restapi.yaml

openapi: "3.0.3"
info:
  title: QuasarX API
  description: QuasarX Rest API接口
  version: "0.0.1"
servers:
  - url: http://localhost:19107/v0
paths:
  /stocks/simple:
    get:
      summary: stock's symbol and name
      description: 获取所有股票的代码和名称
      tags: 
        - Stocks
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/StockList"
        default:
          description: Unexpected error
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
  /stocks/detail:
    get:
      summary: stock detail info
      description: 当前时刻股票的信息(价格/量/换手率等)
      tags:
        - Stocks
      parameters:
      - in: query
        name: id
        schema:
          type: string
        description: 要获取的合约代码
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/StockDetail"
  /stocks/history:
    get:
      summary: get stock history
      description: 获取指数信息
      tags:
        - Stocks
      parameters:
        - in: query
          name: id
          schema:
            type: string
          description: 要获取的代码
          example: 000001
        - in: query
          name: type
          schema:
            type: string
          description: 数据频率
          example: 1d
        - in: query
          name: start
          schema:
            type: integer
          description: 起始时间
        - in: query
          name: end
          schema:
            type: integer
          description: 结束时间
        - in: query
          name: right
          schema:
            type: integer
          description: 复权方式,1-后复权
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/Quote"
  /stocks/params:
    get:
      summary: 获取股票下单参数
      description: 获取股票下单参数
      tags: 
        - Stocks
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                type: object
                properties:
                  order_limit:
                    type: integer
                    description: 每秒下单最大次数
                  daily_limit:
                    type: integer
                    description: 每日下单最大次数
                  cancel_limit:
                    type: integer
                    description: 每秒撤单最大次数
    put:
      summary: 股票下单参数设置
      description: 股票下单参数设置
      tags: 
        - Stocks
      requestBody:
        description: 下单参数
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                order_limit:
                  type: integer
                  description: 每秒下单最大次数
                daily_limit:
                  type: integer
                  description: 每日下单最大次数
                cancel_limit:
                  type: integer
                  description: 每秒撤单最大次数
      responses:
        '200':
          description: success or not
  /stocks/sector/flow:
    get:
      summary: get flow info
      description: 获取板块资金流信息
      tags:
        - Sector
      parameters:
        - in: query
          name: type
          schema:
            type: integer
            description: 1- 所有历史 0- 当日信息
      responses:
        '200':
          description: An array of sectors
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/SectorItem"
  /stocks/sector/quote:
    get:
      summary: 行业板块实时行情
      description: 获取当前所有行业板块的实时行情数据，按涨跌幅排名
      tags:
        - Sector
      responses:
        '200':
          description: 行业板块行情列表
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: string
                    example: success
                  date:
                    type: string
                    description: 日期
                    example: "2025-06-03"
                  data:
                    type: array
                    items:
                      $ref: "#/components/schemas/SectorQuote"
        default:
          description: Unexpected error
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
  /stocks/verbose:
    get:
      summary: stock verbose info
      description: 股票的详细信息(基本面/板块/十大股东/主营业务等)
      tags:
        - Stocks
      parameters:
      - in: query
        name: id
        schema:
          type: integer
          description: 要获取的合约代码
      responses:
        '200':
          description: An array of sectors
          content:
            application/json:
              schema:
                type: object
  /stocks/privilege:
    get:
      summary: 查询股票的交易权限
      description: 查询股票的交易权限
      tags:
        - Stocks
      parameters:
        - in: query
          name: id
          schema:
            type: string
          description: 要查询的股票代码
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                type: object
                properties:
                  forbid:
                    type: boolean
                    description: 是否禁止交易
                  message:
                    type: string
                    description: 禁止交易原因
        '400':
          description: 失败
          content:
            application/json:
              schema:
                type: object
                properties:
                  error:
                    type: integer
                    description: 失败错误码
  /stocks/range:
    get:
      summary: 获取股票当日涨跌停价格
      description: 获取股票当日涨跌停价格
      tags:
        - Stocks
      parameters:
        - in: query
          name: id
          schema:
            type: string
          description: 要获取的股票代码
      responses:
          '200':
            description: An array of stocks
            content:
              application/json:
                schema:
                  type: object
                  properties:
                    code:
                      type: string
                      description: 股票代码
                    upper:
                      type: number
                      description: 股票涨停价
                    lower:
                      type: number
                      description: 股票跌停价
  /options/detail:
    get:
      summary: 当前期权的信息
      description: 当前期权的信息(基本信息、希腊字母及隐波等)
      tags:
        - Options
      parameters:
        - in: query
          name: id
          schema:
            type: string
          description: 要获取的期权代码
        - in: query
          name: type
          schema:
            type: integer
          description: 期权代码类型 0-上交所深交所etf期权, 1-期货类期权
      responses:
          '200':
            description: An array of stocks
            content:
              application/json:
                schema:
                  type: object
                  properties:
                    name:
                      type: string
                      description: 期权名称
                    symbol:
                      type: string
                      description: 期权代码

