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GitHub
e58de789ab
- web/realtime_hub.py：RealtimeStreamHub——订阅集合变化按需启停 RealtimeDataFeed， 无人订阅完全停止轮询（对齐 QuoteStreamer 节能）；EventBus → 每连接队列 fan-out（丢最旧保最新）；去重标的上限 80；lifespan 挂载/关闭 - routers/realtime.py 重写：连接即订阅、断开退订、subscribe/unsubscribe 控制帧、 30s ping 心跳；单一写者泵模型（全部出站帧经队列串行，防并发 send 交错） - 修复 RealtimeDataFeed stop-before-start 竞态（_stop_requested 标志）， 补 2 个回归用例；hub 单测 10 例（并发订阅/退订竞态、跨标的串扰、背压、 TestClient 端到端） - 前端接入选文档方案（api_reference.md 协议+重连/心跳骨架；README 撤「未联动」）： SSE 已覆盖看板/自选实时刷新，WS 定位按需单标的 tick，双通道冗余无必要 - scripts/ws_smoke.py：手动冒烟（mock 模式实测 tick 帧与动态订阅确认可见）
389 lines
16 KiB
Python
389 lines
16 KiB
Python
"""FastAPI application factory and lifespan management."""
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from __future__ import annotations
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import logging
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import os
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import sys
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from collections.abc import AsyncGenerator
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from contextlib import asynccontextmanager
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from pathlib import Path
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from typing import Any
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from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from easy_tdx.web.errors import register_exception_handlers
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logger = logging.getLogger(__name__)
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def _resolve_web_dist_dir() -> Path | None:
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"""定位前端构建产物目录（Vite build 输出的 ``web-ui/dist``）。
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依次探测四处，命中即返回，全部缺失时返回 ``None``（仅 API 可用，
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前端页面 404）：
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1. ``EASY_TDX_WEB_DIST`` 环境变量——部署/调试时显式指定。
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2. PyInstaller 运行态：``sys._MEIPASS / "web_dist"``——单 EXE 解压
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后的临时目录（``--onefile`` 模式）。开发态无 ``_MEIPASS`` 属性，
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此分支自动跳过。
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3. 开发态：仓库根目录的 ``web-ui/dist``——支持 ``pip install -e .``
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后直接 ``easy-tdx serve`` 调试，无需打包。
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4. PyPI wheel 安装态：包内 ``easy_tdx/web/dist``——hatchling 把
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编译好的 dist 作为数据文件打进 wheel（v1.19.5 起含），让
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``pip install easy-tdx[web]`` 后开箱即用 web UI。
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"""
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env_dir = os.environ.get("EASY_TDX_WEB_DIST")
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if env_dir:
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p = Path(env_dir)
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if p.is_dir():
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return p
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# PyInstaller --onefile 解压目录（frozen 运行态）
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meipass = getattr(sys, "_MEIPASS", None)
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if meipass is not None:
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p = Path(meipass) / "web_dist"
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if p.is_dir():
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return p
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# 开发态：从 src/easy_tdx/web/app.py 回溯到仓库根的 web-ui/dist
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repo_root = Path(__file__).resolve().parents[3]
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p = repo_root / "web-ui" / "dist"
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if p.is_dir():
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return p
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# PyPI 安装态：包内的 web/dist（wheel 打包时 force-include 进来）
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pkg_dist = Path(__file__).resolve().parent / "dist"
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if pkg_dist.is_dir():
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return pkg_dist
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return None
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@asynccontextmanager
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async def lifespan(app: FastAPI) -> AsyncGenerator[None, None]:
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"""管理 TDX 连接生命周期：启动时连接，关闭时断开。
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E2E mock 模式（``EASY_TDX_E2E_MOCK=1``，见 :mod:`easy_tdx.web.e2e_mock`）：
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全部行情连接替换为合成数据客户端（不连真实服务器、不受交易时段限制），
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回测 / 自选 / 策略库等纯计算路径保持真实，供 Playwright E2E 使用。
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"""
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from easy_tdx.web.e2e_mock import is_e2e_mock_enabled, log_mock_banner
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mock_mode = is_e2e_mock_enabled()
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# --- 标准 TDX 客户端 ---
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host = app.state.tdx_host
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port = app.state.tdx_port
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timeout = app.state.tdx_timeout
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client: Any
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if mock_mode:
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from easy_tdx.web.e2e_mock import MockTdxClient
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log_mock_banner()
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client = MockTdxClient()
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else:
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from easy_tdx.client import AsyncTdxClient
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client = AsyncTdxClient(host=host, port=port, timeout=timeout)
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try:
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await client.connect()
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logger.info("TDX client connected to %s:%s", host, port)
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except Exception:
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logger.warning("TDX client connection failed — endpoints will return 503")
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app.state.tdx_client = client
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# --- 实时行情 SSE 推送器（共享轮询 + fan-out；mock 模式轮询合成数据） ---
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try:
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from easy_tdx.models.enums import Market
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from easy_tdx.web.quote_streamer import QuoteStreamer
