yuxuanhui
261 lines
9.9 KiB
Python
261 lines
9.9 KiB
Python
"""Public typed research inputs; arbitrary code, URLs and credentials are not accepted."""
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import math
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from typing import Literal
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from pydantic import Field, field_validator, model_validator
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from ..backtests.contracts import SimulationSettings
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from ..catalog.contracts import Scope
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from ..preparations.contracts import PreparationReference
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from ..schemas import Contract
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from .expressions import IDENTIFIER, PLACEHOLDER, normalize_template
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AssetKind = Literal["template", "feature", "view", "workflow"]
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class Variable(Contract):
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kind: Literal["field", "operator", "integer", "number", "group", "string", "fragment"]
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values: list[str | int | float] = Field(min_length=1, max_length=10000)
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field_type: Literal["MATRIX", "VECTOR", "GROUP"] | None = None
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@model_validator(mode="after")
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def valid_values(self):
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for value in self.values:
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if isinstance(value, float) and not math.isfinite(value):
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raise ValueError("变量数值必须有限")
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if self.kind in ("field", "operator", "group") and not IDENTIFIER.fullmatch(str(value)):
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raise ValueError("字段、算子和分组值必须是标识符")
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if self.kind == "integer" and (type(value) is not int):
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raise ValueError("整数参数只能包含整数")
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if self.kind == "number" and type(value) not in (int, float):
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raise ValueError("数值参数只能包含数值")
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if self.kind in ("string", "fragment") and not isinstance(value, str):
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raise ValueError("字符串和表达式片段变量必须包含文本")
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if self.kind == "field" and self.field_type is None:
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raise ValueError("字段变量需要明确 MATRIX/VECTOR/GROUP 类型")
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if self.kind != "field" and self.field_type is not None:
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raise ValueError("仅字段变量可以声明字段类型")
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return self
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class TemplateSpec(Contract):
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name: str = Field(min_length=1, max_length=200)
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description: str = Field(default="", max_length=10000)
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expression: str = Field(min_length=1, max_length=20000)
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variables: dict[str, Variable] = Field(default_factory=dict, max_length=100)
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scope: Scope | None = None
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category: Literal["template", "fragment"] = "template"
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@field_validator("expression")
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@classmethod
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def normalize(cls, value):
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return normalize_template(value)
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@model_validator(mode="after")
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def bindings(self):
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if set(PLACEHOLDER.findall(self.expression)) != set(self.variables):
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raise ValueError("模板变量必须与占位符逐一对应")
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remainder = PLACEHOLDER.sub("", self.expression)
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if "{" in remainder or "}" in remainder:
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raise ValueError("模板占位符格式错误")
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return self
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class FeatureStep(Contract):
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name: str = Field(min_length=1, max_length=200)
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rationale: str = Field(min_length=1, max_length=3000)
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expression: str = Field(default="", max_length=20000)
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class FeatureSpec(Contract):
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name: str = Field(min_length=1, max_length=200)
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hypothesis: str = Field(min_length=1, max_length=10000)
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input_ids: list[str] = Field(default_factory=list, max_length=20)
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=20)
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steps: list[FeatureStep] = Field(default_factory=list, max_length=30)
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template: TemplateSpec | None = None
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class FeatureConversion(Contract):
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version: int = Field(ge=1)
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class ViewSpec(Contract):
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name: str = Field(min_length=1, max_length=200)
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filters: dict = Field(default_factory=dict)
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columns: list[str] = Field(default_factory=list, max_length=50)
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@field_validator("filters")
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@classmethod
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def valid_filters(cls, value):
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from ..schemas import AlphaFilters
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return AlphaFilters.model_validate(value).model_dump(mode="json", exclude_none=True)
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class AssetWrite(Contract):
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kind: AssetKind
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content: dict
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version: int | None = Field(default=None, ge=1)
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class Expansion(Contract):
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asset_id: str | None = Field(default=None, max_length=36)
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version: int | None = Field(default=None, ge=1)
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template: TemplateSpec | None = None
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input_ids: list[str] = Field(default_factory=list, max_length=20)
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=20)
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hypothesis: str = Field(min_length=1, max_length=10000)
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settings: SimulationSettings
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mode: Literal["all", "random"] = "all"
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limit: int = Field(default=100, ge=1, le=10000)
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seed: int = 0
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parent_alpha_ids: list[str] = Field(default_factory=list, max_length=20)
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parent_experiment_ids: list[str] = Field(default_factory=list, max_length=20)
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@model_validator(mode="after")
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def template_reference(self):
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if (self.template is None) == (self.asset_id is None):
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raise ValueError("提供模板版本引用或内联模板之一")
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if self.asset_id and self.version is None:
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raise ValueError("引用模板必须指定版本")
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return self
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class Generation(Contract):
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name: str = Field(min_length=1, max_length=200)
