big-qmt/api/qmt_rest_rele.py

# -*- coding: utf-8 -*-
import json
import locale
import os
import datetime
from pathlib import Path
from tornado.web import Application, RequestHandler, HTTPError
from tornado.ioloop import IOLoop
import logging

# Configuration
ACCOUNT_ID = os.environ.get('QMT_ACCOUNT_ID', '')
DATA_DIR = os.environ.get('QMT_DATA_DIR', 'D:\qmt_strategy_data')
TOKEN="QMTbyYanweidong"
PORT = 10086

# ===================================
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)
locale.setlocale(locale.LC_CTYPE, 'chinese')


def safe_call(func, *args, **kwargs):
    try:
        return func(*args, **kwargs)
    except HTTPError:
        raise
    except Exception as e:
        raise HTTPError(
            500,
            reason="QMT: %s call failed." % func.__name__,
        ) from e


# ============= BaseHandler =============

AUTH_EXEMPT = set()


def no_auth(cls):
    AUTH_EXEMPT.add(cls)
    return cls


class BaseHandler(RequestHandler):
    def prepare(self):
        if self.__class__ not in AUTH_EXEMPT:
            token = self.request.headers.get('X-Token')
            if token != TOKEN:
                raise HTTPError(500, "Authentication failed: invalid or missing token")

    def set_default_headers(self):
        self.set_header("Content-Type", "application/json; charset=utf-8")

    def write_error(self,status_code, **kwargs):
        self.finish(self._reason)

    def ctx(self):
        return self.application.ContextInfo

    def acc(self):
        return self.application.accountID


# ============= 1. ContextInfo properties =============
# "/api/v2/context/info"
class ContextInfoHandler(BaseHandler):
    def get(self):
        ctx = self.ctx()
        data = {
            "period": ctx.period,
            "barpos": ctx.barpos,
            "time_tick_size": ctx.time_tick_size,
            "stockcode": ctx.stockcode,
            "dividend_type": ctx.dividend_type,
            "market": ctx.market,
            "do_back_test": ctx.do_back_test,
            "benchmark": ctx.benchmark,
            "capital": ctx.capital,
            "timetag":ctx.timetag,
            "universe": ctx.get_universe(),
        }
        self.write(data, separators=(',', ':'), ensure_ascii=False)

# ============= 2. Data queries (ContextInfo get_*) =============
STOCK_HANDLER = {
    # handler_type: (method_name, use_context)
    "stock_name": ("get_stock_name", True),
    "open_date": ("get_open_date", True),
    "last_volume": ("get_last_volume", True),
    "total_share": ("get_total_share", True),
    "svol": ("get_svol", True),
    "bvol": ("get_bvol", True),
    "divid_factors": ("get_divid_factors", True),
    "etf_info": ("get_etf_info", False),
    "etf_iopv": ("get_etf_iopv", False),
    "instrumentdetail": ("get_instrumentdetail", True),
    "his_st_data": ("get_his_st_data", True),
}
# "/api/v2/get/*" Stock-related single-symbol queries
class StockGetHandler(BaseHandler):
    def get(self, handler_type):
        # 快速路径：配置查找
        cfg = STOCK_HANDLER.get(handler_type)
        if not cfg:
            raise HTTPError(500, "Unknown API")
        
        # 参数验证
        
        query_vals = self.get_query_argument("stock_code", "").strip()
        if not query_vals:
            raise HTTPError(500, "stock_code required")
        
        # 方法调用
        method_name, use_context = cfg
        method = getattr(self.ctx(), method_name) if use_context else globals()[method_name]
        result = safe_call(method, query_vals)
        
        
        # 响应
        self.write(json.dumps({
            "stock_code": query_vals,
            "ref": result
        }, separators=(',', ':'), ensure_ascii=False, default=str))


# Aggregate assets, positions, and orders in one request.
class PortfolioHandler(BaseHandler):
    def get(self):
        account_data = safe_call(get_trade_detail_data, self.acc(), 'stock', 'account')
        positions = safe_call(get_trade_detail_data, self.acc(), 'stock', 'position') or []
        orders = safe_call(get_trade_detail_data, self.acc(), 'stock', 'order') or []

        result = {
            "assets": format_assets(account_data),
            "positions": format_holding(positions),
            "orders": [fixed_fields(order) for order in orders],
        }
        self.write(json.dumps(result, separators=(',', ':'), ensure_ascii=False))


# get_trade_detail_data('position') - Query positions in the wrapped format
class HoldingHandler(BaseHandler):
    def get(self):
        positions = safe_call(get_trade_detail_data, self.acc(), 'stock', 'position') or []
        holding = format_holding(positions)
        self.write(json.dumps({"data": holding}, separators=(',', ':'), ensure_ascii=False))

# get_trade_detail_data('account') - Query account assets
class AssetsHandler(BaseHandler):
    def get(self):
        _data = safe_call(get_trade_detail_data, self.acc(), 'stock', 'account')
        self.write(json.dumps(format_assets(_data), separators=(',', ':'), ensure_ascii=False))

class OrderHandler(BaseHandler):
    def get(self):
        ret = safe_call(get_trade_detail_data, self.acc(), 'stock', 'order')
        if ret is None:
            ret = []
        result = [fixed_fields(obj) for obj in ret]
        self.write(json.dumps(result, separators=(',', ':'), ensure_ascii=False))

class DealHandler(BaseHandler):
    def get(self):
        deals = safe_call(get_trade_detail_data, self.acc(), 'stock', 'deal') or []
        rets = [fixed_fields(deal) for deal in deals]
        self.write(json.dumps({"deals": rets}, separators=(',', ':'), ensure_ascii=False))

