update

2025-11-25 09:45:49 +08:00
parent ad98c97949
commit 41ef816a81
34 changed files with 1518 additions and 1 deletions
@@ -0,0 +1,100 @@
+import httpx
+import json
+from httpx import BasicAuth
+from time import sleep
+
+class WorldQuantBrainAPI:
+    def __init__(self, credentials_file='brain_credentials.txt'):
+        self.credentials_file = credentials_file
+        self.client = None
+        self.brain_api_url = 'https://api.worldquantbrain.com'
+    
+    def load_credentials(self):
+        """读取本地账号密码"""
+        with open(self.credentials_file) as f:
+            credentials = eval(f.read())
+        return credentials[0], credentials[1]
+    
+    def login(self):
+        """登录认证"""
+        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!")
+            return True
+        else:
+            print(f"登录失败: {response.json()}")
+            return False
+    
+    def simulate_alpha(self, expression, settings=None):
+        """模拟Alpha因子"""
+        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
+            print(sim_progress_resp.json())
+            print(f"等待 {retry_after_sec} 秒...")
+            sleep(retry_after_sec)
+        
+        alpha_id = sim_progress_resp.json()["alpha"]
+        print(f"生成的Alpha ID: {alpha_id}")
+        return alpha_id
+
+    def close(self):
+        """关闭连接"""
+        if self.client:
+            self.client.close()
+
+if __name__ == "__main__":
+    api = WorldQuantBrainAPI()
+    
+    try:
+        # 读取账号密码并登录
+        if api.login():
+            # 模拟Alpha因子
+            alpha_id = api.simulate_alpha("liabilities/assets")
+            print(f"模拟完成，Alpha ID: {alpha_id}")
+    finally:
+        api.close()