  /index/quote:
    get:
      summary: get index info
      description: 获取指数信息
      tags: 
        - Index
      parameters:
        - in: query
          name: id
          schema:
            type: string
          description: 要获取的指数代码,多个时用逗号分开
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/IndexQuote"
  /simulate:
    post:
      summary: simulate a exchange
      description: 交易所仿真
      tags: 
        - Simulate
      requestBody:
        description: 交易所信息
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/SimulateRequest"
      responses:
        '200':
          description: success or not
  /risk/stoploss:
    post:
      summary: stoploss
      description: 止损设置
      tags: 
        - Risk
      requestBody:
        description: 止损参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/StopLossRequest"
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/StopLossResponse"
    delete:
      summary: stoploss
      description: 删除设置的止损
      tags: 
        - Risk
      parameters:
        - in: query
          name: id
          schema:
            type: integer
          description: 要删除的id
      responses:
        '200':
          description: success
    get:
      summary: stoploss
      description: 获取所有设置的止损
      tags: 
        - Risk
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/StopLossList"
  /risk/var:
    post:
      summary: run strategy for VaR
      description: 计算策略的VaR
      tags:
        - Risk
      requestBody:
        description: 计算VaR的参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/VaRRequest"
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/VaRResponse"
    get:
      summary: get strategy of history VaR
      description: 获取历史计算出的策略的VaR
      tags:
        - Risk
      parameters:
        - in: query
          name: id
          schema:
            type: integer
            description: 佣金id
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/VaRHistoryItem"
  /risk/drawdown:
    get:
      summary: drawdown
      description: 获取给定时间范围内的最大回撤
      tags:
        - Risk
      parameters:
        - in: query
          name: range
          schema:
            type: integer
            enum: [0, 1]
            description: 0-近90天,1-指定时间开始
            example: 0
        - in: query
          name: symbol
          schema:
            type: string
            description: 多个合约或者指定的持仓
            example: ap2501C2508,ap2502C2509
        - in: query
          name: datetime
          schema:
            type: integer
            description: 可选, 当type=1时指定的时间,单位s
            example: 1739174267836
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                type: array
                items:
                  type: number
  /risk/capital:
    get:
      summary: get capital risk config
      description: 获取总资金风控配置和状态
      tags:
        - Risk
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/CapitalRiskConfig"
    post:
      summary: set capital risk config
      description: 设置总资金止损配置
      tags:
        - Risk
      requestBody:
        description: 总资金风控参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/CapitalRiskSetRequest"
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/CapitalRiskConfig"
        '400':
          description: invalid parameters
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
  /risk/daily:
    get:
      summary: get daily loss risk config
      description: 获取单日亏损风控配置和状态
      tags:
        - Risk
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/DailyRiskConfig"
    post:
      summary: set daily loss risk config
      description: 设置单日亏损限额配置
      tags:
        - Risk
      requestBody:
        description: 单日亏损风控参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/DailyRiskSetRequest"
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/DailyRiskConfig"
        '400':
          description: invalid parameters
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
  /risk/closeall:
    post:
      summary: close all positions
      description: 手动触发全部平仓（资金风控触发时使用）
      tags:
        - Risk
      requestBody:
        description: 平仓确认参数
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                confirm:
                  type: boolean
                  description: 确认平仓，必须为 true 才会执行
                  example: true
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/CloseAllResponse"
        '400':
          description: confirmation required
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
        '500':
          description: close failed
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/Error"
  /risk/factor/liquidity:
    get:
      summary: liquidity
      description: 获取给定时间范围内的流动性风险因子
      tags:
        - Risk
      parameters:
        - in: query
          name: symbol
          schema:
            type: string
            description: 多个合约或者指定的持仓
            example: ap2501C2508,ap2502C2509
        - in: query
          name: datetime
          schema:
            type: integer
            description: 可选, 当type=1时指定的时间,单位s
            example: 1739174267836
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                type: array
                items:
                  type: number
  /portfolio:
    put:
      summary: portfolio
      description: 创建一个投资组合PH
      tags: 
        - Portfolio
      requestBody:
        description: 投资组合参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/PortfolioRequest"
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/PortfolioResponse"
  /commission:
    get:
      summary: commission
      description: 获取佣金
      tags: 
        - User
