102 lines
4.1 KiB
Python
102 lines
4.1 KiB
Python
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"""Read-only Pyramid dashboard with an allowlisted, stable browser contract."""
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import math
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from datetime import date, datetime, timezone
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from typing import Literal
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from fastapi import APIRouter, Depends, HTTPException, Request
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from pydantic import BaseModel
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from .models import Account
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from .security import require_auth
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from .worldquant import WqError
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router = APIRouter(prefix="/api/v1/dashboard", tags=["dashboard"], dependencies=[Depends(require_auth)])
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class PyramidRow(BaseModel):
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region: str
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delay: int
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category_id: str
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category_name: str
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value: float | int | None
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class PyramidSnapshot(BaseModel):
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items: list[PyramidRow]
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fetched_at: datetime
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start_date: date | None = None
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end_date: date | None = None
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def pyramid_rows(data, metric: Literal["multiplier", "alphaCount"]):
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"""Normalize the observed BRAIN schema; absent metrics remain unknown.
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Return only category, region, delay and the requested metric. Invalid
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identities or nonnumeric metrics raise WqError rather than inventing counts
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or silently dropping rows. Unknown upstream fields never reach the browser.
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"""
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if not isinstance(data, dict) or not isinstance(data.get("pyramids"), list):
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raise WqError("Pyramid 数据格式无法识别", "invalid_response")
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rows = []
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for item in data["pyramids"]:
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if not isinstance(item, dict):
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raise WqError("Pyramid 数据格式无法识别", "invalid_response")
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category = item.get("category")
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region, delay, value = item.get("region"), item.get("delay"), item.get(metric)
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if (
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not isinstance(category, dict)
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or not all(isinstance(category.get(key), str) and category[key] for key in ("id", "name"))
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or not isinstance(region, str) or not region
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or type(delay) is not int or delay < 0
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or (value is not None and (
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type(value) not in (int, float) or not math.isfinite(value) or value < 0
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or (metric == "alphaCount" and type(value) is not int)
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))
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):
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raise WqError("Pyramid 数据格式无法识别", "invalid_response")
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rows.append(PyramidRow(
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region=region, delay=delay, category_id=category["id"],
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category_name=category["name"], value=value,
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))
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return rows
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async def read_pyramids(request, metric, start_date=None, end_date=None):
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"""Read via the existing session; platform errors must not expire system login."""
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runner = request.app.state.runner
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async with request.app.state.sessions() as db:
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account = await db.get(Account, 1)
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if runner.disconnecting or account.connection_status != "connected" or not account.wq_user_id:
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raise HTTPException(409, "请先在个人信息页连接并确认 WorldQuant 账户")
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try:
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if metric == "multiplier":
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data = await runner.client.get_pyramid_multipliers()
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else:
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# BRAIN accepts calendar dates here and rejects ISO datetime values.
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data = await runner.client.get_pyramid_alphas(
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start_date.isoformat() if start_date else None,
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end_date.isoformat() if end_date else None,
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)
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return PyramidSnapshot(
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items=pyramid_rows(data, metric), fetched_at=datetime.now(timezone.utc),
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start_date=start_date, end_date=end_date,
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)
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except WqError as exc:
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raise HTTPException(
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409 if exc.code in ("disconnected", "verification_required", "authentication_failed") else 502,
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str(exc),
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) from None
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@router.get("/pyramid-multipliers", response_model=PyramidSnapshot)
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async def multipliers(request: Request):
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return await read_pyramids(request, "multiplier")
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@router.get("/pyramid-alphas", response_model=PyramidSnapshot)
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async def alphas(request: Request, start_date: date | None = None, end_date: date | None = None):
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if start_date and end_date and start_date > end_date:
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raise HTTPException(422, "开始日期不能晚于结束日期")
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return await read_pyramids(request, "alphaCount", start_date, end_date)
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