添加每日导出按钮
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zlt
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@ -104,6 +104,9 @@ ws_smoke 发的联调单绕开这个开关、且带 SMOKE 前缀——成交回
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`ws_smoke.py inbox` 里有 snapshot/心跳类上行。
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9. S2 式发单（挂不上才是预期）：盘中发一张限价远离市价的买单（--ttl 5 到点对端自动撤），
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watch 里状态走 QUEUED→SENT→受理，inbox 里有 ack 与回报。
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**下单窗口只认 9:31–14:56**：14:57–15:00 是收盘集合竞价、9:15–9:30 是开盘竞价段，
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QMT 侧按非交易时段拒（2026-08-28 实测 14:59 下单回 NOT_TRADING_TIME）；
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带 TTL 的测试单别让有效期跨过 14:56。
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10. **一笔真实买卖**（判收核心）：建议选一只当日可回转（T+0）的跨境或货币 ETF，一手
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一两百块，当天买进当天卖出；用普通股票也行，但 A 股 T+1，卖出要等次日。判收三条：
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两张单全成、inbox 有 trade 回报、**账本零变化**（SMOKE 联调单闸把成交挡在账外）。
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@ -351,6 +351,45 @@ def update_lot(lot_id: int, **fields) -> int:
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return execute(f"UPDATE pms_lot SET {clause}, updated_at = :ts WHERE id = :id", p)
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def list_open_lot_rows(limit: int = 2000) -> list:
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"""公示导出·持仓明细: 未平部分>0 的批次, 开仓时间升序。qty 即剩余数量
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(close_lot_qty 核销时就地扣减), 不需要再拿 closed_qty 去算。"""
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return fetch_all(
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"SELECT * FROM pms_lot WHERE status = 'OPEN' AND qty > 0 "
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"ORDER BY open_date ASC, id ASC LIMIT :n", {"n": int(limit)})
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def list_closed_lot_rows(limit: int = 2000) -> list:
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"""公示导出·平仓明细: 有平仓量的批次 (含部分平仓, 此时同一批次会同时出现在
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持仓与平仓两张明细里, 各按剩余量/已平量计, 与公司表格口径一致)。"""
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return fetch_all(
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"SELECT * FROM pms_lot WHERE closed_qty > 0 "
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"ORDER BY updated_at ASC, id ASC LIMIT :n", {"n": int(limit)})
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# ================================================================ pms_nav_daily (公示导出)
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def upsert_nav_daily(*, ymd: int, nav: float, pos_ratio, holding_pnl: float,
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realized_pnl: float, nav_scale: float, price_missing: int) -> int:
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"""每日净值快照落一行; 同日重跑覆盖更新 (以收盘后最后一次为准)。"""
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return execute(
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"INSERT INTO pms_nav_daily (ymd, nav, pos_ratio, holding_pnl, realized_pnl, "
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"nav_scale, price_missing, created_at) VALUES "
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"(:ymd, :nav, :pr, :hp, :rp, :sc, :pm, :ts) "
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"ON DUPLICATE KEY UPDATE nav = :nav, pos_ratio = :pr, holding_pnl = :hp, "
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"realized_pnl = :rp, nav_scale = :sc, price_missing = :pm, created_at = :ts",
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{"ymd": int(ymd), "nav": float(nav),
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"pr": (float(pos_ratio) if pos_ratio is not None else None),
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"hp": float(holding_pnl), "rp": float(realized_pnl), "sc": float(nav_scale),
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"pm": int(price_missing), "ts": _NOW()})
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def list_nav_daily(limit: int = 400) -> list:
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"""净值序列, 升序返回 (查询按 ymd 降序取最近 N 行再反转, 序列长了也只拿近段)。"""
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rows = fetch_all("SELECT * FROM pms_nav_daily ORDER BY ymd DESC LIMIT :n",
