Simon
8f47b5b603
- factor_definition 表（migration b7f2a5e81c33，MySQL 已应用）：name 主键 + 元数据 （formula/brief/frequency/lookback/direction/requires JSON/version）+ FactorDefinition entity（from_registry_def 由代码注册表构造） - FactorRepository Protocol + SQLAlchemy 实现（幂等 upsert/list/get） - /api/factors 改读 DB；目录为空自动 seed 注册表（幂等）—— 保留自定义因子登记能力 （计算仍须代码注册，引用未注册因子照常 FactorError，防伪因子） - tests/test_factor_catalog.py（repo 幂等/roundtrip/registry seed、API seed+字段齐全）； test_api 的 client fixture 补 tmp sqlite session（factors 读库）；全量 pytest 通过
108 lines
3.8 KiB
Python
108 lines
3.8 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.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.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.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 _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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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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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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