claude_dev
918bbed0fc
- 修复 deps.py 中 get_vn_service 的引用错误 (vn_service.vn_service -> vn_service) - 移除登录页面上的明文密码提示 - 改进前端错误处理，避免数据加载失败导致登录显示错误
368 lines
8.7 KiB
Python
368 lines
8.7 KiB
Python
"""
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Pydantic 数据模型定义
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用于 API 请求和响应的数据验证
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"""
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from datetime import datetime
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from typing import Optional, List, Any
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from enum import Enum
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from pydantic import BaseModel, Field, field_validator
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# ============================================
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# 认证模型
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# ============================================
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class LoginRequest(BaseModel):
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"""登录请求"""
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username: str = Field(..., min_length=1, max_length=50)
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password: str = Field(..., min_length=1, max_length=100)
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@field_validator('username', 'password')
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def no_whitespace(cls, v):
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if v.strip() != v:
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raise ValueError('不能包含前后空格')
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return v
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class TokenResponse(BaseModel):
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"""Token 响应"""
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access_token: str
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token_type: str = "bearer"
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expires_in: int # 秒数
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refresh_token: Optional[str] = None
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class TokenVerifyRequest(BaseModel):
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"""Token 验证请求"""
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token: str
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class TokenVerifyResponse(BaseModel):
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"""Token 验证响应"""
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valid: bool
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user_info: Optional[dict] = None
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# ============================================
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# 用户模型
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# ============================================
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class User(BaseModel):
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"""用户信息"""
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username: str
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email: Optional[str] = None
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full_name: Optional[str] = None
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is_active: bool = True
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created_at: datetime
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class UserCreate(BaseModel):
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"""创建用户"""
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username: str = Field(..., min_length=3, max_length=50)
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password: str = Field(..., min_length=6, max_length=100)
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email: Optional[str] = None
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full_name: Optional[str] = None
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class UserUpdate(BaseModel):
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"""更新用户"""
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email: Optional[str] = None
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full_name: Optional[str] = None
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password: Optional[str] = None
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# ============================================
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# 交易模型
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# ============================================
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class OrderDirection(str, Enum):
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"""订单方向"""
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BUY = "buy"
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SELL = "sell"
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class OrderType(str, Enum):
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"""订单类型"""
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LIMIT = "limit"
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MARKET = "market"
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STOP = "stop"
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class SendOrderRequest(BaseModel):
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"""发送订单请求"""
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symbol: str = Field(..., description="交易品种代码")
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exchange: str = Field(..., description="交易所代码")
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direction: OrderDirection
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order_type: OrderType
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volume: float = Field(..., gt=0, description="数量")
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price: Optional[float] = Field(None, gt=0, description="价格（限价单必填）")
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stop_price: Optional[float] = Field(None, gt=0, description="止损价")
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reference: Optional[str] = Field(None, description="客户引用")
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class CancelOrderRequest(BaseModel):
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"""撤单请求"""
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order_id: str = Field(..., description="订单号")
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class OrderResponse(BaseModel):
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"""订单响应"""
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order_id: str
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symbol: str
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exchange: str
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direction: str
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order_type: str
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volume: float
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price: Optional[float]
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traded: float
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status: str
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time: datetime
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reference: Optional[str] = None
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# ============================================
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# 行情数据模型
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# ============================================
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class TickData(BaseModel):
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"""Tick 数据"""
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symbol: str
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exchange: str
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datetime: datetime
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name: Optional[str] = None
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last_price: float
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bid_price_1: Optional[float] = None
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ask_price_1: Optional[float] = None
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bid_volume_1: Optional[float] = None
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ask_volume_1: Optional[float] = None
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volume: Optional[float] = None
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open_interest: Optional[float] = None
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class KlineRequest(BaseModel):
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"""K线数据请求"""
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symbol: str = Field(..., description="交易品种代码")
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exchange: str = Field(..., description="交易所代码")
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interval: str = Field(..., description="周期: 1m, 5m, 15m, 1h, 4h, 1d")
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start: Optional[datetime] = Field(None, description="开始时间")
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end: Optional[datetime] = Field(None, description="结束时间")
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limit: int = Field(1000, ge=1, le=10000, description="数据条数限制")
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class KlineData(BaseModel):
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"""K线数据"""
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symbol: str
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exchange: str
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datetime: datetime
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interval: str
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open_price: float
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high_price: float
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low_price: float
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close_price: float
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volume: float
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open_interest: Optional[float] = None
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class SubscribeRequest(BaseModel):
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"""订阅行情请求"""
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symbol: str = Field(..., description="交易品种代码")
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exchange: str = Field(..., description="交易所代码")
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gateway_name: Optional[str] = Field(None, description="网关名称")
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class UnsubscribeRequest(BaseModel):
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"""取消订阅请求"""
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symbol: str = Field(..., description="交易品种代码")
