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)。
217 lines
8.3 KiB
Python
217 lines
8.3 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.chart_service import ChartService
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from app.application.services.replay_service import ReplayService
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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.index import IndexConstituentRepository
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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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AdjustFactorRepository,
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DailyBarRepository,
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DailyBasicRepository,
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FinancialRepository,
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StockNameHistoryRepository,
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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.domain.repositories.strategy import StrategyRepository
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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.index_impl import (
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SqlAlchemyIndexConstituentRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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SqlAlchemyDailyBasicRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockNameHistoryRepository,
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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.repositories.strategy_impl import (
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SqlAlchemyStrategyRepository,
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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 _adjust_repo_factory(session: DbSession) -> AdjustFactorRepository:
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return SqlAlchemyAdjustFactorRepository(session)
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def _daily_basic_repo_factory(session: DbSession) -> DailyBasicRepository:
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return SqlAlchemyDailyBasicRepository(session)
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def _chart_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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adj_repo: Annotated[AdjustFactorRepository, Depends(_adjust_repo_factory)],
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) -> ChartService:
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return ChartService(stock_repo, daily_repo, adj_repo)
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def _name_repo_factory(session: DbSession) -> StockNameHistoryRepository:
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"""名称变更历史仓储(StockNameHistoryRepository 实现)。"""
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return SqlAlchemyStockNameHistoryRepository(session)
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def _index_repo_factory(session: DbSession) -> IndexConstituentRepository:
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return SqlAlchemyIndexConstituentRepository(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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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
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financial_repo: Annotated[FinancialRepository, Depends(_financial_repo_factory)],
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name_repo: Annotated[
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StockNameHistoryRepository, Depends(_name_repo_factory)
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] = None,
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) -> ResearchService:
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return ResearchService(
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stock_repo,
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daily_repo,
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engine,
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index_repo,
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basic_repo=basic_repo,
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financial_repo=financial_repo,
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name_repo=name_repo,
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)
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def _replay_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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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> ReplayService:
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return ReplayService(stock_repo, daily_repo, index_repo, name_repo=name_repo)
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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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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> SignalService:
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return SignalService(stock_repo, daily_repo, index_repo, name_repo=name_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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index_repo: Annotated[IndexConstituentRepository, Depends(_index_repo_factory)],
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basic_repo: Annotated[DailyBasicRepository, Depends(_daily_basic_repo_factory)],
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name_repo: Annotated[StockNameHistoryRepository, Depends(_name_repo_factory)],
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) -> SelectionService:
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return SelectionService(
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stock_repo,
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daily_repo,
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financial_repo,
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index_repo,
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basic_repo=basic_repo,
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name_repo=name_repo,
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)
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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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def _strategy_repo_factory(session: DbSession) -> StrategyRepository:
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return SqlAlchemyStrategyRepository(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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ReplayServiceDep = Annotated[ReplayService, Depends(_replay_service_factory)]
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ChartServiceDep = Annotated[ChartService, Depends(_chart_service_factory)]
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StrategyRepoDep = Annotated[StrategyRepository, Depends(_strategy_repo_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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