7e0f13d678
- sector_radar: add batch sector-count aggregation and sector member lookup
over the strict last-good membership snapshot (postgres + in-memory fakes)
- selection: add SelectionSectorReader port, list_sector_counts use case,
and sector_stock_codes filtering via run identity resolution; queries stay
inside the selection context per ADR 0001
- http: add GET /api/v1/selection/sectors and forward sector param on
/results and /runs/{run_id}
- fix stale positional args in pattern-scoring run tests; cover new behavior
with read-service, application, and HTTP contract tests
235 lines
6.5 KiB
Python
235 lines
6.5 KiB
Python
"""Domain contracts for persisted historical selection runs."""
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from __future__ import annotations
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from collections.abc import Sequence
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from dataclasses import dataclass, field
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from datetime import date, datetime
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from decimal import Decimal
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from typing import Literal, Protocol
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from .models import (
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SelectionEvaluationStatus,
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SelectionSignal,
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SelectionStrategyName,
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StockHistory,
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)
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from .pattern_scoring import PatternScore
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SelectionRunStatus = Literal["running", "success", "partial_success", "failed"]
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SelectionRunItemStatus = SelectionEvaluationStatus
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SelectionSignalCategoryFilter = Literal["pullback", "oversold", "original", "resonance"]
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SelectionResultSort = Literal["code", "score_desc", "score_asc"]
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@dataclass(frozen=True, slots=True)
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class SelectionResultQuery:
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"""Validated query options for a paged selection-result read."""
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page: int = 1
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page_size: int = 10
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search: str | None = None
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category: SelectionSignalCategoryFilter | None = None
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sort: SelectionResultSort = "code"
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sector: str | None = None
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@dataclass(frozen=True, slots=True)
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class SelectionSectorCount:
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"""One sector and the number of this run's selected stocks it contains."""
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sector_code: str
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sector_name: str
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stock_count: int
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@dataclass(frozen=True, slots=True)
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class SelectionSectorMembership:
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"""Point-in-time sector membership aggregates for a set of stock codes."""
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snapshot_trade_date: date | None
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sector_counts: tuple[SelectionSectorCount, ...] = ()
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@dataclass(frozen=True, slots=True)
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class SelectionRunIdentity:
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"""Minimal run locator used to resolve date-dependent filters."""
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run_id: str
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target_trade_date: date
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class SelectionSectorReader(Protocol):
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"""Port to the sector-radar context's point-in-time membership reads."""
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def sector_counts(
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self,
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stock_codes: Sequence[str],
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target_trade_date: date,
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*,
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sector_type: str = "concept",
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) -> SelectionSectorMembership: ...
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def sector_member_codes(
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self,
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target_trade_date: date,
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sector_code: str,
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*,
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sector_type: str = "concept",
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) -> tuple[str, ...]: ...
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@dataclass(frozen=True, slots=True)
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class SelectionStock:
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"""One eligible current stock that will be evaluated for a run."""
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ts_code: str
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name: str
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@dataclass(frozen=True, slots=True)
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class SelectionExecutionSource:
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"""Market-data batch and eligible stock snapshot used by one run."""
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market_sync_batch_id: str
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target_trade_date: date
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target_count: int
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valid_count: int
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coverage: Decimal
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stocks: tuple[SelectionStock, ...] = field(default_factory=tuple)
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@dataclass(frozen=True, slots=True)
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class SelectionRunItem:
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"""Persistable per-stock evaluation state and its independent signals."""
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ts_code: str
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name: str
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status: SelectionRunItemStatus
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signal_count: int = 0
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reason: str | None = None
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pattern_score: PatternScore = field(default_factory=PatternScore)
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signals: tuple[SelectionSignal, ...] = field(default_factory=tuple)
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@dataclass(frozen=True, slots=True)
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class SelectionRun:
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"""A current execution attempt and its materialized result rows."""
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id: str
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strategy: SelectionStrategyName
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target_trade_date: date
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market_sync_batch_id: str | None
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status: SelectionRunStatus
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target_count: int
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eligible_count: int
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evaluated_count: int
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selected_stock_count: int
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signal_count: int
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failed_count: int
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coverage: Decimal
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error_type: str | None = None
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error_message: str | None = None
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created_at: datetime | None = None
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finished_at: datetime | None = None
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items: tuple[SelectionRunItem, ...] = field(default_factory=tuple)
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signals: tuple[SelectionSignal, ...] = field(default_factory=tuple)
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stocks_total: int | None = None
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class SelectionRunError(RuntimeError):
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"""Base class for expected selection-run persistence failures."""
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class SelectionRunInProgress(SelectionRunError):
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"""The requested strategy and date already have a running attempt."""
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class SelectionRerunRequired(SelectionRunError):
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"""A terminal result exists and an explicit rerun confirmation is missing."""
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class SelectionRunStoreError(SelectionRunError):
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"""The selection-run repository could not complete a database operation."""
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class SelectionRunStore(Protocol):
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"""Persistence port for current selection runs and their materialized rows."""
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def prepare_run(
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self,
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strategy: SelectionStrategyName,
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target_trade_date: date,
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source: SelectionExecutionSource,
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*,
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rerun: bool,
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) -> SelectionRun: ...
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def record_item(self, run_id: str, item: SelectionRunItem) -> None: ...
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def finish_run(
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self,
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run_id: str,
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status: SelectionRunStatus,
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*,
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evaluated_count: int,
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selected_stock_count: int,
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signal_count: int,
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failed_count: int,
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error_type: str | None = None,
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error_message: str | None = None,
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) -> None: ...
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def get_run(
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self,
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run_id: str,
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*,
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query: SelectionResultQuery | None = None,
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sector_stock_codes: Sequence[str] | None = None,
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) -> SelectionRun | None: ...
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def get_latest_run(
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self,
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strategy: SelectionStrategyName,
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target_trade_date: date | None = None,
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*,
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query: SelectionResultQuery | None = None,
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sector_stock_codes: Sequence[str] | None = None,
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) -> SelectionRun | None: ...
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def get_run_identity(self, run_id: str) -> SelectionRunIdentity | None: ...
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def get_latest_run_identity(
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self,
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strategy: SelectionStrategyName,
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target_trade_date: date | None = None,
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) -> SelectionRunIdentity | None: ...
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class SelectionUniverseReader(Protocol):
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"""Read a qualified market-data source snapshot for one strategy run."""
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def load_execution_source(
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self,
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strategy: str,
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target_trade_date: date,
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) -> SelectionExecutionSource: ...
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def load_history(self, ts_code: str, target_trade_date: date) -> StockHistory: ...
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class BatchSelectionRunStore(Protocol):
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"""Optional batch-write extension for selection stores."""
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def record_items(self, run_id: str, items: Sequence[SelectionRunItem]) -> None: ...
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class BatchSelectionUniverseReader(Protocol):
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"""Optional bounded batch-history extension for selection readers."""
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def load_histories(
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self,
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stocks: Sequence[SelectionStock],
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target_trade_date: date,
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) -> tuple[StockHistory, ...]: ...
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