442 lines
15 KiB
Python
442 lines
15 KiB
Python
"""策略 API 路由 — HTTP 请求 → 调用策略模块 → 返回响应。
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只做胶水，不含业务逻辑。
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"""
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from __future__ import annotations
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import math
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from dataclasses import asdict
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from datetime import date
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from pathlib import Path
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from typing import Any
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from fastapi import APIRouter, HTTPException, Request
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from pydantic import BaseModel
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from app.strategy import config as strategy_config
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from app.strategy.engine import StrategyEngine, StrategyDef
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from app.strategy.ai_generator import AIStrategyGenerator
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from app.strategy.prompt_builder import build_step1, build_step2
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from app.strategy.monitor import StrategyMonitorService, StrategyAlert
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router = APIRouter(prefix="/api/strategies", tags=["strategies"])
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# ── Helpers ──────────────────────────────────────────────────────────
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def _get_engine(request: Request) -> StrategyEngine:
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engine = getattr(request.app.state, "strategy_engine", None)
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if not engine:
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raise HTTPException(status_code=503, detail="策略引擎未初始化")
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return engine
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def _get_monitor(request: Request) -> StrategyMonitorService:
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mon = getattr(request.app.state, "strategy_monitor", None)
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if not mon:
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raise HTTPException(status_code=503, detail="策略监控未初始化")
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return mon
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def _data_dir(request: Request) -> Path:
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return request.app.state.repo.store.data_dir
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def _safe(result_dict: dict) -> dict:
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rows = result_dict.get("rows", [])
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for r in rows:
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for k, v in list(r.items()):
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if isinstance(v, float) and not math.isfinite(v):
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r[k] = None
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return result_dict
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def _strategy_detail(s: StrategyDef, overrides: dict | None = None) -> dict:
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"""策略详情（含用户覆盖）"""
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bf = {**s.basic_filter}
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scoring = dict(s.meta.get("scoring", {}))
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params_defaults = {p["id"]: p["default"] for p in s.meta.get("params", [])}
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if overrides:
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if overrides.get("basic_filter"):
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bf.update(overrides["basic_filter"])
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if overrides.get("scoring"):
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scoring.update(overrides["scoring"])
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# 用户保存的参数覆盖默认值: 合并进 params_defaults, 前端据此回显
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if overrides.get("params"):
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params_defaults.update(overrides["params"])
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# 名称/描述可被用户覆盖
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name = overrides.get("name", s.meta.get("name", "")) if overrides else s.meta.get("name", "")
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description = overrides.get("description", s.meta.get("description", "")) if overrides else s.meta.get("description", "")
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return {
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"id": s.meta["id"],
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"name": name or s.meta.get("name", ""),
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"description": description or s.meta.get("description", ""),
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"tags": s.meta.get("tags", []),
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"source": s.source,
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"version": s.meta.get("version", "1.0.0"),
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"basic_filter": bf,
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"params": s.meta.get("params", []),
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"params_defaults": params_defaults,
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"scoring": scoring,
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"entry_signals": s.entry_signals,
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"exit_signals": s.exit_signals,
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"stop_loss": overrides.get("stop_loss", s.stop_loss) if overrides else s.stop_loss,
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"take_profit": getattr(s, "take_profit", None),
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"trailing_stop": getattr(s, "trailing_stop", None),
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"trailing_take_profit_activate": getattr(s, "trailing_take_profit_activate", None),
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"trailing_take_profit_drawdown": getattr(s, "trailing_take_profit_drawdown", None),
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"max_hold_days": overrides.get("max_hold_days", s.max_hold_days) if overrides else s.max_hold_days,
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"alerts": s.alerts,
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"order_by": s.meta.get("order_by", "score"),
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"descending": s.meta.get("descending", True),
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"limit": s.meta.get("limit", 30),
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"display_limit": overrides.get("display_limit") if overrides and "display_limit" in overrides else None,
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}
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# ── Request Models ───────────────────────────────────────────────────
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class RunRequest(BaseModel):
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strategy_id: str
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as_of: date | None = None
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pool: list[str] | None = None
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params: dict | None = None
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class RunAllRequest(BaseModel):
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as_of: date | None = None
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class SaveConfigRequest(BaseModel):
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strategy_id: str
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overrides: dict
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class AIGenerateRequest(BaseModel):
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prompt: str
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class AISaveRequest(BaseModel):
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code: str
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strategy_id: str
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class MonitorStartRequest(BaseModel):
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strategy_id: str
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# ── 列表 / 详情 ─────────────────────────────────────────────────────
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@router.get("")
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def list_strategies(request: Request):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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all_overrides = strategy_config.list_overrides(data_dir)
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result = []
