Dinger
1420 lines
54 KiB
Python
1420 lines
54 KiB
Python
"""
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Trading Strategy API Routes
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"""
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from flask import Blueprint, request, jsonify, g
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from datetime import datetime
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import json
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import re
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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.services.strategy_snapshot import StrategySnapshotResolver
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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.utils.auth import login_required
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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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_backtest_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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def get_backtest_service() -> BacktestService:
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global _backtest_service
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if _backtest_service is None:
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_backtest_service = BacktestService()
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return _backtest_service
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@strategy_bp.route('/strategies', methods=['GET'])
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@login_required
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def list_strategies():
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"""
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List strategies for the current user.
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"""
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try:
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user_id = g.user_id
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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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@login_required
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def get_strategy_detail():
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try:
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user_id = g.user_id
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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': 'Missing strategy id parameter', 'data': None}), 400
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st = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
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if not st:
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return jsonify({'code': 0, 'msg': 'Strategy not found', '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/backtest', methods=['POST'])
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@login_required
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def run_strategy_backtest():
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try:
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payload = request.get_json() or {}
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user_id = g.user_id
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strategy_id = int(payload.get('strategyId') or 0)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': 'strategyId is required', 'data': None}), 400
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start_date_str = str(payload.get('startDate') or '').strip()
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end_date_str = str(payload.get('endDate') or '').strip()
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if not start_date_str or not end_date_str:
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return jsonify({'code': 0, 'msg': 'startDate and endDate are required', 'data': None}), 400
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strategy = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
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if not strategy:
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return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': None}), 404
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resolver = StrategySnapshotResolver(user_id=user_id)
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snapshot = resolver.resolve(strategy, payload.get('overrideConfig') or {})
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snapshot['user_id'] = user_id
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start_date = datetime.strptime(start_date_str, '%Y-%m-%d')
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end_date = datetime.strptime(end_date_str, '%Y-%m-%d').replace(hour=23, minute=59, second=59)
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days_diff = (end_date - start_date).days
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timeframe = snapshot.get('timeframe') or '1D'
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if timeframe == '1m':
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max_days = 30
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max_range_text = '1 month'
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elif timeframe == '5m':
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max_days = 180
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max_range_text = '6 months'
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elif timeframe in ['15m', '30m']:
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max_days = 365
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max_range_text = '1 year'
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else:
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max_days = 1095
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max_range_text = '3 years'
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if days_diff > max_days:
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return jsonify({
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'code': 0,
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'msg': f'Backtest range exceeds limit: timeframe {timeframe} supports up to {max_range_text} ({max_days} days), but you selected {days_diff} days',
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'data': None
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}), 400
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svc = get_backtest_service()
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result = svc.run_strategy_snapshot(snapshot, start_date=start_date, end_date=end_date)
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run_id = svc.persist_run(
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user_id=user_id,
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indicator_id=snapshot.get('indicator_id'),
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strategy_id=snapshot.get('strategy_id'),
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strategy_name=snapshot.get('strategy_name') or '',
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run_type=snapshot.get('run_type') or 'strategy_indicator',
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market=snapshot.get('market') or '',
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symbol=snapshot.get('symbol') or '',
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timeframe=snapshot.get('timeframe') or '',
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start_date_str=start_date_str,
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end_date_str=end_date_str,
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initial_capital=float(snapshot.get('initial_capital') or 0),
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commission=float(snapshot.get('commission') or 0),
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slippage=float(snapshot.get('slippage') or 0),
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leverage=int(snapshot.get('leverage') or 1),
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trade_direction=str(snapshot.get('trade_direction') or 'long'),
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strategy_config=snapshot.get('strategy_config') or {},
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config_snapshot=snapshot.get('config_snapshot') or {},
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status='success',
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error_message='',
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result=result,
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code=snapshot.get('code') or '',
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)
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return jsonify({'code': 1, 'msg': 'success', 'data': {'runId': run_id, 'result': result}})
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except ValueError as e:
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 400
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except Exception as e:
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logger.error(f"run_strategy_backtest failed: {str(e)}")
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logger.error(traceback.format_exc())
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try:
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payload = payload if isinstance(payload, dict) else {}
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strategy_id = int(payload.get('strategyId') or 0)
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strategy = get_strategy_service().get_strategy(strategy_id, user_id=g.user_id) if strategy_id else None
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if strategy:
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resolver = StrategySnapshotResolver(user_id=g.user_id)
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snapshot = resolver.resolve(strategy, payload.get('overrideConfig') or {})
