feat: 修复报错
This commit is contained in:
Daniel
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.gitignore
vendored
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.gitignore
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.DS_Store
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.idea/
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.vscode/
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__pycache__/
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*.pyc
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*.pyo
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*.pyd
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.pytest_cache/
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.mypy_cache/
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build/
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dist/
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venv/
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.venv/
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*.log
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*.csv
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*.db
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data/
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!data/.gitkeep
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152
A.md
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152
A.md
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使用清华源安装（推荐）
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如官方源下载较慢，推荐使用清华镜像源：
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pip install cmesdata -U -i https://pypi.tuna.tsinghua.edu.cn/simple
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接口介绍
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展示国内股票数据接口的功能说明、调用样例和注意事项。
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股票接口提供实时行情、历史K线、分笔tick等多种数据获取方式。
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实时行情：支持获取沪深股票、ETF、指数、可转债的五档订单薄实时行情数据。
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历史数据：支持获取日线、分钟线等不同频率的历史K线数据，可盘中更新。
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分笔数据：提供股票、ETF、可转债的分笔成交tick历史行情数据，盘后更新。
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登录、登出接口
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登录 / token
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登录接口，传参为个人token。
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#登录接口
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login("c79cesdffwerfer56422f9sdffgrtg35ec8")
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#退出登录
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login_out()
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*注意事项：
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1、token可在权限申请处复制，开通权限后即可使用。
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2、登录接口在程序启动后，只需要调用一次，建立长连接即可，请不要频繁调用登录接口
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五档订单薄实时行情
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五档 / 实时
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盘中提供沪深股票、ETF、指数的五档订单薄实时行情数据。
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*入参为列表，返回为DataFrame格式数据
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3、接口仅盘中提供实时行情，盘后返回空
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df = get_real_hq(['SH.600000', 'SZ.000001']) # 注意:品种入参是列表，不要忘记[]
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*注意事项：
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1、单次可获取80只股票（超过请分批获取）
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2、单次请求，股票代码列表中不能有错误或者停牌的代码，否则返回空数据。
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代码 价格 昨收价 开盘价 最高价 最低价 时间 成交量 成交额 总卖 总买 买一价 卖一价 买一量 卖一量 买二价 卖二价 买二量 卖二量 买三价 卖三价 买三量 卖三量 买四价 卖四价 买四量 卖四量 买五价 卖五价 买五量 卖五量
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0 600000 11.37 11.62 11.60 11.65 11.35 2025-11-17 21:51:54 984855 1.127109e+09 644410 340445 11.36 11.37 4767 944 11.35 11.38 9624 4537 11.34 11.39 1696 3879 11.33 11.40 3259 1090 11.32 11.41 1176 422
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1 000001 11.67 11.75 11.75 11.75 11.62 2025-11-17 21:51:54 995232 1.161416e+09 531978 463255 11.67 11.68 1559 1312 11.66 11.69 6836 6015 11.65 11.70 11362 5688 11.64 11.71 5905 2062 11.63 11.72 5870 4163
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可转债五档订单薄实时行情
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五档 / 实时
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提供可转债的五档订单薄实时行情数据。
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*入参为列表，返回为DataFrame格式数据
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df = get_real_kzz(['SH.113634', 'SZ.127071']) # 注意:品种入参是列表，不要忘记[]
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*注意事项：
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1、单次可获取80只可转债（超过请分批获取）
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2、单次请求，代码列表中不能有错误或者停牌的可转债代码，否则返回空数据。
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3、接口仅盘中提供实时行情，盘后返回空
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代码 价格 昨收价 开盘价 最高价 最低价 时间 成交量 成交额 总卖 总买 买一价 卖一价 买一量 卖一量 买二价 卖二价 买二量 卖二量 买三价 卖三价 买三量 卖三量 买四价 卖四价 买四量 卖四量 买五价 卖五价 买五量 卖五量
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0 113634 126.930 127.587 127.398 127.648 126.704 2025-11-17 21:54:26 21831 27720952.0 10838 10993 126.900 127.001 645 4 126.843 127.002 1 99 126.800 127.040 200 2 126.78 127.043 4 99 126.763 127.094 1 28
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1 127071 135.413 136.074 136.670 139.000 135.101 2025-11-17 21:54:26 29663 40522148.0 17221 12442 135.348 135.413 2 2 135.300 135.414 1 13 135.211 135.415 1 2 135.21 135.416 3 30 135.209 135.458 3 8
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历史K线数据
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股票 / K线
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提供沪深股票、ETF、可转债日线、分钟线等近5个月历史行情数据，可盘中实时更新。
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*入参为代码、起始日期、结束日期、频率，返回为DataFrame格式数据
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频率：1min、5min、15min、30min、60min、D(日线)、W(周线)、M(月线)
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df = get_history_data("SZ.000001", "2025-01-01", "2025-11-13", "1min")
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注意：上海和深圳股票、ETF、可转债代码前缀分别为SH和SZ。
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时间 开盘价 最高价 最低价 收盘价 成交量 成交额
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0 2025-07-07 09:31:00 12.60 12.65 12.60 12.65 5170900.0 65207856.0
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1 2025-07-07 09:32:00 12.64 12.68 12.60 12.62 3552900.0 44927408.0
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2 2025-07-07 09:33:00 12.62 12.67 12.60 12.67 2450600.0 30951484.0
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3 2025-07-07 09:34:00 12.66 12.66 12.63 12.64 1479900.0 18712490.0
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4 2025-07-07 09:35:00 12.64 12.64 12.61 12.61 1256700.0 15860039.0
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... ... ... ... ... ... ... ...
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21115 2025-11-13 14:56:00 11.70 11.71 11.69 11.70 875500.0 10241476.0
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21116 2025-11-13 14:57:00 11.69 11.71 11.69 11.69 207700.0 2430150.0
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21117 2025-11-13 14:58:00 11.70 11.70 11.70 11.70 1300.0 15210.0
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21118 2025-11-13 14:59:00 11.70 11.70 11.70 11.70 0.0 0.0
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21119 2025-11-13 15:00:00 11.70 11.70 11.70 11.70 1150500.0 13460850.0
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指数历史K线数据
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指数 / K线
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提供指数日线、分钟线等近5个月历史行情数据，可盘中实时更新。
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*入参为代码、起始日期、结束日期、频率，返回为DataFrame格式数据
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频率：1min、5min、15min、30min、60min、D(日线)、W(周线)、M(月线)
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df = get_index_data("SH.000001", "2025-01-01", "2025-11-13", "1min")
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注意：
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上海指数00开头，例如：SH.000001（上证指数）
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深圳指数399开头，例如：SZ.399001（深证指数）
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时间 开盘价 最高价 最低价 收盘价 成交量 成交额
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0 2025-07-07 09:31:00 3467.98 3467.98 3466.68 3466.68 212590960.0 2.125910e+10
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1 2025-07-07 09:32:00 3466.52 3468.88 3466.32 3467.20 126269952.0 1.262700e+10
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2 2025-07-07 09:33:00 3467.32 3469.01 3465.88 3468.71 86889384.0 8.688939e+09
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3 2025-07-07 09:34:00 3469.52 3469.52 3467.25 3467.40 74650608.0 7.465062e+09
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4 2025-07-07 09:35:00 3467.20 3467.20 3464.09 3464.17 70837960.0 7.083796e+09
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... ... ... ... ... ... ... ...
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21115 2025-11-13 14:56:00 4029.80 4030.13 4029.43 4029.93 60431156.0 6.043117e+09
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21116 2025-11-13 14:57:00 4030.20 4030.40 4029.53 4029.53 67377768.0 6.737778e+09
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21117 2025-11-13 14:58:00 4030.11 4030.33 4030.11 4030.28 4642201.0 4.642203e+08
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21118 2025-11-13 14:59:00 4030.28 4030.28 4030.28 4030.28 0.0 0.000000e+00
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21119 2025-11-13 15:00:00 4029.99 4029.99 4029.50 4029.50 102880552.0 1.028806e+10
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分笔成交tick
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高频 / tick
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提供股票、ETF、可转债分笔成交tick近5个月历史行情数据，盘后更新。
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*入参为代码、日期，返回为DataFrame格式数据
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df = get_tick("SZ.000001", "2025-11-17")
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*注意事项：返回结果中的买卖方向:0(买)1(卖)2(中性)
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时间 价格 成交量 买卖方向
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0 09:25 11.68 5277 2
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1 09:30 11.70 1806 0
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2 09:30 11.68 4927 1
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3 09:30 11.68 993 1
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4 09:30 11.69 265 1
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... ... ... ... ...
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4223 14:56 11.70 51 0
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4224 14:56 11.70 11 0
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4225 14:56 11.69 78 1
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4226 14:57 11.70 13 2
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4227 15:00 11.70 11505 2
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完整代码展示
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样例 / demo
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使用接口前，请先安装库：cmesdata（参考接口安装页面指导）以下为样例代码展示，如未获取到数据，请先检查入参是否正确，实时行情接口入参中不能有错误代码和停盘股票
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from cmesdata import *
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# 使用自己的token登录
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login("c79cesab1a56422h9a920fe0aad35e38")
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# 实时股票五档订单薄
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df = get_real_hq(['SH.600000', 'SZ.000001']) # 注意:品种入参是列表，不要忘记[]
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print(df)
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# 实时可转债五档订单薄
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df = get_real_kzz(['SH.113634', 'SZ.127071']) # 注意:品种入参是列表，不要忘记[]
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print(df)
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# 历史行情数据
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df = get_history_data("SZ.000001", "2026-03-12", "2026-03-13", "1min")
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print(df)
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# 指数历史行情
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df = get_index_data("SH.000001", "2026-03-12", "2026-03-13", "D")
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print(df)
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# 历史分笔tick
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df = get_tick("SH.600000", "2026-03-13")
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print(df)
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# 程序结束退出登录
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login_out()
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15140
Futu-API-Doc-zh-Python.md
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Futu-API-Doc-zh-Python.md
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Load Diff
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README.md
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# AITrading 基础设施
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本项目提供一个可直接在 Docker 中运行的量化交易基础设施，包含：
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- Go 实时行情采集服务（Binance WebSocket K 线 + Redis Publisher 接口）
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- Python 本地 K 线动态展示工具（pandas + mplfinance）
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- Backtrader 回测框架（支持 Strategy Class 快速接入）
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- Go 与 Python 之间统一 JSON 数据交换协议
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## 目录结构
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```text
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.
