feat: improve backtest system and add OpenRouter balance query

2026-01-12 04:01:17 +08:00
parent 5a4c770279
commit bd5db753df
11 changed files with 1996 additions and 413 deletions
@@ -82,6 +82,46 @@ def _normalize_lang(lang: str | None) -> str:
    return l2 if l2 in supported else "zh-CN"


+@backtest_bp.route('/backtest/precision-info', methods=['POST'])
+def get_precision_info():
+    """
+    获取回测精度信息（用于前端提示）
+    
+    Params:
+        market: 市场类型
+        startDate: 开始日期 (YYYY-MM-DD)
+        endDate: 结束日期 (YYYY-MM-DD)
+        
+    Returns:
+        精度信息，包含推荐的执行时间框架和预估K线数量
+    """
+    try:
+        data = request.get_json()
+        if not data:
+            return jsonify({'code': 0, 'msg': 'Request body is required'}), 400
+        
+        market = data.get('market', 'crypto')
+        start_date_str = data.get('startDate', '')
+        end_date_str = data.get('endDate', '')
+        
+        if not start_date_str or not end_date_str:
+            return jsonify({'code': 0, 'msg': 'startDate and endDate are required'}), 400
+        
+        start_date = datetime.strptime(start_date_str, '%Y-%m-%d')
+        end_date = datetime.strptime(end_date_str, '%Y-%m-%d')
+        
+        exec_tf, precision_info = backtest_service.get_execution_timeframe(start_date, end_date, market)
+        
+        return jsonify({
+            'code': 1,
+            'msg': 'success',
+            'data': precision_info
+        })
+    except Exception as e:
+        logger.error(f"Get precision info failed: {e}")
+        return jsonify({'code': 0, 'msg': str(e)}), 400
+
+
@backtest_bp.route('/backtest', methods=['POST'])
 def run_backtest():
    """
@@ -97,6 +137,7 @@ def run_backtest():
        endDate: End date (YYYY-MM-DD)
        initialCapital: Initial capital (default 10000)
        commission: Commission rate (default 0.001)
+        enableMtf: Enable multi-timeframe backtest (default true, only for crypto)
    """
    try:
        data = request.get_json()
@@ -122,6 +163,10 @@ def run_backtest():
        leverage = int(data.get('leverage', 1))
        trade_direction = data.get('tradeDirection', 'long')  # long, short, both
        strategy_config = data.get('strategyConfig') or {}
+        # 多时间框架回测开关（默认开启，仅加密货币市场有效）
+        enable_mtf = data.get('enableMtf', True)
+        if isinstance(enable_mtf, str):
+            enable_mtf = enable_mtf.lower() in ['true', '1', 'yes']
        
        # (Debug) log received params if needed
        
@@ -178,21 +223,46 @@ def run_backtest():
            }), 400
        
        
-        # 执行回测
-        result = backtest_service.run(
-            indicator_code=indicator_code,
-            market=market,
-            symbol=symbol,
-            timeframe=timeframe,
-            start_date=start_date,
-            end_date=end_date,
-            initial_capital=initial_capital,
-            commission=commission,
-            slippage=slippage,
-            leverage=leverage,
-            trade_direction=trade_direction,
-            strategy_config=strategy_config
-        )
+        # 执行回测（支持多时间框架高精度回测）
+        # 加密货币市场且启用MTF时，使用多时间框架回测
+        if enable_mtf and market.lower() in ['crypto', 'cryptocurrency']:
+            result = backtest_service.run_multi_timeframe(
+                indicator_code=indicator_code,
+                market=market,
+                symbol=symbol,
+                timeframe=timeframe,
+                start_date=start_date,
+                end_date=end_date,
+                initial_capital=initial_capital,
+                commission=commission,
+                slippage=slippage,
+                leverage=leverage,
+                trade_direction=trade_direction,
+                strategy_config=strategy_config,
+                enable_mtf=True
+            )
+        else:
+            result = backtest_service.run(
+                indicator_code=indicator_code,
+                market=market,
+                symbol=symbol,
+                timeframe=timeframe,
+                start_date=start_date,
+                end_date=end_date,
+                initial_capital=initial_capital,
+                commission=commission,
+                slippage=slippage,
+                leverage=leverage,
+                trade_direction=trade_direction,
+                strategy_config=strategy_config
+            )
+            # 添加标准回测的精度信息
+            result['precision_info'] = {
+                'enabled': False,
+                'timeframe': timeframe,
+                'precision': 'standard',
+                'message': '使用标准K线回测'
+            }

