"""实盘模拟 API 路由(spec §live-api)。 create 建 live_account(持久化配置,status=stopped);start/stop 改 status 字段; GET 查询持仓/成交/账户/状态。runner(supervisor) 是独立常驻进程,轮询 status 字段 决定起停 LiveTradingEngine;两者只通过 DB 通信,本模块不实例化 engine。 风格参考 ``sanguo_api/routes_paper.py``。 """ from __future__ import annotations import os import time from fastapi import APIRouter, Depends, Header, HTTPException from pydantic import BaseModel from .auth import verify_token as verify_token_impl router = APIRouter() _db_path = {"path": None} # miniQMT 默认 userdata_mini 路径(国金QMT交易端模拟); # req.mini_path 空 → env SANGUO_QMT_PATH → 此默认(双保险,避免 connect=-1) _DEFAULT_MINI_PATH = r"C:\国金QMT交易端模拟\userdata_mini" def set_db_path(p): _db_path["path"] = p if p: from sanguo_live.persistence import init_db init_db(p) # app 启动建表(幂等) async def verify_token(authorization: str | None = Header(None)): if authorization is None or not authorization.startswith("Bearer "): raise HTTPException(401, "Missing/invalid authorization") return verify_token_impl(authorization.split(" ", 1)[1]) class LiveCreateRequest(BaseModel): name: str = "live" account: str vt_symbol: str = "600000" strategy_class: str = "AShareDoubleMaStrategy" strategy_name: str setting: dict = {} interval: str = "" # 空=按类型给默认(cta→15m, portfolio→d);前端下拉显式传 initial_capital: float = 1_000_000 connect_wait_sec: int = 10 init_wait_sec: int = 60 mini_path: str = "" # 组合实盘(strategy_type='portfolio'):strategy_class 存组合策略名(all_weather 等) strategy_type: str = "cta" pool: str = "" max_pool: int = 0 benchmark: str = "" # §12.6 实例做实:账户绑档案;空=发起即建档 instance_id: int | None = None def _resolve_file_by_class(class_name: str) -> str: """类名/策略名 → 策略文件名(发起即建档反查 code_file;查不到返回空)。""" try: from .strategy_registry import list_strategy_files for f in list_strategy_files()["files"]: if f.get("class_name") == class_name or f.get("name", "").removesuffix(".py") == class_name: return f.get("name", "") except Exception: pass return "" def _normalize_vt_symbol(code: str) -> str: """裸 6 位码自动补交易所后缀(与 jq_to_dbbardata 同规则): 6 开头→SSE,0/3 开头→SZSE。已带后缀或非 6 位码原样返回。""" code = (code or "").strip() if len(code) == 6 and code.isdigit(): if code.startswith("6"): return f"{code}.SSE" if code.startswith(("0", "3")): return f"{code}.SZSE" return code @router.post("/live/create", dependencies=[Depends(verify_token)]) def create_live(req: LiveCreateRequest): """创建实盘实例(写 live_accounts,status=stopped)。需调 start 才会启动。""" from sanguo_live.persistence import init_db, save_account db = _db_path["path"] or ":memory:" init_db(db) # §12.6 发起绑档案(合法 instance_id 用之;否则发起即建档) from . import instance_store if not (req.instance_id and instance_store.get_instance_params_snapshot(req.instance_id)): sym = req.pool if req.strategy_type == "portfolio" else req.vt_symbol req.instance_id = instance_store.create_instance({ "code_file": _resolve_file_by_class(req.strategy_class), "name": f"{req.strategy_class}·live·{time.strftime('%m%d')}", "type": req.strategy_type, "params": dict(req.setting or {}), "symbol_or_pool": sym, "interval": req.interval or "d", "match_session": "next_open", }) else: # D1 发起时快照:绑已有档案 → setting 用档案当时的参数(API 直调也不绕过) req.setting = dict(instance_store.get_instance_params_snapshot(req.instance_id).get("params") or {}) # §12.6 补:发起时代码版本快照 from .code_versions import snapshot_code inst_snap = instance_store.get_instance_params_snapshot(req.instance_id) or {} code_snap = snapshot_code(inst_snap.get("code_file") or "") payload = req.model_dump() payload["code_hash"] = code_snap["code_hash"] if code_snap else None # #78 名称服务端兜底:空/默认值 → {实例名}_v{YYYYMMDD}{minor}(同实例同日递增)。 # 前端 autoName 失败被吞时也能拿到正确名(服务端权威)。 