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├── docker-compose.yml
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├── go-service
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│ ├── Dockerfile
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│ ├── go.mod
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│ └── main.go
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├── python-app
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│ ├── Dockerfile
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│ ├── requirements.txt
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│ └── app
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│ ├── data_protocol.py
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│ ├── kline_viewer.py
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│ ├── backtest_runner.py
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│ ├── strategies
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│ │ ├── __init__.py
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│ │ └── sma_cross.py
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│ └── sample_data
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│ └── klines.jsonl
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└── shared
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└── protocol.md
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```
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## 快速启动（Docker）
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默认已使用国内 Docker Hub 镜像前缀（`m.daocloud.io/docker.io/library`）加速基础镜像拉取。
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如需切换其它镜像代理，可先设置：
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```bash
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export DOCKER_MIRROR_PREFIX=m.daocloud.io/docker.io/library
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```
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1. 构建并启动 Redis + Go 行情服务：
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```bash
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docker compose up --build redis go-service
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```
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2. 单独运行 Python 动态 K 线展示（实时订阅 Redis）：
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```bash
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docker compose run --rm python-app python app/kline_viewer.py \
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--redis-host redis \
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--redis-port 6379 \
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--channel kline.stream
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```
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3. 运行 Backtrader 回测（可指定自定义策略类）：
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```bash
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docker compose run --rm python-app python app/backtest_runner.py \
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--input app/sample_data/klines.jsonl \
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--strategy strategies.sma_cross.SmaCrossStrategy \
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--strategy-param fast=5 \
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--strategy-param slow=13
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```
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4. 股票速查入口（输入代码/名称）：
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```bash
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./start.sh local quote 600519
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./start.sh local quote 贵州茅台
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```
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5. 启动简单前端页面（信息 + 曲线 + 买卖点）：
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```bash
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./start.sh local web
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```
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打开浏览器访问：`http://localhost:8000`
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## 多通道数据接入（解耦）
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当前已将上层业务与下游数据源解耦，上层统一走 `market` 服务层：
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- `MARKET_CHANNEL=cn` + `MARKET_PROVIDER=akshare`（默认）
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- `MARKET_CHANNEL=cn` + `MARKET_PROVIDER=cmesdata`（需 `CMES_TOKEN`）
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- `MARKET_CHANNEL=cn|hk|us` + `MARKET_PROVIDER=futu`（需本地运行 Futu OpenD）
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示例：
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```bash
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export MARKET_CHANNEL=cn
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export MARKET_PROVIDER=akshare
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# 或使用 cmesdata
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# export MARKET_PROVIDER=cmesdata
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# export CMES_TOKEN=你的token
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# 或使用 futu（需先启动 OpenD）
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# export MARKET_PROVIDER=futu
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# export FUTU_HOST=127.0.0.1
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# export FUTU_PORT=11111
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# export FUTU_MARKET=cn # 可选: cn/hk/us，默认跟随 MARKET_CHANNEL
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# export FUTU_IS_ENCRYPT=0 # 可选: 1/0
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```
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说明：
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- `web_app.py` 与 `stock_lookup.py` 不再直接依赖具体 SDK
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- 新增市场（如 `us` / `hk`）时，只需新增 Provider 并在 `market/factory.py` 注册
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- `futu` Provider 已接入：支持按代码/名称检索股票与日 K 线读取（通过 OpenD）
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## Go 服务说明
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- 默认订阅：`btcusdt` `1m` K 线
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- 会将标准 JSON K 线数据打印到 stdout
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- 预留 `RedisPublisher` 接口，默认实现为 `NoopPublisher`
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- 若配置 Redis，将自动切换到 `RedisChannelPublisher`
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可用环境变量：
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- `BINANCE_SYMBOL`（默认 `btcusdt`）
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- `BINANCE_INTERVAL`（默认 `1m`）
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- `REDIS_ADDR`（例如 `redis:6379`）
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- `REDIS_PASSWORD`（可选）
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- `REDIS_DB`（默认 `0`）
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- `REDIS_CHANNEL`（默认 `kline.stream`）
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## Python 回测快速接入策略
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你可以新增一个策略类并通过完整路径接入：
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- 文件示例：`python-app/app/strategies/my_strategy.py`
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- 类示例：`class MyStrategy(bt.Strategy): ...`
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- 启动参数：`--strategy strategies.my_strategy.MyStrategy`
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- 参数注入：`--strategy-param key=value`（可重复传入）
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- 回测简报自动输出：`Final Value`、`Max Drawdown (%)`、`Sharpe Ratio`
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## 协议定义
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统一 JSON 格式位于 `shared/protocol.md`，Go 与 Python 都使用同一字段语义与时间戳单位（毫秒）。
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43
docker-compose.yml
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43
docker-compose.yml
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name: ai-trading
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services:
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redis:
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image: ${DOCKER_MIRROR_PREFIX:-m.daocloud.io/docker.io/library}/redis:7.2-alpine
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command: ["redis-server", "--appendonly", "yes"]
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||||
|
||||
go-service:
|
||||
build:
|
||||
context: ./go-service
|
||||
dockerfile: Dockerfile
|
||||
args:
|
||||
DOCKER_MIRROR_PREFIX: ${DOCKER_MIRROR_PREFIX:-m.daocloud.io/docker.io/library}
|
||||
environment:
|
||||
BINANCE_SYMBOL: btcusdt
|
||||
BINANCE_INTERVAL: 1m
|
||||
REDIS_ADDR: redis:6379
|
||||
REDIS_CHANNEL: kline.stream
|
||||
REDIS_DB: 0
|
||||
depends_on:
|
||||
- redis
|
||||
|
||||
python-app:
|
||||
build:
|
||||
context: ./python-app
|
||||
dockerfile: Dockerfile
|
||||
args:
|
||||
DOCKER_MIRROR_PREFIX: ${DOCKER_MIRROR_PREFIX:-m.daocloud.io/docker.io/library}
|
||||
depends_on:
|
||||
- redis
|
||||
command: ["sleep", "infinity"]
|
||||
|
||||
web:
|
||||
build:
|
||||
context: ./python-app
|
||||
dockerfile: Dockerfile
|
||||
args:
|
||||
DOCKER_MIRROR_PREFIX: ${DOCKER_MIRROR_PREFIX:-m.daocloud.io/docker.io/library}
|
||||
depends_on:
|
||||
- redis
|
||||
command: ["python", "app/web_app.py"]
|
||||
ports:
|
||||
- "8000:8000"
|
||||
20
go-service/Dockerfile
Normal file
20
go-service/Dockerfile
Normal file
@@ -0,0 +1,20 @@
|
||||
ARG DOCKER_MIRROR_PREFIX=m.daocloud.io/docker.io/library
|
||||
FROM ${DOCKER_MIRROR_PREFIX}/golang:1.22-bookworm
|
||||
|
||||
ENV GOPROXY=https://goproxy.cn,direct \
|
||||
GOSUMDB=sum.golang.google.cn \
|
||||
CGO_ENABLED=0
|
||||
|
||||
RUN sed -i 's|deb.debian.org|mirrors.aliyun.com|g' /etc/apt/sources.list.d/debian.sources \
|
||||
&& sed -i 's|security.debian.org|mirrors.aliyun.com|g' /etc/apt/sources.list.d/debian.sources
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
COPY go.mod ./
|
||||
RUN go mod tidy || true
|
||||
|
||||
COPY . .
|
||||
RUN go mod tidy
|
||||
RUN go build -o /bin/go-service main.go
|
||||
|
||||
CMD ["/bin/go-service"]
|
||||
3
go-service/go.mod
Normal file
3
go-service/go.mod
Normal file
@@ -0,0 +1,3 @@
|
||||
module ai-trading/go-service
|
||||
|
||||
go 1.22
|
||||
171
go-service/main.go
Normal file
171
go-service/main.go
Normal file
@@ -0,0 +1,171 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"log"
|
||||
"os"
|
||||
"os/signal"
|
||||
"strconv"
|
||||
"strings"
|
||||
"syscall"
|
||||
"time"
|
||||
|
||||
binance "github.com/adshao/go-binance/v2"
|
||||
"github.com/redis/go-redis/v9"
|
||||
)
|
||||
|
||||
type KlineMessage struct {
|
||||
Type string `json:"type"`
|
||||
Source string `json:"source"`
|
||||
Symbol string `json:"symbol"`
|
||||
Interval string `json:"interval"`
|
||||
EventTime int64 `json:"event_time"`
|
||||
OpenTime int64 `json:"open_time"`
|
||||
CloseTime int64 `json:"close_time"`
|
||||
Open string `json:"open"`
|
||||
High string `json:"high"`
|
||||
Low string `json:"low"`
|
||||
Close string `json:"close"`
|
||||
Volume string `json:"volume"`
|
||||
TradeNum int64 `json:"trade_num"`
|
||||
Final bool `json:"final"`
|
||||
}
|
||||
|
||||
type RedisPublisher interface {
|
||||
Publish(ctx context.Context, channel string, payload []byte) error
|
||||
Close() error
|
||||
}
|
||||
|
||||
type NoopPublisher struct{}
|
||||
