TIANHE
590 lines
21 KiB
Python
590 lines
21 KiB
Python
"""
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交易策略 API 路由
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"""
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from flask import Blueprint, request, jsonify
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import traceback
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import time
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from app.services.strategy import StrategyService
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from app.services.strategy_compiler import StrategyCompiler
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from app.services.backtest import BacktestService
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from app import get_trading_executor
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from app.utils.logger import get_logger
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from app.utils.db import get_db_connection
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from app.data_sources import DataSourceFactory
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logger = get_logger(__name__)
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strategy_bp = Blueprint('strategy', __name__)
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# Local mode: avoid heavy initialization during module import.
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# Instantiate services lazily on first use to keep startup clean.
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_strategy_service = None
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def get_strategy_service() -> StrategyService:
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global _strategy_service
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if _strategy_service is None:
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_strategy_service = StrategyService()
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return _strategy_service
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@strategy_bp.route('/strategies', methods=['GET'])
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def list_strategies():
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"""
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策略列表（本地版：单用户）
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"""
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try:
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user_id = request.args.get('user_id', type=int) or 1
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items = get_strategy_service().list_strategies(user_id=user_id)
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return jsonify({'code': 1, 'msg': 'success', 'data': {'strategies': items}})
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except Exception as e:
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logger.error(f"list_strategies failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': {'strategies': []}}), 500
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@strategy_bp.route('/strategies/detail', methods=['GET'])
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def get_strategy_detail():
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': None}), 400
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st = get_strategy_service().get_strategy(strategy_id)
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if not st:
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return jsonify({'code': 0, 'msg': '策略不存在', 'data': None}), 404
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return jsonify({'code': 1, 'msg': 'success', 'data': st})
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except Exception as e:
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logger.error(f"get_strategy_detail failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
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@strategy_bp.route('/strategies/create', methods=['POST'])
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def create_strategy():
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try:
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payload = request.get_json() or {}
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# Local mode default user
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payload['user_id'] = int(payload.get('user_id') or 1)
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payload['strategy_type'] = payload.get('strategy_type') or 'IndicatorStrategy'
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new_id = get_strategy_service().create_strategy(payload)
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return jsonify({'code': 1, 'msg': 'success', 'data': {'id': new_id}})
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except Exception as e:
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logger.error(f"create_strategy failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
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@strategy_bp.route('/strategies/update', methods=['PUT'])
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def update_strategy():
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': None}), 400
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payload = request.get_json() or {}
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ok = get_strategy_service().update_strategy(strategy_id, payload)
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if not ok:
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return jsonify({'code': 0, 'msg': '策略不存在', 'data': None}), 404
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return jsonify({'code': 1, 'msg': 'success', 'data': None})
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except Exception as e:
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logger.error(f"update_strategy failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
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@strategy_bp.route('/strategies/delete', methods=['DELETE'])
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def delete_strategy():
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': None}), 400
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ok = get_strategy_service().delete_strategy(strategy_id)
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return jsonify({'code': 1 if ok else 0, 'msg': 'success' if ok else 'failed', 'data': None})
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except Exception as e:
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logger.error(f"delete_strategy failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
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@strategy_bp.route('/strategies/trades', methods=['GET'])
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def get_trades():
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"""交易记录（从本地 SQLite 读取）"""
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': {'trades': [], 'items': []}}), 400
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with get_db_connection() as db:
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cur = db.cursor()
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cur.execute(
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"""
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SELECT id, strategy_id, symbol, type, price, amount, value, commission, commission_ccy, profit, created_at
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FROM qd_strategy_trades
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WHERE strategy_id = ?
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ORDER BY id DESC
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""",
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(strategy_id,)
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)
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rows = cur.fetchall() or []
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cur.close()
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# Frontend expects data.trades; keep data.items for compatibility with list-style components.
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return jsonify({'code': 1, 'msg': 'success', 'data': {'trades': rows, 'items': rows}})
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except Exception as e:
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logger.error(f"get_trades failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': {'trades': [], 'items': []}}), 500
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@strategy_bp.route('/strategies/positions', methods=['GET'])
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def get_positions():
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"""持仓记录（从本地 SQLite 读取）"""
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': {'positions': [], 'items': []}}), 400
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with get_db_connection() as db:
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cur = db.cursor()
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cur.execute(
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"""
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SELECT id, strategy_id, symbol, side, size, entry_price, current_price, highest_price,
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unrealized_pnl, pnl_percent, equity, updated_at
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FROM qd_strategy_positions
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WHERE strategy_id = ?
