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
109 lines
3.8 KiB
Python
109 lines
3.8 KiB
Python
"""Signal Repository 的 SQLAlchemy 实现（M8.1）。"""
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from __future__ import annotations
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import json
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from datetime import date, datetime
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from sqlalchemy import select
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from sqlalchemy.orm import Session
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from app.domain.entities.signal import (
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SignalEvent,
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SignalMeta,
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SignalResult,
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SignalRules,
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SignalStatistics,
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)
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from app.infrastructure.persistence.sqlalchemy.models.signal import (
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SignalEventModel,
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SignalSnapshotModel,
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)
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class SqlAlchemySignalRepository:
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def __init__(self, session: Session) -> None:
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self._session = session
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def save(self, signal_id: str, result: SignalResult) -> None:
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self._session.add(
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SignalSnapshotModel(
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id=signal_id,
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as_of=result.as_of_date,
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query_json=json.dumps(
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{
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"as_of": result.as_of_date.isoformat(),
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**{k: v for k, v in result.config_snapshot.items() if k != "as_of"},
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},
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ensure_ascii=False,
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),
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rules_json=json.dumps(result.rules.model_dump(mode="json"), ensure_ascii=False),
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statistics_json=json.dumps(result.statistics.model_dump(mode="json")),
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created_at=datetime.now(),
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)
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)
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now = datetime.now()
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for e in result.events:
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self._session.add(
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SignalEventModel(
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signal_id=signal_id,
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symbol=e.symbol,
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signal_date=e.signal_date,
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signal_type=e.signal_type,
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score=e.score,
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price=e.price,
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reason_json=json.dumps(e.trigger_reason, ensure_ascii=False),
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created_at=now,
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)
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)
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self._session.flush()
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def get(self, signal_id: str) -> SignalResult | None:
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snap = self._session.get(SignalSnapshotModel, signal_id)
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if snap is None:
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return None
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rows = self._session.scalars(
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select(SignalEventModel)
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.where(SignalEventModel.signal_id == signal_id)
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.order_by(SignalEventModel.signal_type, SignalEventModel.symbol)
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).all()
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rules = SignalRules.model_validate_json(snap.rules_json)
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stats = SignalStatistics.model_validate_json(snap.statistics_json)
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return SignalResult(
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as_of_date=snap.as_of,
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rules=rules,
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statistics=stats,
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events=[
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SignalEvent(
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symbol=r.symbol,
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signal_date=r.signal_date,
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signal_type=r.signal_type,
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score=float(r.score) if r.score is not None else None,
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price=float(r.price) if r.price is not None else None,
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trigger_reason=json.loads(r.reason_json or "[]"),
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)
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for r in rows
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],
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config_snapshot={"as_of": snap.as_of.isoformat()},
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)
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def list_recent(self, as_of: date | None = None, limit: int = 20) -> list[SignalMeta]:
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stmt = select(SignalSnapshotModel).order_by(SignalSnapshotModel.created_at.desc())
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if as_of is not None:
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stmt = stmt.where(SignalSnapshotModel.as_of == as_of)
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stmt = stmt.limit(limit)
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metas: list[SignalMeta] = []
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for snap in self._session.scalars(stmt).all():
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stats = SignalStatistics.model_validate_json(snap.statistics_json)
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metas.append(
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SignalMeta(
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id=snap.id,
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as_of=snap.as_of,
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buy=stats.buy,
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watch=stats.watch,
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sell=stats.sell,
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created_at=snap.created_at,
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)
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)
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return metas
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