update
This commit is contained in:
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import httpx
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from httpx import BasicAuth
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import os
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def login(credentials_file='account.txt'):
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"""登录WorldQuant Brain API"""
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# 读取本地账号密码
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if not os.path.exists(credentials_file):
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print("未找到 account.txt 文件")
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with open(credentials_file, 'w') as f: 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(credentials_file) as f:
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credentials = eval(f.read())
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username, password = credentials[0], credentials[1]
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print(f"正在登录账户: {username}")
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# 创建客户端并认证
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client = httpx.Client(auth=BasicAuth(username, password))
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# 发送登录请求
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response = client.post('https://api.worldquantbrain.com/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 client
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else:
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print(f"登录失败: {response.json()}")
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client.close()
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return None
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def get_alphas_data(client, page_size=10):
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"""获取所有alpha数据（自动处理分页）"""
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all_alphas = []
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offset = 0
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total_count = 0
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while True:
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print(f"正在获取第 {offset//page_size + 1} 页数据 (offset={offset})...")
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# 构建请求参数
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params = {
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'limit': page_size,
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'offset': offset,
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'status': 'UNSUBMITTED%1FIS_FAIL',
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'is.sharpe%3E1.25': '',
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'order': '-dateSubmitted',
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'hidden': 'false'
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}
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url = 'https://api.worldquantbrain.com/users/self/alphas'
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try:
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response = client.get(url, params=params)
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print(f"获取数据状态码: {response.status_code}")
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if response.status_code != 200:
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print(f"获取数据失败: {response.text}")
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break
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data = response.json()
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# 第一次请求时获取总数量
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if offset == 0:
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total_count = data.get('count', 0)
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print(f"总数据量: {total_count}")
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if total_count == 0:
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print("没有符合条件的Alpha因子")
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break
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# 添加当前页的数据
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if 'alphas' in data:
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current_page_alphas = data['alphas']
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all_alphas.extend(current_page_alphas)
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print(f"当前页获取到 {len(current_page_alphas)} 条alpha数据")
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# 检查是否还有更多数据
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current_count = offset + len(data.get('alphas', []))
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print(f"进度: {current_count}/{total_count}")
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# 如果已经获取了所有数据，则退出循环
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if current_count >= total_count:
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print("所有数据已获取完毕")
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break
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# 更新offset继续获取下一页
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offset += page_size
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except Exception as e:
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print(f"请求发生错误: {e}")
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break
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return {
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'count': len(all_alphas),
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'alphas': all_alphas
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}
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def extract_alpha_info(alpha_data):
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"""
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从alpha数据中提取有用信息
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"""
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extracted_data = []
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# 检查数据结构
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if not alpha_data or 'results' not in alpha_data:
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print("无效的数据格式")
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return extracted_data
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for alpha in alpha_data['results']:
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# 提取基本信息
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info = {
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# 基础信息
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'id': alpha.get('id', 'N/A'),
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'name': alpha.get('name', 'N/A'),
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'author': alpha.get('author', 'N/A'),
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'status': alpha.get('status', 'N/A'),
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'grade': alpha.get('grade', 'N/A'),
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'stage': alpha.get('stage', 'N/A'),
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'date_created': alpha.get('dateCreated', 'N/A'),
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'date_submitted': alpha.get('dateSubmitted', 'N/A'),
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# 因子代码和设置
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'code': alpha.get('regular', {}).get('code', 'N/A'),
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'operator_count': alpha.get('regular', {}).get('operatorCount', 0),
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# 回测设置
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'settings': {
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'region': alpha.get('settings', {}).get('region', 'N/A'),
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'universe': alpha.get('settings', {}).get('universe', 'N/A'),
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'neutralization': alpha.get('settings', {}).get('neutralization', 'N/A'),
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'truncation': alpha.get('settings', {}).get('truncation', 'N/A'),
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'start_date': alpha.get('settings', {}).get('startDate', 'N/A'),
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'end_date': alpha.get('settings', {}).get('endDate', 'N/A')
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},
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# 回测表现指标
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'performance': {
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'sharpe': alpha.get('is', {}).get('sharpe', 0),
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'fitness': alpha.get('is', {}).get('fitness', 0),
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'returns': alpha.get('is', {}).get('returns', 0),
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'turnover': alpha.get('is', {}).get('turnover', 0),
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'drawdown': alpha.get('is', {}).get('drawdown', 0),
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'pnl': alpha.get('is', {}).get('pnl', 0),
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'book_size': alpha.get('is', {}).get('bookSize', 0),
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'long_count': alpha.get('is', {}).get('longCount', 0),
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'short_count': alpha.get('is', {}).get('shortCount', 0),
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'margin': alpha.get('is', {}).get('margin', 0)
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},
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# 检查结果
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'checks': {}
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}
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# 提取检查结果
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checks = alpha.get('is', {}).get('checks', [])
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for check in checks:
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check_name = check.get('name', 'N/A')
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info['checks'][check_name] = {
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'result': check.get('result', 'N/A'),
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'limit': check.get('limit', 'N/A'),
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'value': check.get('value', 'N/A')
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}
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# 分类信息
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classifications = alpha.get('classifications', [])
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if classifications:
