396 lines
17 KiB
Vue
396 lines
17 KiB
Vue
<script setup lang="ts">
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import { ref, computed, watch, onMounted } from 'vue'
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import { useRoute, useRouter } from 'vue-router'
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import { ElMessage } from 'element-plus'
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import { createLive, type LiveCreateRequest } from '@/api/live'
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import { apiClient } from '@/api/client'
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import { getInstances, type Instance } from '@/api/strategy'
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import { INTERVAL_OPTIONS } from '@/constants/intervals'
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import { STRATEGY_LABELS } from '@/constants/strategy'
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const route = useRoute()
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const router = useRouter()
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const loading = ref(false)
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const fromInstance = ref('')
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// 策略类型:cta=个股(vnpy engine) / portfolio=组合(bullet_trade LiveEngine 子进程)
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const strategyType = ref<'cta' | 'portfolio'>('cta')
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const isPortfolio = computed(() => strategyType.value === 'portfolio')
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const portfolioOptions = ref<string[]>([])
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const portfolioStrategy = ref('all_weather')
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const poolForm = ref({ pool: 'hs300_subset', max_pool: 30, benchmark: '000300.XSHG' })
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const POOL_OPTIONS = [
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{ label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
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{ label: '全市场(慢,非 MVP)', value: 'all' },
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]
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const BENCH_OPTIONS = [
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{ label: '沪深300', value: '000300.XSHG' },
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{ label: '中证500', value: '000905.XSHG' },
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{ label: '中证1000', value: '000852.XSHG' },
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{ label: '中证2000', value: '932000.XSHG' },
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]
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const PORTFOLIO_LABELS = STRATEGY_LABELS
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// §12.6 选实例发起：选中即预填+绑定；不选=自由配置（后端发起即建档）
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const instanceOptions = ref<Instance[]>([])
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const selectedInstanceId = ref<number | null>(null)
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// 级联：类名→文件名映射（实例按 code_file 归属策略）
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const classToFile = ref<Record<string, string>>({})
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const instancesOfCta = computed(() => {
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const file = classToFile.value[form.value.strategy_class]
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return file ? instanceOptions.value.filter((i) => i.code_file === file) : instanceOptions.value
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})
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const instancesOfPortfolio = computed(() =>
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instanceOptions.value.filter((i) => i.code_file.replace(/\.py$/, '') === portfolioStrategy.value),
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)
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onMounted(async () => {
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try {
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const { data } = await apiClient.get<{ files: { name: string; type: string; class_name: string }[] }>('/strategy/files')
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portfolioOptions.value = data.files
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.filter((f) => f.type === 'portfolio')
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.map((f) => f.name.replace(/\.py$/, ''))
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classToFile.value = Object.fromEntries(data.files.map((f) => [f.class_name, f.name]))
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} catch {
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/* 下拉加载失败不阻塞表单 */
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}
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try {
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instanceOptions.value = await getInstances()
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} catch {
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/* 档案下拉失败不阻塞 */
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}
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})
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const form = ref<LiveCreateRequest>({
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name: 'live-600000',
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account: '66639661',
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vt_symbol: '600000',
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strategy_class: 'AShareDoubleMaStrategy',
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strategy_name: 'AShareDoubleMa_600000',
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setting: {
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fast_window: 5,
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slow_window: 20,
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window: 15,
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size: 100,
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forbid_short: true,
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},
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interval: 'd',
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initial_capital: 1_000_000,
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connect_wait_sec: 10,
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init_wait_sec: 60,
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mini_path: 'C:\\国金QMT交易端模拟\\userdata_mini',
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})
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// 换策略后档案不属于它 → 清空（避免绑错档案）。置 form 声明后（watch 源立即求值）
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watch([() => form.value.strategy_class, portfolioStrategy], () => {
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if (selectedInstanceId.value == null) return
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const pool = isPortfolio.value ? instancesOfPortfolio.value : instancesOfCta.value
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if (!pool.some((i) => i.id === selectedInstanceId.value)) selectedInstanceId.value = null
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})
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const strategyClassOptions = [
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{ value: 'AShareDoubleMaStrategy', label: 'AShareDoubleMaStrategy(双均线 A 股策略)' },
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]
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async function applyInstance(instId: number | string): Promise<void> {
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try {