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from easy_tdx.web.watchlist_store import get_watchlist_store
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store = get_watchlist_store()
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async def _watch_symbols() -> list[tuple[Market, str]]:
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# SQLite 存 "SH"/"SZ"/"BJ" 字符串，轮询器需要 Market 枚举
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return [(Market[mkt], code) for mkt, code in store.symbols()]
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# mock 模式不受真实限流/交易时段约束，缩短轮询间隔让 E2E 的
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# SSE 断言（首帧价格渲染）秒级到达，而不是等盘外 60s 慢拍
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streamer = QuoteStreamer(
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client.get_security_quotes,
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_watch_symbols,
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trading_interval=2.0 if mock_mode else 8.0,
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idle_interval=2.0 if mock_mode else 60.0,
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)
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streamer.start()
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app.state.quote_streamer = streamer
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except Exception:
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logger.warning("QuoteStreamer 启动失败 — SSE 推送不可用", exc_info=True)
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app.state.quote_streamer = None
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# --- MAC 协议客户端 ---
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mac_client: Any = None
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enable_mac = getattr(app.state, "enable_mac", True)
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if mock_mode:
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from easy_tdx.web.e2e_mock import MockMacClient
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mac_client = MockMacClient()
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elif enable_mac:
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try:
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from easy_tdx.mac.client import AsyncMacClient
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mac_client = AsyncMacClient.from_best_host()
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await mac_client.connect()
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logger.info("MAC client connected")
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except Exception:
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logger.warning("MAC client connection failed — MAC endpoints will return 503")
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mac_client = None
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app.state.mac_client = mac_client
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# --- WebSocket 实时推送枢纽（/ws/realtime/*，按需轮询 + fan-out） ---
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# 与 MAC 客户端共用一条连接；无订阅时不轮询（见 realtime_hub.py）。
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# mock 模式关闭交易时段过滤并支持更密轮询，供 E2E / 冒烟脚本随时可推。
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app.state.realtime_hub = None
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if mac_client is not None:
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try:
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from easy_tdx.web.realtime_hub import RealtimeStreamHub
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app.state.realtime_hub = RealtimeStreamHub(
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mac_client,
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interval=float(os.environ.get("EASY_TDX_WS_INTERVAL", "3.0")),
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sessions=() if mock_mode else None,
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)
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logger.info("RealtimeStreamHub 已挂载（/ws/realtime/* 就绪）")
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except Exception:
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logger.warning("RealtimeStreamHub 挂载失败 — WS 实时推送不可用", exc_info=True)
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# --- 扩展市场客户端（可选） ---
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ex_client = None
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enable_ex = getattr(app.state, "enable_ex", False)
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if enable_ex:
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try:
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from easy_tdx.ex.client import AsyncExTdxClient
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ex_client = AsyncExTdxClient.from_best_host()
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await ex_client.connect()
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logger.info("Ex market client connected")
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except Exception:
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logger.warning("Ex market client connection failed — Ex endpoints will return 503")
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ex_client = None
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app.state.ex_client = ex_client
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yield
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# --- 关闭实时行情推送器 ---
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streamer_svc = getattr(app.state, "quote_streamer", None)
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if streamer_svc is not None:
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try:
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await streamer_svc.stop()
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except Exception:
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logger.warning("QuoteStreamer stop failed", exc_info=True)
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# --- 关闭 WebSocket 实时推送枢纽（停止按需轮询任务） ---
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rt_hub = getattr(app.state, "realtime_hub", None)
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if rt_hub is not None:
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try:
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await rt_hub.shutdown()
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except Exception:
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logger.warning("RealtimeStreamHub shutdown failed", exc_info=True)
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# --- 依次关闭 ---
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for name, cli in [
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("Ex market client", ex_client),
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("MAC client", mac_client),
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("TDX client", client),
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]:
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if cli is not None:
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try:
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await cli.close()
