feat(sector-radar): add weighted scores and rank-change views

zhixing-server/tests/test_sector_radar_http.py

@@ -225,6 +225,35 @@ def test_no_data_is_a_stable_200_response() -> None:
     assert rankings.json()["rows"] == []
 
 
+def test_weighted_score_and_all_rank_changes_cross_the_http_boundary() -> None:
+    reader = FakeReader()
+    ranking = _ranking()
+    reader.page = replace(
+        reader.page,
+        rows=(
+            replace(
+                ranking,
+                observation=replace(
+                    ranking.observation, weighted_score=Decimal("712.345678901234")
+                ),
+            ),
+        ),
+        comparison_trade_date=date(2026, 8, 21),
+        rank_change_values={
+            "BK0001.DC": {MetricKind.AMOUNT: 3, MetricKind.RATIO: 0, MetricKind.SWING: None}
+        },
+    )
+    response = _client(reader).get("/api/v1/sector-radar/rankings", params={"view": "rank_change"})
+    assert response.status_code == 200
+    assert (
+        reader.last_query is not None and reader.last_query.rank_change_metric is MetricKind.SWING
+    )
+    payload = response.json()
+    assert payload["comparison_trade_date"] == "2026-08-21"
+    assert payload["rows"][0]["weighted_score"] == "712.345678901234"
+    assert payload["rows"][0]["rank_change_values"] == {"amount": 3, "ratio": 0, "swing": None}
+
+
 def test_http_contract_rejects_zero_rank_percentile() -> None:
     payload = _client(FakeReader()).get("/api/v1/sector-radar/rankings").json()["rows"][0]
     payload["rank_percentile"] = "0"

zhixing-server/tests/unit/sector_radar/test_build.py

@@ -599,10 +599,14 @@ def test_tenth_trading_day_publishes_swing_and_five_rank_changes() -> None:
     swing = tuple(
         ranking
         for ranking in current
-        if ranking.observation.metric_version == "zhixing_swing_equal_3_10_v1"
+        if ranking.observation.metric_version == "zhixing_swing_weighted_v2"
     )
     assert len(swing) == 2
-    assert all(ranking.observation.value == Decimal("0.03") for ranking in swing)
+    assert all(
+        ranking.observation.value == pytest.approx(Decimal(150000) / Decimal(5000100))
+        for ranking in swing
+    )
+    assert all(ranking.observation.weighted_score is not None for ranking in swing)
     assert all(
         tuple(change.value for change in ranking.rank_changes) == (None, None, None, None, None)
         for ranking in swing
@@ -786,7 +790,7 @@ def test_detail_history_and_ranking_extras_http_use_the_same_publication() -> No
         row = ranking.json()["rows"][0]
         assert row["pct_change"] == "1"
         assert Decimal(row["daily_net_amount_yuan"]) == 150000
-        assert Decimal(row["daily_ratio"]) == Decimal("0.03")
+        assert Decimal(row["daily_ratio"]) == Decimal(150000) / Decimal(5000100)
         assert row["on_list_count"] == row["history_available_days"] == 1
         assert client.get(base + "/detail").status_code == 422
         absent = client.get(base + "/detail", params={"trade_date": "2020-01-01"})
@@ -805,6 +809,13 @@ def test_postgres_detail_migration_and_build_roundtrip(monkeypatch: pytest.Monke
 
