From d4e55e9aca39c5d6124a72fde309da1cdd0977c9 Mon Sep 17 00:00:00 2001 From: jack Date: Wed, 26 Nov 2025 18:06:29 +0800 Subject: [PATCH] update --- Readme.md | 25 - __init__.py | 13 - alpha.txt | 1 - config/__init__.py | 8 - config/settings.py | 70 ++- core/__init__.py | 9 - core/api_client.py | 158 ----- core/database.py | 176 ++++++ core/models.py | 62 -- core/simulator.py | 126 ++++ main.py | 46 +- managers/__init__.py | 8 - managers/simulation_manager.py | 232 ------- models/__init__.py | 0 models/entities.py | 32 + reference/yearly-stats.json | 168 ----- reference/指标.json | 137 ----- reference/进度.json | 22 - requirements.txt | 714 ++++++++++++++++++++++ result/simulation_results-1763109446.json | 289 --------- result/simulation_results-1763110929.json | 524 ---------------- result/simulation_results-1763112962.json | 82 --- result/simulation_results-1763113286.json | 12 - services/__init__.py | 0 services/alpha_service.py | 60 ++ services/auth_service.py | 57 ++ services/notification_service.py | 27 + success.txt | 4 - utils/__init__.py | 9 - utils/file_utils.py | 84 --- utils/helpers.py | 23 + utils/time_utils.py | 9 - 32 files changed, 1302 insertions(+), 1885 deletions(-) delete mode 100644 Readme.md delete mode 100644 alpha.txt delete mode 100644 core/api_client.py create mode 100644 core/database.py delete mode 100644 core/models.py create mode 100644 core/simulator.py delete mode 100644 managers/__init__.py delete mode 100644 managers/simulation_manager.py create mode 100644 models/__init__.py create mode 100644 models/entities.py delete mode 100644 reference/yearly-stats.json delete mode 100644 reference/指标.json delete mode 100644 reference/进度.json create mode 100644 requirements.txt delete mode 100644 result/simulation_results-1763109446.json delete mode 100644 result/simulation_results-1763110929.json delete mode 100644 result/simulation_results-1763112962.json delete mode 100644 result/simulation_results-1763113286.json create mode 100644 services/__init__.py create mode 100644 services/alpha_service.py create mode 100644 services/auth_service.py create mode 100644 services/notification_service.py delete mode 100644 success.txt delete mode 100644 utils/file_utils.py create mode 100644 utils/helpers.py delete mode 100644 utils/time_utils.py diff --git a/Readme.md b/Readme.md deleted file mode 100644 index 09e93a3..0000000 --- a/Readme.md +++ /dev/null @@ -1,25 +0,0 @@ - -### 依赖 -pip install httpx - -### 目录结构 - -```text -FactorSimulator/ -├── __init__.py # 包初始化文件，定义包级别的导入和元数据 -├── main.py # 程序主入口，负责启动批量模拟流程 -├── core/ # 核心业务逻辑模块 -│ ├── __init__.py # 核心模块初始化，定义模块级别的导入 -│ ├── api_client.py # WorldQuant Brain API客户端封装，处理HTTP请求和认证 -│ └── models.py # 数据模型定义，使用dataclass定义各种指标和结果的数据结构 -├── managers/ # 管理器模块，负责业务流程协调 -│ ├── __init__.py # 管理器模块初始化 -│ └── simulation_manager.py # 模拟管理器，负责批量模拟的调度、线程池管理和结果汇总 -├── utils/ # 工具函数模块 -│ ├── __init__.py # 工具模块初始化 -│ ├── file_utils.py # 文件操作工具，处理因子列表加载和结果保存 -│ └── time_utils.py # 时间格式化工具，将秒数转换为可读格式 -└── config/ # 配置模块 - ├── __init__.py # 配置模块初始化 - └── settings.py # 模拟参数配置，定义默认的模拟设置常量 -``` \ No newline at end of file diff --git a/__init__.py b/__init__.py index aa27a57..e69de29 100644 --- a/__init__.py +++ b/__init__.py @@ -1,13 +0,0 @@ -# -*- coding: utf-8 -*- -""" -WorldQuant Brain 因子模拟器 -用于批量模拟Alpha因子的工具 -""" - -__version__ = "0.0.1" -__author__ = "Jack" - -from .core.api_client import WorldQuantBrainSimulate -from .managers.simulation_manager import AlphaSimulationManager - -__all__ = ['WorldQuantBrainSimulate', 'AlphaSimulationManager'] \ No newline at end of file diff --git a/alpha.txt b/alpha.txt deleted file mode 100644 index 5c6253b..0000000 --- a/alpha.txt +++ /dev/null @@ -1 +0,0 @@ -ts_delta(ts_mean(close, 5), 10) / ts_std(close, 20) * (ts_mean(close, 20) / ts_mean(close, 100) > 1.02) \ No newline at end of file diff --git a/config/__init__.py b/config/__init__.py index 0494c40..e69de29 100644 --- a/config/__init__.py +++ b/config/__init__.py @@ -1,8 +0,0 @@ -# -*- coding: utf-8 -*- -""" -配置模块 - 包含配置常量 -""" - -from .settings import DEFAULT_SIMULATION_SETTINGS - -__all__ = ['DEFAULT_SIMULATION_SETTINGS'] \ No newline at end of file diff --git a/config/settings.py b/config/settings.py index ab5471f..230d830 100644 --- a/config/settings.py +++ b/config/settings.py @@ -1,19 +1,53 @@ # -*- coding: utf-8 -*- -""" -模拟配置常量 -""" - -DEFAULT_SIMULATION_SETTINGS = { - 'instrumentType': 'EQUITY', - 'region': 'USA', - 'universe': 'TOP3000', - 'delay': 1, - 'decay': 0, - 'neutralization': 'INDUSTRY', - 'truncation': 0.08, - 'pasteurization': 'ON', - 'unitHandling': 'VERIFY', - 'nanHandling': 'OFF', - 'language': 'FASTEXPR', - 'visualization': False, -} \ No newline at end of file +"""配置文件""" + +import os +from typing import Dict, Any + + +class Settings: + """应用配置""" + + # 数据库配置 + DATABASE_CONFIG = { + "host": "localhost", + "port": "5432", + "user": "jack", + "password": "aaaAAA111", + "database": "alpha" + } + + # API配置 + BRAIN_API_URL = "https://api.worldquantbrain.com" + + # 模拟配置 + SIMULATION_SETTINGS = { + 'instrumentType': 'EQUITY', + 'region': 'USA', + 'universe': 'TOP3000', + 'delay': 1, + 'decay': 0, + 'neutralization': 'INDUSTRY', + 'truncation': 0.08, + 'pasteurization': 'ON', + 'unitHandling': 'VERIFY', + 'nanHandling': 'OFF', + 'language': 'FASTEXPR', + 'visualization': False, + } + + # 批处理配置 + BATCH_SIZE = 3 + CHECK_INTERVAL = 300 # 5分钟 + TOKEN_REFRESH_THRESHOLD = 1800 # 30分钟 + + # 通知配置 + GOTIFY_URL = "https://gotify.erhe.top/message?token=AvKJCJwQKU6yLP8" + + @property + def credentials_file(self) -> str: + """获取凭证文件路径""" + return os.path.join(os.path.dirname(os.path.dirname(__file__)), 'account.txt') + + +settings = Settings() \ No newline at end of file diff --git a/core/__init__.py b/core/__init__.py index a58446f..e69de29 100644 --- a/core/__init__.py +++ b/core/__init__.py @@ -1,9 +0,0 @@ -# -*- coding: utf-8 -*- -""" -核心模块 - 包含API客户端和数据模型 -""" - -from .api_client import WorldQuantBrainSimulate -from .models import AlphaMetrics, SimulationResult - -__all__ = ['WorldQuantBrainSimulate', 'AlphaMetrics', 