feat: add scenario analysis workspace
This commit is contained in:
@@ -9,14 +9,16 @@ use crate::models::{
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AreaProfile, AreaScore, AreaScoreLineage, AreaScoreLineageQuery, AreaScoreModelRunResponse,
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AreaScoreRunDiff, AreaScoreRunDiffItem, AreaScoreSummary, CompareQuery, ComparisonMetric,
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ComparisonMetricValue, CreateAreaScoreModelRun, CreateDataSource, CreateIngestionRun,
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CreateRawArtifact, CreateWatchlistEvent, CreateWatchlistItem, DataSource, DiagnosticMetric,
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FinishIngestionRun, ImportExecutionRequest, ImportExecutionResponse, ImportValidationRequest,
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ImportValidationResponse, IngestionRun, IngestionRunQuery, MarketOverview, ModelRun,
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ModelRunDiffQuery, ModelRunQuery, MonthQuery, Neighborhood, NeighborhoodComparison,
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NeighborhoodComparisonItem, NeighborhoodDetail, NeighborhoodMonthlyMetric, NeighborhoodQuery,
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NeighborhoodScore, NeighborhoodScoreQuery, RawArtifact, RawArtifactQuery, SimilarNeighborhood,
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SimilarNeighborhoodCandidate, SimilarNeighborhoodQuery, SimilarNeighborhoodResponse,
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UpdateWatchlistItem, WatchlistEvent, WatchlistItem, WatchlistQuery,
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CreateRawArtifact, CreateScenarioRun, CreateWatchlistEvent, CreateWatchlistItem, DataSource,
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DiagnosticMetric, FinishIngestionRun, ImportExecutionRequest, ImportExecutionResponse,
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ImportValidationRequest, ImportValidationResponse, IngestionRun, IngestionRunQuery,
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MarketOverview, ModelRun, ModelRunDiffQuery, ModelRunQuery, MonthQuery, Neighborhood,
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NeighborhoodComparison, NeighborhoodComparisonItem, NeighborhoodDetail,
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NeighborhoodMonthlyMetric, NeighborhoodQuery, NeighborhoodScore, NeighborhoodScoreQuery,
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RawArtifact, RawArtifactQuery, ScenarioAreaResult, ScenarioRun, ScenarioRunQuery,
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ScenarioRunResponse, ScenarioVariant, SimilarNeighborhood, SimilarNeighborhoodCandidate,
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SimilarNeighborhoodQuery, SimilarNeighborhoodResponse, UpdateWatchlistItem, WatchlistEvent,
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WatchlistItem, WatchlistQuery,
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};
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use crate::scoring::{compute_area_scores, previous_month, AreaMetricRow, ComputedAreaScore};
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use crate::state::AppState;
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@@ -1749,6 +1751,103 @@ pub async fn create_watchlist_event(
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Ok(Json(event))
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}
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pub async fn list_scenario_runs(
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State(state): State<AppState>,
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Query(query): Query<ScenarioRunQuery>,
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) -> ApiResult<Json<Vec<ScenarioRun>>> {
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if let Some(month) = query.target_month.as_deref() {
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validate_month(month)?;
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}
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if let Some(area_id) = query.area_id.as_deref() {
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validate_identifier(area_id)?;
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}
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let runs = sqlx::query_as::<_, ScenarioRun>(
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r#"
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SELECT
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scenario_run_id,
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name,
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target_month,
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area_id,
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interest_rate_delta_bps,
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policy_signal_delta,
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supply_delta_pct,
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rent_delta_pct,
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notes,
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created_at::text AS created_at
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FROM app.scenario_runs
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WHERE ($1::text IS NULL OR target_month = $1)
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AND ($2::text IS NULL OR area_id = $2)
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ORDER BY scenario_run_id DESC
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LIMIT 50
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"#,
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)
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.bind(query.target_month)
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.bind(query.area_id)
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.fetch_all(&state.pool)
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.await?;
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Ok(Json(runs))
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}
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pub async fn create_scenario_run(
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State(state): State<AppState>,
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Json(payload): Json<CreateScenarioRun>,
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) -> ApiResult<Json<ScenarioRunResponse>> {
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validate_month(&payload.target_month)?;
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payload
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.validate()
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.map_err(|message| ApiError::BadRequest(message.to_string()))?;
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if let Some(area_id) = payload.area_id.as_deref() {
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validate_identifier(area_id)?;
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}
