Simon
995ed08548
- domain/entities/chart.py：ChartResult/OHLC/Volume/Series/EventMarker/ChartMetadata
（adjust_mode + execution_price_basis 口径元数据）+ SelectionHit
- application/services/chart_service.py：个股 K线/量/MA 指标；显示层 qfq/hfq 折算
（基于主口径 none 行情 × adjust_factor，绝回写研究数据）；回测个股视图把实际成交
转 fills 标记并在显示口径不同时做坐标换算（v3 §20.3/§20.5）
- by-symbol 历史查询：SignalRepository/SelectionRepository.list_by_symbol（含溯源 id）
- api/charts.py：/stocks/{symbol}/chart|signals|selections、/backtests/{id}/stocks/{symbol}/chart
|trades|positions
- tests/test_charts.py（指标/qfq-hfq 折算断言/回测 fills/API 集成+404）；全量 pytest 通过
131 lines
4.8 KiB
Python
131 lines
4.8 KiB
Python
"""Chart API（v3 §20.2）：统一可视化数据只读接口。
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- GET /api/stocks/{symbol}/chart?start&end&adjust K 线 + 量 + 指标（显示层折算）
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- GET /api/stocks/{symbol}/signals 该股历史信号（markers）
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- GET /api/stocks/{symbol}/selections 该股历史选股命中（markers）
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- GET /api/backtests/{experiment_id}/stocks/{symbol}/chart 回测个股：K 线 + 实际成交 fills
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- GET /api/backtests/{experiment_id}/trades|positions 回测成交/持仓展开
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"""
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from __future__ import annotations
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from datetime import date
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from typing import Annotated
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from fastapi import APIRouter, HTTPException, Query
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from app.api.deps import (
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ChartServiceDep,
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ExperimentRepoDep,
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SelectionRepoDep,
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SignalRepoDep,
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)
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from app.domain.entities.chart import ChartResult, EventMarker, SelectionHit
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from app.domain.entities.research import BacktestResult
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from app.domain.entities.signal import SignalHit
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router = APIRouter(tags=["charts"])
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_AdjustQuery = Annotated[str, Query(pattern="^(none|qfq|hfq)$")]
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_StartQuery = Annotated[date | None, Query(description="开始日期（默认 2024-01-01）")]
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_EndQuery = Annotated[date | None, Query(description="结束日期（默认今天）")]
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def _signal_markers(hits: list[SignalHit]) -> list[EventMarker]:
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kind_map = {"BUY": "signal_buy", "SELL": "signal_sell", "WATCH": "signal_watch"}
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return [
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EventMarker(
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time=h.signal_date,
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kind=kind_map.get(h.signal_type, "signal_watch"),
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symbol="",
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price=h.price,
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score=h.score,
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text=h.trigger_reason,
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ref_id=h.signal_id,
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)
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for h in hits
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]
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def _selection_markers(hits: list[SelectionHit]) -> list[EventMarker]:
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return [
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EventMarker(
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time=h.as_of,
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kind="selection",
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symbol=h.symbol,
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score=h.score,
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text=[f"rank #{h.rank}"] + h.selection_reason,
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ref_id=h.selection_id,
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)
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for h in hits
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]
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@router.get("/stocks/{symbol}/chart", response_model=ChartResult, summary="个股 K 线图数据")
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def stock_chart(
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symbol: str,
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service: ChartServiceDep,
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start: _StartQuery = None,
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end: _EndQuery = None,
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adjust: _AdjustQuery = "none",
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) -> ChartResult:
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start = start or date(2024, 1, 1)
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end = end or date.today()
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if service.stock(symbol) is None:
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raise HTTPException(status_code=404, detail=f"未找到股票 {symbol}")
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return service.stock_chart(symbol, start, end, adjust)
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@router.get("/stocks/{symbol}/signals", response_model=list[EventMarker], summary="该股历史信号")
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def symbol_signals(symbol: str, signal_repo: SignalRepoDep) -> list[EventMarker]:
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return _signal_markers(signal_repo.list_by_symbol(symbol))
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@router.get("/stocks/{symbol}/selections", response_model=list[EventMarker], summary="该股历史选股命中")
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def symbol_selections(symbol: str, selection_repo: SelectionRepoDep) -> list[EventMarker]:
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return _selection_markers(selection_repo.list_by_symbol(symbol))
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@router.get(
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"/backtests/{experiment_id}/stocks/{symbol}/chart",
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response_model=ChartResult,
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summary="回测个股图（K 线 + 实际成交 fills）",
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)
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def backtest_stock_chart(
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experiment_id: str,
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symbol: str,
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service: ChartServiceDep,
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experiment_repo: ExperimentRepoDep,
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start: _StartQuery = None,
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end: _EndQuery = None,
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adjust: _AdjustQuery = "none",
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) -> ChartResult:
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start = start or date(2024, 1, 1)
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end = end or date.today()
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exp = experiment_repo.get(experiment_id)
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if exp is None:
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raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
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try:
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result = BacktestResult.model_validate_json(exp.result_json)
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except Exception as exc: # noqa: BLE001
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raise HTTPException(status_code=400, detail=f"{experiment_id} 不是 backtest 结果") from exc
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return service.backtest_stock_chart(result, symbol, start, end, adjust)
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@router.get("/backtests/{experiment_id}/trades", summary="回测成交明细")
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def backtest_trades(experiment_id: str, experiment_repo: ExperimentRepoDep):
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exp = experiment_repo.get(experiment_id)
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if exp is None:
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raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
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result = BacktestResult.model_validate_json(exp.result_json)
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return result.trades
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@router.get("/backtests/{experiment_id}/positions", summary="回测持仓明细")
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def backtest_positions(experiment_id: str, experiment_repo: ExperimentRepoDep):
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exp = experiment_repo.get(experiment_id)
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if exp is None:
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raise HTTPException(status_code=404, detail=f"Experiment {experiment_id} 不存在")
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result = BacktestResult.model_validate_json(exp.result_json)
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return result.positions
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