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ORDER BY id DESC
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""",
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(strategy_id,)
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)
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rows = cur.fetchall() or []
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cur.close()
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# Sync current price and PnL on read (frontend polls every few seconds).
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def _calc_unrealized_pnl(side: str, entry_price: float, current_price: float, size: float) -> float:
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ep = float(entry_price or 0.0)
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cp = float(current_price or 0.0)
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sz = float(size or 0.0)
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if ep <= 0 or cp <= 0 or sz <= 0:
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return 0.0
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s = (side or "").strip().lower()
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if s == "short":
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return (ep - cp) * sz
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return (cp - ep) * sz
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def _calc_pnl_percent(entry_price: float, size: float, pnl: float) -> float:
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ep = float(entry_price or 0.0)
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sz = float(size or 0.0)
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denom = ep * sz
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if denom <= 0:
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return 0.0
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return float(pnl) / denom * 100.0
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now = int(time.time())
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# Fetch prices once per symbol to reduce API calls.
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sym_to_price: Dict[str, float] = {}
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ds = DataSourceFactory.get_source("Crypto")
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for r in rows:
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sym = (r.get("symbol") or "").strip()
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if not sym:
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continue
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if sym in sym_to_price:
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continue
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try:
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t = ds.get_ticker(sym) or {}
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px = float(t.get("last") or t.get("close") or 0.0)
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if px > 0:
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sym_to_price[sym] = px
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except Exception:
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continue
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# Apply to rows and persist best-effort
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out = []
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with get_db_connection() as db:
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cur = db.cursor()
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for r in rows:
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sym = (r.get("symbol") or "").strip()
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side = (r.get("side") or "").strip().lower()
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entry = float(r.get("entry_price") or 0.0)
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size = float(r.get("size") or 0.0)
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cp = float(sym_to_price.get(sym) or r.get("current_price") or 0.0)
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pnl = _calc_unrealized_pnl(side, entry, cp, size)
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pct = _calc_pnl_percent(entry, size, pnl)
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rr = dict(r)
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rr["current_price"] = float(cp or 0.0)
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rr["unrealized_pnl"] = float(pnl)
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rr["pnl_percent"] = float(pct)
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rr["updated_at"] = now
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out.append(rr)
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try:
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cur.execute(
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"""
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UPDATE qd_strategy_positions
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SET current_price = ?, unrealized_pnl = ?, pnl_percent = ?, updated_at = ?
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WHERE id = ?
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""",
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(float(cp or 0.0), float(pnl), float(pct), int(now), int(rr.get("id"))),
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)
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except Exception:
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pass
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db.commit()
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cur.close()
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return jsonify({'code': 1, 'msg': 'success', 'data': {'positions': out, 'items': out}})
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except Exception as e:
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logger.error(f"get_positions failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': {'positions': [], 'items': []}}), 500
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@strategy_bp.route('/strategies/equityCurve', methods=['GET'])
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def get_equity_curve():
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"""净值曲线（本地简单计算：initial_capital + 累计 profit）"""
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': '缺少策略ID参数', 'data': []}), 400
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st = get_strategy_service().get_strategy(strategy_id) or {}
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initial = float(st.get('initial_capital') or (st.get('trading_config') or {}).get('initial_capital') or 0)
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if initial <= 0:
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initial = 1000.0
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with get_db_connection() as db:
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cur = db.cursor()
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cur.execute(
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"""
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SELECT created_at, profit
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FROM qd_strategy_trades
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WHERE strategy_id = ?
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ORDER BY created_at ASC
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""",
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(strategy_id,)
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)
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rows = cur.fetchall() or []
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cur.close()
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equity = initial
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curve = []
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for r in rows:
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try:
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equity += float(r.get('profit') or 0)
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except Exception:
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pass
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ts = int(r.get('created_at') or time.time())
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curve.append({'time': ts, 'equity': equity})
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return jsonify({'code': 1, 'msg': 'success', 'data': curve})
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except Exception as e:
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logger.error(f"get_equity_curve failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({'code': 0, 'msg': str(e), 'data': []}), 500
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@strategy_bp.route('/strategies/stop', methods=['POST'])
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def stop_strategy():
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"""
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停止策略
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参数:
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id: 策略ID
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"""
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({
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'code': 0,
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'msg': '缺少策略ID参数',
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'data': None
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}), 400
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# 获取策略类型
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strategy_type = get_strategy_service().get_strategy_type(strategy_id)
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# Local backend: AI strategy executor was removed. Only indicator strategies are supported.
