"""模拟盘 SQLite 持久化（4 表 + checkpoint + WAL，spec §8 / §9.1）。 表：paper_accounts / paper_trades / paper_positions / paper_daily_balance WAL 模式支持 worker 进程写 + 主进程读（spec §9.1 共享 DB 进度）。 """ import json import sqlite3 from datetime import datetime, timezone from pathlib import Path from typing import Any SCHEMA = """ CREATE TABLE IF NOT EXISTS paper_accounts ( id INTEGER PRIMARY KEY AUTOINCREMENT, task_id TEXT, owner_id TEXT DEFAULT 'admin', name TEXT, mode TEXT, interval TEXT, symbols TEXT, strategies TEXT, initial_capital REAL, rate REAL, slippage REAL, size REAL, pricetick REAL, stamp_duty_rate REAL, transfer_fee_rate REAL, min_commission REAL, status TEXT, start_date TEXT, end_date TEXT, last_run_date TEXT, next_run_at TEXT, scheduler_job_id TEXT, checkpoint_date TEXT, error_msg TEXT, created_at TEXT, updated_at TEXT ); CREATE TABLE IF NOT EXISTS paper_trades ( id INTEGER PRIMARY KEY AUTOINCREMENT, account_id INTEGER, strategy_id TEXT, datetime TEXT, symbol TEXT, direction TEXT, offset TEXT, match_session TEXT, price REAL, volume INTEGER, commission REAL, stamp_duty REAL, transfer_fee REAL, rejected INTEGER, reject_reason TEXT, bar_date TEXT, blocked_by_strategy_id TEXT ); CREATE TABLE IF NOT EXISTS paper_positions ( id INTEGER PRIMARY KEY AUTOINCREMENT, account_id INTEGER, scope TEXT, symbol TEXT, date TEXT, volume INTEGER, frozen INTEGER, avg_price REAL, market_value REAL, updated_at TEXT ); CREATE TABLE IF NOT EXISTS paper_daily_balance ( id INTEGER PRIMARY KEY AUTOINCREMENT, account_id INTEGER, date TEXT, cash REAL, market_value REAL, total_equity REAL, per_strategy_pnl TEXT, is_checkpoint INTEGER ); """ def _now() -> str: return datetime.now(timezone.utc).isoformat() def init_db(db_path: str) -> None: Path(db_path).parent.mkdir(parents=True, exist_ok=True) with sqlite3.connect(db_path) as conn: conn.executescript(SCHEMA) conn.execute("PRAGMA journal_mode=WAL") conn.commit() def save_account(db_path: str, account: dict[str, Any]) -> int: with sqlite3.connect(db_path) as conn: cur = conn.execute( """INSERT INTO paper_accounts (task_id, owner_id, name, mode, interval, symbols, strategies, initial_capital, rate, slippage, size, pricetick, stamp_duty_rate, transfer_fee_rate, min_commission, status, start_date, end_date, created_at, updated_at) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", ( account.get("task_id"), account.get("owner_id", "admin"), account.get("name"), account.get("mode"), account.get("interval"), json.dumps(account.get("symbols", [])), json.dumps(account.get("strategies", [])), account.get("initial_capital", 0), account.get("rate", 0.0003), account.get("slippage", 0), account.get("size", 1), account.get("pricetick", 0.01), account.get("stamp_duty_rate", 0.0005), account.get("transfer_fee_rate", 0.00001), account.get("min_commission", 5.0), account.get("status", "pending"), account.get("start_date"), account.get("end_date"), _now(), _now(), ), ) conn.commit() return cur.lastrowid def update_account_status(db_path: str, account_id: int, status: str, error_msg: str = "") -> None: with sqlite3.connect(db_path) as conn: conn.execute( "UPDATE paper_accounts SET status=?, error_msg=?, updated_at=? WHERE id=?", (status, error_msg, _now(), account_id), ) conn.commit() def save_trade(db_path: str, account_id: int, trade: dict[str, Any], rejected: bool = False, reject_reason: str = "") -> int: with sqlite3.connect(db_path) as conn: cur = conn.execute( """INSERT INTO paper_trades (account_id, strategy_id, datetime, symbol, direction, offset, match_session, price, volume, commission, stamp_duty, transfer_fee, rejected, reject_reason, bar_date, blocked_by_strategy_id) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""", ( account_id, trade.get("strategy_id", ""), trade.get("datetime", ""), trade.get("symbol", ""), trade.get("direction", ""), trade.get("offset", ""), trade.get("match_session", ""), trade.get("price", 0), trade.get("volume", 0), trade.get("commission", 0), trade.get("stamp_duty", 0), trade.get("transfer_fee", 0), 1 if rejected else 0, reject_reason, trade.get("bar_date", ""), trade.get("blocked_by_strategy_id"), ), ) conn.commit() return cur.lastrowid def save_daily_balance(db_path: str, account_id: int, date: str, cash: float, market_value: float, total_equity: float, per_strategy_pnl: dict | None = None, is_checkpoint: bool = False) -> None: with sqlite3.connect(db_path) as conn: conn.execute( """INSERT INTO paper_daily_balance (account_id, date, cash, market_value, total_equity, per_strategy_pnl, is_checkpoint) VALUES (?,?,?,?,?,?,?)""", (account_id, date, cash, market_value, total_equity, json.dumps(per_strategy_pnl or {}), 1 if is_checkpoint else 0), ) conn.commit() def update_checkpoint(db_path: str, account_id: int, date: str) -> None: with sqlite3.connect(db_path) as conn: conn.execute( "UPDATE paper_accounts SET checkpoint_date=?, updated_at=? WHERE id=?", (date, _now(), account_id), ) conn.commit() def load_checkpoint(db_path: str, account_id: int) -> str | None: with sqlite3.connect(db_path) as conn: cur = conn.execute( "SELECT checkpoint_date FROM paper_accounts WHERE id=?", (account_id,) ) row = cur.fetchone() return row[0] if row else None def list_trades(db_path: str, account_id: int) -> list[dict]: with sqlite3.connect(db_path) as conn: conn.row_factory = sqlite3.Row cur = conn.execute( "SELECT * FROM paper_trades WHERE account_id=? ORDER BY id", (account_id,) ) return [dict(r) for r in cur.fetchall()] def list_daily_balance(db_path: str, account_id: int) -> list[dict]: with sqlite3.connect(db_path) as conn: conn.row_factory = sqlite3.Row cur = conn.execute( "SELECT * FROM paper_daily_balance WHERE account_id=? ORDER BY date", (account_id,), ) return [dict(r) for r in cur.fetchall()]