        # Persist backtest run for AI optimization / history
        run_id = None
@@ -877,6 +877,82 @@ def save_settings():
        return jsonify({'code': 0, 'msg': f'Save failed: {str(e)}'})


+@settings_bp.route('/openrouter-balance', methods=['GET'])
+def get_openrouter_balance():
+    """查询 OpenRouter 账户余额"""
+    try:
+        import requests
+        from app.config.api_keys import APIKeys
+        
+        api_key = APIKeys.OPENROUTER_API_KEY
+        if not api_key:
+            return jsonify({
+                'code': 0, 
+                'msg': 'OpenRouter API Key 未配置',
+                'data': None
+            })
+        
+        # 调用 OpenRouter API 查询余额
+        # https://openrouter.ai/docs#limits
+        resp = requests.get(
+            'https://openrouter.ai/api/v1/auth/key',
+            headers={
+                'Authorization': f'Bearer {api_key}',
+                'Content-Type': 'application/json'
+            },
+            timeout=10
+        )
+        
+        if resp.status_code == 200:
+            data = resp.json()
+            # OpenRouter 返回格式: {"data": {"label": "...", "usage": 0.0, "limit": null, ...}}
+            key_data = data.get('data', {})
+            usage = key_data.get('usage', 0)  # 已使用金额
+            limit = key_data.get('limit')  # 限额（可能为null表示无限制）
+            limit_remaining = key_data.get('limit_remaining')  # 剩余额度
+            is_free_tier = key_data.get('is_free_tier', False)
+            rate_limit = key_data.get('rate_limit', {})
+            
+            return jsonify({
+                'code': 1,
+                'msg': 'success',
+                'data': {
+                    'usage': round(usage, 4),  # 已使用（美元）
+                    'limit': limit,  # 总限额
+                    'limit_remaining': round(limit_remaining, 4) if limit_remaining is not None else None,  # 剩余额度
+                    'is_free_tier': is_free_tier,
+                    'rate_limit': rate_limit,
+                    'label': key_data.get('label', '')
+                }
+            })
+        elif resp.status_code == 401:
+            return jsonify({
+                'code': 0,
+                'msg': 'API Key 无效或已过期',
+                'data': None
+            })
+        else:
+            return jsonify({
+                'code': 0,
+                'msg': f'查询失败: HTTP {resp.status_code}',
+                'data': None
+            })
+            
+    except requests.exceptions.Timeout:
+        return jsonify({
+            'code': 0,
+            'msg': '请求超时，请检查网络连接',
+            'data': None
+        })
+    except Exception as e:
+        logger.error(f"Get OpenRouter balance failed: {e}")
+        return jsonify({
+            'code': 0,
+            'msg': f'查询失败: {str(e)}',
+            'data': None
+        })
+
+
@settings_bp.route('/test-connection', methods=['POST'])
 def test_connection():
    """测试API连接"""
@@ -202,7 +202,7 @@ class PendingOrderWorker:
                            # instId: BTC-USDT-SWAP -> BTC/USDT
                            hb_sym = inst_id.replace("-SWAP", "").replace("-", "/")
                            side = "long" if pos_side == "long" else ("short" if pos_side == "short" else ("long" if pos > 0 else "short"))
-                            # IMPORTANT: OKX swap positions `pos` is in contracts (张数), but our system uses base-asset quantity.
+                            # IMPORTANT: OKX swap positions `pos` is in contracts, but our system uses base-asset quantity.
                            # Convert contracts -> base using ctVal when available.
                            qty_base = abs(float(pos))
                            try:
@@ -14,7 +14,7 @@ logger = get_logger(__name__)
 class StrategyService:
    """Strategy service."""
    
