Initial commit: 可转债轮动分析系统
- 实时行情：东财push2主源 + 腾讯批量报价备用源（自动切换） - 历史K线：东财push2his主源 + 腾讯web子域备用源（含熔断机制） - 增量同步：支持 -incr/-since 参数按存档日期增量入库 - 策略回测：净值曲线/10指标/基准对比，含基本面过滤 - 用户认证：用户名密码 + 邮箱验证码双登录方式 - 前端：三Tab SPA（实时行情/策略回测/数据管理）
This commit is contained in:
339
internal/controller/api.go
Normal file
339
internal/controller/api.go
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@@ -0,0 +1,339 @@
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// Package controller 定义 MVC 架构中的 Controller 层，
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// 负责接收 HTTP 请求、调用 Service 层业务逻辑、返回响应。
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package controller
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import (
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"encoding/json"
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"fmt"
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"log"
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"net/http"
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"stock-analysis/internal/backtest"
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"stock-analysis/internal/service"
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"stock-analysis/internal/storage/sqlite"
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"stock-analysis/internal/strategy"
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)
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// MarketController 提供行情与回测相关的 HTTP 接口。
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type MarketController struct {
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svc *service.MarketService
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dbPath string
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}
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// NewMarketController 创建行情控制器。
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func NewMarketController(svc *service.MarketService, dbPath string) *MarketController {
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return &MarketController{svc: svc, dbPath: dbPath}
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}
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// ListBonds 处理 GET /api/bonds，返回全量可转债实时行情。
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func (c *MarketController) ListBonds(w http.ResponseWriter, r *http.Request) {
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bonds, err := c.svc.ListConvertibles(r.Context())
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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writeJSON(w, http.StatusOK, bonds)
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}
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// GetKline 处理 GET /api/bonds/{code}/kline，返回指定可转债日K线。
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func (c *MarketController) GetKline(w http.ResponseWriter, r *http.Request) {
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code := r.PathValue("code")
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klines, err := c.svc.GetDailyKline(r.Context(), code, "20200101")
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if err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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writeJSON(w, http.StatusOK, klines)
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}
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// BacktestRequest 回测请求参数。
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type BacktestRequest struct {
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Strategy string `json:"strategy"`
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StartDate string `json:"startDate"`
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EndDate string `json:"endDate"`
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TopN int `json:"topN"`
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Rebalance int `json:"rebalance"`
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MinPrice float64 `json:"minPrice"`
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MaxPrice float64 `json:"maxPrice"`
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MaxPremium float64 `json:"maxPremium"`
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Cash float64 `json:"cash"`
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Codes []string `json:"codes"` // 指定参与回测的转债代码，空表示全部
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Fundamental bool `json:"fundamental"` // 启用正股基本面过滤器
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}
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// RunBacktest 处理 POST /api/backtest，执行回测并返回结果。
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func (c *MarketController) RunBacktest(w http.ResponseWriter, r *http.Request) {
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var req BacktestRequest
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if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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// 默认值填充。
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if req.Strategy == "" {
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req.Strategy = "lowprice"
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}
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if req.TopN <= 0 {
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req.TopN = 10
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}
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if req.Rebalance <= 0 {
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req.Rebalance = 21
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}
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if req.Cash <= 0 {
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req.Cash = 100000
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}
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if req.MaxPrice <= 0 {
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req.MaxPrice = 130
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}
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if req.MinPrice <= 0 {
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req.MinPrice = 80
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}
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if req.MaxPremium <= 0 {
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req.MaxPremium = 30
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}
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ctx := r.Context()
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store, err := sqlite.Open(c.dbPath)
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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defer store.Close()
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feed, err := backtest.NewDataFeed(ctx, store)
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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// 如果指定了 codes，过滤数据源。
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if len(req.Codes) > 0 {
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feed.Filter(req.Codes)
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}
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params := backtest.DefaultParams()
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params.InitialCash = req.Cash
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params.StartDate = req.StartDate
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params.EndDate = req.EndDate
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var strat backtest.Strategy
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switch req.Strategy {
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case "lowprice":
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strat = strategy.NewLowPrice(strategy.LowPriceParams{
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TopN: req.TopN,
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Rebalance: req.Rebalance,
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MinPrice: req.MinPrice,
