market_intel/apps/api/routes/stats.py

"""日/周/月统计 API。"""

from __future__ import annotations

from fastapi import APIRouter, Depends, HTTPException, Query

from apps.api.auth import require_auth
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)])


def _range_info(range_name: str, date: str | None) -> dict:
    s = get_settings()
    try:
        return resolve_range(
            range_name,
            date,
            month_mode=s.month_range_mode,
        )
    except ValueError as e:
        raise HTTPException(status_code=400, detail=str(e)) from e


def _validate_min_hours(min_hours: float) -> float:
    # 8–48，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:
        rows = repo.fetch_option_quotes(
            start_ms=info["start_ms"],
            end_ms=info["end_ms"],
            side=side,
            underlying=s.underlying,
        )
        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()


@router.get("/move_points")
def move_points_stats(
    range: str = Query(default="day", pattern="^(day|week|month)$"),
    date: str | None = Query(default=None, description="锚点日 YYYY-MM-DD"),
    side: str = Query(default="both", pattern="^(C|P|both)$"),
    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:
        rows = repo.fetch_option_quotes(
            start_ms=info["start_ms"],
            end_ms=info["end_ms"],
            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:
            ensure_settlements_for_ymds(
                repo,
                ymds,
                underlying=s.underlying,
                index_inst_id=s.index_inst_id,
            )
        except Exception:  # noqa: BLE001 — 回填失败不阻断统计
            pass
        settlements = repo.list_settlements(ymds)
        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()


@router.get("/ops-map")
def ops_map(
    range: str = Query(default="day", pattern="^(day|week|month)$"),
    date: str | None = Query(default=None),
    side: str = Query(default="both", pattern="^(C|P|both)$"),
    bucket_minutes: int = Query(default=60, ge=15, le=120),
    min_hours: float = Query(default=12, ge=8, le=48),
) -> dict:
    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,
    }