mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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shy3130
e0cd625ef4
- 因子平台: /factors 一级页(检验/因子库/编辑器/组合/挖掘), DSL 公式因子(25 算子点选、双语字段、我的因子模板、脏公式守卫), 版本与生命周期, 自动挖掘 L1 统计筛选 - 因子↔策略四条桥: 触发器 Zap 快建因子条件信号、因子一键生成排名策略、自定义信号 AI 提示词接入因子分组、策略回测因子归因(胜/败单入场信号日因子均值, 独立 tab, 双语因子名) - 回测: 统计卡新增盈亏比(≥1 红/<1 绿), 蒙卡回撤合并为中位/95% 双值卡(自适应字号), 高级设置基础过滤与策略编辑器参数对齐(5 组区间) - 信号库独立页 /signals(原设置 tab 迁出), 持仓提醒入导航; 挖掘并入因子页第 5 tab, /mining 旧链接重定向 - 研究线配套: 因子目录 61→77(评分/矩阵双内核), stats_v2(Newey-West/BH-FDR/DSR), enriched 管道与异动/报价服务配套调整 - 文档: README 导航与特性表、features.md 因子平台章节、操作说明书 9.2、factor-platform-plan 执行状态与 §5、二开文档桥接说明; 交流与支持节改版 - 版本 0.2.2 → 0.2.3; 后端全量 1625 passed(1 例环境性跳过), 前端 build 通过
531 lines
21 KiB
Python
531 lines
21 KiB
Python
"""FastAPI 入口。"""
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from __future__ import annotations
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import logging
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import sys
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from contextlib import asynccontextmanager
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from pathlib import Path
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from fastapi import FastAPI, Request
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from fastapi.middleware.cors import CORSMiddleware
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from fastapi.responses import FileResponse, JSONResponse
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from fastapi.staticfiles import StaticFiles
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from app import __version__
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from app.api import (
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abnormal,
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alerts,
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analysis,
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backtest,
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data,
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ext_data,
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factors,
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financials,
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indices,
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intraday,
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kline,
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lots,
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market_recap,
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mining,
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monitor_rules,
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overview,
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pipeline,
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regime,
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rps,
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screener,
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signals,
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stock_analysis,
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strategy,
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watchlist,
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)
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from app.api import auth as auth_api
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from app.api import settings as settings_api
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from app.api.routes import router as core_router
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from app.config import settings
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from app.enriched_generation import EnrichedGenerationUnavailableError
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from app.extensions.loader import (
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configure_backend_extensions,
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current_extension_context,
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start_backend_extensions,
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)
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from app.jobs import daily_pipeline
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from app.services.matrix_prewarm_owner import MatrixCachePrewarmOwner
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from app.services.mining_process_lock import MiningProcessLock
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from app.services.quote_service import QuoteService
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from app.tickflow import client as tf_client
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from app.tickflow.policy import detect_capabilities
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from app.tickflow.repository import DataStore, KlineRepository
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logging.basicConfig(
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level=settings.log_level,
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format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
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)
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logger = logging.getLogger(__name__)
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# 追加文件日志: uvicorn (含 --reload 开发模式) 默认只有 StreamHandler, 同步/管道等
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# 运行时日志仅出现在 dev 终端, 关掉或滚屏后即丢失, 排查「同步后日志没落」时无处可查。
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# 落盘到 data/backend.log 与桌面版 (desktop.py:_setup_logging → desktop.log) 行为对齐,
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# 事后可查。桌面版 (frozen) 已由 desktop.py 写 desktop.log, 此处跳过避免重复落盘。
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# RotatingFileHandler 防止长期运行/频繁 reload 导致文件无限增长。
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if not getattr(sys, "frozen", False):