'SimulationResult'] \ No newline at end of file diff --git a/core/api_client.py b/core/api_client.py deleted file mode 100644 index d8961bc..0000000 --- a/core/api_client.py +++ /dev/null @@ -1,158 +0,0 @@ -# -*- coding: utf-8 -*- -import os.path -import httpx -import time -from httpx import BasicAuth -from typing import Dict, Any, Optional, Tuple - - -class WorldQuantBrainSimulate: - def __init__(self, credentials_file='account.txt'): - self.credentials_file = credentials_file - self.client = None - self.brain_api_url = 'https://api.worldquantbrain.com' - - """读取本地账号密码""" - def load_credentials(self) -> Tuple[str, str]: - if not os.path.exists(self.credentials_file): - print("未找到 account.txt 文件") - with open(self.credentials_file, 'w') as f: - f.write("") - print("account.txt 文件已创建，请填写账号密码, 格式: ['username', 'password]") - exit(1) - - with open(self.credentials_file) as f: - credentials = eval(f.read()) - return credentials[0], credentials[1] - - """登录认证""" - def login(self) -> bool: - username, password = self.load_credentials() - self.client = httpx.Client(auth=BasicAuth(username, password)) - - response = self.client.post(f'{self.brain_api_url}/authentication') - print(f"登录状态: {response.status_code}") - - if response.status_code == 201: - print("登录成功!") - print(f"账户信息: {response.json()}") - return True - else: - print(f"登录失败: {response.json()}") - return False - - """模拟Alpha因子""" - def simulate_alpha(self, expression: str, settings: Optional[Dict[str, Any]] = None) -> Dict[str, Any]: - if self.client is None: - raise Exception("请先登录") - - default_settings = { - 'instrumentType': 'EQUITY', - 'region': 'USA', - 'universe': 'TOP3000', - 'delay': 1, - 'decay': 0, - 'neutralization': 'INDUSTRY', - 'truncation': 0.08, - 'pasteurization': 'ON', - 'unitHandling': 'VERIFY', - 'nanHandling': 'OFF', - 'language': 'FASTEXPR', - 'visualization': False, - } - - if settings: - default_settings.update(settings) - - simulation_data = { - 'type': 'REGULAR', - 'settings': default_settings, - 'regular': expression - } - - sim_resp = self.client.post(f'{self.brain_api_url}/simulations', json=simulation_data) - print(f"模拟提交状态: {sim_resp.status_code}") - - sim_progress_url = sim_resp.headers['location'] - print(f"进度URL: {sim_progress_url}") - - while True: - sim_progress_resp = self.client.get(sim_progress_url) - retry_after_sec = float(sim_progress_resp.headers.get("Retry-After", 0)) - - if retry_after_sec == 0: - break - if sim_progress_resp.json(): - result = sim_progress_resp.json() - progress = result['progress'] - if progress: - print(f"模拟进度: {float(progress)*100}%") - - print(f"等待 {retry_after_sec} 秒...") - time.sleep(retry_after_sec) - - # 如果因子模拟不通过, 获取一下失败信息 - if sim_progress_resp.json()["status"] == "ERROR": - result = sim_progress_resp.json()["message"] - print(f"因子模拟失败: {result}") - # 返回一个特殊标识，表示模拟失败 - return {"status": "error", "message": result} - - alpha_id = sim_progress_resp.json()["alpha"] - print(f"生成的Alpha ID: {alpha_id}") - - # 获取详细的性能指标 - metrics = self.get_alpha_metrics(alpha_id) - - return {"status": "success", "alpha_id": alpha_id, "metrics": metrics} - - """获取Alpha因子的详细指标""" - def get_alpha_metrics(self, alpha_id: str) -> Dict[str, Any]: - if self.client is None: - raise Exception("请先登录") - - try: - # 获取Alpha的基本信息和指标 - alpha_url = f'{self.brain_api_url}/alphas/{alpha_id}' - alpha_resp = self.client.get(alpha_url) - - if alpha_resp.status_code in [200, 201]: - alpha_data = alpha_resp.json() - - # 以后可能需要获取其他参数 - if alpha_data.get('metrics'): - alpha_data = alpha_data.get('metrics') - - return alpha_data or {} - else: - print(f"获取Alpha指标失败: {alpha_resp.status_code}") - # 返回一个空的字典结构 - return { - "train": {}, - "is": {}, - "test": {}, - "grade": None, - "stage": None, - "status": None, - "dateCreated": None, - "id": alpha_id - } - - except Exception as e: - print(f"获取指标时出错: {str(e)}") - # 返回一个空的字典结构 - return { - "train": {}, - "is": {}, - "test": {}, - "grade": None, - "stage": None, - "status": None, - "dateCreated": None, - "id": alpha_id - } - - def close(self): - """关闭连接""" - if self.client: - self.client.close() \ No newline at end of file diff --git a/core/database.py b/core/database.py new file mode 100644 index 0000000..83b49b2 --- /dev/null +++ b/core/database.py @@ -0,0 +1,176 @@ +# -*- coding: utf-8 -*- +"""数据库管理层""" + +import psycopg2 +from typing import List, Optional +from config.settings import settings +from models.entities import SimulationResult, AlphaExpression + + +class DatabaseManager: + """数据库管理类""" + + def __init__(self): + self.connection = None + self.init_database() + + def create_database(self) -> None: + """创建数据库（如果不存在）""" + try: + # 先连接到默认的postgres数据库来创建alpha数据库 + conn = psycopg2.connect( + host=settings.DATABASE_CONFIG["host"], + port=settings.DATABASE_CONFIG["port"], + database="postgres", + user=settings.DATABASE_CONFIG["user"], + password=settings.DATABASE_CONFIG["password"] + ) + conn.autocommit = True + cursor = conn.cursor() + + # 检查数据库是否存在 + cursor.execute("SELECT 1 FROM pg_catalog.pg_database WHERE datname = %s", + (settings.DATABASE_CONFIG["database"],)) + exists = cursor.fetchone() + + if not exists: + cursor.execute(f"CREATE DATABASE {settings.DATABASE_CONFIG['database']}") + print(f"数据库 {settings.DATABASE_CONFIG['database']} 创建成功") + else: + print(f"数据库 {settings.DATABASE_CONFIG['database']} 已存在") + + cursor.close() + conn.close() + + except Exception as e: + print(f"创建数据库时出错: {e}") + raise + + def get_connection(self) -> psycopg2.extensions.connection: + """获取数据库连接""" + if self.connection is None or self.connection.closed: + self.connection = psycopg2.connect( + host=settings.DATABASE_CONFIG["host"], + port=settings.DATABASE_CONFIG["port"], + database=settings.DATABASE_CONFIG["database"], + user=settings.DATABASE_CONFIG["user"], + password=settings.DATABASE_CONFIG["password"] + ) + return self.connection + + def init_database(self) -> None: + """初始化数据库和表结构""" + # 先创建数据库 + self.create_database() + + # 然后连接到此数据库创建表 + conn = self.get_connection() + cursor = conn.cursor() + + # 创建 alpha_prepare 表 + cursor.execute(''' + CREATE