240 lines
7.0 KiB
Python
240 lines
7.0 KiB
Python
# -*- coding: utf-8 -*-
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"""
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批量隐藏低质量Alpha
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目标URL: https://api.worldquantbrain.com/users/self/alphas?limit=22&offset=0&status=UNSUBMITTED%1FIS_FAIL&is.sharpe%3C0.7&is.sharpe%3E-0.8&is.turnover%3C0.2&order=-is.sharpe&hidden=false
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隐藏接口: PATCH https://api.worldquantbrain.com/alphas/{alpha_id}
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Payload: {"hidden":true}
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"""
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import random
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import time
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import httpx
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from httpx import BasicAuth
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# 全局配置
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TIMEOUT = 10.0 # 请求超时时间（秒）
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MAX_RETRIES = 3 # 最大重试次数
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RETRY_DELAY_MIN = 3 # 重试最小等待时间（秒）
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RETRY_DELAY_MAX = 5 # 重试最大等待时间（秒）
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MAX_LIMIT = 100 # 每页最大数量
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MAX_PAGE = 2 # 最大页数
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def login():
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"""登录WorldQuant Brain API"""
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# 从nacos获取账号密码
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nacos_resp = httpx.get('http://192.168.31.41:30848/nacos/v1/cs/configs?dataId=wq_account&group=quantify')
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if nacos_resp.status_code != 200:
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print('获取账号密码失败')
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return False
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config = nacos_resp.json()
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username = config['user_name']
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password = config['password']
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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，设置超时
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client = httpx.Client(auth=BasicAuth(username, password), timeout=TIMEOUT)
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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 request_with_retry(client, method, url, **kwargs):
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"""
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带重试机制的请求函数
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默认重试3次，每次等待3-5秒
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"""
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for attempt in range(1, MAX_RETRIES + 1):
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try:
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print(f" 请求尝试 {attempt}/{MAX_RETRIES}: {method.upper()} {url}")
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response = client.request(method, url, **kwargs)
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return response
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except Exception as e:
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print(f" 请求异常: {str(e)}")
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if attempt < MAX_RETRIES:
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sleep_time = random.uniform(RETRY_DELAY_MIN, RETRY_DELAY_MAX)
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print(f" 等待 {sleep_time:.2f} 秒后重试...")
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time.sleep(sleep_time)
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else:
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print(f" 已达到最大重试次数 {MAX_RETRIES}，放弃请求")
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raise
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return None
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def fetch_all_alphas(client, base_url):
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"""
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分页获取所有符合条件的alpha
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返回alpha信息列表（包含id和is数据）
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使用for循环，步进MAX_LIMIT，最多获取MAX_PAGE页
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"""
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alphas = []
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for page in range(MAX_PAGE):
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# 计算当前页的offset
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offset = page * MAX_LIMIT
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# 构建当前页的URL
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url = f"{base_url}&offset={offset}"
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print(f"\n正在获取第 {page + 1}/{MAX_PAGE} 页，offset={offset} 的数据...")
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try:
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response = request_with_retry(client, 'get', url)
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except Exception as e:
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print(f"获取数据失败: {str(e)}")
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break
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if response.status_code != 200:
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print(f"获取数据失败: {response.status_code}")
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print(f"响应: {response.text}")
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break
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data = response.json()
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results = data.get('results', [])
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# 如果没有结果，说明已经获取完毕
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if not results:
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print("\n没有更多数据，获取完成")
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break
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# 提取当前页的alpha信息
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for alpha in results:
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alpha_info = {
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'id': alpha.get('id'),
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'is': alpha.get('is', {})
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}
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if alpha_info['id']:
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alphas.append(alpha_info)
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print(f" 发现Alpha: {alpha_info['id']}")
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print(f"本页获取完成，共 {len(results)} 个Alpha")
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sleep_time = random.uniform(3, 5)
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print(f"等待 {sleep_time:.2f} 秒后继续获取下一页数据...")
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time.sleep(sleep_time)
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return alphas
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def hide_alpha(client, alpha_info):
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"""
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隐藏单个Alpha
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PATCH https://api.worldquantbrain.com/alphas/{alpha_id}
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Payload: {"hidden":true}
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隐藏后输出is数据
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"""
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alpha_id = alpha_info['id']
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is_data = alpha_info.get('is', {})
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url = f"https://api.worldquantbrain.com/alphas/{alpha_id}"
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payload = {"hidden": True}
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try:
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response = request_with_retry(client, 'patch', url, json=payload)
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if response.status_code in [200, 204]:
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# 输出is数据
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sharpe = is_data.get('sharpe', 'N/A')
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fitness = is_data.get('fitness', 'N/A')
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margin = is_data.get('margin', 'N/A')
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drawdown = is_data.get('drawdown', 'N/A')
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returns = is_data.get('returns', 'N/A')
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print(f" ✓ Alpha {alpha_id} 隐藏成功")
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print(f" sharpe={sharpe}, fitness={fitness}, margin={margin}, drawdown={drawdown}, returns={returns}")
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return True
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else:
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print(f" ✗ Alpha {alpha_id} 隐藏失败: {response.status_code}")
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print(f" 响应: {response.text}")
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return False
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except Exception as e:
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print(f" ✗ Alpha {alpha_id} 隐藏异常: {str(e)}")
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return False
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def batch_hide_alphas(client, alphas):
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"""
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批量隐藏Alpha
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"""
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total = len(alphas)
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success_count = 0
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fail_count = 0
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print(f"\n开始批量隐藏 {total} 个Alpha...")
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print("=" * 50)
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for index, alpha_info in enumerate(alphas, 1):
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alpha_id = alpha_info['id']
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print(f"[{index}/{total}] 正在隐藏 Alpha: {alpha_id}")
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if hide_alpha(client, alpha_info):
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success_count += 1
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else:
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fail_count += 1
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time.sleep(1)
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print("=" * 50)
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print(f"批量隐藏完成!")
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print(f"成功: {success_count} 个")
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print(f"失败: {fail_count} 个")
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return success_count, fail_count
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def run(client):
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# 目标URL（获取未隐藏的、低sharpe的alpha）
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TARGET_URL = "https://api.worldquantbrain.com/users/self/alphas?limit=100&offset=0&status=UNSUBMITTED%1FIS_FAIL&is.sharpe%3C0.65&is.sharpe%3E-0.8&is.turnover%3C0.2&order=-is.sharpe&hidden=false"
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if client:
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try:
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print("\n" + "=" * 50)
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print("获取所有符合条件的Alpha")
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print("=" * 50)
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alphas = fetch_all_alphas(client, TARGET_URL)
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if not alphas:
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print("没有找到需要隐藏的Alpha")
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exit(1)
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else:
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print(f"\n总共找到 {len(alphas)} 个需要隐藏的Alpha")
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print("\n" + "=" * 50)
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print("批量隐藏Alpha")
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print("=" * 50)
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success, fail = batch_hide_alphas(client, alphas)
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except Exception as e:
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print(str(e))
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else:
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print("登录失败，程序退出")
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def main():
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# 登录
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client = login()
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while True:
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run(client)
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time.sleep(60)
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if __name__ == '__main__':
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main()
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