mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 18:04:20 +08:00
Justin Gu
05dc9a74af
新增两层能力： 1. 策略库：单标的/组合回测结果可保存到本地 SQLite 单文件 (~/.easy_tdx/strategies.db)，策略库页可载入回填、重跑、删除。 2. 多策略组合回测：勾选 N 个单标的策略，各拿 1/N 资金、各跑原标的， 净值曲线按日期并集对齐求和，组合结果含 19 项完整绩效指标 + 持仓表。 后端：strategy_store.py(SQLite CRUD) + multi_strategy_engine.py(资金分仓引擎) + routers/strategies.py + /backtest/multi-strategy/run/async。 前端：StrategiesView.vue + 保存策略按钮 + 复用组合页图表组件。 895 单测全绿（+24 新增），ruff/mypy strict/前端 vue-tsc 全通过。
233 lines
9.4 KiB
Python
233 lines
9.4 KiB
Python
"""已保存策略的 SQLite 持久化（用户在 Web UI 上"收藏"的策略 + 成绩快照）。
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设计要点：
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- 单文件 SQLite，落在项目统一配置目录（``~/.easy_tdx/strategies.db``，
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随 ``EASY_TDX_CONFIG_DIR`` 环境变量走），与 ``config.py`` 同约定。
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- 只提供"加入 / 列出 / 查看 / 删除"四个动作（CRUD 中的 CR**D**，不含编辑），
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对应用户诉求："策略能加入，也要能删除"。
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- 线程安全：每个公共方法内部 ``with sqlite3.connect(...)`` 短连接，配合
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``check_same_thread=False`` + 写操作串行（SQLite 单写者锁兜底）。Web 后台
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任务在 ThreadPool 内调用，故默认 ``check_same_thread=False``。
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- 表结构简单：单表 ``strategies``，结构化字段建索引，JSON 字段（params /
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context / snapshot）存 TEXT。
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"""
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from __future__ import annotations
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import json
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import os
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import sqlite3
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import threading
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import uuid
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from dataclasses import dataclass, field
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from datetime import datetime, timezone
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from pathlib import Path
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from typing import Any
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__all__ = [
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"SavedStrategy",
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"StrategyStore",
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"get_store",
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]
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# 写操作串行锁：SQLite 单写者，多线程并发写时保证一次只进一个事务，避免 "database is locked"。
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_write_lock = threading.Lock()
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def _config_dir() -> Path:
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"""返回统一配置目录（与 config.py 同约定，受 EASY_TDX_CONFIG_DIR 覆盖）。"""
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return Path(os.environ.get("EASY_TDX_CONFIG_DIR", str(Path.home() / ".easy_tdx")))
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def _default_db_path() -> Path:
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return _config_dir() / "strategies.db"
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def _now_iso() -> str:
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"""UTC ISO8601 时间戳（带 Z 后缀，JSON 友好）。"""
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return datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%SZ")
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@dataclass
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class SavedStrategy:
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"""一条已保存策略记录（存配置 + 当时成绩快照 + 上下文）。
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- ``strategy`` + ``params`` 是回测引擎可直接消费的最小可复现形态。
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- ``context`` 记录当时测的是什么（单标的 symbol 或组合 stocks、日期、周期）。
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- ``snapshot`` 记录"为什么觉得它好"（保存时的关键绩效指标）。
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"""
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id: str
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name: str
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kind: str # "single" | "portfolio"
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strategy: str
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strategy_label: str = ""
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params: dict[str, Any] = field(default_factory=dict)
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context: dict[str, Any] = field(default_factory=dict)
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trade_config: dict[str, Any] = field(default_factory=dict)
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snapshot: dict[str, Any] = field(default_factory=dict)
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tags: list[str] = field(default_factory=list)
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notes: str = ""
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created_at: str = ""
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updated_at: str = ""
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app_version: str = ""
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def to_dict(self) -> dict[str, Any]:
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return {
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"id": self.id,
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"name": self.name,
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"kind": self.kind,
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"strategy": self.strategy,
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"strategy_label": self.strategy_label,
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"params": self.params,
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"context": self.context,
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"trade_config": self.trade_config,
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"snapshot": self.snapshot,
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"tags": self.tags,
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"notes": self.notes,
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"created_at": self.created_at,
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"updated_at": self.updated_at,
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"app_version": self.app_version,
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}
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@classmethod
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def from_row(cls, row: sqlite3.Row) -> SavedStrategy:
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"""从数据库行构造（JSON 字段反序列化，tags 为 JSON 数组）。"""
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tags = json.loads(row["tags"]) if row["tags"] else []
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return cls(
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id=row["id"],
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name=row["name"],
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kind=row["kind"],
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strategy=row["strategy"],
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strategy_label=row["strategy_label"] or "",
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params=json.loads(row["params"]) if row["params"] else {},
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context=json.loads(row["context"]) if row["context"] else {},
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trade_config=json.loads(row["trade_config"]) if row["trade_config"] else {},
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snapshot=json.loads(row["snapshot"]) if row["snapshot"] else {},
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tags=tags,
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notes=row["notes"] or "",
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created_at=row["created_at"] or "",
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updated_at=row["updated_at"] or "",
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app_version=row["app_version"] or "",
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)
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class StrategyStore:
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"""已保存策略的 SQLite 存储。
