update

2025-11-25 09:45:49 +08:00
parent ad98c97949
commit 41ef816a81
34 changed files with 1518 additions and 1 deletions
@@ -0,0 +1,73 @@
+import requests
+from time import sleep
+
+def quick_test_alpha(username, password, alpha_expression, region="USA"):
+    """
+    快速测试alpha表达式
+    
+    Parameters:
+    - username: 用户名
+    - password: 密码
+    - alpha_expression: 因子表达式
+    - region: 区域 (USA, EUROPE, ASIA, CHINA等)
+    """
+    
+    # 登录
+    s = requests.Session()
+    s.auth = (username, password)
+    s.post('https://api.worldquantbrain.com/authentication')
+    
+    # 设置
+    settings = {
+        'instrumentType': 'EQUITY',
+        'region': region,
+        'universe': 'TOP3000',
+        'delay': 1,
+        'decay': 8,
+        'neutralization': 'SUBINDUSTRY',
+        'truncation': 0.08,
+        'pasteurization': 'ON',
+        'testPeriod': 'P2Y',
+        'language': 'FASTEXPR',
+    }
+    
+    # 提交测试
+    simulation_data = {
+        'type': 'REGULAR',
+        'settings': settings,
+        'regular': alpha_expression
+    }
+    
+    response = s.post('https://api.worldquantbrain.com/simulations', json=simulation_data)
+    progress_url = response.headers['Location']
+    
+    # 等待结果
+    while True:
+        progress = s.get(progress_url)
+        if progress.headers.get("Retry-After", 0) == 0:
+            break
+        sleep(float(progress.headers["Retry-After"]))
+    
+    result = progress.json()
+    
+    if result["status"] == "COMPLETE":
+        alpha_info = result["is"]
+        return {
+            "alpha_id": result["alpha"],
+            "sharpe": alpha_info["sharpe"],
+            "fitness": alpha_info["fitness"],
+            "turnover": alpha_info["turnover"],
+            "margin": alpha_info["margin"]
+        }
+    else:
+        return {"error": "模拟失败", "status": result["status"]}
+
+# 使用示例
+if __name__ == "__main__":
+    result = quick_test_alpha(
+        "jack0210_@hotmail.com", 
+        "!QAZ2wsx+0913", 
+        "rank(ts_delta(close, 5))",  # 你的alpha表达式
+        "USA"
+    )
+    print(result)