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logger.info("%s disconnected", name)
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except Exception:
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pass
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# --- 关闭回测任务执行器（取消 pending，等待 running） ---
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# shutdown 是同步阻塞调用，包在 to_thread 里避免阻塞 event loop
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import asyncio
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try:
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from easy_tdx.web.task_runner import shutdown_runner
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await asyncio.to_thread(shutdown_runner)
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logger.info("Backtest task runner shutdown")
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except Exception:
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logger.warning("Backtest task runner shutdown failed", exc_info=True)
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def _create_app(
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host: str | None = None,
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port: int | None = None,
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timeout: float | None = None,
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*,
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enable_mac: bool = True,
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enable_ex: bool = False,
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enable_ui: bool = True,
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) -> FastAPI:
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"""创建并配置 FastAPI 应用实例。
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Args:
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enable_ui: 是否同源托管 Web UI 前端（``easy-tdx serve --no-ui``
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纯 API 模式传 False：不挂载静态 dist，根路径 404，仅 /api/v1/*）。
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"""
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from easy_tdx.config import get_best_host, get_port, get_timeout
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if host is None:
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host = get_best_host()
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if port is None:
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port = get_port()
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if timeout is None:
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timeout = get_timeout()
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app = FastAPI(
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title="easy-tdx API",
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description="通达信行情数据 REST + WebSocket API",
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version="1.0.0",
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lifespan=lifespan,
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redoc_url=None, # 手动注册 redoc 端点以控制 JS CDN URL
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)
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# 手动注册 ReDoc 端点，使用固定版本的 JS（默认 redoc@next 已 404）
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from fastapi.openapi.docs import get_redoc_html
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@app.get("/redoc", include_in_schema=False)
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async def redoc_html() -> Any:
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return get_redoc_html(
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openapi_url=app.openapi_url or "/openapi.json",
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title=app.title + " - ReDoc",
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redoc_js_url="https://cdn.jsdelivr.net/npm/redoc@2.2.0/bundles/redoc.standalone.js",
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)
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# Store connection config in app.state for lifespan to use
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app.state.tdx_host = host
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app.state.tdx_port = port
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app.state.tdx_timeout = timeout
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app.state.tdx_client = None # will be set in lifespan
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app.state.mac_client = None
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app.state.ex_client = None
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app.state.enable_mac = enable_mac
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app.state.enable_ex = enable_ex
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# CORS middleware (permissive for development)
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app.add_middleware(
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CORSMiddleware,
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allow_origins=["*"],
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allow_credentials=True,
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allow_methods=["*"],
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allow_headers=["*"],
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)
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# Register exception handlers
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register_exception_handlers(app)
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# Mount routers
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from easy_tdx.web.routers.announcement import router as announcement_router
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from easy_tdx.web.routers.backtest import router as backtest_router
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from easy_tdx.web.routers.bars import router as bars_router
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from easy_tdx.web.routers.block import router as block_router
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from easy_tdx.web.routers.board_mac import router as board_mac_router
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from easy_tdx.web.routers.chanlun import router as chanlun_router
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from easy_tdx.web.routers.ex_market import router as ex_market_router
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from easy_tdx.web.routers.finance import router as finance_router
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from easy_tdx.web.routers.formula import router as formula_router
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from easy_tdx.web.routers.indicator import router as indicator_router
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from easy_tdx.web.routers.mac_data import router as mac_data_router
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from easy_tdx.web.routers.mac_quotes import router as mac_quotes_router
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from easy_tdx.web.routers.market import router as market_router
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from easy_tdx.web.routers.realtime import router as realtime_router
