yuxuanhui
251 lines
10 KiB
Python
251 lines
10 KiB
Python
"""Business operations shared by HTTP and AI; callers own transactions and authorization.
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Mutations never commit here, so the AI executor can atomically save their audit result.
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Job runner notifications must happen after commit, using ``notify_job``.
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"""
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from datetime import timezone
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from uuid import uuid4
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from fastapi import HTTPException
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from sqlalchemy import delete, func, select, update
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from .alphas import list_statement, sorted_statement, summary
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from .jobs import ACTIVE
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from .models import Account, Alpha, Job, JobItem, Pnl, Research, ResearchTag, SelfCorrelation, now
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from .schemas import AlphaDetail, AlphaPage, BulkUpdate, JobInput, JobOutput, ResearchUpdate, normalize_tags
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class Business:
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def __init__(self, db):
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self.db = db
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async def search_alphas(self, filters):
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query = list_statement(filters)
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total = await self.db.scalar(select(func.count()).select_from(query.subquery()))
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rows = (
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await self.db.execute(
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sorted_statement(query, filters.sort, filters.direction)
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.limit(filters.limit)
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.offset(filters.offset)
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)
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).all()
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correlations = {
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row.alpha_id: self.correlation_summary(row)
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for row in (
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await self.db.scalars(
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select(SelfCorrelation).where(SelfCorrelation.alpha_id.in_([a.id for a, _ in rows]))
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)
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).all()
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}
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return AlphaPage(
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items=[{**summary(a, r), "local_correlation": correlations.get(a.id)} for a, r in rows],
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total=total,
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limit=filters.limit,
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offset=filters.offset,
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).model_dump(mode="json")
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@staticmethod
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def correlation_summary(row):
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return {
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**{
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key: row.result.get(key)
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for key in ("status", "max_correlation", "compared_count", "skipped_count")
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},
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"stale": row.stale,
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"calculated_at": row.calculated_at.replace(
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tzinfo=row.calculated_at.tzinfo or timezone.utc
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).isoformat(),
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}
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async def get_self_correlation(self, alpha_id):
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if not await self.db.get(Alpha, alpha_id):
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raise HTTPException(404, "Alpha 尚未同步")
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row = await self.db.get(SelfCorrelation, alpha_id)
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return {
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"cached": row is not None,
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"result": {
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**row.result,
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"stale": row.stale,
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"calculated_at": row.calculated_at.replace(
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tzinfo=row.calculated_at.tzinfo or timezone.utc
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).isoformat(),
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}
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if row
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else None,
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}
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async def get_alpha_facets(self):
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result = {}
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for key in ("region", "universe", "alpha_type", "language", "status", "stage"):
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column = getattr(Alpha, key)
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result[key] = list(
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(
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await self.db.scalars(
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select(column).where(column.is_not(None)).distinct().order_by(column)
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)
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).all()
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)
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result["tags"] = list(
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(await self.db.scalars(select(ResearchTag.tag).distinct().order_by(ResearchTag.tag))).all()
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)
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result["total"] = await self.db.scalar(select(func.count()).select_from(Alpha))
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result["favorites"] = await self.db.scalar(
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select(func.count()).select_from(Research).where(Research.favorite.is_(True))
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)
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result["last_sync"] = await self.db.scalar(select(func.max(Alpha.synced_at)))
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return result
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async def get_alpha(self, alpha_id):
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a, r = await self.db.get(Alpha, alpha_id), await self.db.get(Research, alpha_id)
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if a is None or r is None:
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raise HTTPException(404, "Alpha 尚未同步")
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return AlphaDetail(
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**summary(a, r),
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**{
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key: getattr(a, key)
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for key in (
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"expression",
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"selection",
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"combo",
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"settings",
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"is_metrics",
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"os_metrics",
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"checks",
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)
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},
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).model_dump(mode="json")
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async def get_alpha_pnl(self, alpha_id):
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if not await self.db.get(Alpha, alpha_id):
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raise HTTPException(404, "Alpha 尚未同步")
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row = await self.db.get(Pnl, alpha_id)
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return {
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"cached": row is not None,
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"points": row.points if row else [],
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"fetched_at": row.fetched_at.isoformat() if row else None,
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}
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async def update_research(self, alpha_id, body: ResearchUpdate):
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changes = body.model_dump(exclude_unset=True, exclude={"version"})
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# Compare-and-swap also works with SQLite, whose FOR UPDATE is a no-op.