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snapshot['user_id'] = g.user_id
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get_backtest_service().persist_run(
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user_id=g.user_id,
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indicator_id=snapshot.get('indicator_id'),
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strategy_id=snapshot.get('strategy_id'),
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strategy_name=snapshot.get('strategy_name') or '',
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run_type=snapshot.get('run_type') or 'strategy_indicator',
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market=snapshot.get('market') or '',
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symbol=snapshot.get('symbol') or '',
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timeframe=snapshot.get('timeframe') or '',
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start_date_str=str(payload.get('startDate') or ''),
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end_date_str=str(payload.get('endDate') or ''),
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initial_capital=float(snapshot.get('initial_capital') or 0),
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commission=float(snapshot.get('commission') or 0),
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slippage=float(snapshot.get('slippage') or 0),
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leverage=int(snapshot.get('leverage') or 1),
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trade_direction=str(snapshot.get('trade_direction') or 'long'),
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strategy_config=snapshot.get('strategy_config') or {},
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config_snapshot=snapshot.get('config_snapshot') or {},
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status='failed',
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error_message=str(e),
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result=None,
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code=snapshot.get('code') or '',
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)
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except Exception:
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pass
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
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@strategy_bp.route('/strategies/backtest/history', methods=['GET'])
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@login_required
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def get_strategy_backtest_history():
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try:
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user_id = g.user_id
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strategy_id = int(request.args.get('strategyId') or request.args.get('id') or 0)
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if not strategy_id:
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return jsonify({'code': 0, 'msg': 'strategyId is required', 'data': None}), 400
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limit = max(1, min(int(request.args.get('limit') or 50), 200))
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offset = max(0, int(request.args.get('offset') or 0))
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symbol = (request.args.get('symbol') or '').strip()
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market = (request.args.get('market') or '').strip()
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timeframe = (request.args.get('timeframe') or '').strip()
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rows = get_backtest_service().list_runs(
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user_id=user_id,
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strategy_id=strategy_id,
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limit=limit,
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offset=offset,
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symbol=symbol,
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market=market,
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timeframe=timeframe,
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)
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rows = [r for r in rows if str(r.get('run_type') or '').startswith('strategy_')]
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return jsonify({'code': 1, 'msg': 'success', 'data': rows})
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except Exception as e:
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logger.error(f"get_strategy_backtest_history 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/backtest/get', methods=['GET'])
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@login_required
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def get_strategy_backtest_run():
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try:
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user_id = g.user_id
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run_id = int(request.args.get('runId') or 0)
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if not run_id:
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return jsonify({'code': 0, 'msg': 'runId is required', 'data': None}), 400
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row = get_backtest_service().get_run(user_id=user_id, run_id=run_id)
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if not row or not str(row.get('run_type') or '').startswith('strategy_'):
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return jsonify({'code': 0, 'msg': 'run not found', 'data': None}), 404
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return jsonify({'code': 1, 'msg': 'success', 'data': row})
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except Exception as e:
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logger.error(f"get_strategy_backtest_run 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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@login_required
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def create_strategy():
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try:
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user_id = g.user_id
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payload = request.get_json() or {}
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# Use current user's ID
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payload['user_id'] = user_id
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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/batch-create', methods=['POST'])
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@login_required
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def batch_create_strategies():
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"""
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Batch create strategies (multiple symbols)
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Request body:
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strategy_name: Base strategy name
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symbols: Array of symbols, e.g. ["Crypto:BTC/USDT", "Crypto:ETH/USDT"]
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... other strategy config
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"""
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try:
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user_id = g.user_id
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payload = request.get_json() or {}
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payload['user_id'] = user_id
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payload['strategy_type'] = payload.get('strategy_type') or 'IndicatorStrategy'
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result = get_strategy_service().batch_create_strategies(payload)
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if result['success']:
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return jsonify({
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'code': 1,
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'msg': f"Successfully created {result['total_created']} strategies",
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'data': result
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})
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else:
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return jsonify({
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'code': 0,
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'msg': 'Batch creation failed',
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'data': result
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})
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except Exception as e:
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logger.error(f"batch_create_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': None}), 500
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@strategy_bp.route('/strategies/batch-start', methods=['POST'])
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@login_required
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def batch_start_strategies():
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"""
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Batch start strategies
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Request body:
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strategy_ids: Array of strategy IDs
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or
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strategy_group_id: Strategy group ID
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"""
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try:
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user_id = g.user_id
