- 后端业务 API:GET /api/stocks(搜索/分页)、GET /api/factors(因子目录)、POST /api/factor-tests 与 /api/backtests(Research Spec 驱动同步执行)、GET /api/backtests/last;Annotated 依赖注入 + CORS(dev) - Repository 批量查询 get_range_many(研究装配一次查询,避免逐只拉取) - 前端 frontend/web:Next.js 15(TS) + ECharts —— 总览 / 股票池 / 因子研究(IC·RankIC·分层展示) / 回测(净值·回撤·月度·持仓·未建模标注) - 前端只消费业务 API 与标准化 BacktestResult,无 Qlib/SQL 概念泄漏 - 真实数据:同步 20 只权重股 2023-2024 日线(9680 根)支撑截面研究 - 验证:API 集成测试 8 项(DTO 校验/装配/引擎/标准结果,内存 repo 全链路)+ 全量 pytest 68 passed;前端 tsc + next build 通过;无头浏览器端到端(factors/backtest 页面渲染后端数据) - ruff clean
74 lines
2.2 KiB
Python
74 lines
2.2 KiB
Python
"""Repository Protocol(Phase 1 数据层)。
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业务层只依赖这些 Protocol;具体实现位于 infrastructure/persistence。
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实体一律以 domain.entities 类型进出,禁止把 ORM Model 泄漏到上层。
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"""
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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.market import (
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AdjustFactor,
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DailyBar,
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FinancialIndicator,
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Stock,
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SyncLog,
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TradingCalendar,
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)
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class StockRepository(Protocol):
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def get_by_symbol(self, symbol: str) -> Stock | None: ...
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def list(self) -> list[Stock]: ...
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def upsert_many(self, stocks: Sequence[Stock]) -> int:
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"""批量写入,以 symbol 为幂等键,返回写入/更新的行数。"""
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class TradingCalendarRepository(Protocol):
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def upsert_many(self, days: Sequence[TradingCalendar]) -> int: ...
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def list_range(self, start: date, end: date) -> list[TradingCalendar]: ...
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def is_open(self, day: date) -> bool: ...
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class DailyBarRepository(Protocol):
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def upsert_many(self, bars: Sequence[DailyBar]) -> int: ...
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def get_range(self, symbol: str, start: date, end: date) -> list[DailyBar]: ...
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def get_range_many(self, symbols: Sequence[str], start: date, end: date) -> list[DailyBar]:
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"""批量区间查询(研究服务装配面板用,避免逐只查询)。"""
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def latest_date(self, symbol: str) -> date | None:
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"""断点续传用:该股票本地已有数据的最新交易日。"""
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class AdjustFactorRepository(Protocol):
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def upsert_many(self, factors: Sequence[AdjustFactor]) -> int: ...
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def get_range(self, symbol: str, start: date, end: date) -> list[AdjustFactor]: ...
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class FinancialRepository(Protocol):
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def upsert_many(self, rows: Sequence[FinancialIndicator]) -> int: ...
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def list_announced(
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self,
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symbol: str,
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as_of_date: date,
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report_start: date | None = None,
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) -> list[FinancialIndicator]:
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"""只返回 announce_date <= as_of_date 的记录 —— 未来函数红线。"""
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class SyncLogRepository(Protocol):
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def add(self, log: SyncLog) -> SyncLog: ...
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def recent(self, source: str | None = None, limit: int = 20) -> list[SyncLog]: ...
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