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:
302
archive/legacy_scripts/scripts/daily_scheduler.py
Normal file
302
archive/legacy_scripts/scripts/daily_scheduler.py
Normal file
@@ -0,0 +1,302 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
ETF策略每日定时任务
|
||||
|
||||
功能：
|
||||
1. 每天15:00收盘后检查是否为交易日
|
||||
2. 如果是交易日，执行策略回测
|
||||
3. 上传报告图表到OSS
|
||||
4. 发送结果到钉钉
|
||||
|
||||
用法：
|
||||
python scripts/daily_scheduler.py
|
||||
python scripts/daily_scheduler.py --time 15:00
|
||||
"""
|
||||
|
||||
import sys
|
||||
import os
|
||||
import time
|
||||
import argparse
|
||||
import subprocess
|
||||
from datetime import datetime
|
||||
from pathlib import Path
|
||||
|
||||
# 添加项目根目录到路径
|
||||
project_root = Path(__file__).parent.parent
|
||||
sys.path.insert(0, str(project_root))
|
||||
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv(project_root / ".env")
|
||||
|
||||
from loguru import logger
|
||||
import schedule
|
||||
import tushare as ts
|
||||
from core.common.notify import DingTalkBot, send_to_all_groups
|
||||
from core.common.oss_utils import upload_image_to_oss
|
||||
|
||||
# 配置日志
|
||||
logger.add(
|
||||
project_root / "logs" / "scheduler_{time}.log",
|
||||
rotation="1 day",
|
||||
retention="7 days",
|
||||
level="INFO",
|
||||
)
|
||||
|
||||
|
||||
def is_trading_day(date_str: str = None) -> bool:
|
||||
"""
|
||||
检查指定日期是否为交易日
|
||||
|
||||
Args:
|
||||
date_str: 日期字符串 (YYYYMMDD)，默认今天
|
||||
|
||||
Returns:
|
||||
bool: 是否为交易日
|
||||
"""
|
||||
if date_str is None:
|
||||
date_str = datetime.now().strftime("%Y%m%d")
|
||||
|
||||
try:
|
||||
token = os.getenv("TUSHARE_TOKEN")
|
||||
if not token:
|
||||
logger.error("TUSHARE_TOKEN 未配置")
|
||||
return False
|
||||
|
||||
pro = ts.pro_api(token)
|
||||
df = pro.trade_cal(
|
||||
exchange="SSE", start_date=date_str, end_date=date_str, is_open="1"
|
||||
)
|
||||
|
||||
is_open = len(df) > 0 and df.iloc[0]["is_open"] == 1
|
||||
logger.info(f"日期 {date_str} 是否为交易日: {is_open}")
|
||||
return is_open
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"检查交易日失败: {e}")
|
||||
# 失败时默认执行（避免错过交易日）
|
||||
return True
|
||||
|
||||
|
||||
def run_strategy(config_path: str = "config/strategies/rotation.yaml") -> dict:
|
||||
"""
|
||||
执行策略回测
|
||||
|
||||
Args:
|
||||
config_path: 配置文件路径
|
||||
|
||||
Returns:
|
||||
dict: 执行结果，包含报告路径等信息
|
||||
"""
|
||||
logger.info("开始执行策略回测...")
|
||||
|
||||
try:
|
||||
# 构建命令
|
||||
cmd = [
|
||||
sys.executable,
|
||||
str(project_root / "scripts" / "run_rotation.py"),
|
||||
"--config",
|
||||
config_path,
|
||||
"--save-path",
|
||||
f"results/report_{datetime.now().strftime('%Y%m%d')}",
|
||||
]
|
||||
|
||||
logger.info(f"执行命令: {' '.join(cmd)}")
|
||||
|
||||
# 执行策略
|
||||
result = subprocess.run(
|
||||
cmd,
|
||||
capture_output=True,
|
||||
text=True,
|
||||
cwd=project_root,
|
||||
timeout=300, # 5分钟超时
|
||||
)
|
||||
|
||||
if result.returncode != 0:
|
||||
logger.error(f"策略执行失败:\n{result.stderr}")
|
||||
return {"success": False, "error": result.stderr}
|
||||
|
||||
logger.info("策略执行成功")
|
||||
logger.debug(result.stdout)
|
||||
|
||||
# 查找生成的报告文件
|
||||
report_date = datetime.now().strftime("%Y%m%d")
|
||||
chart_path = project_root / "results" / f"report_{report_date}_chart.png"
|
||||
|
||||
# 如果找不到带日期的，尝试默认路径
|
||||
if not chart_path.exists():
|
||||
chart_path = project_root / "results" / "report_chart.png"
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"stdout": result.stdout,
|
||||
"chart_path": str(chart_path) if chart_path.exists() else None,
|
||||
}
|
||||
|
||||
except subprocess.TimeoutExpired:
|
||||
logger.error("策略执行超时")
|
||||
return {"success": False, "error": "timeout"}
|
||||
except Exception as e:
|
||||
logger.error(f"策略执行异常: {e}")
|
||||
return {"success": False, "error": str(e)}
|
||||
|
||||
|
||||
def send_report_to_dingtalk(chart_path: str, summary_text: str = "") -> bool:
|
||||
"""
|
||||
上传报告到OSS并发送到钉钉
|
||||
|
||||
Args:
|
||||
chart_path: 图表文件路径
|
||||
summary_text: 摘要文本
|
||||
|
||||
Returns:
|
||||
bool: 是否发送成功
|
||||
"""
|
||||
logger.info("开始发送报告到钉钉...")