      parameters:
        - in: query
          name: id
          schema:
            type: string
            description: 代码,可选，只针对期货
            example: 12
        - in: query
          name: broker
          schema:
            type: string
            description: 代理商,保留
        - in: query
          name: type
          schema:
            type: integer
            description: 类型, 0-股票 1-期货 2-期权
            enum: [0, 1, 2]
      responses:
        '200':
          description: success or not
          content:
            application/json:
              schema:
                type: array
                description: 返回的佣金信息
                items:
                  $ref: "#/components/schemas/CommissionItem"
  /strategy/metric:
    get:
      summary: metric
      description: 获取策略的评价指标
      tags: 
        - Strategy
      parameters:
        - in: query
          name: id
          schema:
            type: integer
          description: 要获取的策略id, 0-表示一直持有的策略
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/StrategyMetrics"
  /strategy:
    get:
      summary: 获取所有策略的名字
      description: 获取所有策略的名字
      tags: 
        - Strategy
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  type: string
                  description: 策略的名字
                  example: random
    post:
      summary: 部署指定的某个策略
      description: 部署指定的某个策略
      tags: 
        - Strategy
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/StrategyRequest"
      responses:
        '200':
          description: success
  /backtest:
    post:
      summary: 对某个策略做回测
      description: 对某个策略做回测
      tags: 
        - Backtest
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                script:
                  type: string
                  description: 策略图的json
                  example: ""
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/BacktestResponse"
        '404':
          description: fail
  /strategy/nodes:
    get:
      summary: 获取所有策略节点参数等信息
      description: 获取策略节点信息
      tags: 
        - Strategy
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                
  /strategy/node:
    get:
      summary: 策略节点上的下载功能，如下载调试输出
      description: 策略节点上的下载功能，如下载调试输出
      tags: 
        - Strategy
      parameters:
        - in: query
          name: strategy
          schema:
            type: string
          description: 对应的策略名
        - in: query
          name: label
          schema:
            type: string
          description: 对应的debug节点标签
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
    put:
      summary: 策略节点上的上传功能，如上传模型
      description: 策略节点上的上传功能，如上传模型
      tags: 
        - Strategy
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
  /predict/montecarlo:
    post:
      summary: predict price of asset
      description: use monte carlo predict price
      tags: 
        - Predict
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/MonteCarloRequest"
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/MonteCarloResponse"
  /predict/finity:
    post:
      summary: predict price of asset
      description: use finity difference method to predict
      tags: 
        - Predict
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: object
                properties:
                  symbols:
                    type: string
                    example: 111000,000001
  /predict/operation:
    put:
      summary: set prediction
      description: 设置预测的操作,即接下来某个时间内应该执行的操作
      tags: 
        - Predict
      requestBody:
        description: 预测参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/PredictionOperationRequest"
      responses:
        '200':
          description: success
    get:
      summary: get prediction
      description: 获取预设置的操作
      tags: 
        - Predict
      parameters:
        - in: query
          name: symbol
          schema:
            type: string
          description: symbol
        - in: query
          name: exchange
          schema:
            type: string
          description: exchange
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/PredictionItem"
    delete:
      summary: delete prediction
      description: 删除预设置的操作
      tags: 
        - Predict
      parameters:
        - in: query
          name: symbol
          schema:
            type: string
            description: symbol
        - in: query
          name: index
          schema:
            type: integer
            description: index of query prediction
        - in: query
          name: exchange
          schema:
            type: integer
            description: 0-simulate, 1-xtp, 2-ctp
      responses:
        '200':
          description: success
  /future/simple:
    get:
      summary: all future info
      description: get future name and symbol
      tags: 
        - Future
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/FutureItem"
  /feature:
    get:
      summary: features
      description: get features of symbol
      tags: 
        - Feature
      parameters:
        - in: query
          name: symbol
          schema:
            type: string
          description: symbol
        - in: query
          name: start
          schema:
            type: integer
          description: start time
        - in: query
          name: end
          schema:
            type: integer
          description: end time
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  type: number
  /data/sync:
    get:
      summary: sync data
      description: 同步服务保存的数据，同步完成后清空当前服务保存的数据
      tags: 
        - Data
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/Quote"
