Files
dekun c81ba147cc Replace amp-stats straddle/perp overlays with move-points amplitude ratio.
Input points now drives amplitude hit share; table keeps both-side moves and amp达标.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-28 14:56:48 +08:00

212 lines
7.9 KiB
Python

"""中控振幅统计 API."""
from __future__ import annotations
from typing import Any, Optional
from fastapi import APIRouter, HTTPException, Query
from fastapi.responses import Response
from pydantic import BaseModel, Field
from amp_stats_store import delete_history, get_history, list_history, save_history
from lib.hub.amp_stats_lib import (
build_export_csv,
compute_amp_stats,
export_filename,
normalize_move_points,
normalize_weekend_filter,
reframe_amp_stats,
rows_page,
)
class ComputeBody(BaseModel):
symbol: str = "eth"
start_hour: int = 16
period: str = "2m"
custom_days: Optional[int] = None
move_points: Optional[float] = None
weekend_filter: str = "all"
page: int = 1
page_size: int = 20
class SaveBody(BaseModel):
result: dict[str, Any] = Field(default_factory=dict)
class ReframeBody(BaseModel):
"""已有日表上改周末/波动点数(不拉 K 线)."""
rows_all: list[dict[str, Any]] = Field(default_factory=list)
symbol: str = "eth"
start_hour: int = 16
period: str = "2m"
sample_days: int = 60
move_points: Optional[float] = None
weekend_filter: str = "all"
price_source: str = ""
inst_id: str = ""
page: int = 1
page_size: int = 20
def create_amp_stats_router() -> APIRouter:
router = APIRouter(prefix="/api/amp-stats", tags=["amp-stats"])
@router.get("/meta")
def api_meta():
return {
"ok": True,
"exchange": "okx",
"symbols": [
{"key": "eth", "label": "ETH"},
{"key": "btc", "label": "BTC"},
],
"end_hour": 16,
"start_hours": list(range(24)),
"periods": [
{"key": "1m", "label": "1个月"},
{"key": "2m", "label": "2个月"},
{"key": "3m", "label": "3个月"},
{"key": "6m", "label": "半年"},
{"key": "1y", "label": "1年"},
{"key": "custom", "label": "自定义"},
],
"weekend_filters": [
{"key": "all", "label": "全部"},
{"key": "exclude", "label": "排除周末"},
{"key": "only", "label": "仅周末"},
],
"default_period": "2m",
"default_weekend_filter": "all",
"timeframe": "1H",
"metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
"move_points_note": "填波动点数后统计振幅≥该点数的天数占比;日表显示开→高/开→低两边点数与振幅是否达标",
}
@router.post("/compute")
def api_compute(body: ComputeBody):
try:
result = compute_amp_stats(
symbol=body.symbol,
start_hour=body.start_hour,
period=body.period,
custom_days=body.custom_days,
move_points=body.move_points,
weekend_filter=body.weekend_filter,
)
except ValueError as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
raise HTTPException(status_code=502, detail=str(exc)) from exc
page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
return {
"ok": True,
"result": result,
"page": page,
}
@router.post("/reframe")
def api_reframe(body: ReframeBody):
rows_all = body.rows_all or []
if not rows_all:
raise HTTPException(status_code=400, detail="无日表可重算")
try:
result = reframe_amp_stats(
rows_all=rows_all,
symbol=body.symbol,
start_hour=body.start_hour,
period=body.period,
sample_days=body.sample_days,
move_points=body.move_points,
weekend_filter=body.weekend_filter,
price_source=body.price_source,
inst_id=body.inst_id,
)
except ValueError as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
return {"ok": True, "result": result, "page": page}
@router.get("/history")
def api_history(symbol: str = "", limit: int = 50):
return {"ok": True, "items": list_history(symbol=symbol, limit=limit)}
@router.post("/history")
def api_history_save(body: SaveBody):
payload = body.result if isinstance(body.result, dict) else {}
if not payload.get("rows") and not payload.get("rows_all") and not payload.get("summary"):
raise HTTPException(status_code=400, detail="无可保存的结果")
item = save_history(payload)
return {"ok": True, "item": item}
@router.get("/history/{item_id}")
def api_history_detail(item_id: str):
item = get_history(item_id)
if not item:
raise HTTPException(status_code=404, detail="历史不存在")
return {"ok": True, "item": item}
@router.delete("/history/{item_id}")
def api_history_delete(item_id: str):
if not delete_history(item_id):
raise HTTPException(status_code=404, detail="历史不存在")
return {"ok": True}
@router.get("/export")
def api_export(
history_id: str = Query(default=""),
symbol: str = Query(default="eth"),
start_hour: int = Query(default=16),
period: str = Query(default="2m"),
custom_days: Optional[int] = Query(default=None),
move_points: Optional[float] = Query(default=None),
weekend_filter: str = Query(default="all"),
):
if (history_id or "").strip():
item = get_history(history_id.strip())
if not item:
raise HTTPException(status_code=404, detail="历史不存在")
rows_all = item.get("rows_all") or item.get("rows") or []
use_mp = move_points if move_points is not None else item.get("move_points")
try:
payload = reframe_amp_stats(
rows_all=rows_all,
symbol=item.get("symbol") or symbol,
start_hour=int(item.get("start_hour") if item.get("start_hour") is not None else start_hour),
period=str(item.get("period") or period),
sample_days=int(item.get("sample_days_requested") or 60),
move_points=use_mp,
weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
price_source=str(item.get("price_source") or ""),
inst_id=str(item.get("inst_id") or ""),
missing=item.get("missing_days") or [],
)
except ValueError as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
else:
try:
normalize_weekend_filter(weekend_filter)
normalize_move_points(move_points)
payload = compute_amp_stats(
symbol=symbol,
start_hour=start_hour,
period=period,
custom_days=custom_days,
move_points=move_points,
weekend_filter=weekend_filter,
)
except ValueError as exc:
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
raise HTTPException(status_code=502, detail=str(exc)) from exc
csv_text = build_export_csv(payload)
name = export_filename(payload)
return Response(
content=csv_text.encode("utf-8"),
media_type="text/csv; charset=utf-8",
headers={"Content-Disposition": f'attachment; filename="{name}"'},
)
return router