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MaxPrice: req.MaxPrice,
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})
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case "doublelow":
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strat = strategy.NewDoubleLow(strategy.DoubleLowParams{
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TopN: req.TopN,
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Rebalance: req.Rebalance,
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MinPrice: req.MinPrice,
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MaxPrice: req.MaxPrice,
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MaxPremium: req.MaxPremium,
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})
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case "premium":
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strat = strategy.NewPremium(strategy.PremiumParams{
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TopN: req.TopN,
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Rebalance: req.Rebalance,
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MinPrice: req.MinPrice,
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MaxPrice: req.MaxPrice,
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})
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default:
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writeError(w, http.StatusBadRequest, err)
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return
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}
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engine := backtest.NewEngine(params, strat)
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if req.Fundamental {
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fundamentals, err := store.LoadAllFundamentals(ctx)
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if err != nil {
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writeError(w, http.StatusInternalServerError, fmt.Errorf("加载基本面数据: %w", err))
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return
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}
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stock2bond, err := store.GetStockBondMap(ctx)
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if err != nil {
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writeError(w, http.StatusInternalServerError, fmt.Errorf("获取正股映射: %w", err))
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return
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}
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filter := backtest.NewFundamentalFilter(stock2bond)
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engine.SetFundamentalFilter(filter, fundamentals)
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log.Printf("基本面过滤器已启用：%d 只正股数据", len(fundamentals))
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}
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res, err := engine.Run(ctx, feed)
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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log.Printf("backtest done: %s, start=%s, end=%s, totalReturn=%.2f%%, curvePoints=%d, tradeDays=%d",
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res.Strategy, res.Start, res.End, res.Metrics.TotalReturn*100, len(res.Curve), res.Metrics.TradeDays)
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bench := computeBenchmarkJSON(feed, req.StartDate, req.EndDate)
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writeJSON(w, http.StatusOK, map[string]any{
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"strategy": res.Strategy,
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"start": res.Start,
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"end": res.End,
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"metrics": res.Metrics,
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"curve": res.Curve,
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"benchMetrics": bench.Metrics,
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"benchCurve": bench.Curve,
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})
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}
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// benchmarkResult 基准回测结果。
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type benchmarkResult struct {
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Metrics backtest.Metrics
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Curve []backtest.EquityPoint
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}
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// computeBenchmarkJSON 在 Web API 中计算基准指数。
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func computeBenchmarkJSON(feed *backtest.DataFeed, from, to string) benchmarkResult {
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var (
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idx float64 = 1
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prev map[string]float64
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curve []backtest.EquityPoint
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hasPrev bool
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)
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for _, date := range feed.Dates() {
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if from != "" && date < from {
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continue
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}
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if to != "" && date > to {
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break
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}
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cur := make(map[string]float64)
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for _, q := range feed.QuotesOn(date) {
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cur[q.Code] = q.Price
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}
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if hasPrev {
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var sum, n float64
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for code, p := range cur {
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if pp, ok := prev[code]; ok && pp > 0 {
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sum += p/pp - 1
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n++
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}
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}
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if n > 0 {
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idx *= 1 + sum/n
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}
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}
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curve = append(curve, backtest.EquityPoint{Date: date, Value: idx, Return: idx - 1})
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prev = cur
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hasPrev = true
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}
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return benchmarkResult{
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Metrics: backtest.ComputeMetrics(curve),
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Curve: curve,
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}
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}
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// DataStatus 数据状态信息。
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type DataStatus struct {
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DBPath string `json:"dbPath"`
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BondCount int `json:"bondCount"`
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KlineCount int `json:"klineCount"`
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DateRange string `json:"dateRange"`
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}
