refactor: 归档旧代码，保留新框架结构
归档内容： - core/ (数据源、因子计算、通用工具) → archive/legacy_core/ - strategies/rotation/engine.py, portfolio.py, report.py → archive/legacy_core/ - scripts/ (run_rotation, daily_scheduler) → archive/legacy_scripts/ - examples/ → archive/legacy_examples/ - tests/ (实验、对比测试) → archive/legacy_tests/ - 单独文件 (fetch_*.py, 动量.py, 全球市场.py等) → archive/single_files/ 保留新结构： - framework/ (抽象接口) - strategies/shared/ (定制组件) - strategies/rotation/strategy.py (新策略) - 外层配置: .env, .dockerignore, build-and-push.sh, hk_ecs.pem, README.md, requirements.txt - Docker相关: Dockerfile, Dockerfile_base, docker-compose.yml 更新README反映新框架架构
This commit is contained in:
0
archive/legacy_core/core/common/__init__.py
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0
archive/legacy_core/core/common/__init__.py
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96
archive/legacy_core/core/common/db.py
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96
archive/legacy_core/core/common/db.py
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@@ -0,0 +1,96 @@
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"""
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数据库配置和连接工具
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"""
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import psycopg2
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from psycopg2.extras import RealDictCursor
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from sqlalchemy import create_engine
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import pandas as pd
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from loguru import logger
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from typing import Optional
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from config.settings import get_db_config
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class DatabaseManager:
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"""数据库管理类"""
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def __init__(self, config: dict = None):
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self.config = config or get_db_config()
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self.engine = None
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def get_engine(self):
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"""获取SQLAlchemy引擎"""
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if self.engine is None:
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conn_str = (
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f"postgresql://{self.config['username']}:{self.config['password']}"
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f"@{self.config['host']}:{self.config['port']}/{self.config['database']}"
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)
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self.engine = create_engine(
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conn_str,
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pool_pre_ping=True,
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pool_recycle=300,
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echo=False,
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)
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return self.engine
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def get_connection(self):
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"""获取psycopg2连接"""
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return psycopg2.connect(
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host=self.config["host"],
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port=self.config["port"],
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database=self.config["database"],
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user=self.config["username"],
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password=self.config["password"],
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)
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def test_connection(self) -> bool:
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"""测试数据库连接"""
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try:
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with self.get_connection() as conn:
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with conn.cursor() as cursor:
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cursor.execute("SELECT 1")
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result = cursor.fetchone()
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logger.info("数据库连接测试成功")
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return True
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except Exception as e:
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logger.error(f"数据库连接测试失败: {e}")
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return False
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def execute_query(self, query: str, params: tuple = None) -> Optional[list]:
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"""执行查询并返回结果"""
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try:
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with self.get_connection() as conn:
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with conn.cursor(cursor_factory=RealDictCursor) as cursor:
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cursor.execute(query, params)
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result = cursor.fetchall()
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return [dict(row) for row in result]
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except Exception as e:
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logger.error(f"执行查询失败: {e}")
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return None
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def insert_dataframe(
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self, df: pd.DataFrame, table_name: str, if_exists: str = "append"
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) -> bool:
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"""将DataFrame插入到数据库表"""
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try:
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engine = self.get_engine()
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df.to_sql(
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table_name,
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engine,
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if_exists=if_exists,
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index=False,
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method="multi",
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chunksize=1000,
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)
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logger.info(f"成功插入 {len(df)} 条记录到表 {table_name}")
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return True
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except Exception as e:
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logger.error(f"插入数据到表 {table_name} 失败: {e}")
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return False
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def close(self):
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"""关闭连接"""
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if self.engine:
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self.engine.dispose()
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self.engine = None
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583
archive/legacy_core/core/common/notify.py
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583
archive/legacy_core/core/common/notify.py
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@@ -0,0 +1,583 @@
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"""
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通知模块 - 支持钉钉、日志等多种通知方式
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"""
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import requests
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import time
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import hmac
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import hashlib
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import base64
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import urllib.parse
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import os
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from loguru import logger
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from typing import Optional
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from config.settings import get_dingtalk_config, get_all_dingtalk_configs
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from core.common.oss_utils import upload_image_to_oss
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class DingTalkBot:
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"""钉钉机器人类"""
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def __init__(self, webhook: str = None, secret: str = None):
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"""
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初始化钉钉机器人
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Args:
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webhook: 钉钉自定义机器人webhook地址
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secret: 加签密钥（可选）
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"""
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config = get_dingtalk_config()
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self.webhook = webhook or config.get("webhook", "")
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self.secret = secret or config.get("secret", "")
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if not self.webhook:
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logger.warning("钉钉webhook未配置，消息将不会被发送")
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def _gen_signed_url(self) -> str:
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"""生成带签名的URL"""
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if not self.secret:
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return self.webhook
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timestamp = str(round(time.time() * 1000))
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secret_enc = self.secret.encode("utf-8")
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string_to_sign = f"{timestamp}\n{self.secret}"
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string_to_sign_enc = string_to_sign.encode("utf-8")
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hmac_code = hmac.new(
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secret_enc, string_to_sign_enc, digestmod=hashlib.sha256
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).digest()
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sign = urllib.parse.quote_plus(base64.b64encode(hmac_code))
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return f"{self.webhook}×tamp={timestamp}&sign={sign}"
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def send_text(
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self, content: str, at_mobiles: list = None, is_at_all: bool = False
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) -> bool:
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"""
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发送文本消息
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Args:
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content: 消息内容
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at_mobiles: 需要@的手机号列表
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is_at_all: 是否@所有人
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Returns:
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bool: 是否发送成功
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"""
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if not self.webhook:
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logger.warning(f"[钉钉消息未发送] {content[:100]}...")
