraint("id"),
)
op.create_index("ix_selection_snapshot_as_of", "selection_snapshot", ["as_of"])
op.create_index("ix_selection_snapshot_created_at", "selection_snapshot", ["created_at"])
op.create_table(
"selection_result",
sa.Column(
"id",
sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
autoincrement=True,
nullable=False,
),
sa.Column("selection_id", sa.String(length=32), nullable=False),
sa.Column("symbol", sa.String(length=12), nullable=False),
sa.Column("rank", sa.Integer(), nullable=False),
sa.Column("score", sa.Numeric(precision=14, scale=6), nullable=False),
sa.Column("factor_values_json", sa.Text(), nullable=True),
sa.Column("filter_status_json", sa.Text(), nullable=True),
sa.Column("reason_json", sa.Text(), nullable=True),
sa.Column("created_at", sa.DateTime(), nullable=False),
sa.PrimaryKeyConstraint("id"),
)
op.create_index("ix_selection_result_selection_id", "selection_result", ["selection_id"])
def downgrade() -> None:
op.drop_index("ix_selection_result_selection_id", table_name="selection_result")
op.drop_table("selection_result")
op.drop_index("ix_selection_snapshot_created_at", table_name="selection_snapshot")
op.drop_index("ix_selection_snapshot_as_of", table_name="selection_snapshot")
op.drop_table("selection_snapshot")
@@ -16,3 +16,7 @@ from app.infrastructure.persistence.sqlalchemy.models.market import ( # noqa: F
SyncLogModel,
TradingCalendarModel,
)
from app.infrastructure.persistence.sqlalchemy.models.selection import ( # noqa: F401
SelectionResultModel,
SelectionSnapshotModel,
)
@@ -0,0 +1,42 @@
"""选股持久化表(M6.3)。
selection_snapshot:一次选股运行的查询与统计快照(复现/历史查询用)
selection_result:逐候选行(symbol/rank/score + 可解释字段 JSON),
回答 v2 §8「某日为什么选这只股票」。
"""
from __future__ import annotations
from datetime import date, datetime
from sqlalchemy import BigInteger, Date, DateTime, Integer, Numeric, String, Text
from sqlalchemy.orm import Mapped, mapped_column
from app.infrastructure.persistence.sqlalchemy.base import Base
PK_INT = BigInteger().with_variant(Integer, "sqlite")
class SelectionSnapshotModel(Base):
__tablename__ = "selection_snapshot"
id: Mapped[str] = mapped_column(String(32), primary_key=True)
as_of: Mapped[date] = mapped_column(Date, index=True)
method: Mapped[str] = mapped_column(String(16))
query_json: Mapped[str] = mapped_column(Text)
statistics_json: Mapped[str] = mapped_column(Text)
created_at: Mapped[datetime] = mapped_column(DateTime, index=True)
class SelectionResultModel(Base):
__tablename__ = "selection_result"
id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
selection_id: Mapped[str] = mapped_column(String(32), index=True)
symbol: Mapped[str] = mapped_column(String(12))
rank: Mapped[int] = mapped_column(Integer)
score: Mapped[float] = mapped_column(Numeric(14, 6))
factor_values_json: Mapped[str | None] = mapped_column(Text, nullable=True)
filter_status_json: Mapped[str | None] = mapped_column(Text, nullable=True)
reason_json: Mapped[str | None] = mapped_column(Text, nullable=True)
created_at: Mapped[datetime] = mapped_column(DateTime)
@@ -0,0 +1,112 @@
"""选股 Repository 的 SQLAlchemy 实现(M6.3)。
save:snapshot + 候选逐行(同 session,由调用方 commit);
get:读回并重建 SelectionResult;list_recent:历史元数据。
"""
from __future__ import annotations
import json
from datetime import date, datetime
from sqlalchemy import select
from sqlalchemy.orm import Session
from app.domain.entities.selection import (
SelectionCandidate,
SelectionMeta,
SelectionResult,
SelectionStatistics,
)
from app.infrastructure.persistence.sqlalchemy.models.selection import (
SelectionResultModel,
SelectionSnapshotModel,
)
class SqlAlchemySelectionRepository:
def __init__(self, session: Session) -> None:
self._session = session
def save(self, selection_id: str, result: SelectionResult) -> None:
self._session.add(
SelectionSnapshotModel(
id=selection_id,
as_of=result.as_of_date,
method=result.method,
query_json=json.dumps(result.config_snapshot, ensure_ascii=False),
statistics_json=json.dumps(result.statistics.model_dump(mode="json")),
created_at=datetime.now(),
)
)
now = datetime.now()
for c in result.candidates:
self._session.add(
SelectionResultModel(
selection_id=selection_id,
symbol=c.symbol,
rank=c.rank,
score=c.score,
factor_values_json=json.dumps(c.factor_values, ensure_ascii=False),
filter_status_json=json.dumps(c.filter_status, ensure_ascii=False),
reason_json=json.dumps(c.selection_reason, ensure_ascii=False),
created_at=now,
)
)
self._session.flush()
def get(self, selection_id: str) -> SelectionResult | None:
snap = self._session.get(SelectionSnapshotModel, selection_id)
if snap is None:
return None
rows = self._session.scalars(
select(SelectionResultModel)
.where(SelectionResultModel.selection_id == selection_id)
.order_by(SelectionResultModel.rank)
).all()
stats = SelectionStatistics.model_validate_json(snap.statistics_json)
candidates = [
SelectionCandidate(
symbol=r.symbol,
rank=r.rank,
score=float(r.score),
factor_values=json.loads(r.factor_values_json or "{}"),
filter_status=json.loads(r.filter_status_json or "[]"),
selection_reason=json.loads(r.reason_json or "[]"),
)
for r in rows
]
return SelectionResult(
as_of_date=snap.as_of,
method=snap.method,
statistics=stats,
candidates=candidates,
config_snapshot=json.loads(snap.query_json),
)
def list_recent(
self,
as_of: date | None = None,
method: str | None = None,
limit: int = 20,
) -> list[SelectionMeta]:
stmt = select(SelectionSnapshotModel).order_by(SelectionSnapshotModel.created_at.desc())
if as_of is not None:
stmt = stmt.where(SelectionSnapshotModel.as_of == as_of)
if method is not None:
stmt = stmt.where(SelectionSnapshotModel.method == method)
stmt = stmt.limit(limit)
metas: list[SelectionMeta] = []
for snap in self._session.scalars(stmt).all():
stats = SelectionStatistics.model_validate_json(snap.statistics_json)
metas.append(
SelectionMeta(
id=snap.id,
as_of=snap.as_of,
method=snap.method,
universe_size=stats.universe_size,
selected=stats.selected,
created_at=snap.created_at,
)
)
return metas