  /user/login:
    post:
      summary: login
      description: 登录服务
      tags: 
        - User
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/LoginRequest"
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/LoginResponse"
  /user/status:
    get:
      summary: cpu/memory info
      description: 获取服务器状态信息
      tags: 
        - User
      responses:
        '200':
          description: success
  /user/logout:
    post:
      summary: logout
      description: 登出服务
      tags: 
        - User
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/LogoutRequest"
      responses:
        '200':
          description: success
  /user/switch:
    post:
      summary: 切换当前用户
      description: 切换当前用户
      tags:
        - User
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                user:
                  type: string
                  description: 用户名
                pwd:
                  type: string
                  description: 用户密码
                type:
                  type: integer
                  description: 帐号类型
      responses:
        '200':
          description: success
  /user/funds:
    get:
      summary: 用户当前的可用资金
      description: 用户当前的可用资金
      tags:
        - User
      responses:
        '200':
          description: 返回用户当前的可用资金
          content:
            application/json:
              schema:
                type: object
                properties:
                  funds:
                    type: number
                    description: 用户当前的可用资金
  /user/account:
    post:
      summary: switch account
      description: 切换账户/备用账户
      tags:
        - User
      responses:
        '200':
          description: 返回状态
          content:
            application/json:
              schema:
                type: object
    get:
      summary: get account
      description: 获取账户/备用账户
      tags:
        - User
      responses:
        '200':
          description: 返回状态
          content:
            application/json:
              schema:
                type: object
    put:
      summary: add account
      description: 添加账户/备用账户
      tags:
        - User
      responses:
        '200':
          description: 返回状态
          content:
            application/json:
              schema:
                type: object
    delete:
      summary: delete account
      description: 删除账户/备用账户
      tags:
        - User
      responses:
        '200':
          description: 返回状态
          content:
            application/json:
              schema:
                type: object
  /trade/order:
    post:
      summary: 下单
      description: 下单
      tags: 
        - Order
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              $ref: "#/components/schemas/TradeOrderRequest"
      responses:
        '200':
          description: success
          content:
            application/json:
              schema:
                $ref: "#/components/schemas/TradeOrderResponse"
        '401':
          description: 频繁交易限制,失败
        '402':
          description: 价格超过涨停板限制,失败
    get:
      summary: 获取下单状态信息
      description: 获取下单状态信息
      tags:
        - Order
      parameters:
      - in: query
        name: type
        schema:
          type: integer
        description: 订单类型, 0-股票 1-期权 2-期货
      - in: query
        name: id
        schema:
          type: integer
        description: 要获取的订单ID,如果请求不包含id则获取所有订单状态
      responses:
        '200':
          description: An array of stocks
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/TradeOrderItem"
    delete:
      summary: 撤单请求
      description: 股票/期权撤单
      tags: 
        - Order
      requestBody:
        description: 参数
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                type:
                  type: integer
                  description: 订单类型, 0-股票 1-期权 2-期货
                sysID:
                  type: array
                  description: 订单单号,如果没有，则表示撤销当前所有订单
                  items:
                    type: string
      responses:
        '200':
          description: success
    put:
      summary: 暂停报单/一键撤单设置
      description: 暂停报单/一键撤单设置
      tags: 
        - Order
      requestBody:
        description: 设置类型
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                type:
                  type: integer
                  description: 类型, 0-股票 1-期权 2-期货
                operation:
                  type: integer
                  description: 0-暂停报单, 1-恢复报单 2-一键撤单
      responses:
        '200':
          description: success
  /server/event:
    get:
      summary: waiting for server event
      description: 长链接，侦听服务器返回的消息，包括订单成交撤销等事件
      tags:
        - Server
      responses:
        '200':
          description: 长链接，无返回状态
          content:
            application/json:
              schema:
                type: object
  /position:
    get:
      summary: get position
      description: 获取持仓信息:1.无任何参数时,获取当前所有持仓 2.获取某只标的的所有持仓细节
      tags:
        - Position
      parameters:
          - in: query
            name: id
            schema:
              type: string
            description: 要获取的代码
            example: 000001
      responses:
        '200':
          description: An array of positions
          content:
            application/json:
              schema:
                type: array
                items:
                  $ref: "#/components/schemas/PositionItem"
components:
  schemas:
    # 基础数据类型
    StockItem:
      type: object
      properties:
        symbol:
          type: string
          example: '000002'
        name:
          type: string
          example: '中国银行'
    
