"""策略 API 路由 — HTTP 请求 → 调用策略模块 → 返回响应。 只做胶水,不含业务逻辑。 """ from __future__ import annotations import ast import json import logging import math import re from dataclasses import asdict from datetime import date from pathlib import Path from typing import Literal from fastapi import APIRouter, HTTPException, Request from fastapi.responses import StreamingResponse from pydantic import BaseModel from app.backtest.minute_trigger import MINUTE_EXIT_TRIGGER_SIGNALS from app.strategy import config as strategy_config from app.strategy.ai_generator import AIStrategyGenerator, find_meta_assignment from app.strategy.engine import StrategyDef, StrategyEngine from app.strategy.monitor import StrategyMonitorService from app.strategy.prompt_builder import build_step1, build_step2 from app.strategy.scoring import ( SCORING_DIRECTIONS, effective_scoring, effective_scoring_directions, ) router = APIRouter(prefix="/api/strategies", tags=["strategies"]) logger = logging.getLogger(__name__) # ── Helpers ────────────────────────────────────────────────────────── def _get_engine(request: Request) -> StrategyEngine: engine = getattr(request.app.state, "strategy_engine", None) if not engine: raise HTTPException(status_code=503, detail="策略引擎未初始化") return engine def _get_public_strategy(engine: StrategyEngine, strategy_id: str) -> StrategyDef: try: strategy = engine.get(strategy_id) except ValueError as exc: raise HTTPException(status_code=404, detail=str(exc)) from exc if strategy.meta.get("research_only"): raise HTTPException(status_code=404, detail=f"unknown strategy: {strategy_id}") return strategy def _get_monitor(request: Request) -> StrategyMonitorService: mon = getattr(request.app.state, "strategy_monitor", None) if not mon: raise HTTPException(status_code=503, detail="策略监控未初始化") return mon def _data_dir(request: Request) -> Path: return request.app.state.repo.store.data_dir def _invalidate_strategy_runtime(request: Request) -> None: from app.services import strategy_cache strategy_cache.clear_cache(_data_dir(request)) monitor_engine = getattr(request.app.state, "monitor_engine", None) if monitor_engine is not None: monitor_engine.invalidate_strategy_state() def _missing_custom_signals(data_dir: Path, required_features) -> list[str]: """required_features 中 csg_ 列对应信号未定义的部分 (保存策略前校验)。 自定义信号列 (csg_ 前缀) 只有在 data/user_data/custom_signals/*.json 有对应定义时才会被注入; 引用不存在的信号运行必报缺列错, 保存时早失败。 """ from app.strategy import custom_signals defined = {s.get("id") for s in custom_signals.load_all(data_dir)} return [ name for name in (required_features or ()) if isinstance(name, str) and name.startswith(custom_signals.PREFIX) and name[len(custom_signals.PREFIX):] not in defined ] def _cleanup_deleted_strategy(request: Request, strategy_id: str) -> list[str]: """尽力清理删除后的派生状态, 清理失败不应把已成功的源文件删除变成 500。""" from app.services import preferences from app.strategy import monitor_rules data_dir = _data_dir(request) warnings: list[str] = [] try: strategy_config.delete_override(data_dir, strategy_id) except Exception as e: warnings.append(f"覆盖配置清理失败: {e}") try: _invalidate_strategy_runtime(request) except Exception as e: warnings.append(f"运行缓存清理失败: {e}") try: monitored_ids = preferences.get_strategy_monitor_ids() if strategy_id in monitored_ids: preferences.set_realtime_monitor_config({ "strategy_monitor_ids": [sid for sid in monitored_ids if sid != strategy_id], }) except Exception as e: warnings.append(f"监控偏好清理失败: {e}") try: rules_changed = False for rule in monitor_rules.load_all(data_dir): if ( rule.get("type") == "strategy" and rule.get("strategy_id") == strategy_id and rule.get("enabled", True) ): rule = dict(rule) rule["enabled"] = False monitor_rules.save_one(data_dir, rule) rules_changed = True monitor_engine = getattr(request.app.state, "monitor_engine", None) if rules_changed and monitor_engine is not None: monitor_engine.set_rules(monitor_rules.load_all(data_dir)) except Exception as e: warnings.append(f"关联监控清理失败: {e}") for warning in warnings: logger.warning("delete strategy %s: %s", strategy_id, warning) return warnings def _safe(result_dict: dict) -> dict: rows = result_dict.get("rows", []) for r in rows: for k, v in list(r.items()): if isinstance(v, float) and not math.isfinite(v): r[k] = None return result_dict def _child_meta(engine: StrategyEngine | None, child_id: str) -> dict: """查询子策略的可读名称与来源; engine 缺失或子策略不存在时回退为 id/unknown。""" if engine is None: return {"name": child_id, "source": "unknown"} try: child = engine.get(child_id) except ValueError: return {"name": child_id, "source": "unknown"} return {"name": str(child.meta.get("name") or child_id), "source": child.source} def _strategy_detail( s: StrategyDef, overrides: dict | None = None, engine: StrategyEngine | None = None, ) -> dict: """策略详情(含用户覆盖)""" bf = {**s.basic_filter} scoring = effective_scoring(s.meta.get("scoring"), overrides) scoring_directions = effective_scoring_directions(overrides) params_defaults = {p["id"]: p["default"] for p in s.meta.get("params", [])} if overrides: if overrides.get("basic_filter"): bf.update(overrides["basic_filter"]) # 用户保存的参数覆盖默认值: 合并进 params_defaults, 前端据此回显 if overrides.get("params"): params_defaults.update(overrides["params"]) # 名称/描述可被用户覆盖 name = overrides.get("name", s.meta.get("name", "")) if overrides else s.meta.get("name", "") description = overrides.get("description", s.meta.get("description", "")) if overrides else s.meta.get("description", "") return { "id": s.meta["id"], "name": name or s.meta.get("name", ""), "description": description or s.meta.get("description", ""), "tags": s.meta.get("tags", []), "source": s.source, "execution_backend": s.execution_backend, "asset_types": s.meta.get("asset_types", ["stock"]), "timeframes": s.meta.get("timeframes", ["1d"]), "version": s.meta.get("version", "1.0.0"), "basic_filter": bf, "params": s.meta.get("params", []), "params_defaults": params_defaults, "scoring": scoring, "scoring_directions": { name: direction for name, direction in scoring_directions.items() if name in scoring }, "entry_signals": overrides.get("entry_signals", s.entry_signals) if overrides else s.entry_signals, "exit_signals": overrides.get("exit_signals", s.exit_signals) if overrides else s.exit_signals, "minute_exit_trigger_supported_signals": sorted(MINUTE_EXIT_TRIGGER_SIGNALS), "stop_loss": overrides.get("stop_loss", s.stop_loss) if overrides else s.stop_loss, "take_profit": getattr(s, "take_profit", None), "trailing_stop": getattr(s, "trailing_stop", None), "trailing_take_profit_activate": getattr(s, "trailing_take_profit_activate", None), "trailing_take_profit_drawdown": getattr(s, "trailing_take_profit_drawdown", None), "max_hold_days": overrides.get("max_hold_days", s.max_hold_days) if overrides else s.max_hold_days, "order_by": s.meta.get("order_by", "score"), "descending": s.meta.get("descending", True), "limit": s.meta.get("limit", 30), "display_limit": overrides.get("display_limit") if overrides and "display_limit" in overrides else None, # 叠加策略: 子策略列表与权重(供前端展示)。override.children 可覆盖 META 固化值。 "composite_children": ( [ { "id": c["strategy_id"], **_child_meta(engine, c["strategy_id"]), "weight": c.get("weight", 1.0), } for c in (overrides.get("children") if overrides and isinstance(overrides.get("children"), list) else s.meta.get("children", [])) ] if s.execution_backend == "composite" else None ), } # ── Request Models ─────────────────────────────────────────────────── class RunRequest(BaseModel): strategy_id: str as_of: date | None = None pool: list[str] | None = None params: dict | None = None asset_type: str = "stock" timeframe: str = "1d" class RunAllRequest(BaseModel): as_of: date | None = None asset_type: str = "stock" timeframe: str = "1d" class SaveConfigRequest(BaseModel): strategy_id: str overrides: dict class AIGenerateRequest(BaseModel): prompt: str class AISaveRequest(BaseModel): code: str strategy_id: str name: str = "" description: str = "" class StrategyCodeValidateRequest(BaseModel): code: str strategy_id: str = "" name: str = "" description: str = "" class StrategyCodeSaveRequest(BaseModel): code: str strategy_id: str target_source: Literal["ai", "custom"] = "custom" mode: Literal["create", "update"] = "create" name: str = "" description: str = "" class CompositeChildItem(BaseModel): strategy_id: str weight: float = 1.0 class StrategyCompositeSaveRequest(BaseModel): strategy_id: str name: str = "" description: str = "" children: list[CompositeChildItem] merge_mode: Literal["union", "intersect"] = "union" min_confirm: int = 0 mode: Literal["create", "update"] = "create" class MonitorStartRequest(BaseModel): strategy_id: str # ── 列表 / 详情 ───────────────────────────────────────────────────── @router.get("") def list_strategies( request: Request, asset_type: str | None = None, timeframe: str | None = None, ): engine = _get_engine(request) data_dir = _data_dir(request) all_overrides = strategy_config.list_overrides(data_dir) result = [] for meta in engine.list_strategies(): if meta.get("research_only"): continue if asset_type and asset_type not in meta.get("asset_types", ["stock"]): continue if timeframe and timeframe not in meta.get("timeframes", ["1d"]): continue sid = meta["id"] s = engine.get(sid) overrides = all_overrides.get(sid) result.append(_strategy_detail(s, overrides, engine)) return {"strategies": result, "load_errors": engine.load_errors()} @router.get("/{strategy_id}") def get_strategy(strategy_id: str, request: Request): engine = _get_engine(request) s = _get_public_strategy(engine, strategy_id) overrides = strategy_config.load_override(_data_dir(request), strategy_id) return _strategy_detail(s, overrides or None, engine) # ── 执行选股 ───────────────────────────────────────────────────────── @router.post("/run") def run_strategy(req: RunRequest, request: Request): engine = _get_engine(request) _get_public_strategy(engine, req.strategy_id) data_dir = _data_dir(request) # 读取用户覆盖配置 overrides = strategy_config.load_override(data_dir, req.strategy_id) params = req.params or {} # 合并用户保存的策略参数 if overrides.get("params"): merged = dict(overrides["params"]) merged.update(params) # 请求里的优先 params = merged # 确定日期 as_of = req.as_of if not as_of: from app.services.screener import ScreenerService svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type) as_of = svc.latest_date() if not as_of: raise HTTPException(status_code=400, detail="无可用数据日期") try: from app.services.screener import ScreenerService svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type) context = svc.build_strategy_context( engine, as_of, [req.strategy_id], timeframe=req.timeframe, params_map={req.strategy_id: params}, overrides_map={req.strategy_id: overrides or {}}, ) result = engine.run( req.strategy_id, context, pool=req.pool, params=params, overrides=overrides or None, ) except ValueError as e: raise HTTPException(status_code=404, detail=str(e)) from e return _safe(asdict(result)) @router.post("/run-all") def run_all(req: RunAllRequest, request: Request): engine = _get_engine(request) data_dir = _data_dir(request) as_of = req.as_of if not as_of: from app.services.screener import ScreenerService svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type) as_of = svc.latest_date() if not as_of: return {"as_of": None, "results": {}} all_overrides = strategy_config.list_overrides(data_dir) strategy_ids = [ meta["id"] for meta in engine.list_strategies() if not meta.get("research_only") and req.asset_type in meta.get("asset_types", ["stock"]) and req.timeframe in meta.get("timeframes", ["1d"]) ] from app.services.screener import ScreenerService svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type) params_map = { sid: dict((all_overrides.get(sid) or {}).get("params") or {}) for sid in strategy_ids } context = svc.build_strategy_context( engine, as_of, strategy_ids, timeframe=req.timeframe, params_map=params_map, overrides_map={sid: all_overrides.get(sid, {}) for sid in strategy_ids}, ) results: dict[str, dict] = {} for sid, result in engine.run_all( context, params_map=params_map, overrides_map={sid: all_overrides.get(sid, {}) for sid in strategy_ids}, strategy_ids=strategy_ids, ).items(): results[sid] = {"total": result.total, "as_of": str(as_of)} return {"as_of": str(as_of), "results": results} # ── 