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for meta in engine.list_strategies():
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sid = meta["id"]
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s = engine.get(sid)
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overrides = all_overrides.get(sid)
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result.append(_strategy_detail(s, overrides))
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return {"strategies": result}
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@router.get("/{strategy_id}")
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def get_strategy(strategy_id: str, request: Request):
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engine = _get_engine(request)
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try:
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s = engine.get(strategy_id)
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except ValueError as e:
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raise HTTPException(status_code=404, detail=str(e)) from e
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overrides = strategy_config.load_override(_data_dir(request), strategy_id)
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return _strategy_detail(s, overrides or None)
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# ── 执行选股 ─────────────────────────────────────────────────────────
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@router.post("/run")
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def run_strategy(req: RunRequest, request: Request):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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# 读取用户覆盖配置
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overrides = strategy_config.load_override(data_dir, req.strategy_id)
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params = req.params or {}
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# 合并用户保存的策略参数
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if overrides.get("params"):
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merged = dict(overrides["params"])
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merged.update(params) # 请求里的优先
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params = merged
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# 确定日期
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as_of = req.as_of
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if not as_of:
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo)
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as_of = svc.latest_date()
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if not as_of:
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raise HTTPException(status_code=400, detail="无可用数据日期")
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try:
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result = engine.run(
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req.strategy_id, as_of,
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pool=req.pool,
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params=params,
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overrides=overrides or None,
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)
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except ValueError as e:
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raise HTTPException(status_code=404, detail=str(e)) from e
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return _safe(asdict(result))
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@router.post("/run-all")
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def run_all(req: RunAllRequest, request: Request):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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as_of = req.as_of
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if not as_of:
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo)
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as_of = svc.latest_date()
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if not as_of:
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return {"as_of": None, "results": {}}
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all_overrides = strategy_config.list_overrides(data_dir)
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results: dict[str, dict] = {}
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for sid, result in engine.run_all(as_of, overrides_map=all_overrides).items():
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results[sid] = {"total": result.total, "as_of": str(as_of)}
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return {"as_of": str(as_of), "results": results}
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# ── 配置持久化 ───────────────────────────────────────────────────────
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@router.post("/config")
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def save_config(req: SaveConfigRequest, request: Request):
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engine = _get_engine(request)
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if not engine.has(req.strategy_id):
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raise HTTPException(status_code=404, detail=f"策略 {req.strategy_id} 不存在")
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# 剥离与策略默认值相同的字段，只保存用户真正修改过的值
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overrides = _strip_defaults(req.strategy_id, req.overrides, engine)
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strategy_config.save_override(_data_dir(request), req.strategy_id, overrides)
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return {"ok": True}
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def _strip_defaults(strategy_id: str, overrides: dict, engine) -> dict:
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"""剥离与策略默认值相同的字段，避免默认值被固化到 override 中。
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核心问题: 前端把策略的默认 basic_filter 全量发回后端保存，
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导致隐含的默认过滤条件 (如 market_cap_min, amount_min) 被写入 override 文件。
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即使前端 UI 不展示这些字段，它们仍会在策略运行时生效。
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"""
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s = engine.get(strategy_id)
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result = dict(overrides)
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# 处理 basic_filter: 只保留与策略默认值不同的键
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bf = result.get("basic_filter")
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if bf and isinstance(bf, dict):
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default_bf = s.basic_filter if s else {}
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stripped_bf = {}
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for k, v in bf.items():
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default_val = default_bf.get(k)
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# 保留与默认值不同的键，以及没有默认值的键
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if k not in default_bf or v != default_val:
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stripped_bf[k] = v
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if stripped_bf:
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result["basic_filter"] = stripped_bf
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else:
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del result["basic_filter"]
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return result
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@router.delete("/config/{strategy_id}")
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def reset_config(strategy_id: str, request: Request):
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strategy_config.delete_override(_data_dir(request), strategy_id)
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return {"ok": True}
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# ── AI 生成 ───────────────────────────────────────────────────────────
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class BuildRequest(BaseModel):
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"""两步策略构建请求"""
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step: int # 1 / 2
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# step1 字段
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name: str = ""
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description: str = ""
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direction: str = "long"
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rules: str = ""
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strategy_id: str = ""
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# step2 字段
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current_code: str = ""
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instruction: str = ""
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@router.get("/ai/status")
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def ai_status(request: Request):
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"""Check whether the selected AI provider is configured."""