     from zhixing_server.bootstrap.config import sqlalchemy_database_url
     from zhixing_server.modules.sector_radar.application.details import ReadRadarDetails
+    from zhixing_server.modules.sector_radar.application.recompute import RecomputeSectorRadar
+    from zhixing_server.modules.sector_radar.domain.metrics import (
+        AmountNetStrategy,
+        RatioTurnoverStrategy,
+        SwingEqualThreeToTenStrategy,
+    )
+    from zhixing_server.modules.sector_radar.domain.models import MetricKind
     from zhixing_server.modules.sector_radar.infrastructure.postgres import (
         PostgresSectorRadarRepository,
     )
@@ -843,7 +854,7 @@ def test_postgres_detail_migration_and_build_roundtrip(monkeypatch: pytest.Monke
         assert detail.summary["amount"].metric_value == Decimal("0.0015")
         with psycopg.connect(database_url) as connection:
             assert connection.execute("SELECT version_num FROM alembic_version").fetchone() == (
-                "0009_radar_sector_detail",
+                "0010_radar_weighted_score",
             )
             row = connection.execute(
                 "SELECT pct_change, leading_code FROM sector_radar_daily_aggregate "
@@ -863,5 +874,140 @@ def test_postgres_detail_migration_and_build_roundtrip(monkeypatch: pytest.Monke
                     "SET active_buy_net_amount_yuan = 'NaN'::numeric WHERE trade_date = %s",
                     (target,),
                 )
+        # Exercise every ranking projection against persisted v2 scores, while
+        # keeping the original source publication and its NULL score readable.
+        start, end = target + timedelta(days=31), target + timedelta(days=46)
+        interval = BuildSectorRadarCommand(start_date=start, end_date=end)
+        source = FakeRadarSource()
+        legacy = BuildSectorRadar(
+            source,
+            repository,
+            now_fn=lambda: NOW,
+            strategies=(
+                AmountNetStrategy(),
+                RatioTurnoverStrategy(),
+                SwingEqualThreeToTenStrategy(),
+            ),
+        ).execute(interval)
+        assert legacy.status in ("success", "unchanged")
+        old_id = legacy.outcomes[-1].publication_id
+        assert old_id is not None
+        old_rows = tuple(repository.load_rankings(old_id))
+        assert all(row.observation.weighted_score is None for row in old_rows)
+        source.calls.clear()
+        rescore = RecomputeSectorRadar(repository, now_fn=lambda: NOW + timedelta(hours=1))
+        updated = rescore.execute(interval)
+        assert updated.status in ("success", "unchanged")
+        updated_id = updated.outcomes[-1].publication_id
+        assert updated_id is not None and updated_id != old_id
+        assert source.calls == []
+        assert tuple(repository.load_rankings(old_id)) == old_rows
+        current_rows = tuple(repository.load_rankings(updated_id))
+        scored = next(
+            row
+            for row in current_rows
+            if row.observation.metric_kind is MetricKind.SWING
+            and row.observation.sector_type is SectorType.CONCEPT
+        )
+        expected = ((Decimal(5000000) + 1).log10() * 100).quantize(Decimal("0.000000000001"))
+        assert scored.observation.weighted_score == expected
+        assert scored.rank_change(5) == 0
+        assert dict(repository.load_publication_rankings((updated_id,)))[updated_id] == current_rows
+        previous = dict(repository.load_previous_rankings(end + timedelta(days=1), limit_dates=1))
+        assert previous[end] == current_rows
+        historical = repository.load_ranked_history((updated_id,), ("BK0001.DC",))
+        assert any(row.ranking == scored for row in historical)
+        detail = ReadRadarDetails(repository).detail(end, SectorType.CONCEPT, "BK0001.DC")
+        assert detail.summary["swing"].weighted_score == expected
+        assert detail.pct_change == 1 and len(detail.members) == 5
+        assert rescore.execute(interval).status == "unchanged"
+        with (
+            psycopg.connect(database_url) as connection,
+            pytest.raises(psycopg.errors.CheckViolation),
+            connection.transaction(),
+        ):
+            connection.execute(
+                "UPDATE sector_radar_ranking SET weighted_score = 'NaN'::numeric "
+                "WHERE publication_id = %s",
+                (updated_id,),
+            )
     finally:
         repository.close()
+
+
+def test_offline_rescore_is_idempotent_preserves_old_publications_and_details() -> None:
+    from zhixing_server.modules.sector_radar.application.details import ReadRadarDetails
+    from zhixing_server.modules.sector_radar.application.read import (
+        RadarQuery,
+        RadarView,
+        ReadSectorRadar,
+    )
+    from zhixing_server.modules.sector_radar.application.recompute import RecomputeSectorRadar
+    from zhixing_server.modules.sector_radar.domain.metrics import (
+        AmountNetStrategy,
+        RatioTurnoverStrategy,
+        SwingEqualThreeToTenStrategy,
+    )
+
+    source = FakeRadarSource()
+    repository = InMemorySectorRadarRepository()
+    end = TARGET_DATE + timedelta(days=15)
+    command = BuildSectorRadarCommand(start_date=TARGET_DATE, end_date=end)
+    initial = BuildSectorRadar(
+        source,
+        repository,
+        now_fn=lambda: NOW,
+        strategies=(AmountNetStrategy(), RatioTurnoverStrategy(), SwingEqualThreeToTenStrategy()),
+    ).execute(command)
+    assert initial.status == "success"
+    old_publications = repository.publications.copy()
+    old_rankings = repository.rankings.copy()
+    snapshot_count = len(repository.source_snapshots)
+    source.calls.clear()
+    source.fail_daily = True
+    service = RecomputeSectorRadar(repository, now_fn=lambda: NOW + timedelta(hours=1))
+    result = service.execute(command)
+    assert result.status == "success"
+    assert all(repository.publications[key] == value for key, value in old_publications.items())
+    assert all(repository.rankings[key] == value for key, value in old_rankings.items())
+    assert len(repository.source_snapshots) == snapshot_count
+    assert source.calls == []
+    latest = repository.get_last_good_publication(end)
+    assert latest is not None
+    assert "zhixing_swing_weighted_v2" in latest.metric_versions
+    count = len(repository.publications)
+    assert service.execute(command).status == "unchanged"
+    assert len(repository.publications) == count
+    reader = ReadSectorRadar(repository)
+    page = reader.query(RadarQuery(trade_date=end, view=RadarView.SWING))
+    assert len(page.rows) == 1
+    assert page.rows[0].observation.weighted_score is not None
+    assert page.rows[0].rank_change(5) == 0
+    detail = ReadRadarDetails(repository).detail(end, SectorType.CONCEPT, "BK0001.DC")
+    assert len(detail.members) == 5
+    assert detail.pct_change == 1
+    assert detail.summary["swing"].weighted_score == page.rows[0].observation.weighted_score
+    assert detail.summary["swing"].rank_position == page.rows[0].rank_position
+
+
+def test_offline_rescore_failure_does_not_replace_last_good(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    from unittest.mock import Mock
+
+    from zhixing_server.modules.sector_radar.application.recompute import RecomputeSectorRadar
+
+    repository = InMemorySectorRadarRepository()
+    command = BuildSectorRadarCommand(trade_date=TARGET_DATE)
+    BuildSectorRadar(FakeRadarSource(), repository, now_fn=lambda: NOW).execute(command)
+    before = repository.get_last_good_publication()
+    monkeypatch.setattr(
+        repository, "finalize_publication", Mock(side_effect=RuntimeError("injected failure"))
+    )
+    result = RecomputeSectorRadar(repository, now_fn=lambda: NOW + timedelta(hours=1)).execute(
+        command
+    )
+    assert result.status == "failed"
+    assert repository.get_last_good_publication() == before
+    latest = repository.get_latest_publication()
+    assert latest is not None and latest.status is PublicationStatus.FAILED

