dekun
114 lines
3.8 KiB
Python
114 lines
3.8 KiB
Python
"""日/周/月统计 API。"""
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from __future__ import annotations
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from fastapi import APIRouter, Depends, HTTPException, Query
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from apps.api.auth import require_auth
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from apps.worker.settle import ensure_settlements_for_ymds
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from packages.config import get_settings
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from packages.db import Repository
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from packages.domain.aggregate import leverage_stats_payload, move_points_stats_payload
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from packages.domain.range import resolve_range
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router = APIRouter(prefix="/stats", tags=["stats"], dependencies=[Depends(require_auth)])
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def _range_info(range_name: str, date: str | None) -> dict:
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s = get_settings()
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try:
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return resolve_range(
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range_name,
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date,
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month_mode=s.month_range_mode,
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)
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except ValueError as e:
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raise HTTPException(status_code=400, detail=str(e)) from e
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@router.get("/leverage")
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def leverage_stats(
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range: str = Query(default="day", pattern="^(day|week|month)$"),
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date: str | None = Query(default=None, description="锚点日 YYYY-MM-DD（上海）"),
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side: str = Query(default="both", pattern="^(C|P|both)$"),
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bucket_minutes: int = Query(default=60, ge=15, le=120),
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) -> dict:
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s = get_settings()
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info = _range_info(range, date)
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repo = Repository(s.db_path)
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try:
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rows = repo.fetch_option_quotes(
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start_ms=info["start_ms"],
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end_ms=info["end_ms"],
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side=side,
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underlying=s.underlying,
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)
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return leverage_stats_payload(
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rows,
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range_info=info,
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bucket_minutes=bucket_minutes,
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min_leverage=float(s.min_option_leverage),
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side=side,
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)
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finally:
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repo.close()
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@router.get("/move_points")
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def move_points_stats(
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range: str = Query(default="day", pattern="^(day|week|month)$"),
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date: str | None = Query(default=None, description="锚点日 YYYY-MM-DD"),
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side: str = Query(default="both", pattern="^(C|P|both)$"),
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bucket_minutes: int = Query(default=60, ge=15, le=120),
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) -> dict:
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s = get_settings()
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info = _range_info(range, date)
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repo = Repository(s.db_path)
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try:
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rows = repo.fetch_option_quotes(
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start_ms=info["start_ms"],
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end_ms=info["end_ms"],
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side=side,
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underlying=s.underlying,
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)
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ymds = sorted({str(r.get("expiry_ymd")) for r in rows if r.get("expiry_ymd")})
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# 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）
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try:
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ensure_settlements_for_ymds(
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repo,
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ymds,
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underlying=s.underlying,
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index_inst_id=s.index_inst_id,
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)
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except Exception: # noqa: BLE001 — 回填失败不阻断统计
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pass
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settlements = repo.list_settlements(ymds)
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return move_points_stats_payload(
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rows,
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settlements,
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range_info=info,
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bucket_minutes=bucket_minutes,
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side=side,
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)
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finally:
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repo.close()
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@router.get("/ops-map")
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def ops_map(
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range: str = Query(default="day", pattern="^(day|week|month)$"),
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date: str | None = Query(default=None),
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side: str = Query(default="both", pattern="^(C|P|both)$"),
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bucket_minutes: int = Query(default=60, ge=15, le=120),
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) -> dict:
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lev = leverage_stats(range=range, date=date, side=side, bucket_minutes=bucket_minutes)
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mov = move_points_stats(range=range, date=date, side=side, bucket_minutes=bucket_minutes)
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return {
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"range": range,
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"date": lev.get("date"),
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"side": side,
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"bucket_minutes": bucket_minutes,
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"leverage": lev,
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"move_points": mov,
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}
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