|
||||
func (p *NoopPublisher) Publish(_ context.Context, _ string, _ []byte) error {
|
||||
return nil
|
||||
}
|
||||
|
||||
func (p *NoopPublisher) Close() error {
|
||||
return nil
|
||||
}
|
||||
|
||||
type RedisChannelPublisher struct {
|
||||
client *redis.Client
|
||||
}
|
||||
|
||||
func (p *RedisChannelPublisher) Publish(ctx context.Context, channel string, payload []byte) error {
|
||||
return p.client.Publish(ctx, channel, payload).Err()
|
||||
}
|
||||
|
||||
func (p *RedisChannelPublisher) Close() error {
|
||||
return p.client.Close()
|
||||
}
|
||||
|
||||
func main() {
|
||||
ctx, cancel := context.WithCancel(context.Background())
|
||||
defer cancel()
|
||||
|
||||
symbol := getEnv("BINANCE_SYMBOL", "btcusdt")
|
||||
interval := getEnv("BINANCE_INTERVAL", "1m")
|
||||
channel := getEnv("REDIS_CHANNEL", "kline.stream")
|
||||
|
||||
publisher, err := initPublisherFromEnv(ctx)
|
||||
if err != nil {
|
||||
log.Fatalf("init publisher failed: %v", err)
|
||||
}
|
||||
defer func() {
|
||||
if err := publisher.Close(); err != nil {
|
||||
log.Printf("publisher close failed: %v", err)
|
||||
}
|
||||
}()
|
||||
|
||||
doneC, stopC, err := binance.WsKlineServe(symbol, interval,
|
||||
func(event *binance.WsKlineEvent) {
|
||||
msg := KlineMessage{
|
||||
Type: "kline",
|
||||
Source: "binance_ws",
|
||||
Symbol: strings.ToLower(event.Symbol),
|
||||
Interval: event.Kline.Interval,
|
||||
EventTime: event.Time,
|
||||
OpenTime: event.Kline.StartTime,
|
||||
CloseTime: event.Kline.EndTime,
|
||||
Open: event.Kline.Open,
|
||||
High: event.Kline.High,
|
||||
Low: event.Kline.Low,
|
||||
Close: event.Kline.Close,
|
||||
Volume: event.Kline.Volume,
|
||||
TradeNum: int64(event.Kline.TradeNum),
|
||||
Final: event.Kline.IsFinal,
|
||||
}
|
||||
|
||||
payload, err := json.Marshal(msg)
|
||||
if err != nil {
|
||||
log.Printf("marshal failed: %v", err)
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println(string(payload))
|
||||
|
||||
if err := publisher.Publish(ctx, channel, payload); err != nil {
|
||||
log.Printf("redis publish failed: %v", err)
|
||||
}
|
||||
},
|
||||
func(err error) {
|
||||
log.Printf("ws error: %v", err)
|
||||
},
|
||||
)
|
||||
if err != nil {
|
||||
log.Fatalf("start ws stream failed: %v", err)
|
||||
}
|
||||
|
||||
log.Printf("subscribed binance kline stream: symbol=%s interval=%s channel=%s", symbol, interval, channel)
|
||||
|
||||
sig := make(chan os.Signal, 1)
|
||||
signal.Notify(sig, syscall.SIGINT, syscall.SIGTERM)
|
||||
|
||||
select {
|
||||
case <-sig:
|
||||
log.Println("received shutdown signal")
|
||||
close(stopC)
|
||||
cancel()
|
||||
case <-doneC:
|
||||
log.Println("ws stream closed")
|
||||
cancel()
|
||||
}
|
||||
}
|
||||
|
||||
func initPublisherFromEnv(ctx context.Context) (RedisPublisher, error) {
|
||||
addr := strings.TrimSpace(os.Getenv("REDIS_ADDR"))
|
||||
if addr == "" {
|
||||
log.Println("REDIS_ADDR not configured, using NoopPublisher")
|
||||
return &NoopPublisher{}, nil
|
||||
}
|
||||
|
||||
db, err := strconv.Atoi(getEnv("REDIS_DB", "0"))
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("invalid REDIS_DB: %w", err)
|
||||
}
|
||||
|
||||
client := redis.NewClient(&redis.Options{
|
||||
Addr: addr,
|
||||
Password: os.Getenv("REDIS_PASSWORD"),
|
||||
DB: db,
|
||||
DialTimeout: 5 * time.Second,
|
||||
ReadTimeout: 3 * time.Second,
|
||||
WriteTimeout: 3 * time.Second,
|
||||
})
|
||||
|
||||
if err := client.Ping(ctx).Err(); err != nil {
|
||||
return nil, fmt.Errorf("redis ping failed: %w", err)
|
||||
}
|
||||
|
||||
log.Printf("connected redis at %s db=%d", addr, db)
|
||||
return &RedisChannelPublisher{client: client}, nil
|
||||
}
|
||||
|
||||
func getEnv(key, fallback string) string {
|
||||
v := strings.TrimSpace(os.Getenv(key))
|
||||
if v == "" {
|
||||
return fallback
|
||||
}
|
||||
return v
|
||||
}
|
||||
24
python-app/Dockerfile
Normal file
24
python-app/Dockerfile
Normal file
@@ -0,0 +1,24 @@
|
||||
ARG DOCKER_MIRROR_PREFIX=m.daocloud.io/docker.io/library
|
||||
FROM ${DOCKER_MIRROR_PREFIX}/python:3.11-slim-bookworm
|
||||
|
||||
ENV PIP_INDEX_URL=https://mirrors.aliyun.com/pypi/simple/ \
|
||||
PIP_TRUSTED_HOST=mirrors.aliyun.com \
|
||||
PYTHONDONTWRITEBYTECODE=1 \
|
||||
PYTHONUNBUFFERED=1
|
||||
|
||||
RUN sed -i 's|deb.debian.org|mirrors.aliyun.com|g' /etc/apt/sources.list.d/debian.sources \
|
||||
&& sed -i 's|security.debian.org|mirrors.aliyun.com|g' /etc/apt/sources.list.d/debian.sources \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y --no-install-recommends \
|
||||
build-essential \
|
||||
tzdata \
|
||||
&& rm -rf /var/lib/apt/lists/*
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
COPY requirements.txt ./
|
||||
RUN pip install --no-cache-dir -r requirements.txt
|
||||
|
||||
COPY app ./app
|
||||
|
||||
CMD ["python", "app/backtest_runner.py", "--help"]
|
||||
142
python-app/app/backtest_runner.py
Normal file
142
python-app/app/backtest_runner.py
Normal file
@@ -0,0 +1,142 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import ast
|
||||
import importlib
|
||||
import json
|
||||
from pathlib import Path
|
||||
from typing import Any, Type
|
||||
|
||||
import backtrader as bt
|
||||
import pandas as pd
|
||||
|
||||
from data_protocol import KlineMessage
|
||||
|
||||
|
||||
def parse_args() -> argparse.Namespace:
|
||||
parser = argparse.ArgumentParser(description="Backtrader runner")
|
||||
parser.add_argument("--input", required=True, help="Path to kline jsonl file")
|
||||
parser.add_argument(
|
||||
"--strategy",
|
||||
default="strategies.sma_cross.SmaCrossStrategy",
|
||||
help="Strategy class path, e.g. strategies.sma_cross.SmaCrossStrategy",
|
||||
)
|
||||
parser.add_argument("--cash", type=float, default=100000.0, help="Initial cash")
|
||||
parser.add_argument("--commission", type=float, default=0.001, help="Commission")
|
||||
parser.add_argument(
|
||||
"--strategy-param",
|
||||
action="append",
|
||||
default=[],
|
||||
help="Strategy parameter in key=value format, repeatable",
|
||||
)
|
||||
parser.add_argument("--plot", action="store_true", help="Plot result")
|
||||
return parser.parse_args()
|
||||
|
||||
|
||||
def load_strategy_class(class_path: str) -> Type[bt.Strategy]:
|
||||
module_name, class_name = class_path.rsplit(".", 1)
|
||||
module = importlib.import_module(module_name)
|
||||
strategy_cls = getattr(module, class_name)
|
||||
if not issubclass(strategy_cls, bt.Strategy):
|
||||
raise TypeError(f"{class_path} is not a backtrader.Strategy subclass")
|
||||
return strategy_cls
|
||||
|
||||
|
||||
def load_dataframe(path: Path) -> pd.DataFrame:
|
||||
rows = []
|
||||
for line in path.read_text(encoding="utf-8").splitlines():
|
||||
line = line.strip()
|
||||
if not line:
|
||||
continue
|
||||
payload = json.loads(line)
|
||||
msg = KlineMessage.from_dict(payload)
|
||||
rows.append(
|
||||
{
|
||||
"datetime": pd.to_datetime(msg.open_time, unit="ms"),
|
||||
"open": float(msg.open),
|
||||
"high": float(msg.high),
|
||||
"low": float(msg.low),
|
||||
"close": float(msg.close),
|
||||
"volume": float(msg.volume),
|
||||
"openinterest": 0.0,
|
||||
}
|
||||
)
|
||||
if not rows:
|
||||
raise RuntimeError("no kline rows found for backtest")
|
||||
frame = pd.DataFrame(rows).set_index("datetime")
|
||||
return frame.sort_index()
|
||||
|
||||
|
||||
def parse_strategy_params(raw_params: list[str]) -> dict[str, Any]:
|
||||
parsed: dict[str, Any] = {}
|
||||
for item in raw_params:
|
||||
if "=" not in item:
|
||||
raise ValueError(f"invalid --strategy-param '{item}', expected key=value")
|
||||
key, raw_value = item.split("=", 1)
|
||||
key = key.strip()
|
||||
raw_value = raw_value.strip()
|
||||
if not key:
|
||||
raise ValueError(f"invalid --strategy-param '{item}', empty key")
|
||||
try:
|
||||
value = ast.literal_eval(raw_value)
|
||||
except (ValueError, SyntaxError):
|
||||
value = raw_value
|
||||
parsed[key] = value
|
||||
return parsed
|
||||
|
||||
|
||||
def extract_report(result: list[bt.Strategy], final_value: float) -> dict[str, Any]:
|
||||
strategy = result[0]
|
||||
drawdown_info = strategy.analyzers.drawdown.get_analysis()
|
||||
sharpe_info = strategy.analyzers.sharpe.get_analysis()
|
||||
|
||||
max_drawdown = drawdown_info.get("max", {}).get("drawdown")
|
||||
sharpe_ratio = sharpe_info.get("sharperatio")
|
||||
return {
|
||||
"final_value": final_value,
|
||||
"max_drawdown_pct": None if max_drawdown is None else float(max_drawdown),
|
||||
"sharpe_ratio": None if sharpe_ratio is None else float(sharpe_ratio),
|
||||
}
|
||||
|
||||
|
||||
def print_report(report: dict[str, Any]) -> None:
|
||||
print("\n===== Backtest Report =====")
|
||||
print(f"Final Value : {report['final_value']:.2f}")
|
||||
max_drawdown = report["max_drawdown_pct"]
|
||||
sharpe_ratio = report["sharpe_ratio"]
|
||||
print(f"Max Drawdown (%) : {'N/A' if max_drawdown is None else f'{max_drawdown:.4f}'}")
|
||||
print(f"Sharpe Ratio : {'N/A' if sharpe_ratio is None else f'{sharpe_ratio:.4f}'}")
|
||||
print("===========================\n")
|
||||
|
||||
|
||||
def run_backtest() -> None:
|
||||
args = parse_args()
|
||||
data_path = Path(args.input)
|
||||
if not data_path.exists():
|
||||
raise FileNotFoundError(f"input file not found: {data_path}")
|
||||
|
||||
strategy_cls = load_strategy_class(args.strategy)
|
||||
strategy_params = parse_strategy_params(args.strategy_param)
|
||||
df = load_dataframe(data_path)
|
||||
|
||||
cerebro = bt.Cerebro()
|
||||
cerebro.addstrategy(strategy_cls, **strategy_params)
|
||||
cerebro.broker.setcash(args.cash)
|
||||
cerebro.broker.setcommission(commission=args.commission)
|
||||
cerebro.adddata(bt.feeds.PandasData(dataname=df))
|
||||
cerebro.addanalyzer(bt.analyzers.DrawDown, _name="drawdown")
|
||||
cerebro.addanalyzer(bt.analyzers.SharpeRatio_A, _name="sharpe", riskfreerate=0.0)
|
||||
|
||||
print(f"starting portfolio value: {cerebro.broker.getvalue():.2f}")
|
||||
result = cerebro.run()
|
||||
final_value = cerebro.broker.getvalue()
|
||||
print(f"final portfolio value: {final_value:.2f}")
|
||||
print(f"strategies executed: {len(result)}")
|
||||
print_report(extract_report(result, final_value))
|
||||
|
||||
if args.plot:
|
||||
cerebro.plot(style="candlestick")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
run_backtest()
|
||||
59
python-app/app/data_protocol.py
Normal file
59
python-app/app/data_protocol.py
Normal file
@@ -0,0 +1,59 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from typing import Any, Dict
|
||||
|
||||
|
||||
@dataclass
|
||||
class KlineMessage:
|
||||
type: str
|
||||
source: str
|
||||
symbol: str
|
||||
interval: str
|
||||
event_time: int
|
||||
open_time: int
|
||||
close_time: int
|
||||
open: str
|
||||
high: str
|
||||
low: str
|
||||
close: str
|
||||
volume: str
|
||||
trade_num: int
|
||||
final: bool
|
||||
|
||||
@classmethod
|
||||
def from_dict(cls, payload: Dict[str, Any]) -> "KlineMessage":
|
||||
return cls(
|
||||
type=str(payload["type"]),
|
||||
source=str(payload["source"]),
|
||||
symbol=str(payload["symbol"]),
|
||||
interval=str(payload["interval"]),
|
||||
event_time=int(payload["event_time"]),
|
||||
open_time=int(payload["open_time"]),
|
||||
close_time=int(payload["close_time"]),
|
||||
open=str(payload["open"]),
|
||||
high=str(payload["high"]),
|
||||
low=str(payload["low"]),
|
||||
close=str(payload["close"]),
|
||||
volume=str(payload["volume"]),
|
||||
trade_num=int(payload["trade_num"]),
|
||||
final=bool(payload["final"]),
|
||||
)
|
||||
|
||||