    FutureItem:
      type: object
      properties:
        symbol:
          type: string
          example: cffex2503
        name:
          type: string
        exchange:
          type: string
          example: xxx
    
    # 响应数据结构
    StockList:
      type: object
      properties:
        id:
          type: integer
          format: int32
          example: 0
        status:
          type: string
          description: Order Status
          example: success
          enum:
            - fail
            - success
        stocks:
          type: array
          description: stock list
          items:
            $ref: "#/components/schemas/StockItem"
    
    StockDetail:
      type: object
      properties:
        price:
          type: number
          description: 价格
          example: 12.2
        volume:
          type: integer
          description: 交易量
          example: 168
    
    IndexQuote:
      type: object
      properties:
        price:
          type: number
          description: 价格
        change:
          type: number
          description: 涨跌幅
    
    Quote:
      type: object
      properties:
        datetime:
          type: string
          description: 时间
          example: 2024/03/12 00:01:22
        open:
          type: number
          description: 开盘价
          example: 12.2
        close:
          type: number
          description: 收盘价
          example: 12.2
        high:
          type: number
          description: 最高价
          example: 12.2
        low:
          type: number
          description: 最低价
          example: 12.2
        volume:
          type: number
          description: 交易额
          example: 12.2
        turnover:
          type: number
          description: 换手率
          example: 12.2
    
    SectorItem:
      type: object
      properties:
        name:
          type: string
          description: 板块名
        value:
          type: array
          items:
            $ref: "#/components/schemas/SectorFlowItem"
    
    SectorFlowItem:
      type: object
      properties:
        date:
          type: string
          description: 日期
        main:
          type: number
          description: 主力净流入
        supbig:
          type: number
          description: 超大单净流入
        big:
          type: number
          description: 大单净流入
        mid:
          type: number
          description: 中单净流入
        small:
          type: number
          description: 小单净流入
    
    OperatorItem:
      type: object
      description: 买卖的信息
      properties:
        symb:
          type: string
          description: 合约
        dt:
          type: integer
          description: 时间
        p:
          type: number
          description: 价格
        q:
          type: integer
          description: 数量
    
    StopLossTarget:
      type: object
      properties:
        price:
          type: number
          description: 止损提示的初始价格
          example: 48.41
        symbol:
          type: string
          description: 代码
          example: '001136'
        type:
          type: string
          description: 代码类型
          example: 'AStock'
        percent:
          type: number
          description: 止损百分比
          example: 0.05
    
    StopLossRequest:
      type: object
      properties:
        type:
          type: integer
          description: 止损类型 (0-7)
          example: 0
        email:
          type: string
          description: 止损提示的email地址
          example: webbery@wo.cn
        target:
          type: array
          description: 标的信息
          items:
            $ref: "#/components/schemas/StopLossTarget"
    
    StopLossResponse:
      type: object
      properties:
        id:
          type: integer
          description: 设置成功后返回的id
          example: 12
    
    StopLossList:
      type: object
      properties:
        id:
          type: integer
          format: int32
          example: 33
        type:
          type: string
          description: 止损类型
          example: 'percentage'
        portfolio:
          type: array
          description: 代码
          items:
            $ref: "#/components/schemas/StopLossTarget"
    
    VaRRequest:
      type: object
      properties:
        start:
          type: string
          description: 回测开始时间
          example: "2010-01-01 00:00:00"
        end:
          type: string
          description: 回测结束时间
          example: "2030-01-01 00:00:00"
        portfolio:
          $ref: "#/components/schemas/PortfolioConfig"
        confidence:
          type: number
          description: 置信度
          example: 0.99
        days:
          type: integer
          description: 预测未来N天
          example: 10
        capital:
          type: number
          description: 总本金
          example: 10000
        commission:
          $ref: "#/components/schemas/CommissionConfig"
    
    PortfolioConfig:
      type: object
      description: 投资组合
      properties:
        strategy:
          type: string
          description: 策略名
          example: 'random'
        pool:
          type: array
          description: 代码池
          items:
            type: string
            description: 代码
            example: '000001'
        data_type:
          type: string
          description: 数据级别, day/5min/1min
          example: 'day'
    
    CommissionConfig:
      type: object
      description: 设置的佣金
      properties:
        type:
          type: string
          description: 佣金类型
          example: 'A股'
        slip:
          type: number
          description: 滑点
          example: 0.005
        min_price:
          type: number
          description: 最低交易费用
          example: 5
        trade_price:
          type: number
          description: 佣金比例
          example: 0.0001345
        tax:
          type: number
          description: 印花税, 0.1%
          example: 0.01
    
