feat(selection): 集成 B1 FastDTW 图形评分

2026-08-31 16:14:16 +08:00
parent 86762c0d9a
commit 6ce291e242
51 changed files with 2917 additions and 41 deletions
@@ -0,0 +1,142 @@
+"""Add stock-level versioned B1 pattern scoring results."""
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+from sqlalchemy.dialects import postgresql
+
+revision: str = "0004_selection_pattern_scoring"
+down_revision: str | None = "0003_market_integrity_checks"
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+_PATTERN_BREAKDOWN_CHECK = """
+match_breakdown IS NULL OR (
+    jsonb_typeof(match_breakdown) = 'object'
+    AND CASE WHEN jsonb_typeof(match_breakdown -> 'trend_structure') = 'number'
+        THEN (match_breakdown ->> 'trend_structure')::numeric BETWEEN 0 AND 100
+        ELSE false END
+    AND CASE WHEN jsonb_typeof(match_breakdown -> 'kdj_state') = 'number'
+        THEN (match_breakdown ->> 'kdj_state')::numeric BETWEEN 0 AND 100
+        ELSE false END
+    AND CASE WHEN jsonb_typeof(match_breakdown -> 'volume_pattern') = 'number'
+        THEN (match_breakdown ->> 'volume_pattern')::numeric BETWEEN 0 AND 100
+        ELSE false END
+    AND CASE WHEN jsonb_typeof(match_breakdown -> 'price_shape') = 'number'
+        THEN (match_breakdown ->> 'price_shape')::numeric BETWEEN 0 AND 100
+        ELSE false END
+)
+"""
+
+
+def upgrade() -> None:
+    """Add nullable scoring data while keeping existing runs readable."""
+
+    op.add_column(
+        "selection_run_item",
+        sa.Column(
+            "score_status",
+            sa.String(32),
+            nullable=False,
+            server_default="not_executed",
+        ),
+    )
+    op.add_column("selection_run_item", sa.Column("score_value", sa.Numeric(5, 2)))
+    op.add_column("selection_run_item", sa.Column("score_threshold", sa.Numeric(5, 2)))
+    op.add_column("selection_run_item", sa.Column("score_version", sa.String(64)))
+    op.add_column("selection_run_item", sa.Column("match_case_id", sa.String(32)))
+    op.add_column("selection_run_item", sa.Column("match_case_name", sa.String(128)))
+    op.add_column("selection_run_item", sa.Column("match_case_breakout_date", sa.Date()))
+    op.add_column(
+        "selection_run_item",
+        sa.Column("match_breakdown", postgresql.JSONB(astext_type=sa.Text())),
+    )
+    op.add_column("selection_run_item", sa.Column("score_reason", sa.Text()))
+    op.create_check_constraint(
+        "ck_selection_run_item_score_status",
+        "selection_run_item",
+        "score_status IN ('not_executed', 'matched', 'below_threshold', 'failed')",
+    )
+    op.create_check_constraint(
+        "ck_selection_run_item_score_value_range",
+        "selection_run_item",
+        "score_value IS NULL OR score_value BETWEEN 0 AND 100",
+    )
+    op.create_check_constraint(
+        "ck_selection_run_item_score_threshold_range",
+        "selection_run_item",
+        "score_threshold IS NULL OR score_threshold BETWEEN 0 AND 100",
+    )
+    op.create_check_constraint(
+        "ck_selection_run_item_breakdown_range",
+        "selection_run_item",
+        _PATTERN_BREAKDOWN_CHECK,
+    )
+    op.create_check_constraint(
+        "ck_selection_run_item_score_shape",
+        "selection_run_item",
+        "(score_status = 'not_executed' AND score_value IS NULL AND score_threshold IS NULL "
+        "AND score_version IS NULL AND match_case_id IS NULL AND match_case_name IS NULL "
+        "AND match_case_breakout_date IS NULL AND match_breakdown IS NULL "
+        "AND score_reason IS NULL) "
+        "OR (score_status = 'failed' AND score_value IS NULL AND score_threshold IS NULL "
+        "AND score_version IS NULL AND match_case_id IS NULL AND match_case_name IS NULL "
+        "AND match_case_breakout_date IS NULL AND match_breakdown IS NULL "
+        "AND score_reason IS NOT NULL) "
+        "OR (score_status IN ('matched', 'below_threshold') AND score_value IS NOT NULL "
+        "AND score_threshold IS NOT NULL AND score_version IS NOT NULL "
+        "AND match_case_id IS NOT NULL AND match_case_name IS NOT NULL "
+        "AND match_case_breakout_date IS NOT NULL AND match_breakdown IS NOT NULL "
+        "AND score_reason IS NULL "
+        "AND ((score_status = 'matched' AND score_value >= score_threshold) "
+        "OR (score_status = 'below_threshold' AND score_value < score_threshold)))",
+    )
+    op.create_index(
+        "ix_selection_run_item_score",
+        "selection_run_item",
+        ["run_id", sa.text("score_value DESC"), "ts_code"],
+    )
+
+
+def downgrade() -> None:
+    """Remove only the additive stock-level scoring contract."""
+
+    op.drop_index("ix_selection_run_item_score", table_name="selection_run_item")
+    op.drop_constraint(
+        "ck_selection_run_item_score_shape",
+        "selection_run_item",
+        type_="check",
+    )
+    op.drop_constraint(
+        "ck_selection_run_item_score_threshold_range",
+        "selection_run_item",
+        type_="check",
+    )
+    op.drop_constraint(
+        "ck_selection_run_item_breakdown_range",
+        "selection_run_item",
+        type_="check",
+    )
+    op.drop_constraint(
+        "ck_selection_run_item_score_value_range",
+        "selection_run_item",
+        type_="check",
+    )
+    op.drop_constraint(
+        "ck_selection_run_item_score_status",
+        "selection_run_item",
+        type_="check",
+    )
+    for column in (
+        "score_reason",
+        "match_breakdown",
+        "match_case_breakout_date",
+        "match_case_name",
+        "match_case_id",
+        "score_version",
+        "score_threshold",
+        "score_value",
+        "score_status",
+    ):
+        op.drop_column("selection_run_item", column)