def to_dict(self) -> Dict[str, Any]:
|
||||
return {
|
||||
"type": self.type,
|
||||
"source": self.source,
|
||||
"symbol": self.symbol,
|
||||
"interval": self.interval,
|
||||
"event_time": self.event_time,
|
||||
"open_time": self.open_time,
|
||||
"close_time": self.close_time,
|
||||
"open": self.open,
|
||||
"high": self.high,
|
||||
"low": self.low,
|
||||
"close": self.close,
|
||||
"volume": self.volume,
|
||||
"trade_num": self.trade_num,
|
||||
"final": self.final,
|
||||
}
|
||||
113
python-app/app/kline_viewer.py
Normal file
113
python-app/app/kline_viewer.py
Normal file
@@ -0,0 +1,113 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
from collections import OrderedDict
|
||||
|
||||
import matplotlib.pyplot as plt
|
||||
import mplfinance as mpf
|
||||
import pandas as pd
|
||||
import redis
|
||||
|
||||
from data_protocol import KlineMessage
|
||||
|
||||
|
||||
def parse_args() -> argparse.Namespace:
|
||||
parser = argparse.ArgumentParser(description="Realtime K-line viewer from Redis")
|
||||
parser.add_argument("--redis-host", default="127.0.0.1", help="Redis host")
|
||||
parser.add_argument("--redis-port", type=int, default=6379, help="Redis port")
|
||||
parser.add_argument("--redis-db", type=int, default=0, help="Redis DB")
|
||||
parser.add_argument("--redis-password", default="", help="Redis password")
|
||||
parser.add_argument("--channel", default="kline.stream", help="Pub/Sub channel")
|
||||
parser.add_argument("--window", type=int, default=80, help="Window size to render")
|
||||
parser.add_argument("--only-final", action="store_true", help="Render only closed candles")
|
||||
parser.add_argument("--timeout", type=float, default=1.0, help="Subscriber timeout (seconds)")
|
||||
return parser.parse_args()
|
||||
|
||||
|
||||
def upsert_message(buffer: OrderedDict[int, KlineMessage], message: KlineMessage, max_size: int) -> None:
|
||||
buffer[message.open_time] = message
|
||||
buffer.move_to_end(message.open_time)
|
||||
while len(buffer) > max_size:
|
||||
buffer.popitem(last=False)
|
||||
|
||||
|
||||
def to_dataframe(messages: list[KlineMessage]) -> pd.DataFrame:
|
||||
rows = []
|
||||
for msg in messages:
|
||||
rows.append(
|
||||
{
|
||||
"Date": pd.to_datetime(msg.open_time, unit="ms"),
|
||||
"Open": float(msg.open),
|
||||
"High": float(msg.high),
|
||||
"Low": float(msg.low),
|
||||
"Close": float(msg.close),
|
||||
"Volume": float(msg.volume),
|
||||
}
|
||||
)
|
||||
frame = pd.DataFrame(rows).set_index("Date")
|
||||
return frame
|
||||
|
||||
|
||||
def main() -> None:
|
||||
args = parse_args()
|
||||
plt.ion()
|
||||
client = redis.Redis(
|
||||
host=args.redis_host,
|
||||
port=args.redis_port,
|
||||
db=args.redis_db,
|
||||
password=args.redis_password or None,
|
||||
decode_responses=True,
|
||||
)
|
||||
pubsub = client.pubsub(ignore_subscribe_messages=True)
|
||||
pubsub.subscribe(args.channel)
|
||||
|
||||
print(
|
||||
f"subscribed redis channel={args.channel} "
|
||||
f"at {args.redis_host}:{args.redis_port}/{args.redis_db}"
|
||||
)
|
||||
|
||||
candles: OrderedDict[int, KlineMessage] = OrderedDict()
|
||||
|
||||
try:
|
||||
while True:
|
||||
packet = pubsub.get_message(timeout=args.timeout)
|
||||
if not packet:
|
||||
plt.pause(0.01)
|
||||
continue
|
||||
|
||||
raw = packet.get("data")
|
||||
if not isinstance(raw, str):
|
||||
continue
|
||||
|
||||
payload = json.loads(raw)
|
||||
message = KlineMessage.from_dict(payload)
|
||||
if args.only_final and not message.final:
|
||||
continue
|
||||
|
||||
upsert_message(candles, message, args.window)
|
||||
frame = to_dataframe(list(candles.values()))
|
||||
if frame.empty:
|
||||
continue
|
||||
|
||||
plt.clf()
|
||||
mpf.plot(
|
||||
frame,
|
||||
type="candle",
|
||||
style="yahoo",
|
||||
volume=True,
|
||||
datetime_format="%H:%M",
|
||||
tight_layout=True,
|
||||
)
|
||||
plt.pause(0.001)
|
||||
except KeyboardInterrupt:
|
||||
print("viewer stopped by user")
|
||||
finally:
|
||||
pubsub.close()
|
||||
client.close()
|
||||
plt.ioff()
|
||||
plt.show()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
4
python-app/app/market/__init__.py
Normal file
4
python-app/app/market/__init__.py
Normal file
@@ -0,0 +1,4 @@
|
||||
from market.config import load_market_config
|
||||
from market.factory import create_provider
|
||||
|
||||
__all__ = ["load_market_config", "create_provider"]
|
||||
40
python-app/app/market/config.py
Normal file
40
python-app/app/market/config.py
Normal file
@@ -0,0 +1,40 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from dataclasses import dataclass
|
||||
|
||||
|
||||
@dataclass
|
||||
class MarketConfig:
|
||||
channel: str
|
||||
provider: str
|
||||
cmes_token: str
|
||||
futu_host: str
|
||||
futu_port: int
|
||||
futu_is_encrypt: bool | None
|
||||
futu_market: str
|
||||
|
||||
|
||||
def load_market_config() -> MarketConfig:
|
||||
channel = os.getenv("MARKET_CHANNEL", "cn").strip().lower()
|
||||
provider = os.getenv("MARKET_PROVIDER", "akshare").strip().lower()
|
||||
cmes_token = os.getenv("CMES_TOKEN", "").strip()
|
||||
futu_host = os.getenv("FUTU_HOST", "127.0.0.1").strip()
|
||||
futu_port = int(os.getenv("FUTU_PORT", "11111").strip())
|
||||
futu_encrypt_raw = os.getenv("FUTU_IS_ENCRYPT", "").strip().lower()
|
||||
if futu_encrypt_raw in {"1", "true", "yes", "y"}:
|
||||
futu_is_encrypt = True
|
||||
elif futu_encrypt_raw in {"0", "false", "no", "n"}:
|
||||
futu_is_encrypt = False
|
||||
else:
|
||||
futu_is_encrypt = None
|
||||
futu_market = os.getenv("FUTU_MARKET", "").strip().lower()
|
||||
return MarketConfig(
|
||||
channel=channel,
|
||||
provider=provider,
|
||||
cmes_token=cmes_token,
|
||||
futu_host=futu_host,
|
||||
futu_port=futu_port,
|
||||
futu_is_encrypt=futu_is_encrypt,
|
||||
futu_market=futu_market,
|
||||
)
|
||||
29
python-app/app/market/factory.py
Normal file
29
python-app/app/market/factory.py
Normal file
@@ -0,0 +1,29 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from market.config import MarketConfig
|
||||
from market.provider_base import MarketDataProvider
|
||||
from market.providers.akshare_provider import AkshareCnProvider
|
||||
from market.providers.cmes_provider import CmesCnProvider
|
||||
|
||||
|
||||
def create_provider(config: MarketConfig) -> MarketDataProvider:
|
||||
if config.channel == "cn" and config.provider == "akshare":
|
||||
return AkshareCnProvider()
|
||||
if config.channel == "cn" and config.provider == "cmesdata":
|
||||
return CmesCnProvider(token=config.cmes_token)
|
||||
if config.provider == "futu" and config.channel in {"cn", "hk", "us"}:
|
||||
from market.providers.futu_provider import FutuProvider
|
||||
|
||||
return FutuProvider(
|
||||
channel=config.channel,
|
||||
host=config.futu_host,
|
||||
port=config.futu_port,
|
||||
is_encrypt=config.futu_is_encrypt,
|
||||
market=config.futu_market,
|
||||
)
|
||||
if config.channel in {"us", "hk"}:
|
||||
raise RuntimeError(
|
||||
f"channel={config.channel} provider={config.provider} 尚未实现，"
|
||||
"请新增 Provider 后接入 factory。"
|
||||
)
|
||||
raise RuntimeError(f"不支持的通道配置: channel={config.channel}, provider={config.provider}")
|
||||
30
python-app/app/market/provider_base.py
Normal file
30
python-app/app/market/provider_base.py
Normal file
@@ -0,0 +1,30 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from abc import ABC, abstractmethod
|
||||
from datetime import datetime
|
||||
|
||||
import pandas as pd
|
||||
|
||||
|
||||
class MarketDataProvider(ABC):
|
||||
@property
|
||||
@abstractmethod
|
||||
def provider_name(self) -> str:
|
||||
raise NotImplementedError
|
||||
|
||||
@property
|
||||
@abstractmethod
|
||||
def channel(self) -> str:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def fetch_spot(self) -> pd.DataFrame:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def search_spot(self, query: str, limit: int) -> pd.DataFrame:
|
||||
raise NotImplementedError
|
||||
|
||||
@abstractmethod
|
||||
def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
|
||||
raise NotImplementedError
|
||||
12
python-app/app/market/providers/__init__.py
Normal file
12
python-app/app/market/providers/__init__.py
Normal file
@@ -0,0 +1,12 @@
|
||||
from market.providers.akshare_provider import AkshareCnProvider
|
||||
from market.providers.cmes_provider import CmesCnProvider
|
||||
|
||||
__all__ = ["AkshareCnProvider", "CmesCnProvider"]
|
||||
|
||||
try:
|
||||
from market.providers.futu_provider import FutuProvider
|
||||
|
||||
__all__.append("FutuProvider")
|
||||
except Exception:
|
||||
# Allow non-futu environments to keep using other providers.
|
||||
pass
|
||||
63
python-app/app/market/providers/akshare_provider.py
Normal file
63
python-app/app/market/providers/akshare_provider.py
Normal file
@@ -0,0 +1,63 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
|
||||
import akshare as ak
|
||||
import pandas as pd
|
||||
|
||||
from market.provider_base import MarketDataProvider
|
||||
|
||||
|
||||
class AkshareCnProvider(MarketDataProvider):
|
||||
@property
|
||||
def provider_name(self) -> str:
|
||||
return "akshare"
|
||||
|
||||
@property
|
||||
def channel(self) -> str:
|
||||
return "cn"
|
||||
|
||||
def fetch_spot(self) -> pd.DataFrame:
|
||||
df = ak.stock_zh_a_spot_em()
|
||||
if df.empty:
|
||||
raise RuntimeError("未获取到 A 股实时行情数据")
|
||||
return df
|
||||
|
||||
def search_spot(self, query: str, limit: int) -> pd.DataFrame:
|
||||
q = query.strip().lower()
|
||||
if not q:
|
||||
return pd.DataFrame()
|
||||
|
||||
df = self.fetch_spot()
|
||||
code = df["代码"].astype(str).str.lower()
|
||||
name = df["名称"].astype(str).str.lower()
|
||||
|
||||
exact = df[(code == q) | (name == q)]
|
||||
if not exact.empty:
|
||||
return exact.head(limit)
|
||||
|
||||
starts = df[code.str.startswith(q) | name.str.startswith(q)]
|
||||
if not starts.empty:
|
||||
return starts.head(limit)
|
||||
|
||||
return df[code.str.contains(q, na=False) | name.str.contains(q, na=False)].head(limit)
|
||||
|
||||
def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
|
||||
hist = ak.stock_zh_a_hist(
|
||||
symbol=code,
|
||||
period="daily",
|
||||
start_date=start.strftime("%Y%m%d"),
|
||||
end_date=end.strftime("%Y%m%d"),
|
||||
adjust="qfq",
|
||||
)
|
||||
if hist.empty:
|
||||
raise RuntimeError(f"未获取到 K 线数据: {code}")
|
||||
|
||||
frame = pd.DataFrame(
|
||||
{
|
||||
"date": pd.to_datetime(hist["日期"]),
|
||||
"close": pd.to_numeric(hist["收盘"], errors="coerce"),
|
||||
"volume": pd.to_numeric(hist["成交量"], errors="coerce"),
|
||||
}
|
||||
).dropna()
|
||||
return frame.sort_values("date").reset_index(drop=True)
|
||||
70
python-app/app/market/providers/cmes_provider.py
Normal file
70
python-app/app/market/providers/cmes_provider.py
Normal file
@@ -0,0 +1,70 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import importlib
|
||||
import os
|
||||
from datetime import datetime
|
||||
|
||||
import pandas as pd
|
||||
|
||||
from market.provider_base import MarketDataProvider
|
||||
|
||||
|
||||
class CmesCnProvider(MarketDataProvider):
|
||||
def __init__(self, token: str | None = None) -> None:
|
||||
self._token = token or os.getenv("CMES_TOKEN", "").strip()
|
||||
self._module = importlib.import_module("cmesdata")
|
||||
self._login_once()
|
||||
|
||||
@property
|
||||
def provider_name(self) -> str:
|
||||
return "cmesdata"
|
||||
|
||||
@property
|
||||
def channel(self) -> str:
|
||||
return "cn"
|
||||
|
||||
def _login_once(self) -> None:
|
||||
if not self._token:
|
||||
raise RuntimeError("CMES_TOKEN 未配置，无法使用 cmesdata 通道")
|
||||