zhixing-server/tests/unit/sector_radar/test_postgres_repository.py

@@ -61,6 +61,7 @@ class FakeConnection:
                         1,
                         Decimal(100),
                         {"1": 3, "2": None},
+                        None,
                     ),
                 )
             )
@@ -161,6 +162,7 @@ def test_load_rankings_reconstructs_values_and_rank_changes() -> None:
     ranking = rankings[0]
     assert ranking.observation.metric_version == "zhixing_amount_net_bn_v1"
     assert ranking.observation.value == Decimal("12.5")
+    assert ranking.observation.weighted_score is None
     assert ranking.rank_position == 1
     assert ranking.rank_change(1) == 3
     assert ranking.rank_change(2) is None

zhixing-server/tests/unit/sector_radar/test_read.py

@@ -158,7 +158,45 @@ def test_percentile_side_is_selected_before_search_and_pagination() -> None:
 
 
 def test_rank_change_uses_selected_metric_days_and_pool_sides() -> None:
-    reader = ReadSectorRadar(_published_repository())
+    from zhixing_server.modules.sector_radar.domain.persistence import (
+        PublicationSourceGroup,
+        PublicationSourceRecord,
+    )
+    from zhixing_server.modules.sector_radar.domain.source import build_source_snapshot
+
+    repository = _published_repository()
+    dates = [date(2026, 8, day) for day in [21, 24, 25, 26, 27, 28]]
+    calendar = build_source_snapshot(
+        api_name="trade_cal",
+        params={},
+        observed_at=NOW,
+        target_trade_date=TARGET_DATE,
+        rows=tuple({"exchange": "SSE", "cal_date": day.isoformat(), "is_open": 1} for day in dates),
+    )
+    repository.save_source_snapshots((calendar,))
+    repository.save_publication_sources(
+        (
+            PublicationSourceRecord(
+                "publication-success", PublicationSourceGroup.CALENDAR, 0, calendar
+            ),
+        )
+    )
+    old = _running("past-publication", dates[0])
+    repository.create_publication(old)
+    past = tuple(
+        replace(
+            row.observation,
+            trade_date=dates[0],
+            value=Decimal(index),
+            sector_code="BK9999.DC" if index == 5 else row.observation.sector_code,
+        )
+        for index, row in enumerate(_amount_rankings(), 1)
+    )
+    repository.save_rankings(
+        RankingRecord(old.publication_id, row) for row in rank_metric_observations(past)
+    )
+    repository.finish_publication(_finish(old, PublicationStatus.SUCCESS))
+    reader = ReadSectorRadar(repository)
     query = RadarQuery(
         view=RadarView.RANK_CHANGE,
         rank_change_metric=MetricKind.AMOUNT,
@@ -170,12 +208,14 @@ def test_rank_change_uses_selected_metric_days_and_pool_sides() -> None:
     all_rows = reader.query(query)
 
