yuxuanhui
53 lines
1.9 KiB
Python
53 lines
1.9 KiB
Python
"""Read-only baseline comparison over explicit local Alpha and PnL snapshots."""
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import math
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from fastapi import HTTPException
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from ..models import Alpha, Pnl
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from .serialization import encode_snapshot as jsonable_encoder
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async def compare(db, alpha_ids):
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if len(set(alpha_ids)) != len(alpha_ids):
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raise HTTPException(422, "比较项不能重复")
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rows, by_id = [], {}
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for alpha_id in alpha_ids:
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alpha = await db.get(Alpha, alpha_id)
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if not alpha:
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raise HTTPException(404, f"Alpha {alpha_id} 尚未同步")
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pnl = await db.get(Pnl, alpha_id)
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by_id[alpha_id] = (
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{
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p["date"][:10]: p["value"]
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for p in pnl.points
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if type(p.get("value")) in (int, float) and math.isfinite(p["value"])
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}
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if pnl
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else {}
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)
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rows.append(
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{
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"alpha_id": alpha.id,
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"expression": alpha.expression,
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"settings": alpha.settings,
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"metrics": alpha.is_metrics,
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"observed_at": alpha.synced_at,
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"pnl_fetched_at": pnl.fetched_at if pnl else None,
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}
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)
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common = sorted(set.intersection(*(set(points) for points in by_id.values())))
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for row in rows:
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points = by_id[row["alpha_id"]]
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row["pnl"] = [{"date": date, "value": points[date] - points[common[0]]} for date in common]
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return jsonable_encoder(
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{
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"baseline_alpha_id": alpha_ids[0],
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"items": rows,
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"common_dates": common,
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"window": {"from": common[0], "to": common[-1]} if common else None,
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"different_settings": any(row["settings"] != rows[0]["settings"] for row in rows[1:]),
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"note": "PnL 按共同日期展示并从窗口起点归零；缓存缺失时请在 Alpha 详情获取 PnL",
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}
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)
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