汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):
1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
- 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
- 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
- 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
- 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
- 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)
2) 策略库与前端统一
- strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
- 任何出现股票代码处都成对显示名称且可点击进个股页
- 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上
3) 回测存档完整化(可往复查看)
- 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
- data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
- 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
- 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
- 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
**交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
非回测归档不套用回测口径
- 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)
门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
139 lines
5.6 KiB
Python
139 lines
5.6 KiB
Python
"""Experiment API(Phase 4):列表 / 详情 / 删除 / 一键复跑。"""
|
||
|
||
from __future__ import annotations
|
||
|
||
import json
|
||
from datetime import datetime
|
||
from typing import Annotated
|
||
|
||
from fastapi import APIRouter, BackgroundTasks, HTTPException, Query, Response
|
||
|
||
from app.api.deps import DbSession, ExperimentRepoDep, JobRepoDep
|
||
from app.application.services.job_executor import new_id, run_job_background
|
||
from app.domain.entities.research import (
|
||
ExperimentRecord,
|
||
ExperimentSummary,
|
||
JobRecord,
|
||
JobStatus,
|
||
)
|
||
|
||
router = APIRouter(prefix="/experiments", tags=["experiments"])
|
||
|
||
# 列表默认返回条数与上限:原实现硬编码 limit=50 且不暴露总数,>50 条时更老的
|
||
# 归档静默不可见(AGENT.md §7);现在默认 200、上限 1000,并用 X-Total-Count
|
||
# 暴露过滤后的真实总数,客户端可据此翻页(offset)。
|
||
LIST_DEFAULT_LIMIT = 200
|
||
LIST_MAX_LIMIT = 1000
|
||
|
||
|
||
def _experiment_meta(exp: ExperimentRecord | ExperimentSummary) -> dict:
|
||
"""列表项视图(body 形状与旧版一致,仅**新增** data_version / job_id / result_bytes)。
|
||
|
||
`exp` 可以是完整实体(详情路径)或 `ExperimentSummary`(列表路径,不含
|
||
result_json):两条路径都只读元数据字段,无需把大字段拉回来算体积。
|
||
"""
|
||
spec = json.loads(exp.spec_json)
|
||
result_bytes = getattr(exp, "result_bytes", None)
|
||
if result_bytes is None: # 完整实体:result_json 已在内存,len() 零成本
|
||
result_bytes = len(exp.result_json or "")
|
||
return {
|
||
"id": exp.id,
|
||
"kind": exp.kind,
|
||
"factors": [f["name"] for f in spec.get("factors", [])],
|
||
"period": spec.get("period"),
|
||
"rebalance": spec.get("rebalance"),
|
||
"top_n": spec.get("selection", {}).get("top_n"),
|
||
"summary_text": exp.summary_text,
|
||
"code_version": exp.code_version,
|
||
"data_version": exp.data_version,
|
||
"job_id": exp.job_id,
|
||
"result_bytes": int(result_bytes),
|
||
"created_at": exp.created_at,
|
||
}
|
||
|
||
|
||
def _experiment_full(exp: ExperimentRecord) -> dict:
|
||
from app.api.jobs import _decode_result
|
||
|
||
return {
|
||
**_experiment_meta(exp),
|
||
"spec": json.loads(exp.spec_json),
|
||
"result": _decode_result(exp.kind, exp.result_json),
|
||
}
|
||
|
||
|
||
@router.get("", summary="Experiment 列表(过滤 + 分页,X-Total-Count 给总数)")
|
||
def list_experiments(
|
||
experiment_repo: ExperimentRepoDep,
|
||
response: Response,
|
||
kind: Annotated[str | None, Query(description="按类型精确过滤(backtest/factor_test/selection)")] = None,
|
||
q: Annotated[
|
||
str | None, Query(description="大小写不敏感模糊匹配 id / 因子名 / summary_text")
|
||
] = None,
|
||
limit: Annotated[int, Query(ge=1, le=LIST_MAX_LIMIT)] = LIST_DEFAULT_LIMIT,
|
||
offset: Annotated[int, Query(ge=0)] = 0,
|
||
) -> list[dict]:
|
||
"""归档列表。
|
||
|
||
- 过滤与分页在 SQL 层完成(仓储 `list_filtered`),不把全表拉回内存;
|
||
- 响应头 `X-Total-Count` = **过滤后**的归档总数(不受 limit/offset 影响),
|
||
客户端据此判断是否被截断并翻页(AGENT.md §7:不静默截断)。
|
||
"""
|
||
rows = experiment_repo.list_filtered(kind=kind, q=q, limit=limit, offset=offset)
|
||
total = experiment_repo.count_filtered(kind=kind, q=q)
|
||
response.headers["X-Total-Count"] = str(total)
|
||
return [_experiment_meta(e) for e in rows]
|
||
|
||
|
||
@router.get("/{experiment_id}", summary="Experiment 详情(含完整结果)")
|
||
def get_experiment(experiment_id: str, experiment_repo: ExperimentRepoDep) -> dict:
|
||
exp = experiment_repo.get(experiment_id)
|
||
if exp is None:
|
||
raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
|
||
return _experiment_full(exp)
|
||
|
||
|
||
@router.delete("/{experiment_id}", summary="删除 Experiment 归档(不影响关联 Job 记录)")
|
||
def delete_experiment(
|
||
experiment_id: str,
|
||
session: DbSession,
|
||
experiment_repo: ExperimentRepoDep,
|
||
) -> dict:
|
||
"""删除归档本身,返回 `{"deleted": "<id>"}`。
|
||
|
||
语义(写清楚避免误解):
|
||
- **只删 experiment 行**。关联的 job 记录是「执行历史」,一律保留,
|
||
`GET /api/jobs/{id}` 仍可查到该 Job 的状态、阶段与错误信息。
|
||
- 注意:完整结果现在只存归档一份(见 experiment_archive / job_executor),
|
||
因此删除归档后 `GET /api/jobs/{id}` 的 `result` 会是 null,并附带
|
||
`result_unavailable_reason` 说明归档已被删除(如实暴露,不静默给空结果)。
|
||
- 删除不可恢复;如需长期保留结果,请勿删除对应归档。
|
||
"""
|
||
if not experiment_repo.delete(experiment_id):
|
||
raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
|
||
session.commit()
|
||
return {"deleted": experiment_id}
|
||
|
||
|
||
@router.post("/{experiment_id}/rerun", summary="一键复跑(AGENT §21:历史实验可重放)")
|
||
def rerun_experiment(
|
||
experiment_id: str,
|
||
background: BackgroundTasks,
|
||
session: DbSession,
|
||
experiment_repo: ExperimentRepoDep,
|
||
job_repo: JobRepoDep,
|
||
) -> dict:
|
||
exp = experiment_repo.get(experiment_id)
|
||
if exp is None:
|
||
raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
|
||
job = JobRecord(
|
||
id=new_id("JOB"),
|
||
kind=exp.kind,
|
||
spec_json=exp.spec_json,
|
||
status=JobStatus.QUEUED,
|
||
created_at=datetime.now(),
|
||
)
|
||
job_repo.create(job)
|
||
session.commit()
|
||
background.add_task(run_job_background, job.id)
|
||
return {"job_id": job.id, "status": job.status, "origin_experiment": exp.id} |