claude_dev
43b6a58ba7
ashare_engine override load_data: 5m/15m 直查 dbbardata 转 BarData(MINUTE), 绕过 vnpy Interval enum 限制(原生只认 d/1h/1m)。cta_engine +interval 参数, 5m/15m 映射 MINUTE 过父类校验。api(schema/routes)+orchestrator 透传 interval。 顺带修 cta_engine DB路径污染(yaml NAS路径在Win VPS误解析→改读vt_setting.json)。 测试: 15m 600519一年 3888bars total_return-0.22 sharpe-2.04; 5m 11664bars; 日线未回归(237bars)。
42 lines
1.1 KiB
Python
42 lines
1.1 KiB
Python
"""
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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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benchmark: str = "hs300"
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capital: float = 1_000_000
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position_pct: float = 0.95
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# K 线周期："d"=日线(默认) / "5m" / "15m"。5m/15m 走 AShareBacktestingEngine 适配。
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interval: str = "d"
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# A 股费用参数（可选，前端先不暴露，给默认值）
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commission_rate: float = 0.00025 # 万 2.5
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min_commission: float = 5.0 # 最低 5 元
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stamp_duty_rate: float = 0.0005 # 卖方 0.05%
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transfer_fee_rate: float = 0.00001 # 沪市 0.001%
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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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