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98 lines
3.1 KiB
98 lines
3.1 KiB
"""WorldQuant Brain 批量 Alpha 生成系统"""
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import os
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from brain_batch_alpha import BrainBatchAlpha
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from dataset_config import get_dataset_by_index, get_dataset_list
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STORAGE_ALPHA_ID_PATH = "alpha_ids.txt"
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def submit_alpha_ids(brain, num_to_submit=2):
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"""提交保存的 Alpha ID"""
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try:
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if not os.path.exists(STORAGE_ALPHA_ID_PATH):
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print("❌ 没有找到保存的Alpha ID文件")
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return
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with open(STORAGE_ALPHA_ID_PATH, 'r') as f:
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alpha_ids = [line.strip() for line in f.readlines() if line.strip()]
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if not alpha_ids:
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print("❌ 没有可提交的Alpha ID")
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return
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print("\n📝 已保存的Alpha ID列表:")
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for i, alpha_id in enumerate(alpha_ids, 1):
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print(f"{i}. {alpha_id}")
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if num_to_submit > len(alpha_ids):
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num_to_submit = len(alpha_ids)
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selected_ids = alpha_ids[:num_to_submit]
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successful, failed = brain.submit_multiple_alphas(selected_ids)
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# 更新 alpha_ids.txt
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remaining_ids = [id for id in alpha_ids if id not in successful]
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with open(STORAGE_ALPHA_ID_PATH, 'w') as f:
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f.writelines([f"{id}\n" for id in remaining_ids])
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except Exception as e:
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print(f"❌ 提交 Alpha 时出错: {str(e)}")
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def main():
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"""主程序入口"""
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try:
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print("🚀 启动 WorldQuant Brain 批量 Alpha 生成系统")
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print("\n📋 请选择运行模式:")
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print("1: 自动模式 (测试并自动提交 2 个合格 Alpha)")
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print("2: 仅测试模式 (测试并保存合格 Alpha ID)")
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print("3: 仅提交模式 (提交已保存的合格 Alpha ID)")
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mode = int(input("\n请选择模式 (1-3): "))
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if mode not in [1, 2, 3]:
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print("❌ 无效的模式选择")
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return
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brain = BrainBatchAlpha()
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if mode in [1, 2]:
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print("\n📊 可用数据集列表:")
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for dataset in get_dataset_list():
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print(dataset)
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dataset_index = input("\n请选择数据集编号: ")
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dataset_name = get_dataset_by_index(dataset_index)
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if not dataset_name:
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print("❌ 无效的数据集编号")
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return
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print("\n📈 可用策略模式:")
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print("1: 基础策略模式")
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print("2: 多因子组合模式")
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strategy_mode = int(input("\n请选择策略模式 (1-2): "))
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if strategy_mode not in [1, 2]:
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print("❌ 无效的策略模式")
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return
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results = brain.simulate_alphas(None, strategy_mode, dataset_name)
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if mode == 1:
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submit_alpha_ids(brain, 2)
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elif mode == 3:
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num_to_submit = int(input("\n请输入要提交的 Alpha 数量: "))
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if num_to_submit <= 0:
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print("❌ 无效的提交数量")
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return
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submit_alpha_ids(brain, num_to_submit)
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except Exception as e:
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print(f"❌ 程序运行出错: {str(e)}")
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if __name__ == "__main__":
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main()
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