feat(api): 轻量 FastAPI 5 路由(无 JWT/WS/前端)
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# Sanguo VeighNa Backtest Configuration
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backtest:
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max_workers: 2
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db_path: /volume1/stock/sanguo_vnpy/data/backtest_results.db
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file_dir: /volume1/stock/sanguo_vnpy/data/backtest_files
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api:
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host: 0.0.0.0
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port: 8000
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"""
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Sanguo Quant API Module
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FastAPI-based REST API for backtesting services
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"""
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from .app import create_app
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from .schemas import CtaBacktestRequest, OptimizeRequest, FactorAnalysisRequest
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__version__ = "0.1.0"
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__all__ = [
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"create_app",
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"CtaBacktestRequest",
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"OptimizeRequest",
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"FactorAnalysisRequest"
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]
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"""
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FastAPI application factory for Sanguo Quant API
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"""
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from fastapi import FastAPI
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from .routes import router, set_orchestrator
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from sanguo_orchestrator.runner import Orchestrator
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def create_app(db_path: str, file_dir=None) -> FastAPI:
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"""Create FastAPI application with orchestrator"""
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app = FastAPI(title="Sanguo Quant API")
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# Initialize orchestrator
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orch = Orchestrator(db_path=db_path, file_dir=file_dir)
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set_orchestrator(orch)
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# Include routes
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app.include_router(router, prefix="/api/v1")
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return app
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"""
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FastAPI routes for Sanguo Quant API
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"""
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from fastapi import APIRouter, HTTPException
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from .schemas import CtaBacktestRequest, OptimizeRequest, FactorAnalysisRequest
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router = APIRouter()
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_orchestrator = None
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def set_orchestrator(orch):
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"""Set the global orchestrator instance"""
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global _orchestrator
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_orchestrator = orch
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def get_orchestrator():
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"""Get the global orchestrator instance"""
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return _orchestrator
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@router.post("/backtest/cta")
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def submit_cta(req: CtaBacktestRequest):
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"""Submit CTA backtest task"""
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tid = get_orchestrator().submit_cta(
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strategy_class=req.strategy,
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symbol=req.symbol,
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params=req.params,
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start=req.start,
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end=req.end,
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cfg=None
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)
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return {"task_id": tid}
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@router.post("/backtest/optimize")
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def submit_optimize(req: OptimizeRequest):
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"""Submit optimization task (placeholder)"""
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# TODO: Implement optimize submission in Phase 3
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return {"task_id": "pending_impl"}
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@router.post("/factor/analyze")
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def submit_factor(req: FactorAnalysisRequest):
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"""Submit factor analysis task (placeholder)"""
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# TODO: Implement factor analysis submission in Phase 3
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return {"task_id": "pending_impl"}
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@router.get("/task/{task_id}")
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def get_status(task_id: str):
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"""Get task status"""
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status = get_orchestrator().get_status(task_id)
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if status is None:
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raise HTTPException(status_code=404, detail="task not found")
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return {
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"task_id": task_id,
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"status": status.value if hasattr(status, "value") else str(status)
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}
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@router.get("/task/{task_id}/result")
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def get_result(task_id: str):
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"""Get task result"""
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result = get_orchestrator().get_result(task_id)
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if result is None:
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raise HTTPException(status_code=404, detail="result not ready")
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return {
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"task_id": task_id,
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"statistics": result.statistics
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}
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"""
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Pydantic schemas for FastAPI request/response models
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"""
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from pydantic import BaseModel
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class CtaBacktestRequest(BaseModel):
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"""CTA backtest request schema"""
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symbol: str
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strategy: str
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params: dict = {}
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start: str
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end: str
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class OptimizeRequest(BaseModel):
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"""Optimization request schema"""
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symbol: str
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strategy: str
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grid: dict
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start: str
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end: str
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max_workers: int = 2
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class FactorAnalysisRequest(BaseModel):
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"""Factor analysis request schema"""
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symbols: list[str]
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factor_names: list[str]
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start: str
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end: str
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# API 测试包
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"""
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FastAPI routes tests using TestClient
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"""
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from unittest.mock import Mock, patch
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import pytest
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from fastapi.testclient import TestClient
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def test_submit_cta_backtest():
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"""Test POST /api/v1/backtest/cta returns task_id"""
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# Create app with temporary DB
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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# Mock get_orchestrator to return mock orchestrator
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with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
