sanguo_vnpy_v2/sanguo_api/routes_portfolio.py

"""组合策略 API 路由(MVP)。

POST /portfolio/backtest: SSH 触发 VPS 跑 BulletTrade + all_weather,
捕获 stdout JSON 返回前端。同步模式(回测耗时,前端 loading,timeout 600s)。

风格参考 routes_paper.py / routes_live.py。
"""
from __future__ import annotations

import logging
import shlex
import subprocess
from typing import Any, Optional

from fastapi import APIRouter, Depends, Header, HTTPException
from pydantic import BaseModel, Field

from .auth import verify_token as verify_token_impl

logger = logging.getLogger(__name__)
router = APIRouter()

# VPS SSH 连接配置(~/.ssh/config 已配 49.232.102.198 免密 key)
_VPS_HOST = "49.232.102.198"
_VPS_WORKDIR = r"C:\\sanguo_vnpy_v2"
_VPS_PYTHON = "python"
_VPS_TIMEOUT = 600  # 回测耗时,给 10 分钟


async def verify_token(authorization: str | None = Header(None)):
    if authorization is None or not authorization.startswith("Bearer "):
        raise HTTPException(401, "Missing/invalid authorization")
    return verify_token_impl(authorization.split(" ", 1)[1])


class PortfolioBacktestRequest(BaseModel):
    pool: str = Field(default="hs300_subset", description="标的池(占位,MVP 用默认)")
    start_date: str = Field(default="2024-01-01", description="YYYY-MM-DD")
    end_date: str = Field(default="2024-02-29", description="YYYY-MM-DD")
    initial_cash: float = Field(default=1_000_000.0, description="初始资金(元)")
    benchmark: str = Field(default="000300.XSHG", description="基准代码")


@router.post("/portfolio/backtest", dependencies=[Depends(verify_token)])
def run_portfolio_backtest(req: PortfolioBacktestRequest):
    """SSH 触发 VPS 跑 BulletTrade + all_weather 回测,同步返回 JSON 结果。

    Windows SSH 坑:
    - GBK 编码:python -X utf8 避免中文 print 编码崩
    - 引号嵌套:用 list 形式 argv,避免 shell 引号 escape 噩梦
    - 没有 tail/head/grep:用 python 后处理(本函数在 Mac 端直接解析 stdout)
    - 中文路径:VPS_WORKDIR / userdata_mini 走 env(DEFAULT_DATA_PROVIDER=miniqmt)
    """
    # 在 VPS 上跑的命令:cd workdir && set ENV && python -m sanguo_portfolio.runner_backtest --json
    # Windows cmd: set X=Y&&cmd2 (注意 & 必须紧贴前一条,不能有空格,否则 set 会把尾部空格算进 value)
    cmd_parts = [
        "set", "DEFAULT_DATA_PROVIDER=miniqmt", "&&",
        "cd", _VPS_WORKDIR, "&&",
        _VPS_PYTHON, "-X", "utf8", "-m", "sanguo_portfolio.runner_backtest",
        "--json",
        "--start", req.start_date,
        "--end", req.end_date,
        "--cash", str(req.initial_cash),
        "--benchmark", req.benchmark,
    ]
    # 用 ssh host "cmd string" 形式;argv 在 ssh 远端走 cmd /c 解析
    ssh_argv = [
        "ssh",
        "-o", "ConnectTimeout=15",
        "-o", "StrictHostKeyChecking=no",
        _VPS_HOST,
        " ".join(shlex.quote(p) if p != "&&" else "&&" for p in cmd_parts),
    ]

    logger.info("[portfolio] SSH 触发: %s", ssh_argv[-1])
    try:
        proc = subprocess.run(
            ssh_argv,
            capture_output=True,
            text=True,
            timeout=_VPS_TIMEOUT,
            check=False,
        )
    except subprocess.TimeoutExpired:
        raise HTTPException(504, f"VPS 回测超时(>{_VPS_TIMEOUT}s)")
    except FileNotFoundError:
        raise HTTPException(500, "本机未找到 ssh 命令")
    except Exception as exc:
        logger.exception("[portfolio] SSH 调用失败")
        raise HTTPException(500, f"SSH 调用失败: {exc}")

    if proc.returncode != 0:
        stderr_tail = (proc.stderr or "")[-2000:]
        logger.error("[portfolio] VPS 回测失败 rc=%s stderr=%s", proc.returncode, stderr_tail)
        raise HTTPException(
            500,
            f"VPS 回测失败(rc={proc.returncode}): {stderr_tail}",
        )

    # 从 stdout 提取最后一行 JSON(runner --json 只 print 一行)
    stdout = proc.stdout or ""
    import json as _json
    result: Optional[dict[str, Any]] = None
    parse_err: Optional[str] = None
    for line in reversed(stdout.strip().splitlines()):
        line = line.strip()
        if not line.startswith("{"):
            continue
        try:
            result = _json.loads(line)
            break
        except _json.JSONDecodeError as exc:
            parse_err = str(exc)
            continue

    if result is None:
        logger.error(
            "[portfolio] stdout 无 JSON 行。parse_err=%s stdout_tail=%s",
            parse_err, stdout[-2000:],
        )
        raise HTTPException(
            500,
            f"VPS stdout 解析失败: {parse_err or 'no JSON line'}; stdout_tail={stdout[-500:]!r}",
        )

    return result