Simon
9d25d466e5
- StrategyDefinition：universe/factors/selection/rebalance/costs/portfolio +
price_adjustment（除 period 外完整策略定义）；to_research_spec(period) 展开为标准 Spec
- strategy 表（migration e1f2a3b4c5d6，MySQL 已应用；name 唯一）+ StrategyRepository
- /api/strategies：POST/GET/DELETE + POST /{id}/expand（period+initial_capital → ResearchSpec）
- tests/test_strategies.py（repo CRUD/同名/expand、API CRUD/400/404）；全量 pytest 通过
54 lines
1.9 KiB
Python
54 lines
1.9 KiB
Python
"""策略领域实体（M8.3，v2 §17/§5.3）。
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Strategy = 完整策略定义（universe + factors + selection + rebalance + costs +
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portfolio，除回测区间 period 外），保存为命名资产；回测时补 period 展开为
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ResearchSpec（v2 §18 Research Specification 为统一契约，策略是其持久化形态）。
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"""
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from __future__ import annotations
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from datetime import date, datetime
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from pydantic import BaseModel, Field
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from app.domain.entities.research import (
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CostSpec,
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FactorSpec,
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PortfolioSpec,
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SelectionSpec,
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UniverseSpec,
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)
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class StrategyDefinition(BaseModel):
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id: str = ""
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name: str = Field(min_length=1, max_length=64)
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description: str = ""
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spec_type: str = Field(default="backtest", pattern="^(backtest|factor_test)$")
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universe: UniverseSpec = UniverseSpec()
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price_adjustment: str = Field(default="none", pattern="^(none|qfq)$")
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factors: list[FactorSpec] = Field(min_length=1)
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selection: SelectionSpec = SelectionSpec()
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rebalance: str = Field(default="monthly", pattern="^(weekly|monthly)$")
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costs: CostSpec = CostSpec()
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portfolio: PortfolioSpec = PortfolioSpec()
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version: str = "1"
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created_at: datetime | None = None
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def to_research_spec(self, period: tuple[date, date], initial_capital: float | None = None):
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"""补全回测区间/资金后展开为标准 ResearchSpec（可在 Job/回测执行）。"""
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from app.domain.entities.research import ResearchSpec
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return ResearchSpec(
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type=self.spec_type,
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universe=self.universe,
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price_adjustment=self.price_adjustment,
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factors=self.factors,
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selection=self.selection,
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rebalance=self.rebalance,
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period=period,
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costs=self.costs,
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portfolio=self.portfolio,
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initial_capital=initial_capital if initial_capital else 1_000_000.0,
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)
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