rebuild(stage-9): deliver deterministic intelligent screening

2026-07-30 05:15:17 +08:00
parent 6cb52e864a
commit 158257ebb8
46 changed files with 7322 additions and 34 deletions
@@ -0,0 +1,139 @@
+from __future__ import annotations
+
+import sqlite3
+
+from backend.database.migrations.runner import Migration
+
+
+def upgrade(connection: sqlite3.Connection) -> None:
+    statements = (
+        """
+        CREATE TABLE screener_factor_snapshots (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            trade_date TEXT NOT NULL,
+            version TEXT NOT NULL,
+            observed_at TEXT NOT NULL,
+            state TEXT NOT NULL CHECK (state IN ('final', 'archive')),
+            source_set_json TEXT NOT NULL,
+            coverage_json TEXT NOT NULL,
+            created_at TEXT NOT NULL,
+            UNIQUE (trade_date, version)
+        )
+        """,
+        """
+        CREATE TABLE screener_factor_values (
+            snapshot_id INTEGER NOT NULL
+                REFERENCES screener_factor_snapshots(id) ON DELETE CASCADE,
+            identifier TEXT NOT NULL,
+            code TEXT NOT NULL,
+            name TEXT NOT NULL,
+            sector TEXT,
+            listed_days INTEGER NOT NULL,
+            is_st INTEGER NOT NULL CHECK (is_st IN (0, 1)),
+            payload_json TEXT NOT NULL,
+            PRIMARY KEY (snapshot_id, identifier)
+        )
+        """,
+        """
+        CREATE TABLE screener_runs (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            owner_user_id INTEGER REFERENCES users(id) ON DELETE CASCADE,
+            mode TEXT NOT NULL CHECK (mode IN ('stage', 'curated', 'custom')),
+            strategy_id TEXT NOT NULL,
+            strategy_name TEXT NOT NULL,
+            strategy_version INTEGER NOT NULL,
+            selection_date TEXT NOT NULL,
+            factor_snapshot_id INTEGER NOT NULL
+                REFERENCES screener_factor_snapshots(id) ON DELETE RESTRICT,
+            status TEXT NOT NULL CHECK (
+                status IN (
+                    'pending', 'running', 'completed', 'no_signal',
+                    'data_incomplete', 'failed'
+                )
+            ),
+            started_at TEXT,
+            completed_at TEXT,
+            coverage REAL NOT NULL DEFAULT 0 CHECK (coverage >= 0 AND coverage <= 1),
+            missing_fields_json TEXT NOT NULL DEFAULT '[]',
+            result_json TEXT NOT NULL DEFAULT '[]',
+            error_message TEXT NOT NULL DEFAULT ''
+        )
+        """,
+        """
+        CREATE UNIQUE INDEX screener_runs_idempotency_idx ON screener_runs (
+            mode, strategy_id, selection_date, strategy_version,
+            factor_snapshot_id, COALESCE(owner_user_id, 0)
+        )
+        """,
+        """
+        CREATE TABLE custom_screener_strategies (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            user_id INTEGER NOT NULL REFERENCES users(id) ON DELETE CASCADE,
+            name TEXT NOT NULL,
+            version INTEGER NOT NULL DEFAULT 1,
+            formula_json TEXT NOT NULL,
+            created_at TEXT NOT NULL,
+            updated_at TEXT NOT NULL,
+            UNIQUE (user_id, name)
+        )
+        """,
+        """
+        CREATE TABLE strategy_tracks (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            user_id INTEGER NOT NULL REFERENCES users(id) ON DELETE CASCADE,
+            run_id INTEGER NOT NULL REFERENCES screener_runs(id) ON DELETE CASCADE,
+            identifier TEXT NOT NULL,
+            code TEXT NOT NULL,
+            name TEXT NOT NULL,
+            sector TEXT,
+            selection_date TEXT NOT NULL,
+            strategy_name TEXT NOT NULL,
+            entry_price REAL NOT NULL CHECK (entry_price > 0),
+            added_at TEXT NOT NULL,
+            UNIQUE (user_id, run_id, identifier)
+        )
+        """,
+        """
+        CREATE TABLE strategy_track_bars (
+            track_id INTEGER NOT NULL REFERENCES strategy_tracks(id) ON DELETE CASCADE,
+            trade_date TEXT NOT NULL,
+            open REAL NOT NULL,
+            high REAL NOT NULL,
+            low REAL NOT NULL,
+            close REAL NOT NULL,
+            PRIMARY KEY (track_id, trade_date)
+        )
+        """,
+        """
+        CREATE TABLE strategy_track_events (
+            track_id INTEGER NOT NULL REFERENCES strategy_tracks(id) ON DELETE CASCADE,
+            milestone TEXT NOT NULL CHECK (milestone IN ('t1', 't5')),
+            created_at TEXT NOT NULL,
+            PRIMARY KEY (track_id, milestone)
+        )
+        """,
+    )
+    for statement in statements:
+        connection.execute(statement)
+
+
+def downgrade(connection: sqlite3.Connection) -> None:
+    for table in (
+        "strategy_track_events",
+        "strategy_track_bars",
+        "strategy_tracks",
+        "custom_screener_strategies",
+        "screener_runs",
+        "screener_factor_values",
+        "screener_factor_snapshots",
+    ):
+        connection.execute(f"DROP TABLE {table}")
+
+
+MIGRATION = Migration(
+    version=7,
+    name="create_deterministic_screener",
+    signature="screener:v1:factors-runs-custom-tracking",
+    upgrade=upgrade,
+    downgrade=downgrade,
+)
@@ -4,6 +4,7 @@ from backend.database.migrations.m0003_market_foundation import MIGRATION as MAR
 from backend.database.migrations.m0004_sector_members import MIGRATION as SECTOR_MEMBERS
 from backend.database.migrations.m0005_market_insights import MIGRATION as MARKET_INSIGHTS
 from backend.database.migrations.m0006_watchlists import MIGRATION as WATCHLISTS
+from backend.database.migrations.m0007_screener import MIGRATION as SCREENER
 from backend.database.migrations.runner import Migration

 MIGRATIONS: tuple[Migration, ...] = (
@@ -13,4 +14,5 @@ MIGRATIONS: tuple[Migration, ...] = (
    SECTOR_MEMBERS,
    MARKET_INSIGHTS,
    WATCHLISTS,
+    SCREENER,
 )