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info['classifications'] = [cls.get('name', 'N/A') for cls in classifications]
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else:
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info['classifications'] = []
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extracted_data.append(info)
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return extracted_data
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def print_alpha_summary(extracted_data):
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"""
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打印提取的alpha信息摘要
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"""
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print(f"\n总共提取了 {len(extracted_data)} 个Alpha因子")
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print("=" * 100)
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for i, alpha in enumerate(extracted_data, 1):
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print(f"\n{i}. Alpha ID: {alpha['id']}")
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print(f" 代码: {alpha['code'][:80]}{'...' if len(alpha['code']) > 80 else ''}")
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print(f" 状态: {alpha['status']} | 等级: {alpha['grade']} | 阶段: {alpha['stage']}")
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print(f" 创建时间: {alpha['date_created']}")
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print(f" 设置: {alpha['settings']['region']} | {alpha['settings']['universe']} | "
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f"中性化: {alpha['settings']['neutralization']}")
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print(f" 表现: Sharpe={alpha['performance']['sharpe']:.2f} | "
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f"Fitness={alpha['performance']['fitness']:.2f} | "
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f"收益={alpha['performance']['returns']:.2%} | "
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f"换手率={alpha['performance']['turnover']:.2f}")
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# 显示关键检查结果
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key_checks = ['LOW_SHARPE', 'LOW_FITNESS', 'LOW_TURNOVER', 'HIGH_TURNOVER']
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check_results = []
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for check_name in key_checks:
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if check_name in alpha['checks']:
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check = alpha['checks'][check_name]
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result_symbol = "✓" if check['result'] == 'PASS' else "✗"
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check_results.append(f"{check_name}: {result_symbol}")
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if check_results:
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print(f" 检查: {', '.join(check_results)}")
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# 使用示例
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def process_alpha_data(raw_data):
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"""
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处理原始alpha数据的完整流程
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"""
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# 提取信息
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extracted_data = extract_alpha_info(raw_data)
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# 打印摘要
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print_alpha_summary(extracted_data)
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return extracted_data
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def main():
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# 登录
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client = login()
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if not client:
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return
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try:
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# 一次性获取所有alpha数据
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all_data = get_alphas_data(client, page_size=10)
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print(f"\n最终结果: 总共获取到 {all_data['count']} 条alpha数据")
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if all_data and 'alphas' in all_data:
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# 处理提取信息
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processed_data = process_alpha_data({'results': all_data['alphas']})
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finally:
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# 确保客户端被关闭
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client.close()
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print("\n连接已关闭")
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# 使用示例
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if __name__ == "__main__":
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main()
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@@ -1,99 +0,0 @@
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import httpx
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from httpx import BasicAuth
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import os
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def login(credentials_file='account.txt'):
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"""登录WorldQuant Brain API"""
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# 读取本地账号密码
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if not os.path.exists(credentials_file):
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print("未找到 account.txt 文件")
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with open(credentials_file, 'w') as f: 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(credentials_file) as f:
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credentials = eval(f.read())
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username, password = credentials[0], credentials[1]
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print(f"正在登录账户: {username}")
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# 创建客户端并认证
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client = httpx.Client(auth=BasicAuth(username, password))
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# 发送登录请求
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response = client.post('https://api.worldquantbrain.com/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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print(response.json())
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return client
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else:
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print(f"登录失败: {response.json()}")
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client.close()
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return None
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def get_alphas_data(client, limit=10, offset=0):
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"""获取alpha数据"""
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# 使用params参数而不是直接拼接URL
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params = {
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'limit': limit,
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'offset': offset,
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'status': 'UNSUBMITTED%1FIS_FAIL', # 注意：这里可能需要根据实际API要求调整编码
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'is.sharpe%3E1.25': '', # 注意：这里可能需要调整参数格式
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'order': '-dateSubmitted',
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'hidden': 'false'
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}
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url = 'https://api.worldquantbrain.com/users/self/alphas'
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try:
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response = client.get(url, params=params)
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print(f"获取数据状态码: {response.status_code}")
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if response.status_code == 200:
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return response.json()
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else:
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print(f"获取数据失败: {response.text}")
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return None
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except Exception as e:
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print(f"请求发生错误: {e}")
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return None
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def main():
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# 登录
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client = login()
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if not client:
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return
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try:
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# 第一次请求获取count
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first_data = get_alphas_data(client, limit=10, offset=0)
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if first_data and 'count' in first_data:
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count = first_data['count']
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print(f"获取到的count值: {count}")
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if int(count) == 0:
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print("没有符合条件的Alpha因子")
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return
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# 第二次请求，使用count作为offset
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second_data = get_alphas_data(client, limit=count, offset=count)
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if second_data:
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print("第二次请求返回的数据:")
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print(second_data)
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else:
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print("第二次请求失败")
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else:
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print("第一次请求失败或未找到count字段")
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finally:
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# 确保客户端被关闭
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client.close()
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print("\n连接已关闭")
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# 使用示例
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if __name__ == "__main__":
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main()
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