Implement P1 local matcher/ledger and P2 strategy engine.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-24 17:03:46 +08:00
parent 0fca5f025e
commit 51b8bb8f8a
30 changed files with 2086 additions and 150 deletions
@@ -0,0 +1,75 @@
+from __future__ import annotations
+
+from typing import Annotated
+
+from fastapi import APIRouter, Depends
+from pydantic import BaseModel, Field
+
+from ..config import get_settings
+from ..models.db import get_db
+from ..sim.ledger import Ledger
+from .auth import require_user
+
+router = APIRouter(prefix="/api/settings", tags=["settings"])
+
+KEYS = ("fee_rate", "exit_move_points", "rest_seconds", "max_rounds", "initial_equity")
+
+
+class StrategySettingsBody(BaseModel):
+    fee_rate: float | None = Field(default=None, ge=0, le=0.05)
+    exit_move_points: float | None = Field(default=None, ge=1, le=500)
+    rest_seconds: int | None = Field(default=None, ge=0, le=3600)
+    max_rounds: int | None = Field(default=None, ge=1, le=20)
+    initial_equity: float | None = Field(default=None, ge=1000)
+
+
+@router.get("/strategy")
+async def get_strategy_settings(_user: Annotated[str, Depends(require_user)]) -> dict:
+    db = get_db()
+    s = get_settings()
+    out = {
+        "fee_rate": float(db.get_setting("fee_rate", str(s.fee_rate)) or s.fee_rate),
+        "exit_move_points": float(
+            db.get_setting("exit_move_points", str(s.exit_move_points)) or s.exit_move_points
+        ),
+        "rest_seconds": int(
+            float(db.get_setting("rest_seconds", str(s.rest_seconds)) or s.rest_seconds)
+        ),
+        "max_rounds": int(
+            float(db.get_setting("max_rounds", str(s.max_rounds)) or s.max_rounds)
+        ),
+        "initial_equity": float(
+            db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
+        ),
+        "ledger": Ledger(db).snapshot(),
+    }
+    return out
+
+
+@router.put("/strategy")
+async def put_strategy_settings(
+    body: StrategySettingsBody,
+    _user: Annotated[str, Depends(require_user)],
+) -> dict:
+    db = get_db()
+    data = body.model_dump(exclude_none=True)
+    for k, v in data.items():
+        if k in KEYS:
+            db.set_setting(k, str(v))
+    s = get_settings()
+    return {
+        "fee_rate": float(db.get_setting("fee_rate", str(s.fee_rate)) or s.fee_rate),
+        "exit_move_points": float(
+            db.get_setting("exit_move_points", str(s.exit_move_points)) or s.exit_move_points
+        ),
+        "rest_seconds": int(
+            float(db.get_setting("rest_seconds", str(s.rest_seconds)) or s.rest_seconds)
+        ),
+        "max_rounds": int(
+            float(db.get_setting("max_rounds", str(s.max_rounds)) or s.max_rounds)
+        ),
+        "initial_equity": float(
+            db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
+        ),
+        "ledger": Ledger(db).snapshot(),
+    }