alpha_tools/test/wqb-simulate-go/main.go

package main

import (
	"encoding/json"
	"fmt"
	"os"
	"time"
)

func main() {
	// 1. 加载账号配置
	fmt.Println("正在加载账号配置...")
	config, err := LoadAccountConfig("account.json") // 注意：现在是.json，不是.txt
	if err != nil {
		fmt.Println(err)
		os.Exit(1)
	}

	// 2. 加载Alpha表达式
	fmt.Println("正在加载Alpha表达式...")
	alphaList, err := LoadAlphaList("alphas.json")
	if err != nil {
		fmt.Println(err)
		os.Exit(1)
	}

	if len(alphaList) == 0 {
		fmt.Println("alphas.json 文件为空")
		os.Exit(1)
	}

	// 3. 提取表达式（类似Python的提取逻辑）
	var expressions []map[string]interface{}
	for _, item := range alphaList {
		expr := map[string]interface{}{
			"expression": item["regular"],
			"settings":   item["settings"],
			"type":       item["type"],
		}
		expressions = append(expressions, expr)
	}

	// 4. 创建客户端并登录
	client := NewBrainClient(config.Username, config.Password)

	fmt.Println("\n正在登录Brain API...")
	err = client.Login()
	if err != nil {
		fmt.Printf("登录失败: %v\n", err)
		os.Exit(1)
	}

	// 5. 开始模拟
	fmt.Println("\n开始Alpha因子模拟...")
	totalStart := time.Now()
	var results []*SimulationResult

	for i, item := range expressions {
		fmt.Printf("\n%s\n", "============================================")
		fmt.Printf("开始第 %d 个因子模拟 (共 %d 个)\n", i+1, len(expressions))
		fmt.Printf("因子: %v\n", item)
		fmt.Printf("%s\n", "============================================")

		// 获取表达式和设置
		expression, _ := item["expression"].(string)
		settings, _ := item["settings"].(map[string]interface{})

		// 执行模拟
		result, err := client.SimulateAlpha(expression, settings)
		if err != nil {
			// 处理错误
			result = &SimulationResult{
				Status:        "failed",
				Expression:    expression,
				Message:       err.Error(),
				TimeCost:      0,
				FormattedTime: "0秒",
				Timestamp:     time.Now().Format("2006-01-02 15:04:05"),
			}
		}

		results = append(results, result)

		// 打印结果
		printResult(result)

		// 最后一个不等待
		if i < len(expressions)-1 {
			sleepTime := 3.0 // 固定等待3秒
			fmt.Printf("\n等待 %.2f 秒后开始下一个...\n", sleepTime)
			time.Sleep(time.Duration(sleepTime) * time.Second)
		}
	}

	totalTime := time.Since(totalStart).Seconds()

	// 6. 打印汇总
	printSummary(results, totalTime)

	// 7. 保存结果
	saveResults(results)
}

// 打印单个结果
func printResult(r *SimulationResult) {
	if r.Status == "success" {
		fmt.Printf("✓ 因子模拟成功: %s\n", r.Expression)
		fmt.Printf("  耗时: %s，Alpha ID: %s\n", r.FormattedTime, r.AlphaID)

		if r.Metrics != nil {
			fmt.Println("  关键指标:")
			if r.Metrics.SharpeRatio != nil {
				fmt.Printf("    夏普比率: %.4f\n", *r.Metrics.SharpeRatio)
			}
			if r.Metrics.AnnualReturn != nil {
				fmt.Printf("    年化收益: %.4f\n", *r.Metrics.AnnualReturn)
			}
		}
	} else {
		fmt.Printf("✗ 因子模拟失败: %s\n", r.Expression)
		fmt.Printf("  耗时: %s，错误: %s\n", r.FormattedTime, r.Message)
	}
}

// 打印汇总
func printSummary(results []*SimulationResult, totalTime float64) {
	fmt.Printf("\n%s\n", "============================================")
	fmt.Println("模拟结果汇总")
	fmt.Printf("%s\n", "============================================")

	success := 0
	failed := 0
	for _, r := range results {
		if r.Status == "success" {
			success++
		} else {
			failed++
		}
	}

	fmt.Printf("总模拟因子数: %d\n", len(results))
	fmt.Printf("成功: %d 个\n", success)
	fmt.Printf("失败: %d 个\n", failed)
	fmt.Printf("总耗时: %s\n", formatTime(totalTime))
	fmt.Printf("%s\n", "============================================")

	for i, r := range results {
		mark := "✓"
		if r.Status != "success" {
			mark = "✗"
		}
		fmt.Printf("%d. %s %s\n", i+1, mark, r.Expression)
		fmt.Printf("   状态: %s\n", r.Status)
		fmt.Printf("   耗时: %s\n", r.FormattedTime)
		fmt.Printf("   Alpha ID: %s\n", r.AlphaID)
		if r.Status != "success" {
			fmt.Printf("   原因: %s\n", r.Message)
		}
		fmt.Println()
	}
}

// 保存结果
func saveResults(results []*SimulationResult) {
	// 创建result目录
	os.MkdirAll("./result", 0755)

	filename := fmt.Sprintf("result/simulation_results-%d.json", time.Now().Unix())

	// 转换为JSON并保存
	data, err := json.MarshalIndent(results, "", "  ")
	if err != nil {
		fmt.Printf("保存结果失败: %v\n", err)
		return
	}

	err = os.WriteFile(filename, data, 0644)
	if err != nil {
		fmt.Printf("保存结果失败: %v\n", err)
		return
	}

	fmt.Printf("结果已保存到 %s\n", filename)
}