self._module.login(self._token)
|
||||
|
||||
@staticmethod
|
||||
def _to_prefixed_code(code: str) -> str:
|
||||
raw = code.strip().upper().replace(".", "")
|
||||
if raw.startswith("SH") or raw.startswith("SZ"):
|
||||
return f"{raw[:2]}.{raw[2:]}"
|
||||
if raw.isdigit() and len(raw) == 6:
|
||||
if raw.startswith(("6", "9")):
|
||||
return f"SH.{raw}"
|
||||
return f"SZ.{raw}"
|
||||
raise RuntimeError("cmesdata 通道仅支持 6 位 A 股代码或 SH./SZ. 前缀代码")
|
||||
|
||||
def fetch_spot(self) -> pd.DataFrame:
|
||||
raise RuntimeError("cmesdata 不支持全市场快照拉取，请通过精确代码查询")
|
||||
|
||||
def search_spot(self, query: str, limit: int) -> pd.DataFrame:
|
||||
_ = limit
|
||||
code = self._to_prefixed_code(query)
|
||||
df = self._module.get_real_hq([code])
|
||||
if df is None or df.empty:
|
||||
raise RuntimeError(f"未获取到实时行情: {code}")
|
||||
return df
|
||||
|
||||
def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
|
||||
prefixed = self._to_prefixed_code(code)
|
||||
df = self._module.get_history_data(
|
||||
prefixed,
|
||||
start.strftime("%Y-%m-%d"),
|
||||
end.strftime("%Y-%m-%d"),
|
||||
"D",
|
||||
)
|
||||
if df is None or df.empty:
|
||||
raise RuntimeError(f"未获取到历史 K 线: {prefixed}")
|
||||
frame = pd.DataFrame(
|
||||
{
|
||||
"date": pd.to_datetime(df["时间"]),
|
||||
"close": pd.to_numeric(df["收盘价"], errors="coerce"),
|
||||
"volume": pd.to_numeric(df["成交量"], errors="coerce"),
|
||||
}
|
||||
).dropna()
|
||||
return frame.sort_values("date").reset_index(drop=True)
|
||||
207
python-app/app/market/providers/futu_provider.py
Normal file
207
python-app/app/market/providers/futu_provider.py
Normal file
@@ -0,0 +1,207 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
|
||||
import pandas as pd
|
||||
from futu import AuType, KLType, Market, OpenQuoteContext, RET_OK, SecurityType
|
||||
|
||||
from market.provider_base import MarketDataProvider
|
||||
|
||||
|
||||
class FutuProvider(MarketDataProvider):
|
||||
def __init__(
|
||||
self,
|
||||
channel: str,
|
||||
host: str = "127.0.0.1",
|
||||
port: int = 11111,
|
||||
is_encrypt: bool | None = None,
|
||||
market: str = "",
|
||||
) -> None:
|
||||
self._channel = channel.strip().lower()
|
||||
self._host = host
|
||||
self._port = int(port)
|
||||
self._is_encrypt = is_encrypt
|
||||
self._market = (market or self._channel).strip().lower()
|
||||
self._ctx = OpenQuoteContext(host=self._host, port=self._port, is_encrypt=self._is_encrypt)
|
||||
self._basicinfo_cache: pd.DataFrame | None = None
|
||||
|
||||
@property
|
||||
def provider_name(self) -> str:
|
||||
return "futu"
|
||||
|
||||
@property
|
||||
def channel(self) -> str:
|
||||
return self._channel
|
||||
|
||||
def __del__(self) -> None:
|
||||
try:
|
||||
self._ctx.close()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
def _require_market(self) -> Market:
|
||||
if self._market == "cn":
|
||||
return Market.SH
|
||||
if self._market == "hk":
|
||||
return Market.HK
|
||||
if self._market == "us":
|
||||
return Market.US
|
||||
raise RuntimeError(f"不支持的 FUTU_MARKET: {self._market}，可选: cn/hk/us")
|
||||
|
||||
def _normalize_code(self, query: str) -> str:
|
||||
q = query.strip().upper()
|
||||
if not q:
|
||||
return ""
|
||||
if "." in q:
|
||||
return q
|
||||
if self._market == "cn":
|
||||
if q.isdigit() and len(q) == 6:
|
||||
prefix = "SH" if q.startswith(("5", "6", "9")) else "SZ"
|
||||
return f"{prefix}.{q}"
|
||||
return q
|
||||
if self._market == "hk":
|
||||
if q.isdigit():
|
||||
return f"HK.{q.zfill(5)}"
|
||||
return f"HK.{q}"
|
||||
if self._market == "us":
|
||||
return f"US.{q}"
|
||||
return q
|
||||
|
||||
def _snapshot_to_unified(self, df: pd.DataFrame) -> pd.DataFrame:
|
||||
frame = df.copy()
|
||||
if "code" not in frame.columns:
|
||||
raise RuntimeError("Futu 快照返回缺少 code 字段")
|
||||
if "name" not in frame.columns:
|
||||
frame["name"] = ""
|
||||
frame["涨跌额"] = pd.to_numeric(frame.get("last_price"), errors="coerce") - pd.to_numeric(
|
||||
frame.get("prev_close_price"), errors="coerce"
|
||||
)
|
||||
frame["市盈率-动态"] = frame.get("pe_ttm_ratio", frame.get("pe_ratio"))
|
||||
frame["市净率"] = frame.get("pb_ratio")
|
||||
frame["总市值"] = frame.get("total_market_val")
|
||||
frame["流通市值"] = frame.get("circular_market_val")
|
||||
frame["代码"] = frame["code"].astype(str)
|
||||
frame["名称"] = frame["name"]
|
||||
frame["最新价"] = frame.get("last_price")
|
||||
frame["涨跌幅"] = frame.get("change_rate")
|
||||
frame["成交量"] = frame.get("volume")
|
||||
frame["成交额"] = frame.get("turnover")
|
||||
frame["振幅"] = frame.get("amplitude")
|
||||
frame["最高"] = frame.get("high_price")
|
||||
frame["最低"] = frame.get("low_price")
|
||||
frame["今开"] = frame.get("open_price")
|
||||
frame["昨收"] = frame.get("prev_close_price")
|
||||
columns = [
|
||||
"代码",
|
||||
"名称",
|
||||
"最新价",
|
||||
"涨跌幅",
|
||||
"涨跌额",
|
||||
"成交量",
|
||||
"成交额",
|
||||
"振幅",
|
||||
"最高",
|
||||
"最低",
|
||||
"今开",
|
||||
"昨收",
|
||||
"市盈率-动态",
|
||||
"市净率",
|
||||
"总市值",
|
||||
"流通市值",
|
||||
]
|
||||
return frame[columns]
|
||||
|
||||
def _get_snapshot(self, codes: list[str]) -> pd.DataFrame:
|
||||
ret, data = self._ctx.get_market_snapshot(codes)
|
||||
if ret != RET_OK:
|
||||
raise RuntimeError(f"Futu 获取快照失败: {data}")
|
||||
if data is None or data.empty:
|
||||
return pd.DataFrame()
|
||||
return self._snapshot_to_unified(data)
|
||||
|
||||
def _load_basicinfo(self) -> pd.DataFrame:
|
||||
if self._basicinfo_cache is not None:
|
||||
return self._basicinfo_cache
|
||||
market = self._require_market()
|
||||
ret, data = self._ctx.get_stock_basicinfo(market=market, stock_type=SecurityType.STOCK)
|
||||
if ret != RET_OK:
|
||||
raise RuntimeError(f"Futu 获取股票基础信息失败: {data}")
|
||||
if data is None:
|
||||
self._basicinfo_cache = pd.DataFrame(columns=["code", "name"])
|
||||
return self._basicinfo_cache
|
||||
frame = data.copy()
|
||||
frame["code"] = frame["code"].astype(str)
|
||||
frame["name"] = frame["name"].astype(str)
|
||||
self._basicinfo_cache = frame
|
||||
return frame
|
||||
|
||||
def fetch_spot(self) -> pd.DataFrame:
|
||||
raise RuntimeError("Futu 不支持直接拉取全市场实时快照，请使用 search_spot")
|
||||
|
||||
def search_spot(self, query: str, limit: int) -> pd.DataFrame:
|
||||
q = query.strip()
|
||||
if not q:
|
||||
return pd.DataFrame()
|
||||
|
||||
code = self._normalize_code(q)
|
||||
if code:
|
||||
exact = self._get_snapshot([code])
|
||||
if not exact.empty:
|
||||
return exact.head(limit)
|
||||
|
||||
basic = self._load_basicinfo()
|
||||
q_lower = q.lower()
|
||||
code_col = basic["code"].astype(str)
|
||||
name_col = basic["name"].astype(str)
|
||||
mask = (
|
||||
code_col.str.lower().eq(q_lower)
|
||||
| name_col.str.lower().eq(q_lower)
|
||||
| code_col.str.lower().str.startswith(q_lower)
|
||||
| name_col.str.lower().str.startswith(q_lower)
|
||||
| code_col.str.lower().str.contains(q_lower, na=False)
|
||||
| name_col.str.lower().str.contains(q_lower, na=False)
|
||||
)
|
||||
candidates = basic.loc[mask, "code"].drop_duplicates().head(max(limit * 2, 20)).tolist()
|
||||
if not candidates:
|
||||
return pd.DataFrame()
|
||||
snap = self._get_snapshot(candidates)
|
||||
if snap.empty:
|
||||
return pd.DataFrame()
|
||||
return snap.head(limit)
|
||||
|
||||
def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
|
||||
normalized = self._normalize_code(code)
|
||||
page_key = None
|
||||
frames: list[pd.DataFrame] = []
|
||||
|
||||
while True:
|
||||
ret, data, page_key = self._ctx.request_history_kline(
|
||||
normalized,
|
||||
start=start.strftime("%Y-%m-%d"),
|
||||
end=end.strftime("%Y-%m-%d"),
|
||||
ktype=KLType.K_DAY,
|
||||
autype=AuType.QFQ,
|
||||
max_count=1000,
|
||||
page_req_key=page_key,
|
||||
)
|
||||
if ret != RET_OK:
|
||||
raise RuntimeError(f"Futu 获取历史 K 线失败: {data}")
|
||||
if data is not None and not data.empty:
|
||||
frames.append(data.copy())
|
||||
if page_key is None:
|
||||
break
|
||||
|
||||
if not frames:
|
||||
raise RuntimeError(f"未获取到 K 线数据: {normalized}")
|
||||
|
||||
full = pd.concat(frames, ignore_index=True)
|
||||
frame = pd.DataFrame(
|
||||
{
|
||||
"date": pd.to_datetime(full["time_key"]),
|
||||
"close": pd.to_numeric(full["close"], errors="coerce"),
|
||||
"volume": pd.to_numeric(full["volume"], errors="coerce"),
|
||||
}
|
||||
).dropna()
|
||||
if frame.empty:
|
||||
raise RuntimeError(f"K 线数据为空: {normalized}")
|
||||
return frame.sort_values("date").reset_index(drop=True)
|
||||
164
python-app/app/market/service.py
Normal file
164
python-app/app/market/service.py
Normal file
@@ -0,0 +1,164 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any
|
||||
from time import time
|
||||
|
||||
import pandas as pd
|
||||
|
||||
from market.provider_base import MarketDataProvider
|
||||
|
||||
|
||||
DISPLAY_FIELDS = [
|
||||
"代码",
|
||||
"名称",
|
||||
"最新价",
|
||||
"涨跌幅",
|
||||
"涨跌额",
|
||||
"成交量",
|
||||
"成交额",
|
||||
"振幅",
|
||||
"最高",
|
||||
"最低",
|
||||
"今开",
|
||||
"昨收",
|
||||
"市盈率-动态",
|
||||
"市净率",
|
||||
"总市值",
|
||||
"流通市值",
|
||||
]
|
||||
|
||||
|
||||
def _safe(v: Any) -> Any:
|
||||
if v is None:
|
||||
return None
|
||||
if isinstance(v, float) and pd.isna(v):
|
||||
return None
|
||||
return v
|
||||
|
||||
|
||||
def build_signals(hist: pd.DataFrame, sma_fast: int, sma_slow: int) -> list[dict[str, Any]]:
|
||||
frame = hist.copy()
|
||||
frame["sma_fast"] = frame["close"].rolling(sma_fast).mean()
|
||||
frame["sma_slow"] = frame["close"].rolling(sma_slow).mean()
|
||||
signals: list[dict[str, Any]] = []
|
||||
|
||||
for i in range(1, len(frame)):
|
||||
prev = frame.iloc[i - 1]
|
||||
curr = frame.iloc[i]
|
||||
if pd.isna(prev["sma_fast"]) or pd.isna(prev["sma_slow"]) or pd.isna(curr["sma_fast"]) or pd.isna(curr["sma_slow"]):
|
||||
continue
|
||||
cross_up = prev["sma_fast"] <= prev["sma_slow"] and curr["sma_fast"] > curr["sma_slow"]
|
||||
cross_down = prev["sma_fast"] >= prev["sma_slow"] and curr["sma_fast"] < curr["sma_slow"]
|
||||
if cross_up:
|
||||
signals.append({"date": curr["date"].strftime("%Y-%m-%d"), "type": "buy", "price": float(curr["close"])})
|
||||
elif cross_down:
|
||||
signals.append({"date": curr["date"].strftime("%Y-%m-%d"), "type": "sell", "price": float(curr["close"])})
|
||||
return signals
|
||||
|
||||
|
||||
def resolve_candidates(provider: MarketDataProvider, query: str, limit: int) -> pd.DataFrame:
|
||||
return provider.search_spot(query=query, limit=limit)
|
||||
|
||||
|
||||
def _pick_first_candidate(provider: MarketDataProvider, query: str) -> pd.Series:
|
||||
candidates = resolve_candidates(provider, query=query, limit=1)
|
||||
if candidates.empty:
|
||||
raise RuntimeError(f"未找到匹配股票: {query}")
|
||||
row = candidates.iloc[0]
|
||||
code = str(row.get("代码", "")).strip()
|
||||
if not code:
|
||||
raise RuntimeError("行情返回缺少代码字段")
|
||||
return row
|
||||
|
||||
|
||||
def _build_info(provider: MarketDataProvider, row: pd.Series) -> dict[str, Any]:
|
||||
code = str(row.get("代码", "")).strip()
|
||||
return {
|
||||
"code": code,
|
||||
"name": str(row.get("名称", "")),
|
||||
"price": _safe(row.get("最新价")),
|
||||
"change_pct": _safe(row.get("涨跌幅")),
|
||||
"change": _safe(row.get("涨跌额")),
|
||||
"volume": _safe(row.get("成交量")),
|
||||
"turnover": _safe(row.get("成交额")),
|
||||
"amplitude": _safe(row.get("振幅")),
|
||||
"high": _safe(row.get("最高")),
|
||||
"low": _safe(row.get("最低")),
|
||||
"open": _safe(row.get("今开")),
|
||||
"prev_close": _safe(row.get("昨收")),
|
||||
"pe": _safe(row.get("市盈率-动态")),
|
||||
"pb": _safe(row.get("市净率")),
|
||||
"market_cap": _safe(row.get("总市值")),
|
||||
"float_market_cap": _safe(row.get("流通市值")),
