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feat(selection): 补充策略执行结果查询链路

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yuxuanhui
2026-08-09 09:34:46 +08:00
parent e9d06df5de
commit 9c1a1eac23
31 changed files with 3566 additions and 14 deletions
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zhixing-server/src/zhixing_server/modules/market_data/infrastructure/schema.py
+79
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@@ -5,6 +5,8 @@ from sqlalchemy import (
Column,
Date,
DateTime,
ForeignKey,
Index,
Integer,
MetaData,
Numeric,
@@ -12,8 +14,10 @@ from sqlalchemy import (
String,
Table,
Text,
UniqueConstraint,
func,
)
from sqlalchemy.dialects.postgresql import JSONB
metadata = MetaData()
@@ -114,3 +118,78 @@ market_sync_item = Table(
Column("created_at", DateTime(timezone=True), nullable=False, server_default=func.now()),
PrimaryKeyConstraint("batch_id", "item_kind", "item_key"),
)
selection_run = Table(
"selection_run",
metadata,
Column("id", String(36), primary_key=True),
Column("strategy", String(64), nullable=False),
Column("target_trade_date", Date, nullable=False),
Column("market_sync_batch_id", String(36), nullable=False),
Column("status", String(24), nullable=False),
Column("target_count", Integer, nullable=False),
Column("eligible_count", Integer, nullable=False, server_default="0"),
Column("evaluated_count", Integer, nullable=False, server_default="0"),
Column("selected_stock_count", Integer, nullable=False, server_default="0"),
Column("signal_count", Integer, nullable=False, server_default="0"),
Column("failed_count", Integer, nullable=False, server_default="0"),
Column("coverage", Numeric(8, 6), nullable=False, server_default="0"),
Column("error_type", String(64)),
Column("error_message", Text),
Column("created_at", DateTime(timezone=True), nullable=False, server_default=func.now()),
Column("finished_at", DateTime(timezone=True)),
UniqueConstraint("strategy", "target_trade_date", name="uq_selection_run_strategy_date"),
)
selection_run_item = Table(
"selection_run_item",
metadata,
Column(
"run_id", String(36), ForeignKey("selection_run.id", ondelete="CASCADE"), nullable=False
),
Column("ts_code", String(12), nullable=False),
Column("name", String(128), nullable=False),
Column("status", String(32), nullable=False),
Column("signal_count", Integer, nullable=False, server_default="0"),
Column("reason", Text),
Column("created_at", DateTime(timezone=True), nullable=False, server_default=func.now()),
PrimaryKeyConstraint("run_id", "ts_code"),
)
selection_signal = Table(
"selection_signal",
metadata,
Column(
"run_id", String(36), ForeignKey("selection_run.id", ondelete="CASCADE"), nullable=False
),
Column("ts_code", String(12), nullable=False),
Column("name", String(128), nullable=False),
Column("target_trade_date", Date, nullable=False),
Column("strategy", String(64), nullable=False),
Column("category", String(64), nullable=False),
Column("close", Numeric(20, 6), nullable=False),
Column("details", JSONB, nullable=False),
Column("created_at", DateTime(timezone=True), nullable=False, server_default=func.now()),
PrimaryKeyConstraint("run_id", "ts_code", "category"),
)
# Keep the declarative metadata aligned with the indexes created by the
# Alembic revisions. Alembic uses this object for both offline inspection
# and future autogeneration, so omitting these indexes would make the schema
# appear drifted even though the migration creates them.
Index("ix_market_daily_bar_trade_date", market_daily_bar.c.trade_date)
Index("ix_market_daily_basic_trade_date", market_daily_basic.c.trade_date)
Index("ix_market_sync_item_status", market_sync_item.c.batch_id, market_sync_item.c.status)
Index(
"ix_selection_run_status_date",
selection_run.c.strategy,
selection_run.c.status,
selection_run.c.target_trade_date,
)
Index("ix_selection_run_item_status", selection_run_item.c.run_id, selection_run_item.c.status)
Index(
"ix_selection_signal_strategy_date",
selection_signal.c.strategy,
selection_signal.c.target_trade_date,
selection_signal.c.ts_code,
)