Files
tick-stock-panel/backend/app/api/regime.py
T
shy3130 4ee55e40c6 feat(regime): 新增市场状态识别系统并接入叠加策略回测过滤器
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
2026-08-02 12:05:20 +08:00

148 lines
4.5 KiB
Python

"""市场环境(regime) API — 时序查询 + 手动重算。
装配逻辑在 app.services.regime_builder(纯函数), API 层薄壳 + TTL 缓存。
"""
from __future__ import annotations
import threading
import time
from datetime import date
from typing import Any
from fastapi import APIRouter, Query, Request
from app.services import regime_builder
router = APIRouter(prefix="/api/regime", tags=["regime"])
_CACHE_TTL = 5.0
_cache: dict[str, Any] | None = None
_cache_ts: float = 0.0
_cache_lock = threading.Lock()
def invalidate_regime_cache() -> None:
"""清空 regime 查询缓存。批算/重算后调用。"""
global _cache, _cache_ts
with _cache_lock:
_cache = None
_cache_ts = 0.0
def _data_dir(request: Request) -> Any:
return request.app.state.repo.store.data_dir
def _df_to_records(df) -> list[dict]:
"""polars DataFrame → JSON 安全的 list[dict](date 转 ISO 字符串)。"""
if df is None or df.is_empty():
return []
records = []
for r in df.to_dicts():
if "date" in r and r["date"] is not None:
r["date"] = str(r["date"])
records.append(r)
return records
@router.get("/history")
def regime_history(
request: Request,
start: date | None = Query(None),
end: date | None = Query(None),
limit: int = Query(120, ge=1, le=1000),
):
"""历史环境时序(含状态/指标)。默认最近 N 天。"""
global _cache, _cache_ts
cache_key = f"hist|{start}|{end}|{limit}"
with _cache_lock:
if (
_cache is not None
and _cache.get("key") == cache_key
and (time.time() - _cache_ts) < _CACHE_TTL
):
return _cache["data"]
df = regime_builder.load_regime_history(_data_dir(request))
if df.is_empty():
result: dict = {"rows": [], "total": 0}
else:
if start:
df = df.filter(pl_col_date(df, ">=", start))
if end:
df = df.filter(pl_col_date(df, "<=", end))
df = df.sort("date", descending=True).head(limit).sort("date")
rows = _df_to_records(df)
result = {"rows": rows, "total": len(rows)}
with _cache_lock:
_cache = {"key": cache_key, "data": result}
_cache_ts = time.time()
return result
def pl_col_date(df, op: str, value: date):
"""polars 日期过滤辅助(避免重复 import)。"""
import polars as pl
col = pl.col("date")
return col >= value if op == ">=" else col <= value
@router.get("/latest")
def regime_latest(request: Request):
"""最新一日环境(轻量)。"""
df = regime_builder.load_regime_history(_data_dir(request))
if df.is_empty():
return {"row": None}
latest = df.sort("date", descending=True).head(1)
rows = _df_to_records(latest)
return {"row": rows[0] if rows else None}
@router.get("/states")
def regime_states(
request: Request,
days: int = Query(60, ge=1, le=1000),
):
"""状态分布统计(各状态天数/占比)。"""
df = regime_builder.load_regime_history(_data_dir(request))
if df.is_empty():
return {"distribution": [], "days": 0}
df = df.sort("date", descending=True).head(days)
total = df.height
counts = df.group_by("state").len().sort("len", descending=True)
distribution = [
{
"state": r["state"],
"label": regime_builder.STATE_LABELS.get(r["state"], r["state"]),
"count": r["len"],
"pct": round(r["len"] / total * 100, 1) if total else 0,
}
for r in counts.to_dicts()
]
return {"distribution": distribution, "days": total}
@router.get("/coverage")
def regime_coverage(request: Request):
"""regime 数据覆盖元信息(供数据画像)。"""
return regime_builder.get_regime_coverage(_data_dir(request))
@router.post("/recompute")
def regime_recompute(request: Request, start: date | None = None, end: date | None = None):
"""手动触发重算(全量或指定区间)。管理员操作。"""
repo = request.app.state.repo
data_dir = _data_dir(request)
end = end or date.today()
if start is None:
# 全量: 从 enriched 最早日算到今天
new_rows = regime_builder.compute_regime_incremental(repo, data_dir, today=end)
else:
new_rows = regime_builder.run_regime_batch(repo, start=start, end=end)
if not new_rows.is_empty():
regime_builder.upsert_regime_history(data_dir, new_rows)
invalidate_regime_cache()
return {"ok": True, "computed": new_rows.height if not new_rows.is_empty() else 0}