if not payload.get("name") or payload["name"].strip() in ("", "live-600000", "live"): inst_name = inst_snap.get("name") or "inst" today = time.strftime("%Y%m%d") prefix = f"{inst_name}_v{today}" minor = 0 try: from sanguo_live.persistence import list_accounts ldb = _db_path["path"] if ldb: minor = sum( 1 for a in list_accounts(ldb) if a.get("instance_id") == req.instance_id and (a.get("name") or "").startswith(prefix) ) except Exception: minor = 0 payload["name"] = f"{prefix}{minor}" if payload.get("strategy_type") == "portfolio": # 组合实盘:vt_symbol 占位为池名;setting 存组合参数(supervisor 转发 env) if not payload.get("strategy_class"): raise HTTPException(400, "组合实盘需选择策略(strategy_class)") payload.setdefault("pool", "all") payload.setdefault("max_pool", 0) payload.setdefault("benchmark", "000300.XSHG") payload["vt_symbol"] = payload["pool"] # 周期由前端下拉传(miniQMT 成品K线档位);空=默认日线 payload["interval"] = payload.get("interval") or "d" else: # CTA 实盘:标的允许只写 6 位码,后端自动补交易所后缀 payload["interval"] = payload.get("interval") or "15m" payload["vt_symbol"] = _normalize_vt_symbol(payload.get("vt_symbol", "")) # mini_path 兜底:req → env SANGUO_QMT_PATH → 内置默认(空值会导致 connect=-1) if not payload.get("mini_path"): payload["mini_path"] = ( os.environ.get("SANGUO_QMT_PATH") or _DEFAULT_MINI_PATH ) # B3 预算硬限制:Σ预算 ≤ 账户现金(fail-closed,快照不可用拒绝创建) _enforce_budget(db, payload["account"], payload["initial_capital"]) aid = save_account(db, {**payload, "status": "stopped"}) return {"account_id": aid, "status": "stopped"} @router.get("/live", dependencies=[Depends(verify_token)]) def list_lives(): """实盘实例列表。每行带最新账户快照摘要(total/收益率)。 收益率用首快照基线:(last_total - first_total) / first_total, 避免用 initial_capital 兜底导致入金/出金瞬间收益率失真。 无快照时 total_return=None(不兜底 initial_capital)。 """ from sanguo_live.persistence import ( list_accounts, get_last_balance, get_first_balance, load_positions, ) db = _db_path["path"] if not db: return {"accounts": []} items = list_accounts(db) for item in items: last = get_last_balance(db, item["id"]) first = get_first_balance(db, item["id"]) if last: item["latest_equity"] = last.get("total") item["latest_date"] = last.get("date") else: item["latest_equity"] = None item["latest_date"] = None # 收益率:首快照 total 为 baseline;last/first 同条时为 0 baseline = (first or {}).get("total") if first else None if last and baseline: item["total_return"] = (last.get("total", 0) - baseline) / baseline else: item["total_return"] = None item["position_count"] = len(load_positions(db, item["id"])) return {"accounts": items} # ===== B3 预算硬限制(spec §multi-strategy-instance-budget §B3) ===== def _budget_state( db: str, account: str, exclude_aid: int | None = None ) -> dict: """预算占用状态:剩余 = 账户现金 − Σ 同账户其他实盘实例预算。 fail-closed:快照缺失/过期(>10min)→ fresh=False,remaining=None(不猜数)。 Σ 不分运行/停止——停止的实例持仓仍占着账户资金。 """ from sanguo_live.persistence import ( get_fresh_account_snapshot, list_accounts, ) acc = (account or "").strip() allocated = sum( float(r.get("initial_capital") or 0) for r in list_accounts(db) if (r.get("account") or "").strip() == acc and r.get("id") != exclude_aid ) snap = get_fresh_account_snapshot(db, acc) if acc else None if snap is None: return {"account": acc, "fresh": False, "account_cash": None, "allocated": allocated, "remaining": None, "snapshot_at": None} cash = float(snap.get("cash") or 0) return {"account": acc, "fresh": True, "account_cash": cash, "allocated": allocated, "remaining": cash - allocated, "snapshot_at": snap.get("updated_at")} def _enforce_budget( db: str, account: str, initial_capital: float, exclude_aid: int | None = None, ) -> dict: """新建/修改实盘的预算校验:超限或快照不可用 → 400(报文带剩余数)。""" st = _budget_state(db, account, exclude_aid) if not st["fresh"]: raise HTTPException( 400, f"账户 {account} 快照不可用(未采集或超过10分钟),稍后再试") if float(initial_capital) > st["remaining"]: raise HTTPException( 400, f"预算超限:账户可用现金 {st['account_cash']:.0f}," f"已分配 {st['allocated']:.0f},剩余可分配 {st['remaining']:.0f}" f"(本次 {float(initial_capital):.0f})") return st @router.get("/live/budget-info", dependencies=[Depends(verify_token)]) def get_budget_info(account: str = ""): """预算信息(前端表单默认值=remaining + 占用率条)。 