Files
tick-stock-panel/backend/app/api/strategy.py
T
shy3130 7062dcd94d fix(strategy): AI 生成 META: dict = {...} 时规范化报错「找不到 META 字典」
LLM 常给 META 加类型注解 (ast.AnnAssign 节点), 旧版 _find_meta_dict
只遍历 ast.Assign 漏掉注解形式 → 抛「找不到 META 字典」→ 上层包成
「规范化 META 失败」。校验 (_extract_meta) 与规范化 (_find_meta_dict)
用两套不一致逻辑, 导致「校验通过、规范化失败」。

两个函数统一增加 ast.AnnAssign 分支, 消除不一致。补充 4 个回归测试
覆盖注解形式 (含端到端 _normalize_build_result 路径)。

修复后无论哪台机器、哪个模型生成都不再触发该错误。
2026-07-13 18:39:17 +08:00

732 lines
26 KiB
Python

"""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 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.strategy import config as strategy_config
from app.strategy.ai_generator import AIStrategyGenerator
from app.strategy.engine import StrategyDef, StrategyEngine
from app.strategy.monitor import StrategyMonitorService
from app.strategy.prompt_builder import build_step1, build_step2
router = APIRouter(prefix="/api/strategies", tags=["strategies"])
# ── 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_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 _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 _strategy_detail(s: StrategyDef, overrides: dict | None = None) -> dict:
"""策略详情(含用户覆盖)"""
bf = {**s.basic_filter}
scoring = dict(s.meta.get("scoring", {}))
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"])
if overrides.get("scoring"):
scoring.update(overrides["scoring"])
# 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,
"version": s.meta.get("version", "1.0.0"),
"basic_filter": bf,
"params": s.meta.get("params", []),
"params_defaults": params_defaults,
"scoring": 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,
"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,
"alerts": s.alerts,
"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,
}
# ── Request Models ───────────────────────────────────────────────────
class RunRequest(BaseModel):
strategy_id: str
as_of: date | None = None
pool: list[str] | None = None
params: dict | None = None
class RunAllRequest(BaseModel):
as_of: date | None = None
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 = ""
strict: bool = True
class StrategyCodeSaveRequest(BaseModel):
code: str
strategy_id: str
target_source: Literal["ai", "custom"] = "custom"
mode: Literal["create", "update"] = "create"
name: str = ""
description: str = ""
strict: bool = True
class MonitorStartRequest(BaseModel):
strategy_id: str
# ── 列表 / 详情 ─────────────────────────────────────────────────────
@router.get("")
def list_strategies(request: Request):
engine = _get_engine(request)
data_dir = _data_dir(request)
all_overrides = strategy_config.list_overrides(data_dir)
result = []
for meta in engine.list_strategies():
sid = meta["id"]
s = engine.get(sid)
overrides = all_overrides.get(sid)
result.append(_strategy_detail(s, overrides))
return {"strategies": result}
@router.get("/{strategy_id}")
def get_strategy(strategy_id: str, request: Request):
engine = _get_engine(request)
try:
s = engine.get(strategy_id)
except ValueError as e:
raise HTTPException(status_code=404, detail=str(e)) from e
overrides = strategy_config.load_override(_data_dir(request), strategy_id)
return _strategy_detail(s, overrides or None)
# ── 执行选股 ─────────────────────────────────────────────────────────
@router.post("/run")
def run_strategy(req: RunRequest, request: Request):
engine = _get_engine(request)
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)
as_of = svc.latest_date()
if not as_of:
raise HTTPException(status_code=400, detail="无可用数据日期")
try:
result = engine.run(
req.strategy_id, as_of,
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)
as_of = svc.latest_date()
if not as_of:
return {"as_of": None, "results": {}}
all_overrides = strategy_config.list_overrides(data_dir)
results: dict[str, dict] = {}
for sid, result in engine.run_all(as_of, overrides_map=all_overrides).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)
if not engine.has(req.strategy_id):
raise HTTPException(status_code=404, detail=f"策略 {req.strategy_id} 不存在")
# 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}
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):
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 = ""
# 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:
# 兼容两种 LLM 常见写法:
# META = {...} → ast.Assign
# META: dict = {...} → ast.AnnAssign (类型注解, 合法但旧逻辑漏匹配)
tree = ast.parse(code)
for node in ast.walk(tree):
value = None
if isinstance(node, ast.Assign):
for target in node.targets:
if isinstance(target, ast.Name) and target.id == "META":
value = node.value
break
elif isinstance(node, ast.AnnAssign) and isinstance(node.target, ast.Name) \
and node.target.id == "META":
value = node.value
if value is not None:
if not isinstance(value, ast.Dict):
raise ValueError("META 必须是字面量字典")
return value
raise ValueError("找不到 META 字典")
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."""
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"}:
raise ValueError("target_source 必须是 ai 或 custom")
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,
)
if req.strict:
AIStrategyGenerator._validate_safety(code)
meta = AIStrategyGenerator._extract_meta(code)
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}")
except Exception as e:
_restore_strategy_file(path, previous_code)
engine.reload()
raise ValueError(f"策略保存失败: {e}") from e
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)
try:
s = engine.get(strategy_id)
except ValueError:
raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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)
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 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
@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 .py 文件 + overrides + 热重载。内置策略不可删除。"""
engine = _get_engine(request)
try:
s = engine.get(strategy_id)
except ValueError:
raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
if s.source == "builtin":
raise HTTPException(status_code=403, detail="内置策略不可删除")
# 删除策略文件
if s.file_path and s.file_path.exists():
s.file_path.unlink()
# 删除 overrides
data_dir = _data_dir(request)
override_path = data_dir / "user_data" / "strategy_overrides" / f"{strategy_id}.json"
if override_path.exists():
override_path.unlink()
# 热重载
engine.reload()
return {"ok": True}
# ── 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)
engine.reload()
return {"ok": True, "count": len(engine.list_strategies())}