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{"n": int(limit)})
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return list(reversed(rows))
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# ================================================================ pms_instruction
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def insert_instruction(*, instruction_id, origin_type, origin_id, ts_code, action, side, qty,
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limit_price=None, window_tdays=3, status="PROPOSED",
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@ -14,6 +14,7 @@
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| 成交回放 | 交易时段每 1 分钟 | ws 逐笔入账 + trading_order 增量 + 轻对账 |
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| T 仓平回 | 14:50 (二期) | 做T强制平回 |
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| 日终结算 | 15:10 | 全量对账 / 除权 / 安全垫 / 命令进度日结 |
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| 净值快照 | 15:20 | 公示净值落一行 (导出表的净值序列) |
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| 运营日报 | 15:30 | 关注区 + 全量统计, 页面可查 |
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三条守卫:
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@ -305,6 +306,17 @@ def daily_settle():
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return out
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@celery_app.task(name="pms.nav_snapshot")
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@guard(trade_day=True, respect_exec_halt=False) # 记账类动作, 休假模式照跑
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def nav_snapshot():
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"""每日净值快照 (15:20): 按公示口径记一行净值 (pms_nav_daily), 供公示表导出的
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净值序列使用。排在日终结算 (15:10) 之后 —— 尾窗成交已入账、收盘价已落定;
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在运营日报 (15:30) 之前。同日重跑覆盖, 以最后一次为准。历史不回填
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(2026-08-28 拍板: 启用日之前的净值继续查人工表格)。"""
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from app.services import publish_export
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return publish_export.record_nav_snapshot()
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@celery_app.task(name="pms.daily_report")
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@guard(trade_day=True, respect_exec_halt=False)
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def daily_report():
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@ -332,5 +344,6 @@ celery_app.conf.beat_schedule = {
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"strategy_attach": {"task": "pms.strategy_attach", "schedule": crontab(hour=9, minute=40)},
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"t0_close": {"task": "pms.t0_close", "schedule": crontab(hour=14, minute=50)},
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"daily_settle": {"task": "pms.daily_settle", "schedule": crontab(hour=15, minute=10)},
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"nav_snapshot": {"task": "pms.nav_snapshot", "schedule": crontab(hour=15, minute=20)},
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"daily_report": {"task": "pms.daily_report", "schedule": crontab(hour=15, minute=30)},
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}
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@ -58,6 +58,12 @@ RUNTIME_EXTRA = {
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# 2026-08-26: 页面要能回答「今天的正式一跳跑没跑、做了什么」。零动作的一跳在账上没有
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# 任何痕迹 (设计如此, 台账只记真动作), 所以由 advisor 每次真跑后写一份摘要在这里。
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"PMS_AUTO_LAST_SCAN": ("", str, "自动挂载最近一次正式扫描的摘要 (advisor 真跑后写入的 JSON: 日期/时刻/各类计数), 页面只读, 勿手改"),
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# 2026-08-28 公示导出: 每日持仓/净值导出为公司《量化数据》公示表 (页面按钮 + 15:20
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# 净值快照)。账户名/结构/标题是公示口径的固定文案, 不进账务, 放这里页面可改。
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"PMS_PUBLISH_TITLE": ("25年投研量化平层产品基本信息", str, "公示表标题 (首行大字)"),
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"PMS_PUBLISH_ACCOUNT": ("天盟实业", str, "公示表·开单账户列的账户名"),
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"PMS_PUBLISH_STRUCTURE": ("二级（平层）", str, "公示表·结构列的产品结构标签"),
