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https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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shy3130
4696fef959
引入第四种执行后端 composite: 声明式引用多个子策略, 复用现有注册表/缓存/撮合全链路。 核心设计: - 退出采用来源投影(每个子策略 exit 仅在自己持仓窗口生效, 不串平其他子策略仓位) - 评分用标准化排名加权(跨子策略可比, 不依赖 per-strategy 的 min-max 量纲) - 来源归因(entry_signal_code 标记来源子策略) 后端: - engine.py: CompositeSpec 数据模型, 两阶段引用校验(孤儿移除/嵌套禁止/asset_types 子集/≤8 上限), _run_composite_strategy 选股执行, find_dependents 删除防护, override_loader 注入保证子策略与单独跑同口径 - composite.py(新): 选股 merge_results + 回测 merge_signal_matrices 合并器(退出投影/排名融合/归因) - backtest/strategy.py: composite 回测分支(特征计划合并/逐子信号/统一风控/basic_filter/归因) - api/strategy.py: POST /composite/save 端点, _strategy_detail 返回 composite_children(含 name/source), 删除依赖 409 防护 - monitor.py: 实时监控 fail-closed(回退盘后缓存) - walkforward.py: 对 composite 显式中文报错 - worker.py: _strategy_dirs 补 composite 目录(修复回测子进程找不到 composite 的 bug) 前端: - CompositeStrategyDialog(新): 创建/编辑弹窗(自动生成 composite_ ID, 权重归一, 类型标签, 增删子策略) - StrategySettingsDialog: composite 设置面板(子策略增删改/归一/类型标签) - StrategyBacktest: 回测页 composite 适配(分组/参数区/结果区展示子策略构成) - api.ts: 类型扩展(source/backend 加 composite, composite_children 含 name/source) 测试: 36 个 composite 专项测试(加载/选股/回测退出投影/排名/归因/override 透传/API/删除防护), 端到端验证真实内置策略回测通过
1058 lines
38 KiB
Python
1058 lines
38 KiB
Python
"""策略 API 路由 — HTTP 请求 → 调用策略模块 → 返回响应。
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只做胶水，不含业务逻辑。
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"""
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from __future__ import annotations
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import ast
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import json
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import logging
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import math
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import re
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from dataclasses import asdict
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from datetime import date
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from pathlib import Path
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from typing import Literal
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from fastapi import APIRouter, HTTPException, Request
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from fastapi.responses import StreamingResponse
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from pydantic import BaseModel
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from app.backtest.minute_trigger import MINUTE_EXIT_TRIGGER_SIGNALS
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from app.strategy import config as strategy_config
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from app.strategy.ai_generator import AIStrategyGenerator, find_meta_assignment
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from app.strategy.engine import StrategyDef, StrategyEngine
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from app.strategy.monitor import StrategyMonitorService
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from app.strategy.prompt_builder import build_step1, build_step2
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router = APIRouter(prefix="/api/strategies", tags=["strategies"])
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logger = logging.getLogger(__name__)
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# ── Helpers ──────────────────────────────────────────────────────────
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def _get_engine(request: Request) -> StrategyEngine:
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engine = getattr(request.app.state, "strategy_engine", None)
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if not engine:
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raise HTTPException(status_code=503, detail="策略引擎未初始化")
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return engine
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def _get_monitor(request: Request) -> StrategyMonitorService:
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mon = getattr(request.app.state, "strategy_monitor", None)
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if not mon:
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raise HTTPException(status_code=503, detail="策略监控未初始化")
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return mon
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def _data_dir(request: Request) -> Path:
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return request.app.state.repo.store.data_dir
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def _invalidate_strategy_runtime(request: Request) -> None:
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from app.services import strategy_cache
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strategy_cache.clear_cache(_data_dir(request))
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monitor_engine = getattr(request.app.state, "monitor_engine", None)
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if monitor_engine is not None:
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monitor_engine.invalidate_strategy_state()
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def _cleanup_deleted_strategy(request: Request, strategy_id: str) -> list[str]:
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"""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。"""
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from app.services import preferences
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from app.strategy import monitor_rules
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data_dir = _data_dir(request)
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warnings: list[str] = []
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try:
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strategy_config.delete_override(data_dir, strategy_id)
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except Exception as e:
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warnings.append(f"覆盖配置清理失败: {e}")
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try:
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_invalidate_strategy_runtime(request)
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except Exception as e:
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warnings.append(f"运行缓存清理失败: {e}")
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try:
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monitored_ids = preferences.get_strategy_monitor_ids()
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if strategy_id in monitored_ids:
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preferences.set_realtime_monitor_config({
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"strategy_monitor_ids": [sid for sid in monitored_ids if sid != strategy_id],
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})
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except Exception as e:
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warnings.append(f"监控偏好清理失败: {e}")
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try:
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rules_changed = False
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for rule in monitor_rules.load_all(data_dir):
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if (
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rule.get("type") == "strategy"
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and rule.get("strategy_id") == strategy_id
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and rule.get("enabled", True)
