feat: add durable WorldQuant backtests with UI and AI confirmation
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+101
-2
@@ -5,6 +5,7 @@ from typing import Literal
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from pydantic import Field
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from ..backtests.contracts import ControlInput, PreviewInput, RerunInput, StartInput
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from ..schemas import AlphaFilters, BulkInput, BulkUpdate, Contract, JobInput, ResearchInput, ResearchUpdate
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@@ -43,7 +44,63 @@ class ResultMetadata(Contract):
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)
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class BacktestRunArgs(Contract):
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run_id: str = Field(min_length=1, max_length=36)
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class BacktestListArgs(Contract):
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limit: int = Field(default=20, ge=1, le=100)
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offset: int = Field(default=0, ge=0)
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source: str | None = Field(default=None, max_length=100)
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class BacktestResultsArgs(BacktestRunArgs):
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limit: int = Field(default=20, ge=1, le=100)
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offset: int = Field(default=0, ge=0)
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class BacktestPreviewArgs(Contract):
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preview_id: str = Field(min_length=1, max_length=36)
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limit: int = Field(default=20, ge=1, le=100)
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offset: int = Field(default=0, ge=0)
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class BacktestControlArgs(BacktestRunArgs):
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action: Literal["pause", "resume", "stop", "recover"]
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class BacktestRerunArgs(BacktestRunArgs):
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item_ids: list[str] = Field(min_length=1, max_length=100)
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CATALOG = {
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"get_backtest_capabilities": (
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EmptyArgs,
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"读取回测输入 schema、支持类型和本地调度配置,不代表平台剩余额度。",
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),
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"prepare_backtest": (
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PreviewInput,
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"准备服务端固定回测预览,可用 inline 候选或草稿引用;只保存预览,不提交平台,不需要执行确认。",
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),
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"get_backtest_preview": (BacktestPreviewArgs, "分页读取完整固定预览,确认前核对表达式和最终参数。"),
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"start_backtest": (
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StartInput,
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"对已保存预览请求一次用户确认,确认后后台运行全部固定候选,立即返回运行 ID;禁止循环等待。",
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),
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"list_backtests": (BacktestListArgs, "分页查询回测运行与统计,可按来源筛选。"),
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"get_backtest": (BacktestRunArgs, "查询指定运行的真实进度,不循环等待完成。"),
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"get_backtest_results": (
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BacktestResultsArgs,
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"分页读取逐项状态、历史指标和错误;未知结果不能推测为成功。",
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),
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"control_backtest": (
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BacktestControlArgs,
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"预览并确认暂停/继续/停止剩余项/找回原任务;不远端取消,不重新提交。",
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),
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"prepare_backtest_rerun": (
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BacktestRerunArgs,
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"从明确指定的已结束回测项准备新预览,保留来源;不会自动启动。",
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),
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"search_alphas": (
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SearchArgs,
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"按明确筛选条件查询本地 Alpha。Turnover 0.15 表示 15%;支持分页,禁止把当前页当作全部结果。",
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@@ -65,7 +122,15 @@ CATALOG = {
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"cancel_job": (JobArgs, "提出取消指定同步任务,等待用户确认。"),
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"retry_job": (JobArgs, "提出重试指定失败或暂停的同步任务,等待用户确认。"),
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}
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WRITES = {"update_research", "bulk_update_research", "create_sync_job", "cancel_job", "retry_job"}
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WRITES = {
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"update_research",
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"bulk_update_research",
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"create_sync_job",
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"cancel_job",
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"retry_job",
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"start_backtest",
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"control_backtest",
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}
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def bounded(value):
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@@ -81,7 +146,26 @@ def bounded(value):
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async def read_tool(business, name, args):
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from datetime import timezone
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if name == "search_alphas":
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if name == "get_backtest_capabilities":
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data = await business.backtests.capabilities()
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elif name == "prepare_backtest":
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data = await business.backtests.preview(args)
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elif name == "get_backtest_preview":
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data = await business.backtests.get_preview(**args.model_dump())
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elif name == "list_backtests":
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data = await business.backtests.runs(**args.model_dump())
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elif name == "get_backtest":
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data = await business.backtests.run(args.run_id)
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elif name == "get_backtest_results":
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data = await business.backtests.results(**args.model_dump())
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# The complete historical response remains available through the business endpoint.
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for item in data["items"]:
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if item["result"]:
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snapshot = item["result"].pop("snapshot")
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item["result"].update({k: snapshot.get(k) for k in ("is", "os", "checks", "dateCreated")})
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elif name == "prepare_backtest_rerun":
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data = await business.backtests.rerun(args.run_id, RerunInput(item_ids=args.item_ids))
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elif name == "search_alphas":
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data = await business.search_alphas(args.filters)
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data["filters"] = args.filters.model_dump(mode="json")
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elif name == "get_alpha_pnl":
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@@ -105,6 +189,10 @@ async def read_tool(business, name, args):
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async def preview_tool(business, name, args):
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if name == "start_backtest":
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return {"backtest": await business.backtests.get_preview(args.preview_id)}
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if name == "control_backtest":
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return {"backtest_run": await business.backtests.run(args.run_id), "action": args.action}
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if name in ("update_research", "bulk_update_research"):
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ids = [args.alpha_id] if name == "update_research" else args.alpha_ids
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targets, versions = [], {}
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@@ -131,6 +219,17 @@ async def preview_tool(business, name, args):
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async def execute_tool(business, name, args, preview):
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if name == "start_backtest":
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current = await business.backtests.get_preview(args.preview_id)
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if current["digest"] != preview["backtest"]["digest"] or current["version"] != args.version:
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from fastapi import HTTPException
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raise HTTPException(409, "回测预览不匹配,请重新确认")
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return await business.backtests.start(args)
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if name == "control_backtest":
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return await business.backtests.control(
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args.run_id, ControlInput(action=args.action, version=preview["backtest_run"]["version"])
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)
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if name == "update_research":
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body = ResearchUpdate(
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**args.changes.model_dump(exclude_unset=True), version=preview["versions"][args.alpha_id]
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