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// DBBond 数据库中转债简要信息。
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type DBBond struct {
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Code string `json:"Code"`
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Name string `json:"Name"`
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KlineCount int `json:"KlineCount"`
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}
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// ListDBBonds 处理 GET /api/db/bonds，返回数据库中已有的转债列表。
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func (c *MarketController) ListDBBonds(w http.ResponseWriter, r *http.Request) {
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ctx := r.Context()
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store, err := sqlite.Open(c.dbPath)
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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defer store.Close()
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codes, err := store.ListCodes(ctx)
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if err != nil {
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writeError(w, http.StatusInternalServerError, err)
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return
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}
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// 加载转债名称映射。
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allBonds, _ := store.ListBonds(ctx)
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nameMap := make(map[string]string, len(allBonds))
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for _, b := range allBonds {
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nameMap[b.Code] = b.Name
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}
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bonds := make([]DBBond, 0, len(codes))
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for _, code := range codes {
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n, _ := store.CountKlines(ctx, code)
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bonds = append(bonds, DBBond{Code: code, Name: nameMap[code], KlineCount: n})
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}
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writeJSON(w, http.StatusOK, bonds)
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}
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// GetDataStatus 处理 GET /api/status，返回数据库状态信息。
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func (c *MarketController) GetDataStatus(w http.ResponseWriter, r *http.Request) {
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ctx := r.Context()
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status := DataStatus{DBPath: c.dbPath}
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store, err := sqlite.Open(c.dbPath)
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if err != nil {
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writeJSON(w, http.StatusOK, status) // 返回部分信息
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return
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}
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defer store.Close()
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codes, err := store.ListCodes(ctx)
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if err == nil {
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status.BondCount = len(codes)
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}
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all, err := store.LoadAllKlines(ctx)
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if err == nil {
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for _, ks := range all {
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status.KlineCount += len(ks)
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}
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}
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// 取日期范围。
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if len(all) > 0 {
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var minDate, maxDate string
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for _, ks := range all {
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if len(ks) > 0 {
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if minDate == "" || ks[0].Date < minDate {
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minDate = ks[0].Date
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}
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last := ks[len(ks)-1].Date
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if maxDate == "" || last > maxDate {
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maxDate = last
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}
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}
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}
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status.DateRange = minDate + " ~ " + maxDate
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}
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writeJSON(w, http.StatusOK, status)
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}
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// writeJSON 写入 JSON 响应。
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func writeJSON(w http.ResponseWriter, status int, data any) {
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w.Header().Set("Content-Type", "application/json; charset=utf-8")
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w.WriteHeader(status)
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if err := json.NewEncoder(w).Encode(data); err != nil {
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log.Printf("write json: %v", err)
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}
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}
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// writeError 写入 JSON 错误响应。
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func writeError(w http.ResponseWriter, status int, err error) {
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log.Printf("http %d: %v", status, err)
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writeJSON(w, status, map[string]string{"error": err.Error()})
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}
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168
internal/controller/auth.go
Normal file
168
internal/controller/auth.go
Normal file
@@ -0,0 +1,168 @@
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// Package controller 定义 MVC 架构中的 Controller 层。
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package controller
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import (
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"encoding/json"
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"fmt"
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"net/http"
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"strings"
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"stock-analysis/internal/model"
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"stock-analysis/internal/service"
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)
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// AuthController 提供用户认证相关的 HTTP 接口。
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type AuthController struct {
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svc *service.AuthService
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}
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// NewAuthController 创建认证控制器。
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func NewAuthController(svc *service.AuthService) *AuthController {
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return &AuthController{svc: svc}
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}
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// CurrentUser 返回当前请求对应的登录用户，未登录返回错误。