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):
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rule = dict(rule)
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rule["enabled"] = False
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monitor_rules.save_one(data_dir, rule)
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rules_changed = True
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monitor_engine = getattr(request.app.state, "monitor_engine", None)
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if rules_changed and monitor_engine is not None:
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monitor_engine.set_rules(monitor_rules.load_all(data_dir))
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except Exception as e:
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warnings.append(f"关联监控清理失败: {e}")
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for warning in warnings:
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logger.warning("delete strategy %s: %s", strategy_id, warning)
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return warnings
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def _safe(result_dict: dict) -> dict:
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rows = result_dict.get("rows", [])
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for r in rows:
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for k, v in list(r.items()):
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if isinstance(v, float) and not math.isfinite(v):
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r[k] = None
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return result_dict
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def _child_meta(engine: StrategyEngine | None, child_id: str) -> dict:
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"""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。"""
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if engine is None:
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return {"name": child_id, "source": "unknown"}
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try:
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child = engine.get(child_id)
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except ValueError:
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return {"name": child_id, "source": "unknown"}
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return {"name": str(child.meta.get("name") or child_id), "source": child.source}
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def _strategy_detail(
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s: StrategyDef,
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overrides: dict | None = None,
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engine: StrategyEngine | None = None,
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) -> dict:
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"""策略详情（含用户覆盖）"""
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bf = {**s.basic_filter}
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scoring = dict(s.meta.get("scoring", {}))
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params_defaults = {p["id"]: p["default"] for p in s.meta.get("params", [])}
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if overrides:
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if overrides.get("basic_filter"):
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bf.update(overrides["basic_filter"])
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if overrides.get("scoring"):
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scoring.update(overrides["scoring"])
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# 用户保存的参数覆盖默认值: 合并进 params_defaults, 前端据此回显
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if overrides.get("params"):
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params_defaults.update(overrides["params"])
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# 名称/描述可被用户覆盖
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name = overrides.get("name", s.meta.get("name", "")) if overrides else s.meta.get("name", "")
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description = overrides.get("description", s.meta.get("description", "")) if overrides else s.meta.get("description", "")
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return {
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"id": s.meta["id"],
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"name": name or s.meta.get("name", ""),
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"description": description or s.meta.get("description", ""),
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"tags": s.meta.get("tags", []),
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"source": s.source,
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"execution_backend": s.execution_backend,
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"asset_types": s.meta.get("asset_types", ["stock"]),
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"timeframes": s.meta.get("timeframes", ["1d"]),
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"version": s.meta.get("version", "1.0.0"),
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"basic_filter": bf,
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"params": s.meta.get("params", []),
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"params_defaults": params_defaults,
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"scoring": scoring,
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"entry_signals": overrides.get("entry_signals", s.entry_signals) if overrides else s.entry_signals,
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"exit_signals": overrides.get("exit_signals", s.exit_signals) if overrides else s.exit_signals,
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"minute_exit_trigger_supported_signals": sorted(MINUTE_EXIT_TRIGGER_SIGNALS),
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"stop_loss": overrides.get("stop_loss", s.stop_loss) if overrides else s.stop_loss,
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"take_profit": getattr(s, "take_profit", None),
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"trailing_stop": getattr(s, "trailing_stop", None),
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"trailing_take_profit_activate": getattr(s, "trailing_take_profit_activate", None),
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"trailing_take_profit_drawdown": getattr(s, "trailing_take_profit_drawdown", None),
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"max_hold_days": overrides.get("max_hold_days", s.max_hold_days) if overrides else s.max_hold_days,
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"alerts": s.alerts,
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"order_by": s.meta.get("order_by", "score"),
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"descending": s.meta.get("descending", True),
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"limit": s.meta.get("limit", 30),
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"display_limit": overrides.get("display_limit") if overrides and "display_limit" in overrides else None,
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# 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。
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"composite_children": (
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[
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{
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"id": c["strategy_id"],
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**_child_meta(engine, c["strategy_id"]),
