niannian zheng 9741468f3e feat: 添加用户授权支持并重构组合服务

重构组合服务接口和实现，添加用户ID参数以实现多租户隔离
更新组合控制器，从JWT令牌中提取用户ID并验证权限
完善组合服务数据库操作，包括组合创建、查询和交易处理
更新README文档，补充组合API详细说明

2026-03-02 14:47:16 +08:00

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AssetManager Backend (个人资产策略管理系统)

基于 .NET 8 + MySQL + SqlSugar 构建的高性能资产管理系统后端。采用 Database First (数据库优先) 模式开发，专注于量化策略管理与资产分析。

🛠 技术栈 (Tech Stack)

模块	技术选型	说明
核心框架	.NET 8 Web API	最新长期支持版，高性能
数据库	MySQL 8.0+	稳定、开源的关系型数据库
ORM	SqlSugar	哪怕是 .NET 老手也爱用的国产轻量级 ORM
架构模式	Repository Pattern	仓储模式，解耦业务与数据访问
接口文档	Swagger / Knife4j	在线接口调试

📂 项目结构 (Project Structure)

AssetManager
├── src
│   ├── AssetManager.API            # [入口层] Controllers, DTOs, 全局Filter, IOC配置
│   ├── AssetManager.Services       # [业务层] 核心逻辑 (计算盈亏, 策略信号, 校验)
│   ├── AssetManager.Repository     # [数据层] SqlSugar 仓储实现, UnitOfWork
│   ├── AssetManager.Models         # [实体层] POCO实体 (由数据库自动生成)
│   └── AssetManager.Infrastructure # [基础层] 常用工具类, 外部API调用
└── AssetManager.sln

📊 策略引擎 (Strategy Engine)

功能介绍

策略引擎是系统的核心组件，负责根据配置的策略参数计算交易信号。支持以下三种策略类型：

双均线策略 (ma_trend) - 经典的趋势跟踪策略，通过短期均线和长期均线的交叉产生买卖信号
吊灯止损策略 (chandelier_exit) - 趋势跟踪止损策略，通过计算最高价/最低价和 ATR（平均真实波幅）来设置止损止盈位
风险平价策略 (risk_parity) - 资产配置策略，通过调整各资产权重使每个资产对组合的风险贡献相等

策略配置示例

1. 双均线策略 (ma_trend)

{
  "maType": "SMA",           // 均线类型：SMA(简单移动平均) / EMA(指数移动平均)
  "shortPeriod": 20,         // 短期均线周期
  "longPeriod": 60           // 长期均线周期
}

2. 吊灯止损策略 (chandelier_exit)

{
  "period": 22,              // 周期（通常为 22）
  "multiplier": 3.0,         // ATR 倍数（通常为 3.0）
  "useClose": false           // 是否使用收盘价计算（false 表示用最高价/最低价）
}

3. 风险平价策略 (risk_parity)

{
  "lookbackPeriod": 60,       // 历史数据回看周期
  "rebalanceThreshold": 0.05,  // 再平衡阈值（偏离度超过 5% 触发再平衡）
  "assets": [                  // 目标资产列表（可选，不指定则使用当前持仓）
    { "symbol": "AAPL", "targetWeight": 0.6 },
    { "symbol": "BTC/USD", "targetWeight": 0.4 }
  ]
}

📡 API 示例

创建策略 API

请求 URL: POST /api/v1/strategies

请求体示例:

1. 创建双均线策略

{
  "name": "双均线策略",
  "type": "ma_trend",
  "description": "经典趋势跟踪策略",
  "riskLevel": "medium",
  "tags": ["趋势", "均线"],
  "parameters": {
    "maType": "SMA",
    "shortPeriod": 20,
    "longPeriod": 60
  }
}

2. 创建风险平价策略

{
  "name": "风险平价策略",
  "type": "risk_parity",
  "description": "资产配置策略",
  "riskLevel": "low",
  "tags": ["资产配置", "风险控制"],
  "parameters": {
    "lookbackPeriod": 60,
    "rebalanceThreshold": 0.05,
    "assets": [
      { "symbol": "AAPL", "targetWeight": 0.6 },
      { "symbol": "BTC/USD", "targetWeight": 0.4 }
    ]
  }
}

3. 创建吊灯止损策略

{
  "name": "吊灯止损策略",
  "type": "chandelier_exit",
  "description": "趋势跟踪止损策略",
  "riskLevel": "high",
  "tags": ["止损", "趋势"],
  "parameters": {
    "period": 22,
    "multiplier": 3.0,
    "useClose": false
  }
}

响应示例:

{
  "Id": "12345678-1234-1234-1234-1234567890ab",
  "Title": "双均线策略",
  "Status": "created"
}

💼 投资组合 API (Portfolio API)

1. 创建投资组合

请求 URL: POST /api/v1/portfolio

请求头:

Authorization: Bearer {token}
Content-Type: application/json

请求体示例:

{
  "name": "我的投资组合",
  "strategyId": "strategy-123",
  "currency": "USD",
  "stocks": [
    {
      "name": "Apple Inc.",
      "code": "AAPL",
      "price": 150.50,
      "amount": 100,
      "date": "2024-01-01",
      "currency": "USD"
    },
    {
      "name": "Microsoft Corp.",
      "code": "MSFT",
      "price": 300.25,
      "amount": 50,
      "date": "2024-01-01",
      "currency": "USD"
    }
  ]
}

响应示例:

{
  "code": 200,
  "data": {
    "id": "port-abc12345",
    "totalValue": 30075.00,
    "returnRate": 0.0,
    "currency": "USD",
    "createdAt": "2024-01-01 10:30:00"
  },
  "message": "success"
}

2. 获取投资组合列表

请求 URL: GET /api/v1/portfolio

请求头:

Authorization: Bearer {token}

响应示例:

{
  "code": 200,
  "data": {
    "items": [
      {
        "id": "port-abc12345",
        "name": "我的投资组合",
        "tags": "科技股",
        "status": "运行中",
        "statusType": "active",
        "iconChar": "P",
        "iconBgClass": "bg-blue-500",
        "iconTextClass": "text-white",
        "value": 30075.00,
        "currency": "USD",
        "returnRate": 0.15,
        "returnType": "positive"
      },
      {
        "id": "port-def67890",
        "name": "保守组合",
        "tags": "债券",
        "status": "运行中",
        "statusType": "active",
        "iconChar": "C",
        "iconBgClass": "bg-green-500",
        "iconTextClass": "text-white",
        "value": 50000.00,
        "currency": "USD",
        "returnRate": 0.08,
        "returnType": "positive"
      }
    ]
  },
  "message": "success"
}

3. 获取总资产情况

请求 URL: GET /api/v1/portfolio/assets

请求头:

Authorization: Bearer {token}

响应示例:

{
  "code": 200,
  "data": {
    "totalValue": 80075.00,
    "currency": "USD",
    "todayProfit": 1250.50,
    "todayProfitCurrency": "USD",
    "totalReturnRate": 0.12
  },
  "message": "success"
}

4. 获取单个投资组合详情

请求 URL: GET /api/v1/portfolio/{id}

请求头:

Authorization: Bearer {token}

响应示例:

{
  "code": 200,
  "data": {
    "id": "port-abc12345",
    "name": "我的投资组合",
    "currency": "USD",
    "strategy": {
      "id": "strategy-123",
      "name": "双均线策略",
      "description": "基于短期和长期移动平均线的趋势跟踪策略"
    },
    "portfolioValue": 30075.00,
    "totalReturn": 0.15,
    "todayProfit": 1250.50,
    "todayProfitCurrency": "USD",
    "positions": [
      {
        "id": "pos-xyz12345",
        "stockCode": "AAPL",
        "stockName": "Apple Inc.",
        "amount": 100,
        "averagePrice": 150.50,
        "currentPrice": 155.00,
        "totalValue": 15500.00,
        "profit": 450.00,
        "profitRate": 0.03,
        "currency": "USD"
      },
      {
        "id": "pos-xyz67890",
        "stockCode": "MSFT",
        "stockName": "Microsoft Corp.",
        "amount": 50,
        "averagePrice": 300.25,
        "currentPrice": 291.50,
        "totalValue": 14575.00,
        "profit": -437.50,
        "profitRate": -0.03,
        "currency": "USD"
      }
    ],
    "transactions": [
      {
        "id": "trans-abc12345",
        "portfolioId": "port-abc12345",
        "date": "2024-01-01",
        "time": "10:30:00",
        "type": "buy",
        "title": "初始建仓",
        "amount": 100,
        "currency": "USD",
        "status": "completed",
        "remark": "初始建仓"
      }
    ]
  },
  "message": "success"
}

5. 获取交易记录

请求 URL: GET /api/v1/portfolio/transactions

请求头:

Authorization: Bearer {token}

查询参数:

portfolioId (必填): 投资组合ID
limit (可选): 每页记录数，默认 10
offset (可选): 偏移量，默认 0

请求示例:

GET /api/v1/portfolio/transactions?portfolioId=port-abc12345&limit=10&offset=0

响应示例:

{
  "code": 200,
  "data": {
    "items": [
      {
        "id": "trans-abc12345",
        "portfolioId": "port-abc12345",
        "date": "2024-01-15",
        "time": "14:30:00",
        "type": "buy",
        "title": "买入AAPL",
        "amount": 50,
        "currency": "USD",
        "status": "completed",
        "remark": "加仓"
      },
      {
        "id": "trans-def67890",
        "portfolioId": "port-abc12345",
        "date": "2024-01-10",
        "time": "10:15:00",
        "type": "sell",
        "title": "卖出MSFT",
        "amount": 25,
        "currency": "USD",
        "status": "completed",
        "remark": "减仓"
      }
    ],
    "total": 25,
    "page": 1,
    "pageSize": 10
  },
  "message": "success"
}

6. 创建交易

请求 URL: POST /api/v1/portfolio/transactions

请求头:

Authorization: Bearer {token}
Content-Type: application/json

请求体示例:

{
  "portfolioId": "port-abc12345",
  "type": "buy",
  "stockCode": "AAPL",
  "amount": 50,
  "price": 155.00,
  "currency": "USD",
  "remark": "加仓"
}

响应示例:

{
  "code": 200,
  "data": {
    "id": "trans-xyz12345",
    "totalAmount": 7750.00,
    "status": "processing",
    "createdAt": "2024-01-15 14:30:00"
  },
  "message": "success"
}

错误响应格式

所有接口在发生错误时都会返回统一的错误格式：

{
  "code": 401,
  "data": null,
  "message": "用户未授权"
}

常见错误码:

401: 用户未授权
500: 服务器内部错误

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AssetManager Backend (个人资产策略管理系统)

🛠 技术栈 (Tech Stack)

📂 项目结构 (Project Structure)

📊 策略引擎 (Strategy Engine)

功能介绍

策略配置示例

1. 双均线策略 (ma_trend)

2. 吊灯止损策略 (chandelier_exit)

3. 风险平价策略 (risk_parity)

📡 API 示例

创建策略 API

1. 创建双均线策略

2. 创建风险平价策略

3. 创建吊灯止损策略

💼 投资组合 API (Portfolio API)

1. 创建投资组合

2. 获取投资组合列表

3. 获取总资产情况

4. 获取单个投资组合详情

5. 获取交易记录

6. 创建交易

错误响应格式

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