feat: add KJBStrategy ranking class and API endpoint

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

backend/app/api/strategy.py

@@ -7,9 +7,9 @@ from sqlalchemy.orm import Session
 from app.core.database import get_db
 from app.api.deps import CurrentUser
 from app.schemas.strategy import (
-    MultiFactorRequest, QualityRequest, ValueMomentumRequest, StrategyResult,
+    MultiFactorRequest, QualityRequest, ValueMomentumRequest, KJBRequest, StrategyResult,
 )
-from app.services.strategy import MultiFactorStrategy, QualityStrategy, ValueMomentumStrategy
+from app.services.strategy import MultiFactorStrategy, QualityStrategy, ValueMomentumStrategy, KJBStrategy
 
 router = APIRouter(prefix="/api/strategy", tags=["strategy"])
 
@@ -61,3 +61,18 @@ async def run_value_momentum(
         value_weight=request.value_weight,
         momentum_weight=request.momentum_weight,
     )
+
+
+@router.post("/kjb", response_model=StrategyResult)
+async def run_kjb(
+    request: KJBRequest,
+    current_user: CurrentUser,
+    db: Session = Depends(get_db),
+):
+    """Run KJB strategy."""
+    strategy = KJBStrategy(db)
+    return strategy.run(
+        universe_filter=request.universe,
+        top_n=request.top_n,
+        base_date=request.base_date,
+    )

backend/app/schemas/strategy.py

@@ -50,6 +50,11 @@ class ValueMomentumRequest(StrategyRequest):
     momentum_weight: FloatDecimal = Field(default=Decimal("0.5"), ge=0, le=1)
 
 
+class KJBRequest(StrategyRequest):
+    """KJB strategy request."""
+    pass
+
+
 class StockFactor(BaseModel):
     """Factor scores for a single stock."""
     ticker: str

backend/app/services/strategy/__init__.py

@@ -2,5 +2,6 @@ from app.services.strategy.base import BaseStrategy
 from app.services.strategy.multi_factor import MultiFactorStrategy
 from app.services.strategy.quality import QualityStrategy
 from app.services.strategy.value_momentum import ValueMomentumStrategy
+from app.services.strategy.kjb import KJBStrategy, KJBSignalGenerator
 
-__all__ = ["BaseStrategy", "MultiFactorStrategy", "QualityStrategy", "ValueMomentumStrategy"]
+__all__ = ["BaseStrategy", "MultiFactorStrategy", "QualityStrategy", "ValueMomentumStrategy", "KJBStrategy", "KJBSignalGenerator"]

backend/app/services/strategy/kjb.py

@@ -97,3 +97,82 @@ class KJBSignalGenerator:
         signals["buy"] = (rs > 100) & (breakout.fillna(False) | large_candle.fillna(False))
         signals["buy"] = signals["buy"].fillna(False)
         return signals
+
+
+class KJBStrategy(BaseStrategy):
+    """
+    KJB strategy for stock ranking.
+    Ranks stocks by relative strength and momentum.
+    Compatible with existing strategy pattern (returns StrategyResult).
+    """
+
+    strategy_name = "kjb"
+
+    def run(
+        self,
+        universe_filter: UniverseFilter,
+        top_n: int,
+        base_date: date = None,
+        **kwargs,
+    ) -> StrategyResult:
+        if base_date is None:
+            base_date = date.today()
+
+        # Get universe - filter to top 30 by market cap
+        stocks = self.get_universe(universe_filter)
+        stocks.sort(key=lambda s: s.market_cap or 0, reverse=True)
+        stocks = stocks[:30]
+
+        tickers = [s.ticker for s in stocks]
+        stock_map = {s.ticker: s for s in stocks}
+
+        if not tickers:
+            return StrategyResult(
+                strategy_name=self.strategy_name,
+                base_date=base_date,
+                universe_count=0,
+                result_count=0,
+                stocks=[],
+            )
+
+        # Get valuations and sectors
+        valuations = self.factor_calc.get_valuations(tickers, base_date)
+        sectors = self.factor_calc.get_sectors(tickers)
+
+        # Calculate 1-month momentum as ranking proxy
+        momentum = self.factor_calc.calculate_momentum(
+            tickers, base_date, months=1, skip_recent=0,
+        )
+
+        # Build results
+        results = []
+        for ticker in tickers:
+            stock = stock_map[ticker]
+            val = valuations.get(ticker)
+            mom = momentum.get(ticker, Decimal("0"))
+
+            results.append(StockFactor(
+                ticker=ticker,
+                name=stock.name,
+                market=stock.market,
+                sector_name=sectors.get(ticker),
+                market_cap=int(stock.market_cap / 100_000_000) if stock.market_cap else None,
+                close_price=Decimal(str(stock.close_price)) if stock.close_price else None,
+                per=Decimal(str(val.per)) if val and val.per else None,
+                pbr=Decimal(str(val.pbr)) if val and val.pbr else None,
+                dividend_yield=Decimal(str(val.dividend_yield)) if val and val.dividend_yield else None,
+                momentum_score=mom,
+                total_score=mom,
+            ))
+
+        results.sort(key=lambda x: x.total_score or Decimal("0"), reverse=True)
+        for i, r in enumerate(results[:top_n], 1):
+            r.rank = i
+
+        return StrategyResult(
+            strategy_name=self.strategy_name,
+            base_date=base_date,
+            universe_count=len(stocks),
+            result_count=min(top_n, len(results)),
+            stocks=results[:top_n],
+        )