    VaRResponse:
      type: object
      properties:
        id:
          type: integer
          description: var的id
          example: 1
        var:
          type: number
          description: 损失
          example: 100000.0
        es:
          type: number
          description: 尾部损失
          example: 100000.0
        sharp:
          type: number
          description: 夏普率
          example: 1.2
        ops:
          type: array
          description: 买卖单信息
          items:
            $ref: "#/components/schemas/TradeOperation"
        profit:
          type: array
          description: 收益
          items:
            $ref: "#/components/schemas/ProfitItem"
    
    TradeOperation:
      type: object
      properties:
        symbol:
          type: string
          description: 代码
        datetime:
          type: integer
          description: 时间
        price:
          type: number
          description: 价格
        count:
          type: number
          description: 买卖数量
        long:
          type: boolean
          description: 买或卖
    
    ProfitItem:
      type: object
      properties:
        datetime:
          type: integer
          description: 时间
        value:
          type: number
          description: 收益
    
    VaRHistoryItem:
      type: object
      properties:
        id:
          type: integer
          description: var的id
          example: 1

    CapitalRiskConfig:
      type: object
      description: 总资金风控配置和状态
      properties:
        totalStopLossPercent:
          type: number
          description: 总资金止损线比例 (相对于初始本金)
          example: 0.85
        dailyMaxLossPercent:
          type: number
          description: 单日最大亏损限额比例 (相对于昨日权益)
          example: 0.03
        enableTotalStopLoss:
          type: boolean
          description: 是否启用总资金止损
          example: true
        enableDailyLossLimit:
          type: boolean
          description: 是否启用单日亏损限额
          example: true
        autoClosePosition:
          type: boolean
          description: 触及止损后是否自动平仓
          example: false
        initialCapital:
          type: number
          description: 初始本金
          example: 1000000
        lastDayEquity:
          type: number
          description: 昨日权益
          example: 1000000
        isTotalStopLossTriggered:
          type: boolean
          description: 是否触发总资金止损
          example: false
        isDailyLossTriggered:
          type: boolean
          description: 是否触发单日亏损限额
          example: false
        manualInterventionTimeoutSec:
          type: integer
          description: 人工介入超时时间 (秒)
          example: 300
        timeoutAutoClose:
          type: boolean
          description: 超时后是否自动平仓
          example: true
        currentEquity:
          type: number
          description: 当前总资产
          example: 985000
        currentDrawdown:
          type: number
          description: 当前回撤百分比
          example: -0.015
        dailyProfitLoss:
          type: number
          description: 当日盈亏
          example: -15000
        dailyLossPercent:
          type: number
          description: 当日亏损百分比
          example: -0.015
        totalStopLossLevel:
          type: number
          description: 总资金止损线对应的资产值
          example: 850000
        dailyLossLimitLevel:
          type: number
          description: 单日亏损限额对应的资产值
          example: 970000

    CapitalRiskSetRequest:
      type: object
      description: 设置总资金风控配置请求
      required:
        - totalStopLossPercent
      properties:
        totalStopLossPercent:
          type: number
          description: 总资金止损线比例 (相对于初始本金)
          example: 0.85
        enableTotalStopLoss:
          type: boolean
          description: 是否启用总资金止损
          example: true
        autoClosePosition:
          type: boolean
          description: 触及止损后是否自动平仓
          example: false
        manualInterventionTimeoutSec:
          type: integer
          description: 人工介入超时时间 (秒)
          example: 300
        timeoutAutoClose:
          type: boolean
          description: 超时后是否自动平仓
          example: true
        initialCapital:
          type: number
          description: 初始本金
          example: 1000000

    DailyRiskConfig:
      type: object
      description: 单日亏损风控配置和状态
      properties:
        dailyMaxLossPercent:
          type: number
          description: 单日最大亏损限额比例 (相对于昨日权益)
          example: 0.03
        enableDailyLossLimit:
          type: boolean
          description: 是否启用单日亏损限额
          example: true
        autoClosePosition:
          type: boolean
          description: 触及止损后是否自动平仓
          example: false
        manualInterventionTimeoutSec:
          type: integer
          description: 人工介入超时时间 (秒)
          example: 300
        timeoutAutoClose:
          type: boolean
          description: 超时后是否自动平仓
          example: true
        lastDayEquity:
          type: number
          description: 昨日权益
          example: 1000000
        isDailyLossTriggered:
          type: boolean
          description: 是否触发单日亏损限额
          example: false
        currentEquity:
          type: number
          description: 当前总资产
          example: 985000
        dailyProfitLoss:
          type: number
          description: 当日盈亏
          example: -15000
        dailyLossPercent:
          type: number
          description: 当日亏损百分比
          example: -0.015
        dailyLossLimitLevel:
          type: number
          description: 单日亏损限额对应的资产值
          example: 970000

