parent
9bed7bc1fb
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ad98c97949
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import httpx |
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from httpx import BasicAuth |
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import os |
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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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|
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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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Reference in new issue