feat: add shared domain schemas

This commit is contained in:
2026-03-28 16:47:41 +08:00
parent 709d997e59
commit 0f3dfd8147
8 changed files with 220 additions and 1 deletions
+2 -1
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@@ -7,7 +7,8 @@
"test": "vitest run --"
},
"dependencies": {
"@aiquant/agent-runtime": "workspace:*"
"@aiquant/agent-runtime": "workspace:*",
"zod": "^3.24.1"
},
"devDependencies": {
"typescript": "^5.9.2",
+15
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import { z } from "zod";
export const experimentResultSchema = z.object({
id: z.string().min(1),
strategyId: z.string().min(1),
strategyVersion: z.number().int().positive(),
sampleSize: z.number().int().nonnegative(),
score: z.number(),
netReturn: z.number(),
maxDrawdown: z.number().nonnegative(),
hitRate: z.number().min(0).max(1),
evaluatedAt: z.string().datetime(),
});
export type ExperimentResult = z.infer<typeof experimentResultSchema>;
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import { z } from "zod";
export const marketSnapshotSchema = z.object({
id: z.string().min(1),
symbol: z.string().min(1),
contractId: z.string().min(1),
timeframe: z.string().min(1),
observedAt: z.string().datetime(),
price: z.number().positive(),
volume: z.number().nonnegative().optional(),
});
export type MarketSnapshot = z.infer<typeof marketSnapshotSchema>;
@@ -0,0 +1,21 @@
import { z } from "zod";
export const modelCapabilitySchema = z.object({
structuredOutputs: z.boolean().default(false),
jsonMode: z.boolean().default(false),
});
export const modelProfileSchema = z.object({
name: z.string().min(1),
provider: z.string().min(1),
apiBase: z.string().url(),
apiKeyRef: z.string().min(1),
model: z.string().min(1),
temperature: z.number().min(0).max(2).optional(),
maxTokens: z.number().int().positive().optional(),
timeoutMs: z.number().int().positive().optional(),
capabilities: modelCapabilitySchema,
tags: z.array(z.string().min(1)).default([]),
});
export type ModelProfile = z.infer<typeof modelProfileSchema>;
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import { describe, expect, it } from "vitest";
import {
experimentResultSchema,
marketSnapshotSchema,
modelProfileSchema,
strategyDefinitionSchema,
strategyStateSchema,
tradeRecordSchema,
} from "../index";
describe("shared domain schemas", () => {
it("accepts supported strategy lifecycle states", () => {
expect(strategyStateSchema.parse("candidate")).toBe("candidate");
expect(() => strategyStateSchema.parse("live")).toThrow();
});
it("parses an OpenAI-compatible model profile", () => {
const profile = modelProfileSchema.parse({
name: "signal.fast.v1",
provider: "openai-compatible",
apiBase: "https://example.com/v1",
apiKeyRef: "OPENAI_API_KEY",
model: "gpt-4.1-mini",
temperature: 0.2,
maxTokens: 512,
timeoutMs: 10_000,
capabilities: {
structuredOutputs: true,
jsonMode: true,
},
tags: ["fast", "production"],
});
expect(profile.model).toBe("gpt-4.1-mini");
expect(profile.capabilities.structuredOutputs).toBe(true);
});
it("rejects invalid dry-run trade confidence", () => {
expect(() =>
tradeRecordSchema.parse({
id: "trade-1",
strategyId: "strategy-1",
strategyVersion: 1,
mode: "dry-run",
contractId: "btc-10m-updown",
side: "up",
confidence: 1.5,
status: "proposed",
createdAt: "2026-03-28T08:00:00.000Z",
}),
).toThrow();
});
it("parses market snapshots and experiment results", () => {
const snapshot = marketSnapshotSchema.parse({
id: "snapshot-1",
symbol: "BTCUSDT",
contractId: "btc-10m-updown",
timeframe: "10m",
observedAt: "2026-03-28T08:00:00.000Z",
price: 87500.25,
volume: 1200.5,
});
const strategy = strategyDefinitionSchema.parse({
id: "strategy-1",
version: 2,
name: "momentum-10m",
state: "dry-run",
agentProfile: {
signal: "signal.fast.v1",
risk: "risk.default.v1",
evaluator: "eval.default.v1",
optimizer: "optimizer.reasoning.v1",
},
featureConfig: {
windows: ["5m", "15m"],
},
riskConfig: {
minConfidence: 0.65,
},
scoringConfig: {
objective: "risk-adjusted-return",
},
createdAt: "2026-03-28T08:00:00.000Z",
});
const result = experimentResultSchema.parse({
id: "experiment-1",
strategyId: strategy.id,
strategyVersion: strategy.version,
sampleSize: 48,
score: 1.27,
netReturn: 0.13,
maxDrawdown: 0.05,
hitRate: 0.62,
evaluatedAt: "2026-03-28T10:00:00.000Z",
});
expect(snapshot.symbol).toBe("BTCUSDT");
expect(result.score).toBeGreaterThan(1);
});
});
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import { z } from "zod";
export const strategyStateSchema = z.enum([
"draft",
"candidate",
"dry-run",
"approved-for-live",
"archived",
]);
export const strategyDefinitionSchema = z.object({
id: z.string().min(1),
version: z.number().int().positive(),
name: z.string().min(1),
state: strategyStateSchema,
agentProfile: z.object({
signal: z.string().min(1),
risk: z.string().min(1),
evaluator: z.string().min(1),
optimizer: z.string().min(1),
}),
featureConfig: z.object({
windows: z.array(z.string().min(1)).min(1),
}),
riskConfig: z.object({
minConfidence: z.number().min(0).max(1),
}),
scoringConfig: z.object({
objective: z.literal("risk-adjusted-return"),
}),
createdAt: z.string().datetime(),
});
export type StrategyState = z.infer<typeof strategyStateSchema>;
export type StrategyDefinition = z.infer<typeof strategyDefinitionSchema>;
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import { z } from "zod";
export const tradeModeSchema = z.enum(["dry-run", "live"]);
export const tradeSideSchema = z.enum(["up", "down"]);
export const tradeStatusSchema = z.enum([
"proposed",
"confirmed",
"rejected",
"settled",
]);
export const tradeRecordSchema = z.object({
id: z.string().min(1),
strategyId: z.string().min(1),
strategyVersion: z.number().int().positive(),
mode: tradeModeSchema,
contractId: z.string().min(1),
side: tradeSideSchema,
confidence: z.number().min(0).max(1),
status: tradeStatusSchema,
createdAt: z.string().datetime(),
settledAt: z.string().datetime().optional(),
pnl: z.number().optional(),
});
export type TradeRecord = z.infer<typeof tradeRecordSchema>;
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export * from "./domain/experiment";
export * from "./domain/market";
export * from "./domain/model-profile";
export * from "./domain/strategy";
export * from "./domain/trade";