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)。
145 lines
5.9 KiB
Python
145 lines
5.9 KiB
Python
"""M7.1 因子目录测试:factor_definition 落库(幂等 upsert)+ /api/factors 读库 + seed。
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repo 测试走 tmp SQLite;API 测试 override get_session 到 tmp sqlite 种子库。
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"""
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from __future__ import annotations
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import pytest
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from app.api import deps
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from app.domain.entities.factor import FactorDefinition
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from app.infrastructure.persistence.sqlalchemy.base import Base
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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.main import app
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from app.quant.factors import list_factors
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from fastapi.testclient import TestClient
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from sqlalchemy import create_engine
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from sqlalchemy.orm import sessionmaker
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@pytest.fixture()
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def session(tmp_path):
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engine = create_engine(f"sqlite:///{tmp_path / 'factor.db'}", future=True)
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Base.metadata.create_all(engine)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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with Session() as s:
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yield s
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class TestFactorRepository:
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def test_upsert_idempotent_and_roundtrip(self, session) -> None:
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repo = SqlAlchemyFactorRepository(session)
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d = FactorDefinition(
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name="test_momentum", description="测试", formula="x", brief="b",
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lookback=10, requires=["close", "high"],
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)
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assert repo.upsert_many([d]) == 1
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session.commit()
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assert len(repo.list()) == 1
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got = repo.get("test_momentum")
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assert got is not None and got.requires == ["close", "high"]
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# 幂等更新
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repo.upsert_many([d.model_copy(update={"description": "更新"})])
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session.commit()
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assert repo.get("test_momentum").description == "更新"
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assert len(repo.list()) == 1
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def test_seed_from_registry(self, session) -> None:
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repo = SqlAlchemyFactorRepository(session)
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defs = [FactorDefinition.from_registry_def(d) for d in list_factors()]
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assert repo.upsert_many(defs) == len(defs)
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session.commit()
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names = {f.name for f in repo.list()}
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assert len(names) == len(defs)
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# 与注册表一致
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assert names == {d.name for d in list_factors()}
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assert repo.get("momentum_60").direction == "higher_is_better"
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@pytest.fixture()
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def client(tmp_path):
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engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
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Base.metadata.create_all(engine)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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def _session_override():
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with Session() as s:
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yield s
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app.dependency_overrides[deps.get_session] = _session_override
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with TestClient(app) as c:
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yield c
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app.dependency_overrides.clear()
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class TestFactorsApi:
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def test_list_seeds_and_reads_db(self, client) -> None:
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resp = client.get("/api/factors")
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assert resp.status_code == 200
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rows = resp.json()
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assert isinstance(rows, list) and len(rows) >= 9
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first = next(r for r in rows if r["name"] == "momentum_60")
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# DB 契约源字段齐全(与前端 FactorMeta 匹配 + version)
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assert set(first.keys()) >= {
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"name", "description", "brief", "formula", "frequency",
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"lookback", "direction", "requires", "version",
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}
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assert "close" in first["requires"]
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def test_list_matches_registry_after_seed(self, client) -> None:
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"""seed 后目录 == 代码注册表集合(无额外未知项)。"""
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client.get("/api/factors") # 首次访问触发 seed
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client.get("/api/factors") # 幂等:二次访问不报错、不重复
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resp = client.get("/api/factors")
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names = {r["name"] for r in resp.json()}
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assert names == {d.name for d in list_factors()}
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class TestRegistrySyncRegression:
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"""回归:表非空时也必须补齐「注册表有、库里没有」的因子。
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历史 bug:seed 只在表为空时触发,导致 `dividend_yield` 等后加的因子永远不进目录
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(实测真实库表里 9 条、注册表 11 条),前端因子下拉与归档说明都取不到它们。
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"""
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def test_missing_registry_factor_is_seeded_when_table_not_empty(self, client, tmp_path) -> None:
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from sqlalchemy import text
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# 1) 先正常读一次 → 目录完整(含股息率因子)
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full = {r["name"] for r in client.get("/api/factors").json()}
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assert "dividend_yield" in full, "注册表里的股息率因子必须出现在目录中"
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# 2) 人为删除一行,复现「表非空但缺因子」的历史状态
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engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
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with engine.begin() as conn:
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conn.execute(text("DELETE FROM factor_definition WHERE name = 'dividend_yield'"))
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rows = client.get("/api/factors").json()
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# 3) 再读 → 缺失因子被当场补齐
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names = {r["name"] for r in rows}
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assert "dividend_yield" in names, "表非空时也必须补齐缺失的注册表因子"
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assert names == {d.name for d in list_factors()}
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# 4) 用户登记的自定义因子元数据不被覆盖/删除(只补不删)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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with Session() as s2:
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SqlAlchemyFactorRepository(s2).upsert_many(
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[
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FactorDefinition(
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name="my_custom_factor",
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description="自定义因子",
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formula="x",
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brief="b",
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frequency="daily",
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lookback=5,
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direction="higher_is_better",
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requires=[],
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version="1",
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)
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]
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)
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s2.commit()
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names2 = {r["name"] for r in client.get("/api/factors").json()}
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assert "my_custom_factor" in names2, "只补不删:自定义因子必须保留"
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assert "dividend_yield" in names2
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