Simon
ba52edc2d6
- SignalRules（买入 rank 阈值/趋势 MA/动量 + 卖出区间/破位警示）+ SignalEvent （BUY/WATCH/SELL，score/price/trigger_reason 可解释）+ SignalResult/Meta - quant/signal.generate_signals：与选股同一评分引擎取全市场 rank，按规则分类输出 - signal_snapshot/signal_event 表（migration d8e0b2f3c4d5，MySQL 已应用）+ Repo - SignalService + POST /api/signals（同步+落库）、GET 详情/列表 - tests/test_signals.py（引擎分类/排序/破位不 BUY、service、API 提交读回）；全量 pytest 通过
40 lines
1.5 KiB
Python
40 lines
1.5 KiB
Python
"""信号用例（M8.1）：基于选股评分排序 + 技术条件生成交易信号。
|
|
|
|
信号与回测买入逻辑同源（同一评分引擎、同一口径），保证「为什么 BUY/SELL」可解释。
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
from datetime import date, timedelta
|
|
|
|
import pandas as pd
|
|
|
|
from app.domain.entities.selection import SelectionQuery
|
|
from app.domain.entities.signal import SignalResult, SignalRules
|
|
from app.domain.repositories.market import DailyBarRepository, StockRepository
|
|
from app.quant.selection import factor_columns
|
|
from app.quant.service import filter_stocks, load_daily_df
|
|
from app.quant.signal import generate_signals
|
|
|
|
|
|
class SignalService:
|
|
def __init__(self, stock_repo: StockRepository, daily_repo: DailyBarRepository) -> None:
|
|
self._stock_repo = stock_repo
|
|
self._daily_repo = daily_repo
|
|
|
|
def signal(self, query: SelectionQuery, rules: SignalRules) -> SignalResult:
|
|
as_of = query.as_of or date.today()
|
|
stocks = filter_stocks(self._stock_repo.list(), query.universe, as_of=as_of)
|
|
if not stocks:
|
|
return generate_signals(pd.DataFrame(), query, rules, as_of)
|
|
columns = sorted(factor_columns(query))
|
|
daily = load_daily_df(
|
|
self._daily_repo,
|
|
[s.symbol for s in stocks],
|
|
as_of - timedelta(days=query.warmup_days),
|
|
as_of,
|
|
columns,
|
|
adjust=query.price_adjustment,
|
|
)
|
|
return generate_signals(daily, query, rules, as_of)
|