"""Historical evidence reads, independent of transport and current Alpha refreshes.""" from collections import Counter from sqlalchemy import func, select from ..alphas import number, sanitize from ..backtests.contracts import fingerprint from ..models import BacktestItem, BacktestResult, BacktestRun, Pnl from ..platform_checks import is_submission_limit from ..research.serialization import encode_snapshot def page(items, total, limit, offset): return {"items": items, "total": total, "limit": limit, "offset": offset, "has_more": offset + len(items) < total} def checks_summary(snapshot): """Preserve unknown check values; missing checks can never mean passed.""" checks = [] for section in ("is", "os"): metrics = snapshot.get(section) if isinstance(metrics, dict) and "checks" in metrics: raw = metrics["checks"] checks.extend({"section": section, "raw": c} for c in (raw if isinstance(raw, list) else [raw])) if "checks" in snapshot: raw = snapshot["checks"] checks.extend({"section": "root", "raw": c} for c in (raw if isinstance(raw, list) else [raw])) submission_checks = [c for c in checks if is_submission_limit(c["raw"])] checks = [c for c in checks if not is_submission_limit(c["raw"])] counts = Counter({key: 0 for key in ("PASS", "FAIL", "PENDING", "WARNING", "UNKNOWN")}) non_pass = [] for check in checks: raw = check["raw"] value = raw.get("result", raw.get("status")) if isinstance(raw, dict) else None state = value if isinstance(value, str) and value in counts else "UNKNOWN" counts[state] += 1 if state != "PASS": non_pass.append({**check, "status": state}) return {"status": "unknown" if not checks else "reported", "counts": dict(counts), "total": len(checks), "non_pass": non_pass, "submission_limits": submission_checks, "meaning": "Alpha 检查统计不含提交限制；限制为快照观测，不代表实时提交资格"} def item_summary(item, result): snapshot = sanitize(result.snapshot) if result else {} metrics = {} for section in ("is", "os"): raw = snapshot.get(section) raw = raw if isinstance(raw, dict) else {} metrics[section] = {key: number(raw.get(key)) for key in ("sharpe", "fitness", "returns", "turnover", "margin", "drawdown")} return encode_snapshot({ **{k: getattr(item, k) for k in ( "id", "run_id", "client_item_id", "expression", "settings", "attempt_id", "platform_status", "collection_status", "persistence_status", "simulation_id", "alpha_id", )}, "error": sanitize(item.error), "metrics": metrics, "missing_metrics_reason": "来源未提供或非有限数字；null 不等于零", "checks": checks_summary(snapshot), "result": {"observed_at": result.observed_at, "complete": result.complete} if result else None, "artifact_reference": {"item_id": item.id}, }) class EvidenceQueries: def __init__(self, db): self.db = db async def history(self, args): query = select(BacktestItem, BacktestResult, BacktestRun).join( BacktestRun, BacktestRun.id == BacktestItem.run_id ).outerjoin(BacktestResult, BacktestResult.item_id == BacktestItem.id) for key in ("source", "reference"): value = getattr(args, key) if value is not None: query = query.where(BacktestRun.source["kind" if key == "source" else key].as_string() == value) if args.status: query = query.where(BacktestRun.status == args.status) if args.created_from: query = query.where(BacktestRun.created_at >= args.created_from) if args.created_to: query = query.where(BacktestRun.created_at <= args.created_to) if args.scope: for source, target in (("instrument_type", "instrumentType"), ("region", "region"), ("universe", "universe")): query = query.where(BacktestItem.settings[target].as_string() == getattr(args.scope, source)) query = query.where(BacktestItem.settings["delay"].as_integer() == args.scope.delay) if args.q: escaped = args.q.replace("\\", "\\\\").replace("%", "\\%").replace("_", "\\_") query = query.where(BacktestItem.expression.ilike(f"%{escaped}%", escape="\\")) matches = {} if args.candidates: for c in args.candidates: matches.setdefault(fingerprint(c.platform_input()), []).append(c.client_item_id) query = query.where(BacktestItem.fingerprint.in_(matches)) total = await self.db.scalar(select(func.count()).select_from(query.subquery())) rows = (await self.db.execute(query.order_by(BacktestRun.created_at.desc(), BacktestRun.id, BacktestItem.ordinal) .limit(args.limit).offset(args.offset))).all() items = [{**item_summary(i, r), "source": run.source, "run_status": run.status, "created_at": run.created_at, "matched_candidates": matches.get(i.fingerprint, []), "match_type": "exact_input" if args.candidates else "filter"} for i, r, run in rows] return encode_snapshot(page(items, total, args.limit, args.offset)) async def results(self, args): query = select(BacktestItem, BacktestResult).outerjoin( BacktestResult, BacktestResult.item_id == BacktestItem.id ).where(BacktestItem.run_id == args.run_id) if args.item_ids: query = query.where(BacktestItem.id.in_(args.item_ids)) total = await self.db.scalar(select(func.count()).select_from(query.subquery())) rows = (await self.db.execute(query.order_by(BacktestItem.ordinal).limit(args.limit).offset(args.offset))).all() return {"backtest_run_id": args.run_id, **page([item_summary(i, r) for i, r in rows], total, args.limit, args.offset)} async def artifact(self, args): from .service import ResearchError item = await self.db.get(BacktestItem, args.item_id) if not item: raise ResearchError("NOT_FOUND", "候选不存在") result = await self.db.get(BacktestResult, item.id) if args.kind == "snapshot": # Top-level entries retain complete nested values; no hidden string/list truncation. entries = [{"key": k, "value": v} for k, v in sanitize(result.snapshot).items()] if result else [] return encode_snapshot({"item_id": item.id, "kind": args.kind, "status": "available" if result else "not_available", "observed_at": result.observed_at if result else None, "complete": result.complete if result else False, **page(entries[args.offset:args.offset + args.limit], len(entries), args.limit, args.offset)}) pnl = await self.db.get(Pnl, item.alpha_id) if item.alpha_id else None points = pnl.points if pnl else [] points = [p for p in points if (not args.date_from or p["date"][:10] >= args.date_from.isoformat()) and (not args.date_to or p["date"][:10] <= args.date_to.isoformat())] return encode_snapshot({"item_id": item.id, "alpha_id": item.alpha_id, "kind": args.kind, "status": "available" if pnl else "not_cached", "fetched_at": pnl.fetched_at if pnl else None, "units": "供应商原始累计值；未提供货币或规模单位", **page(points[args.offset:args.offset + args.limit], len(points), args.limit, args.offset)})