v3.0.1

Signed-off-by: Dinger <quantdinger@gmail.com>

backend_api_python/app/routes/strategy.py

@@ -1026,4 +1026,154 @@ def clear_notifications():
         return jsonify({'code': 1, 'msg': 'success'})
     except Exception as e:
         logger.error(f"clear_notifications failed: {str(e)}")
+        return jsonify({'code': 0, 'msg': str(e)}), 500
+
+
+# ===== Script Strategy Endpoints =====
+
+@strategy_bp.route('/strategies/verify-code', methods=['POST'])
+@login_required
+def verify_strategy_code():
+    """Verify script strategy code syntax and safety."""
+    try:
+        payload = request.get_json() or {}
+        code = payload.get('code', '')
+        if not code.strip():
+            return jsonify({'success': False, 'message': 'Code is empty'})
+
+        required_funcs = ['on_bar', 'on_init']
+        found = [f for f in required_funcs if f'def {f}' in code]
+        missing = [f for f in required_funcs if f not in found]
+
+        if missing:
+            return jsonify({
+                'success': False,
+                'message': f'Missing required functions: {", ".join(missing)}'
+            })
+
+        try:
+            compile(code, '<strategy>', 'exec')
+        except SyntaxError as se:
+            return jsonify({
+                'success': False,
+                'message': f'Syntax error at line {se.lineno}: {se.msg}'
+            })
+
+        return jsonify({'success': True, 'message': 'Code verification passed'})
+    except Exception as e:
+        logger.error(f"verify_strategy_code failed: {str(e)}")
+        return jsonify({'success': False, 'message': str(e)})
+
+
+@strategy_bp.route('/strategies/ai-generate', methods=['POST'])
+@login_required
+def ai_generate_strategy():
+    """Generate strategy code using AI."""
+    try:
+        payload = request.get_json() or {}
+        prompt = payload.get('prompt', '')
+        if not prompt.strip():
+            return jsonify({'code': '', 'msg': 'Prompt is empty'})
+
+        system_prompt = """You are a quantitative trading strategy code generator.
+Generate Python strategy code that follows this framework:
+- def on_init(ctx): Initialize strategy parameters using ctx.param(name, default)
+- def on_bar(ctx, bar): Core logic called on each K-line bar
+  - bar has: open, high, low, close, volume, timestamp
+  - ctx.buy(price, amount), ctx.sell(price, amount), ctx.close_position()
+  - ctx.position (current position), ctx.balance, ctx.equity
+  - ctx.bars(n) to get last N bars, ctx.log(message) to log
+- def on_order_filled(ctx, order): Optional callback when order fills
+- def on_stop(ctx): Optional cleanup when strategy stops
+
+Return ONLY the Python code, no explanations."""
+
+        from app.services.llm import LLMService
+        llm = LLMService()
+        api_key = llm.get_api_key()
+        if not api_key:
+            return jsonify({'code': '', 'msg': 'No LLM API key configured'})
+
+        content = llm.call_llm_api(
+            messages=[
+                {"role": "system", "content": system_prompt},
+                {"role": "user", "content": prompt},
+            ],
+            model=llm.get_code_generation_model(),
+            temperature=0.7,
+            use_json_mode=False
+        )
+
+        content = content.strip()
+        if content.startswith("```python"):
+            content = content[9:]
+        elif content.startswith("```"):
+            content = content[3:]
+        if content.endswith("```"):
+            content = content[:-3]
+        content = content.strip()
+
+        if content:
+            return jsonify({'code': content, 'msg': 'success'})
+        else:
+            return jsonify({'code': '', 'msg': 'AI generation returned empty result'})
+    except Exception as e:
+        logger.error(f"ai_generate_strategy failed: {str(e)}")
+        return jsonify({'code': '', 'msg': str(e)})
+
+
+@strategy_bp.route('/strategies/performance', methods=['GET'])
+@login_required
+def get_strategy_performance():
+    """Get strategy performance metrics (aggregated from equity curve and trades)."""
+    try:
+        strategy_id = request.args.get('id')
+        if not strategy_id:
+            return jsonify({'code': 0, 'msg': 'Strategy ID required'})
+
+        svc = get_strategy_service()
+        equity_data = svc.get_equity_curve(int(strategy_id))
+        return jsonify({
+            'code': 1,
+            'msg': 'success',
+            'data': {
+                'equity_curve': equity_data
+            }
+        })
+    except Exception as e:
+        logger.error(f"get_strategy_performance failed: {str(e)}")
+        return jsonify({'code': 0, 'msg': str(e)}), 500
+
+
+@strategy_bp.route('/strategies/logs', methods=['GET'])
+@login_required
+def get_strategy_logs():
+    """Get strategy running logs."""
+    try:
+        strategy_id = request.args.get('id')
+        limit = int(request.args.get('limit', 200))
+        if not strategy_id:
+            return jsonify({'code': 0, 'msg': 'Strategy ID required'})
+
+        with get_db_connection() as db:
+            cur = db.cursor()
+            cur.execute(
+                """
+                SELECT id, strategy_id, level, message, timestamp
+                FROM qd_strategy_logs
+                WHERE strategy_id = ?
+                ORDER BY id DESC
+                LIMIT ?
+                """,
+                (int(strategy_id), limit)
+            )
+            rows = cur.fetchall() or []
+            cur.close()
+
+        logs = list(reversed(rows))
+        return jsonify({'code': 1, 'msg': 'success', 'data': logs})
+    except Exception as e:
+        if 'qd_strategy_logs' in str(e) and ('does not exist' in str(e) or 'no such table' in str(e)):
+            return jsonify({'code': 1, 'msg': 'success', 'data': []})
+        logger.error(f"get_strategy_logs failed: {str(e)}")
         return jsonify({'code': 0, 'msg': str(e)}), 500

