feat: 自动候选筛选与股票研究工作台

2026-10-09 20:39:23 +08:00
parent 92329ddce2
commit 57882ff568
32 changed files with 1343 additions and 87 deletions
@@ -0,0 +1,79 @@
+package model
+
+import (
+	"encoding/json"
+	"time"
+
+	"git.sundynix.cn/Blizzard/Veyra/internal/apperror"
+)
+
+// Screening rules belong to an immutable strategy version, and are opt-in.
+type ScreeningSecurity struct {
+	Symbol   string `json:"symbol"`
+	Exchange string `json:"exchange"`
+}
+type ScreeningParameters struct {
+	Securities   []ScreeningSecurity `json:"securities"`
+	EntryBandBPS int64               `json:"entry_band_bps"`
+	StopLossBPS  int64               `json:"stop_loss_bps"`
+	TargetBPS    int64               `json:"target_bps"`
+	ValidHours   int                 `json:"valid_hours"`
+}
+
+func ValidateScreening(p *ScreeningParameters) error {
+	if p == nil {
+		return nil
+	}
+	if len(p.Securities) < 1 || len(p.Securities) > 100 || p.EntryBandBPS < 0 || p.EntryBandBPS > 1000 || p.StopLossBPS <= p.EntryBandBPS || p.StopLossBPS > 5000 || p.TargetBPS <= p.EntryBandBPS || p.TargetBPS > 10000 || p.ValidHours < 1 || p.ValidHours > 168 {
+		return apperror.ErrInvalidInput
+	}
+	seen := map[ScreeningSecurity]bool{}
+	for _, v := range p.Securities {
+		if !symbolPattern.MatchString(v.Symbol) || (v.Exchange != "SSE" && v.Exchange != "SZSE") || seen[v] {
+			return apperror.ErrInvalidInput
+		}
+		seen[v] = true
+	}
+	return nil
+}
+
+type ScreeningTarget struct {
+	StrategyID   string
+	StrategyName string
+	Version      StrategyVersion
+	Instrument   Instrument
+}
+type StrategyScreening struct {
+	ID                  string          `db:"id" json:"id"`
+	StrategyVersionID   string          `db:"strategy_version_id" json:"strategy_version_id"`
+	StrategyName        string          `json:"strategy_name"`
+	StrategyRevision    int             `json:"strategy_revision"`
+	Symbol              string          `db:"symbol" json:"symbol"`
+	Exchange            string          `db:"exchange" json:"exchange"`
+	BarDate             string          `db:"bar_date" json:"bar_date"`
+	SourceID            string          `db:"source_id" json:"source_id"`
+	SourceVersion       int64           `db:"source_version" json:"source_version"`
+	SourceAdapter       string          `db:"source_adapter" json:"source_adapter"`
+	ObservedAt          time.Time       `db:"observed_at" json:"observed_at"`
+	ReceivedAt          time.Time       `db:"received_at" json:"received_at"`
+	InputHash           string          `db:"input_hash" json:"input_hash"`
+	Input               json.RawMessage `db:"input" json:"input,omitempty"`
+	Status              string          `db:"status" json:"status"`
+	CandidateRevisionID *string         `db:"candidate_revision_id" json:"candidate_revision_id"`
+	CreatedAt           time.Time       `db:"created_at" json:"created_at"`
+}
+
+func (StrategyScreening) TableName() string { return "veyra_strategy_screening" }
+
+// Worker state is process-local; durable results remain in StrategyScreening.
+type ScreeningWorkerState struct {
+	State      string     `json:"state"`
+	StartedAt  *time.Time `json:"started_at"`
+	FinishedAt *time.Time `json:"finished_at"`
+	Targets    int        `json:"targets"`
+	Completed  int        `json:"completed"`
+	Generated  int        `json:"generated"`
+	Skipped    int        `json:"skipped"`
+	Failed     int        `json:"failed"`
+	Message    string     `json:"message"`
+}