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const [{ data: ir }, { data: fr }] = await Promise.all([
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apiClient.get<{ instance: { name?: string; code_file: string; symbol_or_pool: string; interval: string; params: Record<string, unknown>; type?: string } }>(`/strategy/instances/${instId}`),
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apiClient.get<{ files: { name: string; class_name: string; type: string }[] }>('/strategy/files'),
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])
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const inst = ir.instance
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fromInstance.value = inst.name || String(instId)
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const file = fr.files.find((f) => f.name === inst.code_file)
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const cls = file?.class_name || inst.code_file
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if (file?.type === 'portfolio' || file?.type === 'cta') strategyType.value = file.type
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form.value.strategy_class = cls
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form.value.vt_symbol = inst.symbol_or_pool || form.value.vt_symbol
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form.value.strategy_name = inst.name || form.value.strategy_name
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form.value.interval = inst.interval || form.value.interval
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form.value.setting = { ...form.value.setting, ...(inst.params as object) }
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} catch {
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/* 预填失败走默认 */
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}
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}
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onMounted(() => {
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const instId = route.query.instance
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if (!instId || Array.isArray(instId)) return
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selectedInstanceId.value = Number(instId)
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applyInstance(instId)
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})
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function onPickInstance(id: number | null): void {
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selectedInstanceId.value = id
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if (id != null) applyInstance(id)
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}
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async function onSubmit(): Promise<void> {
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// §12.6 初始设计口径（2026-08-16 用户重申）：实盘必须从实例档案发起
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if (selectedInstanceId.value == null) {
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ElMessage.warning('实盘必须选择「实例档案」发起——可先在策略库创建档案')
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return
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}
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if (!form.value.name.trim()) {
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ElMessage.warning('请填写实例名')
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return
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}
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if (!form.value.account.trim()) {
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ElMessage.warning('请填写交易账号')
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return
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}
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if (isPortfolio.value && !portfolioStrategy.value) {
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ElMessage.warning('请选择组合策略')
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return
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}
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if (!isPortfolio.value && !form.value.strategy_name.trim()) {
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// 引擎实例名是技术标识：空则自动生成（策略类_代码），不再强制用户填
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const digits = (form.value.vt_symbol || '').replace(/\D/g, '')
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form.value.strategy_name = `${form.value.strategy_class}_${digits || 'inst'}`
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}
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loading.value = true
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try {
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const payload: LiveCreateRequest = { ...form.value, instance_id: selectedInstanceId.value }
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if (isPortfolio.value) {
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payload.strategy_type = 'portfolio'
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payload.strategy_class = portfolioStrategy.value
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payload.strategy_name = `portfolio_${portfolioStrategy.value}`
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payload.pool = poolForm.value.pool
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payload.max_pool = Number(poolForm.value.max_pool)
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payload.benchmark = poolForm.value.benchmark
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} else {
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payload.strategy_type = 'cta'
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}
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const res = await createLive(payload)
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ElMessage.success(`已创建实盘实例 #${res.accountId}(stopped),请到列表点"启动"`)
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router.push('/live')
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} catch (e: unknown) {
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ElMessage.error(e instanceof Error ? e.message : '创建失败')
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} finally {
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loading.value = false
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}
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}
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</script>
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<template>
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<div class="page live-new">
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<div class="page-head">
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<div>
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<h2 class="page-title">新建实盘</h2>
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<p class="page-subtitle">miniQMT 直连 · 个股 CTA / 组合策略实盘(supervisor 轮询)</p>
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</div>
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</div>
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<el-alert
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type="info"
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:closable="false"
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title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后拉起)"
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/>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">基本配置</span></template>
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<div class="seg-label">策略类型</div>
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<div class="seg-row">
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<div class="seg-card" :class="{ active: strategyType === 'cta' }" @click="strategyType = 'cta'">
