feat: add versioned research templates and alpha variants

2026-09-08 21:29:21 +08:00
parent b604e6050e
commit f89ae211d2
55 changed files with 5650 additions and 435 deletions
@@ -0,0 +1,52 @@
+"""Read-only baseline comparison over explicit local Alpha and PnL snapshots."""
+
+import math
+
+from fastapi import HTTPException
+
+from ..models import Alpha, Pnl
+from .serialization import encode_snapshot as jsonable_encoder
+
+
+async def compare(db, alpha_ids):
+    if len(set(alpha_ids)) != len(alpha_ids):
+        raise HTTPException(422, "比较项不能重复")
+    rows, by_id = [], {}
+    for alpha_id in alpha_ids:
+        alpha = await db.get(Alpha, alpha_id)
+        if not alpha:
+            raise HTTPException(404, f"Alpha {alpha_id} 尚未同步")
+        pnl = await db.get(Pnl, alpha_id)
+        by_id[alpha_id] = (
+            {
+                p["date"][:10]: p["value"]
+                for p in pnl.points
+                if type(p.get("value")) in (int, float) and math.isfinite(p["value"])
+            }
+            if pnl
+            else {}
+        )
+        rows.append(
+            {
+                "alpha_id": alpha.id,
+                "expression": alpha.expression,
+                "settings": alpha.settings,
+                "metrics": alpha.is_metrics,
+                "observed_at": alpha.synced_at,
+                "pnl_fetched_at": pnl.fetched_at if pnl else None,
+            }
+        )
+    common = sorted(set.intersection(*(set(points) for points in by_id.values())))
+    for row in rows:
+        points = by_id[row["alpha_id"]]
+        row["pnl"] = [{"date": date, "value": points[date] - points[common[0]]} for date in common]
+    return jsonable_encoder(
+        {
+            "baseline_alpha_id": alpha_ids[0],
+            "items": rows,
+            "common_dates": common,
+            "window": {"from": common[0], "to": common[-1]} if common else None,
+            "different_settings": any(row["settings"] != rows[0]["settings"] for row in rows[1:]),
+            "note": "PnL 按共同日期展示并从窗口起点归零；缓存缺失时请在 Alpha 详情获取 PnL",
+        }
+    )