    DailyRiskSetRequest:
      type: object
      description: 设置单日亏损风控配置请求
      required:
        - dailyMaxLossPercent
      properties:
        dailyMaxLossPercent:
          type: number
          description: 单日最大亏损限额比例 (相对于昨日权益)
          example: 0.03
        enableDailyLossLimit:
          type: boolean
          description: 是否启用单日亏损限额
          example: true
        autoClosePosition:
          type: boolean
          description: 触及止损后是否自动平仓
          example: false
        manualInterventionTimeoutSec:
          type: integer
          description: 人工介入超时时间 (秒)
          example: 300
        timeoutAutoClose:
          type: boolean
          description: 超时后是否自动平仓
          example: true
        lastDayEquity:
          type: number
          description: 昨日权益
          example: 1000000

    CloseAllResponse:
      type: object
      description: 全部平仓响应
      properties:
        success:
          type: boolean
          description: 是否成功
          example: true
        closedCount:
          type: integer
          description: 平仓的标的数量
          example: 5
        message:
          type: string
          description: 响应消息
          example: 所有持仓已平仓

    PortfolioRequest:
      type: object
      properties:
        total:
          type: number
          description: 总资产
          example: 100000
        pool:
          type: array
          description: 池子
          items:
            type: string
            description: 代码
            example: "000001"
    
    PortfolioResponse:
      type: object
      properties:
        id:
          type: integer
          description: 设置成功后返回的id
          example: 121
    
    CommissionRequest:
      type: object
      properties:
        name:
          type: string
          description: 给设置取的名称
        min:
          type: number
          description: 单比交易最低佣金
        value:
          type: number
          description: 单比交易佣金比例
        tax:
          type: number
          description: 卖出税费
        type:
          type: string
          description: 计算类型
    
    CommissionItem:
      type: object
      properties:
        id:
          type: integer
          description: 佣金的id
          example: 12
        name:
          type: string
          description: 给设置取的名称
        min:
          type: number
          description: 单比交易最低佣金
        value:
          type: number
          description: 单比交易佣金比例
        tax:
          type: number
          description: 卖出税费
        type:
          type: string
          description: 计算类型
    
    StrategyMetrics:
      type: object
      properties:
        annual:
          type: number
          description: 年化收益率
          example: 0
        backward:
          type: number
          description: 最大回测
          example: 0
        wintimes:
          type: integer
          description: 盈利次数
          example: 0
        failtimes:
          type: integer
          description: 亏损次数
          example: 0
        winrate:
          type: number
          description: 胜率
          example: 0
        plrate:
          type: number
          description: 盈亏比
          example: 0
        sharp:
          type: number
          description: 夏普比率
          example: 0
        starttime:
          type: string
          description: 策略开始运行的时间
          example: '2010/01/01 00:00:00'
        endtime:
          type: string
          description: 策略停止的时间
          example: '2020/01/01 00:00:00'
    
    StrategyRequest:
      type: object
      properties:
        name:
          type: string
          description: 策略名称
          example: 'xgboost'
        mode:
          type: integer
          description: 模式, 0-训练模式, 1-(部署)实盘模式, 2-模拟盘模式
          example: 0
        params:
          type: object
          description: 训练模式下的参数
          example: {}    
    BacktestResponse:
      type: object
      properties:
        buy:
          type: array
          items:
            $ref: "#/components/schemas/OperatorItem"
        sell:
          type: array
          items:
            $ref: "#/components/schemas/OperatorItem"
        features:
          type: object
          description: 收集的特征信息,包括每只合约的特征,以及总的统计特征
    
    MonteCarloRequest:
      type: object
      properties:
        times:
          type: integer
          description: 参数
          example: 10000
        symbol:
          type: string
          example: '513750'
        type:
          type: integer
          description: 5min 1/day 2
          example: 2
        start:
          type: integer
          example: 1711603292
        N:
          type: integer
          example: 10
        dt:
          type: integer
          description: 时间间隔(单位秒)
          example: 86400
        reply:
          type: integer
          description: 返回模拟的路径数
          example: 30
    