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payload = request.get_json() or {}
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strategy_ids = payload.get('strategy_ids') or []
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strategy_group_id = payload.get('strategy_group_id')
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# If strategy_group_id provided, get all strategies in the group
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if strategy_group_id and not strategy_ids:
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strategy_ids = get_strategy_service().get_strategies_by_group(strategy_group_id, user_id=user_id)
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if not strategy_ids:
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return jsonify({'code': 0, 'msg': 'Please provide strategy IDs', 'data': None}), 400
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# Update database status first
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result = get_strategy_service().batch_start_strategies(strategy_ids, user_id=user_id)
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# Then start executor
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executor = get_trading_executor()
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for sid in result.get('success_ids', []):
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try:
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executor.start_strategy(sid)
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except Exception as e:
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logger.error(f"Failed to start executor for strategy {sid}: {e}")
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return jsonify({
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'code': 1 if result['success'] else 0,
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'msg': f"Successfully started {len(result.get('success_ids', []))} strategies",
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'data': result
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})
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except Exception as e:
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logger.error(f"batch_start_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': None}), 500
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|
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@strategy_bp.route('/strategies/batch-stop', methods=['POST'])
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@login_required
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def batch_stop_strategies():
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"""
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Batch stop strategies
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Request body:
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strategy_ids: Array of strategy IDs
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or
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strategy_group_id: Strategy group ID
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"""
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try:
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user_id = g.user_id
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payload = request.get_json() or {}
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strategy_ids = payload.get('strategy_ids') or []
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strategy_group_id = payload.get('strategy_group_id')
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if strategy_group_id and not strategy_ids:
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strategy_ids = get_strategy_service().get_strategies_by_group(strategy_group_id, user_id=user_id)
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if not strategy_ids:
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return jsonify({'code': 0, 'msg': 'Please provide strategy IDs', 'data': None}), 400
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# Stop executor first
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executor = get_trading_executor()
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for sid in strategy_ids:
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try:
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executor.stop_strategy(sid)
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except Exception as e:
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logger.error(f"Failed to stop executor for strategy {sid}: {e}")
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|
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# Then update database status
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result = get_strategy_service().batch_stop_strategies(strategy_ids, user_id=user_id)
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|
|
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return jsonify({
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'code': 1 if result['success'] else 0,
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|
'msg': f"Successfully stopped {len(result.get('success_ids', []))} strategies",
|
|
'data': result
|
|
})
|
|
except Exception as e:
|
|
logger.error(f"batch_stop_strategies failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
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return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/batch-delete', methods=['DELETE'])
|
|
@login_required
|
|
def batch_delete_strategies():
|
|
"""
|
|
Batch delete strategies
|
|
|
|
Request body:
|
|
strategy_ids: Array of strategy IDs
|
|
or
|
|
strategy_group_id: Strategy group ID
|
|
"""
|
|
try:
|
|
user_id = g.user_id
|
|
payload = request.get_json() or {}
|
|
strategy_ids = payload.get('strategy_ids') or []
|
|
strategy_group_id = payload.get('strategy_group_id')
|
|
|
|
if strategy_group_id and not strategy_ids:
|
|
strategy_ids = get_strategy_service().get_strategies_by_group(strategy_group_id, user_id=user_id)
|
|
|
|
if not strategy_ids:
|
|
return jsonify({'code': 0, 'msg': 'Please provide strategy IDs', 'data': None}), 400
|
|
|
|
# Stop executor first
|
|
executor = get_trading_executor()
|
|
for sid in strategy_ids:
|
|
try:
|
|
executor.stop_strategy(sid)
|
|
except Exception as e:
|
|
pass # Ignore stop errors
|
|
|
|
# Then delete
|
|
result = get_strategy_service().batch_delete_strategies(strategy_ids, user_id=user_id)
|
|
|
|
return jsonify({
|
|
'code': 1 if result['success'] else 0,
|
|
'msg': f"Successfully deleted {len(result.get('success_ids', []))} strategies",
|
|
'data': result
|
|
})
|
|
except Exception as e:
|
|
logger.error(f"batch_delete_strategies failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/update', methods=['PUT'])
|
|
@login_required
|
|
def update_strategy():
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
if not strategy_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing strategy id parameter', 'data': None}), 400
|
|
payload = request.get_json() or {}
|
|
ok = get_strategy_service().update_strategy(strategy_id, payload, user_id=user_id)
|
|
if not ok:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': None}), 404
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': None})
|
|
except Exception as e:
|
|
logger.error(f"update_strategy failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/delete', methods=['DELETE'])
|
|
@login_required
|
|
def delete_strategy():
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
if not strategy_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing strategy id parameter', 'data': None}), 400
|
|
ok = get_strategy_service().delete_strategy(strategy_id, user_id=user_id)
|
|
return jsonify({'code': 1 if ok else 0, 'msg': 'success' if ok else 'failed', 'data': None})
|
|
except Exception as e:
|
|
logger.error(f"delete_strategy failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': None}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/trades', methods=['GET'])
|
|
@login_required
|
|
def get_trades():
|
|
"""Get trade records for the current user's strategy."""
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
if not strategy_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing strategy id parameter', 'data': {'trades': [], 'items': []}}), 400
|
|
|
|
# Verify strategy belongs to user
|
|
st = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
|
|
if not st:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': {'trades': [], 'items': []}}), 404
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
SELECT id, strategy_id, symbol, type, price, amount, value, commission, commission_ccy, profit, created_at
|
|
FROM qd_strategy_trades
|
|
WHERE strategy_id = ?
|
|
ORDER BY id DESC
|
|
""",
|
|
(strategy_id,)
|
|
)
|
|
rows = cur.fetchall() or []
|
|
cur.close()
|
|
|
|
# Convert created_at to UTC timestamp (seconds) for frontend
|
|
# This ensures consistent timezone handling
|
|
processed_rows = []
|
|
for row in rows:
|
|
trade = dict(row)
|
|
created_at = trade.get('created_at')
|
|
if created_at:
|
|
if hasattr(created_at, 'timestamp'):
|
|
# datetime object - convert to UTC timestamp
|
|
trade['created_at'] = int(created_at.timestamp())
|
|
elif isinstance(created_at, str):
|
|
# ISO string - parse and convert
|
|
try:
|
|
from datetime import datetime
|
|
dt = datetime.fromisoformat(created_at.replace('Z', '+00:00'))
|
|
trade['created_at'] = int(dt.timestamp())
|
|
except Exception:
|
|
pass
|
|
processed_rows.append(trade)
|
|
|
|
# Frontend expects data.trades; keep data.items for compatibility with list-style components.
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': {'trades': processed_rows, 'items': processed_rows}})
|
|
except Exception as e:
|
|
logger.error(f"get_trades failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': {'trades': [], 'items': []}}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/positions', methods=['GET'])
|
|
@login_required
|
|
def get_positions():
|
|
"""Get position records for the current user's strategy."""
