Simon
37510c1b89
- 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
34 lines
1.1 KiB
Python
34 lines
1.1 KiB
Python
"""Bar Replay API（M9-6）：POST /api/replays —— 线性重放选股/信号时间线。"""
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from __future__ import annotations
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from datetime import date
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from fastapi import APIRouter, HTTPException
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from pydantic import BaseModel, Field
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from app.api.deps import ReplayServiceDep
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from app.domain.entities.replay import ReplayResult
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from app.domain.entities.selection import SelectionQuery
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from app.domain.entities.signal import SignalRules
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router = APIRouter(prefix="/replays", tags=["replays"])
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class ReplayRequest(BaseModel):
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query: SelectionQuery
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rules: SignalRules = SignalRules()
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start: date
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end: date
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top_n: int = Field(default=5, ge=1, le=20)
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@router.post("", response_model=ReplayResult, summary="线性重放（as_of 逐日，仅用当时数据）")
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def run_replay(req: ReplayRequest, service: ReplayServiceDep) -> ReplayResult:
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if req.start >= req.end:
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raise HTTPException(status_code=400, detail="start 必须早于 end")
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try:
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return service.replay(req.query, req.rules, req.start, req.end, req.top_n)
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc)) from exc
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