"""因子目录领域实体(M7.1:因子元数据 DB 化,v2 §11;2026-10 参数化)。 DB 是因子目录的契约源:**哪些因子存在**(含用户从模板派生的参数化实例)入库; **能不能算**仍由代码注册表(quant/factors.py)唯一决定 —— 登记但解析不出来的因子 在 score/condition 里引用时抛 FactorError(不假装支持)。 参数化的读法:参数化实例的名字本身就是身份(`momentum(window=90,direction=...…)`), 所以 template / params / param_specs / label / source / resolvable 都是**由名字解析出来的 投影**,不落库。落库的只有 `enabled`(是否出现在下拉里)—— 这是人做的配置, 不是引擎事实。好处:参数不可能出现「表里一套、键里一套」的分裂。 """ from __future__ import annotations from datetime import datetime from typing import Any from pydantic import BaseModel, Field class FactorParam(BaseModel): """一个可编辑参数的约束(与 quant/factors.ParamSpec 对齐,供界面渲染表单)。""" name: str label: str = "" kind: str = "int" # "int" | "enum" default: Any = None minimum: int | None = None maximum: int | None = None choices: list[str] = Field(default_factory=list) note: str = "" @classmethod def from_spec(cls, spec) -> FactorParam: return cls( name=spec.name, label=spec.label, kind=spec.kind, default=spec.default, minimum=spec.minimum, maximum=spec.maximum, choices=list(spec.choices), note=spec.note, ) class FactorDefinition(BaseModel): name: str = Field(min_length=1, max_length=128) description: str = "" formula: str = "" brief: str = "" frequency: str = "daily" lookback: int = 20 direction: str = Field(default="higher_is_better", pattern="^(higher_is_better|lower_is_better)$") requires: list[str] = Field(default_factory=list) version: str = "1" created_at: datetime | None = None # ---- 参数化(落库的只有 enabled;其余由 name 解析投影而来)---- enabled: bool = True template: str = "" # 模板名,如 "momentum" params: dict[str, Any] = Field(default_factory=dict) # 冻结的参数取值 param_specs: list[FactorParam] = Field(default_factory=list) # 可编辑参数与约束 label: str = "" # 中文显示名(含参数) source: str = "builtin" # builtin(代码注册表实例)| custom(目录里的参数化实例) resolvable: bool = True # False = 登记了但引擎算不出来(历史手工登记行) @classmethod def from_registry_def(cls, d) -> FactorDefinition: """由 quant/factors.FactorDef(dataclass)构造目录实体(seed 用)。""" return cls.from_factor_def(d, enabled=True) @classmethod def from_factor_def(cls, d, *, enabled: bool = True) -> FactorDefinition: """由因子实例(内置或参数化)构造目录实体(seed / 新建用)。""" return cls( name=d.name, description=d.description, formula=d.formula, brief=d.brief, frequency=d.frequency, lookback=d.lookback, direction=d.direction, requires=list(d.requires), enabled=enabled, template=d.template, params=dict(d.params), param_specs=[FactorParam.from_spec(s) for s in d.param_specs], label=d.label, source=d.source, resolvable=True, )