TABLE IF NOT EXISTS alpha_prepare + ( + id + SERIAL + PRIMARY + KEY, + alpha + TEXT + NOT + NULL + UNIQUE, + unused + BOOLEAN + NOT + NULL + DEFAULT + TRUE, + created_time + TIMESTAMP + DEFAULT + CURRENT_TIMESTAMP + ) + ''') + + # 创建 simulation 表 + cursor.execute(''' + CREATE TABLE IF NOT EXISTS simulation + ( + id + SERIAL + PRIMARY + KEY, + expression + TEXT + NOT + NULL, + time_consuming + REAL + NOT + NULL, + status + TEXT + NOT + NULL, + timestamp + TEXT + NOT + NULL, + alpha_id + TEXT, + message + TEXT, + created_time + TIMESTAMP + DEFAULT + CURRENT_TIMESTAMP + ) + ''') + + conn.commit() + print(f"数据库 {settings.DATABASE_CONFIG['database']} 表结构初始化完成") + + def get_unused_alpha(self) -> List[str]: + """获取所有未使用的alpha表达式""" + conn = self.get_connection() + cursor = conn.cursor() + + cursor.execute("SELECT alpha FROM alpha_prepare WHERE unused = TRUE") + results = cursor.fetchall() + + alpha_list = [result[0] for result in results] + return alpha_list + + def mark_alpha_used(self, alpha: str) -> None: + """将alpha标记为已使用""" + conn = self.get_connection() + cursor = conn.cursor() + + cursor.execute("UPDATE alpha_prepare SET unused = FALSE WHERE alpha = %s", (alpha,)) + conn.commit() + + def insert_simulation_result(self, result: SimulationResult) -> None: + """插入模拟结果到simulation表""" + conn = self.get_connection() + cursor = conn.cursor() + + cursor.execute(''' + INSERT INTO simulation + (expression, time_consuming, status, timestamp, alpha_id, message) + VALUES (%s, %s, %s, %s, %s, %s) + ''', ( + result.expression, + result.time_consuming, + result.status, + result.timestamp, + result.alpha_id, + result.message or "" + )) + + conn.commit() + + def close_connection(self) -> None: + """关闭数据库连接""" + if self.connection and not self.connection.closed: + self.connection.close() \ No newline at end of file diff --git a/core/models.py b/core/models.py deleted file mode 100644 index 5872fd7..0000000 --- a/core/models.py +++ /dev/null @@ -1,62 +0,0 @@ -# -*- coding: utf-8 -*- -from dataclasses import dataclass -from typing import Dict, Any, Optional - - -@dataclass -class TrainMetrics: - """训练集指标""" - sharpe_ratio: Optional[float] = None - annual_return: Optional[float] = None - max_drawdown: Optional[float] = None - turnover: Optional[float] = None - fitness: Optional[float] = None - pnl: Optional[float] = None - book_size: Optional[float] = None - long_count: Optional[float] = None - short_count: Optional[float] = None - margin: Optional[float] = None - - -@dataclass -class TestMetrics: - """测试集指标""" - sharpe_ratio: Optional[float] = None - annual_return: Optional[float] = None - max_drawdown: Optional[float] = None - turnover: Optional[float] = None - fitness: Optional[float] = None - pnl: Optional[float] = None - - -@dataclass -class AlphaInfo: - """Alpha基本信息""" - grade: Optional[str] = None - stage: Optional[str] = None - status: Optional[str] = None - date_created: Optional[str] = None - checks: Optional[Dict[str, Any]] = None - - -@dataclass -class AlphaMetrics: - """Alpha因子完整指标""" - train_metrics: TrainMetrics - is_metrics: TestMetrics - test_metrics: TestMetrics - alpha_info: AlphaInfo - alpha_id: Optional[str] = None - - -@dataclass -class SimulationResult: - """模拟结果""" - expression: str - time_consuming: float - formatted_time: str - alpha_id: str - status: str - description: str - simulation_timestamp: str - metrics: Optional[Dict[str, Any]] = None \ No newline at end of file diff --git a/core/simulator.py b/core/simulator.py new file mode 100644 index 0000000..b683d2b --- /dev/null +++ b/core/simulator.py @@ -0,0 +1,126 @@ +# -*- coding: utf-8 -*- +"""Alpha模拟器核心类""" + +import time +import httpx +from datetime import datetime +from typing import List, Tuple +from config.settings import settings +from models.entities import SimulationResult, TokenInfo +from core.database import DatabaseManager +from services.auth_service import AuthService +from services.alpha_service import AlphaService +from services.notification_service import NotificationService + + +class AlphaSimulator: + """Alpha模拟器主类""" + + def __init__(self): + self.db_manager = DatabaseManager() + self.auth_service = AuthService() + self.client = None + self.token_info = None + self.alpha_service = None + + def __del__(self): + """析构函数，确保数据库连接被关闭""" + if hasattr(self, 'db_manager'): + self.db_manager.close_connection() + + def initialize(self) -> None: + """初始化模拟器""" + self.client = httpx.Client() + self.login() + + def login(self) -> TokenInfo: + """登录并初始化alpha服务""" + self.token_info = self.auth_service.login(self.client) + self.alpha_service = AlphaService(self.client) + return self.token_info + + def needs_token_refresh(self) -> bool: + """检查是否需要刷新token""" + if not self.token_info: + return True + return self.token_info.expiry < settings.TOKEN_REFRESH_THRESHOLD + + def load_alpha_list(self) -> List[str]: + """从数据库加载未使用的alpha表达式""" + return self.db_manager.get_unused_alpha() + + def run_batch_simulation(self, alpha_list: List[str]) -> Tuple[int, int]: + """运行批量模拟""" + success_count = 0 + fail_count = 0 + + for i in range(0, len(alpha_list), settings.BATCH_SIZE): + batch = alpha_list[i:i + settings.BATCH_SIZE] + print(f"\n开始处理第 {i // settings.BATCH_SIZE + 1} 批因子，共 {len(batch)} 个") + + for expression in batch: + result = self._simulate_single_alpha(expression) + if result.status == "ok": + success_count += 1 + else: + fail_count += 1 + + print(f"第 {i // settings.BATCH_SIZE + 1} 批处理完成") + + self._print_summary(success_count, fail_count) + return success_count, fail_count + + def _simulate_single_alpha(self, expression: str) -> SimulationResult: + """模拟单个Alpha表达式""" + print(f"\n模拟因子: {expression}") + start_time = time.time() + + try: + result = self.alpha_service.simulate_alpha(expression) + end_time = time.time() + time_consuming = round(end_time - start_time, 2) + + simulation_result = SimulationResult( + expression=expression, + time_consuming=time_consuming, + status=result["status"], + timestamp=datetime.now().strftime("%Y-%m-%d %H:%M:%S"), + alpha_id=result.get("alpha_id"), + message=result.get("message", "") + ) + + if