|
||||
|
||||
try:
|
||||
bot = DingTalkBot()
|
||||
|
||||
if not bot.webhook:
|
||||
logger.error("钉钉未配置，无法发送")
|
||||
return False
|
||||
|
||||
today_str = datetime.now().strftime("%Y-%m-%d")
|
||||
|
||||
# 向所有群发送图文消息
|
||||
success = send_to_all_groups(
|
||||
"send_image_via_oss",
|
||||
image_path=chart_path,
|
||||
title=f"ETF轮动策略调仓日报 ({today_str})",
|
||||
text=summary_text,
|
||||
expire_days=7,
|
||||
)
|
||||
|
||||
if success:
|
||||
logger.info("报告发送成功")
|
||||
else:
|
||||
logger.error("报告发送失败")
|
||||
|
||||
return success
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"发送报告异常: {e}")
|
||||
return False
|
||||
|
||||
|
||||
def setup_schedule(
|
||||
target_time: str = "15:30", config_path: str = "config/strategies/rotation.yaml"
|
||||
):
|
||||
"""
|
||||
设置定时任务
|
||||
|
||||
Args:
|
||||
target_time: 执行时间 (HH:MM)
|
||||
config_path: 配置文件路径
|
||||
"""
|
||||
logger.info(f"设置定时任务: 每天 {target_time} 执行")
|
||||
|
||||
# 清除所有现有任务
|
||||
schedule.clear()
|
||||
|
||||
# 添加每日任务
|
||||
schedule.every().day.at(target_time).do(daily_task, config_path)
|
||||
|
||||
logger.info("定时任务设置完成，等待执行...")
|
||||
|
||||
|
||||
def daily_task(config_path: str = "config/strategies/rotation.yaml"):
|
||||
"""
|
||||
每日任务主流程
|
||||
|
||||
Args:
|
||||
config_path: 配置文件路径
|
||||
"""
|
||||
today_str = datetime.now().strftime("%Y-%m-%d")
|
||||
logger.info(f"=" * 60)
|
||||
logger.info(f"开始执行每日任务: {today_str}")
|
||||
logger.info(f"=" * 60)
|
||||
|
||||
# 1. 检查是否为交易日
|
||||
if not is_trading_day():
|
||||
logger.info("今天不是交易日，跳过执行")
|
||||
return
|
||||
|
||||
# 2. 执行策略
|
||||
result = run_strategy(config_path)
|
||||
|
||||
if not result["success"]:
|
||||
# 发送错误通知
|
||||
# 发送错误通知到所有群
|
||||
send_to_all_groups("send_text", content=f"策略执行失败: {result.get('error', '未知错误')}")
|
||||
return
|
||||
|
||||
# 3. 发送报告
|
||||
if result.get("chart_path"):
|
||||
send_report_to_dingtalk(
|
||||
chart_path=result["chart_path"], summary_text=""
|
||||
)
|
||||
else:
|
||||
logger.warning("未找到报告图表")
|
||||
|
||||
logger.info("每日任务完成")
|
||||
|
||||
|
||||
def run_scheduler_loop():
|
||||
"""运行调度器循环"""
|
||||
logger.info("启动调度器循环，按 Ctrl+C 停止")
|
||||
try:
|
||||
while True:
|
||||
schedule.run_pending()
|
||||
time.sleep(1)
|
||||
except KeyboardInterrupt:
|
||||
logger.info("调度器已停止")
|
||||
|
||||
|
||||
def main():
|
||||
parser = argparse.ArgumentParser(description="ETF策略每日定时任务")
|
||||
parser.add_argument(
|
||||
"--time",
|
||||
type=str,
|
||||
default="09:00",
|
||||
help="执行时间 (HH:MM)，默认09:00",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--config",
|
||||
type=str,
|
||||
default="config/strategies/rotation.yaml",
|
||||
help="配置文件路径",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--run-now",
|
||||
action="store_true",
|
||||
help="立即执行一次并退出（不启动定时任务）",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--no-daemon",
|
||||
action="store_true",
|
||||
help="非后台模式：执行一次后进入定时循环",
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
# 创建日志目录
|
||||
(project_root / "logs").mkdir(exist_ok=True)
|
||||
|
||||
if args.run_now:
|
||||
# 立即执行一次并退出
|
||||
daily_task(args.config)
|
||||
elif args.no_daemon:
|
||||
# 非后台模式：执行一次后进入定时循环
|
||||
setup_schedule(args.time, args.config)
|
||||
logger.info("执行一次任务用于测试...")
|
||||
daily_task(args.config)
|
||||
logger.info("测试完成，启动定时任务循环（按 Ctrl+C 停止）...")
|
||||
run_scheduler_loop()
|
||||
else:
|
||||
# 默认：后台daemon模式
|
||||
setup_schedule(args.time, args.config)
|
||||
run_scheduler_loop()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user