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