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from app import secrets_store
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from app.services.ai_provider import ai_configured, current_ai_model, current_ai_provider
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has_key = bool(secrets_store.get_ai_key())
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model = current_ai_model()
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provider = current_ai_provider()
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return {
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"configured": ai_configured(provider) and bool(model or provider == "codex_cli"),
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"has_key": has_key,
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"has_model": bool(model),
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"provider": provider,
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}
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@router.get("/{strategy_id}/source")
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def get_strategy_source(strategy_id: str, request: Request):
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"""获取策略源文件内容（用于 AI 修改）"""
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from pathlib import Path
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# 先查 StrategyEngine 获取文件路径
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engine = _get_engine(request)
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try:
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s = engine.get(strategy_id)
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except ValueError:
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raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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path = s.file_path
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if not path or not path.exists():
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raise HTTPException(status_code=404, detail="策略源文件不存在")
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return {"code": path.read_text(encoding="utf-8"), "source": s.source}
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@router.post("/ai/test")
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async def ai_test(request: Request):
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"""Send a small prompt through the selected AI provider."""
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from app.services.ai_provider import current_ai_model, current_ai_provider, generate_ai_text
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try:
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text = await generate_ai_text(
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[{"role": "user", "content": "Reply exactly: OK"}],
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temperature=0,
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max_tokens=8,
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timeout=15,
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)
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return {"ok": True, "model": current_ai_model() or current_ai_provider(), "response": text[:80]}
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except Exception as e:
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return {"ok": False, "error": str(e)}
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@router.post("/build")
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async def build_strategy(req: BuildRequest, request: Request):
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"""两步策略构建。
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step1: name + description + direction + rules → 完整策略
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step2: current_code + instruction → 修改任意部分
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"""
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gen = AIStrategyGenerator()
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if req.step == 1:
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prompt = build_step1(req.name, req.description, req.direction, req.rules, req.strategy_id)
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elif req.step == 2:
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prompt = build_step2(req.current_code, req.instruction)
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else:
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raise HTTPException(status_code=400, detail=f"无效步骤: {req.step}")
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try:
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result = await gen.generate(prompt)
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except RuntimeError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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return result
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@router.post("/ai/generate")
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async def ai_generate(req: AIGenerateRequest, request: Request):
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try:
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gen = AIStrategyGenerator()
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result = await gen.generate(req.prompt)
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except RuntimeError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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except Exception as e:
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raise HTTPException(status_code=500, detail=f"AI生成失败: {e}") from e
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return result
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@router.post("/ai/save")
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async def ai_save(req: AISaveRequest, request: Request):
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data_dir = _data_dir(request)
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out_dir = data_dir / "strategies" / "ai"
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out_dir.mkdir(parents=True, exist_ok=True)
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path = out_dir / f"{req.strategy_id}.py"
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previous_code = path.read_text(encoding="utf-8") if path.exists() else None
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path.write_text(req.code, encoding="utf-8")
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# 热重载，并确认保存的策略真的被引擎加载。
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engine = _get_engine(request)
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engine.reload()
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if not engine.has(req.strategy_id):
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if previous_code is None:
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path.unlink(missing_ok=True)
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else:
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path.write_text(previous_code, encoding="utf-8")
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engine.reload()
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raise HTTPException(
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status_code=400,
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detail=f"策略保存成功但加载失败: {req.strategy_id}，请检查代码语法和 META.id 是否一致",
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)
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return {"ok": True, "path": str(path)}
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@router.delete("/{strategy_id}")
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def delete_strategy(strategy_id: str, request: Request):
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"""删除自定义策略 — 清除 .py 文件 + overrides + 热重载。内置策略不可删除。"""
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from pathlib import Path
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engine = _get_engine(request)
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try:
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s = engine.get(strategy_id)
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except ValueError:
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raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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if s.source == "builtin":
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raise HTTPException(status_code=403, detail="内置策略不可删除")
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# 删除策略文件
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if s.file_path and s.file_path.exists():
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s.file_path.unlink()
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# 删除 overrides
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data_dir = _data_dir(request)
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override_path = data_dir / "user_data" / "strategy_overrides" / f"{strategy_id}.json"
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if override_path.exists():
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override_path.unlink()
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# 热重载
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engine.reload()
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return {"ok": True}
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# ── 监控 ─────────────────────────────────────────────────────────────
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# 注: 策略监控已统一迁移到 MonitorRuleEngine (监控通知页), 旧的 start/stop/status
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# 路由已移除。StrategyMonitorService 类保留 (其 _check_signals 被 MonitorRuleEngine 复用)。
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# ── 热重载 ───────────────────────────────────────────────────────────
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@router.post("/reload")
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def reload_strategies(request: Request):
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engine = _get_engine(request)
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engine.reload()
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return {"ok": True, "count": len(engine.list_strategies())}
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