搭建期货量化管理后台 MVP，支持行情查看、博弈分析、持仓录入、品种合约管理
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from fastapi import APIRouter, Depends, Form, Request
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from fastapi.responses import HTMLResponse, RedirectResponse
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from sqlalchemy.orm import Session
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from app.database import get_db
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from app.models import Product, Contract
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router = APIRouter(prefix="/admin", tags=["admin"])
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EXCHANGES = ["CZCE", "DCE", "SHFE", "CFFEX", "INE"]
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@router.get("/", response_class=HTMLResponse)
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def admin_page(request: Request, db: Session = Depends(get_db)):
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products = db.query(Product).order_by(Product.code).all()
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product_data = []
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for p in products:
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contracts = (
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db.query(Contract)
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.filter(Contract.product_id == p.id)
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.order_by(Contract.code)
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.all()
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)
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product_data.append({
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"id": p.id,
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"code": p.code,
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"name": p.name,
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"exchange": p.exchange,
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"contracts": [
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{"id": c.id, "code": c.code, "name": c.name, "is_active": c.is_active}
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for c in contracts
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],
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})
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template = request.app.state.templates.get_template("admin.html")
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return HTMLResponse(
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template.render(
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request=request,
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active_nav="admin",
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products=product_data,
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exchanges=EXCHANGES,
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)
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)
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@router.post("/product")
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def create_product(
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request: Request,
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code: str = Form(...),
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name: str = Form(...),
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exchange: str = Form(...),
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db: Session = Depends(get_db),
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):
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existing = db.query(Product).filter(Product.code == code.upper()).first()
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if not existing:
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p = Product(code=code.upper(), name=name, exchange=exchange)
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db.add(p)
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db.commit()
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return RedirectResponse("/admin/", status_code=303)
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@router.post("/contract")
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def create_contract(
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request: Request,
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product_id: int = Form(...),
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code: str = Form(...),
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name: str = Form(...),
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db: Session = Depends(get_db),
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):
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existing = db.query(Contract).filter(Contract.code == code.upper()).first()
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if not existing:
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c = Contract(
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product_id=product_id,
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code=code.upper(),
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name=name,
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is_active=True,
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)
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db.add(c)
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db.commit()
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return RedirectResponse("/admin/", status_code=303)
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@router.post("/contract/{contract_id}/toggle")
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def toggle_contract(contract_id: int, db: Session = Depends(get_db)):
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c = db.query(Contract).filter(Contract.id == contract_id).first()
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if c:
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c.is_active = not c.is_active
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db.commit()
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return RedirectResponse("/admin/", status_code=303)
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@router.post("/contract/{contract_id}/delete")
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def delete_contract(contract_id: int, db: Session = Depends(get_db)):
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c = db.query(Contract).filter(Contract.id == contract_id).first()
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if c:
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db.delete(c)
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db.commit()
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return RedirectResponse("/admin/", status_code=303)
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@router.post("/product/{product_id}/delete")
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def delete_product(product_id: int, db: Session = Depends(get_db)):
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p = db.query(Product).filter(Product.id == product_id).first()
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if p:
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db.delete(p)
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db.commit()
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return RedirectResponse("/admin/", status_code=303)
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@@ -0,0 +1,102 @@
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from fastapi import APIRouter, Depends, Request
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from fastapi.responses import HTMLResponse
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from sqlalchemy.orm import Session
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from app.database import get_db
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from app.models import PositionSnapshot
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from app.engine.game_theory import net_position, net_pnl, format_pnl
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router = APIRouter(prefix="/analysis", tags=["analysis"])
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INSTITUTIONS = ["中信期货", "高盛期货", "国泰君安期货", "华泰期货", "东证期货", "银河期货"]
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@router.get("/", response_class=HTMLResponse)
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def analysis_page(request: Request, db: Session = Depends(get_db)):
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latest_snap = (
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db.query(PositionSnapshot.date)
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.order_by(PositionSnapshot.date.desc())
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.first()
