dekun
218 lines
7.1 KiB
Python
218 lines
7.1 KiB
Python
from __future__ import annotations
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from typing import Annotated
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from fastapi import APIRouter, Depends, HTTPException
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..env_store import live_ready
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from ..live import get_executor
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from ..market import get_gateway
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from ..models.db import get_db
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from ..sim.ledger import Ledger
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from ..strategy.clock import can_open_new, window_key
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from ..strategy.group import next_group_id
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from .auth import require_user
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router = APIRouter(prefix="/api/sim", tags=["sim"])
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class ManualOpenBody(BaseModel):
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"""可选强制方向；默认按卖一比价自动选。"""
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force_option_side: str | None = Field(default=None, description="call|put")
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@router.get("/ledger")
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async def sim_ledger(_user: Annotated[str, Depends(require_user)]) -> dict:
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return Ledger().snapshot()
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@router.get("/position")
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async def sim_position(_user: Annotated[str, Depends(require_user)]) -> dict:
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m = get_executor()
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return {"position": m.current_position(), "unrealized": m.unrealized()}
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@router.post("/open-group")
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async def sim_open_group(
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_user: Annotated[str, Depends(require_user)],
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body: ManualOpenBody | None = None,
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) -> dict:
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ok, reason = live_ready()
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if not get_settings().is_sim and not ok:
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raise HTTPException(status_code=400, detail=reason)
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from ..strategy import get_engine
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st = get_engine().state()
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if st.get("running"):
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raise HTTPException(
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status_code=409,
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detail="策略自动运行中，禁止手动开仓；请先暂停",
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)
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if not Ledger().get_setting_bool("show_manual_trade_buttons", False):
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raise HTTPException(
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status_code=403,
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detail="未开启「显示手动开仓」；请在策略设置中开启后再用",
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)
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ex = get_executor()
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if ex.has_open_position():
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raise HTTPException(status_code=409, detail="有未平仓，禁止开下一组")
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s = get_settings()
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ledger = Ledger()
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skip_weekends = ledger.get_setting_bool("skip_weekends", s.skip_weekends)
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if not can_open_new(skip_weekends=skip_weekends):
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raise HTTPException(
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status_code=409,
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detail="周六/周日跳过开仓（上海时区）",
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)
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gw = get_gateway()
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pick = await gw.pick_for_open_async()
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if pick is None:
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raise HTTPException(
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status_code=409,
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detail="无合格期权：请检查剩余时长、ATM开仓偏差(若已开启)与杠杆(现价/卖一)",
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)
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one_expiry = ledger.get_setting_bool("one_expiry_per_day", s.one_expiry_per_day)
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if one_expiry:
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from ..strategy.clock import (
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expiry_blocked_by_one_per_day,
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used_expiry_ymds,
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)
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used = used_expiry_ymds(get_db())
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if expiry_blocked_by_one_per_day(pick.pair.expiry_ymd, used, enabled=True):
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raise HTTPException(
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status_code=409,
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detail=(
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f"每个到期只开一次：已用过 {pick.pair.expiry_ymd}，"
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"请等下一到期日"
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),
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)
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force = (body.force_option_side if body else None) or None
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if force in ("call", "put"):
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option_side = force
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perp_side = "short" if force == "call" else "long"
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bias = "manual_" + force
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option_ask = pick.call_ask if force == "call" else pick.put_ask
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from ..strategy.selection import option_leverage
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min_lev = Ledger().get_setting_float("min_option_leverage", s.min_option_leverage)
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lev = option_leverage(pick.underlying_px, option_ask)
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if lev is None or lev < min_lev:
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raise HTTPException(
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status_code=409,
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detail=f"强制方向杠杆不足: {lev or 0:.1f} < {min_lev:.0f}",
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)
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else:
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option_side = pick.option_side
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perp_side = pick.perp_side
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bias = pick.bias
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option_inst = (
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pick.pair.call_inst_id if option_side == "call" else pick.pair.put_inst_id
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)
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# 强制方向时用该腿卖一估权利金；否则用选向结果
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sizing_ask = float(
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option_ask
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if force in ("call", "put")
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else pick.option_ask
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)
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wkey = window_key()
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db = get_db()
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from ..strategy.open_pipeline import size_and_gate
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prep = size_and_gate(
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index_px=float(pick.underlying_px),
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option_ask=sizing_ask,
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db=db,
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)
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if not prep.ok:
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raise HTTPException(status_code=409, detail=prep.detail)
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count = len(
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db.fetchall("SELECT group_id FROM groups WHERE group_id LIKE ?", (f"G-{wkey}-%",))
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)
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gid = next_group_id(count)
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engine = get_engine()
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async with engine._lock:
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if ex.has_open_position():
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raise HTTPException(status_code=409, detail="有未平仓，禁止开下一组")
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r = ex.open_group(
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group_id=gid,
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bias=bias,
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option_side=option_side,
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perp_side=perp_side,
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option_inst_id=option_inst,
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entry_index_px=float(pick.underlying_px),
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strike=pick.pair.strike,
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expiry_ymd=pick.pair.expiry_ymd,
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)
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if not r.ok:
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raise HTTPException(status_code=400, detail=r.detail)
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try:
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from ..notify import wecom
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wecom.notify_open(
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group_id=gid,
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detail=r.detail,
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extra={
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"bias": bias,
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"option_side": option_side,
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"perp_side": perp_side,
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"option_inst_id": option_inst,
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"strike": pick.pair.strike,
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"expiry_ymd": pick.pair.expiry_ymd,
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**(r.data or {}),
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},
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)
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except Exception:
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pass
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return {
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"ok": True,
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**(r.data or {}),
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"detail": r.detail,
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"option_leverage": pick.option_leverage,
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"hours_left": pick.hours_left,
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"expiry_ymd": pick.pair.expiry_ymd,
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"strike": pick.pair.strike,
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}
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@router.post("/close-group")
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async def sim_close_group(_user: Annotated[str, Depends(require_user)]) -> dict:
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if not Ledger().get_setting_bool("show_manual_trade_buttons", False):
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raise HTTPException(
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status_code=403,
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detail="未开启「显示手动开仓」；请在策略设置中开启后再用",
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)
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from ..strategy import get_engine
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engine = get_engine()
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# 与策略引擎共用锁，避免与自动平仓/开仓竞态
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async with engine._lock:
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r = get_executor().close_group(reason="manual")
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if not r.ok and not r.liquidity_wait:
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raise HTTPException(status_code=400, detail=r.detail)
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if r.ok:
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# 与自动/紧急全平一致：成功全平后进入组间休息
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engine.enter_rest_after_close()
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try:
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from ..notify import wecom
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wecom.notify_close(
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reason="manual",
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detail=r.detail,
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data=r.data or {},
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)
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except Exception:
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pass
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return {
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"ok": r.ok,
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"liquidity_wait": r.liquidity_wait,
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"detail": r.detail,
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"data": r.data,
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}
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