dekun
264 lines
10 KiB
Python
264 lines
10 KiB
Python
"""中控振幅统计 API."""
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from __future__ import annotations
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from typing import Any, Optional
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from fastapi import APIRouter, HTTPException, Query
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from fastapi.responses import Response
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from pydantic import BaseModel, Field
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from amp_stats_store import delete_history, get_history, list_history, save_history
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from lib.hub.amp_stats_lib import (
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build_export_csv,
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compute_amp_stats,
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export_filename,
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normalize_straddle_premium,
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normalize_take_profit,
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normalize_weekend_filter,
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reframe_amp_stats,
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rows_page,
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)
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class PerpHedgeBody(BaseModel):
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spot: Optional[float] = None
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target_profit_u: Optional[float] = None
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perp_leverage: Optional[float] = None
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option_leverage: Optional[float] = None
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ratio_perp: float = 1.0
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ratio_opt: float = 2.0
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ct_mult: float = 0.01
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class ComputeBody(BaseModel):
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symbol: str = "eth"
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start_hour: int = 16
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period: str = "2m"
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custom_days: Optional[int] = None
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straddle_premium: Optional[float] = None
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take_profit: Optional[float] = None
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weekend_filter: str = "all"
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perp_hedge: Optional[PerpHedgeBody] = None
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page: int = 1
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page_size: int = 20
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class SaveBody(BaseModel):
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result: dict[str, Any] = Field(default_factory=dict)
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class ReframeBody(BaseModel):
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"""已有日表上改周末/权利金/止盈/永期参数(不拉 K 线)."""
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rows_all: list[dict[str, Any]] = Field(default_factory=list)
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symbol: str = "eth"
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start_hour: int = 16
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period: str = "2m"
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sample_days: int = 60
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straddle_premium: Optional[float] = None
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take_profit: Optional[float] = None
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weekend_filter: str = "all"
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perp_hedge: Optional[PerpHedgeBody] = None
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price_source: str = ""
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inst_id: str = ""
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page: int = 1
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page_size: int = 20
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def _hedge_dict(body_hedge: Optional[PerpHedgeBody]) -> Optional[dict[str, Any]]:
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if body_hedge is None:
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return None
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return body_hedge.model_dump()
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def create_amp_stats_router() -> APIRouter:
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router = APIRouter(prefix="/api/amp-stats", tags=["amp-stats"])
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@router.get("/meta")
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def api_meta():
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return {
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"ok": True,
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"exchange": "okx",
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"symbols": [
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{"key": "eth", "label": "ETH"},
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{"key": "btc", "label": "BTC"},
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],
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"end_hour": 16,
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"start_hours": list(range(24)),
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"periods": [
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{"key": "1m", "label": "1个月"},
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{"key": "2m", "label": "2个月"},
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{"key": "3m", "label": "3个月"},
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{"key": "6m", "label": "半年"},
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{"key": "1y", "label": "1年"},
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{"key": "custom", "label": "自定义"},
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],
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"weekend_filters": [
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{"key": "all", "label": "全部"},
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{"key": "exclude", "label": "排除周末"},
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{"key": "only", "label": "仅周末"},
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],
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"default_period": "2m",
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"default_weekend_filter": "all",
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"timeframe": "1H",
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"metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
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"straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
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"perp_hedge_note": "永期对冲:永续多1币+买期权;比例默认1:2;达标与组合盈亏见文档",
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}
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@router.post("/compute")
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def api_compute(body: ComputeBody):
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try:
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result = compute_amp_stats(
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symbol=body.symbol,
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start_hour=body.start_hour,
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period=body.period,
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custom_days=body.custom_days,
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straddle_premium=body.straddle_premium,
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take_profit=body.take_profit,
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weekend_filter=body.weekend_filter,
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perp_hedge=_hedge_dict(body.perp_hedge),
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)
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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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except Exception as exc:
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raise HTTPException(status_code=502, detail=str(exc)) from exc
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page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
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return {
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"ok": True,
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"result": result,
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"page": page,
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}
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@router.post("/reframe")
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def api_reframe(body: ReframeBody):
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rows_all = body.rows_all or []
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if not rows_all:
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raise HTTPException(status_code=400, detail="无日表可重算")
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try:
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result = reframe_amp_stats(
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rows_all=rows_all,
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symbol=body.symbol,
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start_hour=body.start_hour,
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period=body.period,
