Simon
4fa2bb748e
- factor_composite 表（migration c3e9a0d1f4b5，MySQL 已应用；name 唯一） - CompositeDefinition/Component 实体 + CompositeRepository Protocol + SQLAlchemy 实现 - /api/composites：POST（注册表自动填充组件 direction；未注册因子 400）、GET 列表/详情、DELETE - tests/test_composites_api.py（repo CRUD/同名拒绝/删除、API 方向填充/404/400）；全量 pytest 通过
34 lines
1.1 KiB
Python
34 lines
1.1 KiB
Python
"""因子组合（Composite Factor）领域实体（M7.2b，v2 §13）。
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组合 = 一组 {因子, 权重} + method（MVP fixed：截面 zscore×方向×权重求和；
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方向在计算时取因子注册表元数据，落库时冗余快照以便列表展示）。
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"""
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from __future__ import annotations
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from datetime import datetime
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from pydantic import BaseModel, Field, model_validator
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class CompositeComponent(BaseModel):
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name: str
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weight: float = Field(default=1.0, gt=0)
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direction: str = Field(default="higher_is_better")
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class CompositeDefinition(BaseModel):
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id: str = ""
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name: str = Field(min_length=1, max_length=64)
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method: str = Field(default="fixed", pattern="^(fixed)$")
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description: str = ""
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components: list[CompositeComponent] = Field(min_length=1)
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created_at: datetime | None = None
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@model_validator(mode="after")
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def _no_duplicate(self) -> CompositeDefinition:
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names = [c.name for c in self.components]
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if len(set(names)) != len(names):
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raise ValueError("components 存在重复因子名")
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return self
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