rebuild(screener): add controlled formulas and rolling backtests

next/tests/test_screener_api.py

@@ -1,5 +1,7 @@
 from __future__ import annotations
 
+import json
+
 import httpx
 
 from backend.bootstrap.application import create_application
@@ -24,6 +26,23 @@ def _formula() -> dict:
     }
 
 
+class FormulaProvider:
+    def stream(self, _profile, _messages):
+        yield json.dumps(
+            {
+                "universe": {"exclude_st": True, "listed_days_min": 120},
+                "filters": [{"field": "amount_billion", "op": ">=", "value": 3}],
+                "score": [
+                    {"field": "return_20d", "weight": 60, "direction": "desc"},
+                    {"field": "sector_strength", "weight": 40, "direction": "desc"},
+                ],
+                "limit": 20,
+                "min_score": 55,
+            },
+            ensure_ascii=False,
+        )
+
+
 def test_screener_catalog_lock_and_custom_strategy_boundary(tmp_path) -> None:
     application = create_application(Settings.for_test(tmp_path))
 
@@ -45,8 +64,37 @@ def test_screener_catalog_lock_and_custom_strategy_boundary(tmp_path) -> None:
             json={"name": "越权策略", "formula": _formula()},
         )
         assert rejected.status_code == 403
+        denied_compile = await client.post(
+            "/api/screener/formula/compile",
+            headers=csrf_headers(regular),
+            json={"description": "选择成交活跃且趋势较强的股票"},
+        )
+        assert denied_compile.status_code == 403
 
         use_session(client, admin)
+        model = await client.post(
+            "/api/admin/models",
+            headers=csrf_headers(admin),
+            json={
+                "display_name": "公式模型",
+                "base_url": "https://model.example.com/v1",
+                "model_identifier": "formula-model",
+                "api_key": "formula-secret",
+            },
+        )
+        assert model.status_code == 201
+        application.state.container.llm._provider = FormulaProvider()
+        compiled = await client.post(
+            "/api/screener/formula/compile",
+            headers=csrf_headers(admin),
+            json={"description": "成交额至少3亿元，偏重20日走势和板块强度"},
+        )
+        assert compiled.status_code == 200
+        assert [item["weight"] for item in compiled.json()["formula"]["score"]] == [
+            0.6,
+            0.4,
+        ]
+        assert compiled.json()["formula"]["min_score"] == 0.55
         workspace = await client.get("/api/screener?date=2026-07-30")
         assert workspace.status_code == 200
         assert workspace.json()["trade_date"] is None