first commit

backend/app/api.py

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+"""HTTP 路由（OpenAPI 契约的载体）。
+
+  GET  /api/health          健康检查
+  GET  /api/candles/{sym}   取 K 线（支持 1d/1w/1M/1y 周期，日线为基底聚合）
+  POST /api/backtest        跑回测，返回 K线+指标+买卖点+净值+绩效
+"""
+from __future__ import annotations
+
+import json
+
+import pandas as pd
+from fastapi import APIRouter, Depends, HTTPException
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from .backtest.engine import BacktestConfig, run_backtest
+from .backtest.strategies import build_strategy
+from .data import fetcher, repository
+from .data.aggregation import bars_per_year, resample_bars
+from .data.synthetic import seed_if_empty
+from .db import get_session
+from .domain import Bar
+from .models import BacktestRun
+from .schemas import (
+    BacktestRequest,
+    BacktestResponse,
+    CandleOut,
+    EquityPoint,
+    IndicatorOut,
+    MetricsOut,
+    SignalOut,
+    SyncRequest,
+    SyncResponse,
+)
+
+router = APIRouter(prefix="/api")
+
+
+def _series_to_jsonable(s: pd.Series) -> list[float | None]:
+    """NaN -> None（lightweight-charts 的 whitespace data，跳过指标预热期）。"""
+    out: list[float | None] = []
+    for v in s.tolist():
+        if v is None or (isinstance(v, float) and v != v):
+            out.append(None)
+        else:
+            out.append(float(v))
+    return out
+
+
+def _rows_to_bars(rows) -> list[Bar]:
+    return [Bar(ts=r.ts, open=r.open, high=r.high, low=r.low, close=r.close, volume=r.volume) for r in rows]
+
+
+@router.get("/health")
+async def health() -> dict:
+    return {"status": "ok"}
+
+
+@router.get("/candles/{symbol}", response_model=list[CandleOut])
+async def get_candles(
+    symbol: str,
+    timeframe: str = "1d",
+    limit: int = 5000,
+    session: AsyncSession = Depends(get_session),
+) -> list[CandleOut]:
+    await seed_if_empty(session, symbol="DEMO")
+    # 始终以日线为基底，再聚合到目标周期
+    rows = await repository.get_candles(session, symbol, "1d", limit=limit)
+    bars = resample_bars(_rows_to_bars(rows), timeframe)
+    return [CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close, volume=b.volume) for b in bars]
+
+
+@router.post("/data/sync", response_model=SyncResponse)
+async def sync_data(req: SyncRequest, session: AsyncSession = Depends(get_session)) -> SyncResponse:
+    """主动拉取并缓存某标的的日线（Tushare 主 -> AKShare 兜底）。"""
+    try:
+        res = await fetcher.sync_symbol(
+            session, req.symbol, start=req.start, end=req.end, source=req.source, force=req.force
+        )
+        return SyncResponse(**res)
+    except Exception as e:  # noqa: BLE001
+        raise HTTPException(status_code=502, detail=str(e))
+
+
+@router.post("/backtest", response_model=BacktestResponse)
+async def backtest(
+    req: BacktestRequest,
+    session: AsyncSession = Depends(get_session),
+) -> BacktestResponse:
+    await seed_if_empty(session, symbol="DEMO")
+
+    # 非演示标的：首次自动拉取真实数据并缓存
+    if req.symbol != "DEMO" and not await fetcher.is_cached(session, req.symbol):
+        try:
+            await fetcher.sync_symbol(session, req.symbol, source="auto")
+        except Exception as e:  # noqa: BLE001
+            raise HTTPException(status_code=502, detail=f"数据拉取失败: {e}")
+
+    # 日线为基底，聚合到请求周期
+    rows = await repository.get_candles(
+        session, req.symbol, "1d", start=req.start, end=req.end, limit=100000
+    )
+    if not rows:
+        raise HTTPException(status_code=404, detail=f"无数据: symbol={req.symbol}")
+
+    bars = resample_bars(_rows_to_bars(rows), req.timeframe)
+    if len(bars) < 2:
+        raise HTTPException(status_code=400, detail=f"周期 {req.timeframe} 下数据不足，无法回测")
+
+    try:
+        strategy = build_strategy(req.strategy, req.params)
+    except Exception as e:  # noqa: BLE001
+        raise HTTPException(status_code=400, detail=f"策略构建失败: {e}")
+    cfg = BacktestConfig(
+        initial_cash=req.initial_cash,
+        fast_mode=req.fast_mode,
+        bars_per_year=bars_per_year(req.timeframe),
+    )
+    result = run_backtest(bars, strategy, cfg)
+
+    df: pd.DataFrame = result["df"]
+    m = result["metrics"]
+
+    # 记录到回测运行注册表（可复现/可审计的基础）
+    session.add(
+        BacktestRun(
+            symbol=req.symbol,
+            strategy=req.strategy,
+            timeframe=req.timeframe,
+            params_json=json.dumps(req.params, ensure_ascii=False),
+            initial_cash=req.initial_cash,
+            total_return=m["total_return"],
+            max_drawdown=m["max_drawdown"],
+            sharpe=m["sharpe"],
+            num_trades=m["num_trades"],
+        )
+    )
+    await session.commit()
+
+    candles = [
+        CandleOut(ts=r["ts"], open=r["open"], high=r["high"], low=r["low"],
+                  close=r["close"], volume=r["volume"])
+        for _, r in df.iterrows()
+    ]
+    signals = [
+        SignalOut(ts=f.ts, side=f.side.value, price=f.price, qty=f.qty)
+        for f in result["fills"]
+    ]
+    indicators = IndicatorOut(
+        strategy=req.strategy,
+        data={col: _series_to_jsonable(df[col]) for col in result["indicator_cols"]},
+    )
+    equity = [EquityPoint(ts=t.to_pydatetime(), value=float(v))
+              for t, v in result["equity"].items()]
+
+    return BacktestResponse(
+        symbol=req.symbol,
+        timeframe=req.timeframe,
+        strategy=req.strategy,
+        candles=candles,
+        indicators=indicators,
+        signals=signals,
+        equity=equity,
+        metrics=MetricsOut(**m),
+        final_cash=result["final_cash"],
+        final_position=result["final_position"],
+        initial_cash=req.initial_cash,
+    )