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)
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if not latest_snap:
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template = request.app.state.templates.get_template("analysis.html")
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return HTMLResponse(
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template.render(request=request, active_nav="analysis", rows=[], latest_date=None)
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)
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latest_date = latest_snap[0]
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current_price = 913 # TODO: fetch from daily_bars or akshare
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rows = []
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totals = {"long_pos": 0, "short_pos": 0, "net_pos": 0, "pnl": 0.0}
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total_net_short = 0
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pnl_sum = 0.0
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for inst in INSTITUTIONS:
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long = (
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db.query(PositionSnapshot)
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.filter(
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PositionSnapshot.institution == inst,
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PositionSnapshot.direction == "long",
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PositionSnapshot.date == latest_date,
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)
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.first()
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)
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short = (
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db.query(PositionSnapshot)
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.filter(
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PositionSnapshot.institution == inst,
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PositionSnapshot.direction == "short",
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PositionSnapshot.date == latest_date,
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)
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.first()
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)
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long_pos = long.position if long else 0
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short_pos = short.position if short else 0
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long_cost = long.avg_cost if long else 0
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short_cost = short.avg_cost if short else 0
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np = net_position(long_pos, short_pos)
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pnl = 0.0
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if np < 0:
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pnl = net_pnl(np, short_cost, current_price)
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elif np > 0:
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pnl = net_pnl(np, long_cost, current_price)
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totals["long_pos"] += long_pos
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totals["short_pos"] += short_pos
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totals["net_pos"] += np
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pnl_sum += pnl
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if np < 0:
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total_net_short += abs(np)
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rows.append({
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"institution": inst,
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"long_pos": f"{long_pos / 10000:.1f}万" if long_pos else "—",
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"short_pos": f"{short_pos / 10000:.1f}万" if short_pos else "—",
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"long_cost": f"{long_cost:.2f}" if long_cost else "—",
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"short_cost": f"{short_cost:.2f}" if short_cost else "—",
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"net_pos": f"净{'多' if np > 0 else '空'} {abs(np) / 10000:.1f}万",
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"pnl": format_pnl(pnl),
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"pnl_raw": pnl,
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})
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template = request.app.state.templates.get_template("analysis.html")
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return HTMLResponse(
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template.render(
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request=request,
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active_nav="analysis",
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rows=rows,
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totals={
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"long_pos": f"{totals['long_pos'] / 10000:.1f}万",
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"short_pos": f"{totals['short_pos'] / 10000:.1f}万",
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"net_pos": f"净{'多' if totals['net_pos'] > 0 else '空'} {abs(totals['net_pos']) / 10000:.1f}万",
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"pnl": format_pnl(pnl_sum),
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},
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latest_date=latest_date.strftime("%Y-%m-%d"),
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current_price=current_price,
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total_net_short=f"{total_net_short / 10000:.1f}万",
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total_pnl=format_pnl(pnl_sum),
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)
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)
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@@ -0,0 +1,93 @@
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from datetime import date
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from fastapi import APIRouter, Depends, Request
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from fastapi.responses import HTMLResponse
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from sqlalchemy.orm import Session
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from app.database import get_db
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from app.models import DailyBar, Contract
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router = APIRouter(prefix="/contracts", tags=["contracts"])
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WEEKDAY_ZH = {0: "周一", 1: "周二", 2: "周三", 3: "周四", 4: "周五", 5: "周六", 6: "周日"}
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def get_active_contracts(db: Session) -> list[str]:
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contracts = (
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db.query(Contract.code)
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.filter(Contract.is_active == True)
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.order_by(Contract.code)
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.all()
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)
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return [c[0] for c in contracts]
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@router.get("/", response_class=HTMLResponse)
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def contract_index(request: Request, db: Session = Depends(get_db)):
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active_contracts = get_active_contracts(db)
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latest = (
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db.query(DailyBar)
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.filter(DailyBar.contract.in_(active_contracts))
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.order_by(DailyBar.date.desc())
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.all()
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)
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contract_bars = {}
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for bar in latest:
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if bar.contract not in contract_bars:
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contract_bars[bar.contract] = bar
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total_bars = db.query(DailyBar).count()
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latest_bar = (
