feat(selection): 集成 B1 FastDTW 图形评分

This commit is contained in:
yuxuanhui
2026-08-31 16:14:16 +08:00
parent 86762c0d9a
commit 6ce291e242
51 changed files with 2917 additions and 41 deletions
@@ -13,6 +13,10 @@ from zhixing_server.modules.selection.application.run import (
RunZhixingB1,
)
from zhixing_server.modules.selection.domain.models import SelectionSignal
from zhixing_server.modules.selection.domain.pattern_scoring import (
PatternScore,
ZhixingB1PatternScorer,
)
from zhixing_server.modules.selection.domain.runs import (
SelectionRerunRequired,
SelectionResultQuery,
@@ -23,6 +27,7 @@ from zhixing_server.modules.selection.domain.runs import (
from zhixing_server.modules.selection.infrastructure.postgres_pool import SelectionPostgresPool
from zhixing_server.modules.selection.infrastructure.postgres_reader import (
PostgresMarketDataReader,
PostgresPatternCaseLibraryLoader,
SelectionMarketDataNotReady,
SelectionReaderError,
)
@@ -82,6 +87,35 @@ class SelectionFailureResponse(BaseModel):
reason: str | None
class SelectionPatternCaseResponse(BaseModel):
"""The best matching versioned case for one computed score."""
id: str
name: str
breakout_date: date
class SelectionPatternBreakdownResponse(BaseModel):
"""The four finite 0-100 similarity dimensions."""
trend_structure: float = Field(ge=0, le=100)
kdj_state: float = Field(ge=0, le=100)
volume_pattern: float = Field(ge=0, le=100)
price_shape: float = Field(ge=0, le=100)
class SelectionPatternScoreResponse(BaseModel):
"""A stock-level enrichment independent of selection evaluation status."""
status: Literal["matched", "below_threshold", "failed"]
value: float | None = Field(default=None, ge=0, le=100)
threshold: float | None = Field(default=None, ge=0, le=100)
version: str | None = None
case: SelectionPatternCaseResponse | None = None
breakdown: SelectionPatternBreakdownResponse | None = None
reason: str | None = None
def _empty_failures() -> list[SelectionFailureResponse]:
"""Create a typed default list for Pydantic's strict checker."""
@@ -102,6 +136,7 @@ class SelectionStockResponse(BaseModel):
target_trade_date: date
strategy: StrategyValue
close: float
score: SelectionPatternScoreResponse | None = None
signals: list[SelectionSignalResponse] = Field(default_factory=_empty_signals)
@@ -144,10 +179,14 @@ def get_selection_service(
pool = get_selection_postgres_pool(settings)
reader = PostgresMarketDataReader(settings, pool=pool)
pattern_case_loader = PostgresPatternCaseLibraryLoader(settings, pool=pool)
store = PostgresSelectionRunRepository(settings.database_url, pool=pool)
return RunZhixingB1(
reader,
store,
pattern_case_loader=pattern_case_loader,
pattern_scorer=ZhixingB1PatternScorer(),
pattern_scoring_enabled=settings.selection_pattern_scoring_enabled,
max_workers=settings.selection_max_workers,
batch_size=settings.selection_batch_size,
)
@@ -225,11 +264,12 @@ def get_selection_run(
page_size: Annotated[int, Query(ge=1, le=100)] = 10,
search: Annotated[str | None, Query(max_length=100)] = None,
category: Literal["pullback", "oversold", "original"] | None = None,
sort: Literal["code", "score_desc", "score_asc"] = "code",
) -> SelectionResultsResponse:
"""Return one run for asynchronous polling."""
try:
query = _result_query(page, page_size, search, category)
query = _result_query(page, page_size, search, category, sort)
run = service.get_run(run_id, query=query)
except SelectionRunStoreError as exc:
raise _http_error(503, "selection_storage_unavailable", str(exc)) from exc
@@ -247,11 +287,12 @@ def get_selection_results(
page_size: Annotated[int, Query(ge=1, le=100)] = 10,
search: Annotated[str | None, Query(max_length=100)] = None,
category: Literal["pullback", "oversold", "original"] | None = None,
sort: Literal["code", "score_desc", "score_asc"] = "code",
) -> SelectionResultsResponse:
"""Return the current persisted result for a strategy and optional date."""
try:
query = _result_query(page, page_size, search, category)
query = _result_query(page, page_size, search, category, sort)
run = service.get_latest(strategy, target_trade_date, query=query)
except SelectionRunStoreError as exc:
raise _http_error(503, "selection_storage_unavailable", str(exc)) from exc
@@ -276,6 +317,7 @@ def _run_response(run: SelectionRun, *, query: SelectionResultQuery) -> Selectio
signals_by_stock: dict[str, list[SelectionSignalResponse]] = {}
for signal in run.signals:
signals_by_stock.setdefault(signal.ts_code, []).append(_signal_response(signal))
items_by_stock = {item.ts_code: item for item in run.items}
return SelectionResultsResponse(
strategy=run.strategy,
@@ -316,6 +358,7 @@ def _run_response(run: SelectionRun, *, query: SelectionResultQuery) -> Selectio
target_trade_date=signals[0].target_trade_date,
strategy=signals[0].strategy,
close=signals[0].close,
score=_pattern_score_response(items_by_stock[signals[0].ts_code].pattern_score),
signals=signals,
)
for signals in signals_by_stock.values()
@@ -337,11 +380,43 @@ def _signal_response(signal: SelectionSignal) -> SelectionSignalResponse:
)
def _pattern_score_response(score: PatternScore) -> SelectionPatternScoreResponse | None:
"""Hide not-executed scores and expose validated computed/failure states."""
if score.status == "not_executed":
return None
if score.status == "failed":
return SelectionPatternScoreResponse(status="failed", reason=score.reason)
if score.status == "below_threshold":
return SelectionPatternScoreResponse(
status="below_threshold",
threshold=score.threshold,
version=score.version,
reason="未匹配到评分阈值以上案例",
)
if score.case is None or score.breakdown is None:
return SelectionPatternScoreResponse(status="failed", reason="评分结果不完整")
return SelectionPatternScoreResponse(
status=score.status,
value=score.value,
threshold=score.threshold,
version=score.version,
case=SelectionPatternCaseResponse(
id=score.case.id,
name=score.case.name,
breakout_date=score.case.breakout_date,
),
breakdown=SelectionPatternBreakdownResponse(**score.breakdown.as_dict()),
reason=score.reason,
)
def _result_query(
page: int,
page_size: int,
search: str | None,
category: Literal["pullback", "oversold", "original"] | None,
sort: Literal["code", "score_desc", "score_asc"],
) -> SelectionResultQuery:
"""Normalize HTTP query values before handing them to the selection port."""
@@ -351,6 +426,7 @@ def _result_query(
page_size=page_size,
search=normalized_search or None,
category=category,
sort=sort,
)