From 149778d30bdfea03ca06e02781ab90e081b38460 Mon Sep 17 00:00:00 2001 From: jack Date: Thu, 2 Apr 2026 11:59:32 +0800 Subject: [PATCH 1/2] ++ --- .../fetch_local_performance.py | 27 +++++++++++++++++++ .../获取odoo中模拟后的alpha性能 | 0 2 files changed, 27 insertions(+) create mode 100644 fetch_local_performance/fetch_local_performance.py create mode 100644 fetch_local_performance/获取odoo中模拟后的alpha性能 diff --git a/fetch_local_performance/fetch_local_performance.py b/fetch_local_performance/fetch_local_performance.py new file mode 100644 index 0000000..915bed9 --- /dev/null +++ b/fetch_local_performance/fetch_local_performance.py @@ -0,0 +1,27 @@ +# -*- coding: utf-8 -*- +import xmlrpc.client +import os +import sys +import time +from datetime import datetime, timedelta + +# Odoo 连接配置 +ODOO_URL = "http://192.168.31.41:32000" +DB_NAME = "quantify" +USERNAME = "rpc" +PASSWORD = "aaaAAA111" + +# RPC 客户端 +common = xmlrpc.client.ServerProxy('{}/xmlrpc/2/common'.format(ODOO_URL)) +uid = common.authenticate(DB_NAME, USERNAME, PASSWORD, {}) + +# 搜索 alpha.expression.line 模型, 条件 字段 performance 不为空, 并按 id 升序排序 +domain = [('performance', '!=', False)] +order = 'id asc' +expression_line_ids = xmlrpc.client.ServerProxy('{}/xmlrpc/2/object'.format(ODOO_URL)).execute_kw( + DB_NAME, uid, PASSWORD, 'alpha.expression.line', 'search_read', + [domain, ['id', 'performance', 'name', 'expression_id']], + {'order': order} + ) + +print(expression_line_ids) \ No newline at end of file diff --git a/fetch_local_performance/获取odoo中模拟后的alpha性能 b/fetch_local_performance/获取odoo中模拟后的alpha性能 new file mode 100644 index 0000000..e69de29 From 7e3f86d67e8624eea1467931faea09fcc73ba01f Mon Sep 17 00:00:00 2001 From: jack Date: Thu, 2 Apr 2026 18:29:26 +0800 Subject: [PATCH 2/2] ++ --- .../fetch_local_performance.py | 366 ++++++++++++++++-- .../rpc_batch_fetch_dataset.py | 117 +++--- 2 files changed, 397 insertions(+), 86 deletions(-) diff --git a/fetch_local_performance/fetch_local_performance.py b/fetch_local_performance/fetch_local_performance.py index 915bed9..35d8bbf 100644 --- a/fetch_local_performance/fetch_local_performance.py +++ b/fetch_local_performance/fetch_local_performance.py @@ -1,27 +1,345 @@ # -*- coding: utf-8 -*- -import xmlrpc.client -import os -import sys -import time +import json +import httpx from datetime import datetime, timedelta -# Odoo 连接配置 -ODOO_URL = "http://192.168.31.41:32000" -DB_NAME = "quantify" -USERNAME = "rpc" -PASSWORD = "aaaAAA111" - -# RPC 客户端 -common = xmlrpc.client.ServerProxy('{}/xmlrpc/2/common'.format(ODOO_URL)) -uid = common.authenticate(DB_NAME, USERNAME, PASSWORD, {}) - -# 搜索 alpha.expression.line 模型, 条件 字段 performance 不为空, 并按 id 升序排序 -domain = [('performance', '!=', False)] -order = 'id asc' -expression_line_ids = xmlrpc.client.ServerProxy('{}/xmlrpc/2/object'.format(ODOO_URL)).execute_kw( - DB_NAME, uid, PASSWORD, 'alpha.expression.line', 'search_read', - [domain, ['id', 'performance', 'name', 'expression_id']], - {'order': order} - ) - -print(expression_line_ids) \ No newline at end of file + +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) diff --git a/rpc_batch_fetch_dataset/rpc_batch_fetch_dataset.py b/rpc_batch_fetch_dataset/rpc_batch_fetch_dataset.py index 54a1287..b52b78a 100644 --- a/rpc_batch_fetch_dataset/rpc_batch_fetch_dataset.py +++ b/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}")