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"PMS_PUBLISH_NAV_SCALE": (0.0, float, "公示净值规模 (元): 净值=1+累计盈亏/此数; 0=用 PMS_TOTAL_SCALE"),
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}
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# **读不到时必须按"已暂停"处理的键 (fail-closed)。**
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@ -0,0 +1,323 @@
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# -*- coding: utf-8 -*-
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"""
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公示表导出 (每日持仓 / 净值 → 公司《量化数据》xlsx)
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====================================================
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公司流程: 每日把持仓与净值导出为 excel 公示。本模块按公司模板
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(量化数据2026.8.3.xlsx) 的版式与口径生成同构表格, 数据只含**系统接管之后**的
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账本 (2026-08-28 拍板: 不回填历史, 启用日之前的净值与明细继续查人工表格)。
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口径 (逐项对模板核过数, 见 docs 拍板记录):
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* 每行: 交易金额 = 成本价 × 数量; 涨跌幅 = 现价/成本 − 1; 净值估算 = 1 + 收益率。
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* 持仓+平仓收益合计 = 持仓浮动盈亏 Σ + 平仓已实现盈亏 Σ;
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累计净值 = 1 + 该合计 / 净值规模 (参数 PMS_PUBLISH_NAV_SCALE, 0=用 PMS_TOTAL_SCALE)。
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* 可开仓总金额 = 净值规模 + 平仓已实现盈亏 Σ (亏损使其变小, 模板 F107 同法);
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剩余可开仓 = 可开仓总金额 − 存量成本合计; 持仓仓位 = 存量成本合计 / 可开仓总金额。
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* 净值序列每交易日一行, 由调度 15:20 (pms.nav_snapshot) 落 pms_nav_daily;
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导出时当日行用实时价现算覆盖, 保证盘中导出也有今天。
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* 现价取不到的票按成本价顶上并**在表尾如实标注只数** —— 拿不到不装有。
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明细行来自批次账 (pms_lot): 持仓明细 = 未平批次 (剩余数量>0), 一行一笔开单;
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平仓明细 = 有平仓量的批次 (含部分平仓), 结算价为该批加权平均平仓价。
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账户名 / 结构 / 标题是公示口径固定字段, 全部放参数中心 (PMS_PUBLISH_*), 页面可改。
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"""
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from __future__ import annotations
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import io
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import logging
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from datetime import date, datetime
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from app.repo import downstream_repo, pms_repo
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from app.services import market, param_store
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logger = logging.getLogger("pms.publish")
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_FIN_NONE = "无" # 融资金额/融资费用列: 本产品无融资, 固定"无" (模板同)
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# ---------------------------------------------------------------- 取数与口径
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def _nav_scale() -> float:
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"""净值规模: 参数为 0 时退回总操作规模。两者都为 0 说明参数没配, 直接报错
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比导出一张全是除零的表诚实。"""
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v = param_store.get_float("PMS_PUBLISH_NAV_SCALE", 0.0) or 0.0
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if v <= 0:
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v = param_store.get_float("PMS_TOTAL_SCALE", 0.0) or 0.0
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if v <= 0:
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raise ValueError("净值规模未配置: PMS_PUBLISH_NAV_SCALE 与 PMS_TOTAL_SCALE 都是 0")
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return float(v)
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def _as_date(v):
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if isinstance(v, datetime):
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return v.date()
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if isinstance(v, date):
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return v
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return None
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def compute_snapshot() -> dict:
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"""组装公示快照: 持仓明细 / 平仓明细 / 汇总 / 当日净值。全部只读。"""
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today = date.today()
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scale = _nav_scale()
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open_lots = pms_repo.list_open_lot_rows()
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closed_lots = pms_repo.list_closed_lot_rows()
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codes = sorted({r["ts_code"] for r in open_lots} | {r["ts_code"] for r in closed_lots})
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try:
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names = downstream_repo.fetch_names(codes) if codes else {}
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except Exception as e: # 名字取不到不拦导出, 代码列还在
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logger.warning("公示导出取中文名失败 (用代码顶): %s", e)
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names = {}
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open_codes = sorted({r["ts_code"] for r in open_lots})
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prices = market.get_prices(open_codes) if open_codes else {}
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account = param_store.get_str("PMS_PUBLISH_ACCOUNT", "")
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structure = param_store.get_str("PMS_PUBLISH_STRUCTURE", "")
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holdings, price_missing = [], set()
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for r in open_lots:
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code = r["ts_code"]
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qty = int(r.get("qty") or 0)
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cost = float(r.get("open_price") or 0)
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px = prices.get(code)
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price_ok = bool(px and px > 0)
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if not price_ok:
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px = cost # 顶价只为市值可算; 缺价只数在表尾如实标注
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price_missing.add(code)
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od = _as_date(r.get("open_date")) or today
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chg = (px / cost - 1.0) if cost > 0 else 0.0
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holdings.append({
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"account": account, "code": code.split(".")[0], "name": names.get(code) or code,
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"amount": round(cost * qty, 2), "open_date": od, "upd_date": today,
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"structure": structure, "cost": cost, "qty": qty, "price": round(px, 3),
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"days": (today - od).days, "per_share": round(px - cost, 3),
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"chg": chg, "pnl": round((px - cost) * qty, 2), "ret": chg, "nav_est": 1 + chg,
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})
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closed = []
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for r in closed_lots:
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code = r["ts_code"]
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cq = int(r.get("closed_qty") or 0)
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cost = float(r.get("open_price") or 0)
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settle = float(r.get("close_avg_price") or 0)
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pnl = float(r.get("realized_pnl") or 0)
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od = _as_date(r.get("open_date")) or today
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cd = _as_date(r.get("updated_at")) or today
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amt = cost * cq
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ret = (pnl / amt) if amt > 0 else 0.0
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closed.append({
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"account": account, "code": code.split(".")[0], "name": names.get(code) or code,
