"""研究引擎抽象与默认实现(业务层依赖本接口,可替换引擎)。 切换引擎(如未来在支持平台启用 Qlib)只需注入不同实现 —— 业务代码不变。 """ from __future__ import annotations from typing import Protocol import pandas as pd from app.domain.entities.research import BacktestResult, FactorTestReport, ResearchSpec from app.quant.local_engine import ( TopKBacktestRunner, build_factor_panels, composite_score, run_spec_factor_test, ) class QuantEngine(Protocol): """研究引擎端口:因子面板构建 / 因子测试 / 回测。""" name: str def run_factor_test( self, daily: pd.DataFrame, spec: ResearchSpec, horizon_days: int = 21 ) -> FactorTestReport: ... def run_backtest(self, daily: pd.DataFrame, spec: ResearchSpec) -> BacktestResult: ... class LocalEngine: """默认引擎:纯 pandas 实现(无 Qlib 依赖),见 local_engine.py 的纪律说明。""" name = "local" def run_factor_test( self, daily: pd.DataFrame, spec: ResearchSpec, horizon_days: int = 21 ) -> FactorTestReport: report, _panels = run_spec_factor_test(daily, spec, horizon_days) return report def run_backtest(self, daily: pd.DataFrame, spec: ResearchSpec) -> BacktestResult: panels = build_factor_panels(daily, spec.factors) score = composite_score(panels) close = daily.pivot(index="trade_date", columns="symbol", values="close").sort_index() return TopKBacktestRunner(spec, score, close).run()