88 lines
2.1 KiB
Python
88 lines
2.1 KiB
Python
"""Pydantic DTO —— 这就是 OpenAPI 契约（前端据此生成类型化客户端）。
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契约先于业务锁定：字段一旦定下，前端可并行开发，后端实现改动不影响前端。
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"""
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from __future__ import annotations
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from datetime import datetime
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from pydantic import BaseModel, Field
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# ---------- Candle ----------
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class CandleOut(BaseModel):
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ts: datetime
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open: float
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high: float
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low: float
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close: float
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volume: float
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model_config = {"from_attributes": True}
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# ---------- Backtest ----------
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class BacktestRequest(BaseModel):
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symbol: str = "DEMO"
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timeframe: str = "1d"
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strategy: str = "macd_cross" # macd_cross | ma_cross | single_ma
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params: dict[str, float] = Field(default_factory=dict) # 各策略参数
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initial_cash: float = 1000000.0
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fast_mode: bool = False # True => 关闭 T+1/费用，交互试探
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start: datetime | None = None
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end: datetime | None = None
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class SignalOut(BaseModel):
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ts: datetime
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side: str # "buy" | "sell"
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price: float
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qty: float
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class EquityPoint(BaseModel):
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ts: datetime
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value: float
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class IndicatorOut(BaseModel):
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strategy: str
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data: dict[str, list[float | None]] = {} # 列名 -> 序列（MACD: macd/signal/hist；均线: fast/slow 或 ma）
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class MetricsOut(BaseModel):
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total_return: float
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max_drawdown: float
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sharpe: float
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volatility: float
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num_trades: int = 0
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win_rate: float = 0.0
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class BacktestResponse(BaseModel):
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symbol: str
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timeframe: str
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strategy: str
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candles: list[CandleOut]
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indicators: IndicatorOut
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signals: list[SignalOut]
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equity: list[EquityPoint]
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metrics: MetricsOut
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final_cash: float
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final_position: float
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initial_cash: float
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class SyncRequest(BaseModel):
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symbol: str
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start: str | None = None # YYYYMMDD
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end: str | None = None
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source: str = "auto" # auto | tushare | akshare
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force: bool = False # True => 忽略缓存重新拉取
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class SyncResponse(BaseModel):
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symbol: str
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bars: int
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source: str
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