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https://github.com/shy3130/tick-stock-panel.git
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shy3130
6d1c6cedc4
- 账户绑定策略 (自动跟单 match_kind=strategy) 即自动进入实时评估循环: paper_watch 向引擎注入合成规则 paper_watch:{strategy_id} (不落盘/不进监控页), 事件照常喂 paper_auto.on_rule_events
- 同步幂等且与真监控规则去重 (同策略已有启用监控规则则不注入, 避免重复事件); set_rules 是全量覆盖 → 监控规则任何保存后都重注入
- 合成规则信号只驱动模拟盘下单, 不进 SSE 告警/系统通知/webhook/留痕 (quote_service 按 is_paper_watch_event 分流)
- main.py 同时注册 position_policies 路由 (上一提交的 API 入口)
483 lines
20 KiB
Python
483 lines
20 KiB
Python
"""虚拟账户(模拟盘) API — 薄胶水: 校验/映射在 paper 域模块, 这里只做 HTTP 壳。
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多账户: 所有端点接受 ?account=<id> (缺省 "default"); 帐户 ID 校验在域模块。
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路由挂载在 app/main.py; 域模块自带进程内写锁, API 层不再加第二把锁
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(镜像 lots API 的跨请求互斥语义, 但锁下沉到域)。
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"""
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from __future__ import annotations
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import logging
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import uuid
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from pathlib import Path
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from fastapi import APIRouter, HTTPException, Query, Request
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from pydantic import BaseModel
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from app.strategy import paper
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/paper", tags=["paper"])
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def _data_dir(request: Request) -> Path:
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return request.app.state.repo.store.data_dir
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def _acc(request: Request, account: str) -> str:
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try:
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return paper.validate_account_id(account)
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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class AccountModel(BaseModel):
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initial_cash: float
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account_id: str = paper.DEFAULT_ACCOUNT_ID
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name: str | None = None
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commission_pct: float = paper.DEFAULT_COMMISSION_PCT
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stamp_tax_pct: float = paper.DEFAULT_STAMP_TAX_PCT
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slippage_bps: float = paper.DEFAULT_SLIPPAGE_BPS
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queue_limit_orders: bool = False
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class OrderModel(BaseModel):
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symbol: str
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side: str # buy / sell
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qty: int | None = None
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amount: float | None = None
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order_type: str = "market" # market / next_open / close
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ref_price: float | None = None # amount 模式折算 & 买入资金预检
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class SettingsModel(BaseModel):
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queue_limit_orders: bool | None = None
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commission_pct: float | None = None # 佣金率 (0.00025 = 万2.5)
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stamp_tax_pct: float | None = None # 印花税 (0.001 = 千1, 仅卖出)
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slippage_bps: float | None = None # 滑点 (5 = 5bps)
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def _resolve_asset_type(request: Request, symbol: str) -> str:
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repo = getattr(request.app.state, "repo", None)
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try:
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return repo.resolve_asset_type(symbol) if repo is not None else "stock"
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except Exception:
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logging.getLogger(__name__).warning(
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"resolve_asset_type failed for %s, falling back to stock", symbol, exc_info=True
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)
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return "stock"
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def _last_close(data_dir: Path, symbol: str, asset_type: str) -> float | None:
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"""最近收盘价 (amount 折算参考价)。读最新分区日 raw close。"""
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base = paper._daily_path(data_dir, asset_type)
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if not base.exists():
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return None
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try:
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import polars as pl
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df = (
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pl.scan_parquet((base / "**" / "*.parquet").as_posix())
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.filter(pl.col("symbol") == symbol)
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.sort("date")
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.select(pl.col("close").last())
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.collect()
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)
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except Exception:
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return None
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if df.is_empty() or df["close"][0] is None:
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return None
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return float(df["close"][0])
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@router.get("/accounts")
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def list_accounts(request: Request):
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"""账户列表 (带最新净值摘要, 供前端切换器)。"""