result["status"] == "ok": + print(f"✅ 模拟成功 - Alpha ID: {result['alpha_id']} - 耗时: {time_consuming}秒") + else: + print(f"❌ 模拟失败 - {result.get('message', '未知错误')}") + + except Exception as e: + end_time = time.time() + time_consuming = round(end_time - start_time, 2) + simulation_result = SimulationResult( + expression=expression, + time_consuming=time_consuming, + status="err", + message=str(e), + timestamp=datetime.now().strftime("%Y-%m-%d %H:%M:%S") + ) + print(f"❌ 模拟异常 - {str(e)}") + + # 保存结果并标记为已使用 + self._save_simulation_result(simulation_result) + return simulation_result + + def _save_simulation_result(self, result: SimulationResult) -> None: + """保存模拟结果到数据库""" + self.db_manager.mark_alpha_used(result.expression) + self.db_manager.insert_simulation_result(result) + + def _print_summary(self, success_count: int, fail_count: int) -> None: + """打印总结信息""" + now = datetime.now().strftime('%Y-%m-%d %H:%M:%S') + print(f"\n总计: 成功 {success_count} 个, 失败 {fail_count} 个") + print(f"完成时间: {now}") + print(f"所有结果已保存到 PostgreSQL 数据库 {settings.DATABASE_CONFIG['database']} 的 simulation 表中") + + # 发送通知 + NotificationService.send_to_gotify(success_count, fail_count) \ No newline at end of file diff --git a/main.py b/main.py index a83fbdf..2065f1e 100644 --- a/main.py +++ b/main.py @@ -1,21 +1,45 @@ # -*- coding: utf-8 -*- -import os -from managers.simulation_manager import AlphaSimulationManager -from utils.file_utils import load_alpha_list +"""主程序入口""" +import time +from core.simulator import AlphaSimulator +from config.settings import settings +from utils.helpers import retry_on_exception -def main(): - """主程序入口""" - # 待模拟因子列表 - alpha_list = load_alpha_list('alpha.txt') +@retry_on_exception(max_retries=3, delay=5.0) +def main_loop(simulator: AlphaSimulator) -> None: + """主循环""" + if simulator.needs_token_refresh(): + print("Token需要刷新，重新登录...") + simulator.login() + + alpha_list = simulator.load_alpha_list() if not alpha_list: - print("未找到有效的因子表达式，请检查 alpha.txt 文件") + print("暂无待处理的alpha表达式，10分钟后重新检查...") + time.sleep(600) return - # 创建模拟管理器并运行 - manager = AlphaSimulationManager() - results = manager.run_simulation(alpha_list, batch_size=3) + print(f"共加载 {len(alpha_list)} 个需要模拟的因子表达式") + success_count, fail_count = simulator.run_batch_simulation(alpha_list) + print(f"本轮处理完成: 成功 {success_count} 个, 失败 {fail_count} 个") + + +def main(): + """主函数""" + simulator = AlphaSimulator() + simulator.initialize() + + try: + while True: + main_loop(simulator) + print(f"等待{settings.CHECK_INTERVAL // 60}分钟后继续检查...") + time.sleep(settings.CHECK_INTERVAL) + except KeyboardInterrupt: + print("\n程序被用户中断") + except Exception as e: + print(f"程序执行异常: {e}") + raise if __name__ == "__main__": diff --git a/managers/__init__.py b/managers/__init__.py deleted file mode 100644 index 992426b..0000000 --- a/managers/__init__.py +++ /dev/null @@ -1,8 +0,0 @@ -# -*- coding: utf-8 -*- -""" -管理模块 - 包含各种管理器类 -""" - -from .simulation_manager import AlphaSimulationManager - -__all__ = ['AlphaSimulationManager'] \ No newline at end of file diff --git a/managers/simulation_manager.py b/managers/simulation_manager.py deleted file mode 100644 index 5137df8..0000000 --- a/managers/simulation_manager.py +++ /dev/null @@ -1,232 +0,0 @@ -# -*- coding: utf-8 -*- -import time -import json -import os -from concurrent.futures import ThreadPoolExecutor, as_completed -from random import uniform -from typing import List, Dict, Any - -from core.api_client import WorldQuantBrainSimulate -from core.models import SimulationResult -from utils.time_utils import format_time -from utils.file_utils import save_results_to_file, save_success_alpha - - -class AlphaSimulationManager: - def __init__(self, credentials_file='account.txt'): - self.credentials_file = credentials_file - self.results = [] - - """模拟单个Alpha因子（线程安全）""" - def simulate_single_alpha(self, api: WorldQuantBrainSimulate, expression: str, - settings: Dict[str, Any] = None) -> SimulationResult: - alpha_start_time = time.time() - - try: - # 模拟Alpha因子 - simulation_result = api.simulate_alpha(expression, settings) - alpha_end_time = time.time() - time_consuming = alpha_end_time - alpha_start_time - - # 根据模拟结果类型处理 - if simulation_result["status"] == "success": - # 模拟成功的结果 - 直接使用原始metrics数据 - metrics = simulation_result["metrics"] - result = SimulationResult( - expression=expression, - time_consuming=time_consuming, - formatted_time=format_time(time_consuming), - alpha_id=simulation_result["alpha_id"], - status="success", - description="/", - simulation_timestamp=time.strftime("%Y-%m-%d %H:%M:%S"), - metrics=metrics # 直接存储原始metrics数据 - ) - print(f"✓ 因子模拟成功: {expression}") - print(f" 耗时: {format_time(time_consuming)}，Alpha ID: {simulation_result['alpha_id']}") - - # 打印关键指标 - self._print_success_metrics(metrics) - - else: - # 模拟失败的结果（API返回的错误） - result = SimulationResult( - expression=expression, - time_consuming=time_consuming, - formatted_time=format_time(time_consuming), - alpha_id="/", - status="error", - description=simulation_result["message"], - simulation_timestamp=time.strftime("%Y-%m-%d %H:%M:%S"), - metrics=None - ) - print(f"✗ 因子模拟失败: {expression}") - print(f" 耗时: {format_time(time_consuming)}，错误: {simulation_result['message']}") - - except Exception as e: - # 其他异常情况 - alpha_end_time = time.time() - time_consuming = alpha_end_time - alpha_start_time - - result = SimulationResult( - expression=expression, - time_consuming=time_consuming, - formatted_time=format_time(time_consuming), - alpha_id="/", - status="failed", - description=str(e), - simulation_timestamp=time.strftime("%Y-%m-%d %H:%M:%S"), - metrics=None - ) - print(f"✗ 因子模拟异常: {expression}") - print(f" 耗时: {format_time(time_consuming)}，异常: {str(e)}") - - return result - - """打印成功因子的关键指标""" - def _print_success_metrics(self, metrics: Dict[str, Any]): - # 添加空值检查 - if not metrics: - print(" 无指标数据") - return - - print(" 关键指标 (训练集):") - # 从原始metrics数据中提取训练集指标 - train_data = metrics.get('train', {}) or {} - key_metrics = [ - ('夏普比率', train_data.get('sharpe')), - ('年化收益', train_data.get('returns')), - ('最大回撤', train_data.get('drawdown')), - ('换手率', train_data.get('turnover')), - ('适应度', train_data.get('fitness')), - ('PNL', train_data.get('pnl')), - ] - - for chinese_name, value in key_metrics: - if value is not None: - if isinstance(value, float): - value = f"{value:.4f}" - print(f" {chinese_name}: {value}") # 衡量风险调整后的收益 - # 年化收益率 - # 显示样本外测试的夏普比率（如果存在） # 最大亏损幅度 - test_data = metrics.get('test', {}) or {} # 交易频率 - if test_data.get('sharpe') is not None: # 策略适应度得分 - print(f" 样本外夏普比率: {test_data.get('sharpe'):.4f}") # 净盈亏 - - """模拟一批Alpha因子（3个一组）""" - def simulate_alpha_batch(self, alpha_batch: List[str], batch_number: int) -> List[SimulationResult]: - print(f"\n{'=' * 60}") # 只打印存在的指标 - print(f"开始第 {batch_number} 批因子模拟 (共 {len(alpha_batch)} 个因子)") # 格式化浮点数显示 - print(f"因子列表: {alpha_batch}") - print(f"{'=' * 60}") - - batch_start_time = time.time() - batch_results = [] - # 检查是否存在测试集夏普比率 - # 创建API客户端实例（每个线程独立的客户端） - api = WorldQuantBrainSimulate(self.credentials_file) - - try: - if api.login(): - # 使用线程池执行3个因子的模拟 - with ThreadPoolExecutor(max_workers=3) as executor: - # 提交所有任务 - future_to_alpha = { - executor.submit(self.simulate_single_alpha, api, alpha): alpha - for alpha in alpha_batch - } - - # 等待所有任务完成 - for future in as_completed(future_to_alpha): - alpha = future_to_alpha[future] - try: - result = future.result() - batch_results.append(result) - except Exception as e: - print(f"因子 {alpha} 执行异常: {e}") - except Exception as e: - print(f"第 {batch_number} 批模拟过程中出错: {e}") - finally: - api.close() - - batch_end_time = time.time() - batch_total_time = batch_end_time - batch_start_time - - print(f"\n第 {batch_number} 批模拟完成!") - print(f"本批总耗时: {format_time(batch_total_time)}") - print(f"{'=' * 60}") - - return batch_results - - """运行批量模拟""" - def run_simulation(self, alpha_list: List[str], batch_size: int = 3) -> List[SimulationResult]: - print("开始Alpha因子批量模拟...") - total_start_time = time.time() - - # 将因子列表分成每批3个 - batches = [alpha_list[i:i + batch_size] for i in range(0, len(alpha_list), batch_size)] - - all_results = [] - - for i, batch in enumerate(batches, 1): - # 模拟当前批次 - batch_results = self.simulate_alpha_batch(batch, i) - all_results.extend(batch_results) - - # 如果不是最后一批，则等待3-5秒 - if i < len(batches): - sleep_time = uniform(3, 5) - print(f"\n等待 {sleep_time:.2f} 秒后开始下一批...") - time.sleep(sleep_time) - - total_end_time = time.time() - total_time = total_end_time - total_start_time - - # 输出最终结果汇总 - self.print_summary(all_results, total_time) - - # 保存结果到文件 - save_results_to_file(all_results) - - return all_results - - """打印结果汇总""" - def print_summary(self, results: List[SimulationResult], total_time: float): - print(f"\n{'=' * 60}") - print("模拟结果汇总") - print(f"{'=' * 60}") - - success_count = sum(1 for r in results if r.status == 'success') - error_count = sum(1 for r in results if r.status == 'error') - failed_count = sum(1 for r in results if r.status == 'failed') - - print(f"总模拟因子数: {len(results)}") - print(f"成功: {success_count} 个") - print(f"模拟错误: {error_count} 个") - print(f"执行异常: {failed_count} 个") - print(f"总耗时: {format_time(total_time)}") - print(f"{'=' * 60}") - - success_expression_list = [] - - for i, result in enumerate(results, 1): - status_icon = "✓" if result.status == 'success' else "✗" - - if result.status == 'success': - success_expression_list.append(result.expression) - - line_parts = [ - f"{i}. {status_icon} {result.expression}", - f"状态: {result.status}", - f"耗时: {result.formatted_time}" - ] - - if result.alpha_id != '/': - line_parts.append(f"Alpha ID: {result.alpha_id}") - - if result.status != 'success': - line_parts.append(f"原因: {result.description}") - - print("\t".join(line_parts)) - - save_success_alpha(success_expression_list) \ No newline at end of file diff --git a/models/__init__.py b/models/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/models/entities.py b/models/entities.py new file mode 100644 index 0000000..2e6fea0 --- /dev/null +++ b/models/entities.py @@ -0,0 +1,32 @@ +# -*- coding: utf-8 -*- +"""数据实体模型""" + +from dataclasses import dataclass +from datetime import datetime +from typing import Optional + + +@dataclass +class SimulationResult: + """模拟结果实体""" + expression: str + time_consuming: float + status: str # 'ok' or 'err' + timestamp: str + alpha_id: Optional[str] = None + message: Optional[str] = None + + +@dataclass +class AlphaExpression: + """Alpha表达式实体""" + expression: str + unused: bool = True + created_time: Optional[datetime] = None + + +@dataclass +class TokenInfo: + """认证令牌信息""" + token: str + expiry: int \ No newline at end of file diff --git a/reference/yearly-stats.json b/reference/yearly-stats.json deleted file mode 100644 index 6e2a7ff..0000000 --- a/reference/yearly-stats.json +++ /dev/null @@ -1,168 +0,0 @@ -{ - "schema": { - "name": "yearly-stats", - "title": "Yearly Stats", - "properties": [ - { - "name": "year", - "title": "Year", - "type": "year" - }, - { - "name": "pnl", - "title": "PnL", - "type": "amount" - }, - { - "name": "bookSize", - "title": "Book Size", - "type": "amount" - }, - { - "name": "longCount", - "title": "Long Count", - "type": "integer" - }, - { - "name": "shortCount", - "title": "Short Count", - "type": "integer" - }, - { - "name": "turnover", - "title": "Turnover", - "type": "percent" - }, - { - "name": "sharpe", - "title": "Sharpe", - "type": "decimal" - }, - { - "name": "returns", - "title": "Returns", - "type": "percent" - }, - { - "name": "drawdown", - "title": "Drawdown", - "type": "percent" - }, - { - "name": "margin", - "title": "Margin", - "type": "permyriad" - }, - { - "name": "fitness", - "title": "Fitness", - "type": "decimal" - }, - { - "name": "stage", - "title": "Stage", - "type": "string" - } - ] - }, - "records": [ - [ - "2018", - 347052.0, - 20000000, - 1081, - 1083, - 0.3727, - 1.54, - 0.0365, - 0.0156, - 0.000196, - 0.48, - "TRAIN" - ], - [ - "2019", - 190205.0, - 20000000, - 1364, - 1359, - 0.3659, - 0.83, - 0.0189, - 0.0353, - 0.000103, - 0.19, - "TRAIN" - ], - [ - "2020", - 1554201.0, - 20000000, - 1348, - 1340, - 0.3639, - 4.49, - 0.1682, - 