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后端 - 新增 services/regime_builder.py:5 档日级市场状态分级(strong/lean_strong/range/lean_weak/weak) - 新增 api/regime.py:5 个 regime 查询接口 - daily_pipeline 接入 regime 构建(step 2.6,soft-fail + 双检测自愈) - 回测 strategy.py 新增 regime_filter 过滤:采用 T-1 防未来函数,仅作用于入场信号 在 composite / matrix_native / prepared 三处注入 entry_time_mask - backtest API 透传 regime_filter(REST + SSE);_make_job_key 纳入 regime_filter 以隔离缓存 - 兼容 _RepoStub 测试夹具(store 属性缺失场景) 前端 - 新增 Regime 页面、路由、导航入口、api 类型与 queryKeys - 叠加策略回测页新增 regime 过滤器控件 测试 - 新增 tests/test_regime_builder.py(18 项),覆盖分级逻辑、T-1 防未来函数、空值降级、三处 mask 注入 - 全量后端测试 582 passed;前端 pnpm build 通过;git diff --check 无空白错误
148 lines
4.5 KiB
Python
148 lines
4.5 KiB
Python
"""市场环境(regime) API — 时序查询 + 手动重算。
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装配逻辑在 app.services.regime_builder(纯函数), API 层薄壳 + TTL 缓存。
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"""
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from __future__ import annotations
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import threading
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import time
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from datetime import date
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from typing import Any
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from fastapi import APIRouter, Query, Request
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from app.services import regime_builder
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router = APIRouter(prefix="/api/regime", tags=["regime"])
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_CACHE_TTL = 5.0
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_cache: dict[str, Any] | None = None
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_cache_ts: float = 0.0
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_cache_lock = threading.Lock()
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def invalidate_regime_cache() -> None:
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"""清空 regime 查询缓存。批算/重算后调用。"""
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global _cache, _cache_ts
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with _cache_lock:
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_cache = None
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_cache_ts = 0.0
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def _data_dir(request: Request) -> Any:
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return request.app.state.repo.store.data_dir
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def _df_to_records(df) -> list[dict]:
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"""polars DataFrame → JSON 安全的 list[dict](date 转 ISO 字符串)。"""
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if df is None or df.is_empty():
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return []
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records = []
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for r in df.to_dicts():
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if "date" in r and r["date"] is not None:
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r["date"] = str(r["date"])
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records.append(r)
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return records
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@router.get("/history")
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def regime_history(
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request: Request,
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start: date | None = Query(None),
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end: date | None = Query(None),
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limit: int = Query(120, ge=1, le=1000),
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):
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"""历史环境时序(含状态/指标)。默认最近 N 天。"""
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global _cache, _cache_ts
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cache_key = f"hist|{start}|{end}|{limit}"
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with _cache_lock:
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if (
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_cache is not None
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and _cache.get("key") == cache_key
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and (time.time() - _cache_ts) < _CACHE_TTL
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):
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return _cache["data"]
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df = regime_builder.load_regime_history(_data_dir(request))
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if df.is_empty():
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result: dict = {"rows": [], "total": 0}
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else:
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if start:
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df = df.filter(pl_col_date(df, ">=", start))
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if end:
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df = df.filter(pl_col_date(df, "<=", end))
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df = df.sort("date", descending=True).head(limit).sort("date")
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rows = _df_to_records(df)
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result = {"rows": rows, "total": len(rows)}
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with _cache_lock:
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_cache = {"key": cache_key, "data": result}
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_cache_ts = time.time()
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return result
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def pl_col_date(df, op: str, value: date):
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"""polars 日期过滤辅助(避免重复 import)。"""
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import polars as pl
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col = pl.col("date")
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return col >= value if op == ">=" else col <= value
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@router.get("/latest")
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def regime_latest(request: Request):
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"""最新一日环境(轻量)。"""
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df = regime_builder.load_regime_history(_data_dir(request))
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if df.is_empty():
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return {"row": None}
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latest = df.sort("date", descending=True).head(1)
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rows = _df_to_records(latest)
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return {"row": rows[0] if rows else None}
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@router.get("/states")
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def regime_states(
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request: Request,
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days: int = Query(60, ge=1, le=1000),
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):
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"""状态分布统计(各状态天数/占比)。"""
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df = regime_builder.load_regime_history(_data_dir(request))
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if df.is_empty():
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return {"distribution": [], "days": 0}
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df = df.sort("date", descending=True).head(days)
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total = df.height
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counts = df.group_by("state").len().sort("len", descending=True)
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distribution = [
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{
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"state": r["state"],
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"label": regime_builder.STATE_LABELS.get(r["state"], r["state"]),
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"count": r["len"],
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"pct": round(r["len"] / total * 100, 1) if total else 0,
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}
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for r in counts.to_dicts()
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]
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return {"distribution": distribution, "days": total}
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@router.get("/coverage")
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def regime_coverage(request: Request):
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"""regime 数据覆盖元信息(供数据画像)。"""
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return regime_builder.get_regime_coverage(_data_dir(request))
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@router.post("/recompute")
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def regime_recompute(request: Request, start: date | None = None, end: date | None = None):
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"""手动触发重算(全量或指定区间)。管理员操作。"""
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repo = request.app.state.repo
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data_dir = _data_dir(request)
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end = end or date.today()
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if start is None:
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# 全量: 从 enriched 最早日算到今天
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new_rows = regime_builder.compute_regime_incremental(repo, data_dir, today=end)
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else:
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new_rows = regime_builder.run_regime_batch(repo, start=start, end=end)
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if not new_rows.is_empty():
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regime_builder.upsert_regime_history(data_dir, new_rows)
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invalidate_regime_cache()
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return {"ok": True, "computed": new_rows.height if not new_rows.is_empty() else 0}
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