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if strategy_type == 'PromptBasedStrategy':
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return jsonify({'code': 0, 'msg': 'AI策略已移除，本地版不支持启动/停止 AI 策略', 'data': None}), 400
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# 指标策略
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get_trading_executor().stop_strategy(strategy_id)
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# 更新策略状态
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get_strategy_service().update_strategy_status(strategy_id, 'stopped')
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return jsonify({
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'code': 1,
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'msg': '停止成功',
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'data': None
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})
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except Exception as e:
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logger.error(f"Failed to stop strategy: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({
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'code': 0,
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'msg': f'停止策略失败: {str(e)}',
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'data': None
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}), 500
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@strategy_bp.route('/strategies/start', methods=['POST'])
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def start_strategy():
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"""
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启动策略
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参数:
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id: 策略ID
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"""
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try:
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strategy_id = request.args.get('id', type=int)
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if not strategy_id:
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return jsonify({
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'code': 0,
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'msg': '缺少策略ID参数',
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'data': None
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}), 400
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# 获取策略类型
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strategy_type = get_strategy_service().get_strategy_type(strategy_id)
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# 更新策略状态
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get_strategy_service().update_strategy_status(strategy_id, 'running')
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# Local backend: AI strategy executor was removed. Only indicator strategies are supported.
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if strategy_type == 'PromptBasedStrategy':
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return jsonify({'code': 0, 'msg': 'AI策略已移除，本地版不支持启动 AI 策略', 'data': None}), 400
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# 指标策略
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success = get_trading_executor().start_strategy(strategy_id)
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if not success:
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# 如果启动失败，恢复状态
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get_strategy_service().update_strategy_status(strategy_id, 'stopped')
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return jsonify({
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'code': 0,
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'msg': '启动策略执行器失败',
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'data': None
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}), 500
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return jsonify({
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'code': 1,
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'msg': '启动成功',
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'data': None
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})
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except Exception as e:
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logger.error(f"Failed to start strategy: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({
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'code': 0,
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'msg': f'启动策略失败: {str(e)}',
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'data': None
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}), 500
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@strategy_bp.route('/strategies/test-connection', methods=['POST'])
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def test_connection():
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"""
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测试交易所连接
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请求体:
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exchange_config: 交易所配置
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"""
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try:
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data = request.get_json() or {}
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# 记录请求数据（用于调试，但不记录敏感信息）
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logger.debug(f"Connection test request keys: {list(data.keys())}")
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# 获取交易所配置
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exchange_config = data.get('exchange_config', data)
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# Local deployment: no encryption/decryption; accept dict or JSON string.
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if isinstance(exchange_config, str):
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try:
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import json
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exchange_config = json.loads(exchange_config)
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except Exception:
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pass
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# 验证 exchange_config 是否为字典
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if not isinstance(exchange_config, dict):
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logger.error(f"Invalid exchange_config type: {type(exchange_config)}, data: {str(exchange_config)[:200]}")
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# Frontend expects HTTP 200 with {code:0} for business failures.
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return jsonify({'code': 0, 'msg': '交易所配置格式错误，请检查数据格式', 'data': None})
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# 验证必要字段
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if not exchange_config.get('exchange_id'):
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return jsonify({'code': 0, 'msg': '请选择交易所', 'data': None})
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api_key = exchange_config.get('api_key', '')
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secret_key = exchange_config.get('secret_key', '')
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# 详细日志排查
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logger.info(f"Testing connection: exchange_id={exchange_config.get('exchange_id')}")
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logger.info(f"API Key: {api_key[:5]}... (len={len(api_key)})")
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logger.info(f"Secret Key: {secret_key[:5]}... (len={len(secret_key)})")
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# 检查是否有特殊字符
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if api_key.strip() != api_key:
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logger.warning("API key contains leading/trailing whitespace")
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if secret_key.strip() != secret_key:
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logger.warning("Secret key contains leading/trailing whitespace")
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if not api_key or not secret_key:
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return jsonify({'code': 0, 'msg': '请填写API密钥和Secret密钥', 'data': None})
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result = get_strategy_service().test_exchange_connection(exchange_config)
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if result['success']:
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return jsonify({'code': 1, 'msg': result.get('message') or '连接成功', 'data': result.get('data')})
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# Always return HTTP 200 for business-level failures.
