259 lines
9.4 KiB
Python
259 lines
9.4 KiB
Python
"""实盘模拟 API 路由（spec §live-api）。
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create 建 live_account(持久化配置,status=stopped);start/stop 改 status 字段;
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GET 查询持仓/成交/账户/状态。runner(supervisor) 是独立常驻进程,轮询 status 字段
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决定起停 LiveTradingEngine;两者只通过 DB 通信,本模块不实例化 engine。
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风格参考 ``sanguo_api/routes_paper.py``。
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"""
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from __future__ import annotations
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import os
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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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# miniQMT 默认 userdata_mini 路径(国金QMT交易端模拟);
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# req.mini_path 空 → env SANGUO_QMT_PATH → 此默认(双保险,避免 connect=-1)
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_DEFAULT_MINI_PATH = r"C:\国金QMT交易端模拟\userdata_mini"
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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_live.persistence import init_db
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init_db(p) # app 启动建表(幂等)
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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 LiveCreateRequest(BaseModel):
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name: str = "live"
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account: str
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vt_symbol: str = "600000.SSE"
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strategy_class: str = "AShareDoubleMaStrategy"
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strategy_name: str
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setting: dict = {}
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interval: str = "15m"
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initial_capital: float = 1_000_000
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connect_wait_sec: int = 10
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init_wait_sec: int = 60
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mini_path: str = ""
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# 组合实盘(strategy_type='portfolio'):strategy_class 存组合策略名(all_weather 等)
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strategy_type: str = "cta"
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pool: str = ""
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max_pool: int = 0
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benchmark: str = ""
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@router.post("/live/create", dependencies=[Depends(verify_token)])
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def create_live(req: LiveCreateRequest):
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"""创建实盘实例(写 live_accounts,status=stopped)。需调 start 才会启动。"""
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from sanguo_live.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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payload = req.model_dump()
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if payload.get("strategy_type") == "portfolio":
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# 组合实盘:vt_symbol 占位为池名;setting 存组合参数(supervisor 转发 env)
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if not payload.get("strategy_class"):
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raise HTTPException(400, "组合实盘需选择策略(strategy_class)")
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payload.setdefault("pool", "hs300_subset")
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payload.setdefault("max_pool", 30)
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payload.setdefault("benchmark", "000300.XSHG")
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payload["vt_symbol"] = payload["pool"]
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payload["interval"] = "d"
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# mini_path 兜底:req → env SANGUO_QMT_PATH → 内置默认(空值会导致 connect=-1)
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if not payload.get("mini_path"):
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payload["mini_path"] = (
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os.environ.get("SANGUO_QMT_PATH") or _DEFAULT_MINI_PATH
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)
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aid = save_account(db, {**payload, "status": "stopped"})
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return {"account_id": aid, "status": "stopped"}
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@router.get("/live", dependencies=[Depends(verify_token)])
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def list_lives():
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"""实盘实例列表。每行带最新账户快照摘要(total/收益率)。
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收益率用首快照基线:(last_total - first_total) / first_total,
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避免用 initial_capital 兜底导致入金/出金瞬间收益率失真。
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无快照时 total_return=None(不兜底 initial_capital)。
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"""
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from sanguo_live.persistence import (
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list_accounts, get_last_balance, get_first_balance, load_positions,
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)
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db = _db_path["path"]
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if not db:
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return {"accounts": []}
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items = list_accounts(db)
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for item in items:
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last = get_last_balance(db, item["id"])
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first = get_first_balance(db, item["id"])
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if last:
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item["latest_equity"] = last.get("total")
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item["latest_date"] = last.get("date")
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else:
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item["latest_equity"] = None
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item["latest_date"] = None
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# 收益率:首快照 total 为 baseline;last/first 同条时为 0
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baseline = (first or {}).get("total") if first else None
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if last and baseline:
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item["total_return"] = (last.get("total", 0) - baseline) / baseline
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else:
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item["total_return"] = None
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item["position_count"] = len(load_positions(db, item["id"]))
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return {"accounts": items}
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@router.get("/live/{aid}", dependencies=[Depends(verify_token)])
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def get_live(aid: int):
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from sanguo_live.persistence import get_account
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acc = get_account(_db_path["path"], aid)
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if not acc:
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raise HTTPException(404, "account not found")
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return acc
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@router.post("/live/{aid}/start", dependencies=[Depends(verify_token)])
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def start_live(aid: int):
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"""启动实例(status=running)。supervisor 轮询发现后起 engine。"""
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from sanguo_live.persistence import get_account, update_account_status
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acc = get_account(_db_path["path"], aid)
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if not acc:
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raise HTTPException(404, "account not found")
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if not acc["account"]:
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raise HTTPException(400, "account 字段(交易账号)不能为空")
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update_account_status(_db_path["path"], aid, "running")
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return {"account_id": aid, "status": "running"}
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@router.post("/live/{aid}/stop", dependencies=[Depends(verify_token)])
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def stop_live(aid: int):
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"""停止实例(status=stopped)。supervisor 轮询发现后停 engine。"""
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from sanguo_live.persistence import get_account, update_account_status
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if not get_account(_db_path["path"], aid):
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raise HTTPException(404, "account not found")
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update_account_status(_db_path["path"], aid, "stopped")
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return {"account_id": aid, "status": "stopped"}
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@router.get("/live/{aid}/positions", dependencies=[Depends(verify_token)])
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def get_positions(aid: int):
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"""持仓快照(读 live_positions,supervisor 定时落库)。"""
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from sanguo_live.persistence import load_positions
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return load_positions(_db_path["path"], aid)
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@router.get("/live/{aid}/trades", dependencies=[Depends(verify_token)])
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def get_trades(aid: int):
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"""成交明细(读 live_trades,supervisor 事件回调落库)。"""
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from sanguo_live.persistence import list_trades
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return list_trades(_db_path["path"], aid)
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@router.get("/live/{aid}/account", dependencies=[Depends(verify_token)])
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def get_account_balance(aid: int):
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"""账户最新快照(读 live_balance 最新一条)。"""
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from sanguo_live.persistence import get_last_balance
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last = get_last_balance(_db_path["path"], aid)
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return last or {}
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@router.get("/live/{aid}/status", dependencies=[Depends(verify_token)])
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def get_status(aid: int):
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"""运行状态(读 live_accounts.status)。"""
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from sanguo_live.persistence import get_account
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acc = get_account(_db_path["path"], aid)
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if not acc:
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raise HTTPException(404, "account not found")
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return {
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"account_id": aid, "status": acc["status"], "name": acc["name"],
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"account": acc["account"], "vt_symbol": acc["vt_symbol"],
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"strategy_name": acc["strategy_name"], "updated_at": acc["updated_at"],
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"error_msg": acc.get("error_msg", ""),
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}
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# ===== 生命周期管理补全：删除/编辑（停止/启动已有）=====
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class LiveUpdateRequest(BaseModel):
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"""可编辑字段。仅 stopped 状态可改（运行中改配置会与 engine 失配）。"""
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name: str | None = None
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account: str | None = None
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vt_symbol: str | None = None
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strategy_class: str | None = None
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strategy_name: str | None = None
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setting: dict | None = None
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interval: str | None = None
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@router.put("/live/{aid}", dependencies=[Depends(verify_token)])
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def update_live(aid: int, req: LiveUpdateRequest):
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import json
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import sqlite3
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from sanguo_live.persistence import get_account
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db = _db_path["path"]
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acc = get_account(db, aid)
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if not acc:
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raise HTTPException(404, "account not found")
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if acc["status"] == "running":
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raise HTTPException(400, "运行中不可编辑，请先停止实例")
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sets, args = [], []
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field_map = {
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"name": req.name, "account": req.account, "vt_symbol": req.vt_symbol,
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"strategy_class": req.strategy_class, "strategy_name": req.strategy_name,
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"interval": req.interval,
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}
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for col, v in field_map.items():
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if v is not None:
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sets.append(f"{col}=?"); args.append(v)
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if req.setting is not None:
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sets.append("setting=?"); args.append(json.dumps(req.setting))
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if not sets:
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return {"account_id": aid, "updated": False}
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with sqlite3.connect(db) as conn:
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conn.execute(f"UPDATE live_accounts SET {', '.join(sets)} WHERE id=?", (*args, aid))
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conn.commit()
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return {"account_id": aid, "updated": True}
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@router.delete("/live/{aid}", dependencies=[Depends(verify_token)])
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def delete_live(aid: int):
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"""删除实盘实例及其数据。运行中拒绝删除（先 stop）。"""
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import sqlite3
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from sanguo_live.persistence import get_account
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db = _db_path["path"]
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acc = get_account(db, aid)
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if not acc:
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raise HTTPException(404, "account not found")
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if acc["status"] == "running":
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raise HTTPException(400, "运行中不可删除，请先停止实例")
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with sqlite3.connect(db) as conn:
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conn.execute("DELETE FROM live_accounts WHERE id=?", (aid,))
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for t in ("live_trades", "live_positions", "live_balance"):
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conn.execute(f"DELETE FROM {t} WHERE account_id=?", (aid,))
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conn.commit()
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return {"account_id": aid, "deleted": True}
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