Simon
92627f5b6b
- 后端业务 API：GET /api/stocks(搜索/分页)、GET /api/factors（因子目录）、POST /api/factor-tests 与 /api/backtests（Research Spec 驱动同步执行）、GET /api/backtests/last；Annotated 依赖注入 + CORS(dev) - Repository 批量查询 get_range_many（研究装配一次查询，避免逐只拉取） - 前端 frontend/web：Next.js 15(TS) + ECharts —— 总览 / 股票池 / 因子研究(IC·RankIC·分层展示) / 回测（净值·回撤·月度·持仓·未建模标注） - 前端只消费业务 API 与标准化 BacktestResult，无 Qlib/SQL 概念泄漏 - 真实数据：同步 20 只权重股 2023-2024 日线（9680 根）支撑截面研究 - 验证：API 集成测试 8 项（DTO 校验/装配/引擎/标准结果，内存 repo 全链路）+ 全量 pytest 68 passed；前端 tsc + next build 通过；无头浏览器端到端（factors/backtest 页面渲染后端数据） - ruff clean
57 lines
1.9 KiB
Python
57 lines
1.9 KiB
Python
"""研究执行 API：/api/factor-tests 与 /api/backtests。
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Phase 3 为同步执行（样本有限）；Phase 4 将改为 Job + SSE 异步（接口契约不变）。
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最近一次结果在内存中可读，便于前端展示；持久化实验归档在 Phase 4。
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"""
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from __future__ import annotations
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from fastapi import APIRouter, HTTPException
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from app.api.deps import ResearchServiceDep
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from app.domain.entities.research import (
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BacktestResult,
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FactorTestReport,
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ResearchSpec,
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)
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from app.quant.factors import FactorError
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router = APIRouter(tags=["research"])
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# 内存中的最近结果（Phase 4 迁移到 Experiment 表）
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_LAST_BACKTEST: dict[str, BacktestResult] = {}
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_LAST_FACTOR_TEST: dict[str, FactorTestReport] = {}
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@router.post("/factor-tests", response_model=FactorTestReport, summary="运行单因子测试（同步）")
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def run_factor_test(
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spec: ResearchSpec,
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service: ResearchServiceDep,
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) -> FactorTestReport:
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try:
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report = service.run_factor_test(spec)
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except (ValueError, FactorError) as exc:
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raise HTTPException(status_code=400, detail=str(exc)) from exc
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_LAST_FACTOR_TEST["default"] = report
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return report
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@router.post("/backtests", response_model=BacktestResult, summary="运行回测（同步）")
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def run_backtest(
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spec: ResearchSpec,
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service: ResearchServiceDep,
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) -> BacktestResult:
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try:
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result = service.run_backtest(spec)
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except (ValueError, FactorError) as exc:
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raise HTTPException(status_code=400, detail=str(exc)) from exc
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_LAST_BACKTEST["default"] = result
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return result
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@router.get("/backtests/last", response_model=BacktestResult, summary="最近一次回测结果")
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def last_backtest() -> BacktestResult:
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if "default" not in _LAST_BACKTEST:
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raise HTTPException(status_code=404, detail="尚无回测结果，请先 POST /api/backtests")
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return _LAST_BACKTEST["default"]
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