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return jsonify({'code': 0, 'msg': result.get('message') or '连接失败', 'data': result.get('data')})
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except Exception as e:
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logger.error(f"Connection test failed: {str(e)}")
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logger.error(traceback.format_exc())
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return jsonify({
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'code': 0,
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'msg': f'测试连接失败: {str(e)}',
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'data': None
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}), 500
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@strategy_bp.route('/strategies/get-symbols', methods=['POST'])
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def get_symbols():
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"""
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获取交易所交易对列表
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请求体:
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exchange_config: 交易所配置
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"""
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try:
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data = request.get_json() or {}
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exchange_config = data.get('exchange_config', data)
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result = get_strategy_service().get_exchange_symbols(exchange_config)
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||
if result['success']:
|
||
return jsonify({
|
||
'code': 1,
|
||
'msg': result['message'],
|
||
'data': {
|
||
'symbols': result['symbols']
|
||
}
|
||
})
|
||
else:
|
||
return jsonify({
|
||
'code': 0,
|
||
'msg': result['message'],
|
||
'data': {
|
||
'symbols': []
|
||
}
|
||
})
|
||
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch symbols: {str(e)}")
|
||
logger.error(traceback.format_exc())
|
||
return jsonify({
|
||
'code': 0,
|
||
'msg': f'获取交易对失败: {str(e)}',
|
||
'data': {
|
||
'symbols': []
|
||
}
|
||
}), 500
|
||
|
||
|
||
@strategy_bp.route('/strategies/preview-compile', methods=['POST'])
|
||
def preview_compile():
|
||
"""
|
||
预览编译后的策略结果
|
||
"""
|
||
try:
|
||
data = request.get_json() or {}
|
||
# strategy_config is passed as 'config'
|
||
config = data.get('config')
|
||
|
||
if not config:
|
||
return jsonify({'code': 0, 'msg': 'Missing config'}), 400
|
||
|
||
# Compile
|
||
compiler = StrategyCompiler()
|
||
try:
|
||
code = compiler.compile(config)
|
||
except Exception as e:
|
||
return jsonify({'code': 0, 'msg': f'Compilation failed: {str(e)}'}), 400
|
||
|
||
# Execute
|
||
symbol = config.get('symbol', 'BTC/USDT')
|
||
timeframe = config.get('timeframe', '4h')
|
||
|
||
backtest_service = BacktestService()
|
||
result = backtest_service.run_code_strategy(
|
||
code=code,
|
||
symbol=symbol,
|
||
timeframe=timeframe,
|
||
limit=500
|
||
)
|
||
|
||
if result.get('error'):
|
||
return jsonify({'code': 0, 'msg': f"Execution failed: {result['error']}"}), 400
|
||
|
||
return jsonify({
|
||
'code': 1,
|
||
'msg': 'Success',
|
||
'data': result
|
||
})
|
||
|
||
except Exception as e:
|
||
logger.error(f"Preview failed: {e}")
|
||
return jsonify({'code': 0, 'msg': str(e)}), 500
|
||
|
||
|
||
@strategy_bp.route('/strategies/notifications', methods=['GET'])
|
||
def get_strategy_notifications():
|
||
"""
|
||
Strategy signal notifications (browser channel persistence).
|
||
|
||
Query:
|
||
- id: strategy id (optional)
|
||
- limit: default 50, max 200
|
||
- since_id: return rows with id > since_id (optional)
|
||
"""
|
||
try:
|
||
strategy_id = request.args.get('id', type=int)
|
||
limit = request.args.get('limit', type=int) or 50
|
||
limit = max(1, min(200, int(limit)))
|
||
since_id = request.args.get('since_id', type=int) or 0
|
||
|
||
where = []
|
||
args = []
|
||
if strategy_id:
|
||
where.append("strategy_id = ?")
|
||
args.append(int(strategy_id))
|
||
if since_id:
|
||
where.append("id > ?")
|
||
args.append(int(since_id))
|
||
where_sql = ("WHERE " + " AND ".join(where)) if where else ""
|
||
|
||
with get_db_connection() as db:
|
||
cur = db.cursor()
|
||
cur.execute(
|
||
f"""
|
||
SELECT *
|
||
FROM qd_strategy_notifications
|
||
{where_sql}
|
||
ORDER BY id DESC
|
||
LIMIT ?
|
||
""",
|
||
tuple(args + [int(limit)]),
|
||
)
|
||
rows = cur.fetchall() or []
|
||
cur.close()
|
||
|
||
return jsonify({'code': 1, 'msg': 'success', 'data': {'items': rows}})
|
||
except Exception as e:
|
||
logger.error(f"get_strategy_notifications failed: {str(e)}")
|
||
logger.error(traceback.format_exc())
|
||
return jsonify({'code': 0, 'msg': str(e), 'data': {'items': []}}), 500 |