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func (c *AuthController) CurrentUser(r *http.Request) (*model.User, error) {
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token := extractToken(r)
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if token == "" {
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return nil, fmt.Errorf("未登录")
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}
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return c.svc.ValidateToken(r.Context(), token)
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}
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// sendCodeRequest 发送验证码请求。
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type sendCodeRequest struct {
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Email string `json:"email"`
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Purpose string `json:"purpose"` // register 或 login
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}
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// SendCode 处理 POST /api/auth/send-code，发送邮箱验证码。
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func (c *AuthController) SendCode(w http.ResponseWriter, r *http.Request) {
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var req sendCodeRequest
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if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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if req.Purpose == "" {
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req.Purpose = "register"
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}
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if err := c.svc.SendVerifyCode(r.Context(), req.Email, req.Purpose); err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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writeJSON(w, http.StatusOK, map[string]string{"message": "验证码已发送"})
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}
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// registerRequest 注册请求。
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type registerRequest struct {
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Username string `json:"username"`
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Email string `json:"email"`
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Code string `json:"code"`
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Password string `json:"password"`
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}
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// Register 处理 POST /api/auth/register，邮箱+验证码注册。
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func (c *AuthController) Register(w http.ResponseWriter, r *http.Request) {
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var req registerRequest
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if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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user, err := c.svc.Register(r.Context(), req.Username, req.Email, req.Code, req.Password)
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if err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
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writeJSON(w, http.StatusOK, map[string]any{
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"id": user.ID,
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"username": user.Username,
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"email": user.Email,
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})
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}
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// loginRequest 登录请求。
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type loginRequest struct {
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Username string `json:"username"`
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Email string `json:"email"`
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Code string `json:"code"`
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Password string `json:"password"`
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}
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// Login 处理 POST /api/auth/login。
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// 支持两种登录方式：
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// - 用户名+密码：{ username, password }
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// - 邮箱+验证码：{ email, code }
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func (c *AuthController) Login(w http.ResponseWriter, r *http.Request) {
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var req loginRequest
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if err := json.NewDecoder(r.Body).Decode(&req); err != nil {
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writeError(w, http.StatusBadRequest, err)
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return
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}
|
||||
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var user *model.User
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var token string
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var err error
|
||||
|
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if req.Username != "" {
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// 用户名+密码登录
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user, token, err = c.svc.LoginByUsername(r.Context(), req.Username, req.Password)
|
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} else if req.Code != "" {
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// 邮箱+验证码登录
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user, token, err = c.svc.Login(r.Context(), req.Email, req.Code)
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} else {
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writeError(w, http.StatusBadRequest, fmt.Errorf("请输入用户名密码或邮箱验证码"))
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return
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}
|
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if err != nil {
|
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writeError(w, http.StatusUnauthorized, err)
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return
|
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}
|
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writeJSON(w, http.StatusOK, map[string]any{
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"id": user.ID,
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"username": user.Username,
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"email": user.Email,
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||||
"token": token,
|
||||
})
|
||||
}
|
||||
|
||||
// Me 处理 GET /api/auth/me，返回当前登录用户信息。
|
||||
func (c *AuthController) Me(w http.ResponseWriter, r *http.Request) {
|
||||
token := extractToken(r)
|
||||
if token == "" {
|
||||
writeError(w, http.StatusUnauthorized, fmt.Errorf("未登录"))
|
||||
return
|
||||
}
|
||||
u, err := c.svc.ValidateToken(r.Context(), token)
|
||||
if err != nil {
|
||||
writeError(w, http.StatusUnauthorized, err)
|
||||
return
|
||||
}
|
||||
writeJSON(w, http.StatusOK, map[string]any{
|
||||
"id": u.ID,
|
||||
"username": u.Username,
|
||||
"email": u.Email,
|
||||
})
|
||||
}
|
||||
|
||||
// Logout 处理 POST /api/auth/logout，注销当前会话。
|
||||
func (c *AuthController) Logout(w http.ResponseWriter, r *http.Request) {
|
||||
token := extractToken(r)
|
||||
if token != "" {
|
||||
c.svc.Logout(token)
|
||||
}
|
||||
writeJSON(w, http.StatusOK, map[string]string{"message": "已退出"})
|
||||
}
|
||||
|
||||
// extractToken 从 Cookie 或 Authorization 头中提取 token。
|
||||
func extractToken(r *http.Request) string {
|
||||
if c, err := r.Cookie("auth_token"); err == nil && c.Value != "" {
|
||||
return c.Value
|
||||
}
|
||||
if h := r.Header.Get("Authorization"); h != "" {
|
||||
if strings.HasPrefix(h, "Bearer ") {
|
||||
return strings.TrimPrefix(h, "Bearer ")
|
||||
}
|
||||
}
|
||||
return ""
|
||||
}
|
||||
Reference in New Issue
Block a user