backend_api_python/app/services/backtest.py

@@ -1274,15 +1274,21 @@ class BacktestService:
         signals = pd.Series(0, index=df.index)
         
         try:
-            # Prepare execution environment
+            # Reset DatetimeIndex to integer so user code can use df.at[0, ...] or df.iloc[0, ...]
+            df_for_exec = df.copy()
+            if isinstance(df_for_exec.index, pd.DatetimeIndex):
+                df_for_exec = df_for_exec.reset_index(drop=False)
+                if 'time' not in df_for_exec.columns:
+                    df_for_exec.rename(columns={df_for_exec.columns[0]: 'time'}, inplace=True)
+
             local_vars = {
-                'df': df.copy(),
-                'open': df['open'],
-                'high': df['high'],
-                'low': df['low'],
-                'close': df['close'],
-                'volume': df['volume'],
-                'signals': signals,
+                'df': df_for_exec,
+                'open': df_for_exec['open'],
+                'high': df_for_exec['high'],
+                'low': df_for_exec['low'],
+                'close': df_for_exec['close'],
+                'volume': df_for_exec['volume'],
+                'signals': pd.Series(0, index=df_for_exec.index),
                 'np': np,
                 'pd': pd,
             }
@@ -1366,8 +1372,13 @@ import pandas as pd
             if not exec_result['success']:
                 raise RuntimeError(f"Code execution failed: {exec_result['error']}")
             
-            # Get the executed df
+            # Get the executed df, restore DatetimeIndex for signal alignment
             executed_df = exec_env.get('df', df)
+            if isinstance(df.index, pd.DatetimeIndex) and not isinstance(executed_df.index, pd.DatetimeIndex):
+                if 'time' in executed_df.columns:
+                    executed_df = executed_df.set_index('time')
+                elif len(executed_df) == len(df):
+                    executed_df.index = df.index
 
             # Validation: if chart signals are provided, df['buy']/df['sell'] must exist for backtest normalization.
             # This keeps indicator scripts simple and consistent (chart=buy/sell, execution=normalized in backend).

backend_api_python/app/services/strategy.py

@@ -670,6 +670,9 @@ class StrategyService:
             trading_config['long_ratio'] = long_ratio
             trading_config['rebalance_frequency'] = rebalance_frequency
 
+        strategy_mode = payload.get('strategy_mode') or 'signal'
+        strategy_code = payload.get('strategy_code') or ''
+
         with get_db_connection() as db:
             cur = db.cursor()
             cur.execute(
@@ -678,9 +681,9 @@ class StrategyService:
                 (user_id, strategy_name, strategy_type, market_category, execution_mode, notification_config,
                  status, symbol, timeframe, initial_capital, leverage, market_type,
                  exchange_config, indicator_config, trading_config, ai_model_config, decide_interval,
-                 strategy_group_id, group_base_name,
+                 strategy_group_id, group_base_name, strategy_mode, strategy_code,
                  created_at, updated_at)
-                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, NOW(), NOW())
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, NOW(), NOW())
                 """,
                 (
                     user_id,
@@ -701,7 +704,9 @@ class StrategyService:
                     self._dump_json_or_encrypt(payload.get('ai_model_config') or {}, encrypt=False),
                     int(payload.get('decide_interval') or 300),
                     strategy_group_id,
-                    group_base_name
+                    group_base_name,
+                    strategy_mode,
+                    strategy_code
                 )
             )
             new_id = cur.lastrowid

backend_api_python/migrations/init.sql

@@ -199,6 +199,8 @@ CREATE TABLE IF NOT EXISTS qd_strategies_trading (
     decide_interval INTEGER DEFAULT 300,
     strategy_group_id VARCHAR(100) DEFAULT '',
     group_base_name VARCHAR(255) DEFAULT '',
+    strategy_mode VARCHAR(20) DEFAULT 'signal',
+    strategy_code TEXT DEFAULT '',
     created_at TIMESTAMP DEFAULT NOW(),
     updated_at TIMESTAMP DEFAULT NOW()
 );
@@ -207,6 +209,25 @@ CREATE INDEX IF NOT EXISTS idx_strategies_user_id ON qd_strategies_trading(user_
 CREATE INDEX IF NOT EXISTS idx_strategies_status ON qd_strategies_trading(status);
 CREATE INDEX IF NOT EXISTS idx_strategies_group_id ON qd_strategies_trading(strategy_group_id);
 
+-- Add strategy_mode and strategy_code columns (script strategy support)
+DO $$
+BEGIN
+    IF NOT EXISTS (
+        SELECT 1 FROM information_schema.columns
+        WHERE table_name = 'qd_strategies_trading' AND column_name = 'strategy_mode'
+    ) THEN
+        ALTER TABLE qd_strategies_trading ADD COLUMN strategy_mode VARCHAR(20) DEFAULT 'signal';
+        RAISE NOTICE 'Added strategy_mode column to qd_strategies_trading';
+    END IF;
+    IF NOT EXISTS (
+        SELECT 1 FROM information_schema.columns
+        WHERE table_name = 'qd_strategies_trading' AND column_name = 'strategy_code'
+    ) THEN
+        ALTER TABLE qd_strategies_trading ADD COLUMN strategy_code TEXT DEFAULT '';
+        RAISE NOTICE 'Added strategy_code column to qd_strategies_trading';
+    END IF;
+END$$;
+
 -- Add last_rebalance_at column for cross-sectional strategies (if not exists)
 DO $$
 BEGIN