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
32 lines
1.2 KiB
Python
32 lines
1.2 KiB
Python
"""指数历史成分表（B1）。
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index_weight：指数成分快照（index_code, trade_date, symbol 唯一）。
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历史成分查询（members_at）取 <= as_of 最近一期快照 —— Survivorship-free Universe。
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"""
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from __future__ import annotations
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from datetime import date
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from decimal import Decimal
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from sqlalchemy import BigInteger, Date, Integer, Numeric, String, UniqueConstraint
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from sqlalchemy.orm import Mapped, mapped_column
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from app.infrastructure.persistence.sqlalchemy.base import Base
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PK_INT = BigInteger().with_variant(Integer, "sqlite")
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class IndexWeightModel(Base):
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__tablename__ = "index_weight"
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__table_args__ = (
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UniqueConstraint("index_code", "trade_date", "symbol", name="uq_idxw_code_date_sym"),
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)
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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index_code: Mapped[str] = mapped_column(String(12), index=True)
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index_name: Mapped[str | None] = mapped_column(String(64), nullable=True)
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trade_date: Mapped[date] = mapped_column(Date, index=True)
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symbol: Mapped[str] = mapped_column(String(12))
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weight: Mapped[Decimal | None] = mapped_column(Numeric(10, 6), nullable=True)
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