字段库(本次新增的表与接口): - `condition_field` 表 + `/api/condition-fields`:中文名/说明可编辑、可停用; `kind`/单位阶梯/`base_unit` 由代码注册表收敛(改类型 422,伪字段 422, 越界单位 422),停用的字段不再进条件下拉,但既有策略仍按名字解析。 - 说明书里的数值条件按字段注册表补**基准单位**后缀(字段间比较不加,不猜单位)。 因子参数化(键即身份,冻结口径): - 模板 + 参数注册表(`quant/factors.py`):`ParamSpec`(类型/范围/枚举/默认值/说明)+ `FactorTemplate`(公式/依赖列/参数);规范键把**全部**参数写进名字,如 `momentum(window=90,direction=lower_is_better)`,所以改参数 = 新建一个身份, 旧因子/既有策略/已归档实验都不变义;`momentum(window=90)`(缺参数)明确拒绝 —— 缺项要靠模板默认值补齐,而默认值是可改的代码细节,一旦改动会追溯性改义。 - 参数只在受控范围内取值(窗口 2~500、方向二选一),越界/未知模板/多给参数一律 422 并列出允许范围,不静默截断、不悄悄取默认值;内置实例的启用开关由代码决定(422)。 - `/api/factors` 暴露 `template`/`params`/`param_specs`/`label`/`source`/`enabled`/ `resolvable`;新增 `/api/factors/templates`、`POST /api/factors`、`PATCH /api/factors`; `get_factor = resolve_factor` 兼容全部旧调用点,参数化键也是一等条件字段。 - 迁移链:c5d6(存量策略陈旧说明重算)→ d6e7(condition_field)→ a7c1 (factor_definition.enabled + name varchar(128))。 测试:新增 test_condition_fields.py / test_factor_params.py;全量 pytest 500 passed。
241 lines
9.4 KiB
Python
241 lines
9.4 KiB
Python
"""API 依赖注入:Repository / 研究服务的装配点(composition root 的一部分)。
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路由层统一使用 Annotated 注入(FastAPI 推荐写法,配合 ruff B008 无冲突)。
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"""
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from __future__ import annotations
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from typing import Annotated
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from fastapi import Depends
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from sqlalchemy.orm import Session
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from app.application.services.chart_service import ChartService
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from app.application.services.replay_service import ReplayService
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from app.application.services.selection_service import SelectionService
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from app.application.services.signal_service import SignalService
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from app.domain.repositories.combo import ComboRepository, GlobalConfigRepository
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from app.domain.repositories.composite import CompositeRepository
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from app.domain.repositories.condition_field import ConditionFieldRepository
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from app.domain.repositories.factor import FactorRepository
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from app.domain.repositories.index import IndexConstituentRepository
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from app.domain.repositories.jobs import ExperimentRepository, JobRepository
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from app.domain.repositories.market import (
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AdjustFactorRepository,
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DailyBarRepository,
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DailyBasicRepository,
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FinancialRepository,
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StockNameHistoryRepository,
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StockRepository,
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)
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from app.domain.repositories.selection import SelectionRepository
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from app.domain.repositories.signal import SignalRepository
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from app.domain.repositories.strategy import StrategyRepository
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from app.infrastructure.persistence.sqlalchemy.repositories.combo_impl import (
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SqlAlchemyComboRepository,
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SqlAlchemyGlobalConfigRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
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SqlAlchemyCompositeRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.condition_field_impl import (
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SqlAlchemyConditionFieldRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
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SqlAlchemyFactorRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.index_impl import (
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SqlAlchemyIndexConstituentRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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SqlAlchemyDailyBasicRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockNameHistoryRepository,
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SqlAlchemyStockRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
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SqlAlchemySelectionRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
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SqlAlchemySignalRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import (
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SqlAlchemyStrategyRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.session import get_session
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from app.quant.engine import LocalEngine, QuantEngine
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from app.quant.service import ResearchService
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DbSession = Annotated[Session, Depends(get_session)]
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def _stock_repo_factory(session: DbSession) -> StockRepository:
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return SqlAlchemyStockRepository(session)
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def _daily_repo_factory(session: DbSession) -> DailyBarRepository:
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return SqlAlchemyDailyBarRepository(session)
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def _financial_repo_factory(session: DbSession) -> FinancialRepository:
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return SqlAlchemyFinancialRepository(session)
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def _adjust_repo_factory(session: DbSession) -> AdjustFactorRepository:
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return SqlAlchemyAdjustFactorRepository(session)
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def _daily_basic_repo_factory(session: DbSession) -> DailyBasicRepository:
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return SqlAlchemyDailyBasicRepository(session)
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def _chart_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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adj_repo: Annotated[AdjustFactorRepository, Depends(_adjust_repo_factory)],
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) -> ChartService:
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return ChartService(stock_repo, daily_repo, adj_repo)
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def _name_repo_factory(session: DbSession) -> StockNameHistoryRepository:
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"""名称变更历史仓储(StockNameHistoryRepository 实现)。"""
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return SqlAlchemyStockNameHistoryRepository(session)
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def _index_repo_factory(session: DbSession) -> IndexConstituentRepository:
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return SqlAlchemyIndexConstituentRepository(session)
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def _engine_factory() -> QuantEngine:
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return LocalEngine()
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def _service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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engine: Annotated[QuantEngine, Depends(_engine_factory)],
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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
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financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
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name_repo: Annotated[
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StockNameHistoryRepository, Depends(_name_repo_factory)
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] = None,
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) -> ResearchService:
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return ResearchService(
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stock_repo,
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daily_repo,
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engine,
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index_repo,
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basic_repo=basic_repo,
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financial_repo=financial_repo,
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name_repo=name_repo,
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)
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def _replay_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> ReplayService:
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return ReplayService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
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def _signal_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> SignalService:
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return SignalService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
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def _selection_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> SelectionService:
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return SelectionService(
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stock_repo,
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daily_repo,
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financial_repo,
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index_repo,
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basic_repo=basic_repo,
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name_repo=name_repo,
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)
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def _selection_repo_factory(session: DbSession) -> SelectionRepository:
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return SqlAlchemySelectionRepository(session)
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def _factor_repo_factory(session: DbSession) -> FactorRepository:
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return SqlAlchemyFactorRepository(session)
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def _condition_field_repo_factory(session: DbSession) -> ConditionFieldRepository:
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return SqlAlchemyConditionFieldRepository(session)
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def _composite_repo_factory(session: DbSession) -> CompositeRepository:
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return SqlAlchemyCompositeRepository(session)
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def _signal_repo_factory(session: DbSession) -> SignalRepository:
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return SqlAlchemySignalRepository(session)
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def _strategy_repo_factory(session: DbSession) -> StrategyRepository:
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return SqlAlchemyStrategyRepository(session)
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def _global_config_repo_factory(session: DbSession) -> GlobalConfigRepository:
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return SqlAlchemyGlobalConfigRepository(session)
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def _combo_repo_factory(session: DbSession) -> ComboRepository:
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return SqlAlchemyComboRepository(session)
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StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
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DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
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EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
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ResearchServiceDep = Annotated[ResearchService, Depends(_service_factory)]
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SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_factory)]
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SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
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FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
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ConditionFieldRepoDep = Annotated[ConditionFieldRepository, Depends(_condition_field_repo_factory)]
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CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
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SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
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SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
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ReplayServiceDep = Annotated[ReplayService, Depends(_replay_service_factory)]
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ChartServiceDep = Annotated[ChartService, Depends(_chart_service_factory)]
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StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_factory)]
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GlobalConfigRepoDep = Annotated[GlobalConfigRepository, Depends(_global_config_repo_factory)]
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ComboRepoDep = Annotated[ComboRepository, Depends(_combo_repo_factory)]
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def _job_repo_factory(session: DbSession):
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from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
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SqlAlchemyJobRepository,
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)
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return SqlAlchemyJobRepository(session)
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def _experiment_repo_factory(session: DbSession):
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from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
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SqlAlchemyExperimentRepository,
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)
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return SqlAlchemyExperimentRepository(session)
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JobRepoDep = Annotated[JobRepository, Depends(_job_repo_factory)]
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ExperimentRepoDep = Annotated[ExperimentRepository, Depends(_experiment_repo_factory)]
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