-    # 类变量：限制连接测试并发数
+    # Class variable: limit connection test concurrency
    _connection_test_semaphore = threading.Semaphore(5)
    
    def __init__(self):
@@ -22,7 +22,7 @@ class StrategyService:
        pass
        
    def get_running_strategies(self) -> List[Dict[str, Any]]:
-        """获取所有运行中的策略（仅ID）"""
+        """Get all running strategies (ID only)"""
        try:
            with get_db_connection() as db:
                cursor = db.cursor()
@@ -36,13 +36,13 @@ class StrategyService:
            return []

    def get_running_strategies_with_type(self) -> List[Dict[str, Any]]:
-        """获取所有运行中的策略（包含类型信息）"""
+        """Get all running strategies (with type info)"""
        try:
            with get_db_connection() as db:
                cursor = db.cursor()
-                # 假设 qd_strategies_trading 表中有 strategy_type 字段
-                # 如果没有，可能需要关联查询或者根据其他字段判断
-                # 这里假设表结构已更新
+                # Assume qd_strategies_trading table has strategy_type field
+                # If not, may need join query or determine from other fields
+                # Here we assume table structure is updated
                query = "SELECT id, strategy_type FROM qd_strategies_trading WHERE status = 'running'"
                cursor.execute(query)
                results = cursor.fetchall()
@@ -58,14 +58,14 @@ class StrategyService:
    
    def get_exchange_symbols(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
        """
-        获取交易所交易对列表 (无需API Key)
+        Get exchange trading pairs (no API Key required)
        """
        try:
            exchange_id = exchange_config.get('exchange_id', '')
            proxies = exchange_config.get('proxies')
            
            if not exchange_id:
-                return {'success': False, 'message': '请选择交易所', 'symbols': []}
+                return {'success': False, 'message': 'Please select an exchange', 'symbols': []}

            # For these exchanges, prefer direct REST (no ccxt), aligned with local live-trading design.
            ex = str(exchange_id or "").strip().lower()
@@ -97,7 +97,7 @@ class StrategyService:
                            if sym.endswith("USDT") and len(sym) > 4:
                                symbols.append(f"{sym[:-4]}/USDT")
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}

                if ex in ("coinbaseexchange", "coinbase_exchange"):
                    base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.exchange.coinbase.com").rstrip("/")
@@ -113,7 +113,7 @@ class StrategyService:
                            if quote_ccy == "USDT" and base_ccy:
                                symbols.append(f"{base_ccy}/USDT")
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}

                if ex == "kraken":
                    if market_type == "spot":
@@ -142,7 +142,7 @@ class StrategyService:
                                if sym and ("perpetual" in typ or typ.startswith("pf") or sym.startswith("PF_")):
                                    symbols.append(sym)
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}

                if ex == "kucoin":
                    if market_type == "spot":
@@ -177,7 +177,7 @@ class StrategyService:
                                if base_ccy:
                                    symbols.append(f"{base_ccy}/USDT")
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}

                if ex == "gate":
                    base = str(exchange_config.get("base_url") or exchange_config.get("baseUrl") or "https://api.gateio.ws").rstrip("/")
@@ -203,7 +203,7 @@ class StrategyService:
                                if name and name.upper().endswith("_USDT"):
                                    symbols.append(name.replace("_", "/"))
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}

                if ex == "bitfinex":
                    j = _req_json("https://api-pub.bitfinex.com/v2/conf/pub:list:pair:exchange") if market_type == "spot" else _req_json(
@@ -225,19 +225,19 @@ class StrategyService:
                        elif s.endswith("USDT") and len(s) > 4:
                            symbols.append(f"{s[:-4]}/USDT")
                    symbols = sorted(list(set(symbols)))
-                    return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
-                return {'success': True, 'message': '获取成功', 'symbols': symbols}
+                    return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
+                return {'success': True, 'message': 'Success', 'symbols': symbols}
            
            import ccxt
            
-            # 创建交易所实例 (public only)
+            # Create exchange instance (public only)
            exchange_class = getattr(ccxt, exchange_id, None)
            if not exchange_class:
-                return {'success': False, 'message': f'不支持的交易所: {exchange_id}', 'symbols': []}
+                return {'success': False, 'message': f'Unsupported exchange: {exchange_id}', 'symbols': []}
            
            exchange_config_dict = {
                'enableRateLimit': True,
-                'options': {'defaultType': 'swap'} # 默认为 swap
+                'options': {'defaultType': 'swap'}  # Default to swap
            }
            if proxies:
                exchange_config_dict['proxies'] = proxies
@@ -251,11 +251,11 @@ class StrategyService:
                    symbols.append(symbol)
            
