- index_weight 表(migration f5e0d1c2b3a4,MySQL 已应用;index_code+date+symbol 唯一) + IndexWeight 实体 + IndexConstituentRepository(members_at:取 <=as_of 最近一期快照, Survivorship-free / 无未来成分;latest_date) - UniverseSpec.index_code + universe.filter_stocks members 交集 + resolve_members; Research/Selection/Signal/Replay 服务注入 index repo(历史成分过滤,选股/回测共用) - tests/test_index_universe.py:快照历史成分(成分变更不入早期结果)、幂等、 空快照期空集、index_code 过滤下 as_of 一致性;全量 pytest 通过
180 lines
7.0 KiB
Python
180 lines
7.0 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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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.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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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.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 _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 _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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) -> ResearchService:
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return ResearchService(stock_repo, daily_repo, engine, index_repo)
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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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) -> ReplayService:
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return ReplayService(stock_repo, daily_repo, index_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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) -> SignalService:
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return SignalService(stock_repo, daily_repo, index_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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) -> SelectionService:
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return SelectionService(stock_repo, daily_repo, financial_repo, index_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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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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