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exchange: str = Field(..., description="交易所代码")
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gateway_name: Optional[str] = Field(None, description="网关名称")
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# ============================================
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# 持仓数据模型
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# ============================================
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class PositionData(BaseModel):
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"""持仓数据"""
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symbol: str
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exchange: str
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direction: str
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volume: float
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price: float
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pnl: float
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pnl_ratio: float
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frozen: float = 0.0
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yd_volume: float = 0.0
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# ============================================
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# 账户数据模型
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# ============================================
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class AccountData(BaseModel):
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"""账户数据"""
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account_id: str
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balance: float
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available: float
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frozen: float = 0.0
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margin: float = 0.0
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class TradeData(BaseModel):
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"""成交数据"""
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trade_id: str
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order_id: str
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symbol: str
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exchange: str
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direction: str
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volume: float
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price: float
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time: datetime
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class AccountResponse(BaseModel):
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"""账户响应"""
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account: AccountData
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positions: List[PositionData]
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orders: List[OrderResponse]
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# ============================================
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# 网关模型
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# ============================================
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class GatewayType(str, Enum):
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"""网关类型"""
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CTP = "ctp"
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IB = "ib"
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OKX = "okx"
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BINAANCE = "binance"
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TEST = "test"
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class GatewayStatus(BaseModel):
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"""网关状态"""
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gateway_name: str
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gateway_type: GatewayType
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status: str # connected, disconnected, connecting
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connected_time: Optional[datetime] = None
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message: Optional[str] = None
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class GatewayConnectRequest(BaseModel):
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"""连接网关请求"""
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gateway_name: str = Field(..., description="网关名称")
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gateway_type: GatewayType
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setting: dict = Field(..., description="网关配置参数")
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class GatewayDisconnectRequest(BaseModel):
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"""断开网关请求"""
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gateway_name: str
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# ============================================
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# 策略模型
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# ============================================
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class StrategyStatus(str, Enum):
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"""策略状态"""
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CREATED = "created"
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RUNNING = "running"
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STOPPED = "stopped"
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PAUSED = "paused"
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class StrategyInfo(BaseModel):
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"""策略信息"""
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strategy_name: str
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class_name: str
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status: StrategyStatus
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created_at: datetime
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variables: Optional[dict] = None
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class StrategyCreateRequest(BaseModel):
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"""创建策略请求"""
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strategy_name: str = Field(..., min_length=1, max_length=50)
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class_name: str = Field(..., description="策略类名")
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setting: dict = Field(default_factory=dict, description="策略参数")
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class StrategyInitRequest(BaseModel):
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"""初始化策略请求"""
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strategy_name: str
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class StrategyStartRequest(BaseModel):
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"""启动策略请求"""
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strategy_name: str
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class StrategyStopRequest(BaseModel):
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"""停止策略请求"""
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strategy_name: str
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class StrategyEditRequest(BaseModel):
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"""编辑策略请求"""
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strategy_name: str
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setting: dict
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# ============================================
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# 响应模型
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# ============================================
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class ApiResponse(BaseModel):
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"""通用 API 响应"""
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success: bool
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message: Optional[str] = None
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data: Optional[Any] = None
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class PaginatedResponse(BaseModel):
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"""分页响应"""
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total: int
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page: int
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page_size: int
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data: List[Any]
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# ============================================
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# 系统模型
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# ============================================
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class HealthResponse(BaseModel):
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"""健康检查响应"""
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status: str
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service: str
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version: str
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timestamp: datetime
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class SystemInfo(BaseModel):
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"""系统信息"""
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version: str
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vnpy_version: str
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python_version: str
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uptime: float
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connected_gateways: int
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active_strategies: int
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# ============================================
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# WebSocket 模型
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# ============================================
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class WSSubscribeRequest(BaseModel):
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"""WebSocket 订阅请求"""
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type: str # tick, order, position, trade
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symbols: Optional[List[str]] = None
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class WSMessage(BaseModel):
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"""WebSocket 消息"""
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type: str
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data: Any
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timestamp: datetime
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