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result = await self.db.execute(
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update(Research)
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.where(Research.alpha_id == alpha_id, Research.version == body.version)
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.values(**changes, version=Research.version + 1, updated_at=now())
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)
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if result.rowcount != 1:
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if not await self.db.get(Research, alpha_id):
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raise HTTPException(404, "Alpha 尚未同步")
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raise HTTPException(409, "研究记录已被修改，请刷新数据并重新确认；当前草稿已保留")
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if "tags" in changes:
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await self.db.execute(delete(ResearchTag).where(ResearchTag.alpha_id == alpha_id))
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self.db.add_all(ResearchTag(alpha_id=alpha_id, tag=t) for t in changes["tags"])
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await self.db.flush()
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return {"ok": True, "alpha_id": alpha_id, "version": body.version + 1}
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async def bulk_update_research(self, body: BulkUpdate):
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# Validate every target before touching any row. The outer transaction rolls back conflicts.
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rows = {
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r.alpha_id: r
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for r in (
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await self.db.scalars(select(Research).where(Research.alpha_id.in_(body.alpha_ids)))
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).all()
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}
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if len(rows) != len(body.alpha_ids):
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raise HTTPException(404, "部分 Alpha 尚未同步，本次未修改任何记录")
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changes = []
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for alpha_id in body.alpha_ids:
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row = rows[alpha_id]
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tags = normalize_tags(list((set(row.tags) | set(body.add_tags)) - set(body.remove_tags)))
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values = {"tags": tags, "version": body.versions[alpha_id]}
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if body.state:
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values["state"] = body.state
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changes.append((alpha_id, ResearchUpdate(**values)))
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for alpha_id, value in changes:
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await self.update_research(alpha_id, value)
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return {"updated": len(changes), "alpha_ids": body.alpha_ids}
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async def create_sync_job(self, body: JobInput):
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account = await self.db.scalar(select(Account).where(Account.id == 1).with_for_update())
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if body.kind != "self_correlation" and (
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not account.password_encrypted or account.connection_status in ("disconnected", "error")
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):
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raise HTTPException(409, "请先连接 WorldQuant")
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if body.kind == "self_correlation":
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found = set((await self.db.scalars(select(Alpha.id).where(Alpha.id.in_(body.alpha_ids)))).all())
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if found != set(body.alpha_ids):
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raise HTTPException(404, "部分 Alpha 尚未同步")
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payload = body.model_dump(mode="json", exclude={"kind"}, exclude_none=True)
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for job in (
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await self.db.scalars(select(Job).where(Job.kind == body.kind, Job.status.in_(ACTIVE)))
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).all():
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if job.payload == payload:
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return JobOutput.model_validate(job).model_dump(mode="json")
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job = Job(id=str(uuid4()), kind=body.kind, payload=payload)
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self.db.add(job)
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await self.db.flush()
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return JobOutput.model_validate(job).model_dump(mode="json")
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async def list_jobs(self):
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return [
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{
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**JobOutput.model_validate(j).model_dump(mode="json"),
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"alpha_ids": j.payload.get("alpha_ids", []),
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}
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for j in (await self.db.scalars(select(Job).order_by(Job.created_at.desc()).limit(100))).all()
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]
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async def get_job_status(self, job_id):
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job = await self.db.get(Job, job_id)
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if not job:
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raise HTTPException(404, "任务不存在")
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result = JobOutput.model_validate(job).model_dump(mode="json")
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result["alpha_ids"] = job.payload.get("alpha_ids", [])
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result["errors"] = [
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{"alpha_id": r.alpha_id, "error": r.error}
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for r in (
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await self.db.scalars(
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select(JobItem).where(JobItem.job_id == job_id, JobItem.error.is_not(None)).limit(100)
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)
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).all()
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]
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return result
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async def cancel_job(self, job_id):
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job = await self.db.scalar(select(Job).where(Job.id == job_id).with_for_update())
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if not job:
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raise HTTPException(404, "任务不存在")
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if job.status in ACTIVE:
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job.cancel_requested = True
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if job.status != "running":
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job.status = "cancelled"
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job.updated_at = now()
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await self.db.flush()
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return {"ok": True, "job_id": job_id}
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async def retry_job(self, job_id):
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job = await self.db.scalar(select(Job).where(Job.id == job_id).with_for_update())
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if not job:
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raise HTTPException(404, "任务不存在")
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if job.status not in (
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"failed",
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"cancelled",
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"completed_with_errors",
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"waiting_connection",
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"waiting_auth",
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):
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raise HTTPException(409, "该任务当前不需要重试")
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job.status, job.error, job.cancel_requested, job.next_retry_at = "queued", None, False, None
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job.updated_at = now()
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await self.db.flush()
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return JobOutput.model_validate(job).model_dump(mode="json")
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async def notify_job(runner, name, result):
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"""Notify the in-process runner only after the transaction has committed."""
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if name == "cancel_job":
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await runner.cancel(result["job_id"])
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if name in ("create_sync_job", "retry_job"):
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runner.wake.set()
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