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try:
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from logging.handlers import RotatingFileHandler
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_log_path = settings.data_dir / "backend.log"
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_log_path.parent.mkdir(parents=True, exist_ok=True)
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_file_handler = RotatingFileHandler(
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_log_path, maxBytes=10 * 1024 * 1024, backupCount=3,
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mode="a", encoding="utf-8", errors="replace",
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)
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_file_handler.setFormatter(
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logging.Formatter("%(asctime)s [%(levelname)s] %(name)s: %(message)s")
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)
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logging.getLogger().addHandler(_file_handler)
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except Exception as _e: # noqa: BLE001
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logger.warning("文件日志初始化失败, 仅输出到终端: %s", _e)
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@asynccontextmanager
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async def _application_lifespan(app: FastAPI):
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logger.info(
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"Tick Stock Panel v%s starting (mode=%s)",
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__version__, tf_client.current_mode(),
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)
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# 首次启动: 若配置了 AUTH_PASSWORD 环境变量且未设过密码, 用它初始化。
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# 公网部署免 SSH 端口转发; 已设过密码则不覆盖 (改密码走 UI)。
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try:
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from app.services import auth as auth_service
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auth_service.bootstrap_from_env()
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except Exception as e: # noqa: BLE001
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logger.warning("auth bootstrap failed: %s", e)
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# 数据层
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store = DataStore()
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repo = KlineRepository(store)
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app.state.datastore = store
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app.state.repo = repo
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# 自定义/复合因子载入注册表 (P3); 单个失败只跳过该因子 (fail-隔离)
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from app.factors.store import load_into_registry
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try:
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loaded_factors = load_into_registry(store.data_dir)
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if loaded_factors:
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logger.info("custom factors loaded: %s", len(loaded_factors))
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except Exception as exc: # noqa: BLE001
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logger.warning("custom factors load failed: %s", exc)
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from app.services.mining_manager import MiningJobManager
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mining_manager = MiningJobManager(store.data_dir)
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recovered_mining_runs = mining_manager.recover_interrupted()
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app.state.mining_manager = mining_manager
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if recovered_mining_runs:
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logger.warning("recovered %d interrupted mining runs", recovered_mining_runs)
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# 在接受回测请求前固定 managed generation，避免首批并发 worker 各自创建版本。
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if settings.backtest_matrix_disk_cache_enabled:
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try:
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repo.get_matrix_data_generation("stock")
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except EnrichedGenerationUnavailableError as exc:
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logger.warning("enriched generation requires a full rebuild: %s", exc)
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# 指标异步预热标志: enriched 缓存在后台线程构建, 完成后置 True
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app.state.indicators_ready = False
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repo._on_warmup_done = lambda: setattr(app.state, "indicators_ready", True) # noqa: SLF001
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# Polars 缓存预热 — enriched 的重计算 (107万行 compute_indicators) 推后台,
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# instruments/index/ETF 仍同步 (毫秒级)。应用立即 ready, 指标算完后自动替换。
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repo.refresh_cache(background=True)
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# 能力探测
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capset = detect_capabilities()
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app.state.capabilities = capset
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logger.info("ready; %d capabilities active", len(capset.all()))
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# 自定义数据源配置(可选): 失败只记录错误, 不影响 TickFlow 基准路径。
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try:
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from app.data_providers import custom as custom_sources