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from easy_tdx.web.routers.server import router as server_router
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from easy_tdx.web.routers.sina import router as sina_router
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from easy_tdx.web.routers.strategies import router as strategies_router
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from easy_tdx.web.routers.stream import router as stream_router
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from easy_tdx.web.routers.watchlist import router as watchlist_router
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app.include_router(market_router, prefix="/api/v1")
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app.include_router(bars_router, prefix="/api/v1")
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app.include_router(finance_router, prefix="/api/v1")
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app.include_router(formula_router, prefix="/api/v1")
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app.include_router(block_router, prefix="/api/v1")
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app.include_router(chanlun_router, prefix="/api/v1")
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app.include_router(realtime_router, prefix="/api/v1")
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# MAC 协议路由
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app.include_router(board_mac_router, prefix="/api/v1")
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app.include_router(mac_data_router, prefix="/api/v1")
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app.include_router(mac_quotes_router, prefix="/api/v1")
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# 扩展市场路由
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app.include_router(ex_market_router, prefix="/api/v1")
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# 技术指标路由
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app.include_router(indicator_router, prefix="/api/v1")
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# 公告检索路由（巨潮资讯网，独立数据源）
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app.include_router(announcement_router, prefix="/api/v1")
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# 新浪财报三表路由（独立数据源）
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app.include_router(sina_router, prefix="/api/v1")
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# 回测路由（纯计算，不依赖行情连接 lifespan）
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app.include_router(backtest_router, prefix="/api/v1")
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# 策略库路由（SQLite 持久化，纯数据 CRUD）
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app.include_router(strategies_router, prefix="/api/v1")
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# 服务器设置路由（列出/测速/切换 TDX host）
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app.include_router(server_router, prefix="/api/v1")
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# 自选股路由（SQLite 持久化，纯 CRUD，不依赖行情连接）
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app.include_router(watchlist_router, prefix="/api/v1")
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# 实时行情 SSE 路由（依赖 lifespan 里的 QuoteStreamer）
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app.include_router(stream_router, prefix="/api/v1")
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# --- 前端 dist 托管（生产/打包态同源服务，开发态可缺省） ---
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# 必须在所有 API 路由注册之后：StaticFiles(html=True) 挂在 "/" 会吞掉
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# 未匹配路径，放最后保证 /api/v1/* 优先命中路由表。
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# 强制注册 MIME 类型：干净 Windows（无开发环境）的注册表里可能没有
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# .js/.mjs/.css 的 Content Type，导致 mimetypes.guess_type 返回 None，
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# StaticFiles 回退到 text/plain。浏览器的 <script type="module"> 启用
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# 严格 MIME 检查，拒绝执行 text/plain 的 JS → 页面纯黑（v1.19.1 bug）。
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# add_type 会覆盖/补充注册表缺失的映射，无论机器装没装开发工具都生效。
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import mimetypes
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mimetypes.add_type("application/javascript", ".js")
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mimetypes.add_type("application/javascript", ".mjs")
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mimetypes.add_type("text/css", ".css")
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mimetypes.add_type("image/svg+xml", ".svg")
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from fastapi.staticfiles import StaticFiles
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dist_dir = _resolve_web_dist_dir() if enable_ui else None
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if dist_dir is not None:
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# SPA fallback：前端用 createWebHistory（HTML5 history 模式），
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# 用户直接访问 /optimize、/portfolio 等前端路由或刷新时，后端必须
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# 返回 index.html 让 Vue Router 接管，而不是 404。
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# 实现方式：用 StaticFiles 挂在 "/static" 提供真实文件（JS/CSS/图标），
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# 再加一个 catch-all 路由把所有非 /api、非 /static 的 GET 请求导向
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# index.html。但这样会改变 JS/CSS 的 URL 前缀（/assets → /static/assets），
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# 需要改 vite base 配置，代价大。
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# 更简单的方式：先尝试 StaticFiles 服务真实文件，找不到时 fallback。
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# Starlette 的 StaticFiles(html=True) 不做 SPA fallback，故子类化它。
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from pathlib import Path as _Path
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from starlette.responses import FileResponse
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class SPAStaticFiles(StaticFiles):
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"""StaticFiles + SPA fallback：404 时返回 index.html。"""
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async def get_response(self, path: str, scope): # type: ignore[no-untyped-def]
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try:
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return await super().get_response(path, scope)
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except Exception:
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# 任何 404（路径非文件）都返回 index.html，让前端路由处理。
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# 仅对 GET 请求生效；API 路径 (/api/v1/*) 已在前面注册，
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||
# 不会走到这里。
|
||
index = _Path(str(self.directory)) / "index.html"
|
||
if index.is_file():
|
||
return FileResponse(str(index))
|
||
raise
|
||
|
||
app.mount("/", SPAStaticFiles(directory=str(dist_dir), html=True), name="web-ui")
|
||
logger.info("Web UI mounted from %s (SPA fallback enabled)", dist_dir)
|
||
else:
|
||
logger.info("Web UI dist not found — serving API only")
|
||
|
||
return app
|