配置持久化 ─────────────────────────────────────────────────────── @router.post("/config") def save_config(req: SaveConfigRequest, request: Request): engine = _get_engine(request) _get_public_strategy(engine, req.strategy_id) _validate_scoring_config(req.overrides) # 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 overrides = _strip_defaults(req.strategy_id, req.overrides, engine) strategy_config.save_override(_data_dir(request), req.strategy_id, overrides) return {"ok": True} @router.patch("/config") def patch_config(req: SaveConfigRequest, request: Request): engine = _get_engine(request) _get_public_strategy(engine, req.strategy_id) data_dir = _data_dir(request) overrides = strategy_config.load_override(data_dir, req.strategy_id) overrides.update(req.overrides) _validate_scoring_config(overrides) strategy_config.save_override( data_dir, req.strategy_id, _strip_defaults(req.strategy_id, overrides, engine), ) return {"ok": True} def _validate_scoring_config(overrides: dict) -> None: scoring = overrides.get("scoring") if scoring is not None: if not isinstance(scoring, dict): raise HTTPException(status_code=400, detail="评分权重必须是对象") for name, weight in scoring.items(): if not isinstance(name, str) or not name: raise HTTPException(status_code=400, detail="评分因子名称无效") if isinstance(weight, bool) or not isinstance(weight, (int, float)) or not math.isfinite(weight) or weight < 0: raise HTTPException(status_code=400, detail=f"评分因子 {name} 的权重必须是非负数") directions = overrides.get("scoring_directions") if directions is not None: if not isinstance(directions, dict): raise HTTPException(status_code=400, detail="评分方向必须是对象") invalid = [name for name, direction in directions.items() if direction not in SCORING_DIRECTIONS] if invalid: raise HTTPException(status_code=400, detail=f"评分因子 {invalid[0]} 的方向无效") if "scoring_replace" in overrides and not isinstance(overrides["scoring_replace"], bool): raise HTTPException(status_code=400, detail="scoring_replace 必须是布尔值") def _strip_defaults(strategy_id: str, overrides: dict, engine) -> dict: """剥离与策略默认值相同的字段,避免默认值被固化到 override 中。 核心问题: 前端把策略的默认 basic_filter 全量发回后端保存, 导致隐含的默认过滤条件 (如 market_cap_min, amount_min) 被写入 override 文件。 即使前端 UI 不展示这些字段,它们仍会在策略运行时生效。 """ s = engine.get(strategy_id) result = dict(overrides) # 处理 basic_filter: 只保留与策略默认值不同的键 bf = result.get("basic_filter") if bf and isinstance(bf, dict): default_bf = s.basic_filter if s else {} stripped_bf = {} for k, v in bf.items(): default_val = default_bf.get(k) # 保留与默认值不同的键,以及没有默认值的键 if k not in default_bf or v != default_val: stripped_bf[k] = v if stripped_bf: result["basic_filter"] = stripped_bf else: del result["basic_filter"] return result @router.delete("/config/{strategy_id}") def reset_config(strategy_id: str, request: Request): _get_public_strategy(_get_engine(request), strategy_id) strategy_config.delete_override(_data_dir(request), strategy_id) return {"ok": True} # ── AI 生成 ─────────────────────────────────────────────────────────── class BuildRequest(BaseModel): """两步策略构建请求""" step: int # 1 / 2 # step1 字段 name: str = "" description: str = "" direction: str = "long" rules: str = "" strategy_id: str = "" execution_backend: Literal["polars_expr", "matrix_native"] = "polars_expr" # step2 字段 current_code: str = "" instruction: str = "" def _py_string(value: str) -> str: return json.dumps(value, ensure_ascii=False) def _find_meta_dict(code: str) -> ast.Dict: found = find_meta_assignment(code) if found is None: raise ValueError("找不到 META 字典") return found[1] def _set_meta_string_field(block: str, field: str, value: str) -> str: pattern = re.compile( rf"(?m)^(\s*[\"']{re.escape(field)}[\"']\s*:\s*)([\"'])(?:\\.|[^\n\\])*?