Merge branch 'main' of https://gitea.erhe.top/wqb/alpha_tools

fetch_local_performance/fetch_local_performance.py

@@ -0,0 +1,345 @@
+# -*- coding: utf-8 -*-
+import json
+import httpx
+from datetime import datetime, timedelta
+
+
+class OdooClient:
+    """Odoo JSON-RPC 客户端类"""
+
+    def __init__(self, url, db_name, username, password):
+        """
+        初始化 Odoo 客户端并自动登录
+
+        Args:
+            url: Odoo 服务器地址
+            db_name: 数据库名称
+            username: 用户名
+            password: 密码
+        """
+        self.url = url
+        self.db_name = db_name
+        self.username = username
+        self.password = password
+        self.client = None
+        self.uid = None
+
+        # 自动登录
+        self.login()
+
+    def login(self):
+        """登录并获取 uid 和 client"""
+        try:
+            self.client = httpx.Client(timeout=30.0)
+
+            # Odoo 登录
+            payload = {
+                "jsonrpc": "2.0",
+                "method": "call",
+                "params": {
+                    "service": "common",
+                    "method": "login",
+                    "args": [self.db_name, self.username, self.password]
+                },
+                "id": 1
+            }
+
+            response = self.client.post(f"{self.url}/jsonrpc", json=payload)
+            result = response.json()
+
+            # 检查是否有错误
+            if "error" in result:
+                raise Exception(f"登录失败: {result['error']}")
+
+            # Odoo 的登录响应中，result 直接就是 uid
+            self.uid = result.get("result")
+
+            if not self.uid:
+                raise Exception("登录失败：未获取到UID")
+
+            print(f"登录成功，UID: {self.uid}")
+            return True
+
+        except Exception as e:
+            print(f"登录失败: {e}")
+            if self.client:
+                self.client.close()
+                self.client = None
+            self.uid = None
+            raise
+
+    def logout(self):
+        """退出登录并关闭连接"""
+        if self.client:
+            self.client.close()
+            self.client = None
+            self.uid = None
+            print("已退出")
+
+    def search_data(self, model, domain, fields=None, order=None, limit=None):
+        """
+        通用搜索方法
+
+        Args:
+            model: 模型名称
+            domain: 搜索条件列表
+            fields: 需要返回的字段列表
+            order: 排序规则
+            limit: 返回记录数量限制
+
+        Returns:
+            查询结果列表，失败返回 None
+        """
+        if not self.client or not self.uid:
+            raise Exception("未登录或连接已断开")
+
+        # 构建参数
+        args = [domain]
+        if fields:
+            args.append(fields)
+
+        kwargs = {}
+        if order:
+            kwargs['order'] = order
+        if limit:
+            kwargs['limit'] = limit
+
+        payload = {
+            "jsonrpc": "2.0",
+            "method": "call",
+            "params": {
+                "service": "object",
+                "method": "execute_kw",
+                "args": [
+                    self.db_name,
+                    self.uid,
+                    self.password,
+                    model,
+                    "search_read",
+                    args,
+                    kwargs
+                ]
+            },
+            "id": 2
+        }
+
+        try:
+            response = self.client.post(f"{self.url}/jsonrpc", json=payload)
+            result = response.json()
+
+            if "error" in result:
+                print(f"查询失败: {result['error']}")
+                return None
+
+            return result.get("result", [])
+
+        except Exception as e:
+            print(f"查询异常: {e}")
+            return None
+
+    def __enter__(self):
+        """上下文管理器入口"""
+        return self
+
+    def __exit__(self, exc_type, exc_val, exc_tb):
+        """上下文管理器出口，自动登出"""
+        self.logout()
+
+
+# 使用 OdooClient 类重构后的函数
+def fetch_local_performance(odoo_client, model, domain, fields, limit):
+    """获取本地表现数据"""
+    # 执行搜索
+    result = odoo_client.search_data(model=model, domain=domain, fields=fields, order="id desc", limit=limit)
+
+    if result:
+        return result
+    else:
+        print("未获取到数据")
+        exit(1)
+
+
+def deconstruction_data(all_data):
+    """解构并输出数据"""
+    for idx, data in enumerate(all_data):
+        data = json.loads(data.get('performance'))
+        print(f"\n{'=' * 60}")
+        print(f"策略 #{idx + 1}")
+        print(f"{'=' * 60}")
+
+        # 基础信息
+        alpha_id = data.get("id")
+        alpha_type = data.get("type")
+        author = data.get("author")
+        name = data.get("name")
+
+        print(f"ID: {alpha_id}")
+        print(f"类型: {alpha_type}")
+        print(f"作者: {author}")
+        print(f"名称: {name if name else '未命名'}")
+
+        # Settings 配置
+        settings = data.get("settings", {})
+        print(f"\n【配置信息】")
+        print(f"  品种类型: {settings.get('instrumentType')}")
+        print(f"  地区: {settings.get('region')}")
+        print(f"  股票池: {settings.get('universe')}")
+        print(f"  延迟: {settings.get('delay')}")
+        print(f"  衰减: {settings.get('decay')}")
+        print(f"  中性化: {settings.get('neutralization')}")
+        print(f"  截断: {settings.get('truncation')}")
+        print(f"  时间区间: {settings.get('startDate')} -> {settings.get('endDate')}")
+
+        # 因子代码
+        regular = data.get('regular', {})
+        code = regular.get('code')
+        description = regular.get('description')
+
+        print(f"\n【因子代码】")
+        print(f"  Code: {code}")
+        if description:
+            print(f"  Desc: {description}")
+        print(f"  操作符数量: {regular.get('operatorCount')}")
+
+        # 样本内（IS）回测结果 - 重点
+        in_sample = data.get('is', {})
+
+        if in_sample:
+            print(f"\n【样本内回测结果 (IS)】")
+            print(f"  📉 PnL: {in_sample.get('pnl', 0):,.0f}")
+            print(f"  📊 总收益率: {in_sample.get('returns', 0) * 100:.2f}%")
+            print(f"  🎯 夏普比率: {in_sample.get('sharpe', 0):.2f}")
+            print(f"  💪 Fitness: {in_sample.get('fitness', 0):.2f}")
+            print(f"  📉 最大回撤: {in_sample.get('drawdown', 0) * 100:.2f}%")
+            print(f"  🔄 换手率: {in_sample.get('turnover', 0) * 100:.2f}%")
+            print(f"  📈 多头持仓数: {in_sample.get('longCount', 0)}")
+            print(f"  📉 空头持仓数: {in_sample.get('shortCount', 0)}")
+            print(f"  💰 保证金: {in_sample.get('margin', 0):.6f}")
+            print(f"  📅 回测区间: {in_sample.get('startDate')} -> {in_sample.get('endDate')}")
+
+            # 检查项结果 - 排序后输出
+            checks = in_sample.get('checks', [])
+            if checks:
+                print(f"\n  【检查项】（已排序：PASS → WARNING → FAIL → PENDING）")
+
+                # 定义排序优先级
+                def sort_priority(check):
+                    result = check.get('result')
+                    priority_order = {
+                        'PASS': 1,
+                        'WARNING': 2,
+                        'FAIL': 3,
+                        'PENDING': 4
+                    }
+                    return priority_order.get(result, 5)
+
+                # 排序
+                sorted_checks = sorted(checks, key=sort_priority)
+
+                # 输出排序后的检查项
+                for check in sorted_checks:
+                    name_check = check.get('name')
+                    result = check.get('result')
+                    limit = check.get('limit')
+                    value = check.get('value')
+
+                    # 根据结果用不同符号标记
+                    if result == 'PASS':
+                        symbol = '✅'
+                    elif result == 'FAIL':
+                        symbol = '❌'
+                    elif result == 'WARNING':
+                        symbol = '⚠️'
+                    else:
+                        symbol = '⏳'
+
+                    if limit is not None and value is not None:
+                        print(f"    {symbol} {name_check}: {result} (要求: {limit}, 实际: {value})")
+                    else:
+                        print(f"    {symbol} {name_check}: {result}")
+        else:
+            print(f"\n【样本内回测结果 (IS)】")
+            print(f"  ⚠️ 无数据（因子可能在样本内阶段就失败了）")
+
+        # 样本外（OS）结果 - 通常为空表示策略无效
+        out_sample = data.get('os', {})
+        train = data.get('train', {})
+        test = data.get('test', {})
+
+        if out_sample:
+            print(f"\n【样本外回测结果 (OS)】")
+            print(f"  夏普比率: {out_sample.get('sharpe', 0):.2f}")
+        else:
+            print(f"\n【样本外回测结果 (OS)】⚠️ 为空 - 因子可能未通过样本内测试")
+
+        if train:
+            print(f"\n【训练集结果 (Train)】")
+            print(f"  夏普比率: {train.get('sharpe', 0):.2f}")
+
+        if test:
+            print(f"\n【测试集结果 (Test)】")
+            print(f"  夏普比率: {test.get('sharpe', 0):.2f}")
+
+        # 主题和竞赛信息
+        themes = data.get('themes', [])
+        if themes:
+            print(f"\n【关联主题】")
+            for theme in themes:
+                print(f"  - {theme.get('name')} (乘数: {theme.get('multiplier')}x)")
+
+        competitions = data.get('competitions', [])
+        if competitions:
+            print(f"\n【关联竞赛】")
+            for comp in competitions:
+                print(f"  - {comp.get('name')}")
+
+        # 状态信息
+        print(f"\n【状态】")
+        print(f"  阶段: {data.get('stage')}")
+        print(f"  状态: {data.get('status')}")
+        print(f"  是否收藏: {data.get('favorite')}")
+        print(f"  创建时间: {data.get('dateCreated')}")
+
+        # 如果有分类信息
+        classifications = data.get('classifications', [])
+        if classifications:
+            print(f"\n【分类】")
+            for cls in classifications:
+                print(f"  - {cls.get('name')}")
+
+
+# 使用示例
+if __name__ == "__main__":
+    # ==============================  Odoo 连接配置  ====================================
+    ODOO_URL = "http://192.168.31.41:32000"
+    DB_NAME = "quantify"
+    USERNAME = "rpc"
+    PASSWORD = "aaaAAA111"
+
+    # ==============================  搜索设置  ====================================
+    days = 7
+    now = datetime.now()
+    today_zero = now.replace(hour=0, minute=0, second=0, microsecond=0)
+    days_ago_zero = today_zero - timedelta(days=days)
+    # 模型名称
+    model = "alpha.expression.line"
+    # 搜索条件
+    domain = [('performance', '!=', '{}'), ('write_date', '>=', days_ago_zero.strftime('%Y-%m-%d %H:%M:%S'))]
+    # 搜索字段
+    fields = ['id', 'performance']
+    # 搜索数量限制
+    limit = 1
+
+    try:
+        odoo = OdooClient(ODOO_URL, DB_NAME, USERNAME, PASSWORD)
+
+        all_data = fetch_local_performance(odoo, model, domain, fields, limit)
+        deconstruction_data(all_data)
+
+
+    except Exception as e:
+        print(f"程序执行失败: {e}")
+
+    with OdooClient(ODOO_URL, DB_NAME, USERNAME, PASSWORD) as odoo:
+        all_data = fetch_local_performance(odoo)
+        deconstruction_data(all_data)