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"amount": round(amt, 2), "open_date": od, "close_date": cd,
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"structure": structure, "cost": cost, "qty": cq, "settle": round(settle, 3),
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"days": (cd - od).days, "per_share": round(settle - cost, 3),
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"chg": (settle / cost - 1.0) if cost > 0 else 0.0,
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"pnl": round(pnl, 2), "ret": ret, "nav_est": 1 + ret,
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})
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hold_cost = sum(h["amount"] for h in holdings)
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hold_pnl = sum(h["pnl"] for h in holdings)
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realized = sum(c["pnl"] for c in closed)
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total_pnl = hold_pnl + realized
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nav = 1.0 + total_pnl / scale
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openable = scale + realized # 可开仓总金额 = 净值规模 + 已实现盈亏 (模板口径)
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return {
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"today": today, "scale": scale, "holdings": holdings, "closed": closed,
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"hold_cost": round(hold_cost, 2), "hold_pnl": round(hold_pnl, 2),
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"closed_cost": round(sum(c["amount"] for c in closed), 2),
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"realized": round(realized, 2), "total_pnl": round(total_pnl, 2),
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"nav": round(nav, 4), "openable": round(openable, 2),
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"open_room": round(openable - hold_cost, 2),
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"pos_ratio": round(hold_cost / openable, 4) if openable > 0 else None,
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"price_missing": sorted(price_missing),
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"title": param_store.get_str("PMS_PUBLISH_TITLE", "量化产品基本信息"),
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}
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def record_nav_snapshot() -> dict:
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"""净值快照落库 (调度 15:20 调用; 同日重跑覆盖)。失败抛给调度守卫记 ERROR。"""
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s = compute_snapshot()
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ymd = int(s["today"].strftime("%Y%m%d"))
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pms_repo.upsert_nav_daily(
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ymd=ymd, nav=s["nav"], pos_ratio=s["pos_ratio"], holding_pnl=s["hold_pnl"],
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realized_pnl=s["realized"], nav_scale=s["scale"],
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price_missing=len(s["price_missing"]))
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return {"ok": True, "ymd": ymd, "nav": s["nav"], "pos_ratio": s["pos_ratio"],
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"price_missing": len(s["price_missing"])}
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def _nav_series(snapshot: dict) -> list:
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"""净值序列 = 库里逐日快照 + 当日实时行 (同日覆盖, 盘中导出也有今天)。"""
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ymd_today = int(snapshot["today"].strftime("%Y%m%d"))
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rows = []
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try:
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rows = pms_repo.list_nav_daily()
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except Exception as e: # 表还没建好 (未跑 init_db) 时导出仍可用, 只有当日一行
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logger.warning("读净值序列失败 (导出只含当日): %s", e)
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out = [r for r in rows if int(r["ymd"]) != ymd_today]
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out.append({"ymd": ymd_today, "nav": snapshot["nav"],
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"pos_ratio": snapshot["pos_ratio"]})
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return out