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let mut tx = state.pool.begin().await?;
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let run = sqlx::query_as::<_, ScenarioRun>(
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r#"
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INSERT INTO app.scenario_runs (
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name,
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target_month,
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area_id,
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interest_rate_delta_bps,
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policy_signal_delta,
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supply_delta_pct,
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rent_delta_pct,
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notes
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)
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VALUES ($1, $2, $3, $4, $5, $6, $7, COALESCE($8, ''))
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RETURNING
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scenario_run_id,
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name,
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target_month,
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area_id,
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interest_rate_delta_bps,
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policy_signal_delta,
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supply_delta_pct,
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rent_delta_pct,
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notes,
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created_at::text AS created_at
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"#,
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)
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.bind(payload.name.trim().to_string())
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.bind(payload.target_month.trim().to_string())
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.bind(payload.area_id.clone())
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.bind(payload.interest_rate_delta_bps)
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.bind(payload.policy_signal_delta)
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.bind(payload.supply_delta_pct)
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.bind(payload.rent_delta_pct)
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.bind(payload.notes.clone())
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.fetch_one(&mut *tx)
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.await?;
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let variants = build_scenario_variants(&mut tx, &run)
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.await
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.map_err(ApiError::BadRequest)?;
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tx.commit().await?;
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Ok(Json(ScenarioRunResponse { run, variants }))
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}
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async fn insert_watchlist_event(
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tx: &mut sqlx::Transaction<'_, sqlx::Postgres>,
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watchlist_item_id: i64,
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@@ -1812,6 +1911,252 @@ async fn fetch_area_scores(state: &AppState, month: &str) -> Result<Vec<AreaScor
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.await
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}
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async fn build_scenario_variants(
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tx: &mut sqlx::Transaction<'_, sqlx::Postgres>,
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run: &ScenarioRun,
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) -> Result<Vec<ScenarioVariant>, String> {
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let current_rows = fetch_area_metric_rows(tx, &run.target_month)
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.await
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.map_err(|error| format!("failed to fetch current area metrics: {error}"))?;
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if current_rows.is_empty() {
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return Err(format!(
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"no area metrics found for month {}",
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run.target_month
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));
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}
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let target_rows = current_rows
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.iter()
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.filter(|row| {
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run.area_id
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.as_deref()
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.map(|area_id| row.area_id == area_id)
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.unwrap_or(true)
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})
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.cloned()
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.collect::<Vec<_>>();
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if target_rows.is_empty() {
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return Err("no area metrics found for scenario area".to_string());
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}
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let prior_month =
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previous_month(&run.target_month).ok_or_else(|| "invalid month".to_string())?;
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let prior_rows = fetch_area_metric_rows(tx, &prior_month)
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.await
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.map_err(|error| format!("failed to fetch prior area metrics: {error}"))?;
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let price_history = fetch_area_price_history(tx, &run.target_month)
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.await
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.map_err(|error| format!("failed to fetch area price history: {error}"))?;
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let baseline_scores = compute_area_scores(¤t_rows, &prior_rows, &price_history);
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Ok(vec![
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build_scenario_variant(
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"downside",
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"谨慎",
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1.35,
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&target_rows,
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&prior_rows,