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return False
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at_mobiles = at_mobiles or []
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data = {
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"msgtype": "text",
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"text": {"content": content},
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"at": {"atMobiles": at_mobiles, "isAtAll": is_at_all},
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}
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url = self._gen_signed_url()
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try:
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response = requests.post(url, json=data, timeout=5)
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response.raise_for_status()
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result = response.json()
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if result.get("errcode", -1) != 0:
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logger.error(f"钉钉消息发送失败: {result}")
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return False
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logger.info("钉钉消息发送成功")
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return True
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except Exception as e:
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logger.error(f"钉钉消息发送异常: {e}")
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return False
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def send_markdown(
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self,
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title: str,
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text: str,
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at_mobiles: list = None,
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is_at_all: bool = False,
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) -> bool:
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"""
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发送markdown消息
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Args:
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title: 消息标题
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text: markdown格式的消息内容
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at_mobiles: 需要@的手机号列表
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is_at_all: 是否@所有人
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Returns:
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bool: 是否发送成功
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"""
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if not self.webhook:
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logger.warning(f"[钉钉Markdown未发送] {title}")
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return False
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at_mobiles = at_mobiles or []
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data = {
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"msgtype": "markdown",
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"markdown": {"title": title, "text": text},
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"at": {"atMobiles": at_mobiles, "isAtAll": is_at_all},
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}
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url = self._gen_signed_url()
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try:
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response = requests.post(url, json=data, timeout=5)
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response.raise_for_status()
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result = response.json()
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if result.get("errcode", -1) != 0:
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logger.error(f"钉钉markdown消息发送失败: {result}")
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return False
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logger.info("钉钉markdown消息发送成功")
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return True
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except Exception as e:
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logger.error(f"钉钉markdown消息发送异常: {e}")
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return False
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def send_image(self, image_path: str, title: str = "图片", max_size_kb: int = 6) -> bool:
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"""
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发送图片消息（自动压缩以适应钉钉20KB限制）
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注意：钉钉限制的是整个请求body大小，base64编码会增加约33%体积，所以图片本身需要更小
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Args:
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image_path: 图片文件路径（本地路径）
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title: 消息标题
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max_size_kb: 最大图片大小（KB），默认6KB（base64后约8KB，加上其他字段约10KB）
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Returns:
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bool: 是否发送成功
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"""
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if not self.webhook:
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logger.warning(f"[钉钉图片未发送] {title}")
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return False
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if not os.path.exists(image_path):
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logger.error(f"图片文件不存在: {image_path}")
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return False
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try:
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# 读取并压缩图片
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image_data = self._compress_image(image_path, max_size_kb)
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if not image_data:
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logger.error(f"图片压缩失败: {image_path}")
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return False
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# 转为base64
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image_base64 = base64.b64encode(image_data).decode("utf-8")
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# 计算图片md5（钉钉需要）
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image_md5 = hashlib.md5(image_data).hexdigest()
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data = {
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"msgtype": "image",
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"image": {
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"base64": image_base64,
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"md5": image_md5
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}
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}
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url = self._gen_signed_url()
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response = requests.post(url, json=data, timeout=10)
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response.raise_for_status()
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result = response.json()
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if result.get("errcode", -1) != 0:
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logger.error(f"钉钉图片发送失败: {result}")
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return False
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logger.info(f"钉钉图片发送成功: {image_path}")
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return True
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except Exception as e:
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logger.error(f"钉钉图片发送异常: {e}")
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return False
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def _compress_image(self, image_path: str, max_size_kb: int) -> bytes:
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"""
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压缩图片到指定大小以下
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Args:
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image_path: 图片路径
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max_size_kb: 最大大小（KB）
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Returns:
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bytes: 压缩后的图片数据
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"""
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from PIL import Image
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import io
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max_size_bytes = max_size_kb * 1024
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# 先尝试读取原图
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with open(image_path, "rb") as f:
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image_data = f.read()