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# ---------------------------------------------------------------- 版式
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def build_workbook(s: dict, nav_rows: list) -> bytes:
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"""按公司模板版式生成工作簿。纯函数 (不碰库), 可离线测试。"""
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from openpyxl import Workbook
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from openpyxl.chart import LineChart, Reference
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from openpyxl.styles import Alignment, Border, Font, PatternFill, Side
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from openpyxl.utils import get_column_letter
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wb = Workbook()
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ws = wb.active
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ws.title = "Sheet1"
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font = Font(name="等线", size=11)
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bold = Font(name="等线", size=11, bold=True)
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center = Alignment(horizontal="center", vertical="center", wrap_text=True)
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thin = Side(style="thin", color="999999")
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box = Border(left=thin, right=thin, top=thin, bottom=thin)
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head_fill = PatternFill("solid", fgColor="DDEBF7")
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|
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D_FMT, M_FMT, P_FMT, N_FMT = "yyyy/m/d", "#,##0.00", "0.00%", "0.0000"
|
||||
HEAD_H = ["序号", "开单账户", "代码", "标的", "交易金额（元）", "起始时间", "更新时间",
|
||||
"结构", "交易成本价", "持股数量", "当日价格", "自然天数", "融资金额",
|
||||
"融资费用", "每股较期初价盈（元）", "较期初价涨跌幅", "总持股\n浮动盈亏（元）",
|
||||
"持有收益率", "净值估算"]
|
||||
HEAD_C = HEAD_H.copy()
|
||||
HEAD_C[6], HEAD_C[10] = "平仓时间", "结算价"
|
||||
FMTS = [None, None, "@", None, M_FMT, D_FMT, D_FMT, None, "0.000", "#,##0", "0.000",
|
||||
"0", None, None, "0.000", P_FMT, M_FMT, P_FMT, N_FMT]
|
||||
|
||||
def put(row, col, value, *, f=font, fmt=None, align=None, fill=None, border=box):
|
||||
c = ws.cell(row=row, column=col, value=value)
|
||||
c.font = f
|
||||
if fmt:
|
||||
c.number_format = fmt
|
||||
if align:
|
||||
c.alignment = align
|
||||
if fill:
|
||||
c.fill = fill
|
||||
if border:
|
||||
c.border = border
|
||||
return c
|
||||
|
||||
def header_row(row, heads):
|
||||
for i, h in enumerate(heads):
|
||||
put(row, 3 + i, h, f=bold, align=center, fill=head_fill)
|
||||
|
||||
def entry_row(row, e, *, date2_key, px_key):
|
||||
vals = [e.get("seq"), e["account"], e["code"], e["name"], e["amount"],
|
||||
e["open_date"], e[date2_key], e["structure"], e["cost"], e["qty"],
|
||||
e[px_key], e["days"], _FIN_NONE, _FIN_NONE, e["per_share"], e["chg"],
|
||||
e["pnl"], e["ret"], e["nav_est"]]
|
||||
for i, v in enumerate(vals):
|
||||
put(row, 3 + i, v, fmt=FMTS[i])
|
||||
|
||||
def subtotal_row(row, top, bottom):
|
||||
"""小计行: 金额与盈亏用 SUM 公式, 比率按公式引用 (空表保护为 0)。"""
|
||||
put(row, 5, "小计", f=bold, align=center)
|
||||
put(row, 7, f"=SUM(G{top}:G{bottom})" if bottom >= top else 0, f=bold, fmt=M_FMT)
|
||||
put(row, 18, "合计", f=bold, align=center)
|
||||
put(row, 19, f"=SUM(S{top}:S{bottom})" if bottom >= top else 0, f=bold, fmt=M_FMT)
|
||||
put(row, 20, f"=IF(G{row}=0,0,S{row}/G{row})", f=bold, fmt=P_FMT)
|
||||
put(row, 21, f"=1+T{row}", f=bold, fmt=N_FMT)
|
||||
|
||||
# ---- 标题与时间 ----
|
||||
ws.merge_cells(start_row=1, start_column=2, end_row=1, end_column=21)
|
||||
put(1, 2, s["title"], f=Font(name="等线", size=16, bold=True), align=center, border=None)
|
||||
start = nav_rows[0]["ymd"] if nav_rows else int(s["today"].strftime("%Y%m%d"))
|
||||
put(2, 19, "起始时间：", border=None)
|
||||
put(2, 20, datetime.strptime(str(start), "%Y%m%d").date(), fmt=D_FMT, border=None)
|
||||
put(3, 19, "更新时间：", border=None)
|
||||
put(3, 20, s["today"], fmt=D_FMT, border=None)
|
||||
|
||||
# ---- 持仓明细 ----
|
||||
r = 4
|
||||
header_row(r, HEAD_H)
|
||||
hold_top = r + 1
|
||||
for i, e in enumerate(s["holdings"], 1):
|
||||
e["seq"] = i
|
||||
entry_row(r + i, e, date2_key="upd_date", px_key="price")
|
||||
if not s["holdings"]:
|
||||
put(hold_top, 3, "（当前无持仓）", align=center)
