feat: add quant strategy Pydantic schemas

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

backend/app/schemas/__init__.py

@@ -9,6 +9,12 @@ from app.schemas.portfolio import (
     RebalanceItem, RebalanceResponse,
     RebalanceSimulationRequest, RebalanceSimulationResponse,
 )
+from app.schemas.strategy import (
+    FactorWeights, UniverseFilter,
+    StrategyRequest, MultiFactorRequest, QualityRequest, ValueMomentumRequest,
+    StockFactor, StrategyResult,
+    StockInfo, StockSearchResult, PriceData,
+)
 
 __all__ = [
     "UserBase",
@@ -24,4 +30,8 @@ __all__ = [
     "SnapshotResponse", "SnapshotHoldingResponse",
     "RebalanceItem", "RebalanceResponse",
     "RebalanceSimulationRequest", "RebalanceSimulationResponse",
+    "FactorWeights", "UniverseFilter",
+    "StrategyRequest", "MultiFactorRequest", "QualityRequest", "ValueMomentumRequest",
+    "StockFactor", "StrategyResult",
+    "StockInfo", "StockSearchResult", "PriceData",
 ]

backend/app/schemas/strategy.py

@@ -0,0 +1,132 @@
+"""
+Quant strategy related Pydantic schemas.
+"""
+from datetime import date
+from decimal import Decimal
+from typing import Optional, List, Dict
+
+from pydantic import BaseModel, Field
+
+
+class FactorWeights(BaseModel):
+    """Factor weights for multi-factor strategy."""
+    value: Decimal = Field(default=Decimal("0.25"), ge=0, le=1)
+    quality: Decimal = Field(default=Decimal("0.25"), ge=0, le=1)
+    momentum: Decimal = Field(default=Decimal("0.25"), ge=0, le=1)
+    low_vol: Decimal = Field(default=Decimal("0.25"), ge=0, le=1)
+
+
+class UniverseFilter(BaseModel):
+    """Stock universe filtering criteria."""
+    markets: List[str] = ["KOSPI", "KOSDAQ"]
+    min_market_cap: Optional[int] = None  # in 억원
+    max_market_cap: Optional[int] = None
+    exclude_stock_types: List[str] = ["spac", "preferred", "reit"]
+    exclude_sectors: List[str] = []
+
+
+class StrategyRequest(BaseModel):
+    """Base request for running a strategy."""
+    universe: UniverseFilter = UniverseFilter()
+    top_n: int = Field(default=30, ge=1, le=100)
+    base_date: Optional[date] = None
+
+
+class MultiFactorRequest(StrategyRequest):
+    """Multi-factor strategy request."""
+    weights: FactorWeights = FactorWeights()
+
+
+class QualityRequest(StrategyRequest):
+    """Super Quality strategy request."""
+    min_fscore: int = Field(default=7, ge=0, le=9)
+
+
+class ValueMomentumRequest(StrategyRequest):
+    """Value-Momentum strategy request."""
+    value_weight: Decimal = Field(default=Decimal("0.5"), ge=0, le=1)
+    momentum_weight: Decimal = Field(default=Decimal("0.5"), ge=0, le=1)
+
+
+class StockFactor(BaseModel):
+    """Factor scores for a single stock."""
+    ticker: str
+    name: str
+    market: str
+    sector_name: Optional[str] = None
+    market_cap: Optional[int] = None
+    close_price: Optional[Decimal] = None
+
+    # Raw metrics
+    per: Optional[Decimal] = None
+    pbr: Optional[Decimal] = None
+    psr: Optional[Decimal] = None
+    pcr: Optional[Decimal] = None
+    dividend_yield: Optional[Decimal] = None
+    roe: Optional[Decimal] = None
+
+    # Factor scores (z-scores)
+    value_score: Optional[Decimal] = None
+    quality_score: Optional[Decimal] = None
+    momentum_score: Optional[Decimal] = None
+
+    # Composite
+    total_score: Optional[Decimal] = None
+    rank: Optional[int] = None
+    fscore: Optional[int] = None
+
+
+class StrategyResult(BaseModel):
+    """Result from running a strategy."""
+    strategy_name: str
+    base_date: date
+    universe_count: int
+    result_count: int
+    stocks: List[StockFactor]
+
+
+class StockInfo(BaseModel):
+    """Detailed stock information."""
+    ticker: str
+    name: str
+    market: str
+    sector_name: Optional[str] = None
+    stock_type: str
+    close_price: Optional[Decimal] = None
+    market_cap: Optional[int] = None
+
+    # Valuation
+    per: Optional[Decimal] = None
+    pbr: Optional[Decimal] = None
+    psr: Optional[Decimal] = None
+    pcr: Optional[Decimal] = None
+    dividend_yield: Optional[Decimal] = None
+
+    # Per-share data
+    eps: Optional[Decimal] = None
+    bps: Optional[Decimal] = None
+
+    base_date: Optional[date] = None
+
+    class Config:
+        from_attributes = True
+
+
+class StockSearchResult(BaseModel):
+    """Stock search result."""
+    ticker: str
+    name: str
+    market: str
+
+
+class PriceData(BaseModel):
+    """Price data point."""
+    date: date
+    open: Decimal
+    high: Decimal
+    low: Decimal
+    close: Decimal
+    volume: int
+
+    class Config:
+        from_attributes = True