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custom_sources.load_all()
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logger.info("custom data sources loaded: %d", len(custom_sources.list_sources()))
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except Exception as e: # noqa: BLE001
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logger.warning("custom data sources init failed: %s", e)
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# 全局行情服务
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qs = QuoteService()
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app.state.quote_service = qs
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qs.set_repo(repo)
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qs.boot_check()
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# QuoteService 需要访问 strategy_monitor 等单例
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# 先创建 strategy_monitor，再注入 app.state
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from app.strategy.monitor import StrategyMonitorService
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strategy_monitor = StrategyMonitorService()
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app.state.strategy_monitor = strategy_monitor
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qs.set_app_state(app.state)
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# 五档盘口 sealed 服务(真假涨停/跌停, 独立旁路线)
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from app.services.depth_service import DepthService
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depth_service = DepthService()
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depth_service.set_repo(repo)
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depth_service.set_app_state(app.state)
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app.state.depth_service = depth_service
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# 启动调度器(若 enriched 数据为空,首次启动可手动 POST /api/pipeline/run)
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try:
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daily_pipeline.set_app_state(app.state) # 供 depth_finalize job 访问 depth_service
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scheduler = daily_pipeline.start_scheduler(repo, capset)
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app.state.scheduler = scheduler
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except Exception as e: # noqa: BLE001
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logger.warning("scheduler not started: %s", e)
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app.state.scheduler = None
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# depth sealed: 启动补跑(当天文件不存在) + 盘中轮询(有能力时)
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try:
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depth_service.boot_check()
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depth_service.start_polling()
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except Exception as e: # noqa: BLE001
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logger.warning("depth_service init failed: %s", e)
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# 盘中分钟增量刷新 (Expert 专有): 线程常驻, 开关/时段/能力门控在循环内每轮判断
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try:
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from app.services.minute_refresh import MinuteRefreshService
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minute_refresh = MinuteRefreshService(repo)
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minute_refresh.set_app_state(app.state)
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app.state.minute_refresh = minute_refresh
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minute_refresh.start()
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except Exception as e:
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logger.warning("minute_refresh init failed: %s", e)
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# 停机缺口自检: 延迟后台扫描, 发现最近交易日的盘中快照/缺口时自动创建
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# 修复任务 (盘中停机→次日开实时场景, 不修则坏数据被"只刷今天"分支永久留存)
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try:
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import threading
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from app.services.data_integrity import boot_integrity_check
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timer = threading.Timer(30.0, boot_integrity_check, args=(app.state,))
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timer.daemon = True # 不阻塞进程退出
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timer.start()
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except Exception as e: # noqa: BLE001
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logger.warning("integrity boot check scheduling failed: %s", e)
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# 企业微信智能机器人长连接(可选通道, 失败不阻断启动)
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try:
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from app.services.wecom_bot_service import WecomBotService
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wecom_bot_service = WecomBotService()
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wecom_bot_service.set_app_state(app.state)
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app.state.wecom_bot_service = wecom_bot_service
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wecom_bot_service.boot_check()
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except Exception as e: # noqa: BLE001
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logger.warning("wecom_bot_service init failed: %s", e)
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# 内置扩展表 (概念/行业): 先创建 config (含拉取配置), 默认开启定时拉取。
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# 必须在 pull_scheduler.refresh() 之前执行, 否则全新部署时 scheduler 读不到
