fish
215 lines
6.7 KiB
Python
215 lines
6.7 KiB
Python
import math
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from datetime import date, timedelta
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from fastapi import APIRouter, Depends, Request, Query
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from fastapi.responses import HTMLResponse, PlainTextResponse
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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, PositionRanking
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from app.prompt_builder import build_prompt
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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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PAGE_SIZE = 7
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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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from app.models import Product
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# Build product → contracts mapping, ordered by product code
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products = (
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db.query(Product)
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.order_by(Product.code)
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.all()
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)
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product_groups = []
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all_codes = []
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for prod in products:
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codes = [
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c.code for c in prod.contracts if c.is_active
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]
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if codes:
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product_groups.append({
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"code": prod.code,
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"name": prod.name,
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"exchange": prod.exchange,
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"contracts": codes,
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})
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all_codes.extend(codes)
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latest = (
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db.query(DailyBar)
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.filter(DailyBar.contract.in_(all_codes))
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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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# Next-day amplitude: mean of latest 5 diffs per contract
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contract_next_amp = {}
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for code in all_codes:
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diffs = [
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r[0] for r in
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db.query(DailyBar.high - DailyBar.low)
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.filter(DailyBar.contract == code)
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.order_by(DailyBar.date.desc())
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.limit(5)
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.all()
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]
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if len(diffs) >= 5:
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contract_next_amp[code] = round(sum(diffs) / 5)
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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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product_groups=product_groups,
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contract_bars=contract_bars,
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contract_next_amp=contract_next_amp,
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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(
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request: Request,
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contract: str,
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pos_date: str | None = None,
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page: int = Query(1, ge=1),
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db: Session = Depends(get_db),
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):
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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.desc())
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.all()
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)
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total = len(bars)
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total_pages = max(1, math.ceil(total / PAGE_SIZE))
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page = min(page, total_pages)
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start = (page - 1) * PAGE_SIZE
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page_bars = bars[start:start + PAGE_SIZE]
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rows = []
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for i, bar in enumerate(page_bars):
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global_idx = start + i
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rows.append({
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"global_idx": global_idx,
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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[0] if bars else None
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# Dates that have position data (for date picker)
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pos_dates = [
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r[0] for r in
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db.query(PositionRanking.date)
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.filter(PositionRanking.contract_code == contract.upper())
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.distinct()
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.order_by(PositionRanking.date.desc())
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.all()
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]
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# Determine which date to show position rankings for
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if pos_date:
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try:
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selected_date = date.fromisoformat(pos_date)
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except ValueError:
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selected_date = pos_dates[0] if pos_dates else None
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else:
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selected_date = pos_dates[0] if pos_dates else None
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# Position rankings for the selected date
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pos_data = {"volume": [], "long": [], "short": []}
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if selected_date:
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rankings = (
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db.query(PositionRanking)
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.filter(
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PositionRanking.contract_code == contract.upper(),
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PositionRanking.date == selected_date,
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)
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.order_by(PositionRanking.data_type, PositionRanking.rank)
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.all()
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)
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for r in rankings:
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pos_data[r.data_type].append({
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"rank": r.rank,
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"institution": r.institution,
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"value": r.value,
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"change": r.change,
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})
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pos_totals = {
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"long": sum(r.change for r in rankings if r.data_type == "long"),
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"short": sum(r.change for r in rankings if r.data_type == "short"),
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}
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else:
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pos_totals = {"long": 0, "short": 0}
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# Predict next trading day amplitude: mean of latest 5 diffs
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# Compute next trading date
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next_date = latest.date + timedelta(days=1) if latest else None
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if next_date and next_date.weekday() >= 5:
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next_date += timedelta(days=7 - next_date.weekday())
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# Predict next trading day amplitude
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next_amp = None
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if len(bars) >= 5:
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next_amp = round(sum(b.diff for b in bars[:5]) / 5)
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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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pos_dates=pos_dates,
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selected_pos_date=selected_date,
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pos_data=pos_data,
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pos_totals=pos_totals,
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next_amp=next_amp,
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next_date=next_date.strftime("%Y/%-m/%-d") if next_date else None,
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next_weekday=WEEKDAY_ZH.get(next_date.weekday(), "") if next_date else "",
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row_count=len(rows),
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total_rows=total,
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page=page,
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total_pages=total_pages,
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pos_date=pos_date or "",
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WEEKDAY_ZH=WEEKDAY_ZH,
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)
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)
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@router.get("/{contract}/analysis-prompt", response_class=PlainTextResponse)
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def contract_analysis_prompt(contract: str):
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"""返回合约的持仓分析 prompt 文本。"""
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return build_prompt(contract.upper())
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