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
if not strategy_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing strategy id parameter', 'data': {'positions': [], 'items': []}}), 400
|
|
|
|
# Verify strategy belongs to user
|
|
st = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
|
|
if not st:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': {'positions': [], 'items': []}}), 404
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
SELECT id, strategy_id, symbol, side, size, entry_price, current_price, highest_price,
|
|
unrealized_pnl, pnl_percent, equity, updated_at
|
|
FROM qd_strategy_positions
|
|
WHERE strategy_id = ?
|
|
ORDER BY id DESC
|
|
""",
|
|
(strategy_id,)
|
|
)
|
|
rows = cur.fetchall() or []
|
|
cur.close()
|
|
|
|
# Sync current price and PnL on read (frontend polls every few seconds).
|
|
def _calc_unrealized_pnl(side: str, entry_price: float, current_price: float, size: float) -> float:
|
|
ep = float(entry_price or 0.0)
|
|
cp = float(current_price or 0.0)
|
|
sz = float(size or 0.0)
|
|
if ep <= 0 or cp <= 0 or sz <= 0:
|
|
return 0.0
|
|
s = (side or "").strip().lower()
|
|
if s == "short":
|
|
return (ep - cp) * sz
|
|
return (cp - ep) * sz
|
|
|
|
def _calc_pnl_percent(entry_price: float, size: float, pnl: float) -> float:
|
|
ep = float(entry_price or 0.0)
|
|
sz = float(size or 0.0)
|
|
denom = ep * sz
|
|
if denom <= 0:
|
|
return 0.0
|
|
return float(pnl) / denom * 100.0
|
|
|
|
now = int(time.time())
|
|
# Fetch prices once per symbol to reduce API calls.
|
|
sym_to_price: dict[str, float] = {}
|
|
ds = DataSourceFactory.get_source("Crypto")
|
|
for r in rows:
|
|
sym = (r.get("symbol") or "").strip()
|
|
if not sym:
|
|
continue
|
|
if sym in sym_to_price:
|
|
continue
|
|
try:
|
|
t = ds.get_ticker(sym) or {}
|
|
px = float(t.get("last") or t.get("close") or 0.0)
|
|
if px > 0:
|
|
sym_to_price[sym] = px
|
|
except Exception:
|
|
continue
|
|
|
|
# Apply to rows and persist best-effort
|
|
out = []
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
for r in rows:
|
|
sym = (r.get("symbol") or "").strip()
|
|
side = (r.get("side") or "").strip().lower()
|
|
entry = float(r.get("entry_price") or 0.0)
|
|
size = float(r.get("size") or 0.0)
|
|
cp = float(sym_to_price.get(sym) or r.get("current_price") or 0.0)
|
|
pnl = _calc_unrealized_pnl(side, entry, cp, size)
|
|
pct = _calc_pnl_percent(entry, size, pnl)
|
|
|
|
rr = dict(r)
|
|
# 确保 entry_price 有值（如果数据库中是 NULL，使用计算出的 entry 值）
|
|
if not rr.get("entry_price") or float(rr.get("entry_price") or 0.0) <= 0:
|
|
rr["entry_price"] = float(entry or 0.0)
|
|
else:
|
|
rr["entry_price"] = float(rr.get("entry_price") or 0.0)
|
|
rr["current_price"] = float(cp or 0.0)
|
|
rr["unrealized_pnl"] = float(pnl)
|
|
rr["pnl_percent"] = float(pct)
|
|
rr["updated_at"] = now
|
|
out.append(rr)
|
|
|
|
try:
|
|
cur.execute(
|
|
"""
|
|
UPDATE qd_strategy_positions
|
|
SET current_price = ?, unrealized_pnl = ?, pnl_percent = ?, updated_at = NOW()
|
|
WHERE id = ?
|
|
""",
|
|
(float(cp or 0.0), float(pnl), float(pct), int(rr.get("id"))),
|
|
)
|
|
except Exception:
|
|
pass
|
|
db.commit()
|
|
cur.close()
|
|
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': {'positions': out, 'items': out}})
|
|
except Exception as e:
|
|
logger.error(f"get_positions failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': {'positions': [], 'items': []}}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/equityCurve', methods=['GET'])
|
|
@login_required
|
|
def get_equity_curve():
|
|
"""Get equity curve for the current user's strategy."""
