99 lines
3.0 KiB
Python
99 lines
3.0 KiB
Python
"""模拟盘 API 路由（spec §10）。
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create 建 paper_account（持久化配置）；GET 查询净值/成交/状态。
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回放执行（engine.run）由 orchestrator 异步触发或容器内同步跑，端到端冒烟在容器
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（本机无 NAS parquet + vnpy 完整依赖），本模块只做 account 管理 + 查询。
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"""
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import sqlite3
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from fastapi import APIRouter, Depends, Header, HTTPException
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from pydantic import BaseModel
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from .auth import verify_token as verify_token_impl
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router = APIRouter()
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_db_path = {"path": None}
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def set_db_path(p):
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_db_path["path"] = p
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if p:
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from sanguo_trader.persistence import init_db
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init_db(p) # app 启动建表（幂等），保证 GET 查询不报 no such table
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async def verify_token(authorization: str | None = Header(None)):
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if authorization is None or not authorization.startswith("Bearer "):
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raise HTTPException(401, "Missing/invalid authorization")
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return verify_token_impl(authorization.split(" ", 1)[1])
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class StrategyCfg(BaseModel):
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name: str
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params: dict = {}
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match_session: str = "next_open"
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symbol: str
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listing_days: int = 0
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class PaperCreateRequest(BaseModel):
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name: str = "paper"
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mode: str = "replay"
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interval: str = "d"
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symbols: list[str]
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strategies: list[StrategyCfg]
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initial_capital: float = 1_000_000
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rate: float = 0.0003
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slippage: float = 0.0
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pricetick: float = 0.01
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stamp_duty_rate: float = 0.0005
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transfer_fee_rate: float = 0.00001
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min_commission: float = 5.0
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start: str
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end: str
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@router.post("/paper/create", dependencies=[Depends(verify_token)])
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def create_paper(req: PaperCreateRequest):
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from sanguo_trader.persistence import init_db, save_account
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db = _db_path["path"] or ":memory:"
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init_db(db)
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aid = save_account(db, req.model_dump())
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return {"account_id": aid, "status": "created"}
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@router.get("/paper/{aid}", dependencies=[Depends(verify_token)])
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def get_paper(aid: int):
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db = _db_path["path"]
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with sqlite3.connect(db) as conn:
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conn.row_factory = sqlite3.Row
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row = conn.execute(
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"SELECT * FROM paper_accounts WHERE id=?", (aid,)
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).fetchone()
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if not row:
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raise HTTPException(404, "account not found")
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return dict(row)
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@router.get("/paper/{aid}/equity", dependencies=[Depends(verify_token)])
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def get_equity(aid: int):
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from sanguo_trader.persistence import list_daily_balance
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return list_daily_balance(_db_path["path"], aid)
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@router.get("/paper/{aid}/trades", dependencies=[Depends(verify_token)])
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def get_trades(aid: int):
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from sanguo_trader.persistence import list_trades
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return list_trades(_db_path["path"], aid)
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@router.get("/paper/{aid}/strategies", dependencies=[Depends(verify_token)])
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def get_strategies(aid: int):
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"""分策略归因：成交/拒单/费用聚合（spec §7）。"""
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from sanguo_trader.persistence import list_strategy_summary
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return list_strategy_summary(_db_path["path"], aid)
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