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&price_history,
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&baseline_scores,
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run,
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),
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build_scenario_variant(
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"base",
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"基准",
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1.0,
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&target_rows,
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&prior_rows,
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&price_history,
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&baseline_scores,
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run,
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),
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build_scenario_variant(
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"upside",
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"乐观",
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0.65,
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&target_rows,
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&prior_rows,
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&price_history,
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&baseline_scores,
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run,
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),
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])
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}
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fn build_scenario_variant(
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key: &str,
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name: &str,
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multiplier: f64,
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rows: &[AreaMetricRow],
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prior_rows: &[AreaMetricRow],
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price_history: &std::collections::HashMap<String, Vec<f64>>,
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baseline_scores: &[ComputedAreaScore],
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run: &ScenarioRun,
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) -> ScenarioVariant {
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let adjusted_rows = rows
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.iter()
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.map(|row| adjusted_area_metric_row(row, run, multiplier))
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.collect::<Vec<_>>();
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let projected_scores = compute_area_scores(&adjusted_rows, prior_rows, price_history);
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let baseline_by_area = baseline_scores
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.iter()
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.map(|score| (score.area_id.as_str(), score))
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.collect::<std::collections::HashMap<_, _>>();
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let adjusted_by_area = adjusted_rows
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.iter()
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.map(|row| (row.area_id.as_str(), row))
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.collect::<std::collections::HashMap<_, _>>();
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let items = projected_scores
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.into_iter()
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.filter_map(|projected| {
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let baseline = baseline_by_area.get(projected.area_id.as_str())?;
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let adjusted = adjusted_by_area.get(projected.area_id.as_str())?;
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Some(scenario_area_result(
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baseline, &projected, adjusted, run, multiplier,
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))
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})
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.collect::<Vec<_>>();
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ScenarioVariant {
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key: key.to_string(),
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name: name.to_string(),
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assumptions: scenario_assumptions(run, multiplier),
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items,
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}
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}
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fn adjusted_area_metric_row(
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row: &AreaMetricRow,
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run: &ScenarioRun,
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multiplier: f64,
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) -> AreaMetricRow {
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let price_delta_pct = scenario_price_delta_pct(run, multiplier);
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let transaction_delta_pct = scenario_transaction_delta_pct(run, multiplier);
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let listing_delta_pct = (run.supply_delta_pct * multiplier
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+ run.interest_rate_delta_bps.max(0.0) * 0.08
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- (run.policy_signal_delta.max(0) as f64) * 3.0)
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.clamp(-60.0, 180.0);
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AreaMetricRow {
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transaction_count: adjusted_i32(row.transaction_count, transaction_delta_pct, 1),
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transaction_price_psm: adjusted_f64(row.transaction_price_psm, price_delta_pct, 1.0),
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listing_count: adjusted_i32(row.listing_count, listing_delta_pct, 0),
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listing_price_psm: adjusted_f64(row.listing_price_psm, price_delta_pct * 0.85, 1.0),
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median_days_on_market: adjusted_f64(
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row.median_days_on_market,
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-transaction_delta_pct * 0.45 + listing_delta_pct * 0.25,
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1.0,
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),
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rent_price_psm: adjusted_f64(row.rent_price_psm, run.rent_delta_pct * multiplier, 0.1),