     assert top.total == 1
-    assert top.rows[0].rank_change(5) == 5
+    assert top.rows[0].rank_change(5) == 9
     assert bottom.total == 1
-    assert bottom.rows[0].rank_change(5) == -4
+    assert bottom.rows[0].rank_change(5) == -9
     assert all_rows.total == 10
     assert all_rows.rows[-1].observation.sector_code == "BK0005.DC"
     assert all_rows.rows[-1].rank_change(5) is None
+    assert top.comparison_trade_date == dates[0]
+    assert top.rank_change_values["BK0001.DC"][MetricKind.AMOUNT] == 9
 
 
 def test_latest_partial_attempt_is_visible_but_does_not_replace_last_good() -> None:

zhixing-server/tests/unit/sector_radar/test_weighted.py

@@ -0,0 +1,160 @@
+from dataclasses import replace
+from datetime import date, timedelta
+from decimal import Decimal
+
+import pytest
+
+from zhixing_server.modules.sector_radar.application.scoring import (
+    calculate_rankings,
+    calendar_rank_changes,
+    comparison_dates,
+)
+from zhixing_server.modules.sector_radar.domain.models import (
+    MetricKind,
+    RankedMetric,
+    RankSide,
+    SectorDailyAggregate,
+    SectorType,
+)
+from zhixing_server.modules.sector_radar.domain.ranking import select_percentile_side
+from zhixing_server.modules.sector_radar.domain.weighted import (
+    RATIO_WEIGHTED_VERSION,
+    SWING_WEIGHTED_VERSION,
+    resolve_metric_version,
+)
+
+DAYS = tuple(
+    date(2026, 9, 1) + timedelta(days=n)
+    for n in range(21)
+    if (date(2026, 9, 1) + timedelta(days=n)).weekday() < 5
+)
+
+
+def aggregate(
+    code: str,
+    day: date,
+    ratio: str,
+    turnover: str = "9999999999",
+    kind: SectorType = SectorType.CONCEPT,
+) -> SectorDailyAggregate:
+    amount = Decimal(turnover)
+    return SectorDailyAggregate(
+        day,
+        kind,
+        code,
+        code,
+        10,
+        10,
+        Decimal(ratio) * (amount + 100),
+        amount,
+        Decimal(1),
+        Decimal(1),
+    )
+
+
+def scores(
+    rows: list[SectorDailyAggregate], target: date = DAYS[9]
+) -> dict[tuple[SectorType, str, MetricKind], RankedMetric]:
+    return {
+        (row.observation.sector_type, row.observation.sector_code, row.observation.metric_kind): row
+        for row in calculate_rankings(
+            target,
+            [item for item in rows if item.trade_date == target],
+            [item for item in rows if item.trade_date != target],
+            DAYS,
+        )
+    }
+
+
+def test_liquidity_weight_can_reverse_raw_ratio_order_and_separates_pools() -> None:
+    rows = [
+        aggregate(code, day, ratio, turnover, kind)
+        for day in DAYS[:10]
+        for code, ratio, turnover, kind in [
+            ("small", ".3", "999999", SectorType.CONCEPT),
+            ("large", ".2", "999999999999", SectorType.CONCEPT),
+            ("medium", ".1", "9999999999", SectorType.CONCEPT),
+            ("industry", "-.5", "9999999999", SectorType.INDUSTRY),
+        ]
+    ]
+    ranked = scores(rows)
+    small = ranked[(SectorType.CONCEPT, "small", MetricKind.RATIO)]
+    large = ranked[(SectorType.CONCEPT, "large", MetricKind.RATIO)]
+    assert small.observation.value == Decimal(".3")
+    assert small.observation.weighted_score == 600
+    assert large.observation.weighted_score == 800
+    assert large.rank_position == 1 and small.rank_position == 2
+    assert (
+        ranked[(SectorType.INDUSTRY, "industry", MetricKind.RATIO)].observation.weighted_score
