yuxuanhui
227 lines
6.4 KiB
Python
227 lines
6.4 KiB
Python
"""Fixed, typed inputs shared by HTTP, AI and research producers."""
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import hashlib
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import json
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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 ..preparations.contracts import PreparationReference
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from ..schemas import Contract
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class SimulationSettings(Contract):
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instrumentType: Literal["EQUITY"] = "EQUITY"
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region: str = Field(min_length=1, max_length=50, pattern=r"^[A-Z0-9_]+$")
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universe: str = Field(min_length=1, max_length=100, pattern=r"^[A-Z0-9_]+$")
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delay: Literal[0, 1]
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decay: int = Field(default=0, ge=0, le=10000)
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neutralization: str = Field(default="INDUSTRY", min_length=1, max_length=50, pattern=r"^[A-Z_]+$")
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truncation: float = Field(default=0.08, ge=0, le=1)
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pasteurization: Literal["ON", "OFF"] = "ON"
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unitHandling: Literal["VERIFY"] = "VERIFY"
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nanHandling: Literal["ON", "OFF"] = "OFF"
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language: Literal["FASTEXPR"] = "FASTEXPR"
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visualization: bool = False
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maxTrade: Literal["ON", "OFF"] = "OFF"
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maxPosition: Literal["ON", "OFF"] = "OFF"
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class Candidate(Contract):
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client_item_id: str = Field(min_length=1, max_length=100)
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expression: str = Field(min_length=1, max_length=20000)
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settings: SimulationSettings
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alpha_type: Literal["REGULAR"] = "REGULAR"
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@field_validator("expression")
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@classmethod
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def nonempty(cls, value):
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value = value.strip()
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if not value:
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raise ValueError("表达式不能为空")
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return value
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def platform_input(self):
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return {"type": self.alpha_type, "regular": self.expression, "settings": self.settings.model_dump()}
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class Source(Contract):
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kind: str = Field(default="manual", min_length=1, max_length=100)
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reference: str | None = Field(default=None, max_length=200)
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batch_id: str | None = Field(default=None, max_length=200)
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input_snapshot_ids: list[str] = Field(default_factory=list, max_length=100)
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input_snapshot_id: str | None = Field(default=None, max_length=200)
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research_id: str | None = Field(default=None, max_length=200)
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parent_run_id: str | None = Field(default=None, max_length=36)
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hypothesis: str | None = Field(default=None, max_length=2000)
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class DraftInput(Contract):
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preparation_refs: list[PreparationReference] = Field(default_factory=list, max_length=20)
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input_ids: list[str] = Field(default_factory=list, max_length=20)
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name: str = Field(min_length=1, max_length=200)
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source: Source = Field(default_factory=Source)
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candidates: list[Candidate] = Field(min_length=1, max_length=10000)
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@model_validator(mode="after")
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def unique_ids(self):
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if len({c.client_item_id for c in self.candidates}) != len(self.candidates):
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raise ValueError("client_item_id 在候选集合内必须唯一")
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return self
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class DraftUpdate(DraftInput):
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version: int = Field(ge=1)
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class PreviewInput(Contract):
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draft_id: str | None = Field(default=None, max_length=36)
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draft_version: int | None = Field(default=None, ge=1)
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selection: list[str] | None = Field(default=None, min_length=1, max_length=10000)
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inline: DraftInput | None = None
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@model_validator(mode="after")
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def one_input(self):
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if (self.inline is None) == (self.draft_id is None):
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raise ValueError("必须提供 inline 或 draft_id 之一")
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if self.draft_id and self.draft_version is None:
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raise ValueError("引用草稿时必须提供 draft_version")
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if self.inline and (self.draft_version is not None or self.selection is not None):
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raise ValueError("inline 已经是完整固定集合")
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return self
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class StartInput(Contract):
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preview_id: str = Field(min_length=1, max_length=36)
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version: int = Field(default=1, ge=1)
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idempotency_key: str = Field(min_length=1, max_length=100)
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class ControlInput(Contract):
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action: Literal["pause", "resume", "stop", "recover"]
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version: int = Field(ge=1)
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class RerunInput(Contract):
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item_ids: list[str] = Field(min_length=1, max_length=10000)
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class SchedulerInput(Contract):
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concurrency: int = Field(default=3, ge=1, le=8)
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batch_size: int = Field(default=8, ge=1, le=10)
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version: int = Field(ge=1)
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def fingerprint(payload: dict) -> str:
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return hashlib.sha256(json.dumps(payload, sort_keys=True, separators=(",", ":")).encode()).hexdigest()
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def group_key(candidate: dict):
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settings = candidate["settings"]
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return tuple(settings[k] for k in ("region", "delay", "language", "instrumentType"))
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class ReferenceInput(Contract):
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progress_url: str = Field(min_length=1, max_length=2000)
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version: int = Field(ge=1)
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class SubsetInput(Contract):
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exclude_ids: list[str] = Field(min_length=1, max_length=10000)
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# OpenAPI outputs deliberately keep platform snapshots as extensible objects.
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class SchedulerOutput(Contract):
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concurrency: int
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batch_size: int
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version: int
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blocked_reason: str | None
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blocked_until: str | None
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class PreviewOutput(Contract):
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preview_id: str
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version: int
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name: str
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source: Source
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digest: str
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total: int
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batch_count: int
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batch_size: int
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duplicate_count: int
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duplicates: list[dict]
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items: list[Candidate]
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limit: int
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offset: int
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has_more: bool
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created_at: str
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class RunOutput(Contract):
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backtest_run_id: str
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preview_id: str
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name: str
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source: Source
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ai_context: dict
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control: Literal["active", "paused", "stopped"]
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status: str
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version: int
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total: int
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batch_size: int
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created_at: str
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updated_at: str
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counts: dict[str, dict[str, int]]
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cursor: int
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scheduler: SchedulerOutput
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class RunPage(Contract):
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items: list[RunOutput]
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total: int
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limit: int
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offset: int
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class ResultSnapshot(Contract):
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snapshot: dict
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observed_at: str
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complete: bool
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class ItemOutput(Contract):
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id: str
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client_item_id: str
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expression: str
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settings: SimulationSettings
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attempt_id: str
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platform_status: str
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collection_status: str
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persistence_status: str
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simulation_id: str | None
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alpha_id: str | None
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error: str | None
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result: ResultSnapshot | None
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class ResultPage(Contract):
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backtest_run_id: str
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total: int
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limit: int
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offset: int
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items: list[ItemOutput]
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class EventOutput(Contract):
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seq: int
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kind: str
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payload: dict
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created_at: str
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class EventPage(Contract):
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items: list[EventOutput]
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next_cursor: int
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has_more: bool
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