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return {"accounts": paper.list_accounts(_data_dir(request))}
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@router.get("/account")
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def get_account(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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acc = paper.get_account(_data_dir(request), _acc(request, account))
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return {"account": acc}
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@router.post("/account")
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def create_account(request: Request, body: AccountModel):
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try:
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acc = paper.create_account(
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_data_dir(request),
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body.initial_cash,
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account_id=_acc(request, body.account_id),
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name=body.name,
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commission_pct=body.commission_pct,
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stamp_tax_pct=body.stamp_tax_pct,
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slippage_bps=body.slippage_bps,
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queue_limit_orders=body.queue_limit_orders,
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)
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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return {"account": acc}
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@router.delete("/account")
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def delete_account(request: Request, force: bool = False, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""删除账户及其全部数据 (不可恢复)。仍有持仓或待成交订单时须 force=true。"""
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result, err = paper.delete_account(_data_dir(request), _acc(request, account), force=force)
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if err:
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raise HTTPException(status_code=400 if "force" in (err or "") else 404, detail=err)
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from app.strategy import paper_watch
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paper_watch.sync_from_state(request.app.state, _data_dir(request)) # 账户删了, 绑定集变了
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return {"ok": True, "deleted": _acc(request, account), **(result or {})}
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@router.get("/overview")
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def overview(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""总览: 现金 + 持仓估值 + 账户状态。
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盘中(交易时段且实时快照就绪)用当日实时 raw_close 估算 (estimating=true),
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其余时刻用最近日线收盘价 (与收盘定版口径一致)。
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"""
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data_dir = _data_dir(request)
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acc_id = _acc(request, account)
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acc = paper.get_account(data_dir, acc_id)
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if acc is None:
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return {"initialized": False, "account_id": acc_id}
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ov = paper.overview(data_dir, account_id=acc_id)
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ov["fees"] = {k: acc[k] for k in ("commission_pct", "stamp_tax_pct", "slippage_bps")}
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# 盘中实时估算: 从行情服务的当日 enriched 快照取 raw_close (软失败, 降级日线)
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qs = getattr(request.app.state, "quote_service", None)
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if qs is not None and acc.get("status") == "active":
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try:
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enriched, enriched_date = qs.get_enriched_today()
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from app.market_time import cn_today
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if not enriched.is_empty() and enriched_date == cn_today() and ov.get("holdings"):
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snapshot = dict(zip(enriched["symbol"].to_list(), enriched["raw_close"].to_list(), strict=False))
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live = paper.overview(data_dir, snapshot, account_id=acc_id)
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live["fees"] = ov["fees"]
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return live
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except Exception as e:
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logger.warning("paper overview 实时估算失败, 降级日线口径: %s", e)
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return ov
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@router.post("/orders")
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def create_order(request: Request, body: OrderModel, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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data_dir = _data_dir(request)
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acc_id = _acc(request, account)
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asset_type = _resolve_asset_type(request, body.symbol)
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ref_price = body.ref_price
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if ref_price is None:
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ref_price = _last_close(data_dir, body.symbol, asset_type)
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order, err = paper.create_order(
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data_dir, body.symbol, body.side,
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account_id=acc_id,
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qty=body.qty, amount=body.amount,
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order_type=body.order_type, asset_type=asset_type, ref_price=ref_price,
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)
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if err:
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raise HTTPException(status_code=400, detail=err)
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return {"order": order}
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@router.get("/orders")
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def list_orders(request: Request, status: str | None = None, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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orders = paper.load_orders(_data_dir(request), _acc(request, account))
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if status:
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orders = [o for o in orders if o["status"] == status]
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orders.sort(key=lambda o: o["created_at"], reverse=True)
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return {"orders": orders}
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@router.delete("/orders/{order_id}")
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def cancel_order(request: Request, order_id: str, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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order, err = paper.cancel_order(_data_dir(request), order_id, _acc(request, account))
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if err:
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raise HTTPException(status_code=400, detail=err)
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return {"order": order}
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@router.get("/trades")
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def list_trades(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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fills = paper.load_fills(_data_dir(request), _acc(request, account))
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fills.sort(key=lambda f: f.get("seq", 0), reverse=True)
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return {"fills": fills}
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@router.get("/positions")
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def list_positions(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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data_dir = _data_dir(request)
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ov = paper.overview(data_dir, account_id=_acc(request, account))
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return {"holdings": ov.get("holdings", []), "initialized": ov.get("initialized", False)}
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@router.get("/nav")
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def list_nav(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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return {"nav": paper.load_nav(_data_dir(request), _acc(request, account))}
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@router.get("/stats")
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def get_stats(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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return paper.stats(_data_dir(request), _acc(request, account))
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@router.get("/rounds")
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def list_rounds(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""FIFO 配对回合明细 (开平日期/数量/盈亏/持有天数), 供账户面板流水展示。"""
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return {"rounds": paper.round_trips(_data_dir(request), _acc(request, account))}
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@router.get("/compare")
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def compare_accounts(request: Request):
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"""横向对比全部账户: 概览 + 回合统计 + 定版净值 (供对比表与净值叠加图)。
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净值给全量定版序列, 前端做归一化 (起点=1) 后多账户叠加。
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对比增量字段 (holdings_count/created_at/last_nav_date/day_change_pct/auto_rules)
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为加法扩展, 旧前端忽略不影响。
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"""
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from app.strategy import paper_auto
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data_dir = _data_dir(request)
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# 盘中实时估算: 当日 enriched 快照就绪时取一次 raw_close 映射, 之后每账户
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# 纯内存 overview (与 /overview 实时口径一致); 失败降级定版口径
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live_snapshot: dict[str, float] | None = None
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qs = getattr(request.app.state, "quote_service", None)
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if qs is not None:
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try:
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enriched, enriched_date = qs.get_enriched_today()
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from app.market_time import cn_today
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if not enriched.is_empty() and enriched_date == cn_today():
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live_snapshot = dict(
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zip(enriched["symbol"].to_list(), enriched["raw_close"].to_list(), strict=False)
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)
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except Exception as e: # noqa: BLE001 — 快照来源不定 (行情服务/数据缺失), 软失败降级定版口径
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logger.warning("paper compare 实时快照不可用, 用定版口径: %s", e)
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rows = []
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for acc_id in paper.list_account_ids(data_dir):
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acc = paper.get_account(data_dir, acc_id)
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if acc is None:
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continue
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ov = paper.overview(data_dir, account_id=acc_id)
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if not ov.get("initialized"):
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continue # 空壳目录 (懒创建) 不进对比
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st = paper.stats(data_dir, acc_id)
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initial = float(acc.get("initial_cash") or 0)