|
||||
"provider": provider.provider_name,
|
||||
"channel": provider.channel,
|
||||
}
|
||||
|
||||
|
||||
def build_realtime_info(provider: MarketDataProvider, query: str) -> dict[str, Any]:
|
||||
row = _pick_first_candidate(provider, query=query)
|
||||
info = _build_info(provider=provider, row=row)
|
||||
now = datetime.now()
|
||||
price = info.get("price")
|
||||
volume = info.get("volume")
|
||||
realtime_point = {
|
||||
"date": now.strftime("%Y-%m-%d"),
|
||||
"close": float(price) if price is not None else None,
|
||||
"volume": float(volume) if volume is not None else 0.0,
|
||||
}
|
||||
return {
|
||||
"info": info,
|
||||
"realtime_point": realtime_point,
|
||||
"source": "realtime",
|
||||
"updated_at": now.strftime("%Y-%m-%d %H:%M:%S"),
|
||||
}
|
||||
|
||||
|
||||
_DASHBOARD_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
|
||||
_DASHBOARD_CACHE_TTL_SECONDS = 15.0
|
||||
|
||||
|
||||
def build_dashboard(
|
||||
provider: MarketDataProvider,
|
||||
query: str,
|
||||
days: int,
|
||||
sma_fast: int,
|
||||
sma_slow: int,
|
||||
) -> dict[str, Any]:
|
||||
if sma_fast >= sma_slow:
|
||||
raise RuntimeError("sma_fast must be less than sma_slow")
|
||||
|
||||
row = _pick_first_candidate(provider, query=query)
|
||||
code = str(row.get("代码", "")).strip()
|
||||
cache_key = "|".join([provider.provider_name, provider.channel, code, str(days), str(sma_fast), str(sma_slow)])
|
||||
now = time()
|
||||
cached = _DASHBOARD_CACHE.get(cache_key)
|
||||
if cached is not None and now - cached[0] <= _DASHBOARD_CACHE_TTL_SECONDS:
|
||||
return cached[1]
|
||||
|
||||
end = datetime.now()
|
||||
lookback_days = max(days + (sma_slow * 3), days + 30)
|
||||
start = end - timedelta(days=lookback_days)
|
||||
hist = provider.fetch_daily_kline(code=code, start=start, end=end).tail(days).reset_index(drop=True)
|
||||
if hist.empty:
|
||||
raise RuntimeError(f"未获取到 K 线数据: {code}")
|
||||
|
||||
signals = build_signals(hist, sma_fast=sma_fast, sma_slow=sma_slow)
|
||||
hist["sma_fast"] = hist["close"].rolling(sma_fast).mean()
|
||||
hist["sma_slow"] = hist["close"].rolling(sma_slow).mean()
|
||||
|
||||
points = [
|
||||
{
|
||||
"date": d.strftime("%Y-%m-%d"),
|
||||
"close": float(c),
|
||||
"sma_fast": _safe(f),
|
||||
"sma_slow": _safe(s),
|
||||
"volume": float(v),
|
||||
}
|
||||
for d, c, f, s, v in zip(hist["date"], hist["close"], hist["sma_fast"], hist["sma_slow"], hist["volume"])
|
||||
]
|
||||
|
||||
result = {"info": _build_info(provider=provider, row=row), "points": points, "signals": signals}
|
||||
_DASHBOARD_CACHE[cache_key] = (now, result)
|
||||
return result
|
||||
32
python-app/app/market/types.py
Normal file
32
python-app/app/market/types.py
Normal file
@@ -0,0 +1,32 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
|
||||
@dataclass
|
||||
class SpotRow:
|
||||
code: str
|
||||
name: str
|
||||
price: Any
|
||||
change_pct: Any
|
||||
change: Any
|
||||
volume: Any
|
||||
turnover: Any
|
||||
amplitude: Any
|
||||
high: Any
|
||||
low: Any
|
||||
open: Any
|
||||
prev_close: Any
|
||||
pe: Any
|
||||
pb: Any
|
||||
market_cap: Any
|
||||
float_market_cap: Any
|
||||
|
||||
|
||||
@dataclass
|
||||
class KlineRow:
|
||||
date: datetime
|
||||
close: float
|
||||
volume: float
|
||||
20
python-app/app/sample_data/klines.jsonl
Normal file
20
python-app/app/sample_data/klines.jsonl
Normal file
@@ -0,0 +1,20 @@
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430400000,"open_time":1711430400000,"close_time":1711430459999,"open":"68000.00","high":"68025.00","low":"67990.00","close":"68010.00","volume":"12.40","trade_num":102,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430460000,"open_time":1711430460000,"close_time":1711430519999,"open":"68010.00","high":"68040.00","low":"68000.00","close":"68028.00","volume":"10.12","trade_num":96,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430520000,"open_time":1711430520000,"close_time":1711430579999,"open":"68028.00","high":"68036.00","low":"68005.00","close":"68012.00","volume":"8.80","trade_num":87,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430580000,"open_time":1711430580000,"close_time":1711430639999,"open":"68012.00","high":"68022.00","low":"67980.00","close":"67992.00","volume":"11.50","trade_num":120,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430640000,"open_time":1711430640000,"close_time":1711430699999,"open":"67992.00","high":"68018.00","low":"67970.00","close":"68005.00","volume":"9.64","trade_num":91,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430700000,"open_time":1711430700000,"close_time":1711430759999,"open":"68005.00","high":"68055.00","low":"68002.00","close":"68048.00","volume":"14.03","trade_num":133,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430760000,"open_time":1711430760000,"close_time":1711430819999,"open":"68048.00","high":"68070.00","low":"68030.00","close":"68062.00","volume":"13.38","trade_num":121,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430820000,"open_time":1711430820000,"close_time":1711430879999,"open":"68062.00","high":"68080.00","low":"68040.00","close":"68044.00","volume":"10.99","trade_num":99,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430880000,"open_time":1711430880000,"close_time":1711430939999,"open":"68044.00","high":"68046.00","low":"68000.00","close":"68006.00","volume":"12.75","trade_num":115,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711430940000,"open_time":1711430940000,"close_time":1711430999999,"open":"68006.00","high":"68012.00","low":"67972.00","close":"67986.00","volume":"11.66","trade_num":105,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431000000,"open_time":1711431000000,"close_time":1711431059999,"open":"67986.00","high":"68008.00","low":"67970.00","close":"67996.00","volume":"9.21","trade_num":88,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431060000,"open_time":1711431060000,"close_time":1711431119999,"open":"67996.00","high":"68035.00","low":"67992.00","close":"68020.00","volume":"10.77","trade_num":94,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431120000,"open_time":1711431120000,"close_time":1711431179999,"open":"68020.00","high":"68058.00","low":"68018.00","close":"68052.00","volume":"12.62","trade_num":110,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431180000,"open_time":1711431180000,"close_time":1711431239999,"open":"68052.00","high":"68066.00","low":"68030.00","close":"68042.00","volume":"8.19","trade_num":76,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431240000,"open_time":1711431240000,"close_time":1711431299999,"open":"68042.00","high":"68052.00","low":"68008.00","close":"68016.00","volume":"10.40","trade_num":93,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431300000,"open_time":1711431300000,"close_time":1711431359999,"open":"68016.00","high":"68018.00","low":"67986.00","close":"67998.00","volume":"9.07","trade_num":84,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431360000,"open_time":1711431360000,"close_time":1711431419999,"open":"67998.00","high":"68012.00","low":"67974.00","close":"67988.00","volume":"7.55","trade_num":69,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431420000,"open_time":1711431420000,"close_time":1711431479999,"open":"67988.00","high":"68028.00","low":"67982.00","close":"68024.00","volume":"11.88","trade_num":101,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431480000,"open_time":1711431480000,"close_time":1711431539999,"open":"68024.00","high":"68070.00","low":"68020.00","close":"68062.00","volume":"13.45","trade_num":124,"final":true}
|
||||
{"type":"kline","source":"binance_ws","symbol":"btcusdt","interval":"1m","event_time":1711431540000,"open_time":1711431540000,"close_time":1711431599999,"open":"68062.00","high":"68082.00","low":"68048.00","close":"68074.00","volume":"12.03","trade_num":111,"final":true}
|
||||
91
python-app/app/stock_lookup.py
Normal file
91
python-app/app/stock_lookup.py
Normal file
@@ -0,0 +1,91 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import pandas as pd
|
||||
|
||||
from market import create_provider, load_market_config
|
||||
from market.service import DISPLAY_FIELDS, resolve_candidates
|
||||
|
||||
|
||||
def parse_args() -> argparse.Namespace:
|
||||
parser = argparse.ArgumentParser(description="Stock quick lookup (A-share)")
|
||||
parser.add_argument("query", nargs="?", default="", help="stock code/name/abbr")
|
||||
parser.add_argument("--limit", type=int, default=8, help="max candidate rows")
|
||||
return parser.parse_args()
|
||||
|
||||
|
||||
def safe_str(value: object) -> str:
|
||||
if value is None:
|
||||
return ""
|
||||
if isinstance(value, float) and pd.isna(value):
|
||||
return ""
|
||||
return str(value).strip()
|
||||
|
||||
|
||||
def print_row(row: pd.Series) -> None:
|
||||
print("\n===== 股票信息 =====")
|
||||
for field in DISPLAY_FIELDS:
|
||||
if field in row.index:
|
||||
print(f"{field}: {safe_str(row[field])}")
|
||||
print("===================\n")
|
||||
|
||||
|
||||
def pick_candidate(candidates: pd.DataFrame) -> pd.Series | None:
|
||||
if len(candidates) == 1:
|
||||
return candidates.iloc[0]
|
||||
|
||||
print("\n匹配到多个标的，请选择：")
|
||||
for idx, (_, row) in enumerate(candidates.iterrows(), start=1):
|
||||
print(f"{idx}. {safe_str(row['代码'])} {safe_str(row['名称'])} 最新价={safe_str(row.get('最新价'))}")
|
||||
|
||||
choice = input("输入序号(直接回车默认 1): ").strip()
|
||||
if not choice:
|
||||
return candidates.iloc[0]
|
||||
if not choice.isdigit():
|
||||
print("输入无效")
|
||||
return None
|
||||
pos = int(choice)
|
||||
if pos < 1 or pos > len(candidates):
|
||||
print("输入超出范围")
|
||||
return None
|
||||
return candidates.iloc[pos - 1]
|
||||
|
||||
|
||||
def run_once(query: str, limit: int) -> None:
|
||||
provider = create_provider(load_market_config())
|
||||
candidates = resolve_candidates(provider, query, limit)
|
||||
if candidates.empty:
|
||||
print(f"未找到匹配股票: {query}")
|
||||
return
|
||||
selected = pick_candidate(candidates)
|
||||
if selected is None:
|
||||
return
|
||||
print_row(selected)
|
||||
|
||||
|
||||
def interactive_loop(limit: int) -> None:
|
||||
print("股票速查已启动，输入代码/名称（输入 q 退出）")
|
||||
while True:
|
||||
query = input("查询> ").strip()
|
||||
if query.lower() in {"q", "quit", "exit"}:
|
||||
print("已退出股票速查")
|
||||
return
|
||||
if not query:
|
||||
continue
|
||||
try:
|
||||
run_once(query, limit)
|
||||
except Exception as exc: # noqa: BLE001
|
||||
print(f"查询失败: {exc}")
|
||||
|
||||
|
||||
def main() -> None:
|
||||
args = parse_args()
|
||||
if not args.query:
|
||||
interactive_loop(args.limit)
|
||||
return
|
||||
|
||||
run_once(args.query, args.limit)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
3
python-app/app/strategies/__init__.py
Normal file
3
python-app/app/strategies/__init__.py
Normal file
@@ -0,0 +1,3 @@
|
||||
from .sma_cross import SmaCrossStrategy
|
||||
|
||||
__all__ = ["SmaCrossStrategy"]
|
||||
22
python-app/app/strategies/sma_cross.py
Normal file
22
python-app/app/strategies/sma_cross.py
Normal file
@@ -0,0 +1,22 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import backtrader as bt
|
||||
|
||||
|
||||
class SmaCrossStrategy(bt.Strategy):
|
||||
params = (
|
||||
("fast", 3),
|
||||
("slow", 8),
|
||||
("stake", 1),
|
||||
)
|
||||
|
||||
def __init__(self) -> None:
|
||||
self.fast_sma = bt.indicators.SMA(self.data.close, period=self.params.fast)
|
||||
self.slow_sma = bt.indicators.SMA(self.data.close, period=self.params.slow)
|
||||
self.cross_signal = bt.indicators.CrossOver(self.fast_sma, self.slow_sma)
