Simon
2e90f3eeac
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。
154 lines
6.6 KiB
Python
154 lines
6.6 KiB
Python
"""D4 Agent 补齐至 v3 §25（14 工具）测试：inspect_factor / create_composite_factor /
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get_backtest_result / create_experiment。tmp SQLite + 真实 repo factories。"""
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from __future__ import annotations
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from datetime import date, datetime
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import pytest
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from app.agent.tools_impl import build_tools
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from app.domain.entities.factor import FactorDefinition
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from app.domain.entities.market import Stock
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from app.domain.entities.research import (
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ExperimentRecord,
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JobRecord,
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JobStatus,
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ResearchSpec,
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)
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from app.infrastructure.persistence.sqlalchemy.base import Base
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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.jobs_impl import (
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SqlAlchemyExperimentRepository,
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SqlAlchemyJobRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyDailyBarRepository,
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SqlAlchemyStockRepository,
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)
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from app.quant.factors import list_factors
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from sqlalchemy import create_engine
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from sqlalchemy.orm import sessionmaker
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from conftest_quant import bars_dataframe_to_daily_bars, synthetic_daily
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_SYMS = ["600000.SH", "600001.SH", "600002.SH"]
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@pytest.fixture()
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def tools(tmp_path):
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engine = create_engine(f"sqlite:///{tmp_path / 'agent.db'}", future=True)
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Base.metadata.create_all(engine)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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df = synthetic_daily({s: 0.006 - 0.0015 * i for i, s in enumerate(_SYMS)}, n=320)
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with Session() as session:
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SqlAlchemyStockRepository(session).upsert_many(
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[Stock(symbol=s, name=f"测试{i}", list_date=date(1999, 1, 1)) for i, s in enumerate(_SYMS)]
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)
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SqlAlchemyDailyBarRepository(session).upsert_many(bars_dataframe_to_daily_bars(df))
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SqlAlchemyFactorRepository(session).upsert_many(
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[FactorDefinition.from_registry_def(d) for d in list_factors()]
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)
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# 造一条成功 Job（无 experiment 关联，供 create_experiment 补档）
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spec = ResearchSpec(
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type="backtest",
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universe={"exclude_st": False, "min_listing_days": 0, "symbols": _SYMS},
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factors=[{"name": "momentum_60", "weight": 1.0}],
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selection={"top_n": 1},
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rebalance="monthly",
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period=(date(2024, 5, 1), date(2024, 8, 31)),
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)
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from app.quant.engine import LocalEngine
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result = LocalEngine().run_backtest(df, spec)
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SqlAlchemyJobRepository(session).create(
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JobRecord(id="JOB-D4", kind="backtest",
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spec_json=spec.model_dump_json(), status=JobStatus.SUCCESS,
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result_json=result.model_dump_json(),
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experiment_id=None,
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created_at=datetime.now(), finished_at=datetime.now())
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)
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SqlAlchemyExperimentRepository(session).save(
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ExperimentRecord(id="EXP-D4", kind="backtest", spec_json=spec.model_dump_json(),
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result_json=result.model_dump_json(),
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summary_text="d4", job_id="JOB-D4",
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created_at=datetime.now())
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)
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session.commit()
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factories = {
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"session_factory": lambda: Session(),
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"stock_repo_factory": lambda s: SqlAlchemyStockRepository(s),
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"daily_repo_factory": lambda s: SqlAlchemyDailyBarRepository(s),
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"experiment_repo_factory": lambda s: SqlAlchemyExperimentRepository(s),
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"engine": None,
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}
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return build_tools(factories=factories)
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def _invoke(tools, name: str, args: dict) -> str:
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tool = next(t for t in tools if t.name == name)
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return tool.invoke(args)
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class TestV3Tools:
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def test_tool_count_14(self, tools) -> None:
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names = {t.name for t in tools}
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assert len(names) == 14
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assert {
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"inspect_factor", "create_composite_factor", "get_backtest_result", "create_experiment"
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} <= names
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def test_inspect_factor(self, tools) -> None:
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out = _invoke(tools, "inspect_factor", {"name": "momentum_60"})
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assert "momentum_60" in out and "公式" in out and "lookback" in out
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miss = _invoke(tools, "inspect_factor", {"name": "no_such"})
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# 走引擎解析：报「不可用 + 可用列表」比含糊的「不在目录」有用
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# （参数化因子常常还没进目录就能算，所以目录不是准入门槛）
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assert "不可用" in miss
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def test_inspect_parameterized_factor(self, tools) -> None:
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"""参数化键（还没进目录）也要能问出参数：这是「暴露真实筛选参数」的一环。"""
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key = "momentum(window=90,direction=lower_is_better)"
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out = _invoke(tools, "inspect_factor", {"name": key})
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assert key in out
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assert "窗口" in out or "window=90" in out
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assert "越低越好" in out and "参数：window=90" in out
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assert "90" in out
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def test_create_composite_factor(self, tools) -> None:
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out = _invoke(
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tools, "create_composite_factor",
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{"name": "动量低波", "factors": "momentum_60:0.7,volatility_60:0.3"},
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)
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assert "组合已保存" in out and "CF-" in out
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bad = _invoke(tools, "create_composite_factor",
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{"name": "x", "factors": "no_such:1"})
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assert "无法创建" in bad
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def test_composite_accepts_parameterized_factor(self, tools) -> None:
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"""参数化键里有逗号：逗号切分必须括号感知，否则会被劈成两个「不存在的因子」。"""
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key = "momentum(window=90,direction=lower_is_better)"
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out = _invoke(
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tools, "create_composite_factor",
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{"name": "参数化动量组合", "factors": f"{key}:0.7,volatility_60:0.3"},
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)
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assert "组合已保存" in out, out
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assert key in out and "volatility_60" in out
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def test_get_backtest_result(self, tools) -> None:
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out = _invoke(tools, "get_backtest_result", {"experiment_id": "EXP-D4"})
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assert "总收益" in out and "成交" in out
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miss = _invoke(tools, "get_backtest_result", {"experiment_id": "EXP-NONE"})
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assert "不存在" in miss
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def test_create_experiment_backfills_job(self, tools) -> None:
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out = _invoke(tools, "create_experiment", {"job_id": "JOB-D4"})
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assert "已归档" in out and "JOB-D4" in out
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again = _invoke(tools, "create_experiment", {"job_id": "JOB-D4"})
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assert "已归档为" in again # 幂等提示
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bad = _invoke(tools, "create_experiment", {"job_id": "JOB-NONE"})
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assert "不存在" in bad
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