rpc_batch_fetch_dataset/rpc_batch_fetch_dataset.py

@@ -1,8 +1,7 @@
-import xmlrpc.client
+import httpx
 import time
 import sys
 
-# Odoo 连接配置
 ODOO_URL = "http://192.168.31.41:32000"
 DB_NAME = "quantify"
 USERNAME = "rpc"
@@ -16,75 +15,91 @@ class OdooClient:
         self.username = username
         self.password = password
         self.uid = None
-        self.models = None
+        self.client = None
         self._connect()
 
     def _connect(self):
-        """建立 XML-RPC 连接"""
         try:
-            common = xmlrpc.client.ServerProxy(f"{self.url}/xmlrpc/2/common")
-            self.uid = common.authenticate(self.db, self.username, self.password, {})
+            self.client = httpx.Client(timeout=30.0)
+
+            payload = {
+                "jsonrpc": "2.0",
+                "method": "call",
+                "params": {
+                    "service": "common",
+                    "method": "login",
+                    "args": [self.db, self.username, self.password]
+                },
+                "id": 1
+            }
+
+            response = self.client.post(f"{self.url}/jsonrpc", json=payload)
+            result = response.json()
+
+            if "error" in result:
+                raise Exception(f"登录失败: {result['error']}")
+
+            self.uid = result.get("result")
             if not self.uid:
                 raise Exception("认证失败，请检查用户名和密码")
-            self.models = xmlrpc.client.ServerProxy(f"{self.url}/xmlrpc/2/object")
+
             print(f"[INFO] 连接成功，UID: {self.uid}")
         except Exception as e:
             print(f"[ERROR] 连接失败: {e}")
             sys.exit(1)
 
+    def _execute(self, model, method, args=None, kwargs=None):
+        if args is None:
+            args = []
+        if kwargs is None:
+            kwargs = {}
+
+        payload = {
+            "jsonrpc": "2.0",
+            "method": "call",
+            "params": {
+                "service": "object",
+                "method": "execute_kw",
+                "args": [self.db, self.uid, self.password, model, method, args, kwargs]
+            },
+            "id": 2
+        }
+
+        response = self.client.post(f"{self.url}/jsonrpc", json=payload)
+        result = response.json()
+
+        if "error" in result:
+            raise Exception(f"RPC错误: {result['error']}")
+
+        return result.get("result")
+
     def search_draft_records(self):
-        """搜索所有状态为 draft 的 alpha.datasets 记录"""
         try:
-            ids = self.models.execute_kw(
-                self.db, self.uid, self.password,
-                'alpha.datasets', 'search',
-                [[('status', '=', 'draft')]]
-            )
+            ids = self._execute('alpha.datasets', 'search', [[('status', '=', 'draft')]])
             print(f"[INFO] 找到 {len(ids)} 条 draft 记录: {ids}")
             return ids
-        except xmlrpc.client.Fault as e:
-            print(f"[ERROR] XML-RPC Fault 搜索记录失败: {e.faultCode} - {e.faultString}")
-            return []
         except Exception as e:
             print(f"[ERROR] 搜索 draft 记录失败: {e}")
             return []
 
     def get_record_status(self, record_id):
-        """获取单条记录的状态"""
         try:
-            records = self.models.execute_kw(
-                self.db, self.uid, self.password,
-                'alpha.datasets', 'read',
-                [[record_id], ['status', 'result_message', 'datasets_id', 'name']]
-            )
+            records = self._execute('alpha.datasets', 'read', [[record_id], ['status', 'result_message', 'datasets_id', 'name']])
             if records:
                 return records[0]
             return None
-        except xmlrpc.client.Fault as e:
-            print(f"[ERROR] XML-RPC Fault 获取记录 {record_id} 状态失败: {e.faultCode} - {e.faultString}")
-            return None
         except Exception as e:
             print(f"[ERROR] 获取记录 {record_id} 状态失败: {e}")
             return None
 
     def trigger_btn_get_datasets(self, record_id):
-        """
-        调用 btn_get_datasets 方法
-        返回: (success, message)
-        """
         try:
-            result = self.models.execute_kw(
-                self.db, self.uid, self.password,
-                'alpha.datasets', 'btn_get_datasets',
-                [[record_id]]
-            )
+            result = self._execute('alpha.datasets', 'btn_get_datasets', [[record_id]])
 