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
if not strategy_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing strategy id parameter', 'data': []}), 400
|
|
|
|
st = get_strategy_service().get_strategy(strategy_id, user_id=user_id) or {}
|
|
if not st:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': []}), 404
|
|
initial = float(st.get('initial_capital') or (st.get('trading_config') or {}).get('initial_capital') or 0)
|
|
if initial <= 0:
|
|
initial = 1000.0
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
SELECT created_at, profit
|
|
FROM qd_strategy_trades
|
|
WHERE strategy_id = ?
|
|
ORDER BY created_at ASC
|
|
""",
|
|
(strategy_id,)
|
|
)
|
|
rows = cur.fetchall() or []
|
|
cur.close()
|
|
|
|
equity = initial
|
|
curve = []
|
|
for r in rows:
|
|
try:
|
|
equity += float(r.get('profit') or 0)
|
|
except Exception:
|
|
pass
|
|
created_at = r.get('created_at')
|
|
if created_at and hasattr(created_at, 'timestamp'):
|
|
ts = int(created_at.timestamp())
|
|
elif created_at:
|
|
ts = int(created_at)
|
|
else:
|
|
ts = int(time.time())
|
|
curve.append({'time': ts, 'equity': equity})
|
|
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': curve})
|
|
except Exception as e:
|
|
logger.error(f"get_equity_curve failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': []}), 500
|
|
|
|
|
|
|
|
|
|
|
|
@strategy_bp.route('/strategies/stop', methods=['POST'])
|
|
@login_required
|
|
def stop_strategy():
|
|
"""
|
|
Stop a strategy for the current user.
|
|
|
|
Params:
|
|
id: Strategy ID
|
|
"""
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
|
|
if not strategy_id:
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': 'Missing strategy id parameter',
|
|
'data': None
|
|
}), 400
|
|
|
|
# Verify strategy belongs to user
|
|
st = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
|
|
if not st:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': None}), 404
|
|
|
|
# Get strategy type
|
|
strategy_type = get_strategy_service().get_strategy_type(strategy_id)
|
|
|
|
# Local backend: AI strategy executor was removed. Only indicator strategies are supported.
|
|
if strategy_type == 'PromptBasedStrategy':
|
|
return jsonify({'code': 0, 'msg': 'AI strategy has been removed; local edition does not support starting/stopping AI strategies', 'data': None}), 400
|
|
|
|
# Indicator strategy
|
|
get_trading_executor().stop_strategy(strategy_id)
|
|
|
|
# Update strategy status
|
|
get_strategy_service().update_strategy_status(strategy_id, 'stopped', user_id=user_id)
|
|
|
|
return jsonify({
|
|
'code': 1,
|
|
'msg': 'Stopped successfully',
|
|
'data': None
|
|
})
|
|
|
|
except Exception as e:
|
|
logger.error(f"Failed to stop strategy: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': f'Failed to stop strategy: {str(e)}',
|
|
'data': None
|
|
}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/start', methods=['POST'])
|
|
@login_required
|
|
def start_strategy():
|
|
"""
|
|
Start a strategy for the current user.
|
|
|
|
Params:
|
|
id: Strategy ID
|
|
"""
|
|
try:
|
|
user_id = g.user_id
|
|
strategy_id = request.args.get('id', type=int)
|
|
|
|
if not strategy_id:
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': 'Missing strategy id parameter',
|
|
'data': None
|
|
}), 400
|
|
|
|
# Verify strategy belongs to user
|
|
st = get_strategy_service().get_strategy(strategy_id, user_id=user_id)
|
|
if not st:
|
|
return jsonify({'code': 0, 'msg': 'Strategy not found', 'data': None}), 404
|
|
|
|
# Get strategy type
|
|
strategy_type = get_strategy_service().get_strategy_type(strategy_id)
|
|
|
|
# IndicatorStrategy and ScriptStrategy are executed by TradingExecutor.
|
|
if strategy_type == 'PromptBasedStrategy':
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': 'AI strategy has been removed; local edition does not support starting AI strategies',
|
|
'data': None
|
|
}), 400
|
|
get_strategy_service().update_strategy_status(strategy_id, 'running', user_id=user_id)
|
|
|
|
success = get_trading_executor().start_strategy(strategy_id)
|
|
|
|
if not success:
|
|
# If start failed, restore status
|
|
get_strategy_service().update_strategy_status(strategy_id, 'stopped', user_id=user_id)
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': 'Failed to start strategy executor',
|
|
'data': None
|
|
}), 500
|
|
|
|
return jsonify({
|
|
'code': 1,
|
|
'msg': 'Started successfully',
|
|
'data': None
|
|
})
|
|
|
|
except Exception as e:
|
|
logger.error(f"Failed to start strategy: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': f'Failed to start strategy: {str(e)}',
|
|
'data': None
|
|
}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/test-connection', methods=['POST'])
|
|
@login_required
|
|
def test_connection():
|
|
"""
|
|
Test exchange connection.
