yuxuanhui
71 lines
2.7 KiB
Python
71 lines
2.7 KiB
Python
"""Read provenance from saved results, retaining every experiment for an Alpha."""
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from collections import defaultdict
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from fastapi import HTTPException
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from fastapi.encoders import jsonable_encoder
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from sqlalchemy import func, select
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from ..models import Alpha, BacktestItem, BacktestResult, BacktestRun
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def saved_sources():
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"""Only persisted results establish provenance; pending platform IDs do not."""
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return (
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select(BacktestResult, BacktestItem, BacktestRun)
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.select_from(BacktestResult)
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.join(BacktestItem, BacktestResult.item_id == BacktestItem.id)
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.join(BacktestRun, BacktestItem.run_id == BacktestRun.id)
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)
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def source_alpha_ids(source=None, source_reference=None, research_id=None, backtest_run_id=None):
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"""An IN subquery keeps list counts and exports independent of source multiplicity."""
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query = saved_sources().with_only_columns(BacktestResult.alpha_id)
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for key, value in (("kind", source), ("reference", source_reference), ("research_id", research_id)):
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if value:
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query = query.where(BacktestRun.source[key].as_string() == value)
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if backtest_run_id:
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query = query.where(BacktestRun.id == backtest_run_id)
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return query
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async def source_kinds(db, alpha_ids=None):
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query = saved_sources().with_only_columns(BacktestResult.alpha_id, BacktestRun.source["kind"].as_string())
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if alpha_ids is not None:
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query = query.where(BacktestResult.alpha_id.in_(alpha_ids))
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values = defaultdict(list)
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for alpha_id, kind in await db.execute(query.distinct()):
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if kind:
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values[alpha_id].append(kind)
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return {alpha_id: sorted(kinds) for alpha_id, kinds in values.items()}
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async def alpha_sources(db, alpha_id, limit=25, offset=0):
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if not await db.get(Alpha, alpha_id):
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raise HTTPException(404, "Alpha 尚未同步")
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query = saved_sources().where(BacktestResult.alpha_id == alpha_id)
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total = await db.scalar(select(func.count()).select_from(query.subquery()))
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rows = await db.execute(
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query.order_by(BacktestResult.observed_at.desc(), BacktestResult.item_id).limit(limit).offset(offset)
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)
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return jsonable_encoder(
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{
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"alpha_id": alpha_id,
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"total": total,
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"limit": limit,
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"offset": offset,
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"items": [
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{
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"backtest_run_id": run.id,
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"name": run.name,
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"source": run.source,
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"item_id": item.id,
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"client_item_id": item.client_item_id,
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"observed_at": result.observed_at,
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}
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for result, item, run in rows
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],
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}
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)
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