\2" ) next_block, count = pattern.subn( lambda m: f"{m.group(1)}{_py_string(value)}", block, count=1, ) if count: return next_block lines = block.splitlines(keepends=True) key_indent = None for line in lines: m = re.match(r"^(\s*)[\"'][^\"']+[\"']\s*:", line) if m: key_indent = m.group(1) break if key_indent is None: first_indent = re.match(r"^(\s*)", lines[0] if lines else "") key_indent = (first_indent.group(1) if first_indent else "") + " " insert_at = len(lines) for i in range(len(lines) - 1, -1, -1): if lines[i].lstrip().startswith("}"): insert_at = i break for i in range(insert_at - 1, -1, -1): if not lines[i].strip(): continue body = lines[i].rstrip("\r\n") if body.rstrip() and not body.rstrip().endswith((",", "{")): newline = lines[i][len(body):] lines[i] = body.rstrip() + "," + newline break lines.insert(insert_at, f'{key_indent}"{field}": {_py_string(value)},\n') return "".join(lines) def _normalize_strategy_meta(code: str, strategy_id: str, name: str | None = None, description: str | None = None) -> str: """Force persisted strategy identity to match the caller-owned identity.""" found = find_meta_assignment(code) if found is None: raise ValueError("找不到 META 字典") target, meta_node = found if target.id != "META": lines = code.splitlines(keepends=True) index = target.lineno - 1 raw_line = lines[index].encode("utf-8") lines[index] = ( raw_line[:target.col_offset] + b"META" + raw_line[target.end_col_offset:] ).decode("utf-8") code = "".join(lines) meta_node = _find_meta_dict(code) lines = code.splitlines(keepends=True) start = meta_node.lineno - 1 end = meta_node.end_lineno or meta_node.lineno block = "".join(lines[start:end]) fields = {"id": strategy_id} if name: fields["name"] = name if description: fields["description"] = description for field, value in fields.items(): block = _set_meta_string_field(block, field, value) lines[start:end] = block.splitlines(keepends=True) return "".join(lines) def _normalize_build_result(result: dict, strategy_id: str, name: str = "", description: str = "") -> dict: if not result.get("valid") or not strategy_id: return result try: code = _normalize_strategy_meta( result.get("code", ""), strategy_id, name.strip() or None, description.strip() or None, ) return {**result, "code": code, "meta": AIStrategyGenerator._extract_meta(code)} except Exception as e: return {**result, "valid": False, "error": f"规范化 META 失败: {e}"} def _validate_strategy_id(strategy_id: str) -> str: sid = (strategy_id or "").strip() if not re.fullmatch(r"[A-Za-z0-9_-]+", sid): raise ValueError("strategy_id 仅允许字母、数字、下划线、短横线") return sid def _target_dir(data_dir: Path, source: str) -> Path: if source not in {"ai", "custom", "composite"}: raise ValueError("target_source 必须是 ai、custom 或 composite") return data_dir / "strategies" / source def _prepare_strategy_code(req: StrategyCodeValidateRequest | StrategyCodeSaveRequest) -> dict: sid = _validate_strategy_id(req.strategy_id) if req.strategy_id else "" code = req.code if sid: current_meta = AIStrategyGenerator._extract_meta(code) needs_normalize = ( current_meta.get("id") != sid or bool(req.name.strip()) or bool(req.description.strip()) ) if needs_normalize: code = _normalize_strategy_meta( code, sid, req.name.strip() or None, req.description.strip() or None, ) # 安全校验始终执行 (此前 strict 字段可被客户端设 false 绕过, 已移除) AIStrategyGenerator._validate_safety(code) meta = AIStrategyGenerator._extract_meta(code) AIStrategyGenerator._validate_meta_semantics(code, meta) return {"code": code, "meta": meta} def _restore_strategy_file(path: Path, previous_code: str | None) -> None: if previous_code is None: path.unlink(missing_ok=True) else: path.write_text(previous_code, encoding="utf-8") def _save_strategy_code(req: StrategyCodeSaveRequest, request: Request, *, legacy_ai_path: bool = False) -> dict: sid = _validate_strategy_id(req.strategy_id) if legacy_ai_path: if not (sid.startswith("ai_") or sid.startswith("custom_")): raise ValueError("策略 ID 必须以 ai_ 或 custom_ 开头") engine = _get_engine(request) data_dir = _data_dir(request) existing: StrategyDef | None = None try: existing = engine.get(sid) except ValueError: existing = None if not legacy_ai_path and req.mode == "create": if req.target_source == "ai" and not sid.startswith("ai_"): raise ValueError("AI 策略 ID 必须以 ai_ 开头") if req.target_source == "custom" and not sid.startswith("custom_"): raise ValueError("自定义策略 ID 必须以 custom_ 开头") if legacy_ai_path: out_dir = _target_dir(data_dir, "ai") out_dir.mkdir(parents=True, exist_ok=True) path = out_dir / f"{sid}.py" expected_source = "ai" elif req.mode == "update": if existing is None: raise ValueError(f"策略 {sid} 不存在") if existing.source == "builtin": raise ValueError("内置策略不可覆盖,请另存为自定义策略") path = existing.file_path expected_source = existing.source else: if existing is not None: raise ValueError(f"策略 {sid} 已存在,请改用修改模式或换一个策略 ID") source_dir = "ai" if legacy_ai_path else req.target_source out_dir = _target_dir(data_dir, source_dir) out_dir.mkdir(parents=True, exist_ok=True) path = out_dir / f"{sid}.py" expected_source = "ai" if legacy_ai_path else req.target_source if path is None: raise ValueError("策略源文件不存在") path.parent.mkdir(parents=True, exist_ok=True) prepared = _prepare_strategy_code(req) previous_code = path.read_text(encoding="utf-8") if path.exists() else None path.write_text(prepared["code"], encoding="utf-8") try: engine.reload() loaded = engine.get(sid) if loaded.file_path is None or loaded.file_path.resolve() != path.resolve(): raise ValueError("策略加载到了非预期文件,请检查是否存在重复 strategy_id") if loaded.source != expected_source: raise ValueError(f"策略来源异常: 期望 {expected_source}, 实际 {loaded.source}") # 自定义信号存在性校验: REQUIRED_FEATURES 里 csg_ 列必须已有定义, # 否则运行必报缺列错。早失败并恢复文件, 提示用户先创建信号。 missing = _missing_custom_signals(data_dir, loaded.required_features) if missing: raise ValueError( "策略引用了未定义的自定义信号: " + ", ".join(sorted(missing)) + " — 请先在「自定义信号」管理中创建对应信号后再保存" ) except Exception as e: _restore_strategy_file(path, previous_code) engine.reload() raise ValueError(f"策略保存失败: {e}") from e _invalidate_strategy_runtime(request) return { "ok": True, "strategy_id": sid, "source": expected_source, "path": str(path), "meta": prepared["meta"], } @router.get("/ai/status") def ai_status(request: Request): """Check whether the selected AI provider is configured.""" from app import secrets_store from app.services.ai_provider import ai_configured, current_ai_model, current_ai_provider has_key = bool(secrets_store.get_ai_key()) model = current_ai_model() provider = current_ai_provider() return { "configured": ai_configured(provider) and bool(model or provider == "codex_cli"), "has_key": has_key, "has_model": bool(model), "provider": provider, } @router.get("/{strategy_id}/source") def get_strategy_source(strategy_id: str, request: Request): """获取策略源文件内容(用于 AI 修改)""" # 先查 StrategyEngine 获取文件路径 engine = _get_engine(request) s = _get_public_strategy(engine, strategy_id) path = s.file_path if not path or not path.exists(): raise HTTPException(status_code=404, detail="策略源文件不存在") return {"code": path.read_text(encoding="utf-8"), "source": s.source} @router.post("/ai/test") async def ai_test(request: Request): """Send a small prompt through the selected AI provider.""" from app.services.ai_provider import current_ai_model, current_ai_provider, generate_ai_text try: text = await generate_ai_text( [{"role": "user", "content": "Reply exactly: OK"}], temperature=0, max_tokens=8, timeout=15, ) return {"ok": True, "model": current_ai_model() or current_ai_provider(), "response": text[:80]} except Exception as e: return { "ok": False, "error": str(e) or repr(e), "error_type": type(e).__name__, } def _build_prompt(req: BuildRequest) -> str: if req.step == 1: return build_step1( req.name, req.description, req.direction, req.rules, req.strategy_id, req.execution_backend, ) if req.step == 2: return build_step2(req.current_code, req.instruction) raise ValueError(f"无效步骤: {req.step}") @router.post("/build") async def build_strategy(req: BuildRequest, request: Request): """两步策略构建。 