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
+100
View File
@@ -1,5 +1,6 @@
"""HTTP contracts for triggering and querying persisted selection runs."""
from dataclasses import replace
from datetime import date
from decimal import Decimal
@@ -11,6 +12,12 @@ from zhixing_server.bootstrap.app import create_app
from zhixing_server.bootstrap.config import Settings
from zhixing_server.modules.selection.application.run import PreparedSelectionRun
from zhixing_server.modules.selection.domain.models import SelectionSignal, ZhixingB1Category
from zhixing_server.modules.selection.domain.pattern_scoring import (
PATTERN_SCORING_VERSION,
ZHIXING_B1_PATTERN_CASES,
PatternScore,
PatternScoreBreakdown,
)
from zhixing_server.modules.selection.domain.runs import (
SelectionExecutionSource,
SelectionRerunRequired,
@@ -130,6 +137,14 @@ def _run(run_id: str, status: str) -> SelectionRun:
name="平安银行",
status="selected",
signal_count=2,
pattern_score=PatternScore(
status="matched",
value=86.4,
threshold=60.0,
version=PATTERN_SCORING_VERSION,
case=ZHIXING_B1_PATTERN_CASES[0],
breakdown=PatternScoreBreakdown(71.2, 83.0, 88.0, 90.1),
),
signals=(original_signal, pullback_signal),
),
),
@@ -238,6 +253,24 @@ def test_query_returns_persisted_signal_details() -> None:
assert "signals" not in body
assert len(body["stocks"]) == 1
assert body["stocks"][0]["ts_code"] == "000001.SZ"
assert body["stocks"][0]["score"] == {
"status": "matched",
"value": 86.4,
"threshold": 60.0,
"version": PATTERN_SCORING_VERSION,
"case": {
"id": "case_001",
"name": "华纳药厂",
"breakout_date": "2025-05-12",
},
"breakdown": {
"trend_structure": 71.2,
"kdj_state": 83.0,
"volume_pattern": 88.0,
"price_shape": 90.1,
},
"reason": None,
}
assert [signal["category"] for signal in body["stocks"][0]["signals"]] == [
"zhixing_b1_original_b1",
"zhixing_b1_pullback_white",
@@ -248,6 +281,59 @@ def test_query_returns_persisted_signal_details() -> None:
]
@pytest.mark.parametrize(
("pattern_score", "expected_score"),
[
(
PatternScore(
status="below_threshold",
value=42.5,
threshold=60.0,
version=PATTERN_SCORING_VERSION,
case=ZHIXING_B1_PATTERN_CASES[0],
breakdown=PatternScoreBreakdown(40.0, 42.0, 43.0, 44.0),
),
{
"status": "below_threshold",
"value": None,
"threshold": 60.0,
"version": PATTERN_SCORING_VERSION,
"case": None,
"breakdown": None,
"reason": "未匹配到评分阈值以上案例",
},
),
(
PatternScore.failed("FastDTW unavailable"),
{
"status": "failed",
"value": None,
"threshold": None,
"version": None,
"case": None,
"breakdown": None,
"reason": "FastDTW unavailable",
},
),
(PatternScore(), None),
],
)
def test_query_preserves_signals_for_every_pattern_score_state(
pattern_score: PatternScore,
expected_score: dict[str, object] | None,
) -> None:
run = _run("run-http", "success")
run = replace(run, items=(replace(run.items[0], pattern_score=pattern_score),))
response = _client(FakeSelectionService(run)).get("/api/v1/selection/results")
assert response.status_code == 200
stock = response.json()["stocks"][0]
assert stock["score"] == expected_score
assert len(stock["signals"]) == 2
assert response.json()["failures"] == []
def test_query_forwards_pagination_and_filters() -> None:
service = FakeSelectionService(_run("run-http", "success"))
@@ -259,6 +345,7 @@ def test_query_forwards_pagination_and_filters() -> None:
"page_size": 5,
"search": " 平安银行 ",
"category": "original",
"sort": "score_desc",
},
)
@@ -268,6 +355,7 @@ def test_query_forwards_pagination_and_filters() -> None:
page_size=5,
search="平安银行",
category="original",
sort="score_desc",
)
assert response.json()["page"] == 2
assert response.json()["page_size"] == 5
@@ -282,6 +370,18 @@ def test_query_rejects_invalid_page_size() -> None:
assert response.status_code == 422
def test_query_forwards_score_ascending_sort() -> None:
service = FakeSelectionService(_run("run-http", "success"))
response = _client(service).get(
"/api/v1/selection/results",
params={"strategy": "zhixing_b1", "sort": "score_asc"},
)
assert response.status_code == 200
assert service.last_query == SelectionResultQuery(sort="score_asc")
def test_run_polling_returns_the_persisted_terminal_result() -> None:
response = _client(FakeSelectionService(_run("run-http", "success"))).get(
"/api/v1/selection/runs/run-http"