feat: add advisor product evidence intake
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Windows
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"""Read-only product evidence repository for the advisory service."""
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from collections.abc import Sequence
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from dataclasses import dataclass
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from datetime import date, datetime, timedelta
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from decimal import Decimal
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from typing import Protocol, TypeVar
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from sqlalchemy import or_, select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.model.advisor_product import (
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AdvisorProductContractSnapshot,
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AdvisorProductGovernanceCandidate,
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AdvisorProductMarketQuoteSnapshot,
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AdvisorProductReferenceSnapshot,
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AdvisorProductSuitabilityReference,
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)
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from app.model.fund import FundProduct
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@dataclass(frozen=True, slots=True)
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class ProductSuitabilityEvidence:
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risk_level: str
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sales_institution: str
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source_url: str
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document_title: str
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document_sha256: str
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effective_from: date
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@dataclass(frozen=True, slots=True)
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class ProductContractEvidence:
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fund_type: str
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investment_scope: str
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performance_benchmark: str | None
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risk_return_characteristics: str
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custodian_name: str | None
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management_fee_rate_pct: Decimal | None
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custodian_fee_rate_pct: Decimal | None
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inception_date: date | None
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source_url: str
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document_title: str
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document_sha256: str
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document_published_at: date | None
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@dataclass(frozen=True, slots=True)
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class AuthoritativeProductCandidate:
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product: FundProduct
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suitability: ProductSuitabilityEvidence
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contract: ProductContractEvidence
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asset_scale_billion: Decimal | None = None
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market_quote: AdvisorProductMarketQuoteSnapshot | None = None
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class _ProductRow(Protocol):
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product_id: int
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ProductRow = TypeVar("ProductRow", bound=_ProductRow)
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class AdvisorProductRepository:
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"""Read verified, current, exchange-traded product facts only."""
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def __init__(self, session: AsyncSession) -> None:
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self.session = session
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async def tradable_products(
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self,
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now: datetime,
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*,
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fund_manager: str | None = None,
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product_codes: tuple[str, ...] | None = None,
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limit: int = 50,
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) -> list[FundProduct]:
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statement = select(FundProduct).where(
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FundProduct.status == "上市",
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FundProduct.exchange_code.in_(("SSE", "SZSE")),
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or_(FundProduct.open_start_at.is_(None), FundProduct.open_start_at <= now),
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or_(FundProduct.open_end_at.is_(None), FundProduct.open_end_at > now),
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)
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if fund_manager is not None:
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statement = statement.where(FundProduct.fund_manager == fund_manager)
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if product_codes is not None:
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statement = statement.where(FundProduct.product_code.in_(product_codes))
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statement = statement.order_by(FundProduct.id.asc()).limit(limit)
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return list(await self.session.scalars(statement))
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async def authoritative_tradable_products(
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self,
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now: datetime,
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*,
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sales_institution: str,
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fund_manager: str | None = None,
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quote_max_age_seconds: int = 300,
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min_asset_scale_billion: Decimal | None = None,
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limit: int = 50,
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) -> list[AuthoritativeProductCandidate]:
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"""Apply evidence gates before any product reaches an Agent.
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The baseline ``fin_product.risk_level`` is never treated as the
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sales-institution suitability rating. Missing or unverified evidence
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excludes a product (fail closed).