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# 刚创建的预设, 定时任务不会启动。
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try:
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from app.services.ext_presets import ensure_builtin_presets
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await ensure_builtin_presets(store.data_dir)
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except Exception as e: # noqa: BLE001
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logger.warning("内置扩展表初始化失败 (不影响启动): %s", e)
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# 扩展数据定时拉取: 在预设配置就绪后启动, 自动调度 enabled 的预设。
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from app.services.ext_pull import pull_scheduler
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pull_scheduler.start(store.data_dir)
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pull_scheduler.refresh(store.data_dir)
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app.state.pull_scheduler = pull_scheduler
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# 财务数据 (需 Expert 套餐): 仅初始化调度器供 /api/financials/sync/* 手动同步,
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# 不启动自动调度——用户在「财务分析」页点「同步」手动拉取。
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from app.services.financial_sync import financial_scheduler
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financial_scheduler.start(store.data_dir, capset)
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app.state.financial_scheduler = financial_scheduler
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# 策略引擎
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from app.strategy.engine import StrategyEngine
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from app.strategy import config as strategy_config
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from app.strategy.monitor import StrategyMonitorService
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from app.services.screener import ScreenerService
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_screener_svc = ScreenerService(repo)
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_etf_screener_svc = ScreenerService(repo, asset_type="etf")
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strategy_dirs = [
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Path(__file__).resolve().parent / "strategy" / "builtin",
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store.data_dir / "strategies" / "custom",
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store.data_dir / "strategies" / "ai",
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store.data_dir / "strategies" / "composite",
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]
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strategy_engine = StrategyEngine(
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strategy_dirs=strategy_dirs,
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override_loader=lambda sid: strategy_config.load_override(store.data_dir, sid),
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)
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app.state.strategy_engine = strategy_engine
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logger.info("strategy engine loaded: %d strategies", len(strategy_engine.list_strategies()))
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matrix_prewarm_owner = MatrixCachePrewarmOwner()
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def _schedule_matrix_cache_prewarm() -> None:
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if (
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not settings.backtest_matrix_disk_cache_enabled
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or not settings.backtest_matrix_cache_prewarm
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):
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return
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def _prewarm() -> None:
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from app.backtest.engine import BacktestEngine
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from app.backtest.matrix import MatrixPrewarmCancelledError
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from app.backtest.strategy import prewarm_matrix_cache
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from app.services.heavy_job_limiter import (
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HeavyJobCancelledError,
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shared_heavy_job_limiter,
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)
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try:
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latest = repo.latest_enriched_date("stock")
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if latest is None:
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logger.info("matrix cache prewarm skipped: no stock enriched data")
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return
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with shared_heavy_job_limiter.slot(
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"normal",
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cancel_event=matrix_prewarm_owner.cancel_event,
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):
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result = prewarm_matrix_cache(
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BacktestEngine(repo),
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strategy_engine,
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asset_type="stock",
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latest_date=latest,
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years=settings.backtest_matrix_cache_prewarm_years,
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cancel_event=matrix_prewarm_owner.cancel_event,
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)