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# 如果已经小于限制，直接返回
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if len(image_data) <= max_size_bytes:
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return image_data
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# 需要压缩，使用PIL重新保存
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img = Image.open(image_path)
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# 转换为RGB（去除alpha通道，减小大小）
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if img.mode in ('RGBA', 'P'):
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img = img.convert('RGB')
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# 逐步降低质量直到满足大小要求
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quality = 85
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min_quality = 30
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while quality >= min_quality:
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buffer = io.BytesIO()
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img.save(buffer, format='JPEG', quality=quality, optimize=True)
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compressed_data = buffer.getvalue()
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if len(compressed_data) <= max_size_bytes:
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logger.info(f"图片压缩成功: {len(image_data)/1024:.1f}KB -> {len(compressed_data)/1024:.1f}KB (quality={quality})")
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return compressed_data
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quality -= 10
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# 如果质量降到最小还不行，尝试缩小尺寸
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logger.warning(f"降低质量无法满足要求，尝试缩小尺寸")
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width, height = img.size
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while width > 200 and height > 200:
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width = int(width * 0.8)
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height = int(height * 0.8)
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resized_img = img.resize((width, height), Image.Resampling.LANCZOS)
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buffer = io.BytesIO()
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resized_img.save(buffer, format='JPEG', quality=min_quality, optimize=True)
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compressed_data = buffer.getvalue()
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if len(compressed_data) <= max_size_bytes:
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logger.info(f"图片压缩成功: {len(image_data)/1024:.1f}KB -> {len(compressed_data)/1024:.1f}KB ({width}x{height})")
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return compressed_data
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logger.error(f"无法将图片压缩到 {max_size_kb}KB 以下")
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return None
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def send_image_with_text(self, image_path: str, title: str = "图片", text: str = "") -> bool:
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"""
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发送图文消息（markdown格式嵌入图片链接）
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注意：需要使用钉钉的媒体文件上传接口获取URL，这里使用简化的markdown图片语法
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||||
|
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Args:
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image_path: 图片文件路径
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title: 消息标题
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text: accompanying text
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||||
|
||||
Returns:
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||||
bool: 是否发送成功
|
||||
"""
|
||||
if not self.webhook:
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logger.warning(f"[钉钉图文未发送] {title}")
|
||||
return False
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||||
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if not os.path.exists(image_path):
|
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logger.error(f"图片文件不存在: {image_path}")
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return False
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# 先尝试直接发送图片
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success = self.send_image(image_path, title)
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# 如果图片发送成功且有文字，再发送文字
