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。
198 lines
8.2 KiB
Python
198 lines
8.2 KiB
Python
"""选股策略（SelectionStrategy）测试：repo CRUD + /api/strategies + 说明生成。
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2026-09 重构后：策略库只存「选股条件组合」（股票池 + 因子 + 条件），
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不再持有 selection/rebalance/costs/portfolio/区间 —— 那些移到回测组合与公共配置。
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旧的 `to_research_spec` / `/expand` 已移除。
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"""
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from __future__ import annotations
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import json
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from datetime import datetime
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import pytest
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from app.api import deps
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from app.domain.entities.strategy import SelectionStrategy
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.infrastructure.persistence.sqlalchemy.models.strategy import StrategyModel
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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.main import app
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from fastapi.testclient import TestClient
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from pydantic import ValidationError
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from sqlalchemy import create_engine
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from sqlalchemy.orm import sessionmaker
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def _st() -> SelectionStrategy:
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return SelectionStrategy(
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name="质量成长动量",
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description="ROE+动量（演示）",
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factors=[{"name": "momentum_60", "weight": 1.0}],
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conditions=[{"field": "dv_ratio", "op": "lte", "value": 30}],
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)
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@pytest.fixture()
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def session(tmp_path):
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engine = create_engine(f"sqlite:///{tmp_path / 'st.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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with Session() as s:
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yield s
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class TestStrategyRepository:
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def test_save_get_list_delete(self, session) -> None:
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repo = SqlAlchemyStrategyRepository(session)
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repo.save(_st().model_copy(update={"id": "STG-T1"}))
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session.commit()
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got = repo.get("STG-T1")
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assert got is not None and got.name == "质量成长动量"
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# 选股策略只保留选股相关字段
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assert got.factors[0].name == "momentum_60"
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assert len(got.conditions) == 1 and got.conditions[0].field == "dv_ratio"
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assert len(repo.list()) == 1
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assert repo.get_by_name("质量成长动量") is not None
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assert repo.delete("STG-T1") is True
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session.commit()
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assert repo.get("STG-T1") is None
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def test_duplicate_name(self, session) -> None:
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repo = SqlAlchemyStrategyRepository(session)
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repo.save(_st().model_copy(update={"id": "STG-A"}))
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session.commit()
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with pytest.raises(ValueError):
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repo.save(_st().model_copy(update={"id": "STG-B"}))
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def test_no_backtest_params_in_entity(self) -> None:
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"""选股策略实体不应再有回测执行参数字段（重构的核心约束）。"""
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st = _st()
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dumped = st.model_dump()
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for forbidden in (
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"selection", "rebalance", "costs", "portfolio",
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"initial_capital", "period", "price_adjustment",
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"selection_interval_months", "rebalance_interval_months",
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):
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assert forbidden not in dumped, f"选股策略不应含回测参数字段 {forbidden}"
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def test_rejects_legacy_backtest_params(self) -> None:
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"""混入旧版回测参数必须**报错**，不能静默丢弃（否则调用方以为设上了）。"""
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with pytest.raises(ValidationError) as exc:
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SelectionStrategy(
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name="带旧参数的策略",
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factors=[{"name": "momentum_60", "weight": 1}],
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costs={"commission_rate": 0.001},
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rebalance="monthly",
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initial_capital=500_000,
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)
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# 三个未知键都应被点名（便于调用方知道该搬去哪里）
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for key in ("costs", "rebalance", "initial_capital"):
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assert key in str(exc.value)
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def test_spec_type_only_selection(self) -> None:
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"""spec_type 取值域收敛为 selection（本实体只表示选股策略）。"""
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with pytest.raises(ValidationError):
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SelectionStrategy(
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name="旧类型", spec_type="backtest",
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factors=[{"name": "momentum_60", "weight": 1}],
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)
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assert _st().spec_type == "selection"
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def test_legacy_rows_with_extra_keys_still_readable(self, session) -> None:
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"""历史行 config_json 残留旧键时仍能读出（仓储读出前剔除），forbid 不影响兼容。"""
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session.add(
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StrategyModel(
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id="STG-LEGACY", name="历史策略", description="历史说明",
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spec_type="backtest",
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config_json=json.dumps({
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"universe": {"exclude_st": True},
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"factors": [{"name": "dividend_yield", "weight": 1}],
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"conditions": [],
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"selection": {"top_n": 20},
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"rebalance": "monthly",
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"costs": {"commission_rate": 0.0003},
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}, ensure_ascii=False),
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version="1", created_at=datetime(2026, 1, 1),
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)
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)
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session.commit()
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got = SqlAlchemyStrategyRepository(session).get("STG-LEGACY")
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assert got is not None
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assert got.factors[0].name == "dividend_yield"
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assert got.spec_type == "selection" # 旧列值不参与实体（回落到默认）
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@pytest.fixture()
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def client(tmp_path):
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engine = create_engine(f"sqlite:///{tmp_path / 'api.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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def _session_override():
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with Session() as s:
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yield s
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app.dependency_overrides[deps.get_session] = _session_override
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with TestClient(app) as c:
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yield c
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app.dependency_overrides.clear()
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class TestStrategiesApi:
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def test_crud_and_describe(self, client) -> None:
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body = {
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"name": "演示策略",
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"description": "动量",
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"factors": [{"name": "momentum_60", "weight": 1}],
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"conditions": [{"field": "dv_ratio", "op": "lte", "value": 30}],
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}
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created = client.post("/api/strategies", json=body)
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assert created.status_code == 200
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sid = created.json()["id"]
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assert sid.startswith("STG-")
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# 回读不含回测参数字段
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detail = client.get(f"/api/strategies/{sid}").json()
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assert detail["name"] == "演示策略"
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assert "selection" not in detail and "costs" not in detail
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assert len(client.get("/api/strategies").json()) == 1
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# 说明生成：选股策略走专用路径，不假装知道回测参数
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doc = client.get(f"/api/strategies/{sid}/describe").json()
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assert "选股策略" in doc["summary"]
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assert any("回测组合" in w for w in doc["warnings"])
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assert client.delete(f"/api/strategies/{sid}").status_code == 200
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assert client.get(f"/api/strategies/{sid}").status_code == 404
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def test_duplicate_name_400(self, client) -> None:
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body = {"name": "A", "factors": [{"name": "momentum_60", "weight": 1}]}
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assert client.post("/api/strategies", json=body).status_code == 200
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assert client.post("/api/strategies", json=body).status_code == 400
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def test_expand_endpoint_removed(self, client) -> None:
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"""/expand 已随重构移除（回测改由「回测组合」驱动，不再从单策略展开 ResearchSpec）。"""
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body = {"name": "B", "factors": [{"name": "momentum_60", "weight": 1}]}
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sid = client.post("/api/strategies", json=body).json()["id"]
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resp = client.post(
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f"/api/strategies/{sid}/expand",
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json={"period": ["2024-01-01", "2024-06-01"]},
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)
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assert resp.status_code in (404, 405)
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def test_create_with_legacy_params_422(self, client) -> None:
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"""旧调用方把回测参数塞进策略 → 422 并点名未知字段（而非 200 静默丢弃）。"""
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body = {
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"name": "旧调用方",
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"factors": [{"name": "momentum_60", "weight": 1}],
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"rebalance": "monthly",
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"costs": {"commission_rate": 0.001},
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}
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resp = client.post("/api/strategies", json=body)
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assert resp.status_code == 422
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assert "costs" in resp.text and "rebalance" in resp.text
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# 未落库：策略列表仍为空
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assert client.get("/api/strategies").json() == []
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