0.0145, - 0.000925, - 3.05, - "TRAIN" - ], - [ - "2021", - 584087.0, - 20000000, - 1435, - 1424, - 0.3652, - 1.41, - 0.0579, - 0.0253, - 0.000317, - 0.56, - "TRAIN" - ], - [ - "2022", - 31117.0, - 20000000, - 1441, - 1434, - 0.3446, - 2.08, - 0.0648, - 0.004, - 0.000376, - 0.9, - "TRAIN" - ], - [ - "2022", - 443804.0, - 20000000, - 1415, - 1417, - 0.3623, - 1.19, - 0.0464, - 0.0349, - 0.000256, - 0.43, - "TEST" - ], - [ - "2023", - 68779.0, - 20000000, - 1405, - 1394, - 0.3554, - 6.22, - 0.1323, - 0.0019, - 0.000744, - 3.79, - "TEST" - ] - ] -} \ No newline at end of file diff --git a/reference/指标.json b/reference/指标.json deleted file mode 100644 index c562c7a..0000000 --- a/reference/指标.json +++ /dev/null @@ -1,137 +0,0 @@ -{ - "id": "KP0WWZ6l", - "type": "REGULAR", - "author": "YC93384", - "settings": { - "instrumentType": "EQUITY", - "region": "USA", - "universe": "TOP3000", - "delay": 1, - "decay": 0, - "neutralization": "SUBINDUSTRY", - "truncation": 0.08, - "pasteurization": "ON", - "unitHandling": "VERIFY", - "nanHandling": "OFF", - "maxTrade": "OFF", - "language": "FASTEXPR", - "visualization": false, - "startDate": "2018-01-20", - "endDate": "2023-01-20", - "testPeriod": "P1Y" - }, - "regular": { - "code": "rank(ts_sum(vec_avg(nws12_afterhsz_sl), 60)) * 0.7 + rank(-ts_delta(close, 2)) * 0.3", - "description": null, - "operatorCount": 9 - }, - "dateCreated": "2025-11-13T09:22:47-05:00", - "dateSubmitted": null, - "dateModified": "2025-11-13T09:22:47-05:00", - "name": null, - "favorite": false, - "hidden": false, - "color": null, - "category": null, - "tags": [], - "classifications": [], - "grade": "INFERIOR", - "stage": "IS", - "status": "UNSUBMITTED", - "is": { - "pnl": 3219244, - "bookSize": 20000000, - "longCount": 1332, - "shortCount": 1328, - "turnover": 0.3657, - "returns": 0.0651, - "drawdown": 0.0353, - "margin": 0.000356, - "sharpe": 1.93, - "fitness": 0.81, - "startDate": "2018-01-20", - "checks": [ - { - "name": "LOW_SHARPE", - "result": "PASS", - "limit": 1.25, - "value": 1.93 - }, - { - "name": "LOW_FITNESS", - "result": "FAIL", - "limit": 1.0, - "value": 0.81 - }, - { - "name": "LOW_TURNOVER", - "result": "PASS", - "limit": 0.01, - "value": 0.3657 - }, - { - "name": "HIGH_TURNOVER", - "result": "PASS", - "limit": 0.7, - "value": 0.3657 - }, - { - "name": "CONCENTRATED_WEIGHT", - "result": "PASS" - }, - { - "name": "LOW_SUB_UNIVERSE_SHARPE", - "result": "PASS", - "limit": 0.84, - "value": 1.7 - }, - { - "name": "SELF_CORRELATION", - "result": "PENDING" - }, - { - "name": "MATCHES_COMPETITION", - "result": "PASS", - "competitions": [ - { - "id": "challenge", - "name": "Challenge" - } - ] - } - ] - }, - "os": null, - "train": { - "pnl": 2718449, - "bookSize": 20000000, - "longCount": 1311, - "shortCount": 1306, - "turnover": 0.3665, - "returns": 0.0689, - "drawdown": 0.0353, - "margin": 0.000376, - "fitness": 0.92, - "sharpe": 2.13, - "startDate": "2018-01-20" - }, - "test": { - "pnl": 512583, - "bookSize": 20000000, - "longCount": 1415, - "shortCount": 1416, - "turnover": 0.362, - "returns": 0.0509, - "drawdown": 0.0349, - "margin": 0.000281, - "fitness": 0.5, - "sharpe": 1.33, - "startDate": "2022-01-20" - }, - "prod": null, - "competitions": null, - "themes": null, - "pyramids": null, - "pyramidThemes": null, - "team": null -} \ No newline at end of file diff --git a/reference/进度.json b/reference/进度.json deleted file mode 100644 index e2f3cd1..0000000 --- a/reference/进度.json +++ /dev/null @@ -1,22 +0,0 @@ -{ - "id": "3q4OCMgw4MFa8k16tdsYLml", - "type": "REGULAR", - "settings": { - "instrumentType": "EQUITY", - "region": "USA", - "universe": "TOP3000", - "delay": 1, - "decay": 0, - "neutralization": "SUBINDUSTRY", - "truncation": 0.08, - "pasteurization": "ON", - "unitHandling": "VERIFY", - "nanHandling": "OFF", - "maxTrade": "OFF", - "language": "FASTEXPR", - "visualization": false - }, - "regular": "rank(ts_sum(vec_avg(nws12_afterhsz_sl), 60)) * 0.7 + rank(-ts_delta(close, 2)) * 0.3", - "status": "COMPLETE", - "alpha": "KP0WWZ6l" -} \ No newline at end of file diff --git a/requirements.txt b/requirements.txt new file mode 100644 index 0000000..cd81da3 --- /dev/null +++ b/requirements.txt @@ -0,0 +1,714 @@ +aiobotocore @ file:///private/var/folders/sy/f16zz6x50xz3113nwtb9bvq00000gp/T/abs_b3e4znaej2/croot/aiobotocore_1680004294920/work 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"pyramids": null, - "pyramidThemes": null, - "team": null - } - }, - { - "expression": "ts_mean(high - ts_delay(high, 1), 60) - ts_mean(low - ts_delay(low, 1), 60)", - "time_consuming": 86.01, - "formatted_time": "1分26.01秒", - "alpha_id": "wpxqw73d", - "status": "success", - "description": "/", - "simulation_timestamp": "2025-11-14 17:02:09", - "metrics": { - "id": "wpxqw73d", - "type": "REGULAR", - "author": "YC93384", - "settings": { - "instrumentType": "EQUITY", - "region": "USA", - "universe": "TOP3000", - "delay": 1, - "decay": 0, - "neutralization": "INDUSTRY", - "truncation": 0.08, - "pasteurization": "ON", - "unitHandling": "VERIFY", - "nanHandling": "OFF", - "maxTrade": "OFF", - "language": "FASTEXPR", - "visualization": false, - "startDate": "2018-01-20", - "endDate": "2023-01-20" - }, - "regular": { - "code": "ts_mean(high - ts_delay(high, 1), 60) - ts_mean(low - ts_delay(low, 1), 60)", - "description": null, - "operatorCount": 7 - }, - "dateCreated": 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}, - { - "name": "CONCENTRATED_WEIGHT", - "result": "FAIL", - "date": "2022-10-27", - "limit": 0.1, - "value": 0.298634 - }, - { - "name": "LOW_SUB_UNIVERSE_SHARPE", - "result": "FAIL", - "limit": -0.08, - "value": -0.37 - }, - { - "name": "SELF_CORRELATION", - "result": "PENDING" - }, - { - "name": "MATCHES_COMPETITION", - "result": "PASS", - "competitions": [ - { - "id": "challenge", - "name": "Challenge" - } - ] - } - ] - }, - "os": null, - "train": null, - "test": null, - "prod": null, - "competitions": null, - "themes": null, - "pyramids": null, - "pyramidThemes": null, - "team": null - } - } -] \ No newline at end of file diff --git