cfdaily
98 lines
3.3 KiB
Python
Executable File
98 lines
3.3 KiB
Python
Executable File
"""
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自动化回测服务 - 数据模型
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"""
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from enum import Enum
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from datetime import date, datetime
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from typing import Dict, Optional, Any, List, Generic, TypeVar
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from pydantic import BaseModel, Field
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class TaskStatus(str, Enum):
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"""任务状态枚举"""
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PENDING = "pending"
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RUNNING = "running"
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COMPLETED = "completed"
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FAILED = "failed"
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class BacktestTask(BaseModel):
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"""回测任务请求"""
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strategy_name: str = Field(..., description="策略名称")
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strategy_code: str = Field(..., description="策略完整Python代码")
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symbol: str = Field(..., description="交易品种，例如 000001.SSE")
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interval: str = Field(..., description="K线周期，例如 1d、1h")
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start_date: date = Field(..., description="回测开始日期")
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end_date: date = Field(..., description="回测结束日期")
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parameters: Dict[str, Any] = Field(default_factory=dict, description="策略参数字典")
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capital: float = Field(default=1_000_000, description="起始资金")
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tick_size: Optional[float] = Field(None, description="最小价格变动，不指定则自动获取")
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class BacktestTaskWithId(BacktestTask):
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"""带ID和状态的回测任务"""
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task_id: str = Field(..., description="任务唯一ID")
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status: TaskStatus = Field(..., description="任务状态")
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created_at: str = Field(..., description="创建时间 ISO格式")
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started_at: Optional[str] = Field(None, description="开始时间")
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completed_at: Optional[str] = Field(None, description="完成时间")
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class BacktestStatistics(BaseModel):
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"""回测结果统计"""
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start_date: str
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end_date: str
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total_days: int
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total_trades: int
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winning_trades: int
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losing_trades: int
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win_rate: float
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total_return: float # 总收益率
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annual_return: float # 年化收益率
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sharpe_ratio: float # 夏普比率
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max_drawdown: float # 最大回撤
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max_drawdown_start: Optional[str] = None
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max_drawdown_end: Optional[str] = None
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profit_factor: float # 收益因子（总盈利/总亏损）
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calmar_ratio: float # 卡玛比率（年化收益/最大回撤）
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class BacktestResult(BaseModel):
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"""完整回测结果"""
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task_id: str
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strategy_name: str
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status: TaskStatus
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statistics: Optional[BacktestStatistics] = None
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result_csv_path: str # 每日净值CSV路径
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equity_curve_png_path: Optional[str] = None # 收益曲线图片路径
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trades_csv_path: Optional[str] = None # 成交记录CSV路径
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error_message: Optional[str] = None # 失败时的错误信息
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created_at: str
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started_at: Optional[str] = None
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completed_at: Optional[str] = None
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class TaskListResponse(BaseModel):
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"""任务列表响应"""
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total: int
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page: int
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page_size: int
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tasks: List[BacktestTaskWithId]
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T = TypeVar("T")
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class ApiResponse(BaseModel, Generic[T]):
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"""通用API响应包装"""
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code: int = Field(0, description="0表示成功，非0表示错误")
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msg: str = Field("success", description="响应消息")
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data: Optional[T] = Field(None, description="响应数据")
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class HealthCheckResponse(BaseModel):
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"""健康检查响应"""
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pending_count: int
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running_count: int
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completed_count: int
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failed_count: int
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max_workers: int
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