# ContextInfo.get_full_tick() - Get full tick data
class FullTickHandler(BaseHandler):
    def post(self):
        data = json.loads(self.request.body)
        stocks = data.get('stocks', [])
        #if not stocks:
        #    raise HTTPError(400, "need args stocks")
        ret = safe_call(self.ctx().get_full_tick, stocks)
        if not ret:
            raise HTTPError(500, "Failed to get tick data")
        self.write(json.dumps(ret, separators=(',', ':'), ensure_ascii=False, default=str))

# passorder() - Submit a general trading order
class PassorderHandler(BaseHandler):
    def post(self):
        try:
            data = json.loads(self.request.body)
            opType = int(data['opType'])
            orderType = int(data.get('orderType', 1101))
            stockCode = data['stockCode']
            pr_type = int(data.get('prType', 11))
            price = float(data['price'])
            volume = int(data['volume'])
            quickTrade = int(data.get('quickTrade', 2))
            strategy_name = str(data.get('strategyName', '')).strip()
            order_id = str(data.get('orderId', '')).strip()
        except (json.JSONDecodeError, KeyError, TypeError, ValueError) as e:
            raise HTTPError(400, reason="Invalid order parameters: %s" % e) from e

        # QMT stores strategyName in the order remark; preserve the signal key and local order ID.
        try:
            order_ref = passorder(opType, orderType, self.acc(), stockCode, pr_type, price, volume, strategy_name, quickTrade,order_id, self.ctx())
        except HTTPError:
            raise
        except Exception as e:
            logger.exception("passorder failed")
            raise HTTPError(502, reason="QMT order submission failed") from e

        self.write(json.dumps({
            "status": "success",
            "opType": opType,
            "stockCode": stockCode,
            "strategy_name": strategy_name,
            "local_order_id": order_id,
            "order_ref": str(order_ref)
        }, separators=(',', ':'), ensure_ascii=False))


class CancelByIdHandler(BaseHandler):
    """Cancel an order by its actual system order ID."""
    def post(self):
        data = json.loads(self.request.body)
        order_id = str(data.get('order_id', '')).strip()
        if not order_id:
            raise HTTPError(400, "order_id cannot be empty")
        cancelable = safe_call(can_cancel_order, order_id, self.acc(), 'stock')
        if not cancelable:
            self.write(json.dumps({
                "status": "failed", "order_id": order_id,
                "message": "Order does not exist or cannot currently be canceled"
            }, separators=(',', ':'), ensure_ascii=False))
            return
        result = safe_call(cancel, order_id, self.acc(), 'stock', self.ctx())
        self.write(json.dumps({
            "status": "success" if result is not False else "failed",
            "order_id": order_id,
        }, separators=(',', ':'), ensure_ascii=False))

# sys: Python version information
class PythonVersionHandler(BaseHandler):
    def get(self):
        import sys
        version_info = {
            "python_version": sys.version,
            "python_version_info": {
                "major": sys.version_info.major,
                "minor": sys.version_info.minor,
                "micro": sys.version_info.micro,
                "releaselevel": sys.version_info.releaselevel,
                "serial": sys.version_info.serial,
            }
        }
        self.write(json.dumps(version_info, separators=(',', ':'), ensure_ascii=False))

# ============= Route registration =============
def make_app():
    return Application([
        # ContextInfo properties
        (r"/api/context/info", ContextInfoHandler),
        (r"/api/get/(stock_name|open_date|last_volume|total_share|svol|bvol|divid_factors|etf_info|etf_iopv|instrumentdetail|his_st_data)", StockGetHandler),
        
        # V2
        (r"/api/portfolio", PortfolioHandler),
        (r"/api/portfolio/positions", HoldingHandler),
        (r"/api/portfolio/assets", AssetsHandler),
        (r"/api/portfolio/order", OrderHandler),
        (r"/api/portfolio/deal", DealHandler),
        
        (r"/api/data/full_tick", FullTickHandler),
        (r"/api/trade/cancel_by_id", CancelByIdHandler),
        (r"/api/trade/passorder", PassorderHandler),

        # System
        (r"/api/sys/python_version", PythonVersionHandler),

    ], debug=False)


def init(ContextInfo):
    if not (ACCOUNT_ID or "").strip():
        msg = "ACCOUNT_ID is empty; startup aborted"
        logger.error(msg)
        raise ValueError(msg)
    if not (DATA_DIR or "").strip():
        msg = "DATA_DIR is empty; startup aborted"
        logger.error(msg)
        raise ValueError(msg)
    try:
        ContextInfo.accountID = ACCOUNT_ID
        ContextInfo.set_account(ACCOUNT_ID)
        # Load the symbol universe only when configured.
        pass_codes_path = Path(DATA_DIR) / "pass_codes.json"
        with pass_codes_path.open("r", encoding="utf-8") as stream:
            codes = json.load(stream)
            ContextInfo.set_universe(list(codes))
        
        # Api App
        app = make_app()
        app.ContextInfo = ContextInfo
        app.accountID = ContextInfo.accountID
        app.listen(PORT, address='0.0.0.0')
        logger.info(f"ACCOUNT_ID: {ACCOUNT_ID}")
        logger.info(f"DATA_DIR: {DATA_DIR}")
        logger.info(f"TOKEN: {TOKEN}")
        logger.info(f"Initialized symbol universe with {len(codes)} instruments")
        logger.info(f"QMT HTTP Server started at http://0.0.0.0:{PORT} (all APIs loaded)")
        IOLoop.current().start()
    except Exception as e:
        logger.exception(f"server start failed: {e}")