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||||
if success and text:
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time.sleep(0.5) # 避免发送过快
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||||
return self.send_text(f"{title}\n{text}")
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||||
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return success
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||||
|
||||
def send_file(self, file_path: str, title: str = "文件") -> bool:
|
||||
"""
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||||
发送文件（通过钉钉文件上传接口）
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||||
注意：需要企业版钉钉机器人，个人版可能不支持
|
||||
|
||||
Args:
|
||||
file_path: 文件路径
|
||||
title: 文件标题
|
||||
|
||||
Returns:
|
||||
bool: 是否发送成功
|
||||
"""
|
||||
if not self.webhook:
|
||||
logger.warning(f"[钉钉文件未发送] {title}")
|
||||
return False
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||||
|
||||
if not os.path.exists(file_path):
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||||
logger.error(f"文件不存在: {file_path}")
|
||||
return False
|
||||
|
||||
try:
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||||
# 获取文件大小
|
||||
file_size = os.path.getsize(file_path)
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||||
file_name = os.path.basename(file_path)
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||||
|
||||
# 钉钉文件大小限制：20MB
|
||||
if file_size > 20 * 1024 * 1024:
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||||
logger.error(f"文件过大: {file_size/1024/1024:.1f}MB > 20MB")
|
||||
return False
|
||||
|
||||
# 读取文件并转为base64
|
||||
with open(file_path, "rb") as f:
|
||||
file_data = f.read()
|
||||
|
||||
file_base64 = base64.b64encode(file_data).decode("utf-8")
|
||||
|
||||
# 构建消息
|
||||
data = {
|
||||
"msgtype": "file",
|
||||
"file": {
|
||||
"base64": file_base64,
|
||||
"name": file_name
|
||||
}
|
||||
}
|
||||
|
||||
url = self._gen_signed_url()
|
||||
response = requests.post(url, json=data, timeout=30)
|
||||
response.raise_for_status()
|
||||
result = response.json()
|
||||
|
||||
if result.get("errcode", -1) != 0:
|
||||
# 如果文件发送失败，尝试作为图片发送
|
||||
if file_path.lower().endswith(('.png', '.jpg', '.jpeg', '.gif', '.bmp')):
|
||||
logger.warning(f"文件发送失败，尝试作为图片发送: {result}")
|
||||
return self.send_image(file_path, title)
|
||||
logger.error(f"钉钉文件发送失败: {result}")
|
||||
return False
|
||||
|
||||
logger.info(f"钉钉文件发送成功: {file_name}")
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"钉钉文件发送异常: {e}")
|
||||
return False
|
||||
|
||||
def send_local_image_as_link(self, image_path: str, title: str = "图片", text: str = "") -> bool:
|
||||
"""
|
||||
发送本地图片（转换为base64嵌入markdown）
|
||||
注意：钉钉不支持直接显示base64图片，此方法会发送图片链接文本
|
||||
|
||||
Args:
|
||||
image_path: 图片文件路径
|
||||
title: 消息标题
|
||||
text: 附加文本
|
||||
|
||||
Returns:
|
||||
bool: 是否发送成功
|
||||
"""
|
||||
if not self.webhook:
|
||||
logger.warning(f"[钉钉图片链接未发送] {title}")
|
||||
return False
|
||||
|
||||
if not os.path.exists(image_path):
|
||||
logger.error(f"图片文件不存在: {image_path}")
|
||||
return False
|
||||
|
||||
try:
|
||||
# 读取图片
|
||||
with open(image_path, "rb") as f:
|
||||
image_data = f.read()
|
||||
|
||||
# 转为base64
|
||||
image_base64 = base64.b64encode(image_data).decode("utf-8")
|
||||
|
||||
# 获取图片格式
|
||||
ext = os.path.splitext(image_path)[1].lower().replace('.', '')
|
||||
if ext == 'jpg':
|
||||
ext = 'jpeg'
|
||||
if ext not in ['png', 'jpeg', 'gif', 'bmp']:
|
||||
ext = 'png'
|
||||
|
||||
# 构建data URL（钉钉可能不支持直接显示，但可以作为链接）
|
||||
data_url = f"data:image/{ext};base64,{image_base64[:100]}..."
|
||||
|
||||
# 发送markdown消息
|
||||
markdown = f"## {title}\n\n"
|
||||
if text:
|
||||
markdown += f"{text}\n\n"
|
||||
markdown += f"**图片**: {os.path.basename(image_path)}\n\n"
|
||||
markdown += f"大小: {len(image_data)/1024:.1f}KB\n"
|
||||
|
||||
return self.send_markdown(title, markdown)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"发送图片链接异常: {e}")
|
||||
return False
|
||||
|
||||
def send_image_via_oss(
|
||||
self,
|
||||
image_path: str,
|
||||
title: str = "策略图表",
|
||||
text: str = "",
|
||||
expire_days: int = 7,
|
||||
) -> bool:
|
||||
"""
|
||||
上传图片到 OSS 并通过 Markdown 发送到钉钉
|
||||
这是发送图片的推荐方式，不受 20KB 限制
|
||||
|
||||
Args:
|
||||
image_path: 本地图片路径
|
||||
title: 消息标题
|
||||
text: 附加文本
|
||||
expire_days: OSS 链接有效期（天）
|
||||
|
||||
Returns:
|
||||
bool: 是否发送成功
|
||||
"""
|
||||
if not self.webhook:
|
||||
logger.warning(f"[钉钉OSS图片未发送] {title}")
|
||||
return False
|
||||
|
||||
if not os.path.exists(image_path):
|
||||