|
||||
r_sub = hold_top + (len(s["holdings"]) if s["holdings"] else 1)
|
||||
subtotal_row(r_sub, hold_top, r_sub - 1 if s["holdings"] else hold_top - 1)
|
||||
ws.merge_cells(start_row=4, start_column=2, end_row=r_sub, end_column=2)
|
||||
put(4, 2, "平层\n持仓", f=bold, align=center)
|
||||
|
||||
# ---- 平仓明细 ----
|
||||
r = r_sub + 1
|
||||
header_row(r, HEAD_C)
|
||||
close_top = r + 1
|
||||
for i, e in enumerate(s["closed"], 1):
|
||||
e["seq"] = i
|
||||
entry_row(r + i, e, date2_key="close_date", px_key="settle")
|
||||
if not s["closed"]:
|
||||
put(close_top, 3, "（暂无平仓记录）", align=center)
|
||||
r_csub = close_top + (len(s["closed"]) if s["closed"] else 1)
|
||||
subtotal_row(r_csub, close_top, r_csub - 1 if s["closed"] else close_top - 1)
|
||||
ws.merge_cells(start_row=r_sub + 1, start_column=2, end_row=r_csub, end_column=2)
|
||||
put(r_sub + 1, 2, "平层\n卖出", f=bold, align=center)
|
||||
|
||||
# ---- 汇总两行 (公式引用两张小计行, 口径同模板) ----
|
||||
r1, r2 = r_csub + 1, r_csub + 2
|
||||
put(r1, 2, "存量合计", f=bold, align=center)
|
||||
put(r1, 7, f"=G{r_sub}", f=bold, fmt=M_FMT)
|
||||
ws.merge_cells(start_row=r1, start_column=17, end_row=r1, end_column=18)
|
||||
put(r1, 17, "持仓+平仓收益合计", f=bold, align=center)
|
||||
put(r1, 19, f"=S{r_sub}+S{r_csub}", f=bold, fmt=M_FMT)
|
||||
put(r1, 20, f"=S{r1}/{s['scale']}", f=bold, fmt=P_FMT)
|
||||
put(r1, 21, f"=1+T{r1}", f=bold, fmt=N_FMT)
|
||||
ws.merge_cells(start_row=r2, start_column=2, end_row=r2, end_column=5)
|
||||
put(r2, 2, "初始规模+已回收益后可开仓总金额", f=bold, align=center)
|
||||
put(r2, 6, f"={s['scale']}+S{r_csub}", f=bold, fmt=M_FMT)
|
||||
put(r2, 8, "剩余可开仓金额", f=bold, align=center)
|
||||
put(r2, 10, f"=F{r2}-G{r1}", f=bold, fmt=M_FMT)
|
||||
put(r2, 11, "持仓仓位", f=bold, align=center)
|
||||
put(r2, 12, f"=IF(F{r2}=0,0,G{r1}/F{r2})", f=bold, fmt=P_FMT)
|
||||
put(r2, 13, "累计净值", f=bold, align=center)
|
||||
put(r2, 15, f"=U{r1}", f=bold, fmt=N_FMT)
|
||||
if s["price_missing"]:
|
||||
put(r2 + 1, 2, f"注：{len(s['price_missing'])} 只标的当日无行情，按成本价计入市值"
|
||||
f"（{'、'.join(s['price_missing'][:5])}"
|
||||
f"{' 等' if len(s['price_missing']) > 5 else ''}）。",
|
||||
border=None)
|
||||
|
||||
# ---- 净值序列 (表右侧, 位置同模板 Y/Z/AA 列) + 折线图 ----
|
||||
NC = 25 # Y 列
|
||||
put(4, NC, "时间", f=bold, align=center, fill=head_fill)
|
||||
put(4, NC + 1, "净值数据", f=bold, align=center, fill=head_fill)
|
||||
put(4, NC + 2, "仓位占比", f=bold, align=center, fill=head_fill)
|
||||
for i, row in enumerate(nav_rows, 1):
|
||||
put(4 + i, NC, datetime.strptime(str(row["ymd"]), "%Y%m%d").date(), fmt=D_FMT)
|
||||
put(4 + i, NC + 1, float(row["nav"]), fmt=N_FMT)
|
||||
pr = row.get("pos_ratio")
|
||||
put(4 + i, NC + 2, float(pr) if pr is not None else None, fmt=P_FMT)
|
||||
if nav_rows:
|
||||
chart = LineChart()
|
||||
chart.title = "净值走势"
|
||||
chart.height, chart.width = 8, 16
|
||||
chart.y_axis.title = "净值"
|
||||
data = Reference(ws, min_col=NC + 1, min_row=4, max_row=4 + len(nav_rows))
|
||||
cats = Reference(ws, min_col=NC, min_row=5, max_row=4 + len(nav_rows))
|
||||
chart.add_data(data, titles_from_data=True)
|
||||
chart.set_categories(cats)
|
||||
ws.add_chart(chart, f"{get_column_letter(NC)}{6 + len(nav_rows)}")
|
||||
|
||||
# ---- 列宽 ----
|
||||
widths = {2: 9, 3: 5, 4: 10, 5: 9, 6: 13, 7: 11, 8: 11, 9: 12, 10: 9, 11: 9, 12: 9,
|
||||
13: 9, 14: 9, 15: 10, 16: 12, 17: 12, 18: 13, 19: 11, 20: 11, 21: 9,
|
||||
25: 11, 26: 10, 27: 10}
|
||||
for col, w in widths.items():
|
||||
ws.column_dimensions[get_column_letter(col)].width = w
|
||||
ws.freeze_panes = "C5"
|
||||
|
||||
buf = io.BytesIO()
|
||||
wb.save(buf)
|
||||
return buf.getvalue()
|
||||
|
||||
|
||||
def export_xlsx() -> tuple:
|
||||
"""导出入口: 返回 (文件名, xlsx 字节)。文件名沿用公司习惯: 量化数据YYYY.M.D.xlsx。"""
|
||||
s = compute_snapshot()
|
||||
blob = build_workbook(s, _nav_series(s))
|
||||
t = s["today"]
|
||||
return f"量化数据{t.year}.{t.month}.{t.day}.xlsx", blob
|
||||
|
|
@ -394,6 +394,26 @@ def api_report(ymd: int = Query(None)):
|
|||
or {"ymd": None, "report": {}})
|
||||
|
||||
|
||||
@app.get("/api/export/publish-xlsx")
|
||||
def api_export_publish_xlsx():
|
||||
"""公示表导出 (2026-08-28): 持仓/平仓/净值一张表, 版式对齐公司《量化数据》模板,
|
||||
数据只含系统接管后的账本 (口径见 publish_export 模块头)。二进制下载不走 ok()
|
||||
包装; 失败按站内惯例回 JSON (HTTP 200), 新开的下载页会直接显示错误原因。"""
|
||||
from urllib.parse import quote
|
||||
|
||||
from fastapi.responses import Response