a/result/simulation_results-1763112962.json b/result/simulation_results-1763112962.json deleted file mode 100644 index 5d0d7d0..0000000 --- a/result/simulation_results-1763112962.json +++ /dev/null @@ -1,82 +0,0 @@ -[ - { - "expression": "ts_mean(close, 20) / ts_mean(close, 100) > 1.05 and ts_std(close / ts_mean(close, 10), 20) / ts_mean(close, 20) < 0.15", - "time_consuming": 5.94, - "formatted_time": "5.94秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"0) > 1.05 and ts_std\"", - "simulation_timestamp": "2025-11-14 17:35:28", - "metrics": null - }, - { - "expression": "ts_min(low, 20) / ts_max(high, 60) > 0.8 and market_cap > ts_mean(market_cap, all)", - "time_consuming": 6.53, - "formatted_time": "6.53秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"60) > 0.8 and market\"", - "simulation_timestamp": "2025-11-14 17:35:29", - "metrics": null - }, - { - "expression": "close > ts_mean(close, 50) and ts_delta(ts_rank(volume, 10), 5) > 0", - "time_consuming": 7.6, - "formatted_time": "7.60秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"lose, 50) and ts_del\"", - "simulation_timestamp": "2025-11-14 17:35:30", - "metrics": null - }, - { - "expression": "ts_corr(close, vwap, 30) < 0.3 and ts_mean(volume, 5) / ts_mean(volume, 60) < 0.8", - "time_consuming": 5.8, - "formatted_time": "5.80秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"30) < 0.3 and ts_mea\"", - "simulation_timestamp": "2025-11-14 17:35:40", - "metrics": null - }, - { - "expression": "abs(close - vwap) / vwap < 0.02 and volume < ts_mean(volume, 20)", - "time_consuming": 6.62, - "formatted_time": "6.62秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"ap < 0.02 and volume\"", - "simulation_timestamp": "2025-11-14 17:35:41", - "metrics": null - }, - { - "expression": "(close - ts_mean(close, 30)) / ts_std(close, 30) > 1.5 and ts_delta(close, 5) < 0", - "time_consuming": 15.51, - "formatted_time": "15.51秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"30) > 1.5 and ts_del\"", - "simulation_timestamp": "2025-11-14 17:35:50", - "metrics": null - }, - { - "expression": "ts_std(log(close / close[1]), 20) > ts_mean(ts_std(log(close / close[1]), 20), 60)", - "time_consuming": 1.2, - "formatted_time": "1.20秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character '[' near \"se / close[1]), 20)\"", - "simulation_timestamp": "2025-11-14 17:35:56", - "metrics": null - }, - { - "expression": "ts_range(high - low, 5) / ts_mean(high - low, 60) > 1.5 and ts_delta(ts_std(close, 10), 5) > 0", - "time_consuming": 7.38, - "formatted_time": "7.38秒", - "alpha_id": "/", - "status": "error", - "description": "Unexpected character 'a' near \"60) > 1.5 and ts_del\"", - "simulation_timestamp": "2025-11-14 17:36:02", - "metrics": null - } -] \ No newline at end of file diff --git a/result/simulation_results-1763113286.json b/result/simulation_results-1763113286.json deleted file mode 100644 index 8bf45fb..0000000 --- a/result/simulation_results-1763113286.json +++ /dev/null @@ -1,12 +0,0 @@ -[ - { - "expression": "ts_delta(ts_mean(close, 5), 10) / ts_std(close, 20) * (ts_mean(close, 20) / ts_mean(close, 100) > 1.02)", - "time_consuming": 6.62, - "formatted_time": "6.62秒", - "alpha_id": "/", - "status": "error", - "description": "Attempted to use inaccessible or unknown operator \"ts_std\"", - "simulation_timestamp": "2025-11-14 17:41:26", - "metrics": null - } -] \ No newline at end of file diff --git a/services/__init__.py b/services/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/services/alpha_service.py b/services/alpha_service.py new file mode 100644 index 0000000..0b44529 --- /dev/null +++ b/services/alpha_service.py @@ -0,0 +1,60 @@ +# -*- coding: utf-8 -*- +"""Alpha表达式服务""" + +import time +import httpx +from typing import List, Dict, Any +from config.settings import settings + + +class AlphaService: + """Alpha表达式服务类""" + + def __init__(self, client: httpx.Client): + self.client = client + + def simulate_alpha(self, expression: str) -> Dict[str, Any]: + """模拟单个Alpha表达式""" + simulation_data = { + 'type': 'REGULAR', + 'settings': settings.SIMULATION_SETTINGS, + 'regular': expression + } + + sim_resp = self.client.post(f'{settings.BRAIN_API_URL}/simulations', json=simulation_data) + print(f"模拟提交状态: {sim_resp.status_code}") + + if 'location' not in sim_resp.headers: + return {"status": "err", "message": "No location header in response"} + + sim_progress_url = sim_resp.headers['location'] + return self._wait_for_simulation_result(sim_progress_url) + + def _wait_for_simulation_result(self, progress_url: str) -> Dict[str, Any]: + """等待模拟结果""" + while True: + sim_progress_resp = self.client.get(progress_url) + retry_after_sec = float(sim_progress_resp.headers.get("Retry-After", 0)) + + if retry_after_sec == 0: + break + + if sim_progress_resp.json(): + result = sim_progress_resp.json() + progress = result.get('progress', 0) + print(f"模拟进度: {float(progress) * 100}%") + + print(f"等待 {retry_after_sec} 秒...") + time.sleep(retry_after_sec) + + result_data = sim_progress_resp.json() + + if result_data.get("status") == "ERROR": + error_message = result_data.get("message", "未知错误") + print(f"因子模拟失败: {error_message}") + return {"status": "err", "message": error_message} + + alpha_id = result_data.get("alpha") + print(f"生成的Alpha ID: {alpha_id}") + + return {"status": "ok", "alpha_id": alpha_id} \ No newline at end of file diff --git a/services/auth_service.py b/services/auth_service.py new file mode 100644 index 0000000..c2bcca9 --- /dev/null +++ b/services/auth_service.py @@ -0,0 +1,57 @@ +# -*- coding: utf-8 -*- +"""认证服务""" + +import os +import httpx +from httpx import BasicAuth +from typing import Tuple, Dict, Any +from config.settings import settings +from models.entities import TokenInfo + + +class AuthService: + """认证服务类""" + + def __init__(self): + self.credentials_file = settings.credentials_file + + def load_credentials(self) -> Tuple[str, str]: + """加载凭证""" + if not os.path.exists(self.credentials_file): + self._create_credentials_file() + + with open(self.credentials_file, 'r', encoding='utf-8') as