-            # 处理不同的返回值
             if result is True:
                 print(f"[INFO] 记录 {record_id} 的 btn_get_datasets 调用成功")
                 return True, "调用成功"
             elif isinstance(result, dict) and result.get('type') == 'ir.actions.client':
-                # 返回的是 notification 字典
                 message = result.get('params', {}).get('message', '')
                 msg_type = result.get('params', {}).get('type', 'info')
                 if msg_type == 'danger':
@@ -97,20 +112,12 @@ class OdooClient:
                 print(f"[INFO] 记录 {record_id} 的 btn_get_datasets 调用完成，返回: {result}")
                 return True, "调用成功"
 
-        except xmlrpc.client.Fault as e:
-            error_msg = f"XML-RPC Fault: {e.faultCode} - {e.faultString}"
-            print(f"[ERROR] 调用记录 {record_id} 的 btn_get_datasets 失败: {error_msg}")
-            return False, error_msg
         except Exception as e:
             error_msg = f"Exception: {str(e)}"
             print(f"[ERROR] 调用记录 {record_id} 的 btn_get_datasets 失败: {error_msg}")
             return False, error_msg
 
     def wait_for_status_change(self, record_id, check_interval=5, max_wait_minutes=30):
-        """
-        轮询等待记录状态变为 done 或 failed
-        返回: (status, result_message)
-        """
         max_attempts = (max_wait_minutes * 60) // check_interval
         attempt = 0
 
@@ -139,22 +146,18 @@ class OdooClient:
 
 
 def main():
-    """主函数"""
     print("=" * 60)
     print("Odoo 批量处理 draft 数据集脚本")
     print("=" * 60)
 
-    # 初始化客户端
     client = OdooClient(ODOO_URL, DB_NAME, USERNAME, PASSWORD)
 
-    # 统计信息
     total_processed = 0
     success_count = 0
     failed_count = 0
     timeout_count = 0
 
     while True:
-        # 搜索所有 draft 记录
         draft_ids = client.search_draft_records()
 
         if not draft_ids:
@@ -166,7 +169,6 @@ def main():
         for record_id in draft_ids:
             print(f"\n--- 处理记录 ID: {record_id} ---")
 
-            # 再次确认状态（防止在搜索后状态被改变）
             current_record = client.get_record_status(record_id)
             if not current_record:
                 print(f"[ERROR] 无法获取记录 {record_id} 的信息，跳过")
@@ -184,7 +186,6 @@ def main():
             print(f"[INFO] 数据集名称: {name}")
             print(f"[INFO] 数据集 ID: {datasets_id}")
 
-            # 触发 btn_get_datasets
             success, message = client.trigger_btn_get_datasets(record_id)
 
             if not success:
@@ -192,21 +193,15 @@ def main():
                 failed_count += 1
                 total_processed += 1
 
-                # 更新记录状态为 failed（如果触发失败）
                 try:
-                    client.models.execute_kw(
-                        client.db, client.uid, client.password,
-                        'alpha.datasets', 'write',
-                        [[record_id], {
-                            'status': 'failed',
-                            'result_message': f'Trigger failed: {message}'
-                        }]
-                    )
+                    client._execute('alpha.datasets', 'write', [[record_id], {
+                        'status': 'failed',
+                        'result_message': f'Trigger failed: {message}'
+                    }])
                 except Exception as e:
                     print(f"[WARN] 无法更新记录状态: {e}")
                 continue
 
-            # 等待状态变化
             status, result_msg = client.wait_for_status_change(record_id)
 
             if status == 'done':
@@ -225,10 +220,8 @@ def main():
 
             total_processed += 1
 
-            # 短暂延迟，避免请求过快
             time.sleep(1)
 
-    # 输出统计
     print("\n" + "=" * 60)
     print("处理完成统计:")
     print(f"  总处理记录数: {total_processed}")