logger.error(f"图片文件不存在: {image_path}")
|
||||
return False
|
||||
|
||||
try:
|
||||
# 上传图片到 OSS
|
||||
image_url = upload_image_to_oss(image_path, expire_days)
|
||||
|
||||
if not image_url:
|
||||
logger.error("图片上传到 OSS 失败")
|
||||
# 尝试直接发送压缩后的图片
|
||||
return self.send_image(image_path, title)
|
||||
|
||||
# 构建 Markdown 消息
|
||||
markdown = f"## {title}\n\n"
|
||||
|
||||
if text:
|
||||
markdown += f"{text}\n\n"
|
||||
|
||||
# 添加图片（钉钉 Markdown 支持图片语法）
|
||||
markdown += f"\n\n"
|
||||
|
||||
# 添加图片信息
|
||||
file_size = os.path.getsize(image_path) / 1024
|
||||
markdown += f"---\n"
|
||||
markdown += f"**图片**: {os.path.basename(image_path)} ({file_size:.1f}KB)\n"
|
||||
markdown += f"**有效期**: {expire_days}天\n"
|
||||
|
||||
# 发送 Markdown 消息
|
||||
return self.send_markdown(title, markdown)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"发送 OSS 图片异常: {e}")
|
||||
# 失败时尝试直接发送
|
||||
return self.send_image(image_path, title)
|
||||
|
||||
|
||||
def send_to_all_groups(
|
||||
send_func_name: str,
|
||||
**kwargs,
|
||||
) -> bool:
|
||||
"""
|
||||
向所有已配置的钉钉群发送消息
|
||||
|
||||
Args:
|
||||
send_func_name: DingTalkBot 的发送方法名，如 'send_text', 'send_markdown', 'send_image_via_oss'
|
||||
**kwargs: 传递给发送方法的参数
|
||||
|
||||
Returns:
|
||||
bool: 是否全部发送成功
|
||||
"""
|
||||
configs = get_all_dingtalk_configs()
|
||||
if not configs:
|
||||
logger.warning("没有配置任何钉钉群，消息未发送")
|
||||
return False
|
||||
|
||||
all_success = True
|
||||
for i, cfg in enumerate(configs, 1):
|
||||
bot = DingTalkBot(webhook=cfg["webhook"], secret=cfg["secret"])
|
||||
method = getattr(bot, send_func_name, None)
|
||||
if method is None:
|
||||
logger.error(f"DingTalkBot 没有方法: {send_func_name}")
|
||||
return False
|
||||
try:
|
||||
success = method(**kwargs)
|
||||
if success:
|
||||
logger.info(f"群{i} 发送成功")
|
||||
else:
|
||||
logger.error(f"群{i} 发送失败")
|
||||
all_success = False
|
||||
except Exception as e:
|
||||
logger.error(f"群{i} 发送异常: {e}")
|
||||
all_success = False
|
||||
return all_success
|
||||
|
||||
|
||||
class NotificationManager:
|
||||
"""通知管理器 - 统一管理多种通知渠道"""
|
||||
|
||||
def __init__(self):
|
||||
self.dingtalk = DingTalkBot()
|
||||
|
||||
def notify(self, message: str, title: str = "系统通知", use_markdown: bool = False):
|
||||
"""
|
||||
发送通知（优先使用钉钉，失败则记录日志）
|
||||
|
||||
Args:
|
||||
message: 消息内容
|
||||
title: 消息标题（markdown模式使用）
|
||||
use_markdown: 是否使用markdown格式
|
||||
"""
|
||||
if use_markdown:
|
||||
success = self.dingtalk.send_markdown(title, message)
|
||||
else:
|
||||
success = self.dingtalk.send_text(message)
|
||||
|
||||
if not success:
|
||||
# 钉钉发送失败，记录到日志
|
||||
logger.info(f"[通知] {title}: {message}")
|
||||
|
||||
def notify_error(self, error_msg: str):
|
||||
"""发送错误通知"""
|
||||
markdown = f"""## 错误告警
|
||||
|
||||
**时间**: {time.strftime('%Y-%m-%d %H:%M:%S')}
|
||||
|
||||
**错误信息**:
|
||||
```
|
||||
{error_msg}
|
||||
```
|
||||
"""
|
||||
self.notify(markdown, title="系统错误", use_markdown=True)
|
||||
|
||||
def notify_signal(self, signals: list, signal_type: str = "CCI超卖"):
|
||||
"""
|
||||
发送交易信号通知
|
||||
|
||||
Args:
|
||||
signals: 信号列表，每项为dict包含code, name等指标
|
||||
signal_type: 信号类型名称
|
||||
"""
|
||||
if not signals:
|
||||
logger.info(f"[{signal_type}] 无信号")
|
||||
return
|
||||
|
||||
# 构建markdown表格
|
||||
if signals:
|
||||
headers = signals[0].keys()
|
||||
header_line = " | ".join(headers)
|
||||
separator = " | ".join(["---"] * len(headers))
|
||||
|
||||
rows = []
|
||||
for s in signals:
|
||||
row = " | ".join(str(v) for v in s.values())
|
||||
rows.append(row)
|
||||
|
||||
table = f"{header_line}\n{separator}\n" + "\n".join(rows)
|
||||
else:
|
||||
table = "无"
|
||||
|
||||
markdown = f"""## {signal_type}信号
|
||||
|
||||
**时间**: {time.strftime('%Y-%m-%d %H:%M:%S')}
|
||||
|
||||
**筛选结果**:
|
||||
|
||||
{table}
|
||||
|
||||
共 {len(signals)} 个标的符合筛选条件。
|
||||
"""
|
||||
self.notify(markdown, title=f"{signal_type}信号", use_markdown=True)
|
||||
172
archive/legacy_core/core/common/oss_utils.py
Normal file
172
archive/legacy_core/core/common/oss_utils.py
Normal file
@@ -0,0 +1,172 @@
|
||||
"""
|
||||
阿里云 OSS 工具模块
|
||||
用于上传文件到 OSS 并生成访问链接
|
||||
"""
|
||||
|
||||
import oss2
|
||||
import os
|
||||
from datetime import datetime
|
||||
from typing import Optional
|
||||
from loguru import logger
|
||||
|
||||
|
||||
class OSSUploader:
|
||||
"""OSS 文件上传器"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
access_key_id: str = None,
|
||||
access_key_secret: str = None,
|
||||
bucket_name: str = None,
|
||||
endpoint: str = None,
|
||||
):
|
||||
"""