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<div class="seg-title">CTA 个股策略</div>
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<div class="seg-desc">单标的信号型,vnpy engine 进程内跑</div>
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</div>
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<div class="seg-card" :class="{ active: strategyType === 'portfolio' }" @click="strategyType = 'portfolio'">
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<div class="seg-title">组合策略</div>
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<div class="seg-desc">选股轮动型,bullet_trade LiveEngine 子进程</div>
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</div>
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</div>
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<el-form label-width="140px" style="margin-top:16px">
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<el-form-item label="实例名" required>
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<el-input v-model="form.name" placeholder="live-600000" style="width: 320px" />
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<span class="muted form-hint">页面显示用</span>
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</el-form-item>
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<el-form-item label="交易账号" required>
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<el-input v-model="form.account" placeholder="66639661" style="width: 320px" />
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<span class="muted form-hint">QMT 账号</span>
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</el-form-item>
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<el-form-item label="起始资金">
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<el-input-number v-model="form.initial_capital" :min="10000" :step="100000" style="width: 240px" />
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<span class="muted form-hint">单位:元</span>
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</el-form-item>
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<el-form-item label="mini_path">
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<el-input v-model="form.mini_path" placeholder="C:\\国金QMT交易端模拟\\userdata_mini" style="width: 480px" />
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<span class="muted form-hint">miniQMT userdata_mini 路径;空时后端用 env SANGUO_QMT_PATH 或内置默认</span>
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</el-form-item>
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</el-form>
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</el-card>
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<!-- CTA 表单 -->
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<template v-if="!isPortfolio">
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">标的与策略</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="策略 / 档案">
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<el-select v-model="form.strategy_class" style="width: 300px">
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<el-option
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v-for="opt in strategyClassOptions"
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:key="opt.value"
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:label="opt.label"
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:value="opt.value"
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/>
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</el-select>
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<el-select
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:model-value="selectedInstanceId" clearable filterable
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placeholder="必选：实例档案（策略库可创建）"
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style="width: 260px; margin-left: 8px"
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@update:model-value="onPickInstance"
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>
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<el-option
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v-for="i in instancesOfCta" :key="i.id" :value="i.id"
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:label="`${i.name}（${i.interval}）`"
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/>
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</el-select>
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<span v-if="selectedInstanceId != null" class="muted form-hint">绑定档案 #{{ selectedInstanceId }}（发起时快照）</span>
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<span v-else class="muted form-hint" style="color: var(--amber)">必选：实盘从档案发起（仅 DoubleMa 完成 A 股适配）</span>
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</el-form-item>
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<el-form-item label="标的(vt_symbol)">
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<el-input v-model="form.vt_symbol" placeholder="600000 或 600000.SSE" style="width: 320px" />
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<span class="muted form-hint">可只写 6 位代码,自动补交易所后缀(.SSE / .SZSE)</span>
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</el-form-item>
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<el-form-item label="K 线周期">
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<el-select v-model="form.interval" style="width: 220px">
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<el-option v-for="o in INTERVAL_OPTIONS" :key="o.value" :value="o.value" :label="o.label">
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<span>{{ o.label }}</span>
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<span v-if="!o.replayOk" class="muted" style="float: right; font-size: 12px">影子柜台实时可用·回放暂无本地数据</span>
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</el-option>
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</el-select>
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<span class="muted form-hint">miniQMT 成品K线,默认日线</span>
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</el-form-item>
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</el-form>
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</el-card>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">策略参数(setting)</span></template>
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<el-form :model="form.setting" label-width="140px">
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<el-form-item label="fast_window">
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<el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">快均线周期</span>
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</el-form-item>
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<el-form-item label="slow_window">
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<el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">慢均线周期</span>
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</el-form-item>
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<el-form-item label="window">
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<el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
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<span class="muted form-hint">辅助计算窗口</span>
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</el-form-item>
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<el-form-item label="size">
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<el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
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<span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
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</el-form-item>
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<el-form-item label="forbid_short">
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<el-switch v-model="form.setting.forbid_short as boolean" />
