Files
qlib/backend/app/api/deps.py
T
Simon 2e90f3eeac feat(backend): 字段库(condition_field)+ 因子参数化(模板/受控参数)+ 单位换算底座
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。
2026-10-01 16:33:32 +08:00

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)。
路由层统一使用 Annotated 注入(FastAPI 推荐写法,配合 ruff B008 无冲突)。
"""
from __future__ import annotations
from typing import Annotated
from fastapi import Depends
from sqlalchemy.orm import Session
from app.application.services.chart_service import ChartService
from app.application.services.replay_service import ReplayService
from app.application.services.selection_service import SelectionService
from app.application.services.signal_service import SignalService
from app.domain.repositories.combo import ComboRepository, GlobalConfigRepository
from app.domain.repositories.composite import CompositeRepository
from app.domain.repositories.condition_field import ConditionFieldRepository
from app.domain.repositories.factor import FactorRepository
from app.domain.repositories.index import IndexConstituentRepository
from app.domain.repositories.jobs import ExperimentRepository, JobRepository
from app.domain.repositories.market import (
AdjustFactorRepository,
DailyBarRepository,
DailyBasicRepository,
FinancialRepository,
StockNameHistoryRepository,
StockRepository,
)
from app.domain.repositories.selection import SelectionRepository
from app.domain.repositories.signal import SignalRepository
from app.domain.repositories.strategy import StrategyRepository
from app.infrastructure.persistence.sqlalchemy.repositories.combo_impl import (
SqlAlchemyComboRepository,
SqlAlchemyGlobalConfigRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
SqlAlchemyCompositeRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.condition_field_impl import (
SqlAlchemyConditionFieldRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
SqlAlchemyFactorRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.index_impl import (
SqlAlchemyIndexConstituentRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
SqlAlchemyAdjustFactorRepository,
SqlAlchemyDailyBarRepository,
SqlAlchemyDailyBasicRepository,
SqlAlchemyFinancialRepository,
SqlAlchemyStockNameHistoryRepository,
SqlAlchemyStockRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
SqlAlchemySelectionRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
SqlAlchemySignalRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import (
SqlAlchemyStrategyRepository,
)
from app.infrastructure.persistence.sqlalchemy.session import get_session
from app.quant.engine import LocalEngine, QuantEngine
from app.quant.service import ResearchService
DbSession = Annotated[Session, Depends(get_session)]
def _stock_repo_factory(session: DbSession) -> StockRepository:
return SqlAlchemyStockRepository(session)
def _daily_repo_factory(session: DbSession) -> DailyBarRepository:
return SqlAlchemyDailyBarRepository(session)
def _financial_repo_factory(session: DbSession) -> FinancialRepository:
return SqlAlchemyFinancialRepository(session)
def _adjust_repo_factory(session: DbSession) -> AdjustFactorRepository:
return SqlAlchemyAdjustFactorRepository(session)
def _daily_basic_repo_factory(session: DbSession) -> DailyBasicRepository:
return SqlAlchemyDailyBasicRepository(session)
def _chart_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
adj_repo: Annotated[AdjustFactorRepository, Depends(_adjust_repo_factory)],
) -> ChartService:
return ChartService(stock_repo, daily_repo, adj_repo)
def _name_repo_factory(session: DbSession) -> StockNameHistoryRepository:
"""名称变更历史仓储(StockNameHistoryRepository 实现)。"""
return SqlAlchemyStockNameHistoryRepository(session)
def _index_repo_factory(session: DbSession) -> IndexConstituentRepository:
return SqlAlchemyIndexConstituentRepository(session)
def _engine_factory() -> QuantEngine:
return LocalEngine()
def _service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
engine: Annotated[QuantEngine, Depends(_engine_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
name_repo: Annotated[
StockNameHistoryRepository, Depends(_name_repo_factory)
] = None,
) -> ResearchService:
return ResearchService(
stock_repo,
daily_repo,
engine,
index_repo,
basic_repo=basic_repo,
financial_repo=financial_repo,
name_repo=name_repo,
)
def _replay_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> ReplayService:
return ReplayService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
def _signal_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> SignalService:
return SignalService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
def _selection_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
) -> SelectionService:
return SelectionService(
stock_repo,
daily_repo,
financial_repo,
index_repo,
basic_repo=basic_repo,
name_repo=name_repo,
)
def _selection_repo_factory(session: DbSession) -> SelectionRepository:
return SqlAlchemySelectionRepository(session)
def _factor_repo_factory(session: DbSession) -> FactorRepository:
return SqlAlchemyFactorRepository(session)
def _condition_field_repo_factory(session: DbSession) -> ConditionFieldRepository:
return SqlAlchemyConditionFieldRepository(session)
def _composite_repo_factory(session: DbSession) -> CompositeRepository:
return SqlAlchemyCompositeRepository(session)
def _signal_repo_factory(session: DbSession) -> SignalRepository:
return SqlAlchemySignalRepository(session)
def _strategy_repo_factory(session: DbSession) -> StrategyRepository:
return SqlAlchemyStrategyRepository(session)
def _global_config_repo_factory(session: DbSession) -> GlobalConfigRepository:
return SqlAlchemyGlobalConfigRepository(session)
def _combo_repo_factory(session: DbSession) -> ComboRepository:
return SqlAlchemyComboRepository(session)
StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
ResearchServiceDep = Annotated[ResearchService, Depends(_service_factory)]
SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_factory)]
SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
ConditionFieldRepoDep = Annotated[ConditionFieldRepository, Depends(_condition_field_repo_factory)]
CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
ReplayServiceDep = Annotated[ReplayService, Depends(_replay_service_factory)]
ChartServiceDep = Annotated[ChartService, Depends(_chart_service_factory)]
StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_factory)]
GlobalConfigRepoDep = Annotated[GlobalConfigRepository, Depends(_global_config_repo_factory)]
ComboRepoDep = Annotated[ComboRepository, Depends(_combo_repo_factory)]
def _job_repo_factory(session: DbSession):
from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
SqlAlchemyJobRepository,
)
return SqlAlchemyJobRepository(session)
def _experiment_repo_factory(session: DbSession):
from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
SqlAlchemyExperimentRepository,
)
return SqlAlchemyExperimentRepository(session)
JobRepoDep = Annotated[JobRepository, Depends(_job_repo_factory)]
ExperimentRepoDep = Annotated[ExperimentRepository, Depends(_experiment_repo_factory)]