Files
qlib/backend/app/api/deps.py
T
Simon 37510c1b89 feat(replay): M9-6 Bar Replay 线性重放(as_of 逐日仅用当时数据)
- domain/entities/replay.py:ReplayDay{top/events/counts}/ReplayResult 时间线
- ReplayService:universe.symbols 白名单必填(≤40)且重放交易日 ≤90(防全市场长任务);
  每个交易日以 <=as_of 数据经同一 signal/score 引擎生成帧
- POST /api/replays(边界校验)→ 时间线;供前端 Bar Replay 控件(v3 §20.6 阶段二)
- tests/test_replays.py:重放帧 == 回测 selection_history 逐调仓日一致;范围约束;
  后段暴涨股不泄漏进早段帧(未来函数);API 400/200;全量 pytest 通过
2026-09-09 07:18:36 +08:00

169 lines
6.3 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.composite import CompositeRepository
from app.domain.repositories.factor import FactorRepository
from app.domain.repositories.jobs import ExperimentRepository, JobRepository
from app.domain.repositories.market import (
AdjustFactorRepository,
DailyBarRepository,
FinancialRepository,
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.composite_impl import (
SqlAlchemyCompositeRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
SqlAlchemyFactorRepository,
)
from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
SqlAlchemyAdjustFactorRepository,
SqlAlchemyDailyBarRepository,
SqlAlchemyFinancialRepository,
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 _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 _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)],
) -> ResearchService:
return ResearchService(stock_repo, daily_repo, engine)
def _replay_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
) -> ReplayService:
return ReplayService(stock_repo, daily_repo)
def _signal_service_factory(
stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
) -> SignalService:
return SignalService(stock_repo, daily_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)],
) -> SelectionService:
return SelectionService(stock_repo, daily_repo, financial_repo)
def _selection_repo_factory(session: DbSession) -> SelectionRepository:
return SqlAlchemySelectionRepository(session)
def _factor_repo_factory(session: DbSession) -> FactorRepository:
return SqlAlchemyFactorRepository(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)
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)]
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)]
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)]