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

2026-07-24 21:38:40 +08:00
parent d06ed06f01
commit 1ff2aa17e8
22 changed files with 1486 additions and 0 deletions
@@ -0,0 +1,93 @@
+from datetime import date
+from fastapi import APIRouter, Depends, Request
+from fastapi.responses import HTMLResponse
+from sqlalchemy.orm import Session
+from app.database import get_db
+from app.models import DailyBar, Contract
+
+router = APIRouter(prefix="/contracts", tags=["contracts"])
+
+WEEKDAY_ZH = {0: "周一", 1: "周二", 2: "周三", 3: "周四", 4: "周五", 5: "周六", 6: "周日"}
+
+
+def get_active_contracts(db: Session) -> list[str]:
+    contracts = (
+        db.query(Contract.code)
+        .filter(Contract.is_active == True)
+        .order_by(Contract.code)
+        .all()
+    )
+    return [c[0] for c in contracts]
+
+
+@router.get("/", response_class=HTMLResponse)
+def contract_index(request: Request, db: Session = Depends(get_db)):
+    active_contracts = get_active_contracts(db)
+
+    latest = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract.in_(active_contracts))
+        .order_by(DailyBar.date.desc())
+        .all()
+    )
+    contract_bars = {}
+    for bar in latest:
+        if bar.contract not in contract_bars:
+            contract_bars[bar.contract] = bar
+
+    total_bars = db.query(DailyBar).count()
+    latest_bar = (
+        db.query(DailyBar).order_by(DailyBar.date.desc()).first()
+    )
+
+    template = request.app.state.templates.get_template("index.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="contracts",
+            contracts=active_contracts,
+            contract_bars=contract_bars,
+            total_bars=total_bars,
+            latest_date=latest_bar.date.strftime("%Y-%m-%d") if latest_bar else "—",
+        )
+    )
+
+
+@router.get("/{contract}", response_class=HTMLResponse)
+def contract_detail(request: Request, contract: str, db: Session = Depends(get_db)):
+    active_contracts = get_active_contracts(db)
+    bars = (
+        db.query(DailyBar)
+        .filter(DailyBar.contract == contract.upper())
+        .order_by(DailyBar.date)
+        .all()
+    )
+
+    rows = []
+    for bar in bars:
+        rows.append({
+            "date": bar.date.strftime("%Y/%-m/%-d"),
+            "weekday": WEEKDAY_ZH.get(bar.date.weekday(), ""),
+            "open": int(bar.open) if bar.open else "-",
+            "close": int(bar.close) if bar.close else "-",
+            "high": int(bar.high) if bar.high else "-",
+            "low": int(bar.low) if bar.low else "-",
+            "diff": int(bar.diff) if bar.diff else 0,
+            "amp_5d": int(bar.amp_5d) if bar.amp_5d is not None else None,
+            "has_amp": bar.amp_5d is not None,
+        })
+
+    latest = bars[-1] if bars else None
+
+    template = request.app.state.templates.get_template("contract.html")
+    return HTMLResponse(
+        template.render(
+            request=request,
+            active_nav="contracts",
+            contract=contract.upper(),
+            contracts=active_contracts,
+            rows=rows,
+            latest=latest,
+            row_count=len(rows),
+        )
+    )