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db.query(DailyBar).order_by(DailyBar.date.desc()).first()
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)
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template = request.app.state.templates.get_template("index.html")
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return HTMLResponse(
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template.render(
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request=request,
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active_nav="contracts",
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contracts=active_contracts,
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contract_bars=contract_bars,
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total_bars=total_bars,
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latest_date=latest_bar.date.strftime("%Y-%m-%d") if latest_bar else "—",
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)
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)
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@router.get("/{contract}", response_class=HTMLResponse)
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def contract_detail(request: Request, contract: str, db: Session = Depends(get_db)):
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active_contracts = get_active_contracts(db)
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bars = (
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db.query(DailyBar)
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.filter(DailyBar.contract == contract.upper())
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.order_by(DailyBar.date)
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.all()
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)
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rows = []
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for bar in bars:
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rows.append({
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"date": bar.date.strftime("%Y/%-m/%-d"),
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"weekday": WEEKDAY_ZH.get(bar.date.weekday(), ""),
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"open": int(bar.open) if bar.open else "-",
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"close": int(bar.close) if bar.close else "-",
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"high": int(bar.high) if bar.high else "-",
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"low": int(bar.low) if bar.low else "-",
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"diff": int(bar.diff) if bar.diff else 0,
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"amp_5d": int(bar.amp_5d) if bar.amp_5d is not None else None,
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"has_amp": bar.amp_5d is not None,
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})
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latest = bars[-1] if bars else None
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template = request.app.state.templates.get_template("contract.html")
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return HTMLResponse(
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template.render(
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request=request,
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active_nav="contracts",
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contract=contract.upper(),
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contracts=active_contracts,
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rows=rows,
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latest=latest,
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row_count=len(rows),
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)
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)
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@@ -0,0 +1,71 @@
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from datetime import date
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from fastapi import APIRouter, Depends, Form, Request
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from fastapi.responses import HTMLResponse, RedirectResponse
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from sqlalchemy.orm import Session
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from app.database import get_db
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from app.models import PositionSnapshot
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router = APIRouter(prefix="/input", tags=["input"])
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INSTITUTIONS = ["中信期货", "高盛期货", "国泰君安期货", "华泰期货", "东证期货", "银河期货"]
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@router.get("/", response_class=HTMLResponse)
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def input_page(request: Request):
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template = request.app.state.templates.get_template("input.html")
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return HTMLResponse(
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template.render(request=request, active_nav="input", institutions=INSTITUTIONS)
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)
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@router.post("/")
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def submit_position(
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request: Request,
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institution: str = Form(...),
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direction: str = Form(...),
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date_str: str = Form(...),
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position: int = Form(...),
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avg_cost: float = Form(...),
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db: Session = Depends(get_db),
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):
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d = date.fromisoformat(date_str)
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prev = (
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db.query(PositionSnapshot)
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.filter(
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PositionSnapshot.institution == institution,
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PositionSnapshot.direction == direction,
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PositionSnapshot.date < d,
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)
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.order_by(PositionSnapshot.date.desc())
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.first()
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)
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delta = position - prev.position if prev else 0
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existing = (
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db.query(PositionSnapshot)
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.filter(
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PositionSnapshot.institution == institution,
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PositionSnapshot.direction == direction,
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PositionSnapshot.date == d,
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)
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.first()
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)
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if existing:
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existing.position = position
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existing.delta = delta
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existing.avg_cost = avg_cost
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else:
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snap = PositionSnapshot(
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institution=institution,
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direction=direction,
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date=d,
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position=position,
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delta=delta,
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avg_cost=avg_cost,
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)
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db.add(snap)
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db.commit()
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return RedirectResponse("/analysis", status_code=303)
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