392 lines
15 KiB
Python
392 lines
15 KiB
Python
"""策略管理路由：代码文件 CRUD + 实例 CRUD（spec §12 三层模型）。
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鉴权说明：MVP 不挂 verify_token，便于本地联调与单测；敏感写操作（写文件）
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已由 write_strategy_file 的 py_compile 语法门禁兜底。
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"""
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from fastapi import APIRouter, HTTPException
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from pydantic import BaseModel
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from .strategy_registry import (
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list_strategy_files, read_strategy_file, write_strategy_file,
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)
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from . import instance_store
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router = APIRouter()
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class FileWriteRequest(BaseModel):
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code: str
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class InstancePayload(BaseModel):
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code_file: str = ""
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name: str = ""
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type: str = "cta"
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params: dict = {}
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symbol_or_pool: str = ""
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interval: str = "d"
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match_session: str = "next_open"
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@router.get("/strategy/files")
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def get_files():
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"""代码文件列表（不含 code 体）。"""
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return list_strategy_files()
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@router.get("/strategy/file/{name}")
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def get_file(name: str):
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"""读单个策略文件全量（含 code）。"""
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try:
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return read_strategy_file(name)
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except ValueError:
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raise HTTPException(status_code=404, detail="策略文件不存在")
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@router.post("/strategy/file/{name}")
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def post_file(name: str, req: FileWriteRequest):
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"""保存策略代码（py_compile 校验，失败 400）。"""
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try:
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write_strategy_file(name, req.code)
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e))
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return {"ok": True}
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@router.post("/strategy/file/{name}/check")
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def check_file(name: str, req: FileWriteRequest):
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"""语法检查（不落盘）：编辑器「语法检查」按钮真接线。
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原前端按钮是原型期假实现（sleep 600ms 恒报通过，2026-08-15 用户实况
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删括号仍报成功）。compile() 不执行代码，只做语法编译；SyntaxError
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返回行号+消息供编辑器定位。
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"""
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try:
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compile(req.code, name, "exec")
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except SyntaxError as e:
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return {"ok": False, "error": str(e.msg or e), "line": e.lineno}
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except ValueError as e: # null bytes 等 compile 级错误
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return {"ok": False, "error": str(e), "line": None}
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return {"ok": True}
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@router.get("/strategy/instances")
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def get_instances():
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return instance_store.list_instances()
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@router.post("/strategy/instances")
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def post_instance(req: InstancePayload):
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new_id = instance_store.create_instance(req.model_dump())
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return {"id": new_id}
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@router.get("/strategy/instances/enriched")
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def get_instances_enriched():
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"""实例列表 + 读时聚合：持续运行覆盖四格的实走/实盘格 + 在跑账户 + 漂移标记 +
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各类型运行数 counts（#77 灯 ×N 徽标/空则新建）。
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注意必须注册在 /strategy/instances/{inst_id} 之前（否则 enriched 被当 inst_id 解析）。
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"""
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rt = _instance_runtime()
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counts = _instance_run_counts()
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out = []
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for inst in instance_store.list_instances()["instances"]:
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ent = rt.get(inst["id"], {"running_accounts": [], "drift": False, "code_changed": False})
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paper_runs = [a for a in ent["running_accounts"] if a["kind"] in ("paper", "shadow")]
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live_runs = [a for a in ent["running_accounts"] if a["kind"] == "live"]
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status = dict(inst.get("status") or {})
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if paper_runs:
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status["paper_live"] = "running"
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if live_runs:
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status["live"] = "running"
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out.append({
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**inst,
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"status": status,
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"running_accounts": ent["running_accounts"],
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"drift": ent["drift"],
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"code_changed": ent["code_changed"],
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"counts": counts.get(inst["id"], {"backtest": 0, "replay": 0, "paper_live": 0, "live": 0}),
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})
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return {"instances": out}
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def _instance_run_counts() -> dict[int, dict]:
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"""每实例各类型运行总数（#77 灯徽标；查询失败返回 {} → 前端退化为无徽标）。
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口径：backtest=任务表行数（老任务无 instance_id 不计）；replay=回放账户数；
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paper_live=实走+影子账户数（不分状态）；live=实盘账户数。
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"""
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import sqlite3
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out: dict[int, dict] = {}
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_zero = lambda: {"backtest": 0, "replay": 0, "paper_live": 0, "live": 0} # noqa: E731
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try:
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from .routes import get_orchestrator
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orch = get_orchestrator()
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if orch and orch.db_path:
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with sqlite3.connect(orch.db_path) as _c:
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for iid, n in _c.execute(
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"SELECT instance_id, COUNT(*) FROM backtest_stats "
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"WHERE instance_id IS NOT NULL GROUP BY instance_id"
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).fetchall():
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out.setdefault(int(iid), _zero())["backtest"] = n
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except Exception:
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pass
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try:
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from .routes_paper import _db_path as paper_db
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pdb = paper_db["path"]
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if pdb:
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with sqlite3.connect(pdb) as conn:
