fix(backtest): 因子回测默认区间改用 180 天而非 3 年 (#202)

问题: `/api/backtest/factor/run` 与 `/api/backtest/factor/batch` 省略 start
时, 使用了策略默认区间 STRATEGY_DEFAULT_DAYS(3 年), 而非为因子回测定义的
FACTOR_DEFAULT_DAYS(180 天)。以 end=2026-08-24 为例, 会解析成 2023-08-25。

影响: 用户只选因子直接运行会加载约 3 年数据, 徒增内存与耗时; 也与前端
「默认最近 3 个月」的提示不一致。且服务器区间守卫上限为 186 天, 该默认区间
在开启守卫时会被直接拒绝。

根因: factor_run / factor_batch 调用 _resolve_start 时误传 STRATEGY_DEFAULT_DAYS。
同文件的 strategy_run 已正确使用 FACTOR_DEFAULT_DAYS, 仅两个因子入口写反。

修复: 两处改为 FACTOR_DEFAULT_DAYS。显式传 start=null(全部历史)与显式日期的
语义保持不变(由 _resolve_start 的 model_fields_set 判定, 未改动)。

验证: 新增 tests/backtest/test_factor_default_range.py, 用替身 Service 捕获
传入配置, 覆盖省略 start、显式 null、显式日期三种情况(factor_run + factor_batch)。
修复前 2 例失败(解析为 2023-08-25), 修复后 4 例全过; 相邻 factor/optimizer
回归 28 passed; ruff 通过。

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

backend/app/api/backtest.py

@@ -158,7 +158,7 @@ def factor_run(req: FactorBacktestRequest, request: Request):
     svc = FactorBacktestService(engine)
 
     end = req.end or date.today()
-    start = _resolve_start(req, end, STRATEGY_DEFAULT_DAYS)
+    start = _resolve_start(req, end, FACTOR_DEFAULT_DAYS)
     _guard_server_backtest_range(start, end)
     symbols = req.symbols if req.symbols else None
     if symbols is not None and len(symbols) > FACTOR_MAX_SYMBOLS:
@@ -212,7 +212,7 @@ def factor_batch(req: FactorBatchRequest, request: Request):
         raise HTTPException(status_code=400, detail=f"不支持的因子: {', '.join(invalid)}")
 
     end = req.end or date.today()
-    start = _resolve_start(req, end, STRATEGY_DEFAULT_DAYS)
+    start = _resolve_start(req, end, FACTOR_DEFAULT_DAYS)
     _guard_server_backtest_range(start, end)
     symbols = req.symbols if req.symbols else None
     if symbols is not None and len(symbols) > FACTOR_MAX_SYMBOLS:

backend/tests/backtest/test_factor_default_range.py

@@ -0,0 +1,89 @@
+"""因子回测默认区间回归测试。
+
+覆盖 issue #202: `/api/backtest/factor/run` 与 `/api/backtest/factor/batch`
+在省略 `start` 时错误使用了策略默认区间(3 年)而非因子默认区间(180 天)。
+
+只关注「起始日解析」这一关注点, 用替身 Service 捕获传入配置, 不做真实数据加载。
+"""
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import date, timedelta
+from typing import ClassVar
+
+import pytest
+
+from app.api import backtest as bt
+
+
+@dataclass
+class _DummyResult:
+    ok: bool = True
+
+
+class _CapturingService:
+    """替身 FactorBacktestService: 捕获配置, 不触真实引擎。"""
+
+    captured: ClassVar[list] = []
+
+    def __init__(self, engine):
+        pass
+
+    def run(self, cfg):
+        _CapturingService.captured.append(cfg)
+        return _DummyResult()
+
+    def run_batch(self, cfg):
+        _CapturingService.captured.append(cfg)
+        return _DummyResult()
+
+
+class _Req:
+    """占位 request; _get_engine 已被 patch, 不会真正访问其属性。"""
+
+
+@pytest.fixture
+def patched(monkeypatch):
+    _CapturingService.captured = []
+    monkeypatch.setattr(bt, "_get_engine", lambda request: object())
+    # factor_run / factor_batch 内部 `from app.backtest.factor import FactorBacktestService`
+    # 读取的是模块属性, patch 源模块即可命中。
+    import app.backtest.factor as factor_mod
+    monkeypatch.setattr(factor_mod, "FactorBacktestService", _CapturingService)
+    # 隔离守卫, 单测「起始日解析」。
+    monkeypatch.setattr(bt, "_guard_server_backtest_range", lambda start, end: None)
+    return _CapturingService
+
+
+def test_factor_run_omitted_start_uses_factor_default(patched):
+    end = date(2026, 8, 24)
+    bt.factor_run(bt.FactorBacktestRequest(factor_name="momentum_5d", end=end), _Req())
+    cfg = patched.captured[-1]
+    assert cfg.start == end - timedelta(days=bt.FACTOR_DEFAULT_DAYS)
+    # 回归保护: 不得再退回策略默认的 3 年。
+    assert cfg.start != end - timedelta(days=bt.STRATEGY_DEFAULT_DAYS)
+
+
+def test_factor_batch_omitted_start_uses_factor_default(patched):
+    end = date(2026, 8, 24)
+    bt.factor_batch(bt.FactorBatchRequest(factor_names=["momentum_5d"], end=end), _Req())
+    cfg = patched.captured[-1]
+    assert cfg.start == end - timedelta(days=bt.FACTOR_DEFAULT_DAYS)
+    assert cfg.start != end - timedelta(days=bt.STRATEGY_DEFAULT_DAYS)
+
+
+def test_factor_run_explicit_null_start_means_all_history(patched):
+    """显式传 start=null 语义不变: 代表全部历史。"""
+    end = date(2026, 8, 24)
+    bt.factor_run(bt.FactorBacktestRequest(factor_name="momentum_5d", start=None, end=end), _Req())
+    assert patched.captured[-1].start == date(1900, 1, 1)
+
+
+def test_factor_run_explicit_start_passthrough(patched):
+    """显式日期原样透传。"""
+    end = date(2026, 8, 24)
+    bt.factor_run(
+        bt.FactorBacktestRequest(factor_name="momentum_5d", start=date(2026, 1, 1), end=end),
+        _Req(),
+    )
+    assert patched.captured[-1].start == date(2026, 1, 1)