feat(selection): 补充策略执行结果查询链路

This commit is contained in:
yuxuanhui
2026-08-09 09:34:46 +08:00
parent e9d06df5de
commit 9c1a1eac23
31 changed files with 3566 additions and 14 deletions
@@ -11,12 +11,17 @@ import psycopg
from ....bootstrap.config import Settings
from ..domain.models import SelectionBar, SelectionDailyBasic, StockHistory
from ..domain.ports import MarketDataReaderError
from ..domain.runs import SelectionExecutionSource, SelectionStock
class SelectionReaderError(MarketDataReaderError):
"""Database read failure with stock and target-date context."""
class SelectionMarketDataNotReady(MarketDataReaderError):
"""The requested date has no market-data batch eligible for selection."""
_HISTORY_QUERY = """
SELECT
bar.ts_code,
@@ -41,6 +46,41 @@ WHERE bar.ts_code = %s
ORDER BY bar.trade_date ASC
"""
_SOURCE_QUERY = """
SELECT id, target_count, valid_count, coverage
FROM market_sync_batch
WHERE target_trade_date = %s
AND strategy_eligible = true
AND status IN ('success', 'partial_success')
ORDER BY finished_at DESC NULLS LAST, created_at DESC, id DESC
LIMIT 1
"""
_ELIGIBLE_STOCKS_QUERY = """
SELECT stock.ts_code, stock.name
FROM market_stock AS stock
WHERE stock.is_active = true
AND EXISTS (
SELECT 1
FROM market_daily_bar AS bar
WHERE bar.ts_code = stock.ts_code
AND bar.trade_date = %s
AND bar.source_adj = 'qfq'
AND bar.open IS NOT NULL
AND bar.high IS NOT NULL
AND bar.low IS NOT NULL
AND bar.close IS NOT NULL
AND bar.vol IS NOT NULL
)
AND EXISTS (
SELECT 1
FROM market_daily_basic AS basic
WHERE basic.ts_code = stock.ts_code
AND basic.trade_date = %s
)
ORDER BY stock.ts_code
"""
def _as_date(value: object) -> date:
"""Convert a PostgreSQL date-like scalar to a date."""
@@ -122,6 +162,64 @@ class PostgresMarketDataReader:
daily_basic={trade_date: daily_basic[trade_date] for trade_date in sorted(daily_basic)},
)
def load_execution_source(
self,
strategy: str,
target_trade_date: date,
) -> SelectionExecutionSource:
"""Load the qualified market-data snapshot for a strategy run.
Args:
strategy: Supported strategy identity. The current reader accepts
``zhixing_b1`` and keeps the parameter explicit for future
strategy-specific eligibility rules.
target_trade_date: Historical trading date to evaluate.
Returns:
The eligible stock snapshot and its source synchronization facts.
Raises:
SelectionMarketDataNotReady: If no eligible synchronization batch
or complete active stock exists for the requested date.
SelectionReaderError: If PostgreSQL cannot complete the read.
"""
if strategy != "zhixing_b1":
raise SelectionMarketDataNotReady(f"unsupported selection strategy: {strategy}")
try:
with psycopg.connect(self.database_url) as connection:
source_row = connection.execute(_SOURCE_QUERY, (target_trade_date,)).fetchone()
if source_row is None:
raise SelectionMarketDataNotReady(
f"market data is not strategy-eligible for {target_trade_date.isoformat()}"
)
stock_rows = connection.execute(
_ELIGIBLE_STOCKS_QUERY,
(target_trade_date, target_trade_date),
).fetchall()
except SelectionMarketDataNotReady:
raise
except psycopg.Error as exc:
raise SelectionReaderError(
f"failed to load selection source at {target_trade_date.isoformat()}"
) from exc
stocks = tuple(
SelectionStock(ts_code=str(row[0]), name=str(row[1] or "")) for row in stock_rows
)
if not stocks:
raise SelectionMarketDataNotReady(
f"no eligible stocks have complete market data for {target_trade_date.isoformat()}"
)
return SelectionExecutionSource(
market_sync_batch_id=str(source_row[0]),
target_trade_date=target_trade_date,
target_count=int(source_row[1]),
valid_count=int(source_row[2]),
coverage=Decimal(str(source_row[3])),
stocks=stocks,
)
@staticmethod
def _map_row(
row: tuple[object, ...],