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for iid, mode, n in conn.execute(
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"SELECT instance_id, mode, COUNT(*) FROM paper_accounts "
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"WHERE instance_id IS NOT NULL GROUP BY instance_id, mode"
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).fetchall():
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key = "replay" if mode == "replay" else "paper_live"
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out.setdefault(int(iid), _zero())[key] += n
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except Exception:
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pass
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try:
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from .routes_live import _db_path as live_db
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ldb = live_db["path"]
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if ldb:
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with sqlite3.connect(ldb) as conn:
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for iid, n in conn.execute(
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"SELECT instance_id, COUNT(*) FROM live_accounts "
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"WHERE instance_id IS NOT NULL GROUP BY instance_id"
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).fetchall():
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out.setdefault(int(iid), _zero())["live"] = n
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except Exception:
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pass
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return out
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@router.get("/strategy/instances/{inst_id}")
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def get_instance(inst_id: int):
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return instance_store.get_instance(inst_id)
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@router.put("/strategy/instances/{inst_id}")
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def put_instance(inst_id: int, req: InstancePayload):
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instance_store.update_instance(inst_id, req.model_dump())
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return {"ok": True}
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@router.delete("/strategy/instances/{inst_id}")
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def del_instance(inst_id: int):
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# §12.6 D5 删除保护：有运行中账户（模拟/实盘）的档案禁止删
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running = _instance_runtime().get(inst_id, {}).get("running_accounts", [])
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if running:
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names = "、".join(a["label"] for a in running[:3])
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raise HTTPException(
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status_code=409,
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detail=f"该实例下有运行中的账户（{names}…），请先停止再删除",
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)
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ok = instance_store.delete_instance(inst_id)
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if not ok:
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raise HTTPException(status_code=404, detail="实例不存在")
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return {"ok": True}
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# ===== §12.6 补：代码版本快照查询 =====
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@router.get("/strategy/code-versions")
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def get_code_versions(file: str):
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"""该策略文件的全部发起快照（新→旧）。"""
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from .code_versions import list_versions
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return {"file": file, "versions": list_versions(file)}
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@router.get("/strategy/code-versions/{file}/{h8}")
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def get_code_version(file: str, h8: str):
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"""读某版本全文（编辑器 diff 视图左栏）。"""
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from .code_versions import read_version
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code = read_version(file, h8)
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if code is None:
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raise HTTPException(status_code=404, detail="版本不存在")
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return {"file": file, "code_version": h8, "code": code}
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# ===== §12.6 做实：读时聚合（持续型运行）+ P1 实例全景 =====
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def _instance_runtime() -> dict[int, dict]:
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"""读时聚合每个档案的模拟/实盘账户（持续型运行的"回写"）。
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返回 {instance_id: {running_accounts: [...], drift: bool, code_changed: bool}}；
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DB 不可达返回 {}（策略库退化为纯 JSON 状态展示，不阻塞）。
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"""
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import json as _json
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import sqlite3
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from .code_versions import code_changed as _code_changed
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out: dict[int, dict] = {}
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try:
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from .routes_paper import _db_path as paper_db
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pdb = paper_db["path"]
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if pdb:
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with sqlite3.connect(pdb) as conn:
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conn.row_factory = sqlite3.Row
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rows = conn.execute(
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"SELECT id, name, mode, engine, status, strategies, instance_id, "
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"initial_capital, code_hash FROM paper_accounts WHERE instance_id IS NOT NULL"
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).fetchall()
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from sanguo_trader.persistence import load_last_balance
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for r in rows:
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ent = out.setdefault(r["instance_id"], {"running_accounts": [], "drift": False, "code_changed": False})
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ret = None
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last = load_last_balance(pdb, r["id"])
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if last and r["initial_capital"]:
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ret = (last.get("total_equity", 0) - r["initial_capital"]) / r["initial_capital"]
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snapshot = instance_store.get_instance_params_snapshot(r["instance_id"])
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drifted = bool(snapshot and instance_store.account_params_drifted(snapshot, dict(r)))
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if drifted:
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ent["drift"] = True
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chg = _code_changed((snapshot or {}).get("code_file") or "", r["code_hash"])
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if chg:
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ent["code_changed"] = True
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if r["status"] == "running":
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ent["running_accounts"].append({
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"kind": "shadow" if r["engine"] == "shadow" else "paper",
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"aid": r["id"],
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"label": r["name"] or f"paper#{r['id']}",
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"ret": ret,
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"drifted": drifted,
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"code_changed": chg,
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"code_version": (r["code_hash"] or "")[:8] or None,
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})
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except Exception:
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pass
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try:
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from .routes_live import _db_path as live_db
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from sanguo_live.persistence import get_first_balance, get_last_balance, list_accounts
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ldb = live_db["path"]
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if ldb:
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for a in list_accounts(ldb):
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iid = a.get("instance_id")