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new_supply_units: adjusted_i32(row.new_supply_units, run.supply_delta_pct * multiplier, 0),
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mortgage_rate_pct: (row.mortgage_rate_pct
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+ run.interest_rate_delta_bps * multiplier / 100.0)
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.max(0.0),
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policy_signal: (row.policy_signal
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+ ((run.policy_signal_delta as f64) * multiplier).round() as i32)
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.clamp(-2, 2),
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..row.clone()
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}
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}
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fn scenario_area_result(
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baseline: &ComputedAreaScore,
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projected: &ComputedAreaScore,
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adjusted: &AreaMetricRow,
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run: &ScenarioRun,
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multiplier: f64,
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) -> ScenarioAreaResult {
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ScenarioAreaResult {
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area_id: projected.area_id.clone(),
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name: projected.name.clone(),
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district: projected.district.clone(),
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baseline_score: baseline.investment_score,
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projected_score: projected.investment_score,
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score_delta: round_to(projected.investment_score - baseline.investment_score, 1),
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baseline_price_psm: baseline.transaction_price_psm,
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projected_price_psm: projected.transaction_price_psm,
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price_delta_pct: round_to(
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safe_percentage(
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projected.transaction_price_psm - baseline.transaction_price_psm,
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baseline.transaction_price_psm,
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),
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1,
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),
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projected_rent_yield_pct: projected.annual_rent_yield_pct,
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projected_liquidity_score: projected.liquidity_score,
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projected_supply_risk_score: projected.supply_risk_score,
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recommendation: projected.recommendation.clone(),
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risk_notes: scenario_risk_notes(projected, adjusted, run, multiplier),
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}
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}
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fn scenario_assumptions(run: &ScenarioRun, multiplier: f64) -> Vec<String> {
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vec![
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format!("利率变动 {:.0}bp", run.interest_rate_delta_bps * multiplier),
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format!(
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"政策信号 {}",
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((run.policy_signal_delta as f64) * multiplier).round() as i32
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),
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format!("新增供应 {:.1}%", run.supply_delta_pct * multiplier),
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format!("租金变化 {:.1}%", run.rent_delta_pct * multiplier),
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format!("价格冲击 {:.1}%", scenario_price_delta_pct(run, multiplier)),
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]
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}
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fn scenario_risk_notes(
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projected: &ComputedAreaScore,
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adjusted: &AreaMetricRow,
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run: &ScenarioRun,
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multiplier: f64,
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) -> Vec<String> {
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let mut notes = Vec::new();
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if projected.supply_risk_score >= 70.0 {
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notes.push("供应压力偏高，需跟踪新增挂牌与去化速度".to_string());
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}
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if projected.liquidity_score < 45.0 {
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notes.push("流动性承压，议价周期可能拉长".to_string());
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}
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if projected.annual_rent_yield_pct < 1.7 {
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notes.push("租金收益率偏低，安全边际不足".to_string());
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}
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if adjusted.mortgage_rate_pct >= 4.5 {
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notes.push("按揭利率处于偏紧区间，购买力敏感".to_string());
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}
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if run.policy_signal_delta < 0 && multiplier >= 1.0 {
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notes.push("政策假设偏谨慎，估值修复可能延后".to_string());
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}
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if notes.is_empty() {
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notes.push("核心风险未显著恶化，适合继续跟踪量价验证".to_string());
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}
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notes
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}
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fn scenario_price_delta_pct(run: &ScenarioRun, multiplier: f64) -> f64 {
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let rate_effect = -0.018 * run.interest_rate_delta_bps;
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let policy_effect = run.policy_signal_delta as f64 * 1.35;
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let supply_effect = -0.035 * run.supply_delta_pct;
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let rent_effect = 0.08 * run.rent_delta_pct;
