++

test/wqb-simulate-go/main.go

@@ -0,0 +1,184 @@
+package main
+
+import (
+	"encoding/json"
+	"fmt"
+	"os"
+	"time"
+)
+
+func main() {
+	// 1. 加载账号配置
+	fmt.Println("正在加载账号配置...")
+	config, err := LoadAccountConfig("account.json") // 注意：现在是.json，不是.txt
+	if err != nil {
+		fmt.Println(err)
+		os.Exit(1)
+	}
+
+	// 2. 加载Alpha表达式
+	fmt.Println("正在加载Alpha表达式...")
+	alphaList, err := LoadAlphaList("alphas.json")
+	if err != nil {
+		fmt.Println(err)
+		os.Exit(1)
+	}
+
+	if len(alphaList) == 0 {
+		fmt.Println("alphas.json 文件为空")
+		os.Exit(1)
+	}
+
+	// 3. 提取表达式（类似Python的提取逻辑）
+	var expressions []map[string]interface{}
+	for _, item := range alphaList {
+		expr := map[string]interface{}{
+			"expression": item["regular"],
+			"settings":   item["settings"],
+			"type":       item["type"],
+		}
+		expressions = append(expressions, expr)
+	}
+
+	// 4. 创建客户端并登录
+	client := NewBrainClient(config.Username, config.Password)
+
+	fmt.Println("\n正在登录Brain API...")
+	err = client.Login()
+	if err != nil {
+		fmt.Printf("登录失败: %v\n", err)
+		os.Exit(1)
+	}
+
+	// 5. 开始模拟
+	fmt.Println("\n开始Alpha因子模拟...")
+	totalStart := time.Now()
+	var results []*SimulationResult
+
+	for i, item := range expressions {
+		fmt.Printf("\n%s\n", "============================================")
+		fmt.Printf("开始第 %d 个因子模拟 (共 %d 个)\n", i+1, len(expressions))
+		fmt.Printf("因子: %v\n", item)
+		fmt.Printf("%s\n", "============================================")
+
+		// 获取表达式和设置
+		expression, _ := item["expression"].(string)
+		settings, _ := item["settings"].(map[string]interface{})
+
+		// 执行模拟
+		result, err := client.SimulateAlpha(expression, settings)
+		if err != nil {
+			// 处理错误
+			result = &SimulationResult{
+				Status:        "failed",
+				Expression:    expression,
+				Message:       err.Error(),
+				TimeCost:      0,
+				FormattedTime: "0秒",
+				Timestamp:     time.Now().Format("2006-01-02 15:04:05"),
+			}
+		}
+
+		results = append(results, result)
+
+		// 打印结果
+		printResult(result)
+
+		// 最后一个不等待
+		if i < len(expressions)-1 {
+			sleepTime := 3.0 // 固定等待3秒
+			fmt.Printf("\n等待 %.2f 秒后开始下一个...\n", sleepTime)
+			time.Sleep(time.Duration(sleepTime) * time.Second)
+		}
+	}
+
+	totalTime := time.Since(totalStart).Seconds()
+
+	// 6. 打印汇总
+	printSummary(results, totalTime)
+
+	// 7. 保存结果
+	saveResults(results)
+}
+
+// 打印单个结果
+func printResult(r *SimulationResult) {
+	if r.Status == "success" {
+		fmt.Printf("✓ 因子模拟成功: %s\n", r.Expression)
+		fmt.Printf("  耗时: %s，Alpha ID: %s\n", r.FormattedTime, r.AlphaID)
+
+		if r.Metrics != nil {
+			fmt.Println("  关键指标:")
+			if r.Metrics.SharpeRatio != nil {
+				fmt.Printf("    夏普比率: %.4f\n", *r.Metrics.SharpeRatio)
+			}
+			if r.Metrics.AnnualReturn != nil {
+				fmt.Printf("    年化收益: %.4f\n", *r.Metrics.AnnualReturn)
+			}
+		}
+	} else {
+		fmt.Printf("✗ 因子模拟失败: %s\n", r.Expression)
+		fmt.Printf("  耗时: %s，错误: %s\n", r.FormattedTime, r.Message)
+	}
+}
+
+// 打印汇总
+func printSummary(results []*SimulationResult, totalTime float64) {
+	fmt.Printf("\n%s\n", "============================================")
+	fmt.Println("模拟结果汇总")
+	fmt.Printf("%s\n", "============================================")
+
+	success := 0
+	failed := 0
+	for _, r := range results {
+		if r.Status == "success" {
+			success++
+		} else {
+			failed++
+		}
+	}
+
+	fmt.Printf("总模拟因子数: %d\n", len(results))
+	fmt.Printf("成功: %d 个\n", success)
+	fmt.Printf("失败: %d 个\n", failed)
+	fmt.Printf("总耗时: %s\n", formatTime(totalTime))
+	fmt.Printf("%s\n", "============================================")
+
+	for i, r := range results {
+		mark := "✓"
+		if r.Status != "success" {
+			mark = "✗"
+		}
+		fmt.Printf("%d. %s %s\n", i+1, mark, r.Expression)
+		fmt.Printf("   状态: %s\n", r.Status)
+		fmt.Printf("   耗时: %s\n", r.FormattedTime)
+		fmt.Printf("   Alpha ID: %s\n", r.AlphaID)
+		if r.Status != "success" {
+			fmt.Printf("   原因: %s\n", r.Message)
+		}
+		fmt.Println()
+	}
+}
+
+// 保存结果
+func saveResults(results []*SimulationResult) {
+	// 创建result目录
+	os.MkdirAll("./result", 0755)
+
+	filename := fmt.Sprintf("result/simulation_results-%d.json", time.Now().Unix())
+
+	// 转换为JSON并保存
+	data, err := json.MarshalIndent(results, "", "  ")
+	if err != nil {
+		fmt.Printf("保存结果失败: %v\n", err)
+		return
+	}
+
+	err = os.WriteFile(filename, data, 0644)
+	if err != nil {
+		fmt.Printf("保存结果失败: %v\n", err)
+		return
+	}
+
+	fmt.Printf("结果已保存到 %s\n", filename)
+}