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<span class="muted form-hint">禁止做空(A 股默认开)</span>
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</el-form-item>
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</el-form>
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</el-card>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">连接参数(可选)</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="引擎实例名">
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<el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
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<span class="muted form-hint">engine 内唯一的技术标识;选档案后自动填,一般不改</span>
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</el-form-item>
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<el-form-item label="connect_wait_sec">
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<el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
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<span class="muted form-hint">连接 QMT 等待秒数</span>
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</el-form-item>
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<el-form-item label="init_wait_sec">
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<el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
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<span class="muted form-hint">策略初始化等待秒数</span>
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</el-form-item>
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</el-form>
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</el-card>
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</template>
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<!-- 组合策略表单 -->
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<el-card v-else class="blk" shadow="never">
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<template #header><span class="section-title">组合策略与选股</span></template>
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<el-form :model="poolForm" label-width="140px">
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<el-form-item label="组合策略">
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<el-select v-model="portfolioStrategy" style="width: 280px">
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<el-option
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v-for="p in portfolioOptions" :key="p"
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:label="PORTFOLIO_LABELS[p] ? `${PORTFOLIO_LABELS[p]}（${p}）` : p"
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:value="p"
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/>
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</el-select>
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<el-select
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:model-value="selectedInstanceId" clearable filterable
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placeholder="必选：实例档案（策略库可创建）"
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style="width: 260px; margin-left: 8px"
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@update:model-value="onPickInstance"
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>
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<el-option
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v-for="i in instancesOfPortfolio" :key="i.id" :value="i.id"
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:label="`${i.name}（${i.interval}）`"
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/>
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</el-select>
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<span v-if="selectedInstanceId != null" class="muted form-hint">绑定档案 #{{ selectedInstanceId }}（发起时快照）</span>
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<span v-else class="muted form-hint" style="color: var(--amber)">必选：实盘从档案发起（supervisor 拉起 runner_live 子进程）</span>
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</el-form-item>
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<el-form-item label="标的池">
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<el-select v-model="poolForm.pool" style="width: 320px">
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<el-option v-for="o in POOL_OPTIONS" :key="o.value" :label="o.label" :value="o.value" />
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</el-select>
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</el-form-item>
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<el-form-item label="选股池上限">
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<el-input-number v-model="poolForm.max_pool" :min="0" :step="10" :controls="false" style="width: 220px" />
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<span class="muted form-hint">0=不限, N=前N只（默认30）</span>
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</el-form-item>
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<el-form-item label="比较基准">
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<el-select v-model="poolForm.benchmark" style="width: 220px">
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<el-option v-for="b in BENCH_OPTIONS" :key="b.value" :label="b.label" :value="b.value" />
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</el-select>
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</el-form-item>
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<el-form-item label="K 线周期">
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<el-select v-model="form.interval" style="width: 220px">
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<el-option v-for="o in INTERVAL_OPTIONS" :key="o.value" :value="o.value" :label="o.label">
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<span>{{ o.label }}</span>
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<span v-if="!o.replayOk" class="muted" style="float: right; font-size: 12px">影子柜台实时可用·回放暂无本地数据</span>
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</el-option>
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</el-select>
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<span class="muted form-hint">miniQMT 成品K线,默认日线</span>
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</el-form-item>
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</el-form>
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</el-card>
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<div class="submit-bar">
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<el-button type="primary" size="large" :loading="loading" @click="onSubmit">
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创建实盘实例
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</el-button>
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<el-button size="large" @click="router.push('/live')">取消</el-button>
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</div>
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||
</div>
|
||
</template>
|
||
|
||
<style scoped>
|
||
.live-new { display: flex; flex-direction: column; gap: 16px; }
|
||
.blk { border: 1px solid var(--border-2); }
|
||
.form-hint { margin-left: 10px; }
|
||
.submit-bar { padding: 4px 0; display: flex; gap: 12px; }
|
||
|
||
.seg-label { font-size: 12px; color: var(--text-3); margin-bottom: 8px; }
|
||
.seg-row { display: flex; gap: 12px; }
|
||
.seg-card {
|
||
flex: 1;
|
||
max-width: 280px;
|
||
border: 1px solid var(--border-2);
|
||
border-radius: var(--r-md);
|
||
padding: 12px 14px;
|
||
cursor: pointer;
|
||
transition: border-color 0.15s var(--ease), background 0.15s var(--ease);
|
||
}
|
||
.seg-card:hover { border-color: var(--brand); background: var(--bg-hover); }
|
||
.seg-card.active { border-color: var(--brand); background: rgba(24, 144, 255, 0.10); }
|
||
.seg-title { font-size: 14px; font-weight: 600; color: var(--text); }
|
||
.seg-desc { font-size: 12px; color: var(--text-3); margin-top: 4px; }
|
||
</style>
|