|
||||
初始化 OSS 上传器
|
||||
|
||||
Args:
|
||||
access_key_id: 阿里云 AccessKey ID
|
||||
access_key_secret: 阿里云 AccessKey Secret
|
||||
bucket_name: OSS Bucket 名称
|
||||
endpoint: OSS 区域 Endpoint
|
||||
"""
|
||||
# 从环境变量或参数获取配置
|
||||
self.access_key_id = access_key_id or os.getenv("OSS_ACCESS_KEY_ID")
|
||||
self.access_key_secret = access_key_secret or os.getenv("OSS_ACCESS_KEY_SECRET")
|
||||
self.bucket_name = bucket_name or os.getenv("OSS_BUCKET_NAME", "value-investing")
|
||||
self.endpoint = endpoint or os.getenv("OSS_ENDPOINT", "https://oss-cn-wulanchabu.aliyuncs.com")
|
||||
|
||||
self.bucket = None
|
||||
self._init_bucket()
|
||||
|
||||
def _init_bucket(self):
|
||||
"""初始化 OSS Bucket"""
|
||||
if not all([self.access_key_id, self.access_key_secret, self.bucket_name, self.endpoint]):
|
||||
logger.warning("OSS 配置不完整，无法初始化")
|
||||
return
|
||||
|
||||
try:
|
||||
auth = oss2.Auth(self.access_key_id, self.access_key_secret)
|
||||
self.bucket = oss2.Bucket(auth, self.endpoint, self.bucket_name)
|
||||
logger.info(f"OSS Bucket 初始化成功: {self.bucket_name}")
|
||||
except Exception as e:
|
||||
logger.error(f"OSS Bucket 初始化失败: {e}")
|
||||
self.bucket = None
|
||||
|
||||
def upload_file(
|
||||
self,
|
||||
local_path: str,
|
||||
oss_key: str = None,
|
||||
expire_seconds: int = 3600 * 24 * 7, # 默认7天有效期
|
||||
) -> Optional[str]:
|
||||
"""
|
||||
上传文件到 OSS
|
||||
|
||||
Args:
|
||||
local_path: 本地文件路径
|
||||
oss_key: OSS 中的目标路径，如果不指定则自动生成
|
||||
expire_seconds: 预签名URL有效期（秒）
|
||||
|
||||
Returns:
|
||||
str: 可访问的 URL，失败返回 None
|
||||
"""
|
||||
if not self.bucket:
|
||||
logger.error("OSS Bucket 未初始化")
|
||||
return None
|
||||
|
||||
if not os.path.exists(local_path):
|
||||
logger.error(f"本地文件不存在: {local_path}")
|
||||
return None
|
||||
|
||||
try:
|
||||
# 自动生成 OSS 路径
|
||||
if not oss_key:
|
||||
file_name = os.path.basename(local_path)
|
||||
date_str = datetime.now().strftime("%Y%m%d")
|
||||
oss_key = f"etf-signals/{date_str}/{file_name}"
|
||||
|
||||
# 上传文件
|
||||
self.bucket.put_object_from_file(oss_key, local_path)
|
||||
logger.info(f"文件上传成功: {local_path} -> {oss_key}")
|
||||
|
||||
# 生成预签名 URL
|
||||
url = self.bucket.sign_url("GET", oss_key, expire_seconds)
|
||||
return url
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"文件上传失败: {e}")
|
||||
return None
|
||||
|
||||
def upload_image(
|
||||
self,
|
||||
image_path: str,
|
||||
expire_days: int = 7,
|
||||
) -> Optional[str]:
|
||||
"""
|
||||
上传图片到 OSS（专门用于钉钉通知）
|
||||
|
||||
Args:
|
||||
image_path: 图片文件路径
|
||||
expire_days: URL 有效期（天）
|
||||
|
||||
Returns:
|
||||
str: 图片访问 URL
|
||||
"""
|
||||
if not os.path.exists(image_path):
|
||||
logger.error(f"图片文件不存在: {image_path}")
|
||||
return None
|
||||
|
||||
# 生成带时间戳的 OSS 路径
|
||||
file_name = os.path.basename(image_path)
|
||||
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
oss_key = f"etf-charts/{timestamp}_{file_name}"
|
||||
|
||||
return self.upload_file(image_path, oss_key, expire_days * 24 * 3600)
|
||||
|
||||
def delete_file(self, oss_key: str) -> bool:
|
||||
"""
|
||||
删除 OSS 文件
|
||||
|
||||
Args:
|
||||
oss_key: OSS 文件路径
|
||||
|
||||
Returns:
|
||||
bool: 是否删除成功
|
||||
"""
|
||||
if not self.bucket:
|
||||
logger.error("OSS Bucket 未初始化")
|
||||
return False
|
||||
|
||||
try:
|
||||
self.bucket.delete_object(oss_key)
|
||||
logger.info(f"文件删除成功: {oss_key}")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"文件删除失败: {e}")
|
||||
return False
|
||||
|
||||
|
||||
# 全局单例
|
||||
_oss_uploader: Optional[OSSUploader] = None
|
||||
|
||||
|
||||
def get_oss_uploader() -> OSSUploader:
|
||||
"""获取 OSS 上传器单例"""
|
||||
global _oss_uploader
|
||||
if _oss_uploader is None:
|
||||
_oss_uploader = OSSUploader()
|
||||
return _oss_uploader
|
||||
|
||||
|
||||
def upload_image_to_oss(image_path: str, expire_days: int = 7) -> Optional[str]:
|
||||
"""
|
||||
便捷函数：上传图片到 OSS
|
||||
|
||||
Args:
|
||||
image_path: 图片路径
|
||||
expire_days: URL 有效期（天）
|
||||
|
||||
Returns:
|
||||
str: 图片访问 URL
|
||||
"""
|
||||
uploader = get_oss_uploader()
|
||||
return uploader.upload_image(image_path, expire_days)
|
||||
203
archive/legacy_core/core/common/utils.py
Normal file
203
archive/legacy_core/core/common/utils.py
Normal file
@@ -0,0 +1,203 @@
|
||||
"""
|
||||
通用工具函数
|
||||
"""
|
||||
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Optional
|
||||
|
||||
|
||||
def format_date(date_str: str, output_format: str = "%Y-%m-%d") -> str:
|
||||
"""
|
||||
统一日期格式
|
||||
|
||||
Args:
|
||||
date_str: 输入日期字符串（支持 YYYY-MM-DD 或 YYYYMMDD）
|
||||