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if not iid:
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continue
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ent = out.setdefault(iid, {"running_accounts": [], "drift": False, "code_changed": False})
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ret = None
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first, last = get_first_balance(ldb, a["id"]), get_last_balance(ldb, a["id"])
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if first and last and first.get("total"):
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ret = (last["total"] - first["total"]) / first["total"]
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# D2：实盘账户也标漂移（只亮角标不提供在线同步——实盘停了重发）
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snapshot = instance_store.get_instance_params_snapshot(iid)
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drifted = bool(snapshot and instance_store.account_params_drifted(snapshot, dict(a)))
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if drifted:
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ent["drift"] = True
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chg = _code_changed((snapshot or {}).get("code_file") or "", a.get("code_hash"))
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if chg:
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ent["code_changed"] = True
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if a.get("status") == "running":
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ent["running_accounts"].append({
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"kind": "live",
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"aid": a["id"],
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"label": a.get("name") or f"live#{a['id']}",
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"ret": ret,
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"drifted": drifted,
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"code_changed": chg,
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"code_version": (a.get("code_hash") or "")[:8] or None,
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})
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except Exception:
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pass
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return out
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@router.get("/strategy/instances/{inst_id}/overview")
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def get_instance_overview(inst_id: int):
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"""P1 实例全景：档案 + 全部运行账户（含净值尾部）+ 合并持仓归因。"""
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import sqlite3
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from .code_versions import code_changed as _code_changed
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snap = instance_store.get_instance_params_snapshot(inst_id)
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if snap is None:
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raise HTTPException(status_code=404, detail="实例不存在")
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runs: list[dict] = []
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positions: dict[str, dict] = {}
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def _absorb(symbol: str, volume: float, avg: float, label: str) -> None:
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p = positions.setdefault(symbol, {"symbol": symbol, "volume": 0.0,
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"avg_price": avg, "accounts": []})
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p["volume"] += volume
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p["accounts"].append({"label": label, "volume": volume})
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try:
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from .routes_paper import _db_path as paper_db
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pdb = paper_db["path"]
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if pdb:
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from sanguo_trader.persistence import load_last_balance, load_positions
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with sqlite3.connect(pdb) as conn:
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conn.row_factory = sqlite3.Row
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rows = conn.execute(
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"SELECT * FROM paper_accounts WHERE instance_id=? ORDER BY id", (inst_id,)
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).fetchall()
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for r in rows:
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last = load_last_balance(pdb, r["id"])
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ret = None
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if last and r["initial_capital"]:
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ret = (last["total_equity"] - r["initial_capital"]) / r["initial_capital"]
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with sqlite3.connect(pdb) as conn:
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curve = conn.execute(
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"SELECT date, total_equity FROM paper_daily_balance "
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"WHERE account_id=? ORDER BY date DESC LIMIT 120",
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(r["id"],),
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).fetchall()
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runs.append({
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"kind": "shadow" if r["engine"] == "shadow" else "paper",
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"aid": r["id"], "label": r["name"], "mode": r["mode"],
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"status": r["status"], "ret": ret,
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"code_version": (r["code_hash"] or "")[:8] or None,
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"code_changed": _code_changed(snap.get("code_file") or "", r["code_hash"]),
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"equity": [{"date": c[0], "equity": c[1]} for c in reversed(curve)],
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})
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if r["status"] == "running":
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scope = "shadow" if r["engine"] == "shadow" else r["mode"]
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for sym, p in load_positions(pdb, r["id"], scope).items():
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_absorb(sym, p.get("volume", 0), p.get("avg_price", 0),
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r["name"] or f"paper#{r['id']}")
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except Exception:
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pass
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try:
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from .routes_live import _db_path as live_db
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ldb = live_db["path"]
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if ldb:
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from sanguo_live.persistence import (
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get_first_balance, get_last_balance, list_accounts, load_positions,
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)
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for a in list_accounts(ldb):
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if a.get("instance_id") != inst_id:
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continue
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first, last = get_first_balance(ldb, a["id"]), get_last_balance(ldb, a["id"])
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ret = None
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if first and last and first.get("total"):
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ret = (last["total"] - first["total"]) / first["total"]
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runs.append({
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"kind": "live", "aid": a["id"], "label": a.get("name"),
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"status": a.get("status"), "ret": ret, "equity": [],
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"code_version": (a.get("code_hash") or "")[:8] or None,
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"code_changed": _code_changed(snap.get("code_file") or "", a.get("code_hash")),
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})
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if a.get("status") == "running":
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for p in load_positions(ldb, a["id"]):
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_absorb(p["symbol"], p.get("volume", 0), p.get("avg_price", 0),
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a.get("name") or f"live#{a['id']}")
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except Exception:
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pass
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return {"instance": snap, "runs": runs, "positions": list(positions.values())}
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