Simon
9cc4bfccac
- 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
19 lines
583 B
Python
19 lines
583 B
Python
"""指数成分 Repository Protocol（B1）。"""
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from __future__ import annotations
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from collections.abc import Sequence
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from datetime import date
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from typing import Protocol
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from app.domain.entities.index import IndexWeight
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class IndexConstituentRepository(Protocol):
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def upsert_many(self, rows: Sequence[IndexWeight]) -> int: ...
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def members_at(self, index_code: str, as_of: date) -> set[str]:
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"""as_of 当日成分：取 <=as_of 最近一期快照的股票集合（历史成分语义）。"""
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def latest_date(self, index_code: str) -> date | None: ...
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