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
@@ -158,16 +158,24 @@ class SqlAlchemyDailyBarRepository:
).all()
return [DailyBar.model_validate(r, from_attributes=True) for r in rows]
def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
rows = self._session.scalars(
def get_range_many(
self,
symbols: Sequence[str],
start: date,
end: date,
adjust: str = "none",
) -> list[DailyBar]:
stmt = (
select(StockDailyModel)
.where(
StockDailyModel.symbol.in_(list(symbols)),
StockDailyModel.trade_date >= start,
StockDailyModel.trade_date <= end,
StockDailyModel.adjust == adjust, # 研究主口径:不复权(v2 §8)
)
.order_by(StockDailyModel.trade_date)
).all()
)
rows = self._session.scalars(stmt).all()
return [DailyBar.model_validate(r, from_attributes=True) for r in rows]
def stream_range_many_columns(
@@ -176,6 +184,7 @@ class SqlAlchemyDailyBarRepository:
start: date,
end: date,
columns: Sequence[str],
adjust: str = "none",
) -> Iterator[tuple]:
"""流式返回 (symbol, trade_date_iso, *float_cols) 元组,分批拉取。
@@ -193,6 +202,7 @@ class SqlAlchemyDailyBarRepository:
StockDailyModel.symbol.in_(list(symbols)),
StockDailyModel.trade_date >= start,
StockDailyModel.trade_date <= end,
StockDailyModel.adjust == adjust,
)
.order_by(StockDailyModel.symbol, StockDailyModel.trade_date)
.execution_options(yield_per=20000)