    MonteCarloResponse:
      type: object
      properties:
        id:
          type: integer
          description: simulation id 
        paths:
          type: array
          items:
            type: array
            description: a simulate path
            items:
              type: number
        expected:
          type: number
          description: expection of all path 
    
    PredictionOperationRequest:
      type: object
      properties:
        symbol:
          type: string
          description: symbol
          example: 000001
        datetime:
          type: string
          description: YYYY-MM-DD
        operation:
          type: integer
          description: 0-keep, 1-buy, 2-sell
        exchange:
          type: integer
          description: 0-simulate, 1-xtp, 2-ctp
    
    PredictionItem:
      type: object
      properties:
        symbol:
          type: string
          description: symbol
          example: 000001
        predictions:
          type: array
          description: operations
          items:
            $ref: "#/components/schemas/PredictionDetail"
    
    PredictionDetail:
      type: object
      properties:
        datetime:
          type: string
          description: time
        operator:
          type: integer
    
    SimulateRequest:
      type: object
      properties:
        type:
          type: string
          description: 交易所类型
          example: stock
        enable:
          type: boolean
          description: 开启或关闭
          example: true
    
    LoginRequest:
      type: object
      properties:
        name:
          type: string
          example: 'test'
        pwd:
          type: string
          example: 'test'
    
    LoginResponse:
      type: object
      properties:
        session:
          type: string
    
    LogoutRequest:
      type: object
      properties:
        name:
          type: string
        token:
          type: string
    
    TradeOrderRequest:
      type: object
      properties:
        kind:
          type: integer
          description: 交易种类 0-股票 1-期权 2-期货
          enum: [0, 1, 2]
        symbol:
          type: string
          description: 代码
        prices:
          type: array
          items:
            type: number
        quantity:
          type: integer
          description: 数量
        type:
          type: integer
          description: 0-市价单 1-限价单 2-条件单
          enum: [0, 1, 2]
        direct:
          type: integer
          description: 方向,0-买入 1-卖出 2-行权 3-融资买入 4-融券卖出
        timeType:
          type: integer
          description: 订单有效期 0-当日有效 1-给定时间范围
          enum: [0, 1, 2]
        open:
          type: integer
          description: 开仓与否, 0-开仓
          enum: [0, 1]
        hedge:
          type: integer
          description: 对冲方式 0-投机 1-套利 2-套保 3-
          enum: [0, 1]

    TradeOrderResponse:
      type: object
      properties:
        id:
          type: integer
          description: 下单号
        status:
          type: integer
          description: 下单状态
    
    TradeOrderItem:
      type: object
      properties:
        id:
          type: integer
          description: 订单ID
        symbol:
          type: string
          description: 代码
        kind:
          type: integer
          description: 交易种类 0-股票 1-期权 2-期货
          enum: [0, 1, 2]
        type:
          type: integer
          description: 订单类型 0-市价单 1-限价单 2-条件单
          enum: [0, 1, 2]
        prices:
          type: array
          items:
            type: number
        quantity:
          type: integer
          description: 数量
        direct:
          type: integer
          description: 方向,0-买入 1-卖出 2-行权 3-融资买入 4-融券卖出
        status:
          type: integer
          description: 状态, 1-下单成功 2-下单失败 3-部分成交 4-完全成交 5-交易失败 6-撤单部分成功 7-撤单成功 8-撤单失败 9-部分成交部分撤单    
    PositionItem:
      type: object
      properties:
        id:
          type: string
          description: 代码
          example: 000001
        name:
          type: string
          description: 名称
        datetime:
          type: integer
          description: 买入/卖出/行权时间
        operation:
          type: integer
          description: 0-买入/1-卖出/2-行权
        price:
          type: number
          description: 价格
        quantity:
          type: integer
          description: 数量
    SectorQuote:
      type: object
      properties:
        rank:
          type: integer
          description: 板块排名（按涨跌幅）
          example: 1
        name:
          type: string
          description: 板块名称
          example: "半导体"
        up_count:
          type: integer
          description: 上涨家数
          example: 45
        down_count:
          type: integer
          description: 下跌家数
          example: 12
        change_amount:
          type: number
          description: 涨跌额
          example: 15.23
        change_pct:
          type: number
          description: 涨跌幅（单位：%）
          example: 2.35
    Error:
      type: object
      properties:
        id:
          type: integer
          format: int64
          example: 100000
        msg:
          type: string
          example: error