Files
sanguo_vnpy_v2/sanguo_api/routes.py
T
claude_dev 80d7f58589 feat(frontend): S1 回测核心页(新建/进度/结果 + ECharts 图表)
- api/strategy.ts、api/backtest.ts(含类型)
- 回测-新建(策略下拉+动态参数表单+日期+提交)
- useTask 组合式(轮询+WS 实时阶段)+ 进度页
- 结果页:统计全表 + 资金曲线 + 每日盈亏(红涨绿跌) + 成交表 + K线买卖点
- build 通过;result 接口扩 symbol/start/end 供 K线调用
2026-07-07 06:13:10 +08:00

219 lines
6.8 KiB
Python

"""
FastAPI routes for Sanguo Quant API
"""
from fastapi import APIRouter, HTTPException, Depends, WebSocket, Query, Header
from pydantic import BaseModel
from .schemas import CtaBacktestRequest, OptimizeRequest, FactorAnalysisRequest
from .auth import verify_token as verify_token_impl, verify_password, create_token
from .ws import manager
from .strategy_registry import list_strategies, strategy_params
from .kline import load_kline
router = APIRouter()
_orchestrator = None
_auth_config = {"username": "admin", "password_hash": "", "jwt_secret": "x", "expire_minutes": 60}
def set_orchestrator(orch):
"""Set the global orchestrator instance"""
global _orchestrator
_orchestrator = orch
def get_orchestrator():
"""Get the global orchestrator instance"""
return _orchestrator
def set_auth_config(cfg):
"""Set authentication configuration"""
_auth_config.update(cfg)
class LoginRequest(BaseModel):
"""Login request schema"""
username: str
password: str
async def verify_token(authorization: str | None = Header(None)):
"""Dependency to verify JWT token from Authorization header"""
if authorization is None:
raise HTTPException(status_code=401, detail="Missing authorization header")
if not authorization.startswith("Bearer "):
raise HTTPException(status_code=401, detail="Invalid authorization header format")
token = authorization.split(" ")[1]
return verify_token_impl(token)
@router.post("/auth/login")
def login(req: LoginRequest):
"""Authenticate user and return JWT token"""
if req.username != _auth_config["username"] or not verify_password(req.password, _auth_config["password_hash"]):
raise HTTPException(status_code=401, detail="用户名或密码错误")
return {"token": create_token(req.username)}
@router.post("/backtest/cta", dependencies=[Depends(verify_token)])
async def submit_cta(req: CtaBacktestRequest):
"""Submit CTA backtest task"""
tid = await get_orchestrator().submit_cta(
strategy_class=req.strategy,
symbol=req.symbol,
params=req.params,
start=req.start,
end=req.end,
cfg=None
)
return {"task_id": tid}
@router.post("/backtest/optimize", dependencies=[Depends(verify_token)])
async def submit_optimize(req: OptimizeRequest):
"""Submit optimization task"""
tid = await get_orchestrator().submit_optimize(
strategy_class=req.strategy,
symbol=req.symbol,
grid=req.grid,
start=req.start,
end=req.end,
cfg=None
)
return {"task_id": tid}
@router.post("/factor/analyze", dependencies=[Depends(verify_token)])
async def submit_factor(req: FactorAnalysisRequest):
"""Submit factor analysis task"""
tid = await get_orchestrator().submit_factor(
symbols=req.symbols,
factor_names=req.factor_names,
start=req.start,
end=req.end,
cfg=None,
output_dir="/tmp/factor"
)
return {"task_id": tid}
@router.get("/task/{task_id}", dependencies=[Depends(verify_token)])
def get_status(task_id: str):
"""Get task status"""
s = get_orchestrator().get_status(task_id)
if s is None:
raise HTTPException(status_code=404, detail="task not found")
stage = get_orchestrator().pool.get_stage(task_id)
return {
"task_id": task_id,
"status": s.value if hasattr(s, "value") else str(s),
"stage": stage or ""
}
@router.get("/task/{task_id}/result", dependencies=[Depends(verify_token)])
def get_result(task_id: str):
"""Get task result"""
r = get_orchestrator().get_result(task_id)
if r is None:
raise HTTPException(status_code=404, detail="result not ready")
return {
"task_id": task_id,
"statistics": r.statistics,
"symbol": r.symbol,
"start": r.start,
"end": r.end,
"strategy": r.strategy,
"params": r.params,
"status": r.status,
}
@router.websocket("/ws/task/{task_id}")
async def task_ws(websocket: WebSocket, task_id: str, token: str = Query(...)):
"""WebSocket endpoint for task status updates"""
try:
verify_token(token)
except Exception:
await websocket.close(code=4401)
return
await websocket.accept()
manager.connect(task_id, websocket)
try:
while True:
await websocket.receive_text() # Keep connection alive
except Exception:
pass
finally:
manager.disconnect(task_id, websocket)
# ===== Backtest UI support endpoints (S1.4 / S1.5) =====
def _df_to_records(df) -> list[dict]:
"""DataFrame → list[dict] (empty-safe)."""
if df is None:
return []
if hasattr(df, "empty") and df.empty:
return []
if hasattr(df, "to_dict"):
return df.to_dict(orient="records")
return list(df)
@router.get("/strategy/list", dependencies=[Depends(verify_token)])
def strategy_list():
"""List available CTA strategies for the UI dropdown."""
return {"strategies": list_strategies()}
@router.get("/strategy/{name}/params", dependencies=[Depends(verify_token)])
def strategy_params_route(name: str):
"""Strategy parameters + defaults for the dynamic form."""
return strategy_params(name)
@router.get("/task/{task_id}/equity-curve", dependencies=[Depends(verify_token)])
def equity_curve(task_id: str):
r = get_orchestrator().get_result(task_id)
if r is None:
raise HTTPException(status_code=404, detail="result not ready")
return {"task_id": task_id, "equity_curve": _df_to_records(r.equity_curve)}
@router.get("/task/{task_id}/daily-pnl", dependencies=[Depends(verify_token)])
def daily_pnl(task_id: str):
r = get_orchestrator().get_result(task_id)
if r is None:
raise HTTPException(status_code=404, detail="result not ready")
ec = r.equity_curve
if ec is None or (hasattr(ec, "empty") and ec.empty) or "balance" not in ec.columns:
return {"task_id": task_id, "daily_pnl": []}
import pandas as pd
bal = pd.to_numeric(ec["balance"], errors="coerce")
pnl = bal.diff().fillna(0.0)
return {
"task_id": task_id,
"daily_pnl": [{"date": str(d), "pnl": float(p)} for d, p in zip(ec["date"], pnl)],
}
@router.get("/task/{task_id}/trades", dependencies=[Depends(verify_token)])
def trades_route(task_id: str):
r = get_orchestrator().get_result(task_id)
if r is None:
raise HTTPException(status_code=404, detail="result not ready")
return {"task_id": task_id, "trades": _df_to_records(r.trades)}
@router.get("/kline", dependencies=[Depends(verify_token)])
def kline(symbol: str, start: str, end: str):
"""Historical daily K-line for the backtest chart."""
try:
return {"symbol": symbol, "kline": load_kline(symbol, start, end)}
except Exception as e:
raise HTTPException(status_code=500, detail=f"kline load failed: {type(e).__name__}: {e}")