            symbols.sort()
-            return {'success': True, 'message': f'获取成功，共 {len(symbols)} 个交易对', 'symbols': symbols}
+            return {'success': True, 'message': f'Success, {len(symbols)} trading pairs', 'symbols': symbols}
            
        except Exception as e:
            logger.error(f"Failed to fetch symbols: {str(e)}")
-            return {'success': False, 'message': f'获取交易对失败: {str(e)}', 'symbols': []}
+            return {'success': False, 'message': f'Failed to get trading pairs: {str(e)}', 'symbols': []}
    
    def test_exchange_connection(self, exchange_config: Dict[str, Any]) -> Dict[str, Any]:
        """
@@ -535,7 +535,7 @@ class StrategyService:
        trading_config = payload.get('trading_config') or {}
        exchange_config = payload.get('exchange_config') or {}

-        # 策略组字段
+        # Strategy group fields
        strategy_group_id = payload.get('strategy_group_id') or ''
        group_base_name = payload.get('group_base_name') or ''

@@ -588,10 +588,10 @@ class StrategyService:

    def batch_create_strategies(self, payload: Dict[str, Any]) -> Dict[str, Any]:
        """
-        批量创建策略（多币种）
+        Batch create strategies (multi-symbol)
        
        Args:
-            payload: 包含 symbols（数组）和其他策略配置
+            payload: Contains symbols (array) and other strategy config
            
        Returns:
            {
@@ -609,7 +609,7 @@ class StrategyService:
        if not base_name:
            raise ValueError("strategy_name is required")
        
-        # 生成策略组ID
+        # Generate strategy group ID
        strategy_group_id = str(uuid.uuid4())[:8]
        
        created_ids = []
@@ -617,10 +617,10 @@ class StrategyService:
        
        for symbol in symbols:
            try:
-                # 为每个币种创建单独的策略
+                # Create individual strategy for each symbol
                single_payload = dict(payload)
                
-                # 解析 symbol（可能是 "Market:SYMBOL" 格式）
+                # Parse symbol (may be "Market:SYMBOL" format)
                if isinstance(symbol, str) and ':' in symbol:
                    parts = symbol.split(':', 1)
                    market_category = parts[0]
@@ -629,13 +629,13 @@ class StrategyService:
                    market_category = payload.get('market_category') or 'Crypto'
                    symbol_name = symbol
                
-                # 策略名称加币种后缀
+                # Strategy name with symbol suffix
                single_payload['strategy_name'] = f"{base_name}-{symbol_name}"
                single_payload['strategy_group_id'] = strategy_group_id
                single_payload['group_base_name'] = base_name
                single_payload['market_category'] = market_category
                
-                # 更新 trading_config 中的 symbol
+                # Update symbol in trading_config
                trading_config = dict(single_payload.get('trading_config') or {})
                trading_config['symbol'] = symbol_name
                single_payload['trading_config'] = trading_config
@@ -658,7 +658,7 @@ class StrategyService:
        }

    def batch_start_strategies(self, strategy_ids: List[int]) -> Dict[str, Any]:
-        """批量启动策略"""
+        """Batch start strategies"""
        success_ids = []
        failed_ids = []
        
@@ -677,7 +677,7 @@ class StrategyService:
        }

    def batch_stop_strategies(self, strategy_ids: List[int]) -> Dict[str, Any]:
-        """批量停止策略"""
+        """Batch stop strategies"""
        success_ids = []
        failed_ids = []
        
@@ -696,7 +696,7 @@ class StrategyService:
        }

    def batch_delete_strategies(self, strategy_ids: List[int]) -> Dict[str, Any]:
-        """批量删除策略"""
+        """Batch delete strategies"""
        success_ids = []
        failed_ids = []
        
@@ -715,7 +715,7 @@ class StrategyService:
        }

    def get_strategies_by_group(self, strategy_group_id: str) -> List[Dict[str, Any]]:
-        """获取策略组内的所有策略"""
+        """Get all strategies in a group"""
        try:
            with get_db_connection() as db:
                cur = db.cursor()