Simon
9d25d466e5
- StrategyDefinition：universe/factors/selection/rebalance/costs/portfolio +
price_adjustment（除 period 外完整策略定义）；to_research_spec(period) 展开为标准 Spec
- strategy 表（migration e1f2a3b4c5d6，MySQL 已应用；name 唯一）+ StrategyRepository
- /api/strategies：POST/GET/DELETE + POST /{id}/expand（period+initial_capital → ResearchSpec）
- tests/test_strategies.py（repo CRUD/同名/expand、API CRUD/400/404）；全量 pytest 通过
81 lines
2.8 KiB
Python
81 lines
2.8 KiB
Python
"""策略 API（M8.3）：/api/strategies CRUD + 展开为 ResearchSpec。
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POST /api/strategies 保存策略（name 唯一）
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GET /api/strategies 列表
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GET /api/strategies/{id}
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DELETE /api/strategies/{id}
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POST /api/strategies/{id}/expand body: {period:[start,end], initial_capital?} → ResearchSpec
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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 fastapi import APIRouter, HTTPException
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from pydantic import BaseModel, Field
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from app.api.deps import DbSession, StrategyRepoDep
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from app.application.services.job_executor import new_id
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from app.domain.entities.research import ResearchSpec
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from app.domain.entities.strategy import StrategyDefinition
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router = APIRouter(prefix="/strategies", tags=["strategies"])
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class ExpandRequest(BaseModel):
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period: tuple[date, date]
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initial_capital: float = Field(default=1_000_000.0, gt=0)
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@router.post("", response_model=StrategyDefinition, summary="保存策略")
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def create_strategy(
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definition: StrategyDefinition,
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strategy_repo: StrategyRepoDep,
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session: DbSession,
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) -> StrategyDefinition:
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try:
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saved = strategy_repo.save(definition.model_copy(update={"id": new_id("STG")}))
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session.commit()
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return saved
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc)) from exc
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@router.get("", response_model=list[StrategyDefinition], summary="策略列表")
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def list_strategies(strategy_repo: StrategyRepoDep) -> list[StrategyDefinition]:
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return strategy_repo.list()
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@router.get("/{strategy_id}", response_model=StrategyDefinition, summary="读取策略")
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def get_strategy(strategy_id: str, strategy_repo: StrategyRepoDep) -> StrategyDefinition:
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row = strategy_repo.get(strategy_id)
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if row is None:
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raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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return row
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@router.delete("/{strategy_id}", summary="删除策略")
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def delete_strategy(
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strategy_id: str,
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strategy_repo: StrategyRepoDep,
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session: DbSession,
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) -> dict:
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if not strategy_repo.delete(strategy_id):
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raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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session.commit()
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return {"deleted": strategy_id}
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@router.post("/{strategy_id}/expand", response_model=ResearchSpec, summary="展开为研究 Spec")
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def expand_strategy(
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strategy_id: str,
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req: ExpandRequest,
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strategy_repo: StrategyRepoDep,
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) -> ResearchSpec:
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row = strategy_repo.get(strategy_id)
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if row is None:
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raise HTTPException(status_code=404, detail=f"策略 {strategy_id} 不存在")
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if req.period[0] >= req.period[1]:
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raise HTTPException(status_code=400, detail="period 必须满足 start < end")
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return row.to_research_spec(period=req.period, initial_capital=req.initial_capital)
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