Use pydantic model to replace marshmallow model in trader

api-tests/event/ignore_stock_news.http

@@ -0,0 +1,10 @@
+POST http://127.0.0.1:8090/api/event/ignore_stock_news
+accept: application/json
+Content-Type: application/json
+
+{
+  "news_id": "stock_sz_000034_2024-07-17 16:08:17"
+}
+
+
+

requirements.txt

@@ -5,8 +5,6 @@ pydantic==2.6.4
 arrow==1.2.3
 openpyxl==3.1.1
 demjson3==3.0.6
-marshmallow-sqlalchemy==1.0.0
-marshmallow==3.21.1
 plotly==5.13.0
 dash==2.8.1
 jqdatapy==0.1.8

setup.py

@@ -47,8 +47,6 @@
         "arrow==1.2.3",
         "openpyxl==3.1.1",
         "demjson3==3.0.6",
-        "marshmallow-sqlalchemy==1.0.0",
-        "marshmallow==3.21.1",
         "plotly==5.13.0",
         "dash==2.8.1",
         "jqdatapy==0.1.8",

src/zvt/domain/misc/stock_news.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
-from sqlalchemy import Column, String, JSON
+from sqlalchemy import Column, String, JSON, Boolean
 from sqlalchemy.orm import declarative_base
 
 from zvt.contract import Mixin
@@ -21,6 +21,8 @@ class StockNews(NewsBase, Mixin):
     news_content = Column(String)
     #: 新闻解读
     news_analysis = Column(JSON)
+    #: 用户设置为忽略
+    ignore_by_user = Column(Boolean, default=False)
 
 
 register_schema(providers=["em"], db_name="stock_news", schema_base=NewsBase, entity_type="stock")

src/zvt/recorders/em/em_api.py

@@ -745,6 +745,7 @@ def get_news(entity_id, ps=200, index=1, start_timestamp=None, session=None, lat
                         "news_code": item.get("Art_Code", ""),
                         "news_url": item.get("Art_Url", ""),
                         "news_title": item.get("Art_Title", ""),
+                        "ignore_by_user": False,
                     }
                     for index, item in enumerate(json_result)
                     if not start_timestamp

src/zvt/trader/sim_account.py

@@ -3,8 +3,6 @@
 import math
 from typing import List, Optional
 
-from marshmallow_sqlalchemy import SQLAlchemyAutoSchema
-
 from zvt.api.kdata import get_kdata, get_kdata_schema
 from zvt.contract import IntervalLevel, TradableEntity, AdjustType
 from zvt.contract.api import get_db_session, decode_entity_id
@@ -17,29 +15,13 @@
     WrongKdataError,
 )
 from zvt.trader.trader_info_api import get_trader_info, clear_trader
+from zvt.trader.trader_models import AccountStatsModel, PositionModel
 from zvt.trader.trader_schemas import AccountStats, Position, Order, TraderInfo
 from zvt.utils.pd_utils import pd_is_not_null
 from zvt.utils.time_utils import to_pd_timestamp, to_time_str, TIME_FORMAT_ISO8601, is_same_date
 from zvt.utils.utils import fill_domain_from_dict
 
 
-# FIXME:better way for schema<->domain,now just dump to schema and use dict['field'] for operation
-class AccountDayStatsSchema(SQLAlchemyAutoSchema):
-    class Meta:
-        model = AccountStats
-        include_relationships = True
-
-
-class PositionSchema(SQLAlchemyAutoSchema):
-    class Meta:
-        model = Position
-        include_relationships = True
-
-
-account_stats_schema = AccountDayStatsSchema()
-position_schema = PositionSchema()
-
-
 class SimAccountService(AccountService):
     def __init__(
         self,
@@ -77,7 +59,6 @@ def __init__(
         self.real_time = real_time
         self.kdata_use_begin_time = kdata_use_begin_time
 
-        self.account = None
         self.account = self.init_account()
 
         account_info = (
@@ -149,20 +130,16 @@ def load_account(self) -> AccountStats:
         latest_record: AccountStats = records[0]
 
         # create new orm object from latest record
-        account_dict = account_stats_schema.dump(latest_record)
-        del account_dict["id"]
-        del account_dict["positions"]
+        account_stats_model = AccountStatsModel.from_orm(latest_record)
         account = AccountStats()
-        fill_domain_from_dict(account, account_dict)
+        fill_domain_from_dict(account, account_stats_model.model_dump(exclude={"id", "positions"}))
 
         positions: List[Position] = []
         for position_domain in latest_record.positions:
-            position_dict = position_schema.dump(position_domain)
-            self.logger.debug("current position:{}".format(position_dict))
-            del position_dict["id"]
-            del position_dict["account_stats"]
+            position_model = PositionModel.from_orm(position_domain)
+            self.logger.debug("current position:{}".format(position_model))
             position = Position()
-            fill_domain_from_dict(position, position_dict)
+            fill_domain_from_dict(position, position_model.model_dump())
             positions.append(position)
 
         account.positions = positions
@@ -571,4 +548,4 @@ def order_by_amount(
 
 
 # the __all__ is generated
-__all__ = ["AccountDayStatsSchema", "PositionSchema", "AccountService", "SimAccountService"]
+__all__ = ["AccountService", "SimAccountService"]

src/zvt/trader/trader_models.py

@@ -0,0 +1,52 @@
+# -*- coding: utf-8 -*-
+from typing import List
+
+from zvt.contract.model import MixinModel
+
+
+class PositionModel(MixinModel):
+    #: 机器人名字
+    trader_name: str
+    #: 做多数量
+    long_amount: float
+    #: 可平多数量
+    available_long: float
+    #: 平均做多价格
+    average_long_price: float
+    #: 做空数量
+    short_amount: float
+    #: 可平空数量
+    available_short: float
+    #: 平均做空价格
+    average_short_price: float
+    #: 盈亏
+    profit: float
+    #: 盈亏比例
+    profit_rate: float
+    #: 市值 或者 占用的保证金(方便起见，总是100%)
+    value: float
+    #: 交易类型(0代表T+0,1代表T+1)
+    trading_t: int
+
+
+class AccountStatsModel(MixinModel):
+    #: 投入金额
+    input_money: float
+    #: 机器人名字
+    trader_name: str
+    #: 具体仓位
+    positions: List[PositionModel]
+    #: 市值
+    value: float
+    #: 可用现金
+    cash: float
+    #: value + cash
+    all_value: float
+
+    #: 盈亏
+    profit: float
+    #: 盈亏比例
+    profit_rate: float
+
+    #: 收盘计算
+    closing: bool

src/zvt/trading/trading_models.py

@@ -17,7 +17,7 @@ class QueryStockQuoteSettingModel(CustomModel):
     main_tags: Optional[List[str]] = Field(default=None)
 
 
-class BuildQueryStockQuoteSettingModel(BaseModel):
+class BuildQueryStockQuoteSettingModel(CustomModel):
     stock_pool_name: str
     main_tags: Optional[List[str]] = Field(default=None)