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单例由 :func:`get_store` 提供；测试时可注入独立 ``db_path``（用 tmp_path）。
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"""
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_SCHEMA = """
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CREATE TABLE IF NOT EXISTS strategies (
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id TEXT PRIMARY KEY,
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name TEXT NOT NULL,
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kind TEXT NOT NULL,
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strategy TEXT NOT NULL,
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strategy_label TEXT NOT NULL DEFAULT '',
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params TEXT NOT NULL DEFAULT '{}',
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context TEXT NOT NULL DEFAULT '{}',
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trade_config TEXT NOT NULL DEFAULT '{}',
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snapshot TEXT NOT NULL DEFAULT '{}',
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tags TEXT NOT NULL DEFAULT '[]',
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notes TEXT NOT NULL DEFAULT '',
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created_at TEXT NOT NULL DEFAULT '',
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updated_at TEXT NOT NULL DEFAULT '',
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app_version TEXT NOT NULL DEFAULT ''
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);
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CREATE INDEX IF NOT EXISTS idx_strategies_kind ON strategies(kind);
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CREATE INDEX IF NOT EXISTS idx_strategies_strategy ON strategies(strategy);
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CREATE INDEX IF NOT EXISTS idx_strategies_created ON strategies(created_at);
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"""
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def __init__(self, db_path: Path | None = None) -> None:
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self.db_path = db_path or _default_db_path()
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self._ensure_schema()
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# ── 内部 ───────────────────────────────────────────────────────────────
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def _connect(self) -> sqlite3.Connection:
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# check_same_thread=False：FastAPI 后台任务跑在 ThreadPool 内会跨线程访问。
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conn = sqlite3.connect(self.db_path, check_same_thread=False)
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conn.row_factory = sqlite3.Row
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return conn
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def _ensure_schema(self) -> None:
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self.db_path.parent.mkdir(parents=True, exist_ok=True)
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with self._connect() as conn:
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conn.executescript(self._SCHEMA)
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@staticmethod
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def _new_id() -> str:
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"""生成短 id（uuid4 前 12 位十六进制），足够避免本地单用户碰撞。"""
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return uuid.uuid4().hex[:12]
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# ── 公共 API ───────────────────────────────────────────────────────────
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def add(self, record: SavedStrategy) -> SavedStrategy:
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"""加入一条策略记录。``id`` / ``created_at`` / ``updated_at`` 为空时自动填充。"""
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now = _now_iso()
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if not record.id:
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record.id = self._new_id()
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if not record.created_at:
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record.created_at = now
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record.updated_at = now
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with _write_lock, self._connect() as conn:
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conn.execute(
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"""INSERT INTO strategies
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(id, name, kind, strategy, strategy_label, params, context,
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trade_config, snapshot, tags, notes, created_at, updated_at, app_version)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)""",
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(
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record.id,
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record.name,
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record.kind,
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record.strategy,
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record.strategy_label,
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json.dumps(record.params, ensure_ascii=False),
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json.dumps(record.context, ensure_ascii=False),
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json.dumps(record.trade_config, ensure_ascii=False),
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json.dumps(record.snapshot, ensure_ascii=False),
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json.dumps(record.tags, ensure_ascii=False),
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record.notes,
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record.created_at,
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record.updated_at,
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record.app_version,
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),
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)
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return record
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def list_all(self) -> list[SavedStrategy]:
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"""列出全部策略，按创建时间倒序（最新保存的在前）。"""
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with self._connect() as conn:
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rows = conn.execute("SELECT * FROM strategies ORDER BY created_at DESC").fetchall()
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return [SavedStrategy.from_row(r) for r in rows]
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def get(self, strategy_id: str) -> SavedStrategy | None:
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"""按 id 查看单条；不存在返回 None。"""
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with self._connect() as conn:
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row = conn.execute("SELECT * FROM strategies WHERE id = ?", (strategy_id,)).fetchone()
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return SavedStrategy.from_row(row) if row else None
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def delete(self, strategy_id: str) -> bool:
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"""按 id 删除；返回是否确实删掉了一条（False = id 不存在）。"""
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with _write_lock, self._connect() as conn:
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cur = conn.execute("DELETE FROM strategies WHERE id = ?", (strategy_id,))
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return cur.rowcount > 0
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# ── 单例 ───────────────────────────────────────────────────────────────────
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_store: StrategyStore | None = None
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_store_lock = threading.Lock()
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def get_store() -> StrategyStore:
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"""返回全局 StrategyStore 单例（首次调用惰性建库）。"""
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global _store
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if _store is None:
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with _store_lock:
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if _store is None:
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_store = StrategyStore()
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return _store
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