refactor: unify data preparations and research input snapshots
Deploy production / deploy (push) Successful in 53s

This commit is contained in:
yuxuanhui
2026-09-12 01:24:02 +08:00
parent 849f86fef7
commit 394438e753
82 changed files with 4146 additions and 2076 deletions
+3 -1
View File
@@ -21,6 +21,8 @@ from ..research_access.service import ResearchAccess, ResearchError
# Name, schema, business method, required scope, description. No generic arbitrary HTTP tool.
TOOLS = {
"search_data_preparations": (c.PreparationSearch, "preparations", "research:read", "分页查询数据准备集合,返回固定范围、字段数及版本。研究可使用多个集合,各集合范围独立。"),
"get_data_preparation": (c.PreparationRead, "preparation", "research:read", "按集合 ID 与版本分页预览字段、类型、描述和数据集归属。提交回测时携带 preparation_refs,由服务端核对版本并固定独立输入快照;空集合不能用于研究。"),
"create_research_template": (c.CreateTemplate, "create_template", "research:write", "将调用方大模型研究后自行总结的参数化模板保存到模板工坊,供用户后续批量回测。先用 get_backtest_results 阅读实际指标和检查,选择 1–20 个已完成采集的 source_item_ids,并说明 hypothesis;不要把 completed 当作检查通过。template 使用 {name} 占位符及逐一对应的 variables,字段变量须声明 MATRIX/VECTOR/GROUP,VECTOR 聚合须明确写入表达式。提供唯一名称和 idempotency_key,可附 reference。返回模板 ID、版本和理论组合数;仅核验结构及来源,不验证所有参数组合,不再次调用模型、不执行回测、不覆盖已有模板。"),
"get_submission_check": (c.SelfCorrelationReference, "submission_check_context", "research:read", "读取已导入 Alpha 的表达式、Description、snapshot 和缓存检查结果;不发起检查。先核对或生成三段 Description,再调用 check_submission。"),
"check_submission": (c.SubmissionCheck, "check_submission", "research:refresh", "对单个待提交 Alpha 写回已获用户授权的 Description 并调用平台 GET /check,返回 job_id。须先用 get_submission_check 获取 snapshot;保留本地自相关门槛和冲突保护。通过 get_refresh_job 查进度、get_submission_check 读结果。无论检查结果如何,都不会调用 /submit 或正式提交 Alpha。"),
@@ -34,7 +36,7 @@ TOOLS = {
"check_self_correlation": (c.SelfCorrelationCheck, "check_self_correlation", "research:refresh", "对 1–100 个已导入 Alpha 发起本地自相关检查,返回 job_id。与本地同地区已提交 Alpha 比较,排除自身;优先用缓存,缺失 PnL 自动补取。需先同步已提交 Alpha;不调用平台提交检查。用 get_refresh_job 查进度、get_self_correlation 读结果。"),
"get_self_correlation": (c.SelfCorrelationReference, "self_correlation", "research:read", "读取指定 Alpha 最新的本地自相关缓存,包括最大相关系数、样本覆盖与 stale 状态;无缓存不自动检查,结果不等同于平台提交资格。"),
"search_backtests": (c.History, "history", "research:read", "分页查历史候选与固定设置;candidates 按完整输入精确匹配,不推断数学等价。"),
"submit_backtests": (c.Submit, "submit", "backtests:execute", "执行用户已授权的固定批次,自动留痕并立即返回运行 ID。每项必须完整设置;重复默认拒绝,rerun 明确重跑。不需要研究资产。"),
"submit_backtests": (c.Submit, "submit", "backtests:execute", "执行用户已授权的固定批次,自动留痕并立即返回运行 ID。可携带 preparation_refs 选择集合,版本变化须重新读取;每项必须完整设置;重复默认拒绝,rerun 明确重跑。不需要研究资产。"),
"get_backtest": (c.RunReference, "run", "research:read", "读取真实运行进度、提交数量和可选增量事件;受理不等于成功。"),
"get_backtest_results": (c.Results, "results", "research:read", "分页读取固定快照指标、全部非通过检查及三层状态;缺失指标不补零。"),
"get_backtest_artifact": (c.Artifact, "artifact", "research:read", "分页读取候选脱敏快照的顶层键值或独立采集的 PnL;缺缓存不自动刷新。"),