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logger.info("matrix cache prewarm done: %s", result)
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except (HeavyJobCancelledError, MatrixPrewarmCancelledError):
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logger.info("matrix cache prewarm cancelled")
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except Exception: # noqa: BLE001
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logger.exception("matrix cache prewarm failed")
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if not matrix_prewarm_owner.schedule(_prewarm):
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logger.info("matrix cache prewarm already running or shutting down, skip")
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repo._on_refresh_done = _schedule_matrix_cache_prewarm # noqa: SLF001
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if repo.enriched_ready:
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_schedule_matrix_cache_prewarm()
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# 通用监控规则引擎: 启动时 reload 规则到内存态 (修复重启后告警失效)
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from app.strategy.monitor import MonitorRuleEngine
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from app.strategy import monitor_rules as mr_store
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from app.services import preferences
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from app.services.sector_monitor import SectorMonitorService
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monitor_engine = MonitorRuleEngine()
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sector_monitor_service = SectorMonitorService(repo)
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monitor_engine.set_strategy_engine(strategy_engine)
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monitor_engine.set_data_dir(store.data_dir)
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monitor_engine.set_sector_monitor_service(sector_monitor_service)
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# 复用 ScreenerService 的历史窗口加载器 (三级缓存, 启动预计算命中 ~0ms),
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# 让声明 filter_history 的策略 (如反包) 也能在实时监控里跑选股 → 盘中触发通知。
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monitor_engine.set_history_loader(_screener_svc._load_enriched_history)
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# ETF 版历史加载器: asset_type=etf 的 strategy 型规则用 (读 kline_etf_enriched)。
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monitor_engine.set_history_loader_etf(_etf_screener_svc._load_enriched_history)
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# 自动迁移: 把旧 strategy_monitor_ids 同步为 type=strategy 规则 (统一到监控页)
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try:
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if preferences.get_strategy_monitor_enabled():
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ids = preferences.get_strategy_monitor_ids()
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if ids:
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names = {s["id"]: s["name"] for s in strategy_engine.list_strategies()}
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mr_store.migrate_strategy_monitors(store.data_dir, ids, names)
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logger.info("strategy monitor migrated: %d strategies", len(ids))
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except Exception as e: # noqa: BLE001
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logger.warning("strategy monitor migration failed: %s", e)
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try:
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rules = mr_store.load_all(store.data_dir)
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monitor_engine.set_rules(rules)
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logger.info("monitor engine loaded: %d rules", monitor_engine.rule_count)
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except Exception as e: # noqa: BLE001
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logger.warning("monitor engine load failed: %s", e)
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app.state.monitor_engine = monitor_engine
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app.state.sector_monitor_service = sector_monitor_service
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# 源码内二次开发启动钩子: 仅暴露稳定只读上下文, 单个扩展失败不影响核心启动。
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extension_registry = app.state.extension_registry
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start_backend_extensions(
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current_extension_context(data_dir=store.data_dir, repository=repo),
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extension_registry,
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)
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try:
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yield
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finally:
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repo._on_refresh_done = None # noqa: SLF001
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if not matrix_prewarm_owner.shutdown(timeout=5.0):
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logger.warning("matrix cache prewarm did not stop within 5 seconds")
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mmanager = getattr(app.state, "mining_manager", None)
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if mmanager:
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mmanager.shutdown()
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if app.state.scheduler:
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app.state.scheduler.shutdown(wait=False)
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ps = getattr(app.state, "pull_scheduler", None)
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if ps:
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ps.stop()
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fsc = getattr(app.state, "financial_scheduler", None)
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if fsc:
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fsc.stop()
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qs = getattr(app.state, "quote_service", None)
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if qs:
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qs.stop()
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dsvc = getattr(app.state, "depth_service", None)
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if dsvc:
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dsvc.stop_polling()
|
|
wbot = getattr(app.state, "wecom_bot_service", None)
|
|
if wbot:
|
|
wbot.stop()
|
|
mrs = getattr(app.state, "minute_refresh", None)
|
|
if mrs:
|
|
mrs.stop()
|
|
logger.info("shutdown")
|
|
|
|
|
|
@asynccontextmanager
|
|
async def lifespan(app: FastAPI):
|
|
mining_process_lock = MiningProcessLock(settings.data_dir)
|
|
mining_process_lock.acquire()
|
|
try:
|
|
async with _application_lifespan(app):
|
|
yield
|
|
finally:
|
|
mining_process_lock.release()
|
|
|
|
|
|
app = FastAPI(
|
|
title="Tick Stock Panel",
|
|
version=__version__,
|
|
description="A 股选股 + 回测面板 — TickFlow 适配",
|
|
lifespan=lifespan,
|
|
)
|
|
|
|
# CORS: 允许局域网访问 (自托管场景, 放开所有来源)
|
|
# 注: allow_credentials=True 与 allow_origins=['*'] 不能共存 (浏览器规范),
|
|
# 本项目认证走 header (API Key), 不依赖 cookie, 故关闭 credentials 换取通配来源。
|
|
app.add_middleware(
|
|
CORSMiddleware,
|
|
allow_origins=["*"],
|
|
allow_credentials=False,
|
|
allow_methods=["*"],
|
|
allow_headers=["*"],
|
|
)
|
|
|
|
|
|
# ================================================================
|
|
# 访问认证中间件
|
|
# ================================================================
|
|
# 拦截所有 /api/ 请求, 三种状态:
|
|
# 1. 未设密码 + 本机/内网 → 放行(让本机用户访问面板 + 调 /api/auth/setup 设密码)
|
|
# 2. 未设密码 + 公网 → 拒绝(403, 防裸奔也防抢占; 引导本机设密码)
|
|
# 3. 已设密码 → 检查 session, 无效则 401(前端跳登录)
|
|
# 白名单: /api/auth/* (设密码/登录本身)、/health 等探活。
|
|
_AUTH_WHITELIST_PREFIX = ("/api/auth/",)
|
|
_AUTH_WHITELIST_EXACT = ("/health", "/api/health", "/openapi.json", "/docs", "/redoc")
|
|
|
|
|
|
@app.middleware("http")
|
|
async def auth_middleware(request: Request, call_next):
|
|
path = request.url.path
|
|
# 仅 /api/ 走认证; 静态资源(前端页面/assets)放行, 由前端处理跳转
|
|
if not path.startswith("/api/"):
|
|
return await call_next(request)
|
|
# 白名单放行(设密码/登录/探活本身不拦)
|
|
if path.startswith(_AUTH_WHITELIST_PREFIX) or path in _AUTH_WHITELIST_EXACT:
|
|
return await call_next(request)
|
|
|
|
from app.services import auth as auth_service
|
|
# 情况 1+2: 未设密码
|
|
if not auth_service.is_configured():
|
|
# 本机/内网 → 放行(服务器主人可访问, 并去 /login 设密码)
|
|
if auth_api._is_local_network(auth_api._client_ip(request)):
|
|
return await call_next(request)
|
|
# 公网 → 拒绝。不裸奔, 也不给公网设密码的机会(防抢占)
|
|
return JSONResponse(
|
|
status_code=403,
|
|
content={
|
|
"detail": "面板尚未初始化访问密码,请通过 SSH/本机浏览器访问以设置密码",
|
|
"code": "NOT_INITIALIZED",
|
|
},
|
|
)
|
|
|
|
# 情况 3: 已设密码, 检查会话
|
|
token = request.cookies.get(auth_api.COOKIE_NAME)
|
|
if token and auth_service.is_valid_session(token):
|
|
return await call_next(request)
|
|
# 未登录: 401(前端跳登录页)
|
|
return JSONResponse(status_code=401, content={"detail": "未登录或会话已过期"})
|
|
|
|
|
|
# 路由
|
|
app.include_router(core_router)
|
|
app.include_router(auth_api.router)
|
|
app.include_router(kline.router)
|
|
app.include_router(watchlist.router)
|
|
app.include_router(screener.router)
|
|
app.include_router(backtest.router)
|
|
app.include_router(factors.router)
|
|
app.include_router(mining.router)
|
|
app.include_router(intraday.router)
|
|
app.include_router(indices.router)
|
|
app.include_router(overview.router)
|
|
app.include_router(abnormal.router)
|
|
app.include_router(regime.router)
|
|
app.include_router(analysis.router)
|
|
app.include_router(pipeline.router)
|
|
app.include_router(data.router)
|
|
app.include_router(ext_data.router)
|
|
app.include_router(financials.router)
|
|
app.include_router(stock_analysis.router)
|
|
app.include_router(market_recap.router)
|
|
app.include_router(settings_api.router)
|
|
app.include_router(strategy.router)
|
|
app.include_router(signals.router)
|
|
app.include_router(monitor_rules.router)
|
|
app.include_router(lots.router)
|
|
app.include_router(alerts.router)
|
|
app.include_router(rps.router)
|
|
|
|
# 二次开发路由与小粒度策略在所有核心路由后注册, 禁止覆盖核心路径。
|
|
extension_registry, extension_load_errors = configure_backend_extensions(app)
|
|
app.state.extension_registry = extension_registry
|
|
app.state.extension_load_errors = extension_load_errors
|
|
|
|
|
|
# 能力门控异常 → 403(而非默认 500)
|
|
# 业务代码用 capset.require(Cap.X) 断言能力,缺失时抛 CapabilityDenied;
|
|
# 若不注册 handler 会冒泡成 500 Internal Server Error,对前端不友好且语义错误。
|
|
from fastapi import Request
|
|
from fastapi.responses import JSONResponse
|
|
from app.tickflow.capabilities import CapabilityDenied
|
|
|
|
|
|
@app.exception_handler(CapabilityDenied)
|
|
async def capability_denied_handler(request: Request, exc: CapabilityDenied) -> JSONResponse:
|
|
return JSONResponse(
|
|
status_code=403,
|
|
content={"detail": str(exc), "suggestion": exc.suggestion},
|
|
)
|
|
|
|
# 生产期静态文件(前端 dist)
|
|
_static = Path(settings.static_dir)
|
|
if _static.exists():
|
|
if (_static / "assets").exists():
|
|
app.mount("/assets", StaticFiles(directory=_static / "assets"), name="assets")
|
|
|
|
@app.get("/{full_path:path}", include_in_schema=False)
|
|
def spa_fallback(full_path: str): # noqa: ARG001
|
|
"""所有未匹配路径回退到 index.html — React Router 接管。
|
|
|
|
index.html 禁止缓存 (Cache-Control: no-store), 确保浏览器每次拿到
|
|
最新版本引用的 JS/CSS 文件名 (assets 带 hash, 可长缓存)。
|
|
"""
|
|
index = _static / "index.html"
|
|
if index.exists():
|
|
return FileResponse(
|
|
index,
|
|
headers={"Cache-Control": "no-store, must-revalidate"},
|
|
)
|
|
return {"error": "frontend not built"}
|