Simon
ba52edc2d6
- SignalRules（买入 rank 阈值/趋势 MA/动量 + 卖出区间/破位警示）+ SignalEvent （BUY/WATCH/SELL，score/price/trigger_reason 可解释）+ SignalResult/Meta - quant/signal.generate_signals：与选股同一评分引擎取全市场 rank，按规则分类输出 - signal_snapshot/signal_event 表（migration d8e0b2f3c4d5，MySQL 已应用）+ Repo - SignalService + POST /api/signals（同步+落库）、GET 详情/列表 - tests/test_signals.py（引擎分类/排序/破位不 BUY、service、API 提交读回）；全量 pytest 通过
135 lines
4.9 KiB
Python
135 lines
4.9 KiB
Python
"""API 依赖注入：Repository / 研究服务的装配点（composition root 的一部分）。
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路由层统一使用 Annotated 注入（FastAPI 推荐写法，配合 ruff B008 无冲突）。
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"""
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from __future__ import annotations
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from typing import Annotated
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from fastapi import Depends
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from sqlalchemy.orm import Session
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from app.application.services.selection_service import SelectionService
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from app.application.services.signal_service import SignalService
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from app.domain.repositories.composite import CompositeRepository
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from app.domain.repositories.factor import FactorRepository
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from app.domain.repositories.jobs import ExperimentRepository, JobRepository
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from app.domain.repositories.market import (
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DailyBarRepository,
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FinancialRepository,
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StockRepository,
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)
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from app.domain.repositories.selection import SelectionRepository
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from app.domain.repositories.signal import SignalRepository
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from app.infrastructure.persistence.sqlalchemy.repositories.composite_impl import (
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SqlAlchemyCompositeRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
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SqlAlchemyFactorRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyDailyBarRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.selection_impl import (
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SqlAlchemySelectionRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.signal_impl import (
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SqlAlchemySignalRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.session import get_session
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from app.quant.engine import LocalEngine, QuantEngine
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from app.quant.service import ResearchService
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DbSession = Annotated[Session, Depends(get_session)]
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def _stock_repo_factory(session: DbSession) -> StockRepository:
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return SqlAlchemyStockRepository(session)
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def _daily_repo_factory(session: DbSession) -> DailyBarRepository:
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return SqlAlchemyDailyBarRepository(session)
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def _financial_repo_factory(session: DbSession) -> FinancialRepository:
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return SqlAlchemyFinancialRepository(session)
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def _engine_factory() -> QuantEngine:
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return LocalEngine()
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def _service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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engine: Annotated[QuantEngine, Depends(_engine_factory)],
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) -> ResearchService:
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return ResearchService(stock_repo, daily_repo, engine)
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def _signal_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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) -> SignalService:
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return SignalService(stock_repo, daily_repo)
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def _selection_service_factory(
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stock_repo: Annotated[StockRepository, Depends(_stock_repo_factory)],
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daily_repo: Annotated[DailyBarRepository, Depends(_daily_repo_factory)],
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financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
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) -> SelectionService:
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return SelectionService(stock_repo, daily_repo, financial_repo)
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def _selection_repo_factory(session: DbSession) -> SelectionRepository:
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return SqlAlchemySelectionRepository(session)
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def _factor_repo_factory(session: DbSession) -> FactorRepository:
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return SqlAlchemyFactorRepository(session)
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def _composite_repo_factory(session: DbSession) -> CompositeRepository:
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return SqlAlchemyCompositeRepository(session)
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def _signal_repo_factory(session: DbSession) -> SignalRepository:
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return SqlAlchemySignalRepository(session)
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StockRepoDep = Annotated[StockRepository, Depends(_stock_repo_factory)]
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DailyRepoDep = Annotated[DailyBarRepository, Depends(_daily_repo_factory)]
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EngineDep = Annotated[QuantEngine, Depends(_engine_factory)]
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ResearchServiceDep = Annotated[ResearchService, Depends(_service_factory)]
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SelectionServiceDep = Annotated[SelectionService, Depends(_selection_service_factory)]
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SelectionRepoDep = Annotated[SelectionRepository, Depends(_selection_repo_factory)]
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FactorRepoDep = Annotated[FactorRepository, Depends(_factor_repo_factory)]
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CompositeRepoDep = Annotated[CompositeRepository, Depends(_composite_repo_factory)]
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SignalRepoDep = Annotated[SignalRepository, Depends(_signal_repo_factory)]
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SignalServiceDep = Annotated[SignalService, Depends(_signal_service_factory)]
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def _job_repo_factory(session: DbSession):
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from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
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SqlAlchemyJobRepository,
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)
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return SqlAlchemyJobRepository(session)
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def _experiment_repo_factory(session: DbSession):
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from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
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SqlAlchemyExperimentRepository,
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)
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return SqlAlchemyExperimentRepository(session)
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JobRepoDep = Annotated[JobRepository, Depends(_job_repo_factory)]
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ExperimentRepoDep = Annotated[ExperimentRepository, Depends(_experiment_repo_factory)]
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