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nav_rows = paper.load_nav(data_dir, acc_id)
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day_change_pct = None
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if len(nav_rows) >= 2 and float(nav_rows[-2]["nav"] or 0) > 0:
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day_change_pct = round((float(nav_rows[-1]["nav"]) / float(nav_rows[-2]["nav"]) - 1) * 100, 2)
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rules = paper_auto.load_auto_rules(data_dir, acc_id)
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# 盘中估算字段 (加法扩展): live_* 为快照价口径, 旧前端忽略不影响
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live_total = live_pnl_pct = None
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if live_snapshot is not None and acc.get("status") == "active":
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live_ov = paper.overview(data_dir, live_snapshot, account_id=acc_id)
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if live_ov.get("initialized"):
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live_total = live_ov.get("total")
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if initial > 0:
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live_pnl_pct = round((live_ov.get("total_pnl") or 0) / initial * 100, 2)
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rows.append({
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"live_total": live_total,
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"live_pnl_pct": live_pnl_pct,
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"estimating": live_total is not None,
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"account": acc_id,
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"name": acc.get("name") or acc_id,
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"status": acc.get("status"),
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"initial_cash": initial,
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"fees": {k: acc.get(k) for k in ("commission_pct", "stamp_tax_pct", "slippage_bps")},
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"total": ov.get("total"),
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"cash": ov.get("cash"),
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"market_value": ov.get("market_value"),
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"total_pnl": ov.get("total_pnl"),
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"pnl_pct": round((ov.get("total_pnl") or 0) / initial * 100, 2) if initial > 0 else None,
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"rounds": st.get("rounds"),
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"win_rate": st.get("win_rate"),
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"profit_loss_ratio": st.get("profit_loss_ratio"),
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"avg_holding_days": st.get("avg_holding_days"),
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"realized_pnl": st.get("realized_pnl"),
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"max_drawdown": st.get("max_drawdown"),
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"nav": [{"date": n["date"], "nav": n["nav"]} for n in nav_rows],
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# 对比展示用增量字段
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"holdings_count": len(ov.get("holdings") or []),
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"created_at": acc.get("created_at"),
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"last_nav_date": nav_rows[-1]["date"] if nav_rows else None,
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"day_change_pct": day_change_pct,
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"auto_rules": [
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{
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"name": r.get("name"),
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"match_kind": r.get("match_kind"),
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"match_id": r.get("match_id"),
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"side": r.get("side"),
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"enabled": bool(r.get("enabled")),
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}
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for r in rules
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],
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"auto_enabled": sum(1 for r in rules if r.get("enabled")),
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})
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return {"accounts": rows}
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@router.post("/rebuild")
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def rebuild(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""由成交台账重建物化持仓与现金 (修复兜底)。"""
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positions = paper.rebuild_positions(_data_dir(request), _acc(request, account))
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return {"symbols": len(positions)}
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@router.post("/freeze")
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def freeze(request: Request, frozen: bool = True, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""冻结/解冻账户: 冻结后拒绝新订单, 持仓只读。"""
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data_dir = _data_dir(request)
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acc_id = _acc(request, account)
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acc = paper.get_account(data_dir, acc_id)
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if acc is None:
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raise HTTPException(status_code=400, detail="尚未创建模拟账户")
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acc["status"] = "frozen" if frozen else "active"
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paper.save_account(data_dir, acc, acc_id)
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return {"account": acc}
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@router.post("/settings")
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def update_settings(request: Request, body: SettingsModel, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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"""更新账户设置 (涨跌停排队等开关)。"""
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try:
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acc = paper.update_settings(_data_dir(request), _acc(request, account), **body.model_dump())
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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return {"account": acc}
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# ===== 自动跟单规则 (V2) =====
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class AutoRuleModel(BaseModel):
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name: str
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match_kind: str # strategy / rule
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match_id: str
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side: str = "buy"
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size_mode: str = "fixed_amount" # fixed_amount / pct_equity
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size_value: float
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order_type: str = "next_open"
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cooldown_days: int = 5
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max_positions: int = 0 # 最大同时持仓标的数, 0 不限 (对齐回测口径)
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enabled: bool = True
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@router.get("/auto_rules")
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def list_auto_rules(request: Request, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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from app.strategy import paper_auto
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return {"rules": paper_auto.load_auto_rules(_data_dir(request), _acc(request, account))}
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@router.post("/auto_rules")
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def create_auto_rule(request: Request, body: AutoRuleModel, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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from app.strategy import paper_auto, paper_watch
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try:
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rule = paper_auto.create_auto_rule(_data_dir(request), body.model_dump(), _acc(request, account))
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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paper_watch.sync_from_state(request.app.state, _data_dir(request)) # 绑定即评估
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return {"rule": rule}
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@router.post("/auto_rules/{rule_id}/enabled")
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def set_auto_rule_enabled(request: Request, rule_id: str, enabled: bool, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
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from app.strategy import paper_auto, paper_watch
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rule = paper_auto.set_enabled(_data_dir(request), rule_id, enabled, _acc(request, account))
|
|
if rule is None:
|
|
raise HTTPException(status_code=404, detail=f"规则不存在: {rule_id}")
|
|
paper_watch.sync_from_state(request.app.state, _data_dir(request))
|
|
return {"rule": rule}
|
|
|
|
|
|
@router.delete("/auto_rules/{rule_id}")
|
|
def delete_auto_rule(request: Request, rule_id: str, account: str = Query(paper.DEFAULT_ACCOUNT_ID)):
|
|
from app.strategy import paper_auto, paper_watch
|
|
if not paper_auto.delete_auto_rule(_data_dir(request), rule_id, _acc(request, account)):
|
|
raise HTTPException(status_code=404, detail=f"规则不存在: {rule_id}")
|
|
paper_watch.sync_from_state(request.app.state, _data_dir(request))
|
|
return {"ok": True}
|
|
|
|
|
|
# ===== 对比批量创建 (V3): 同规格多账户并行对比的构造入口 =====
|
|
class ArenaSourceModel(BaseModel):
|
|
name: str | None = None # 账户名 (缺省用 match_id)
|
|
match_kind: str # strategy / rule (与 auto_rules 同口径)
|
|
match_id: str
|
|
side: str = "buy"
|
|
size_mode: str = "pct_equity" # 对比默认按权益百分比, 不同本金也可公平比
|
|
size_value: float = 10.0
|
|
order_type: str = "next_open"
|
|
cooldown_days: int = 5
|
|
max_positions: int = 0 # 最大同时持仓标的数, 0 不限 (对齐回测口径)
|
|
|
|
|
|
class ArenaBatchModel(BaseModel):
|
|
initial_cash: float
|
|
sources: list[ArenaSourceModel]
|
|
name_prefix: str = "" # 账户名前缀 (如 "第一期-", 可空)
|
|
commission_pct: float = paper.DEFAULT_COMMISSION_PCT
|
|
stamp_tax_pct: float = paper.DEFAULT_STAMP_TAX_PCT
|
|
slippage_bps: float = paper.DEFAULT_SLIPPAGE_BPS
|
|
queue_limit_orders: bool = False
|
|
|
|
|
|
@router.post("/arena/batch_create")
|
|
def arena_batch_create(request: Request, body: ArenaBatchModel):
|
|
"""对比批量创建: 同本金/同费率一次性开 N 个账户, 各绑一条自动跟单规则。
|
|
|
|
公平对比由构造保证 (同初始资金 + 同费用口径 + 同成交约束, 复用 paper 域
|
|
的锁与校验)。先整体校验全部规则再落盘 — 任一来源非法即 400, 不留半创建
|
|
状态; 账户 id 服务端生成 (arena_ + 随机后缀), 不接受调用方指定。
|
|
"""
|
|
from app.strategy import paper_auto
|
|
|
|
if not body.sources:
|
|
raise HTTPException(status_code=400, detail="至少需要一个来源")
|
|
if len(body.sources) > 20:
|
|
raise HTTPException(status_code=400, detail="单次最多创建 20 个对比账户")
|
|
|
|
data_dir = _data_dir(request)
|
|
try:
|
|
prepared = []
|
|
for src in body.sources:
|
|
rule = {
|
|
"name": f"对比·{(src.name or '').strip() or src.match_id}",
|
|
"match_kind": src.match_kind,
|
|
"match_id": (src.match_id or "").strip(),
|
|
"side": src.side,
|
|
"size_mode": src.size_mode,
|
|
"size_value": src.size_value,
|
|
"order_type": src.order_type,
|
|
"cooldown_days": src.cooldown_days,
|
|
"max_positions": src.max_positions,
|
|
"enabled": True,
|
|
}
|
|
paper_auto.validate_rule(rule) # 全部通过前不落盘 (fail-closed)
|
|
suffix = (src.name or "").strip() or src.match_id
|
|
prefix = (body.name_prefix or "").strip()
|
|
acc_name = f"{prefix}{suffix}" if prefix else suffix
|
|
prepared.append((rule, acc_name))
|
|
|
|
created = []
|
|
for rule, acc_name in prepared:
|
|
account_id = f"arena_{uuid.uuid4().hex[:10]}"
|
|
paper.create_account(
|
|
data_dir, body.initial_cash,
|
|
account_id=paper.validate_account_id(account_id),
|
|
name=acc_name,
|
|
commission_pct=body.commission_pct,
|
|
stamp_tax_pct=body.stamp_tax_pct,
|
|
slippage_bps=body.slippage_bps,
|
|
queue_limit_orders=body.queue_limit_orders,
|
|
)
|
|
saved = paper_auto.create_auto_rule(data_dir, rule, account_id=account_id)
|
|
created.append({"account": account_id, "name": acc_name, "rule_id": saved["id"]})
|
|
except ValueError as e:
|
|
raise HTTPException(status_code=400, detail=str(e)) from e
|
|
from app.strategy import paper_watch
|
|
|
|
paper_watch.sync_from_state(request.app.state, data_dir) # 绑定即评估
|
|
return {"created": created}
|