+        == 1000
+    )
+
+
+def test_swing_ranks_each_window_before_combining_not_the_averaged_raw_ratio() -> None:
+    rows = [
+        aggregate(code, day, ratio)
+        for index, day in enumerate(DAYS[:10])
+        for code, ratio in [("A", ".1" if index >= 7 else "-.1"), ("B", ".03"), ("C", ".05")]
+    ]
+    ranked = scores(rows)
+    a = ranked[(SectorType.CONCEPT, "A", MetricKind.SWING)]
+    b = ranked[(SectorType.CONCEPT, "B", MetricKind.SWING)]
+    assert a.observation.value == b.observation.value == Decimal(".03")
+    assert a.observation.weighted_score == pytest.approx(Decimal("666.6666666666667"))
+    assert b.observation.weighted_score == 500
+    assert a.rank_position == 2 and b.rank_position == 3
+
+
+def test_tied_features_use_average_percentiles_and_code_breaks_final_ties() -> None:
+    ranked = scores([aggregate(code, day, "0") for day in DAYS[:10] for code in ["B", "A"]])
+    assert ranked[(SectorType.CONCEPT, "A", MetricKind.RATIO)].observation.weighted_score == 750
+    assert ranked[(SectorType.CONCEPT, "B", MetricKind.RATIO)].observation.weighted_score == 750
+    assert ranked[(SectorType.CONCEPT, "A", MetricKind.RATIO)].rank_position == 1
+
+
+def test_missing_calendar_session_is_not_replaced_by_an_older_success() -> None:
+    rows = [aggregate("A", day, ".2") for day in DAYS[:10] if day != DAYS[7]]
+    ranked = scores(rows)
+    daily = ranked[(SectorType.CONCEPT, "A", MetricKind.RATIO)]
+    assert daily.observation.value == Decimal(".2")
+    assert daily.observation.weighted_score is None and daily.rank_position is None
+    assert ranked[(SectorType.CONCEPT, "A", MetricKind.SWING)].observation.value is None
+
+
+def test_future_inputs_do_not_affect_scores_and_bottom_uses_score_order() -> None:
+    rows = [
+        aggregate(f"C{n}", day, str(n), str(10 ** (6 + n) - 1))
+        for day in DAYS[:10]
+        for n in range(1, 11)
+    ]
+    original = scores(rows)
+    future = scores(rows + [aggregate("C1", DAYS[10], "1000000")])
+    assert future == original
+    ratio_rows = [
+        row for row in original.values() if row.observation.metric_kind is MetricKind.RATIO
+    ]
+    bottom = select_percentile_side(ratio_rows, RankSide.BOTTOM)
+    assert [row.observation.sector_code for row in bottom] == ["C1"]
+
+
+def test_rank_changes_resolve_trading_dates_and_do_not_mix_versions() -> None:
+    rows = [aggregate("A", day, ".1") for day in DAYS[:11]]
+    before = tuple(scores(rows, DAYS[9]).values())
+    current = tuple(scores(rows, DAYS[10]).values())
+    assert comparison_dates(DAYS, DAYS[10])[1] == DAYS[9]
+    missing = calendar_rank_changes(current, {DAYS[8]: before}, DAYS, DAYS[10])
+    assert all(row.rank_change(1) is None for row in missing)
+    older = tuple(
+        replace(row, observation=replace(row.observation, metric_version="legacy"))
+        for row in before
+    )
+    incompatible = calendar_rank_changes(current, {DAYS[9]: older}, DAYS, DAYS[10])
+    assert all(row.rank_change(1) is None for row in incompatible)
+    comparable = calendar_rank_changes(current, {DAYS[9]: before}, DAYS, DAYS[10])
+    assert all(row.rank_change(1) == 0 for row in comparable)
+    assert (
+        resolve_metric_version(MetricKind.RATIO, [RATIO_WEIGHTED_VERSION]) == RATIO_WEIGHTED_VERSION
+    )
+    assert (
+        resolve_metric_version(MetricKind.SWING, [SWING_WEIGHTED_VERSION]) == SWING_WEIGHTED_VERSION
+    )