feat: add min hours-to-expiry filter on ops map (8-48h step 2)

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-02 10:42:55 +08:00
parent f798c11cf9
commit 3e492eb46c
7 changed files with 143 additions and 10 deletions
+43 -4
View File
@@ -9,6 +9,7 @@ from apps.worker.settle import ensure_settlements_for_ymds
from packages.config import get_settings
from packages.db import Repository
from packages.domain.aggregate import leverage_stats_payload, move_points_stats_payload
from packages.domain.expiry_filter import filter_rows_min_hours_to_expiry
from packages.domain.range import resolve_range
router = APIRouter(prefix="/stats", tags=["stats"], dependencies=[Depends(require_auth)])
@@ -26,14 +27,32 @@ def _range_info(range_name: str, date: str | None) -> dict:
raise HTTPException(status_code=400, detail=str(e)) from e
def _validate_min_hours(min_hours: float) -> float:
# 848,步进 2(与前端一致)
h = float(min_hours)
if h < 8 or h > 48 or abs(h - round(h)) > 1e-9 or int(round(h)) % 2 != 0:
raise HTTPException(
status_code=400,
detail="min_hours must be even integer in [8, 48]",
)
return float(int(round(h)))
@router.get("/leverage")
def leverage_stats(
range: str = Query(default="day", pattern="^(day|week|month)$"),
date: str | None = Query(default=None, description="锚点日 YYYY-MM-DD(上海)"),
side: str = Query(default="both", pattern="^(C|P|both)$"),
bucket_minutes: int = Query(default=60, ge=15, le=120),
min_hours: float = Query(
default=12,
ge=8,
le=48,
description="采样时距离到期 ≥ 该小时数才计入",
),
) -> dict:
s = get_settings()
mh = _validate_min_hours(min_hours)
info = _range_info(range, date)
repo = Repository(s.db_path)
try:
@@ -43,13 +62,16 @@ def leverage_stats(
side=side,
underlying=s.underlying,
)
return leverage_stats_payload(
rows = filter_rows_min_hours_to_expiry(rows, min_hours=mh)
payload = leverage_stats_payload(
rows,
range_info=info,
bucket_minutes=bucket_minutes,
min_leverage=float(s.min_option_leverage),
side=side,
)
payload["min_hours"] = mh
return payload
finally:
repo.close()
@@ -60,8 +82,15 @@ def move_points_stats(
date: str | None = Query(default=None, description="锚点日 YYYY-MM-DD"),
side: str = Query(default="both", pattern="^(C|P|both)$"),
bucket_minutes: int = Query(default=60, ge=15, le=120),
min_hours: float = Query(
default=12,
ge=8,
le=48,
description="采样时距离到期 ≥ 该小时数才计入",
),
) -> dict:
s = get_settings()
mh = _validate_min_hours(min_hours)
info = _range_info(range, date)
repo = Repository(s.db_path)
try:
@@ -71,6 +100,7 @@ def move_points_stats(
side=side,
underlying=s.underlying,
)
rows = filter_rows_min_hours_to_expiry(rows, min_hours=mh)
ymds = sorted({str(r.get("expiry_ymd")) for r in rows if r.get("expiry_ymd")})
# 懒回填:已到期但缺锚点时尽量补齐(本地指数优先,失败则跳过)
try:
@@ -83,13 +113,15 @@ def move_points_stats(
except Exception: # noqa: BLE001 — 回填失败不阻断统计
pass
settlements = repo.list_settlements(ymds)
return move_points_stats_payload(
payload = move_points_stats_payload(
rows,
settlements,
range_info=info,
bucket_minutes=bucket_minutes,
side=side,
)
payload["min_hours"] = mh
return payload
finally:
repo.close()
@@ -100,14 +132,21 @@ def ops_map(
date: str | None = Query(default=None),
side: str = Query(default="both", pattern="^(C|P|both)$"),
bucket_minutes: int = Query(default=60, ge=15, le=120),
min_hours: float = Query(default=12, ge=8, le=48),
) -> dict:
lev = leverage_stats(range=range, date=date, side=side, bucket_minutes=bucket_minutes)
mov = move_points_stats(range=range, date=date, side=side, bucket_minutes=bucket_minutes)
mh = _validate_min_hours(min_hours)
lev = leverage_stats(
range=range, date=date, side=side, bucket_minutes=bucket_minutes, min_hours=mh
)
mov = move_points_stats(
range=range, date=date, side=side, bucket_minutes=bucket_minutes, min_hours=mh
)
return {
"range": range,
"date": lev.get("date"),
"side": side,
"bucket_minutes": bucket_minutes,
"min_hours": mh,
"leverage": lev,
"move_points": mov,
}