注意:必须注册在 /live/{aid} 之前(FastAPI 路径匹配不按类型分流, 否则 budget-info 会被 {aid} 吃掉 422)。快照不新鲜时 fresh=False、 remaining=None——前端禁用提交并提示稍后再试(fail-closed 同款语义)。 """ db = _db_path["path"] if not db: raise HTTPException(400, "db 未配置") return _budget_state(db, account) @router.get("/live/account-snapshot", dependencies=[Depends(verify_token)]) def get_account_snapshot_route(account: str = ""): """账户实况(B4 三层展示第三层):全局快照 + Σ实例市值分解。 instances = 同 QMT 账号各实盘实例的最新账本(live_balance 实例视图); unattributed = 全账户市值 − Σ实例市值(重建后应≈0,大数=遗留仓/手动仓)。 快照缺失时 fresh=False、数值字段 None(前端显示『快照不可用』)。 """ from sanguo_live.persistence import ( get_account_snapshot, list_accounts, get_last_balance, ) db = _db_path["path"] if not db: raise HTTPException(400, "db 未配置") acc = (account or "").strip() snap = get_account_snapshot(db, acc) if acc else None from sanguo_live.persistence import get_fresh_account_snapshot fresh = get_fresh_account_snapshot(db, acc) is not None if acc else False instances = [] for row in list_accounts(db): if (row.get("account") or "").strip() != acc: continue last = get_last_balance(db, row["id"]) instances.append({ "id": row["id"], "name": row.get("name") or "", "status": row.get("status") or "", "initial_capital": float(row.get("initial_capital") or 0), "cash": (last or {}).get("cash"), "market_value": (last or {}).get("market_value"), "equity": (last or {}).get("total"), }) instance_mv = sum( float(i["market_value"] or 0) for i in instances) snap_mv = float(snap.get("market_value")) if snap else None return { "account": acc, "fresh": fresh, "cash": (snap or {}).get("cash"), "market_value": snap_mv, "total": (snap or {}).get("total"), "positions": (snap or {}).get("positions") or [], "updated_at": (snap or {}).get("updated_at"), "instances": instances, "instance_mv_total": instance_mv, "unattributed_mv": (snap_mv - instance_mv if snap_mv is not None else None), } @router.get("/live/{aid}", dependencies=[Depends(verify_token)]) def get_live(aid: int): from sanguo_live.persistence import get_account, get_first_balance, get_last_balance acc = get_account(_db_path["path"], aid) if not acc: raise HTTPException(404, "account not found") # 收益率与列表页同口径:首快照为基线。监控页此前用 initial_capital 兜底, # 共用 QMT 账户时 total=1000万 vs cap=100万 → 假 900%(2026-08-14 实况)。 last = get_last_balance(_db_path["path"], aid) first = get_first_balance(_db_path["path"], aid) baseline = (first or {}).get("total") if first else None acc["latest_equity"] = (last or {}).get("total") if last else None acc["latest_date"] = (last or {}).get("date") if last else None if last and baseline: acc["total_return"] = (last.get("total", 0) - baseline) / baseline else: acc["total_return"] = None return acc @router.post("/live/{aid}/start", dependencies=[Depends(verify_token)]) def start_live(aid: int): """启动实例(status=running)。supervisor 轮询发现后起 engine。""" from sanguo_live.persistence import get_account, update_account_status acc = get_account(_db_path["path"], aid) if not acc: raise HTTPException(404, "account not found") if not acc["account"]: raise HTTPException(400, "account 字段(交易账号)不能为空") update_account_status(_db_path["path"], aid, "running") return {"account_id": aid, "status": "running"} @router.post("/live/{aid}/stop", dependencies=[Depends(verify_token)]) def stop_live(aid: int): """停止实例(status=stopped)。