feat(quant): M7.3 研究行情口径显式化(默认不复权 none,可切 qfq)

- DailyBarRepository.get_range_many / stream_range_many_columns 增加 adjust 参数
  (默认 'none')→ SQL 层过滤口径,消除 stock_daily 混 source/adjust 污染因子的风险
- ResearchSpec / SelectionQuery 增加 price_adjustment(none|qfq),随 config_snapshot
  落库可溯源;ResearchService._load_daily 与 SelectionService 装配按口径取数
- tests/test_price_adjustment.py:repo 读取按 adjust 过滤(none/qfq 各自命中)、
  spec 默认与字段记录;全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 00:32:55 +08:00
parent 4fa2bb748e
commit ef09d5b419
12 changed files with 153 additions and 13 deletions
+4
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@@ -62,6 +62,10 @@ class ResearchSpec(BaseModel):
type: str = Field(default="backtest", pattern="^(factor_test|backtest)$")
universe: UniverseSpec = UniverseSpec()
price_adjustment: str = Field(
default="none", pattern="^(none|qfq)$",
description="研究行情口径:none 不复权(默认)/ qfq 前复权(result 与 config_snapshot 中显式)",
)
factors: list[FactorSpec] = Field(min_length=1)
selection: SelectionSpec = SelectionSpec()
rebalance: str = Field(default="monthly", pattern="^(weekly|monthly)$")
+4
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@@ -25,6 +25,10 @@ class SelectionQuery(BaseModel):
"""一次选股查询(v2 §14.2 Selection 输入)。"""
universe: UniverseSpec = UniverseSpec()
price_adjustment: str = Field(
default="none", pattern="^(none|qfq)$",
description="行情口径:none 不复权(默认)/ qfq 前复权(结果 config_snapshot 中显式)",
)
# 研究时点:None → 引擎用 <= 今天最近可用交易日;显式给历史日期即做历史选股
as_of: date | None = Field(
default=None, description="选股时点;历史回测/解释用具体日期,当前选股可留空"
+9 -2
View File
@@ -42,8 +42,14 @@ class DailyBarRepository(Protocol):
def get_range(self, symbol: str, start: date, end: date) -> list[DailyBar]: ...
def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
"""批量区间查询(研究服务装配面板用,避免逐只查询)。"""
def get_range_many(
self,
symbols: Sequence[str],
start: date,
end: date,
adjust: str = "none",
) -> list[DailyBar]:
"""批量区间查询(研究装配面板用);adjust 指定行情口径(none 不复权 / qfq)。"""
def stream_range_many_columns(
self,
@@ -51,6 +57,7 @@ class DailyBarRepository(Protocol):
start: date,
end: date,
columns: Sequence[str],
adjust: str = "none",
) -> Iterator[tuple]:
"""流式(分批 yield)返回 symbol, trade_date(iso str), 数值列(float) 元组。