164 lines
4.9 KiB
Python
164 lines
4.9 KiB
Python
from typing import Optional
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from fastapi import FastAPI, HTTPException, Query
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from pydantic import BaseModel
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from . import contracts, fetcher, notifier, scorer, storage
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app = FastAPI(title="期货数据采集与打分服务")
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class RunRequest(BaseModel):
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ts_code: Optional[str] = None
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symbol: str = "FG"
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trade_date: Optional[str] = None
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class RunResponse(BaseModel):
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ts_code: str
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trade_date: str
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close: float
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oi: float
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oi_chg: float
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short_term: float
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medium_term: float
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long_term: float
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composite: float
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signal: str
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@app.on_event("startup")
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def startup():
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storage.init_db()
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@app.get("/health")
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def health():
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return {"status": "ok"}
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@app.post("/api/v1/run", response_model=RunResponse)
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def run_pipeline(req: RunRequest):
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ts_code = req.ts_code or contracts.active_contract(req.symbol)
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if not req.ts_code:
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print(f"[AUTO] {req.symbol} 当月主力 -> {ts_code}")
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df = fetcher.fetch_contract(ts_code)
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storage.save_candles(df)
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result = scorer.score_daily(df, req.trade_date)
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storage.save_score(result)
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push_title = f"{result.ts_code.split('.')[0]} {result.trade_date}"
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push_body = (
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f"综合 {result.composite:.1f}\n"
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f"短期 {result.short_term:.1f} | 中期 {result.medium_term:.1f} | 长期 {result.long_term:.1f}\n"
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f"{result.signal}"
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)
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notifier.push_bark(push_title, push_body)
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return RunResponse(
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ts_code=result.ts_code,
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trade_date=result.trade_date,
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close=result.close,
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oi=result.oi,
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oi_chg=result.oi_chg,
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short_term=result.short_term,
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medium_term=result.medium_term,
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long_term=result.long_term,
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composite=result.composite,
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signal=result.signal,
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)
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@app.get("/api/v1/scores")
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def list_scores(
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ts_code: Optional[str] = Query(None),
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start: Optional[str] = Query(None),
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end: Optional[str] = Query(None),
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limit: int = Query(200, ge=1, le=500),
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):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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q = """SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
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long_term, composite, signal, created_at FROM scores WHERE 1=1"""
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args = []
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if ts_code:
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q += " AND ts_code = %s"
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args.append(ts_code)
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if start:
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q += " AND trade_date >= %s"
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args.append(start)
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if end:
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q += " AND trade_date <= %s"
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args.append(end)
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q += " ORDER BY trade_date DESC, id DESC LIMIT %s"
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args.append(limit)
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cur.execute(q, args)
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cols = [d[0] for d in cur.description]
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rows = [dict(zip(cols, row)) for row in cur.fetchall()]
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return rows
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finally:
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conn.close()
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@app.get("/api/v1/scores/{score_id}")
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def get_score(score_id: str):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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cur.execute(
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"""SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
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long_term, composite, signal, detail_json, created_at
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FROM scores WHERE id = %s""",
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(score_id,),
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)
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row = cur.fetchone()
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if not row:
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raise HTTPException(status_code=404, detail="not found")
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cols = [d[0] for d in cur.description]
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return dict(zip(cols, row))
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finally:
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conn.close()
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@app.get("/api/v1/contracts")
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def list_contracts():
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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cur.execute("SELECT DISTINCT ts_code FROM scores ORDER BY ts_code ASC")
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return [r[0] for r in cur.fetchall()]
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finally:
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conn.close()
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@app.get("/api/v1/candles")
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def list_candles(
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ts_code: str = Query(...),
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start: Optional[str] = Query(None),
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end: Optional[str] = Query(None),
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):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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q = """SELECT ts_code, trade_date,
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COALESCE(open, 0), COALESCE(high, 0), COALESCE(low, 0), COALESCE(close, 0),
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COALESCE(vol, 0), COALESCE(amount, 0),
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COALESCE(oi, 0), COALESCE(oi_chg, 0), COALESCE(pre_close, 0)
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FROM candles WHERE ts_code = %s"""
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args = [ts_code]
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if start:
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q += " AND trade_date >= %s"
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args.append(start)
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if end:
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q += " AND trade_date <= %s"
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args.append(end)
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q += " ORDER BY trade_date ASC LIMIT 1000"
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cur.execute(q, args)
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cols = ["ts_code", "trade_date", "open", "high", "low", "close",
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"vol", "amount", "oi", "oi_chg", "pre_close"]
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return [dict(zip(cols, row)) for row in cur.fetchall()]
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finally:
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conn.close()
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