Initial quant trader service baseline

2026-06-23 22:09:06 +08:00
commit 7ff786f658
137 changed files with 6664 additions and 0 deletions
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+package com.quantai.trader.persistence;
+
+import com.baomidou.mybatisplus.core.toolkit.Wrappers;
+import com.quantai.trader.domain.TraderTrainingSample;
+import com.quantai.trader.infrastructure.entity.TraderTrainingSampleEntity;
+import com.quantai.trader.infrastructure.mapper.TraderTrainingSampleMapper;
+import org.springframework.stereotype.Repository;
+
+import java.time.Instant;
+import java.util.List;
+
+@Repository
+public class MybatisTraderSampleRepository implements TraderSampleRepository {
+
+    private final TraderTrainingSampleMapper mapper;
+
+    public MybatisTraderSampleRepository(TraderTrainingSampleMapper mapper) {
+        this.mapper = mapper;
+    }
+
+    @Override
+    public void insert(TraderTrainingSample sample) {
+        TraderTrainingSampleEntity entity = new TraderTrainingSampleEntity();
+        entity.setRunId(sample.runId());
+        entity.setCycleId(sample.cycleId());
+        entity.setSampleId(sample.sampleId());
+        entity.setActionId(sample.actionId());
+        entity.setPositionId(sample.positionId());
+        entity.setFeatureVersion(sample.featureVersion());
+        entity.setLabelVersion(sample.labelVersion());
+        entity.setSampleTime(TraderPersistenceCodec.local(sample.sampleTime()));
+        entity.setFeaturesJson(TraderPersistenceCodec.json(sample.features()));
+        entity.setLabelsJson(TraderPersistenceCodec.json(sample.labels()));
+        entity.setNetReturnBps1x(sample.netReturnBps1x());
+        entity.setNetReturnBps10x(sample.netReturnBps10x());
+        entity.setProxyOnly(sample.proxyOnly());
+        entity.setCreatedAt(TraderPersistenceCodec.local(Instant.now()));
+        mapper.insert(entity);
+    }
+
+    @Override
+    public List<TraderTrainingSample> findByRunId(String runId) {
+        return mapper.selectList(
+                Wrappers.<TraderTrainingSampleEntity>lambdaQuery()
+                        .eq(TraderTrainingSampleEntity::getRunId, runId)
+                        .orderByAsc(TraderTrainingSampleEntity::getSampleTime)
+                        .orderByAsc(TraderTrainingSampleEntity::getId)
+        ).stream().map(this::toDomain).toList();
+    }
+
+    private TraderTrainingSample toDomain(TraderTrainingSampleEntity entity) {
+        return new TraderTrainingSample(
+                entity.getRunId(),
+                entity.getCycleId(),
+                entity.getSampleId(),
+                entity.getActionId(),
+                entity.getPositionId(),
+                entity.getFeatureVersion(),
+                entity.getLabelVersion(),
+                TraderPersistenceCodec.instant(entity.getSampleTime()),
+                TraderPersistenceCodec.map(entity.getFeaturesJson()),
+                TraderPersistenceCodec.map(entity.getLabelsJson()),
+                entity.getNetReturnBps1x(),
+                entity.getNetReturnBps10x(),
+                Boolean.TRUE.equals(entity.getProxyOnly())
+        );
+    }
+}