|
||||
|
||||
def next(self) -> None:
|
||||
if not self.position and self.cross_signal > 0:
|
||||
self.buy(size=self.params.stake)
|
||||
elif self.position and self.cross_signal < 0:
|
||||
self.close()
|
||||
211
python-app/app/web/index.html
Normal file
211
python-app/app/web/index.html
Normal file
@@ -0,0 +1,211 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="zh-CN">
|
||||
<head>
|
||||
<meta charset="UTF-8" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||
<title>AITrading 股票看板</title>
|
||||
<script src="https://cdn.jsdelivr.net/npm/chart.js@4.4.3/dist/chart.umd.min.js"></script>
|
||||
<style>
|
||||
body { font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Arial, sans-serif; margin: 20px; background:#f7f8fa; color:#1f2937; }
|
||||
.card { background:#fff; border-radius:10px; box-shadow:0 2px 8px rgba(0,0,0,.06); padding:16px; margin-bottom:16px; }
|
||||
.row { display:flex; gap:12px; flex-wrap:wrap; }
|
||||
input, button { padding:8px 10px; border-radius:8px; border:1px solid #d1d5db; }
|
||||
button { background:#2563eb; color:#fff; border:none; cursor:pointer; }
|
||||
.grid { display:grid; grid-template-columns: repeat(3, minmax(180px,1fr)); gap:8px; }
|
||||
.item { background:#f9fafb; border-radius:8px; padding:8px; }
|
||||
.label { color:#6b7280; font-size:12px; }
|
||||
.value { font-size:14px; font-weight:600; }
|
||||
#status { font-size:13px; color:#6b7280; }
|
||||
</style>
|
||||
</head>
|
||||
<body>
|
||||
<div class="card">
|
||||
<h2>股票信息与买卖点</h2>
|
||||
<div class="row">
|
||||
<input id="query" placeholder="输入股票代码或名称，如 600519 / 贵州茅台" style="min-width:300px;" />
|
||||
<input id="fast" type="number" min="2" max="60" value="5" />
|
||||
<input id="slow" type="number" min="3" max="120" value="20" />
|
||||
<button onclick="searchStock()">查询</button>
|
||||
</div>
|
||||
<p id="status">请输入代码或名称并点击查询。</p>
|
||||
</div>
|
||||
|
||||
<div class="card">
|
||||
<div id="info" class="grid"></div>
|
||||
</div>
|
||||
|
||||
<div class="card">
|
||||
<canvas id="chart" height="120"></canvas>
|
||||
</div>
|
||||
|
||||
<script>
|
||||
let chart;
|
||||
let realtimeWs = null;
|
||||
let currentPoints = [];
|
||||
let currentSignals = [];
|
||||
let currentFast = 5;
|
||||
let currentSlow = 20;
|
||||
|
||||
function renderInfo(info) {
|
||||
const fields = [
|
||||
["代码", info.code], ["名称", info.name], ["最新价", info.price],
|
||||
["涨跌幅", info.change_pct], ["涨跌额", info.change], ["成交额", info.turnover],
|
||||
["PE(动态)", info.pe], ["PB", info.pb], ["总市值", info.market_cap]
|
||||
];
|
||||
const container = document.getElementById("info");
|
||||
container.innerHTML = fields.map(([k, v]) =>
|
||||
`<div class="item"><div class="label">${k}</div><div class="value">${v ?? "-"}</div></div>`
|
||||
).join("");
|
||||
}
|
||||
|
||||
function buildSignals(points, fast, slow) {
|
||||
const signals = [];
|
||||
for (let i = 1; i < points.length; i++) {
|
||||
const prev = points[i - 1];
|
||||
const curr = points[i];
|
||||
if (prev.sma_fast == null || prev.sma_slow == null || curr.sma_fast == null || curr.sma_slow == null) continue;
|
||||
const crossUp = prev.sma_fast <= prev.sma_slow && curr.sma_fast > curr.sma_slow;
|
||||
const crossDown = prev.sma_fast >= prev.sma_slow && curr.sma_fast < curr.sma_slow;
|
||||
if (crossUp) signals.push({ date: curr.date, type: "buy", price: curr.close });
|
||||
else if (crossDown) signals.push({ date: curr.date, type: "sell", price: curr.close });
|
||||
}
|
||||
return signals;
|
||||
}
|
||||
|
||||
function recomputeSma(points, fast, slow) {
|
||||
const sumFast = [];
|
||||
const sumSlow = [];
|
||||
for (let i = 0; i < points.length; i++) {
|
||||
sumFast[i] = (sumFast[i - 1] || 0) + Number(points[i].close || 0);
|
||||
sumSlow[i] = (sumSlow[i - 1] || 0) + Number(points[i].close || 0);
|
||||
if (i >= fast - 1) {
|
||||
const prev = i - fast >= 0 ? sumFast[i - fast] : 0;
|
||||
points[i].sma_fast = (sumFast[i] - prev) / fast;
|
||||
} else {
|
||||
points[i].sma_fast = null;
|
||||
}
|
||||
if (i >= slow - 1) {
|
||||
const prev = i - slow >= 0 ? sumSlow[i - slow] : 0;
|
||||
points[i].sma_slow = (sumSlow[i] - prev) / slow;
|
||||
} else {
|
||||
points[i].sma_slow = null;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function upsertRealtimePoint(point) {
|
||||
if (!point || point.close == null || currentPoints.length === 0) return;
|
||||
const last = currentPoints[currentPoints.length - 1];
|
||||
if (last.date === point.date) {
|
||||
last.close = Number(point.close);
|
||||
if (point.volume != null) last.volume = Number(point.volume);
|
||||
} else if (point.date > last.date) {
|
||||
currentPoints.push({
|
||||
date: point.date,
|
||||
close: Number(point.close),
|
||||
volume: Number(point.volume || 0),
|
||||
sma_fast: null,
|
||||
sma_slow: null,
|
||||
});
|
||||
}
|
||||
recomputeSma(currentPoints, currentFast, currentSlow);
|
||||
currentSignals = buildSignals(currentPoints, currentFast, currentSlow);
|
||||
drawChart(currentPoints, currentSignals);
|
||||
}
|
||||
|
||||
function drawChart(points, signals) {
|
||||
const labels = points.map(p => p.date);
|
||||
const close = points.map(p => p.close);
|
||||
const fast = points.map(p => p.sma_fast);
|
||||
const slow = points.map(p => p.sma_slow);
|
||||
|
||||
const buyPoints = signals.filter(s => s.type === "buy").map(s => ({x: s.date, y: s.price}));
|
||||
const sellPoints = signals.filter(s => s.type === "sell").map(s => ({x: s.date, y: s.price}));
|
||||
|
||||
if (!chart) {
|
||||
chart = new Chart(document.getElementById("chart"), {
|
||||
type: "line",
|
||||
data: {
|
||||
labels,
|
||||
datasets: [
|
||||
{ label: "收盘价", data: close, borderColor: "#1f2937", tension: 0.2, pointRadius: 0 },
|
||||
{ label: "SMA Fast", data: fast, borderColor: "#2563eb", tension: 0.2, pointRadius: 0 },
|
||||
{ label: "SMA Slow", data: slow, borderColor: "#16a34a", tension: 0.2, pointRadius: 0 },
|
||||
{ label: "买点", data: buyPoints, parsing: {xAxisKey: "x", yAxisKey: "y"}, showLine:false, pointRadius:5, pointStyle:"triangle", pointBackgroundColor:"#dc2626", pointBorderColor:"#dc2626" },
|
||||
{ label: "卖点", data: sellPoints, parsing: {xAxisKey: "x", yAxisKey: "y"}, showLine:false, pointRadius:5, pointStyle:"rectRot", pointBackgroundColor:"#7c3aed", pointBorderColor:"#7c3aed" }
|
||||
]
|
||||
},
|
||||
options: {
|
||||
responsive: true,
|
||||
animation: false,
|
||||
scales: { x: { ticks: { maxTicksLimit: 10 } } }
|
||||
}
|
||||
});
|
||||
return;
|
||||
}
|
||||
|
||||
chart.data.labels = labels;
|
||||
chart.data.datasets[0].data = close;
|
||||
chart.data.datasets[1].data = fast;
|
||||
chart.data.datasets[2].data = slow;
|
||||
chart.data.datasets[3].data = buyPoints;
|
||||
chart.data.datasets[4].data = sellPoints;
|
||||
chart.update("none");
|
||||
}
|
||||
|
||||
async function searchStock() {
|
||||
const query = document.getElementById("query").value.trim();
|
||||
const fast = Number(document.getElementById("fast").value);
|
||||
const slow = Number(document.getElementById("slow").value);
|
||||
if (!query) return;
|
||||
const status = document.getElementById("status");
|
||||
status.innerText = "正在建立实时 WebSocket 连接...";
|
||||
try {
|
||||
if (realtimeWs) {
|
||||
realtimeWs.close();
|
||||
realtimeWs = null;
|
||||
}
|
||||
const protocol = window.location.protocol === "https:" ? "wss" : "ws";
|
||||
realtimeWs = new WebSocket(`${protocol}://${window.location.host}/ws/stock/realtime?query=${encodeURIComponent(query)}`);
|
||||
realtimeWs.onmessage = (event) => {
|
||||
const data = JSON.parse(event.data);
|
||||
if (data.error) {
|
||||
status.innerText = `实时通道错误: ${data.error}`;
|
||||
return;
|
||||
}
|
||||
renderInfo(data.info);
|
||||
upsertRealtimePoint(data.realtime_point);
|
||||
status.innerText = `实时更新中：${data.info.code} ${data.info.name}（${data.updated_at}）`;
|
||||
};
|
||||
realtimeWs.onclose = () => {
|
||||
if (status.innerText.startsWith("实时更新中")) {
|
||||
status.innerText = "实时连接已断开";
|
||||
}
|
||||
};
|
||||
realtimeWs.onerror = () => {
|
||||
status.innerText = "实时连接失败";
|
||||
};
|
||||
|
||||
const res = await fetch(`/api/stock?query=${encodeURIComponent(query)}&sma_fast=${fast}&sma_slow=${slow}`);
|
||||
const data = await res.json();
|
||||
if (!res.ok) throw new Error(data.detail || "查询失败");
|
||||
currentFast = fast;
|
||||
currentSlow = slow;
|
||||
currentPoints = data.points.map(p => ({
|
||||
date: p.date,
|
||||
close: Number(p.close),
|
||||
sma_fast: p.sma_fast == null ? null : Number(p.sma_fast),
|
||||
sma_slow: p.sma_slow == null ? null : Number(p.sma_slow),
|
||||
volume: p.volume == null ? 0 : Number(p.volume),
|
||||
}));
|
||||
currentSignals = data.signals;
|
||||
renderInfo(data.info);
|
||||
drawChart(currentPoints, currentSignals);
|
||||
status.innerText = `历史K线加载完成：${data.info.code} ${data.info.name}，买点 ${data.signals.filter(s=>s.type==="buy").length}，卖点 ${data.signals.filter(s=>s.type==="sell").length}（实时通道已连接）`;
|
||||
} catch (err) {
|
||||
status.innerText = `错误: ${err.message}`;
|
||||
}
|
||||
}
|
||||
</script>
|
||||
</body>
|
||||
</html>
|
||||
82
python-app/app/web_app.py
Normal file
82
python-app/app/web_app.py
Normal file
@@ -0,0 +1,82 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
from fastapi import FastAPI, HTTPException, Query, WebSocket, WebSocketDisconnect
|
||||
from fastapi.responses import FileResponse
|
||||
|
||||
from market import create_provider, load_market_config
|
||||
from market.service import build_dashboard, build_realtime_info
|
||||
|
||||
app = FastAPI(title="AITrading Simple Frontend API", version="1.0.0")
|
||||
|
||||
BASE_DIR = Path(__file__).resolve().parent
|
||||
WEB_INDEX = BASE_DIR / "web" / "index.html"
|
||||
|
||||
|
||||
@app.get("/")
|
||||
def index() -> FileResponse:
|
||||
if not WEB_INDEX.exists():
|
||||
raise HTTPException(status_code=500, detail="frontend page not found")
|
||||
return FileResponse(WEB_INDEX)
|
||||
|
||||
|
||||
@app.get("/api/stock")
|
||||
def stock_dashboard(
|
||||
query: str = Query(..., description="stock code or name"),
|
||||
days: int = Query(120, ge=30, le=365),
|
||||
sma_fast: int = Query(5, ge=2, le=60),
|
||||
sma_slow: int = Query(20, ge=3, le=120),
|
||||
) -> dict[str, Any]:
|
||||
try:
|
||||
provider = create_provider(load_market_config())
|
||||
return build_dashboard(
|
||||
provider=provider,
|
||||
query=query,
|
||||
days=days,
|
||||
sma_fast=sma_fast,
|
||||
sma_slow=sma_slow,
|
||||
)
|
||||
except RuntimeError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
|
||||
|
||||
@app.get("/api/stock/realtime")
|
||||
def stock_realtime(
|
||||
query: str = Query(..., description="stock code or name"),
|
||||
) -> dict[str, Any]:
|
||||
try:
|
||||
provider = create_provider(load_market_config())
|
||||
return build_realtime_info(provider=provider, query=query)
|
||||
except RuntimeError as exc:
|
||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||
|
||||
|
||||
@app.websocket("/ws/stock/realtime")
|
||||
async def stock_realtime_ws(websocket: WebSocket) -> None:
|
||||
await websocket.accept()
|
||||
query = (websocket.query_params.get("query") or "").strip()
|
||||
if not query:
|
||||
await websocket.send_json({"error": "query is required"})
|
||||
await websocket.close(code=1008)
|
||||
return
|
||||
|
||||
try:
|
||||
while True:
|
||||
provider = create_provider(load_market_config())
|
||||
payload = build_realtime_info(provider=provider, query=query)
|
||||
await websocket.send_json(payload)
