Simon
75c5472c31
- quant/selection.run_condition_selection：结构化条件 AND 求值 —— 字段域 static.*（行业/市场…）、技术列与派生量（close/volume/ma20/ma60）、已注册因子 （momentum_60 等）、fundamental.*（announce_date<=as_of 的最新已公告财务值）； 条件支持 value 字面量与 ref 字段比较（如 close > ma60）；结果带 filter_status/reason - SelectionQuery 校验调整：condition 模式为纯过滤（不再强制 top_n/top_pct） - FinancialRepository 新增 list_announced_many（批量防未来函数读取）+ SQLAlchemy 实现； SelectionService 注入 financial_repo 并按 announce_date 取每股最新一版 - tests/test_selection_condition.py：8 例（行业 in/ne、动量>0、close>ma60 ref、阈值、 ROE 过滤且未来公告不可见、缺财务 repo 报错、更早 as_of 排除）；全量 pytest 通过
105 lines
3.6 KiB
Python
105 lines
3.6 KiB
Python
"""Repository Protocol（Phase 1 数据层）。
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业务层只依赖这些 Protocol；具体实现位于 infrastructure/persistence。
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实体一律以 domain.entities 类型进出，禁止把 ORM Model 泄漏到上层。
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"""
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from __future__ import annotations
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from collections.abc import Iterator, Sequence
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from datetime import date
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from typing import Protocol
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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FinancialIndicator,
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Stock,
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SyncLog,
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TradingCalendar,
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)
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class StockRepository(Protocol):
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def get_by_symbol(self, symbol: str) -> Stock | None: ...
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def list(self) -> list[Stock]: ...
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def upsert_many(self, stocks: Sequence[Stock]) -> int:
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"""批量写入，以 symbol 为幂等键，返回写入/更新的行数。"""
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class TradingCalendarRepository(Protocol):
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def upsert_many(self, days: Sequence[TradingCalendar]) -> int: ...
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def list_range(self, start: date, end: date) -> list[TradingCalendar]: ...
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def is_open(self, day: date) -> bool: ...
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class DailyBarRepository(Protocol):
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def upsert_many(self, bars: Sequence[DailyBar]) -> int: ...
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def get_range(self, symbol: str, start: date, end: date) -> list[DailyBar]: ...
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def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
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"""批量区间查询（研究服务装配面板用，避免逐只查询）。"""
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def stream_range_many_columns(
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self,
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symbols: Sequence[str],
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start: date,
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end: date,
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columns: Sequence[str],
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) -> Iterator[tuple]:
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"""流式（分批 yield）返回 symbol, trade_date(iso str), 数值列(float) 元组。
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研究装配大数据面板专用：只 SELECT 所需列并在 SQL 侧转 REAL，
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避免 ORM 对象 / Decimal 全量物化（内存大头，见内存优化专项）。
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实现可选——ResearchService 会对缺失该方法的老实现回退到 get_range_many。
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"""
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def latest_date(self, symbol: str) -> date | None:
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"""断点续传用：该股票本地已有数据的最新交易日。"""
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class AdjustFactorRepository(Protocol):
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def upsert_many(self, factors: Sequence[AdjustFactor]) -> int: ...
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def get_range(self, symbol: str, start: date, end: date) -> list[AdjustFactor]: ...
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class FinancialRepository(Protocol):
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def upsert_many(self, rows: Sequence[FinancialIndicator]) -> int: ...
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def list_symbol(self, symbol: str) -> list[FinancialIndicator]:
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"""该股票本地全部财务行（增量判断 / 新浪校验重叠用，量级小）。"""
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def has_report_period(self, symbol: str, report_date: date) -> bool:
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"""本地是否已含该报告期（最新应披露报告期是否已入库）。"""
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def list_announced(
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self,
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symbol: str,
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as_of_date: date,
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report_start: date | None = None,
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) -> list[FinancialIndicator]:
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"""只返回 announce_date <= as_of_date 的记录 —— 未来函数红线。"""
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def list_announced_many(
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self,
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symbols: Sequence[str],
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as_of_date: date,
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) -> list[FinancialIndicator]:
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"""批量版：返回这些股票 announce_date <= as_of_date 的全部记录。
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供选股/截面研究一次性取财务字段（调用方按需取每 symbol 最新一版）。
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实现可选 —— 未提供时 SelectionService 回退逐只 list_announced。
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"""
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class SyncLogRepository(Protocol):
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def add(self, log: SyncLog) -> SyncLog: ...
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def recent(self, source: str | None = None, limit: int = 20) -> list[SyncLog]: ...
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