|
||||
try:
|
||||
from app.services import publish_export
|
||||
fname, blob = publish_export.export_xlsx()
|
||||
except Exception as e:
|
||||
logger.exception("公示表导出失败")
|
||||
return JSONResponse({"ok": False, "error": f"{type(e).__name__}: {e}"})
|
||||
return Response(
|
||||
content=blob,
|
||||
media_type="application/vnd.openxmlformats-officedocument.spreadsheetml.sheet",
|
||||
headers={"Content-Disposition": f"attachment; filename*=UTF-8''{quote(fname)}"})
|
||||
|
||||
|
||||
# ================================================================ ④ 提议确认
|
||||
@app.get("/api/proposals")
|
||||
def api_proposals(status: str = Query("WAIT_USER"), limit: int = 100,
|
||||
|
|
|
|||
|
|
@ -429,6 +429,7 @@ body.dock-r:not(.r-fold) .side-r .strip{display:none;}
|
|||
|
||||
<button class="tbtn hd-report" @click="openPlan">选股计划</button>
|
||||
<button class="tbtn hd-report" @click="openReport">日报</button>
|
||||
<button class="tbtn hd-report" v-if="authed" @click="doExport" title="按公司《量化数据》模板导出当日持仓、平仓与净值 (系统接管后的数据)">导出公示表</button>
|
||||
<button class="tbtn" v-show="mode==='ops'" @click="opsDrawer=true">运维</button>
|
||||
<span class="muted hd-refresh-at" style="font-size:11.5px;cursor:pointer" @click="autoRefresh=!autoRefresh"
|
||||
:title="autoRefresh?'自动刷新开，点此关闭':'自动刷新关，点此开启'">{{ autoRefresh ? '自动' : '手动' }}<span v-if="lastRefresh"> · {{ lastRefresh }}</span></span>
|
||||
|
|
@ -2490,6 +2491,10 @@ createApp({
|
|||
me.value = { phone: '', username: '', roles: [] };
|
||||
}
|
||||
|
||||
// 公示表导出 (2026-08-28): 直接开新页下载, 登录票在 cookie 里自然带上。
|
||||
// 后端失败按站内惯例回 JSON (HTTP 200), 新页会显示错误原因, 不做弹窗翻译。
|
||||
function doExport() { window.open('/api/export/publish-xlsx', '_blank'); }
|
||||
|
||||
async function loadParams() {
|
||||
const d = await call('get', '/api/params');
|
||||
const list = ((d.data || d).params) || [];
|
||||
|
|
@ -3270,7 +3275,7 @@ createApp({
|
|||
msgLatest, msgLevelClass, setMsgKind, msgGo,
|
||||
sigTab, srcOpen, toggleSrc, sigBriefHeld, sigBriefOther,
|
||||
lFold, rFold, railOpen, foldRail, closeRail, openRailSide,
|
||||
authed, authReady, me, isAdmin, rolesText, loginForm, loginBusy, loginErr, doLogin, doLogout,
|
||||
authed, authReady, me, isAdmin, rolesText, loginForm, loginBusy, loginErr, doLogin, doLogout, doExport,
|
||||
sectClosed, toggleSect };
|
||||
}
|
||||
}).use(ElementPlus).mount('#app');
|
||||
|
|
|
|||
|
|
@ -397,3 +397,19 @@ CREATE TABLE IF NOT EXISTS pms_macro_signal (
|
|||
UNIQUE KEY uk_sig_date (signal_key, trade_date),
|
||||
KEY idx_key_id (signal_key, id)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='宏观信号日快照与动作记录';
|
||||
|
||||
-- 20. 每日净值快照 (公示导出, 2026-08-28)
|
||||
-- 收盘后 15:20 调度落一行 (pms.nav_snapshot), 同日重跑覆盖。口径与公司《量化数据》
|
||||
-- 公示表一致: 净值 = 1 + (持仓浮动盈亏 + 平仓已实现盈亏) / 净值规模;
|
||||
-- 净值规模取参数 PMS_PUBLISH_NAV_SCALE (0 = 用 PMS_TOTAL_SCALE)。
|
||||
-- 历史不回填 (2026-08-28 拍板): 系统只记启用日之后的净值, 之前的查人工表格。
|
||||
CREATE TABLE IF NOT EXISTS pms_nav_daily (
|
||||
ymd INT PRIMARY KEY COMMENT 'YYYYMMDD',
|
||||
nav DECIMAL(10,4) NOT NULL COMMENT '累计净值',
|
||||
pos_ratio DECIMAL(8,4) NULL COMMENT '仓位占比 = 存量成本额/可开仓总金额',
|
||||
holding_pnl DECIMAL(14,2) NOT NULL DEFAULT 0 COMMENT '持仓浮动盈亏合计',
|
||||
realized_pnl DECIMAL(14,2) NOT NULL DEFAULT 0 COMMENT '平仓已实现盈亏合计(含T)',
|
||||
nav_scale DECIMAL(14,2) NOT NULL COMMENT '当日采用的净值规模',
|
||||
price_missing INT NOT NULL DEFAULT 0 COMMENT '现价缺失只数(>0=按成本顶价估算)',
|
||||
created_at DATETIME NOT NULL
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='每日净值快照 (公示导出)';
|
||||
|
|
|
|||
|
|
@ -17,3 +17,5 @@ chinesecalendar>=1.9
|
|||
websockets>=12.0,<15.0
|
||||
# Ed25519 签名/验签 (协议 §2.1)。python:3.11-slim 上有 manylinux 轮子, 不需要编译链。
|
||||
cryptography>=42.0
|
||||
# ---- 公示表导出 (2026-08-28): 生成持仓/净值 xlsx。锁 3.x 大版本内, 纯 python 轮子。
|
||||
openpyxl>=3.1,<4
|
||||
|
|
|
|||
|
|
@ -30,7 +30,9 @@ PMS_TABLES = ["pms_command", "pms_plan", "pms_position", "pms_lot", "pms_instruc
|
|||
# 18 号表: 宏观信号日快照 (2026-08-18 宏观择时层)。
|
||||
# 顺带记录既有欠账: 16/17 号表 pms_strategy / pms_op_log 不在本清单里,
|
||||
# 属加表时漏登记 —— 按"不夹带"纪律这次不补, 单独提单独拍板。
|
||||
"pms_macro_signal"]
|
||||
"pms_macro_signal",
|
||||
# 20 号表: 每日净值快照 (2026-08-28 公示导出)。
|
||||
"pms_nav_daily"]
|
||||
DOWNSTREAM = ["trading_position", "trading_order", "trading_buy_plan"]
|
||||
|
||||
FAILED, WARNED = [], []
|
||||
|
|
|
|||
Loading…
Reference in New Issue