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"weight": c.get("weight", 1.0),
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}
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for c in (overrides.get("children") if overrides and isinstance(overrides.get("children"), list) else s.meta.get("children", []))
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]
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if s.execution_backend == "composite"
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else None
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),
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}
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# ── Request Models ───────────────────────────────────────────────────
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class RunRequest(BaseModel):
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strategy_id: str
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as_of: date | None = None
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pool: list[str] | None = None
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params: dict | None = None
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asset_type: str = "stock"
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timeframe: str = "1d"
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class RunAllRequest(BaseModel):
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as_of: date | None = None
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asset_type: str = "stock"
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timeframe: str = "1d"
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class SaveConfigRequest(BaseModel):
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strategy_id: str
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overrides: dict
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class AIGenerateRequest(BaseModel):
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prompt: str
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class AISaveRequest(BaseModel):
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code: str
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strategy_id: str
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name: str = ""
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description: str = ""
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class StrategyCodeValidateRequest(BaseModel):
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code: str
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strategy_id: str = ""
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name: str = ""
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description: str = ""
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class StrategyCodeSaveRequest(BaseModel):
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code: str
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strategy_id: str
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target_source: Literal["ai", "custom"] = "custom"
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mode: Literal["create", "update"] = "create"
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name: str = ""
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description: str = ""
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class CompositeChildItem(BaseModel):
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strategy_id: str
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weight: float = 1.0
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class StrategyCompositeSaveRequest(BaseModel):
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strategy_id: str
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name: str = ""
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description: str = ""
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children: list[CompositeChildItem]
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merge_mode: Literal["union", "intersect"] = "union"
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min_confirm: int = 0
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mode: Literal["create", "update"] = "create"
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class MonitorStartRequest(BaseModel):
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strategy_id: str
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# ── 列表 / 详情 ─────────────────────────────────────────────────────
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@router.get("")
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def list_strategies(
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request: Request,
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asset_type: str | None = None,
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timeframe: str | None = None,
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):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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all_overrides = strategy_config.list_overrides(data_dir)
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result = []
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for meta in engine.list_strategies():
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if asset_type and asset_type not in meta.get("asset_types", ["stock"]):
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continue
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if timeframe and timeframe not in meta.get("timeframes", ["1d"]):
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continue
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sid = meta["id"]
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s = engine.get(sid)
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overrides = all_overrides.get(sid)
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result.append(_strategy_detail(s, overrides, engine))
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return {"strategies": result, "load_errors": engine.load_errors()}
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@router.get("/{strategy_id}")
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def get_strategy(strategy_id: str, request: Request):
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engine = _get_engine(request)
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try:
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s = engine.get(strategy_id)
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except ValueError as e:
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raise HTTPException(status_code=404, detail=str(e)) from e
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overrides = strategy_config.load_override(_data_dir(request), strategy_id)
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return _strategy_detail(s, overrides or None, engine)
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# ── 执行选股 ─────────────────────────────────────────────────────────
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@router.post("/run")
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def run_strategy(req: RunRequest, request: Request):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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# 读取用户覆盖配置
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overrides = strategy_config.load_override(data_dir, req.strategy_id)
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params = req.params or {}
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# 合并用户保存的策略参数
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if overrides.get("params"):
