Simon
995ed08548
- domain/entities/chart.py：ChartResult/OHLC/Volume/Series/EventMarker/ChartMetadata
（adjust_mode + execution_price_basis 口径元数据）+ SelectionHit
- application/services/chart_service.py：个股 K线/量/MA 指标；显示层 qfq/hfq 折算
（基于主口径 none 行情 × adjust_factor，绝回写研究数据）；回测个股视图把实际成交
转 fills 标记并在显示口径不同时做坐标换算（v3 §20.3/§20.5）
- by-symbol 历史查询：SignalRepository/SelectionRepository.list_by_symbol（含溯源 id）
- api/charts.py：/stocks/{symbol}/chart|signals|selections、/backtests/{id}/stocks/{symbol}/chart
|trades|positions
- tests/test_charts.py（指标/qfq-hfq 折算断言/回测 fills/API 集成+404）；全量 pytest 通过
135 lines
4.9 KiB
Python
135 lines
4.9 KiB
Python
"""选股 Repository 的 SQLAlchemy 实现（M6.3）。
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save：snapshot + 候选逐行（同 session，由调用方 commit）；
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get：读回并重建 SelectionResult；list_recent：历史元数据。
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"""
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from __future__ import annotations
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import json
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from datetime import date, datetime
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from sqlalchemy import select
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from sqlalchemy.orm import Session
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from app.domain.entities.chart import SelectionHit
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from app.domain.entities.selection import (
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SelectionCandidate,
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SelectionMeta,
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SelectionResult,
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SelectionStatistics,
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)
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from app.infrastructure.persistence.sqlalchemy.models.selection import (
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SelectionResultModel,
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SelectionSnapshotModel,
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)
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class SqlAlchemySelectionRepository:
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def __init__(self, session: Session) -> None:
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self._session = session
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def save(self, selection_id: str, result: SelectionResult) -> None:
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self._session.add(
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SelectionSnapshotModel(
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id=selection_id,
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as_of=result.as_of_date,
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method=result.method,
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query_json=json.dumps(result.config_snapshot, ensure_ascii=False),
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statistics_json=json.dumps(result.statistics.model_dump(mode="json")),
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created_at=datetime.now(),
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)
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)
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now = datetime.now()
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for c in result.candidates:
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self._session.add(
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SelectionResultModel(
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selection_id=selection_id,
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symbol=c.symbol,
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rank=c.rank,
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score=c.score,
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factor_values_json=json.dumps(c.factor_values, ensure_ascii=False),
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filter_status_json=json.dumps(c.filter_status, ensure_ascii=False),
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reason_json=json.dumps(c.selection_reason, ensure_ascii=False),
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created_at=now,
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)
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)
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self._session.flush()
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def get(self, selection_id: str) -> SelectionResult | None:
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snap = self._session.get(SelectionSnapshotModel, selection_id)
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if snap is None:
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return None
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rows = self._session.scalars(
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select(SelectionResultModel)
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.where(SelectionResultModel.selection_id == selection_id)
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.order_by(SelectionResultModel.rank)
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).all()
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stats = SelectionStatistics.model_validate_json(snap.statistics_json)
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candidates = [
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SelectionCandidate(
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symbol=r.symbol,
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rank=r.rank,
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score=float(r.score),
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factor_values=json.loads(r.factor_values_json or "{}"),
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filter_status=json.loads(r.filter_status_json or "[]"),
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selection_reason=json.loads(r.reason_json or "[]"),
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)
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for r in rows
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]
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return SelectionResult(
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as_of_date=snap.as_of,
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method=snap.method,
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statistics=stats,
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candidates=candidates,
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config_snapshot=json.loads(snap.query_json),
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)
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def list_by_symbol(self, symbol: str, limit: int = 50) -> list[SelectionHit]:
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rows = self._session.execute(
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select(SelectionResultModel, SelectionSnapshotModel.as_of, SelectionSnapshotModel.method)
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.join(SelectionSnapshotModel, SelectionSnapshotModel.id == SelectionResultModel.selection_id)
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.where(SelectionResultModel.symbol == symbol)
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.order_by(SelectionSnapshotModel.as_of.desc(), SelectionResultModel.rank)
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.limit(limit)
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).all()
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return [
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SelectionHit(
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selection_id=r[0].selection_id,
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as_of=r[1],
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method=r[2],
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symbol=r[0].symbol,
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rank=r[0].rank,
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score=float(r[0].score),
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selection_reason=json.loads(r[0].reason_json or "[]"),
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)
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for r in rows
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]
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def list_recent(
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self,
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as_of: date | None = None,
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method: str | None = None,
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limit: int = 20,
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) -> list[SelectionMeta]:
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stmt = select(SelectionSnapshotModel).order_by(SelectionSnapshotModel.created_at.desc())
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if as_of is not None:
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stmt = stmt.where(SelectionSnapshotModel.as_of == as_of)
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if method is not None:
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stmt = stmt.where(SelectionSnapshotModel.method == method)
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stmt = stmt.limit(limit)
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metas: list[SelectionMeta] = []
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for snap in self._session.scalars(stmt).all():
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stats = SelectionStatistics.model_validate_json(snap.statistics_json)
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metas.append(
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SelectionMeta(
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id=snap.id,
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as_of=snap.as_of,
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method=snap.method,
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universe_size=stats.universe_size,
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selected=stats.selected,
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created_at=snap.created_at,
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)
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)
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return metas
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