Initial commit
This commit is contained in:
freedakgmail
@@ -0,0 +1,287 @@
|
||||
"""
|
||||
智能交易引擎 API 路由
|
||||
提供算法配置管理、引擎状态查看、手动触发等功能
|
||||
"""
|
||||
from flask import Blueprint, request, jsonify
|
||||
from datetime import date
|
||||
from db import get_db, login_required, get_current_user_id
|
||||
from psycopg2.extras import RealDictCursor
|
||||
|
||||
bp = Blueprint('smart_trade', __name__, url_prefix='/api/smart')
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 1. 算法模板
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/templates', methods=['GET'])
|
||||
@login_required
|
||||
def get_algo_templates():
|
||||
"""获取所有预置算法模板"""
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
cur = conn.cursor(cursor_factory=RealDictCursor)
|
||||
cur.execute("""
|
||||
SELECT id, name, display_name, description, risk_level,
|
||||
take_profit_pct::float, stop_loss_pct::float,
|
||||
ignore_sell_signal, sell_confirm_days,
|
||||
max_hold_days, no_timeout_if_rising,
|
||||
position_pct::float, signal_weight,
|
||||
partial_exit_pct, momentum_trail_gap::float,
|
||||
breakeven_at::float, momentum_tp, momentum_days,
|
||||
buy_time, sell_time,
|
||||
backtest_annual_return::float, backtest_max_drawdown::float,
|
||||
backtest_win_rate::float, backtest_calmar::float
|
||||
FROM algo_templates
|
||||
ORDER BY backtest_calmar DESC NULLS LAST
|
||||
""")
|
||||
templates = cur.fetchall()
|
||||
return jsonify({'success': True, 'templates': templates})
|
||||
except Exception as e:
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 2. 用户算法配置 (CRUD)
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/config', methods=['GET'])
|
||||
@login_required
|
||||
def get_algo_config():
|
||||
"""获取用户当前的算法配置"""
|
||||
user_id = get_current_user_id()
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import get_user_algo_config, DEFAULT_CONFIG
|
||||
config = get_user_algo_config(conn, user_id)
|
||||
|
||||
# 判断是否是默认配置（没有存入数据库）
|
||||
cur = conn.cursor(cursor_factory=RealDictCursor)
|
||||
cur.execute("SELECT COUNT(*) as cnt FROM sim_algo_config WHERE user_id = %s", (user_id,))
|
||||
has_config = cur.fetchone()['cnt'] > 0
|
||||
|
||||
return jsonify({
|
||||
'success': True,
|
||||
'config': config,
|
||||
'is_default': not has_config,
|
||||
})
|
||||
except Exception as e:
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
@bp.route('/config', methods=['POST'])
|
||||
@login_required
|
||||
def save_algo_config():
|
||||
"""保存/更新用户的算法配置"""
|
||||
user_id = get_current_user_id()
|
||||
data = request.get_json()
|
||||
if not data:
|
||||
return jsonify({'success': False, 'error': '无效参数'}), 400
|
||||
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import save_user_algo_config, DEFAULT_CONFIG
|
||||
|
||||
# 合并默认值
|
||||
config = dict(DEFAULT_CONFIG)
|
||||
for key in config:
|
||||
if key in data:
|
||||
config[key] = data[key]
|
||||
|
||||
save_user_algo_config(conn, user_id, config)
|
||||
return jsonify({'success': True, 'message': '算法配置已保存'})
|
||||
except Exception as e:
|
||||
conn.rollback()
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
@bp.route('/apply_template', methods=['POST'])
|
||||
@login_required
|
||||
def apply_template():
|
||||
"""从模板应用算法配置"""
|
||||
user_id = get_current_user_id()
|
||||
data = request.get_json()
|
||||
template_name = data.get('template_name')
|
||||
if not template_name:
|
||||
return jsonify({'success': False, 'error': '缺少template_name'}), 400
|
||||
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import apply_template as do_apply
|
||||
ok = do_apply(conn, user_id, template_name)
|
||||
if ok:
|
||||
return jsonify({'success': True, 'message': f'已应用模板: {template_name}'})
|
||||
else:
|
||||
return jsonify({'success': False, 'error': f'模板不存在: {template_name}'}), 404
|
||||
except Exception as e:
|
||||
conn.rollback()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 3. 引擎状态
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/status', methods=['GET'])
|
||||
@login_required
|
||||
def get_status():
|
||||
"""获取智能交易引擎的当前状态（含持仓详情+活跃规则+信号日志）"""
|
||||
user_id = get_current_user_id()