step1: name + description + direction + rules → 完整策略 step2: current_code + instruction → 修改任意部分 """ gen = AIStrategyGenerator() try: prompt = _build_prompt(req) result = await gen.generate(prompt) except RuntimeError as e: raise HTTPException(status_code=400, detail=str(e)) from e except ValueError as e: raise HTTPException(status_code=400, detail=str(e)) from e if req.step == 1: result = _normalize_build_result(result, req.strategy_id, req.name, req.description) elif req.strategy_id: result = _normalize_build_result(result, req.strategy_id) return result @router.post("/build/stream") async def build_strategy_stream(req: BuildRequest, request: Request): try: prompt = _build_prompt(req) except ValueError as e: raise HTTPException(status_code=400, detail=str(e)) from e async def event_generator(): gen = AIStrategyGenerator() chunks: list[str] = [] yield json.dumps({"type": "meta", "strategy_id": req.strategy_id, "step": req.step}, ensure_ascii=False) + "\n" try: async for chunk in gen.stream(prompt): chunks.append(chunk) yield json.dumps({"type": "delta", "content": chunk}, ensure_ascii=False) + "\n" result = gen.validate_code("".join(chunks)) if gen.needs_structural_repair(result): result = await gen.repair_code(result["code"], result["error"]) if req.step == 1: result = _normalize_build_result(result, req.strategy_id, req.name, req.description) elif req.strategy_id: result = _normalize_build_result(result, req.strategy_id) yield json.dumps({"type": "result", **result}, ensure_ascii=False) + "\n" except RuntimeError as e: yield json.dumps({"type": "error", "message": str(e)}, ensure_ascii=False) + "\n" except Exception as e: yield json.dumps({"type": "error", "message": f"AI生成失败: {e}"}, ensure_ascii=False) + "\n" return StreamingResponse(event_generator(), media_type="application/x-ndjson") @router.post("/ai/generate") async def ai_generate(req: AIGenerateRequest, request: Request): try: gen = AIStrategyGenerator() result = await gen.generate(req.prompt) except RuntimeError as e: raise HTTPException(status_code=400, detail=str(e)) from e except Exception as e: raise HTTPException(status_code=500, detail=f"AI生成失败: {e}") from e return result @router.post("/code/validate") def validate_strategy_code(req: StrategyCodeValidateRequest, request: Request): try: prepared = _prepare_strategy_code(req) return {"valid": True, "error": None, **prepared} except Exception as e: return {"valid": False, "error": str(e), "code": req.code, "meta": {}} @router.post("/code/save") def save_strategy_code(req: StrategyCodeSaveRequest, request: Request): try: return _save_strategy_code(req, request) except Exception as e: raise HTTPException(status_code=400, detail=str(e)) from e def _render_composite_code( sid: str, name: str, description: str, children: list[dict], merge_mode: str, min_confirm: int, ) -> str: """渲染声明式 composite 策略 .py 文件内容。 composite 不含业务代码, 仅通过 META.children 引用子策略 + EXECUTION_BACKEND 声明。 权重固化在 META; merge_mode/min_confirm 作为 params(可经 override 轻量调整)。 """ import json as _json children_json = ",\n ".join( _json.dumps({"strategy_id": c["strategy_id"], "weight": c["weight"]}, ensure_ascii=False) for c in children ) safe_name = name or sid return f'''"""叠加策略 {sid}(自动生成, 请勿手改业务逻辑)。""" META = {{ "id": {sid!r}, "name": {safe_name!r}, "description": {description!r}, "asset_types": ["stock"], "timeframes": ["1d"], "params": [ {{"id": "merge_mode", "label": "合并模式", "type": "select", "options": ["union", "intersect"], "default": {merge_mode!r}}}, {{"id": "min_confirm", "label": "交集最少确认数", "type": "int", "default": {int(min_confirm)!r}, "min": 0}}, ], "scoring": {{}}, "order_by": "score", "descending": True, "limit": 100, "children": [ {children_json} ], }} EXECUTION_BACKEND = "composite" ''' def _save_composite_strategy(req: StrategyCompositeSaveRequest, request: Request) -> dict: """保存叠加策略: 渲染声明式 .py → 写盘 → reload → 校验。""" sid = _validate_strategy_id(req.strategy_id) if not sid.startswith("composite_"): raise ValueError("叠加策略 ID 必须以 composite_ 开头") engine = _get_engine(request) data_dir = _data_dir(request) existing: StrategyDef | None = None try: existing = engine.get(sid) except ValueError: existing = None if req.mode == "create": if existing is not None: raise ValueError(f"策略 {sid} 已存在,请改用修改模式或换一个策略 ID") else: # update if existing is None: raise ValueError(f"策略 {sid} 不存在") if existing.source == "builtin": raise ValueError("内置策略不可覆盖") # 只允许覆盖 composite 策略(防止把普通策略覆盖成 composite) if existing.execution_backend != "composite": raise ValueError("目标策略不是叠加策略,无法以叠加模式覆盖") if not req.children: raise ValueError("叠加策略至少需要一个子策略") children = [{"strategy_id": c.strategy_id, "weight": c.weight} for c in req.children] # 子策略存在性预检(给出清晰错误, 而非等到 reload 后孤儿移除的笼统报错)。 