|
|
|
|
Request body:
|
|
exchange_config: Exchange configuration (may contain credential_id or inline keys)
|
|
"""
|
|
try:
|
|
data = request.get_json() or {}
|
|
|
|
# 记录请求数据（用于调试，但不记录敏感信息）
|
|
logger.debug(f"Connection test request keys: {list(data.keys())}")
|
|
|
|
# 获取交易所配置
|
|
exchange_config = data.get('exchange_config', data)
|
|
|
|
# Local deployment: no encryption/decryption; accept dict or JSON string.
|
|
if isinstance(exchange_config, str):
|
|
try:
|
|
import json
|
|
exchange_config = json.loads(exchange_config)
|
|
except Exception:
|
|
pass
|
|
|
|
# 验证 exchange_config 是否为字典
|
|
if not isinstance(exchange_config, dict):
|
|
logger.error(f"Invalid exchange_config type: {type(exchange_config)}, data: {str(exchange_config)[:200]}")
|
|
# Frontend expects HTTP 200 with {code:0} for business failures.
|
|
return jsonify({'code': 0, 'msg': 'Invalid exchange config format; please check your payload', 'data': None})
|
|
|
|
# Resolve credential_id → full config (merges credential keys with any overrides).
|
|
# This allows the frontend to send just {credential_id: 5} without raw api_key/secret_key.
|
|
from app.services.exchange_execution import resolve_exchange_config
|
|
user_id = g.user_id if hasattr(g, 'user_id') else 1
|
|
resolved = resolve_exchange_config(exchange_config, user_id=user_id)
|
|
|
|
# 验证必要字段 (check resolved config after credential merge)
|
|
if not resolved.get('exchange_id'):
|
|
return jsonify({'code': 0, 'msg': 'Please select an exchange', 'data': None})
|
|
|
|
api_key = resolved.get('api_key', '')
|
|
secret_key = resolved.get('secret_key', '')
|
|
|
|
# 详细日志排查
|
|
logger.info(f"Testing connection: exchange_id={resolved.get('exchange_id')}")
|
|
if api_key:
|
|
logger.info(f"API Key: {api_key[:5]}... (len={len(api_key)})")
|
|
if secret_key:
|
|
logger.info(f"Secret Key: {secret_key[:5]}... (len={len(secret_key)})")
|
|
|
|
# 检查是否有特殊字符
|
|
if api_key and api_key.strip() != api_key:
|
|
logger.warning("API key contains leading/trailing whitespace")
|
|
if secret_key and secret_key.strip() != secret_key:
|
|
logger.warning("Secret key contains leading/trailing whitespace")
|
|
|
|
if not api_key or not secret_key:
|
|
return jsonify({'code': 0, 'msg': 'Please provide API key and secret key', 'data': None})
|
|
|
|
# Pass the resolved config (with actual keys) to the service
|
|
result = get_strategy_service().test_exchange_connection(resolved, user_id=user_id)
|
|
|
|
if result['success']:
|
|
return jsonify({'code': 1, 'msg': result.get('message') or 'Connection successful', 'data': result.get('data')})
|
|
# Always return HTTP 200 for business-level failures.
|
|
return jsonify({'code': 0, 'msg': result.get('message') or 'Connection failed', 'data': result.get('data')})
|
|
|
|
except Exception as e:
|
|
logger.error(f"Connection test failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({
|
|
'code': 0,
|
|
'msg': f'Connection test failed: {str(e)}',
|
|
'data': None
|
|
}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/get-symbols', methods=['POST'])
|
|
@login_required
|
|
def get_symbols():
|
|
"""
|
|
Get exchange trading pairs list.
|
|
|
|
Request body:
|
|
exchange_config: Exchange configuration
|
|
"""
|
|
try:
|
|
data = request.get_json() or {}
|
|
exchange_config = data.get('exchange_config', data)
|
|
|
|
result = get_strategy_service().get_exchange_symbols(exchange_config)
|
|
|
|
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'Failed to fetch symbols: {str(e)}',
|
|
'data': {
|
|
'symbols': []
|
|
}
|
|
}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/preview-compile', methods=['POST'])
|
|
@login_required
|
|
def preview_compile():
|
|
"""
|
|
Preview compiled strategy result.
|
|
"""
|
|
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'])
|
|
@login_required
|
|
def get_strategy_notifications():
|
|
"""
|
|
Strategy signal notifications for the current user.
|
|
|
|
Query:
|
|
- id: strategy id (optional)
|
|
- limit: default 50, max 200
|
|
- since_id: return rows with id > since_id (optional)
|
|
"""
|
|
try:
|
|
user_id = g.user_id
|
|
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
|
|
|
|
# Get user's strategy IDs for filtering notifications
|
|
user_strategy_ids = []
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute("SELECT id FROM qd_strategies_trading WHERE user_id = ?", (user_id,))
|
|
rows = cur.fetchall() or []
|
|
user_strategy_ids = [r.get('id') for r in rows if r.get('id')]
|
|
cur.close()
|
|
|
|
where = []
|
|
args = []
|
|
|
|
# Filter by user's strategies
|
|
if strategy_id:
|
|
if strategy_id in user_strategy_ids:
|
|
where.append("strategy_id = ?")
|
|
args.append(int(strategy_id))
|
|
else:
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': {'items': []}})
|
|
else:
|
|
if user_strategy_ids:
|
|
placeholders = ",".join(["?"] * len(user_strategy_ids))
|
|
where.append(f"(strategy_id IN ({placeholders}) OR (strategy_id IS NULL AND user_id = ?))")
