feat: add Super Alpha research, management and MCP workflows

2026-09-13 12:32:16 +08:00
parent 7c8188df9c
commit e256d6fef1
59 changed files with 3766 additions and 125 deletions
@@ -0,0 +1,27 @@
+"""Separate Alpha selection properties from stock data fields; availability remains evidence based."""
+
+from ..backtests.contracts import SuperSimulationSettings
+from ..catalog.research_metadata import ResearchMetadata
+
+
+async def metadata(db):
+    settings = await ResearchMetadata(db).get("settings")
+    return {"settings_schema": SuperSimulationSettings.model_json_schema(), "settings_snapshot": settings,
+        "selection_properties": [{"name": name, "description": description} for name, description in (
+            ("category", "用户设置的 Alpha 类别"), ("color", "用户设置的颜色"),
+            ("datasets", "组件使用的数据集集合，可配合 in()"), ("datafields", "组件使用的数据字段集合"),
+            ("datacategories", "组件使用的数据类别集合"), ("dataset_count", "不同数据集数量"),
+            ("datafield_count", "不同数据字段数量"), ("datacategory_count", "不同数据类别数量"),
+            ("decay", "组件的衰减设置"), ("favorite", "平台收藏状态"), ("name", "组件名称，按完整名称匹配"),
+            ("neutralization", "组件的中性化设置"), ("operator_count", "组件表达式算子数量"),
+            ("long_count", "IS 平均多头股票数量"), ("short_count", "IS 平均空头股票数量"),
+            ("tags", "组件的自定义标签集合"), ("truncation", "组件截断设置"),
+            ("turnover", "组件 IS 换手率"), ("universe", "组件股票池名称"),
+            ("self_correlation", "组件自相关属性"), ("prod_correlation", "组件生产相关性属性"),
+            ("os_start_date", "组件样本外起始日期，YYYY-MM-DD 字符串"),
+            ("classifications", "组件分类集合"), ("competitions", "组件关联比赛集合"))],
+        "property_source": "BRAIN Selection Expression 文档快照（2025-10-16）；属性列表非账户实时授权清单，具体可用性以平台响应为准",
+        "combo_input": "alpha 表示选中的组件；Combo 返回每日每个组件的权重，常量 1 可作为等权基线",
+        "selection_object": "平台可供选择的已提交 ACTIVE Alpha；本地列表不等同于平台完整组件池",
+        "operator_query": {"kind": "operators", "stage": "SELECTION"},
+        "validation": "结构校验与平台执行分开；缺少适用范围的算子保持未知"}