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mock_orch = Mock()
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mock_orch.submit_cta.return_value = "cta_test_123"
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mock_get_orch.return_value = mock_orch
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client = TestClient(app)
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response = client.post(
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"/api/v1/backtest/cta",
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json={
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"symbol": "600000SH",
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"strategy": "DoubleSMA",
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"params": {"fast": 5, "slow": 20},
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"start": "2024-01-01",
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"end": "2024-12-31"
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}
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)
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assert response.status_code == 200
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data = response.json()
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assert "task_id" in data
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assert data["task_id"] == "cta_test_123"
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def test_get_task_status():
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"""Test GET /api/v1/task/{task_id} returns status"""
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from sanguo_api.app import create_app
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from sanguo_orchestrator.task import TaskState
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
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mock_orch = Mock()
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mock_orch.get_status.return_value = TaskState.DONE
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mock_get_orch.return_value = mock_orch
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client = TestClient(app)
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response = client.get("/api/v1/task/cta_test_123")
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assert response.status_code == 200
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data = response.json()
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assert "task_id" in data
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assert data["task_id"] == "cta_test_123"
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assert data["status"] == "done"
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def test_get_task_status_not_found():
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"""Test GET /api/v1/task/{task_id} returns 404 for unknown task"""
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
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mock_orch = Mock()
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mock_orch.get_status.return_value = None
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mock_get_orch.return_value = mock_orch
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client = TestClient(app)
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response = client.get("/api/v1/task/unknown_task")
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assert response.status_code == 404
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def test_invalid_params_returns_422():
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"""Test POST /api/v1/backtest/cta with missing fields returns 422"""
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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client = TestClient(app)
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# Missing required field: strategy
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response = client.post(
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"/api/v1/backtest/cta",
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json={
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"symbol": "600000SH",
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"params": {"fast": 5, "slow": 20},
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"start": "2024-01-01",
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"end": "2024-12-31"
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}
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)
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assert response.status_code == 422
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def test_get_task_result():
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"""Test GET /api/v1/task/{task_id}/result returns statistics"""
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from sanguo_api.app import create_app
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from sanguo_orchestrator.task import TaskState
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
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mock_orch = Mock()
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mock_result = Mock()
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mock_result.statistics = {"total_trades": 10, "total_return": 0.15}
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mock_orch.get_result.return_value = mock_result
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mock_get_orch.return_value = mock_orch
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client = TestClient(app)
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response = client.get("/api/v1/task/cta_test_123/result")
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assert response.status_code == 200
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data = response.json()
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assert "task_id" in data
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assert data["task_id"] == "cta_test_123"
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assert "statistics" in data
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assert data["statistics"]["total_trades"] == 10
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def test_get_task_result_not_found():
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"""Test GET /api/v1/task/{task_id}/result returns 404 when result not ready"""
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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with patch("sanguo_api.routes.get_orchestrator") as mock_get_orch:
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mock_orch = Mock()
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mock_orch.get_result.return_value = None
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mock_get_orch.return_value = mock_orch
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client = TestClient(app)
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response = client.get("/api/v1/task/unknown_task/result")
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assert response.status_code == 404
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def test_submit_optimize_returns_pending():
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"""Test POST /api/v1/backtest/optimize returns pending placeholder"""
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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client = TestClient(app)
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response = client.post(
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"/api/v1/backtest/optimize",
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json={
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"symbol": "600000SH",
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"strategy": "DoubleSMA",
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"grid": {"fast": [5, 10], "slow": [20, 30]},
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"start": "2024-01-01",
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"end": "2024-12-31",
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"max_workers": 2
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}
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)
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assert response.status_code == 200
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data = response.json()
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assert "task_id" in data
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assert data["task_id"] == "pending_impl"
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def test_submit_factor_returns_pending():
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"""Test POST /api/v1/factor/analyze returns pending placeholder"""
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from sanguo_api.app import create_app
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import tempfile
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import os
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with tempfile.TemporaryDirectory() as tmp:
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db_path = os.path.join(tmp, "test.db")
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app = create_app(db_path=db_path, file_dir=None)
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client = TestClient(app)
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response = client.post(
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"/api/v1/factor/analyze",
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json={
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"symbols": ["600000SH", "000001SZ"],
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"factor_names": ["ts_mean_5", "ts_mean_20"],
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"start": "2024-01-01",
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"end": "2024-12-31"
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}
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)
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assert response.status_code == 200
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data = response.json()
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assert "task_id" in data
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assert data["task_id"] == "pending_impl"
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