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((rate_effect + policy_effect + supply_effect + rent_effect) * multiplier).clamp(-35.0, 35.0)
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}
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fn scenario_transaction_delta_pct(run: &ScenarioRun, multiplier: f64) -> f64 {
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let rate_effect = -0.045 * run.interest_rate_delta_bps;
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let policy_effect = run.policy_signal_delta as f64 * 4.5;
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let supply_effect = 0.08 * run.supply_delta_pct;
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let rent_effect = 0.04 * run.rent_delta_pct;
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((rate_effect + policy_effect + supply_effect + rent_effect) * multiplier).clamp(-70.0, 160.0)
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}
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fn adjusted_f64(value: f64, pct_delta: f64, minimum: f64) -> f64 {
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(value * (1.0 + pct_delta / 100.0)).max(minimum)
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}
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fn adjusted_i32(value: i32, pct_delta: f64, minimum: i32) -> i32 {
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((value as f64) * (1.0 + pct_delta / 100.0))
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.round()
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.max(minimum as f64) as i32
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}
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async fn recompute_area_scores_in_tx(
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tx: &mut sqlx::Transaction<'_, sqlx::Postgres>,
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month: &str,
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@@ -2501,6 +2846,21 @@ fn validate_sha256(value: &str) -> ApiResult<()> {
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}
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}
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fn validate_identifier(value: &str) -> ApiResult<()> {
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let valid = !value.is_empty()
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&& value.len() <= 80
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&& value
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.chars()
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.all(|item| item.is_ascii_alphanumeric() || item == '_' || item == '-')
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&& !has_sensitive_text(value);
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if valid {
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Ok(())
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} else {
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Err(ApiError::BadRequest("invalid identifier".to_string()))
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}
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}
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fn has_sensitive_text(value: &str) -> bool {
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let lower = value.to_ascii_lowercase();
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lower.contains("password")
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@@ -2515,11 +2875,15 @@ fn has_sensitive_text(value: &str) -> bool {
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#[cfg(test)]
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mod tests {
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use crate::models::{
|
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CreateDataSource, CreateIngestionRun, CreateRawArtifact, CreateWatchlistItem,
|
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FinishIngestionRun, SimilarNeighborhoodCandidate, UpdateWatchlistItem,
|
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CreateDataSource, CreateIngestionRun, CreateRawArtifact, CreateScenarioRun,
|
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CreateWatchlistItem, FinishIngestionRun, ScenarioRun, SimilarNeighborhoodCandidate,
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UpdateWatchlistItem,
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};
|
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use super::{parse_compare_ids, similar_neighborhood, validate_month, validate_sha256};
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use super::{
|
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parse_compare_ids, scenario_assumptions, scenario_price_delta_pct,
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scenario_transaction_delta_pct, similar_neighborhood, validate_month, validate_sha256,
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};
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|
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#[test]
|
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fn accepts_valid_month() {
|
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@@ -2712,6 +3076,35 @@ mod tests {
|
||||
.is_err());
|
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}
|
||||
|
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#[test]
|
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fn validates_scenario_run_payload() {
|
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assert!(CreateScenarioRun {
|
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name: "利率上行压力测试".to_string(),
|
||||
target_month: "2026-05".to_string(),
|
||||
area_id: Some("zhangjiang".to_string()),
|
||||
interest_rate_delta_bps: 50.0,
|
||||
policy_signal_delta: -1,
|
||||
supply_delta_pct: 20.0,
|
||||
rent_delta_pct: 3.0,
|
||||
notes: Some("手工假设".to_string()),
|
||||
}
|
||||
.validate()
|
||||
.is_ok());
|
||||
|
||||
assert!(CreateScenarioRun {
|
||||
name: "bad".to_string(),
|
||||
target_month: "2026-05".to_string(),
|
||||
area_id: None,
|
||||
interest_rate_delta_bps: 500.0,
|
||||
policy_signal_delta: 0,
|
||||
supply_delta_pct: 0.0,
|
||||
rent_delta_pct: 0.0,
|
||||
notes: None,
|
||||
}
|
||||
.validate()
|
||||
.is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn validates_sha256_query_value() {
|
||||
assert!(validate_sha256(&"0".repeat(64)).is_ok());
|
||||
@@ -2779,4 +3172,24 @@ mod tests {
|
||||
building_age_score: 85.0,
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn scenario_shocks_have_expected_direction() {
|
||||
let run = ScenarioRun {
|
||||
scenario_run_id: 1,
|
||||
name: "压力测试".to_string(),
|
||||
target_month: "2026-05".to_string(),
|
||||
area_id: None,
|
||||
interest_rate_delta_bps: 50.0,
|
||||
policy_signal_delta: -1,
|
||||
supply_delta_pct: 30.0,
|
||||
rent_delta_pct: 5.0,
|
||||
notes: "".to_string(),
|
||||
created_at: "2026-06-24".to_string(),
|
||||
};
|
||||
|
||||
assert!(scenario_price_delta_pct(&run, 1.0) < 0.0);
|
||||
assert!(scenario_transaction_delta_pct(&run, 1.0) < 0.0);
|
||||
assert_eq!(scenario_assumptions(&run, 1.0).len(), 5);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user