f: + credentials = eval(f.read()) + return credentials[0], credentials[1] + + def _create_credentials_file(self) -> None: + """创建凭证文件""" + print("未找到 account.txt 文件") + with open(self.credentials_file, 'w', encoding='utf-8') as f: + f.write("") + print("account.txt 文件已创建，请填写账号密码, 格式: ['username', 'password']") + exit(1) + + def login(self, client: httpx.Client) -> TokenInfo: + """登录并获取token""" + username, password = self.load_credentials() + + # 设置 BasicAuth + client.auth = BasicAuth(username, password) + + response = client.post(f'{settings.BRAIN_API_URL}/authentication') + print(f"登录状态: {response.status_code}") + + if response.status_code == 201: + login_data = response.json() + print(f"登录成功!: {login_data}") + return TokenInfo( + token=login_data['token'], + expiry=int(login_data['token']['expiry']) + ) + elif response.status_code == 429: + print("API rate limit exceeded") + exit(1) + else: + print(f"登录失败: {response.json()}") + raise Exception(f"登录失败: {response.json()}") \ No newline at end of file diff --git a/services/notification_service.py b/services/notification_service.py new file mode 100644 index 0000000..3109818 --- /dev/null +++ b/services/notification_service.py @@ -0,0 +1,27 @@ +# -*- coding: utf-8 -*- +"""通知服务""" + +import httpx +from datetime import datetime +from config.settings import settings + + +class NotificationService: + """通知服务类""" + + @staticmethod + def send_to_gotify(success_count: int, fail_count: int) -> None: + """发送结果到Gotify""" + now = datetime.now().strftime('%Y-%m-%d %H:%M:%S') + text = f"总计: 成功 {success_count} 个, 失败 {fail_count} 个\n\n完成时间: {now}" + title = f"alpha模拟结果 时间: {now}" + + try: + resp = httpx.post( + settings.GOTIFY_URL, + json={'title': title, 'message': text}, + timeout=10 + ) + print("通知发送成功") + except Exception as e: + print(f"通知发送失败: {e}") \ No newline at end of file diff --git a/success.txt b/success.txt deleted file mode 100644 index 4fff374..0000000 --- a/success.txt +++ /dev/null @@ -1,4 +0,0 @@ -ts_mean((close - open) / (high - low + 0.001), 20) --ts_rank(ts_decay_linear(volume, 10), 30) -ts_rank(adv20 - volume, 15) + ts_rank(volume, 15) -ts_mean(high - ts_delay(high, 1), 60) - ts_mean(low - ts_delay(low, 1), 60) diff --git a/utils/__init__.py b/utils/__init__.py index 27d207b..e69de29 100644 --- a/utils/__init__.py +++ b/utils/__init__.py @@ -1,9 +0,0 @@ -# -*- coding: utf-8 -*- -""" -工具模块 - 包含各种工具函数 -""" - -from .file_utils import load_alpha_list, save_results_to_file -from .time_utils import format_time - -__all__ = ['load_alpha_list', 'save_results_to_file', 'format_time'] \ No newline at end of file diff --git a/utils/file_utils.py b/utils/file_utils.py deleted file mode 100644 index b9fec04..0000000 --- a/utils/file_utils.py +++ /dev/null @@ -1,84 +0,0 @@ -# -*- coding: utf-8 -*- -import os -import json -import time -from typing import List, Any - - -def load_alpha_list(file_path: str) -> List[str]: - """从文件加载Alpha因子列表""" - if not os.path.exists(file_path): - print(f"{file_path} 文件不存在") - with open(file_path, 'w', encoding='utf-8') as file: - file.write("") - print(f"已创建 {file_path} 文件, 请添加因子后重新运行, 一行一个因子") - return [] - - with open(file_path, 'r', encoding='utf-8') as file: - alpha_list = [line.strip() for line in file if line.strip()] - - return alpha_list - - -def save_results_to_file(results: List[Any], result_dir: str = 'result') -> str: - """保存结果到文件""" - # 转换为可序列化的格式 - serializable_results = [] - for result in results: - if hasattr(result, '__dict__'): - # 如果是dataclass对象，转换为字典 - result_dict = result.__dict__.copy() - else: - # 如果是字典 - result_dict = result.copy() - - # 处理时间消耗 - if 'time_consuming' in result_dict: - result_dict['time_consuming'] = round(result_dict['time_consuming'], 2) - - # 只需要确保所有浮点数精度一致 - def round_floats(obj): - if isinstance(obj, float): - return round(obj, 6) - elif isinstance(obj, dict): - return {k: round_floats(v) for k, v in obj.items()} - elif isinstance(obj, list): - return [round_floats(item) for item in obj] - else: - return obj - - # 对结果中的所有浮点数进行精度处理 - result_dict = round_floats(result_dict) - - serializable_results.append(result_dict) - - # 确保结果目录存在 - if not os.path.exists(result_dir): - os.makedirs(result_dir) - - result_name = f"{result_dir}/simulation_results-{str(int(time.time()))}.json" - with open(result_name, 'w', encoding='utf-8') as f: - json.dump(serializable_results, f, ensure_ascii=False, indent=2) - - print(f"结果已保存到 {result_name}") - return result_name - - -def save_success_alpha(success_expression_list): - """ - 将成功的表达式列表保存到 success.txt 文件中 - 如果文件不存在则创建，如果存在则追加写入 - """ - if not success_expression_list: - print("没有成功的表达式需要保存") - return - - try: - with open('success.txt', 'a', encoding='utf-8') as f: - for expression in success_expression_list: - f.write(expression + '\n') - - print(f"成功保存 {len(success_expression_list)} 个表达式到 success.txt") - - except Exception as e: - print(f"保存文件时出错: {e}") diff --git a/utils/helpers.py b/utils/helpers.py new file mode 100644 index 0000000..14159b0 --- /dev/null +++ b/utils/helpers.py @@ -0,0 +1,23 @@ +# -*- coding: utf-8 -*- +"""工具函数""" + +import time +from typing import Callable, Any + + +def retry_on_exception(max_retries: int = 3, delay: float = 5.0) -> Callable: + """异常重试装饰器""" + def decorator(func: Callable) -> Callable: + def wrapper(*args, **kwargs) -> Any: + for attempt in range(max_retries): + try: + return func(*args, **kwargs) + except Exception as e: + if attempt == max_retries - 1: + raise e + print(f"尝试 {attempt + 1}/{max_retries} 失败: {e}") + print(f"{delay}秒后重试...") + time.sleep(delay) + return None + return wrapper + return decorator \ No newline at end of file diff --git a/utils/time_utils.py b/utils/time_utils.py deleted file mode 100644 index 37b7bc2..0000000 --- a/utils/time_utils.py +++ /dev/null @@ -1,9 +0,0 @@ -# -*- coding: utf-8 -*- -def format_time(seconds: float) -> str: - """将秒数格式化为 xx分xx秒 格式""" - if seconds < 60: - return f"{seconds:.2f}秒" - else: - minutes = int(seconds // 60) - remaining_seconds = seconds % 60 - return f"{minutes}分{remaining_seconds:.2f}秒" \ No newline at end of file