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import get_engine_status
|
||||
status = get_engine_status(conn, user_id)
|
||||
return jsonify({'success': True, **status})
|
||||
except Exception as e:
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 4. 手动触发
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/trigger', methods=['POST'])
|
||||
@login_required
|
||||
def trigger_smart_trade():
|
||||
"""手动触发智能交易引擎执行"""
|
||||
user_id = get_current_user_id()
|
||||
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import execute_smart_trade
|
||||
result = execute_smart_trade(conn, user_id, scan_date=None)
|
||||
|
||||
if result.get('error') and not result.get('success'):
|
||||
return jsonify({'success': False, 'error': result['error']}), 500
|
||||
|
||||
return jsonify({
|
||||
'success': True,
|
||||
'results': result.get('results', []),
|
||||
'signals': result.get('signals', 0),
|
||||
'algo': result.get('algo', 'unknown'),
|
||||
'total_fees': result.get('total_fees', 0),
|
||||
'detail_reasons': result.get('detail_reasons', []),
|
||||
'skipped_limit': result.get('skipped_limit', []),
|
||||
'skipped_t1': result.get('skipped_t1', []),
|
||||
'available_cash': result.get('available_cash', 0),
|
||||
'message': f"智能引擎执行完成: {result.get('signals', 0)}笔信号"
|
||||
})
|
||||
except Exception as e:
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 5. 信号日志
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/signals', methods=['GET'])
|
||||
@login_required
|
||||
def get_signals():
|
||||
"""获取交易信号日志"""
|
||||
user_id = get_current_user_id()
|
||||
limit = request.args.get('limit', 50, type=int)
|
||||
days = request.args.get('days', 7, type=int)
|
||||
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
cur = conn.cursor(cursor_factory=RealDictCursor)
|
||||
cur.execute("""
|
||||
SELECT id, signal_date::text, signal_time::text,
|
||||
stock_code, stock_name, action, reason, algo_rule,
|
||||
signal_price::float, buy_price::float, profit_pct::float,
|
||||
executed, execute_price::float, execute_shares,
|
||||
created_at::text
|
||||
FROM sim_trade_signals
|
||||
WHERE user_id = %s AND signal_date >= CURRENT_DATE - %s
|
||||
ORDER BY signal_date DESC, id DESC
|
||||
LIMIT %s
|
||||
""", (user_id, days, limit))
|
||||
signals = cur.fetchall()
|
||||
return jsonify({'success': True, 'signals': signals})
|
||||
except Exception as e:
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
# ═══════════════════════════════════════════════════════
|
||||
# 6. 持仓元数据（前端持仓详情扩展）
|
||||
# ═══════════════════════════════════════════════════════
|
||||
|
||||
@bp.route('/position_meta', methods=['GET'])
|
||||
@login_required
|
||||
def get_position_meta():
|
||||
"""获取持仓的算法元数据（止盈止损状态等）"""
|
||||
user_id = get_current_user_id()
|
||||
conn = get_db()
|
||||
if not conn:
|
||||
return jsonify({'success': False, 'error': '数据库连接失败'}), 500
|
||||
|
||||
try:
|
||||
from services.smart_trade_engine import get_all_position_meta
|
||||
positions = get_all_position_meta(conn, user_id)
|
||||
result = []
|
||||
for p in positions:
|
||||
result.append({
|
||||
'stock_code': p['stock_code'],
|
||||
'buy_date': str(p.get('buy_date', '')),
|
||||
'buy_price': float(p.get('buy_price', 0)),
|
||||
'days_held': p.get('days_held', 0),
|
||||
'max_price': float(p.get('max_price_since_buy', 0) or 0),
|
||||
'consecutive_up_days': p.get('consecutive_up_days', 0),
|
||||
'consecutive_sell_signals': p.get('consecutive_sell_signals', 0),
|
||||
'partial_exit_done': p.get('partial_exit_done', False),
|
||||
'breakeven_active': p.get('breakeven_active', False),
|
||||
'momentum_trailing_active': p.get('momentum_trailing_active', False),
|
||||
'momentum_high_price': float(p.get('momentum_high_price', 0) or 0),
|
||||
'current_shares': p.get('current_shares', 0),
|
||||
'original_shares': p.get('original_shares', 0),
|
||||
})
|
||||
return jsonify({'success': True, 'positions': result})
|
||||
except Exception as e:
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
return jsonify({'success': False, 'error': str(e)}), 500
|
||||
finally:
|
||||
conn.close()
|
||||
Reference in New Issue
Block a user