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hypothesis: str = Field(min_length=1, max_length=10000)
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input_ids: list[str] = Field(default_factory=list, max_length=20)
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=20)
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parent_alpha_ids: list[str] = Field(default_factory=list, max_length=20)
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parent_experiment_ids: list[str] = Field(default_factory=list, max_length=20)
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method: Literal["template", "structure", "feature"] = "template"
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class SettingVariants(Contract):
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alpha_id: str = Field(min_length=1, max_length=100)
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input_ids: list[str] = Field(default_factory=list, max_length=100)
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=100)
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hypothesis: str = Field(default="保持表达式，比较字段共同支持的市场与设置", max_length=10000)
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class ExperimentPreview(Contract):
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candidate_ids: list[str] | None = Field(default=None, min_length=1, max_length=10000)
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class EvaluationRules(Contract):
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version: Literal["research-v1"] = "research-v1"
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sharpe_min: float = Field(default=1.0, allow_inf_nan=False)
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fitness_min: float = Field(default=0.5, allow_inf_nan=False)
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turnover_max: float = Field(default=0.7, ge=0, le=1)
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class EvaluateInput(Contract):
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alpha_id: str | None = Field(default=None, max_length=100)
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experiment_id: str | None = Field(default=None, max_length=36)
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backtest_run_id: str | None = Field(default=None, max_length=36)
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rules: EvaluationRules = Field(default_factory=EvaluationRules)
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@model_validator(mode="after")
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def target(self):
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if self.alpha_id and self.experiment_id:
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raise ValueError("实验评估应选择关联回测运行；Alpha 评估单独保存")
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if bool(self.alpha_id) == bool(self.backtest_run_id):
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raise ValueError("选择 Alpha 或回测运行之一")
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return self
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class CompareInput(Contract):
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alpha_ids: list[str] = Field(min_length=2, max_length=20)
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class OperatorAnnotation(Contract):
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note: str = Field(default="", max_length=10000)
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favorite: bool = False
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version: int = Field(ge=0)
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class FieldAvailabilityInput(Contract):
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field_id: str = Field(pattern=r"^[A-Za-z_][A-Za-z0-9_]*$", max_length=200)
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scope: Scope
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class ImportPreview(Contract):
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templates: list[dict] = Field(min_length=1, max_length=100)
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class ImportCommit(Contract):
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templates: list[TemplateSpec] = Field(min_length=1, max_length=100)
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digest: str = Field(min_length=64, max_length=64)
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class Node(Contract):
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id: str = Field(pattern=r"^[A-Za-z_][A-Za-z0-9_-]*$", max_length=100)
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type: Literal[
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"input",
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"feature",
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"generate",
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"expand",
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"variant",
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"backtest",
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"evaluate",
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"filter",
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"condition",
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"summarize",
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"iterate",
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]
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label: str = Field(default="", max_length=100)
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x: float = Field(default=0, ge=0, le=10000)
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y: float = Field(default=0, ge=0, le=10000)
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config: dict = Field(default_factory=dict)
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class Edge(Contract):
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source: str
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target: str
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branch: Literal["pass", "review", "block"] | None = None
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class WorkflowSpec(Contract):
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name: str = Field(min_length=1, max_length=200)
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nodes: list[Node] = Field(min_length=1, max_length=50)
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edges: list[Edge] = Field(default_factory=list, max_length=100)
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class Budget(Contract):
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max_rounds: int = Field(ge=1, le=100, strict=True)
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max_simulations: int = Field(ge=1, le=10000, strict=True)
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max_model_calls: int = Field(ge=1, le=1000, strict=True)
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class FlowStart(Contract):
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request_id: str = Field(min_length=1, max_length=100)
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name: str = Field(min_length=1, max_length=200)
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workflow_id: str | None = None
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workflow_version: int | None = Field(default=None, ge=1)
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input_ids: list[str] = Field(default_factory=list, max_length=20)
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=20)
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hypothesis: str = Field(min_length=1, max_length=10000)
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settings: SimulationSettings
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budget: Budget
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rules: EvaluationRules = Field(default_factory=EvaluationRules)
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batch_candidates: int = Field(default=8, ge=1, le=100)
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seed: int = 0
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template_id: str | None = None
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template_version: int | None = Field(default=None, ge=1)
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parent_alpha_ids: list[str] = Field(default_factory=list, max_length=20)
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@model_validator(mode="after")
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def fixed_references(self):
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if bool(self.workflow_id) != (self.workflow_version is not None):
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raise ValueError("流程引用必须同时提供 ID 和版本")
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if bool(self.template_id) != (self.template_version is not None):
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raise ValueError("模板引用必须同时提供 ID 和版本")
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return self
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class FlowControl(Contract):
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action: Literal["pause", "resume", "stop"]
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version: int = Field(ge=1)
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