output_format: 输出格式
|
||||
|
||||
Returns:
|
||||
str: 格式化后的日期字符串
|
||||
"""
|
||||
# 尝试解析多种格式
|
||||
for fmt in ["%Y-%m-%d", "%Y%m%d", "%Y/%m/%d"]:
|
||||
try:
|
||||
dt = datetime.strptime(date_str, fmt)
|
||||
return dt.strftime(output_format)
|
||||
except ValueError:
|
||||
continue
|
||||
raise ValueError(f"无法解析日期格式: {date_str}")
|
||||
|
||||
|
||||
def get_date_range(
|
||||
start_date: Optional[str] = None,
|
||||
end_date: Optional[str] = None,
|
||||
lookback_days: int = 365,
|
||||
) -> tuple[str, str]:
|
||||
"""
|
||||
获取日期范围
|
||||
|
||||
Args:
|
||||
start_date: 开始日期，None则根据lookback_days计算
|
||||
end_date: 结束日期，None则使用今天
|
||||
lookback_days: 回溯天数
|
||||
|
||||
Returns:
|
||||
tuple: (start_date, end_date) 格式为 YYYY-MM-DD
|
||||
"""
|
||||
if end_date is None:
|
||||
end = datetime.now()
|
||||
else:
|
||||
end = datetime.strptime(format_date(end_date), "%Y-%m-%d")
|
||||
|
||||
if start_date is None:
|
||||
start = end - timedelta(days=lookback_days)
|
||||
else:
|
||||
start = datetime.strptime(format_date(start_date), "%Y-%m-%d")
|
||||
|
||||
return start.strftime("%Y-%m-%d"), end.strftime("%Y-%m-%d")
|
||||
|
||||
|
||||
def calculate_cagr(
|
||||
nav_series: pd.Series,
|
||||
method: str = "natural_days",
|
||||
) -> float:
|
||||
"""
|
||||
计算年化收益率（CAGR）
|
||||
|
||||
Args:
|
||||
nav_series: 净值序列（index=日期）
|
||||
method: 'natural_days' 或 'trading_days'
|
||||
|
||||
Returns:
|
||||
float: CAGR值
|
||||
"""
|
||||
# 去除NaN值
|
||||
nav_series = nav_series.dropna()
|
||||
|
||||
if len(nav_series) < 2:
|
||||
return 0.0
|
||||
|
||||
start_val = nav_series.iloc[0]
|
||||
end_val = nav_series.iloc[-1]
|
||||
|
||||
# 检查起始值是否有效
|
||||
if pd.isna(start_val) or pd.isna(end_val) or start_val <= 0:
|
||||
return 0.0
|
||||
|
||||
total_return = end_val / start_val
|
||||
|
||||
if method == "natural_days":
|
||||
days = (nav_series.index[-1] - nav_series.index[0]).days
|
||||
years = days / 365.0
|
||||
elif method == "trading_days":
|
||||
years = len(nav_series) / 252.0
|
||||
else:
|
||||
raise ValueError(f"不支持的CAGR计算方式: {method}")
|
||||
|
||||
if years <= 0:
|
||||
return 0.0
|
||||
|
||||
return total_return ** (1 / years) - 1
|
||||
|
||||
|
||||
def calculate_max_drawdown(nav_series: pd.Series) -> tuple[float, datetime, datetime]:
|
||||
"""
|
||||
计算最大回撤
|
||||
|
||||
Returns:
|
||||
tuple: (最大回撤比例, 回撤起始日, 回撤结束日)
|
||||
"""
|
||||
cummax = nav_series.cummax()
|
||||
drawdown = (nav_series - cummax) / cummax
|
||||
|
||||
max_dd = drawdown.min()
|
||||
end_idx = drawdown.idxmin()
|
||||
start_idx = nav_series[:end_idx].idxmax()
|
||||
|
||||
return max_dd, start_idx, end_idx
|
||||
|
||||
|
||||
def calculate_sharpe(
|
||||
returns: pd.Series,
|
||||
rf: float = 0.0,
|
||||
periods: int = 252,
|
||||
) -> float:
|
||||
"""
|
||||
计算年化夏普比率
|
||||
|
||||
Args:
|
||||
returns: 日收益率序列
|
||||
rf: 无风险利率（年化）
|
||||
periods: 年化系数
|
||||
|
||||
Returns:
|
||||
float: 夏普比率
|
||||
"""
|
||||
excess_returns = returns - rf / periods
|
||||
if excess_returns.std() == 0:
|
||||
return 0.0
|
||||
return excess_returns.mean() / excess_returns.std() * np.sqrt(periods)
|
||||
|
||||
|
||||
def resample_data(
|
||||
df: pd.DataFrame,
|
||||
timeframe: str,
|
||||
time_col: str = "time",
|
||||
) -> pd.DataFrame:
|
||||
"""
|
||||
对数据进行重采样
|
||||
|
||||
Args:
|
||||
df: 原始数据
|
||||
timeframe: 目标周期 ('1D', '1W', '1M', '1Y')
|
||||
time_col: 时间列名
|
||||
|
||||
Returns:
|
||||
DataFrame: 重采样后的数据
|
||||
"""
|
||||
timeframe_map = {
|
||||
"1D": "D",
|
||||
"1W": "W",
|
||||
"1M": "M",
|
||||
"3M": "3M",
|
||||
"1Y": "Y",
|
||||
}
|
||||
|
||||
if timeframe not in timeframe_map:
|
||||
return df
|
||||
|
||||
df = df.copy()
|
||||
if time_col in df.columns:
|
||||
df[time_col] = pd.to_datetime(df[time_col])
|
||||
df.set_index(time_col, inplace=True)
|
||||
|
||||
rule = timeframe_map[timeframe]
|
||||
|
||||
resampled = (
|
||||
df.resample(rule)
|
||||
.agg(
|
||||
{
|
||||
"open": "first",
|
||||
"high": "max",
|
||||
"low": "min",
|
||||
"close": "last",
|
||||
"volume": "sum",
|
||||
}
|
||||
)
|
||||
.dropna()
|
||||
)
|
||||
|
||||
return resampled.reset_index()
|
||||
|
||||
|
||||
def safe_divide(a: float, b: float, default: float = 0.0) -> float:
|
||||
"""安全除法，避免除以0"""
|
||||
return a / b if b != 0 else default
|
||||
|
||||
|
||||
def truncate_string(s: str, max_length: int = 50, suffix: str = "...") -> str:
|
||||
"""截断字符串"""
|
||||
if len(s) <= max_length:
|
||||
return s
|
||||
return s[: max_length - len(suffix)] + suffix
|
||||
Reference in New Issue
Block a user