|
||||
# WebSocket channel keeps the connection alive, front-end no longer polls via HTTP.
|
||||
await asyncio.sleep(2)
|
||||
except WebSocketDisconnect:
|
||||
return
|
||||
except Exception as exc: # noqa: BLE001
|
||||
await websocket.send_json({"error": str(exc)})
|
||||
await websocket.close(code=1011)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import uvicorn
|
||||
|
||||
uvicorn.run("web_app:app", host="0.0.0.0", port=8000, reload=False)
|
||||
10
python-app/requirements.txt
Normal file
10
python-app/requirements.txt
Normal file
@@ -0,0 +1,10 @@
|
||||
pandas
|
||||
mplfinance
|
||||
matplotlib
|
||||
backtrader
|
||||
redis
|
||||
akshare
|
||||
fastapi
|
||||
uvicorn
|
||||
futu-api
|
||||
websockets
|
||||
44
shared/protocol.md
Normal file
44
shared/protocol.md
Normal file
@@ -0,0 +1,44 @@
|
||||
# Kline JSON Protocol (Go <-> Python)
|
||||
|
||||
用于 Go 行情采集端与 Python 展示/回测端的数据交换。
|
||||
|
||||
## 标准消息格式
|
||||
|
||||
```json
|
||||
{
|
||||
"type": "kline",
|
||||
"source": "binance_ws",
|
||||
"symbol": "btcusdt",
|
||||
"interval": "1m",
|
||||
"event_time": 1711430400000,
|
||||
"open_time": 1711430400000,
|
||||
"close_time": 1711430459999,
|
||||
"open": "68000.00",
|
||||
"high": "68025.00",
|
||||
"low": "67990.00",
|
||||
"close": "68010.00",
|
||||
"volume": "12.40",
|
||||
"trade_num": 102,
|
||||
"final": true
|
||||
}
|
||||
```
|
||||
|
||||
## 字段说明
|
||||
|
||||
- `type`: 消息类型，固定 `kline`
|
||||
- `source`: 数据来源，默认 `binance_ws`
|
||||
- `symbol`: 交易对（小写，如 `btcusdt`）
|
||||
- `interval`: K 线周期（如 `1m`、`5m`、`1h`）
|
||||
- `event_time`: 事件时间（毫秒时间戳）
|
||||
- `open_time`: K 线起始时间（毫秒时间戳）
|
||||
- `close_time`: K 线结束时间（毫秒时间戳）
|
||||
- `open/high/low/close`: 价格字段，使用字符串保证精度
|
||||
- `volume`: 成交量，字符串
|
||||
- `trade_num`: 成交笔数，整数
|
||||
- `final`: 是否为收盘完成 K 线（`true` 表示该根 K 线已闭合）
|
||||
|
||||
## 约束约定
|
||||
|
||||
- 时间戳统一为 UTC 毫秒
|
||||
- 数值字段在传输层统一为字符串（trade_num 除外），消费端按需转换
|
||||
- 数据可通过 Redis Pub/Sub、文件流（jsonl）或消息队列进行传输
|
||||
240
start.sh
Executable file
240
start.sh
Executable file
@@ -0,0 +1,240 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
set -euo pipefail
|
||||
|
||||
SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
|
||||
cd "$SCRIPT_DIR"
|
||||
|
||||
COMPOSE_FILE="${COMPOSE_FILE:-docker-compose.yml}"
|
||||
ENV_FILE="${ENV_FILE:-.env}"
|
||||
PROJECT_NAME="${PROJECT_NAME:-ai-trading}"
|
||||
|
||||
if ! command -v docker >/dev/null 2>&1; then
|
||||
echo "[ERROR] docker 未安装，请先安装 Docker。"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
if ! docker compose version >/dev/null 2>&1; then
|
||||
echo "[ERROR] docker compose 不可用，请升级 Docker Desktop 或安装 compose 插件。"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
if [[ ! -f "$COMPOSE_FILE" ]]; then
|
||||
echo "[ERROR] 未找到 $COMPOSE_FILE"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
MODE="${1:-local}"
|
||||
ACTION="${2:-up}"
|
||||
QUERY="${3:-}"
|
||||
|
||||
compose_cmd=(
|
||||
docker compose
|
||||
-p "$PROJECT_NAME"
|
||||
-f "$COMPOSE_FILE"
|
||||
)
|
||||
|
||||
if [[ -n "$ENV_FILE" ]]; then
|
||||
if [[ -f "$ENV_FILE" ]]; then
|
||||
compose_cmd+=(--env-file "$ENV_FILE")
|
||||
else
|
||||
echo "[WARN] 未找到 env 文件: ${ENV_FILE}, 已跳过 --env-file"
|
||||
fi
|
||||
fi
|
||||
|
||||
show_help() {
|
||||
cat <<'EOF'
|
||||
用法:
|
||||
./start.sh [mode] [action]
|
||||
|
||||
mode:
|
||||
local 本地开发（默认）
|
||||
prod 生产部署
|
||||
|
||||
action:
|
||||
up 启动服务（默认）
|
||||
down 停止并删除容器/网络
|
||||
restart 重启服务
|
||||
quick 一键清理并启动（cleanup + up + web）
|
||||
logs 查看日志（Ctrl+C 退出）
|
||||
status 查看服务状态
|
||||
pull 拉取基础镜像
|
||||
build 构建镜像
|
||||
quote 股票速查（代码/名称）
|
||||
web 启动前端页面（信息+曲线+买卖点）
|
||||
cleanup 清理历史遗留容器/项目（推荐迁移后执行一次）
|
||||
|
||||
示例:
|
||||
./start.sh local up
|
||||
./start.sh local logs
|
||||
./start.sh local quote 600519
|
||||
./start.sh local quote 贵州茅台
|
||||
./start.sh local web
|
||||
./start.sh prod up
|
||||
./start.sh prod restart
|
||||
|
||||
可选环境变量:
|
||||
COMPOSE_FILE 指定 compose 文件（默认 docker-compose.yml）
|
||||
ENV_FILE 指定环境变量文件（默认 .env）
|
||||
PROJECT_NAME compose 项目名（默认 ai-trading）
|
||||
EOF
|
||||
}
|
||||
|
||||
run_local() {
|
||||
case "$ACTION" in
|
||||
up)
|
||||
"${compose_cmd[@]}" up --build -d redis go-service
|
||||
;;
|
||||
down)
|
||||
"${compose_cmd[@]}" down
|
||||
;;
|
||||
restart)
|
||||
"${compose_cmd[@]}" down
|
||||
"${compose_cmd[@]}" up --build -d
|
||||
;;
|
||||
quick)
|
||||
"${compose_cmd[@]}" down --remove-orphans || true
|
||||
docker compose -p aitrading -f "$COMPOSE_FILE" down --remove-orphans 2>/dev/null || true
|
||||
stale_run_ids="$(docker ps -aq --filter "name=^ai-trading-python-app-run-")"
|
||||
if [[ -n "$stale_run_ids" ]]; then
|
||||
docker rm -f $stale_run_ids >/dev/null 2>&1 || true
|
||||
fi
|
||||
docker rm -f ai-trading-redis >/dev/null 2>&1 || true
|
||||
"${compose_cmd[@]}" up --build -d redis go-service web
|
||||
echo "[INFO] Quick 启动完成: http://localhost:8000"
|
||||
;;
|
||||
logs)
|
||||
"${compose_cmd[@]}" logs -f --tail=200
|
||||
;;
|
||||
status)
|
||||
"${compose_cmd[@]}" ps
|
||||
;;
|
||||
pull)
|
||||
"${compose_cmd[@]}" pull || true
|
||||
;;
|
||||
build)
|
||||
"${compose_cmd[@]}" build
|
||||
;;
|
||||
quote)
|
||||
if [[ -z "$QUERY" ]]; then
|
||||
"${compose_cmd[@]}" run --rm --no-deps python-app python app/stock_lookup.py
|
||||
else
|
||||
"${compose_cmd[@]}" run --rm --no-deps python-app python app/stock_lookup.py "$QUERY"
|
||||
fi
|
||||
;;
|
||||
web)
|
||||
"${compose_cmd[@]}" up --build -d web
|
||||
echo "[INFO] Web 已启动: http://localhost:8000"
|
||||
;;
|
||||
cleanup)
|
||||
# 1) 优先清理当前 compose 项目里的孤儿资源
|
||||
"${compose_cmd[@]}" down --remove-orphans || true
|
||||
|
||||
# 2) 清理历史旧项目名（未显式 -p 时常见）
|
||||
docker compose -p aitrading -f "$COMPOSE_FILE" down --remove-orphans 2>/dev/null || true
|
||||
|
||||
# 3) 清理遗留临时容器（例如 ai-trading-python-app-run-xxxxx）
|
||||
stale_run_ids="$(docker ps -aq --filter "name=^ai-trading-python-app-run-")"
|
||||
if [[ -n "$stale_run_ids" ]]; then
|
||||
docker rm -f $stale_run_ids >/dev/null 2>&1 || true
|
||||
fi
|
||||
|
||||
# 4) 清理曾经手动起的固定 redis 容器
|
||||
docker rm -f ai-trading-redis >/dev/null 2>&1 || true
|
||||
echo "[INFO] 清理完成，建议执行: ./start.sh local up && ./start.sh local web"
|
||||
;;
|
||||
*)
|
||||
echo "[ERROR] 不支持的 action: $ACTION"
|
||||
show_help
|
||||
exit 1
|
||||
;;
|
||||
esac
|
||||
}
|
||||
|
||||
run_prod() {
|
||||
case "$ACTION" in
|
||||
up)
|
||||
"${compose_cmd[@]}" pull || true
|
||||
"${compose_cmd[@]}" up -d --build --remove-orphans redis go-service
|
||||
;;
|
||||
down)
|
||||
"${compose_cmd[@]}" down
|
||||
;;
|
||||
restart)
|
||||
"${compose_cmd[@]}" up -d --build --force-recreate --remove-orphans
|
||||
;;
|
||||
quick)
|
||||
"${compose_cmd[@]}" down --remove-orphans || true
|
||||
docker compose -p aitrading -f "$COMPOSE_FILE" down --remove-orphans 2>/dev/null || true
|
||||
stale_run_ids="$(docker ps -aq --filter "name=^ai-trading-python-app-run-")"
|
||||
if [[ -n "$stale_run_ids" ]]; then
|
||||
docker rm -f $stale_run_ids >/dev/null 2>&1 || true
|
||||
fi
|
||||
docker rm -f ai-trading-redis >/dev/null 2>&1 || true
|
||||
"${compose_cmd[@]}" pull || true
|
||||
"${compose_cmd[@]}" up -d --build --remove-orphans redis go-service web
|
||||
echo "[INFO] Quick 启动完成: http://localhost:8000"
|
||||
;;
|
||||
logs)
|
||||
"${compose_cmd[@]}" logs -f --tail=300
|
||||
;;
|
||||
status)
|
||||
"${compose_cmd[@]}" ps
|
||||
;;
|
||||
pull)
|
||||
"${compose_cmd[@]}" pull || true
|
||||
;;
|
||||
build)
|
||||
"${compose_cmd[@]}" build --pull
|
||||
;;
|
||||
quote)
|
||||
if [[ -z "$QUERY" ]]; then
|
||||
"${compose_cmd[@]}" run --rm --no-deps python-app python app/stock_lookup.py
|
||||
else
|
||||
"${compose_cmd[@]}" run --rm --no-deps python-app python app/stock_lookup.py "$QUERY"
|
||||
fi
|
||||
;;
|
||||
web)
|
||||
"${compose_cmd[@]}" up -d --build --remove-orphans web
|
||||
echo "[INFO] Web 已启动: http://localhost:8000"
|
||||
;;
|
||||
cleanup)
|
||||
"${compose_cmd[@]}" down --remove-orphans || true
|
||||
docker compose -p aitrading -f "$COMPOSE_FILE" down --remove-orphans 2>/dev/null || true
|
||||
stale_run_ids="$(docker ps -aq --filter "name=^ai-trading-python-app-run-")"
|
||||
if [[ -n "$stale_run_ids" ]]; then
|
||||
docker rm -f $stale_run_ids >/dev/null 2>&1 || true
|
||||
fi
|
||||
docker rm -f ai-trading-redis >/dev/null 2>&1 || true
|
||||
echo "[INFO] 清理完成，建议执行: ./start.sh prod up && ./start.sh prod web"
|
||||
;;
|
||||
*)
|
||||
echo "[ERROR] 不支持的 action: $ACTION"
|
||||
show_help
|
||||
exit 1
|
||||
;;
|
||||
esac
|
||||
}
|
||||
|
||||
if [[ "$MODE" == "-h" || "$MODE" == "--help" ]]; then
|
||||
show_help
|
||||
exit 0
|
||||
fi
|
||||
|
||||
echo "[INFO] mode=$MODE action=$ACTION compose=$COMPOSE_FILE env=$ENV_FILE project=$PROJECT_NAME"
|
||||
|
||||
case "$MODE" in
|
||||
local)
|
||||
run_local
|
||||
;;
|
||||
prod)
|
||||
run_prod
|
||||
;;
|
||||
*)
|
||||
echo "[ERROR] 不支持的 mode: $MODE"
|
||||
show_help
|
||||
exit 1
|
||||
;;
|
||||
esac
|
||||
|
||||
echo "[INFO] 完成: mode=$MODE action=$ACTION"
|
||||
Reference in New Issue
Block a user