feat(selection): 补充策略执行结果查询链路

2026-08-09 09:34:46 +08:00
parent e9d06df5de
commit 9c1a1eac23
31 changed files with 3566 additions and 14 deletions
@@ -0,0 +1,112 @@
+"""Create persisted selection run and signal result tables."""
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+from sqlalchemy.dialects.postgresql import JSONB
+
+revision: str = "0002_selection_results"
+down_revision: str | None = "0001_market_data"
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+
+def upgrade() -> None:
+    """Create the current selection-run result model."""
+
+    op.create_table(
+        "selection_run",
+        sa.Column("id", sa.String(36), primary_key=True),
+        sa.Column("strategy", sa.String(64), nullable=False),
+        sa.Column("target_trade_date", sa.Date(), nullable=False),
+        sa.Column("market_sync_batch_id", sa.String(36), nullable=False),
+        sa.Column("status", sa.String(24), nullable=False),
+        sa.Column("target_count", sa.Integer(), nullable=False),
+        sa.Column("eligible_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("evaluated_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("selected_stock_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("signal_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("failed_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("coverage", sa.Numeric(8, 6), nullable=False, server_default="0"),
+        sa.Column("error_type", sa.String(64)),
+        sa.Column("error_message", sa.Text()),
+        sa.Column(
+            "created_at",
+            sa.DateTime(timezone=True),
+            nullable=False,
+            server_default=sa.text("now()"),
+        ),
+        sa.Column("finished_at", sa.DateTime(timezone=True)),
+        sa.UniqueConstraint(
+            "strategy",
+            "target_trade_date",
+            name="uq_selection_run_strategy_date",
+        ),
+    )
+    op.create_index(
+        "ix_selection_run_status_date",
+        "selection_run",
+        ["strategy", "status", "target_trade_date"],
+    )
+    op.create_table(
+        "selection_run_item",
+        sa.Column(
+            "run_id",
+            sa.String(36),
+            sa.ForeignKey("selection_run.id", ondelete="CASCADE"),
+            nullable=False,
+        ),
+        sa.Column("ts_code", sa.String(12), nullable=False),
+        sa.Column("name", sa.String(128), nullable=False),
+        sa.Column("status", sa.String(32), nullable=False),
+        sa.Column("signal_count", sa.Integer(), nullable=False, server_default="0"),
+        sa.Column("reason", sa.Text()),
+        sa.Column(
+            "created_at",
+            sa.DateTime(timezone=True),
+            nullable=False,
+            server_default=sa.text("now()"),
+        ),
+        sa.PrimaryKeyConstraint("run_id", "ts_code"),
+    )
+    op.create_index("ix_selection_run_item_status", "selection_run_item", ["run_id", "status"])
+    op.create_table(
+        "selection_signal",
+        sa.Column(
+            "run_id",
+            sa.String(36),
+            sa.ForeignKey("selection_run.id", ondelete="CASCADE"),
+            nullable=False,
+        ),
+        sa.Column("ts_code", sa.String(12), nullable=False),
+        sa.Column("name", sa.String(128), nullable=False),
+        sa.Column("target_trade_date", sa.Date(), nullable=False),
+        sa.Column("strategy", sa.String(64), nullable=False),
+        sa.Column("category", sa.String(64), nullable=False),
+        sa.Column("close", sa.Numeric(20, 6), nullable=False),
+        sa.Column("details", JSONB, nullable=False),
+        sa.Column(
+            "created_at",
+            sa.DateTime(timezone=True),
+            nullable=False,
+            server_default=sa.text("now()"),
+        ),
+        sa.PrimaryKeyConstraint("run_id", "ts_code", "category"),
+    )
+    op.create_index(
+        "ix_selection_signal_strategy_date",
+        "selection_signal",
+        ["strategy", "target_trade_date", "ts_code"],
+    )
+
+
+def downgrade() -> None:
+    """Drop selection result tables in dependency-safe order."""
+
+    op.drop_index("ix_selection_signal_strategy_date", table_name="selection_signal")
+    op.drop_table("selection_signal")
+    op.drop_index("ix_selection_run_item_status", table_name="selection_run_item")
+    op.drop_table("selection_run_item")
+    op.drop_index("ix_selection_run_status_date", table_name="selection_run")
+    op.drop_table("selection_run")