dekun
176 lines
7.0 KiB
Python
176 lines
7.0 KiB
Python
"""数据库连接与初始化"""
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import os
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from pathlib import Path
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from sqlalchemy import create_engine, text
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from sqlalchemy.orm import sessionmaker, declarative_base
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# 数据库文件路径
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BASE_DIR = Path(__file__).resolve().parent.parent
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DB_PATH = BASE_DIR / "data" / "pretrade.db"
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DB_PATH.parent.mkdir(parents=True, exist_ok=True)
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DATABASE_URL = f"sqlite:///{DB_PATH}"
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engine = create_engine(
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DATABASE_URL,
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connect_args={"check_same_thread": False},
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)
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SessionLocal = sessionmaker(autocommit=False, autoflush=False, bind=engine)
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Base = declarative_base()
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def get_db():
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"""FastAPI 依赖：获取数据库会话"""
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db = SessionLocal()
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try:
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yield db
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finally:
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db.close()
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def init_database():
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"""执行建表 SQL 并写入默认数据"""
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from app.models import MarketRegime, Account, Strategy, RegimeMatch # noqa: F401
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# 建表
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Base.metadata.create_all(bind=engine)
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# 若已有数据则跳过初始化
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db = SessionLocal()
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try:
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if db.query(MarketRegime).count() > 0:
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return
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_seed_default_data(db)
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finally:
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db.close()
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def _seed_default_data(db):
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"""写入默认大盘阶段、账户、策略及匹配规则"""
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from app.models import MarketRegime, Account, Strategy, RegimeMatch
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# ── 大盘阶段（8 个固定） ──
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regimes = [
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MarketRegime(name="上涨初期", trade_type="顺势", allow_direction="做多", remark="顺势做多，禁止做空"),
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MarketRegime(name="上涨中期", trade_type="顺势", allow_direction="做多", remark="顺势做多，禁止做空"),
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MarketRegime(name="上涨末期", trade_type="反转", allow_direction="做空", remark="反转做空"),
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MarketRegime(name="宽幅震荡", trade_type="观望", allow_direction="禁止", remark="观望，禁止交易"),
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MarketRegime(name="宽幅震荡末期", trade_type="反转", allow_direction="多空均可", remark="反转交易（收敛突破）"),
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MarketRegime(name="下跌初期", trade_type="顺势", allow_direction="做空", remark="顺势做空，禁止做多"),
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MarketRegime(name="下跌中期", trade_type="顺势", allow_direction="做空", remark="顺势做空，禁止做多"),
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MarketRegime(name="下跌末期", trade_type="反转", allow_direction="做多", remark="反转做多"),
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]
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db.add_all(regimes)
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db.flush()
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regime_map = {r.name: r.id for r in regimes}
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# ── 账户（默认本金 100U） ──
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accounts = [
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Account(account_name="账户1-斐波回调", total_capital=100, trade_cycle="4H/1H", risk_ratio="5%~10%", remark="斐波回调专用"),
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Account(account_name="账户2-箱体突破", total_capital=100, trade_cycle="日内", risk_ratio="0.5%~1%", remark="箱体顺势突破专用"),
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Account(account_name="账户3-收敛突破", total_capital=100, trade_cycle="日内", risk_ratio="0.5%~1%", remark="收敛结构突破专用"),
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Account(account_name="账户4-手工主观", total_capital=100, trade_cycle="灵活", risk_ratio="2%", remark="手工主观策略专用"),
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]
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db.add_all(accounts)
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db.flush()
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acc_map = {a.account_name: a.id for a in accounts}
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# ── 策略（4 个内置） ──
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strategies = [
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Strategy(
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strategy_name="斐波回调",
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fit_cycle="4H/1H",
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fit_trend_strength="弱",
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trade_type="顺势",
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strategy_rule=(
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"入场：仅 0.618 / 0.786\n"
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"适用：通道式上涨/下跌\n"
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"适用：弱趋势\n"
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"周期：4H/1H\n"
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"注意：点位、触碰次数、突破条件均由人工手动筛选输入"
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),
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),
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Strategy(
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strategy_name="箱体顺势突破",
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fit_cycle="日内(5分钟K线)",
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fit_trend_strength="强",
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trade_type="顺势",
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strategy_rule=(
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"箱体时长要求：≥4小时（48根5分钟K线），优先8小时以上\n"
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"成立条件：人工手动判断触碰上下沿次数、顺势/逆势箱体、突破确认条件\n"
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"系统不校验，仅展示该策略可用\n"
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"适用：强趋势顺势阶段"
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),
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),
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Strategy(
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strategy_name="收敛结构突破",
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fit_cycle="日内",
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fit_trend_strength="强",
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trade_type="反转",
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strategy_rule=(
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"适用：宽幅震荡末期收敛三角\n"
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"人工确认结构，系统仅匹配可用\n"
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"注意：结构细节、突破条件均由人工手动确认"
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),
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),
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Strategy(
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strategy_name="手工主观",
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fit_cycle="灵活",
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fit_trend_strength="全部",
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trade_type="全部",
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strategy_rule="全场景人工自主判断，系统仅做前置匹配",
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),
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]
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db.add_all(strategies)
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db.flush()
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strat_map = {s.strategy_name: s.id for s in strategies}
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# ── 匹配绑定规则 ──
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cycles = ["日线", "4H", "1H"]
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matches = []
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# 顺势阶段（上涨初/中期、下跌初/中期）：强→箱体，弱→斐波
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shunshi_regimes = ["上涨初期", "上涨中期", "下跌初期", "下跌中期"]
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for rname in shunshi_regimes:
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rid = regime_map[rname]
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for cycle in cycles:
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matches.append(RegimeMatch(
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market_regime_id=rid, market_cycle=cycle, trend_strength="强",
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account_id=acc_map["账户2-箱体突破"], strategy_id=strat_map["箱体顺势突破"],
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))
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matches.append(RegimeMatch(
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market_regime_id=rid, market_cycle=cycle, trend_strength="弱",
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account_id=acc_map["账户1-斐波回调"], strategy_id=strat_map["斐波回调"],
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))
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# 反转阶段（上涨末期、下跌末期）：手工主观
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fanzhuan_regimes = ["上涨末期", "下跌末期"]
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for rname in fanzhuan_regimes:
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rid = regime_map[rname]
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for cycle in cycles:
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for strength in ["强", "弱"]:
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matches.append(RegimeMatch(
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market_regime_id=rid, market_cycle=cycle, trend_strength=strength,
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account_id=acc_map["账户4-手工主观"], strategy_id=strat_map["手工主观"],
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))
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# 宽幅震荡末期：收敛突破
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rid = regime_map["宽幅震荡末期"]
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for cycle in cycles:
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for strength in ["强", "弱"]:
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matches.append(RegimeMatch(
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market_regime_id=rid, market_cycle=cycle, trend_strength=strength,
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account_id=acc_map["账户3-收敛突破"], strategy_id=strat_map["收敛结构突破"],
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))
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# 宽幅震荡：不写入匹配（系统自动禁用）
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db.add_all(matches)
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db.commit()
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