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merged = dict(overrides["params"])
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merged.update(params) # 请求里的优先
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params = merged
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# 确定日期
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as_of = req.as_of
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if not as_of:
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type)
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as_of = svc.latest_date()
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if not as_of:
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raise HTTPException(status_code=400, detail="无可用数据日期")
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try:
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type)
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context = svc.build_strategy_context(
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engine,
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as_of,
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[req.strategy_id],
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timeframe=req.timeframe,
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params_map={req.strategy_id: params},
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overrides_map={req.strategy_id: overrides or {}},
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)
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result = engine.run(
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req.strategy_id,
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context,
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pool=req.pool,
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params=params,
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overrides=overrides or None,
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)
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except ValueError as e:
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raise HTTPException(status_code=404, detail=str(e)) from e
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return _safe(asdict(result))
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@router.post("/run-all")
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def run_all(req: RunAllRequest, request: Request):
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engine = _get_engine(request)
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data_dir = _data_dir(request)
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as_of = req.as_of
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if not as_of:
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type)
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as_of = svc.latest_date()
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if not as_of:
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return {"as_of": None, "results": {}}
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all_overrides = strategy_config.list_overrides(data_dir)
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strategy_ids = [
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meta["id"]
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for meta in engine.list_strategies()
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if req.asset_type in meta.get("asset_types", ["stock"])
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and req.timeframe in meta.get("timeframes", ["1d"])
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]
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from app.services.screener import ScreenerService
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svc = ScreenerService(request.app.state.repo, asset_type=req.asset_type)
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params_map = {
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sid: dict((all_overrides.get(sid) or {}).get("params") or {})
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for sid in strategy_ids
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}
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context = svc.build_strategy_context(
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engine,
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as_of,
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strategy_ids,
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timeframe=req.timeframe,
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params_map=params_map,
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overrides_map={sid: all_overrides.get(sid, {}) for sid in strategy_ids},
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)
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results: dict[str, dict] = {}
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for sid, result in engine.run_all(
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context,
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params_map=params_map,
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overrides_map={sid: all_overrides.get(sid, {}) for sid in strategy_ids},
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strategy_ids=strategy_ids,
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).items():
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results[sid] = {"total": result.total, "as_of": str(as_of)}
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return {"as_of": str(as_of), "results": results}
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# ── 配置持久化 ───────────────────────────────────────────────────────
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@router.post("/config")
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def save_config(req: SaveConfigRequest, request: Request):
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engine = _get_engine(request)
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if not engine.has(req.strategy_id):
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raise HTTPException(status_code=404, detail=f"策略 {req.strategy_id} 不存在")
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# 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
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overrides = _strip_defaults(req.strategy_id, req.overrides, engine)
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strategy_config.save_override(_data_dir(request), req.strategy_id, overrides)
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return {"ok": True}
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def _strip_defaults(strategy_id: str, overrides: dict, engine) -> dict:
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"""剥离与策略默认值相同的字段，避免默认值被固化到 override 中。
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核心问题: 前端把策略的默认 basic_filter 全量发回后端保存，
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导致隐含的默认过滤条件 (如 market_cap_min, amount_min) 被写入 override 文件。
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即使前端 UI 不展示这些字段，它们仍会在策略运行时生效。
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|
"""
|
|
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 = ""
|
|
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}")
|
|
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)
|
|
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,
|
|
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:
|
|
if not engine.has(c["strategy_id"]):
|
|
raise ValueError(f"子策略 {c['strategy_id']!r} 不存在")
|
|
try:
|
|
child_def = engine.get(c["strategy_id"])
|
|
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")
|
|
except ValueError:
|
|
raise
|
|
|
|
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())}
|