supervisor 轮询发现后停 engine。""" from sanguo_live.persistence import get_account, update_account_status if not get_account(_db_path["path"], aid): raise HTTPException(404, "account not found") update_account_status(_db_path["path"], aid, "stopped") return {"account_id": aid, "status": "stopped"} @router.get("/live/{aid}/positions", dependencies=[Depends(verify_token)]) def get_positions(aid: int): """持仓快照(读 live_positions,supervisor 定时落库)。""" from sanguo_live.persistence import load_positions return load_positions(_db_path["path"], aid) @router.get("/live/{aid}/trades", dependencies=[Depends(verify_token)]) def get_trades(aid: int): """成交明细(读 live_trades,supervisor 事件回调落库)。""" from sanguo_live.persistence import list_trades return list_trades(_db_path["path"], aid) @router.get("/live/{aid}/account", dependencies=[Depends(verify_token)]) def get_account_balance(aid: int): """账户最新快照(读 live_balance 最新一条)。""" from sanguo_live.persistence import get_last_balance last = get_last_balance(_db_path["path"], aid) return last or {} @router.get("/live/{aid}/status", dependencies=[Depends(verify_token)]) def get_status(aid: int): """运行状态(读 live_accounts.status)。""" from sanguo_live.persistence import get_account acc = get_account(_db_path["path"], aid) if not acc: raise HTTPException(404, "account not found") return { "account_id": aid, "status": acc["status"], "name": acc["name"], "account": acc["account"], "vt_symbol": acc["vt_symbol"], "strategy_name": acc["strategy_name"], "updated_at": acc["updated_at"], "error_msg": acc.get("error_msg", ""), } # ===== 生命周期管理补全:删除/编辑(停止/启动已有)===== class LiveUpdateRequest(BaseModel): """可编辑字段。仅 stopped 状态可改(运行中改配置会与 engine 失配)。""" name: str | None = None account: str | None = None vt_symbol: str | None = None strategy_class: str | None = None strategy_name: str | None = None setting: dict | None = None interval: str | None = None # B3:预算可改(initial_capital 含义升级为资金额度) initial_capital: float | None = None @router.put("/live/{aid}", dependencies=[Depends(verify_token)]) def update_live(aid: int, req: LiveUpdateRequest): import json import sqlite3 from sanguo_live.persistence import get_account db = _db_path["path"] acc = get_account(db, aid) if not acc: raise HTTPException(404, "account not found") if acc["status"] == "running": raise HTTPException(400, "运行中不可编辑,请先停止实例") # B3:预算或账号变更时校验(改名等不触发——不是预算事件,夜间 QMT 关闭 # 也能改名)。exclude 自身:自己的旧预算不重复计入 Σ。 if req.initial_capital is not None or ( req.account and req.account != acc["account"] ): _enforce_budget( db, req.account if req.account is not None else acc["account"], req.initial_capital if req.initial_capital is not None else float(acc.get("initial_capital") or 0), exclude_aid=aid, ) sets, args = [], [] field_map = { "name": req.name, "account": req.account, "vt_symbol": req.vt_symbol, "strategy_class": req.strategy_class, "strategy_name": req.strategy_name, "interval": req.interval, } for col, v in field_map.items(): if v is not None: # 编辑与新建同规:裸 6 位码补交易所后缀(2026-08-14 实况:编辑漏补 # → 引擎 "vt_symbol 无法解析,跳过" → 假运行收不到行情) if col == "vt_symbol": v = _normalize_vt_symbol(v) sets.append(f"{col}=?"); args.append(v) if req.setting is not None: sets.append("setting=?"); args.append(json.dumps(req.setting)) if req.initial_capital is not None: sets.append("initial_capital=?"); args.append(req.initial_capital) if not sets: return {"account_id": aid, "updated": False} with sqlite3.connect(db) as conn: conn.execute(f"UPDATE live_accounts SET {', '.join(sets)} WHERE id=?", (*args, aid)) conn.commit() return {"account_id": aid, "updated": True} @router.delete("/live/{aid}", dependencies=[Depends(verify_token)]) def delete_live(aid: int): """删除实盘实例及其数据。运行中拒绝删除(先 stop)。""" import sqlite3 from sanguo_live.persistence import get_account db = _db_path["path"] acc = get_account(db, aid) if not acc: raise HTTPException(404, "account not found") if acc["status"] == "running": raise HTTPException(400, "运行中不可删除,请先停止实例") with sqlite3.connect(db) as conn: conn.execute("DELETE FROM live_accounts WHERE id=?", (aid,)) for t in ("live_trades", "live_positions", "live_balance"): conn.execute(f"DELETE FROM {t} WHERE account_id=?", (aid,)) conn.commit() return {"account_id": aid, "deleted": True}