for c in children: try: child_def = _get_public_strategy(engine, c["strategy_id"]) except HTTPException as exc: raise ValueError(f"子策略 {c['strategy_id']!r} 不存在") from exc if child_def.execution_backend == "composite": raise ValueError(f"子策略 {c['strategy_id']!r} 也是叠加策略; 首版禁止嵌套叠加") code = _render_composite_code( sid, req.name, req.description, children, req.merge_mode, req.min_confirm ) out_dir = _target_dir(data_dir, "composite") out_dir.mkdir(parents=True, exist_ok=True) path = out_dir / f"{sid}.py" previous_code = path.read_text(encoding="utf-8") if path.exists() else None path.write_text(code, encoding="utf-8") try: engine.reload() loaded = engine.get(sid) if loaded.file_path is None or loaded.file_path.resolve() != path.resolve(): raise ValueError("策略加载到了非预期文件,请检查是否存在重复 strategy_id") if loaded.source != "composite": raise ValueError(f"策略来源异常: 期望 composite, 实际 {loaded.source}") if loaded.execution_backend != "composite": raise ValueError("策略后端异常: 期望 composite") except Exception as e: _restore_strategy_file(path, previous_code) engine.reload() raise ValueError(f"叠加策略保存失败: {e}") from e _invalidate_strategy_runtime(request) return { "ok": True, "strategy_id": sid, "source": "composite", "path": str(path), } @router.post("/composite/save") def save_composite_strategy(req: StrategyCompositeSaveRequest, request: Request): try: return _save_composite_strategy(req, request) except Exception as e: raise HTTPException(status_code=400, detail=str(e)) from e @router.post("/ai/save") async def ai_save(req: AISaveRequest, request: Request): try: save_req = StrategyCodeSaveRequest( code=req.code, strategy_id=req.strategy_id, target_source="ai", mode="create", name=req.name, description=req.description, strict=True, ) result = _save_strategy_code(save_req, request, legacy_ai_path=True) return {"ok": True, "path": result["path"]} except Exception as e: raise HTTPException(status_code=400, detail=str(e)) from e @router.delete("/{strategy_id}") def delete_strategy(strategy_id: str, request: Request): """删除自定义策略 — 清除源文件、运行时注册和关联状态。内置策略不可删除。""" engine = _get_engine(request) try: s = engine.get(strategy_id) except ValueError as e: raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在") from e if s.source == "builtin": raise HTTPException(status_code=403, detail="内置策略不可删除") # 删除被引用的子策略会令叠加策略加载失败; 删除前 fail-closed 阻止。 dependents = engine.find_dependents(strategy_id) if dependents: raise HTTPException( status_code=409, detail=f"该策略被叠加策略 {dependents} 引用,请先解除引用后再删除", ) path = s.file_path data_dir = _data_dir(request) if path is None or s.source not in {"custom", "ai", "composite"}: raise HTTPException(status_code=400, detail="策略源文件路径无效, 无法删除") try: allowed_dir = (data_dir / "strategies" / s.source).resolve() resolved_path = path.resolve() except (OSError, RuntimeError) as e: raise HTTPException(status_code=409, detail=f"无法访问策略文件: {e}") from e if not resolved_path.is_relative_to(allowed_dir): raise HTTPException(status_code=400, detail="策略源文件不在用户策略目录, 拒绝删除") try: resolved_path.unlink(missing_ok=True) except OSError as e: reason = e.strerror or str(e) raise HTTPException( status_code=409, detail=( f"无法删除策略文件 {resolved_path.name}: {reason}。" "请确认数据目录可写; Docker 部署请检查数据卷不是只读挂载。" ), ) from e # 删除只影响当前策略, 全量 reload 会让其他损坏或重复 ID 的文件阻塞本次删除。 engine.unregister(strategy_id) warnings = _cleanup_deleted_strategy(request, strategy_id) return {"ok": True, "warnings": warnings} # ── 监控 ───────────────────────────────────────────────────────────── # 注: 策略监控已统一迁移到 MonitorRuleEngine (监控通知页), 旧的 start/stop/status # 路由已移除。StrategyMonitorService 类保留 (其 _check_signals 被 MonitorRuleEngine 复用)。 # ── 热重载 ─────────────────────────────────────────────────────────── @router.post("/reload") def reload_strategies(request: Request): engine = _get_engine(request) try: engine.reload() except ValueError as e: raise HTTPException(status_code=400, detail=str(e)) from e _invalidate_strategy_runtime(request) return {"ok": True, "count": len(engine.list_strategies())}