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sample_days=body.sample_days,
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straddle_premium=body.straddle_premium,
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take_profit=body.take_profit,
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weekend_filter=body.weekend_filter,
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perp_hedge=_hedge_dict(body.perp_hedge),
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price_source=body.price_source,
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inst_id=body.inst_id,
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)
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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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page = rows_page(result.get("rows") or [], page=body.page, page_size=body.page_size)
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return {"ok": True, "result": result, "page": page}
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@router.get("/history")
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def api_history(symbol: str = "", limit: int = 50):
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return {"ok": True, "items": list_history(symbol=symbol, limit=limit)}
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@router.post("/history")
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def api_history_save(body: SaveBody):
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payload = body.result if isinstance(body.result, dict) else {}
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if not payload.get("rows") and not payload.get("rows_all") and not payload.get("summary"):
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raise HTTPException(status_code=400, detail="无可保存的结果")
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item = save_history(payload)
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return {"ok": True, "item": item}
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@router.get("/history/{item_id}")
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def api_history_detail(item_id: str):
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item = get_history(item_id)
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if not item:
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raise HTTPException(status_code=404, detail="历史不存在")
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return {"ok": True, "item": item}
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@router.delete("/history/{item_id}")
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def api_history_delete(item_id: str):
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if not delete_history(item_id):
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raise HTTPException(status_code=404, detail="历史不存在")
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return {"ok": True}
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@router.get("/export")
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def api_export(
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history_id: str = Query(default=""),
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symbol: str = Query(default="eth"),
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start_hour: int = Query(default=16),
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period: str = Query(default="2m"),
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custom_days: Optional[int] = Query(default=None),
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straddle_premium: Optional[float] = Query(default=None),
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take_profit: Optional[float] = Query(default=None),
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weekend_filter: str = Query(default="all"),
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hedge_spot: Optional[float] = Query(default=None),
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hedge_target: Optional[float] = Query(default=None),
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hedge_perp_lev: Optional[float] = Query(default=None),
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hedge_opt_lev: Optional[float] = Query(default=None),
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hedge_ratio_perp: float = Query(default=1.0),
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hedge_ratio_opt: float = Query(default=2.0),
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hedge_ct_mult: float = Query(default=0.01),
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):
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hedge_q = {
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"spot": hedge_spot,
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"target_profit_u": hedge_target,
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"perp_leverage": hedge_perp_lev,
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"option_leverage": hedge_opt_lev,
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"ratio_perp": hedge_ratio_perp,
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"ratio_opt": hedge_ratio_opt,
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"ct_mult": hedge_ct_mult,
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}
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if (history_id or "").strip():
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item = get_history(history_id.strip())
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if not item:
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raise HTTPException(status_code=404, detail="历史不存在")
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rows_all = item.get("rows_all") or item.get("rows") or []
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item_hedge = item.get("perp_hedge") if isinstance(item.get("perp_hedge"), dict) else None
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use_hedge = hedge_q if hedge_spot is not None else item_hedge
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try:
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payload = reframe_amp_stats(
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rows_all=rows_all,
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symbol=item.get("symbol") or symbol,
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start_hour=int(item.get("start_hour") if item.get("start_hour") is not None else start_hour),
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period=str(item.get("period") or period),
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sample_days=int(item.get("sample_days_requested") or 60),
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straddle_premium=straddle_premium
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if straddle_premium is not None
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else item.get("straddle_premium"),
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take_profit=take_profit if take_profit is not None else item.get("take_profit"),
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weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
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perp_hedge=use_hedge,
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price_source=str(item.get("price_source") or ""),
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inst_id=str(item.get("inst_id") or ""),
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missing=item.get("missing_days") or [],
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)
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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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else:
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try:
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# validate enums early
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normalize_weekend_filter(weekend_filter)
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normalize_straddle_premium(straddle_premium)
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normalize_take_profit(take_profit)
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payload = compute_amp_stats(
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symbol=symbol,
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start_hour=start_hour,
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period=period,
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custom_days=custom_days,
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straddle_premium=straddle_premium,
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take_profit=take_profit,
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weekend_filter=weekend_filter,
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perp_hedge=hedge_q,
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)
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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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except Exception as exc:
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raise HTTPException(status_code=502, detail=str(exc)) from exc
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csv_text = build_export_csv(payload)
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name = export_filename(payload)
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return Response(
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content=csv_text.encode("utf-8"),
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media_type="text/csv; charset=utf-8",
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headers={"Content-Disposition": f'attachment; filename="{name}"'},
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)
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return router
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