|
|
args.extend(user_strategy_ids)
|
|
args.append(user_id)
|
|
else:
|
|
# Only portfolio monitor notifications (strategy_id is NULL)
|
|
where.append("strategy_id IS NULL AND user_id = ?")
|
|
args.append(user_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()
|
|
|
|
# Convert created_at to UTC timestamp (seconds) for frontend
|
|
from datetime import timezone as _dt_tz
|
|
processed_rows = []
|
|
for row in rows:
|
|
item = dict(row)
|
|
created_at = item.get('created_at')
|
|
if created_at:
|
|
if hasattr(created_at, 'timestamp'):
|
|
# 无时区 datetime：连接已 SET TIME ZONE UTC，按 UTC 解释再转 Unix，避免服务端本地 TZ 误判
|
|
if getattr(created_at, 'tzinfo', None) is None:
|
|
created_at = created_at.replace(tzinfo=_dt_tz.utc)
|
|
item['created_at'] = int(created_at.timestamp())
|
|
elif isinstance(created_at, str):
|
|
try:
|
|
from datetime import datetime
|
|
dt = datetime.fromisoformat(created_at.replace('Z', '+00:00'))
|
|
item['created_at'] = int(dt.timestamp())
|
|
except Exception:
|
|
pass
|
|
processed_rows.append(item)
|
|
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': {'items': processed_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
|
|
|
|
|
|
@strategy_bp.route('/strategies/notifications/unread-count', methods=['GET'])
|
|
@login_required
|
|
def get_unread_notification_count():
|
|
"""
|
|
Get unread notification count for the current user.
|
|
Used by frontend header badge (cap at 99+ on UI).
|
|
"""
|
|
try:
|
|
user_id = g.user_id
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute("SELECT id FROM qd_strategies_trading WHERE user_id = ?", (user_id,))
|
|
rows = cur.fetchall() or []
|
|
user_strategy_ids = [r.get('id') for r in rows if r.get('id')]
|
|
cur.close()
|
|
|
|
where = ["is_read = 0"]
|
|
args = []
|
|
|
|
if user_strategy_ids:
|
|
placeholders = ",".join(["?"] * len(user_strategy_ids))
|
|
where.append(f"(strategy_id IN ({placeholders}) OR (strategy_id IS NULL AND user_id = ?))")
|
|
args.extend(user_strategy_ids)
|
|
args.append(user_id)
|
|
else:
|
|
where.append("strategy_id IS NULL AND user_id = ?")
|
|
args.append(user_id)
|
|
|
|
where_sql = "WHERE " + " AND ".join(where)
|
|
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
f"SELECT COUNT(1) AS cnt FROM qd_strategy_notifications {where_sql}",
|
|
tuple(args),
|
|
)
|
|
cnt = int((cur.fetchone() or {}).get("cnt") or 0)
|
|
cur.close()
|
|
|
|
return jsonify({'code': 1, 'msg': 'success', 'data': {'unread': cnt}})
|
|
except Exception as e:
|
|
logger.error(f"get_unread_notification_count failed: {str(e)}")
|
|
logger.error(traceback.format_exc())
|
|
return jsonify({'code': 0, 'msg': str(e), 'data': {'unread': 0}}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/notifications/read', methods=['POST'])
|
|
@login_required
|
|
def mark_notification_read():
|
|
"""Mark a single notification as read for the current user."""
|
|
try:
|
|
user_id = g.user_id
|
|
data = request.get_json(force=True, silent=True) or {}
|
|
notification_id = data.get('id')
|
|
if not notification_id:
|
|
return jsonify({'code': 0, 'msg': 'Missing id'}), 400
|
|
|
|
# Update notifications for user's strategies OR portfolio monitor notifications
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
UPDATE qd_strategy_notifications SET is_read = 1
|
|
WHERE id = ? AND (
|
|
strategy_id IN (SELECT id FROM qd_strategies_trading WHERE user_id = ?)
|
|
OR (strategy_id IS NULL AND user_id = ?)
|
|
)
|
|
""",
|
|
(int(notification_id), user_id, user_id)
|
|
)
|
|
db.commit()
|
|
cur.close()
|
|
|
|
return jsonify({'code': 1, 'msg': 'success'})
|
|
except Exception as e:
|
|
logger.error(f"mark_notification_read failed: {str(e)}")
|
|
return jsonify({'code': 0, 'msg': str(e)}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/notifications/read-all', methods=['POST'])
|
|
@login_required
|
|
def mark_all_notifications_read():
|
|
"""Mark all notifications as read for the current user."""
|
|
try:
|
|
user_id = g.user_id
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
UPDATE qd_strategy_notifications SET is_read = 1
|
|
WHERE strategy_id IN (SELECT id FROM qd_strategies_trading WHERE user_id = ?)
|
|
OR (strategy_id IS NULL AND user_id = ?)
|
|
""",
|
|
(user_id, user_id)
|
|
)
|
|
db.commit()
|
|
cur.close()
|
|
|
|
return jsonify({'code': 1, 'msg': 'success'})
|
|
except Exception as e:
|
|
logger.error(f"mark_all_notifications_read failed: {str(e)}")
|
|
return jsonify({'code': 0, 'msg': str(e)}), 500
|
|
|
|
|
|
@strategy_bp.route('/strategies/notifications/clear', methods=['DELETE'])
|
|
@login_required
|
|
def clear_notifications():
|
|
"""Clear all notifications for the current user."""