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"""
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products = await self.tradable_products(now, fund_manager=fund_manager, limit=limit)
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if not products:
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return []
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ids = [product.id for product in products]
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as_of = now.date()
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suitability_rows = list(await self.session.scalars(select(
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AdvisorProductSuitabilityReference
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).where(
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AdvisorProductSuitabilityReference.product_id.in_(ids),
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AdvisorProductSuitabilityReference.sales_institution == sales_institution,
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AdvisorProductSuitabilityReference.review_status == "verified",
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AdvisorProductSuitabilityReference.effective_from <= as_of,
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or_(
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AdvisorProductSuitabilityReference.effective_until.is_(None),
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AdvisorProductSuitabilityReference.effective_until >= as_of,
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),
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AdvisorProductSuitabilityReference.source_url != "",
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AdvisorProductSuitabilityReference.document_sha256 != "",
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).order_by(
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AdvisorProductSuitabilityReference.product_id,
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AdvisorProductSuitabilityReference.effective_from.desc(),
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)))
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contract_rows = list(await self.session.scalars(select(
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AdvisorProductContractSnapshot
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).where(
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AdvisorProductContractSnapshot.product_id.in_(ids),
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AdvisorProductContractSnapshot.review_status == "verified",
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AdvisorProductContractSnapshot.effective_from <= as_of,
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or_(
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AdvisorProductContractSnapshot.effective_until.is_(None),
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AdvisorProductContractSnapshot.effective_until >= as_of,
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),
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AdvisorProductContractSnapshot.source_url != "",
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AdvisorProductContractSnapshot.document_sha256 != "",
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).order_by(
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AdvisorProductContractSnapshot.product_id,
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AdvisorProductContractSnapshot.effective_from.desc(),
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)))
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reference_rows = list(await self.session.scalars(select(
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AdvisorProductReferenceSnapshot
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).where(
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AdvisorProductReferenceSnapshot.product_id.in_(ids),
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AdvisorProductReferenceSnapshot.as_of_date <= as_of,
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).order_by(
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AdvisorProductReferenceSnapshot.product_id,
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AdvisorProductReferenceSnapshot.as_of_date.desc(),
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)))
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pending_ids = set(await self.session.scalars(select(
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AdvisorProductGovernanceCandidate.product_id
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).where(
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AdvisorProductGovernanceCandidate.product_id.in_(ids),
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AdvisorProductGovernanceCandidate.review_status == "pending_review",
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)))
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quote_rows = list(await self.session.scalars(select(
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AdvisorProductMarketQuoteSnapshot
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).where(
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AdvisorProductMarketQuoteSnapshot.product_id.in_(ids),
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AdvisorProductMarketQuoteSnapshot.quote_status == "active",
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).order_by(
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AdvisorProductMarketQuoteSnapshot.product_id,
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AdvisorProductMarketQuoteSnapshot.observed_at.desc(),
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)))
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suitability_by_product = self._latest_by_product(suitability_rows)
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contract_by_product = self._latest_by_product(contract_rows)
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reference_by_product = self._latest_by_product(reference_rows)
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quote_cutoff = now - timedelta(seconds=quote_max_age_seconds)
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quote_by_product: dict[int, AdvisorProductMarketQuoteSnapshot] = {}
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for quote in quote_rows:
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if quote.observed_at >= quote_cutoff:
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quote_by_product.setdefault(quote.product_id, quote)
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result: list[AuthoritativeProductCandidate] = []
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for product in products:
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suitability = suitability_by_product.get(product.id)
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contract = contract_by_product.get(product.id)
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if product.id in pending_ids or suitability is None or contract is None:
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continue
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reference = reference_by_product.get(product.id)
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scale = reference.fund_asset_scale_billion if reference else None
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if (
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min_asset_scale_billion is not None
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and suitability.risk_level != "R1"
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and (scale is None or scale < min_asset_scale_billion)
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):
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continue
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result.append(AuthoritativeProductCandidate(
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product=product,
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suitability=ProductSuitabilityEvidence(
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risk_level=suitability.risk_level,
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sales_institution=suitability.sales_institution,
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source_url=suitability.source_url,
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document_title=suitability.document_title,
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document_sha256=suitability.document_sha256,
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effective_from=suitability.effective_from,
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),
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contract=ProductContractEvidence(
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fund_type=contract.fund_type,
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investment_scope=contract.investment_scope,
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performance_benchmark=contract.performance_benchmark,
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risk_return_characteristics=contract.risk_return_characteristics,
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custodian_name=contract.custodian_name,
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management_fee_rate_pct=contract.management_fee_rate_pct,
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custodian_fee_rate_pct=contract.custodian_fee_rate_pct,
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inception_date=contract.inception_date,
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source_url=contract.source_url,
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document_title=contract.document_title,
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document_sha256=contract.document_sha256,
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document_published_at=contract.document_published_at,
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),
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asset_scale_billion=scale,
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market_quote=quote_by_product.get(product.id),
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))
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return result
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@staticmethod
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def _latest_by_product(rows: Sequence[ProductRow]) -> dict[int, ProductRow]:
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result: dict[int, ProductRow] = {}
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for row in rows:
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result.setdefault(int(row.product_id), row)
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return result
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