update
This commit is contained in:
jack
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# -*- coding: utf-8 -*-
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import os
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import time
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import json
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import httpx
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from httpx import BasicAuth
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class AlphaSimulator:
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def __init__(self, credentials_file='account.txt'):
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self.credentials_file = credentials_file
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self.client = None
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self.brain_api_url = 'https://api.worldquantbrain.com'
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def load_credentials(self):
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if not os.path.exists(self.credentials_file):
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print("未找到 account.txt 文件")
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with open(self.credentials_file, 'w') as f:
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f.write("")
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print("account.txt 文件已创建，请填写账号密码, 格式: ['username', 'password]")
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exit(1)
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with open(self.credentials_file) as f:
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credentials = eval(f.read())
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return credentials[0], credentials[1]
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def login(self):
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username, password = self.load_credentials()
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self.client = httpx.Client(auth=BasicAuth(username, password))
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response = self.client.post(f'{self.brain_api_url}/authentication')
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print(f"登录状态: {response.status_code}")
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if response.status_code == 201:
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print("登录成功!")
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return True
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else:
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print(f"登录失败: {response.json()}")
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return False
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def load_alpha_list(self, file_path='alpha.txt'):
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if not os.path.exists(file_path):
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print(f"{file_path} 文件不存在")
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with open(file_path, 'w', encoding='utf-8') as file:
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file.write("")
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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")
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return []
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with open(file_path, 'r', encoding='utf-8') as file:
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alpha_list = [line.strip() for line in file if line.strip()]
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return alpha_list
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def simulate_alpha(self, expression):
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if self.client is None:
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raise Exception("请先登录")
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settings = {
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'instrumentType': 'EQUITY',
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'region': 'USA',
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'universe': 'TOP3000',
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'delay': 1,
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'decay': 0,
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'neutralization': 'INDUSTRY',
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'truncation': 0.08,
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'pasteurization': 'ON',
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'unitHandling': 'VERIFY',
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'nanHandling': 'OFF',
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'language': 'FASTEXPR',
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'visualization': False,
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}
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simulation_data = {
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'type': 'REGULAR',
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'settings': settings,
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'regular': expression
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}
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sim_resp = self.client.post(f'{self.brain_api_url}/simulations', json=simulation_data)
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print(f"模拟提交状态: {sim_resp.status_code}")
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sim_progress_url = sim_resp.headers['location']
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while True:
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sim_progress_resp = self.client.get(sim_progress_url)
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retry_after_sec = float(sim_progress_resp.headers.get("Retry-After", 0))
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if retry_after_sec == 0:
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break
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if sim_progress_resp.json():
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result = sim_progress_resp.json()
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progress = result.get('progress', 0)
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print(f"模拟进度: {float(progress) * 100}%")
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print(f"等待 {retry_after_sec} 秒...")
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time.sleep(retry_after_sec)
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if sim_progress_resp.json().get("status") == "ERROR":
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result = sim_progress_resp.json().get("message", "未知错误")
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print(f"因子模拟失败: {result}")
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return {"status": "error", "message": result}
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alpha_id = sim_progress_resp.json().get("alpha")
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print(f"生成的Alpha ID: {alpha_id}")
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return {"status": "success", "alpha_id": alpha_id}
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def run_batch_simulation(self, alpha_list, batch_size=3):
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success_results = []
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fail_results = []
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for i in range(0, len(alpha_list), batch_size):
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batch = alpha_list[i:i + batch_size]
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print(f"\n开始处理第 {i // batch_size + 1} 批因子，共 {len(batch)} 个")
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for expression in batch:
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print(f"\n模拟因子: {expression}")
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start_time = time.time()
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try:
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result = self.simulate_alpha(expression)
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end_time = time.time()
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time_consuming = end_time - start_time
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result_data = {
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"expression": expression,
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"time_consuming": round(time_consuming, 2),
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"status": result["status"],
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"timestamp": time.strftime("%Y-%m-%d %H:%M:%S")
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}
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if result["status"] == "success":
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result_data["alpha_id"] = result["alpha_id"]
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success_results.append(result_data)
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print(f"✅ 模拟成功 - Alpha ID: {result['alpha_id']} - 耗时: {time_consuming:.2f}秒")
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else:
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result_data["message"] = result.get("message", "")
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fail_results.append(result_data)
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print(f"❌ 模拟失败 - {result.get('message', '未知错误')}")
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except Exception as e:
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end_time = time.time()
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time_consuming = end_time - start_time
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error_result = {
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"expression": expression,
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"time_consuming": round(time_consuming, 2),
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"status": "error",
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"message": str(e),
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"timestamp": time.strftime("%Y-%m-%d %H:%M:%S")
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}
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fail_results.append(error_result)
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print(f"❌ 模拟异常 - {str(e)}")
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print(f"第 {i // batch_size + 1} 批处理完成")
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self._save_results(success_results, fail_results)
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return success_results, fail_results
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def _save_results(self, success_results, fail_results):
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base_dir = 'simulator_result'
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success_dir = os.path.join(base_dir, 'success')
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fail_dir = os.path.join(base_dir, 'fail')
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os.makedirs(success_dir, exist_ok=True)
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os.makedirs(fail_dir, exist_ok=True)
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timestamp = str(int(time.time()))
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if success_results:
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success_file = os.path.join(success_dir, f"success_results_{timestamp}.json")
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with open(success_file, 'w', encoding='utf-8') as f:
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json.dump(success_results, f, ensure_ascii=False, indent=2)
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print(f"成功结果已保存到 {success_file}")
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if fail_results:
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fail_file = os.path.join(fail_dir, f"fail_results_{timestamp}.json")
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with open(fail_file, 'w', encoding='utf-8') as f:
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json.dump(fail_results, f, ensure_ascii=False, indent=2)
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print(f"失败结果已保存到 {fail_file}")
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print(f"\n总计: 成功 {len(success_results)} 个, 失败 {len(fail_results)} 个")
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def main():
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simulator = AlphaSimulator()
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if not simulator.login():
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return
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alpha_list = simulator.load_alpha_list('alpha.txt')
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if not alpha_list:
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print("未找到有效的因子表达式，请检查 alpha.txt 文件")
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return
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print(f"共加载 {len(alpha_list)} 个因子表达式")
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simulator.run_batch_simulation(alpha_list, batch_size=3)
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if __name__ == "__main__":
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main()
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