|
|
try:
|
|
user_id = g.user_id
|
|
with get_db_connection() as db:
|
|
cur = db.cursor()
|
|
cur.execute(
|
|
"""
|
|
DELETE FROM qd_strategy_notifications
|
|
WHERE strategy_id IN (SELECT id FROM qd_strategies_trading WHERE user_id = ?)
|
|
OR (strategy_id IS NULL AND user_id = ?)
|
|
""",
|
|
(user_id, user_id)
|
|
)
|
|
db.commit()
|
|
cur.close()
|
|
|
|
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 or suggest template parameter updates using AI."""
|
|
try:
|
|
payload = request.get_json() or {}
|
|
prompt = payload.get('prompt', '')
|
|
if not prompt.strip():
|
|
return jsonify({'code': '', 'msg': 'Prompt is empty', 'params': None})
|
|
|
|
intent = (payload.get('intent') or 'generate_code').strip()
|
|
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', 'params': None})
|
|
|
|
if intent == 'adjust_params':
|
|
template_key = payload.get('template_key') or ''
|
|
current_params = payload.get('params') or {}
|
|
code_snapshot = (payload.get('code') or '')[:8000]
|
|
system_prompt = """You tune quantitative strategy template parameters from the user's request.
|
|
Return ONLY a single JSON object: keys are parameter names (strings), values are JSON numbers or booleans.
|
|
You may return a partial object (only keys that should change) or a full object.
|
|
Do not use markdown fences, do not add explanations before or after the JSON."""
|
|
|
|
user_content = (
|
|
f"Template key: {template_key}\n"
|
|
f"Current parameters (JSON):\n{json.dumps(current_params, ensure_ascii=False)}\n\n"
|
|
f"Strategy code excerpt (context):\n{code_snapshot}\n\n"
|
|
f"User request:\n{prompt.strip()}\n\n"
|
|
"Respond with JSON only."
|
|
)
|
|
|
|
content = llm.call_llm_api(
|
|
messages=[
|
|
{"role": "system", "content": system_prompt},
|
|
{"role": "user", "content": user_content},
|
|
],
|
|
model=llm.get_code_generation_model(),
|
|
temperature=0.3,
|
|
use_json_mode=False
|
|
)
|
|
|
|
raw = (content or '').strip()
|
|
if raw.startswith('```'):
|
|
raw = re.sub(r'^```[a-zA-Z]*', '', raw).strip()
|
|
if raw.endswith('```'):
|
|
raw = raw[:-3].strip()
|
|
updates = None
|
|
try:
|
|
updates = json.loads(raw)
|
|
except json.JSONDecodeError:
|
|
m = re.search(r'\{[\s\S]*\}', raw)
|
|
if m:
|
|
try:
|
|
updates = json.loads(m.group(0))
|
|
except json.JSONDecodeError:
|
|
updates = None
|
|
if not isinstance(updates, dict):
|
|
return jsonify({'code': '', 'params': None, 'msg': 'AI did not return valid JSON parameters'})
|
|
return jsonify({'code': '', 'params': updates, 'msg': 'success'})
|
|
|
|
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 supports both bar.close and bar['close'] access, and has: open, high, low, close, volume, timestamp
|
|
- ctx.buy(price, amount), ctx.sell(price, amount), ctx.close_position()
|
|
- ctx.position supports both numeric checks and dict-style fields:
|
|
- if not ctx.position / if ctx.position > 0 / if ctx.position < 0
|
|
- ctx.position['side'], ctx.position['size'], ctx.position['entry_price']
|
|
- 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."""
|
|
|
|
extra = ''
|
|
template_key = payload.get('template_key')
|
|
params = payload.get('params')
|
|
code_ctx = (payload.get('code') or '').strip()
|
|
if template_key or params is not None or code_ctx:
|
|
extra_parts = []
|
|
if template_key:
|
|
extra_parts.append(f"Current template key: {template_key}")
|
|
if isinstance(params, dict) and params:
|
|
extra_parts.append('Current template parameters (JSON):\n' + json.dumps(params, ensure_ascii=False))
|
|
if code_ctx:
|
|
extra_parts.append('Current code (may be long):\n' + code_ctx[:12000])
|
|
extra = '\n\n' + '\n\n'.join(extra_parts)
|
|
|
|
user_prompt = prompt.strip() + extra
|
|
|
|
content = llm.call_llm_api(
|
|
messages=[
|
|
{"role": "system", "content": system_prompt},
|
|
{"role": "user", "content": user_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', 'params': None})
|
|
else:
|
|
return jsonify({'code': '', 'msg': 'AI generation returned empty result', 'params': None})
|
|
except Exception as e:
|
|
logger.error(f"ai_generate_strategy failed: {str(e)}")
|
|
return jsonify({'code': '', 'msg': str(e), 'params': None})
|
|
|
|
|
|
@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 |