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 +1,42 @@
+from __future__ import annotations
+
+import hashlib
+import json
+from datetime import datetime
+from typing import Any
+from zoneinfo import ZoneInfo
+
+from backend.features.screener.cross_section import finalize_factor_rows
+from backend.features.screener.engine import FACTOR_MINIMUM_COVERAGE
+from backend.features.screener.technical import build_technical_rows
+
+SHANGHAI = ZoneInfo("Asia/Shanghai")
+
+
+def build_factor_snapshot(
+    trade_date: str,
+    inputs: dict[str, Any],
+    coverage: dict[str, float],
+    sources: list[str],
+) -> dict[str, Any]:
+    ready = {
+        dataset: coverage.get(dataset, 0) >= minimum
+        for dataset, minimum in FACTOR_MINIMUM_COVERAGE.items()
+    }
+    ready["limit_events"] = coverage.get("limit_events", 0) >= 1
+    rows = finalize_factor_rows(build_technical_rows(trade_date, inputs, ready), ready)
+    canonical = json.dumps(
+        {"trade_date": trade_date, "coverage": coverage, "rows": rows},
+        ensure_ascii=False,
+        separators=(",", ":"),
+        sort_keys=True,
+    )
+    version = hashlib.sha256(canonical.encode("utf-8")).hexdigest()[:16]
+    return {
+        "trade_date": trade_date,
+        "version": version,
+        "observed_at": datetime.now(SHANGHAI).isoformat(timespec="seconds"),
+        "coverage": coverage,
+        "sources": sorted(set(sources)),
+        "rows": rows,
+    }