refactor(scheduler): move daily_scheduler.py to rotation/ and add simple_rotation support
- Move scripts/daily_scheduler.py -> rotation/daily_scheduler.py - Add run_simple_rotation() to execute simple_rotation.py via subprocess - Add --strategy flag (simple/legacy/all) for flexible strategy selection - Add --simple-config flag for custom simple rotation config path - Update Dockerfile and docker-compose.yml path references - Add configurable title to send_report_to_dingtalk()
This commit is contained in:
@@ -24,4 +24,4 @@ EXPOSE 80
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CMD ["python", "datasource/flask_server.py", "--host", "0.0.0.0"]
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# 运行定时任务调度器(如需使用Flask服务,取消上面注释并注释掉下面)
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# CMD ["python", "scripts/daily_scheduler.py", "--time", "09:00"]
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# CMD ["python", "rotation/daily_scheduler.py", "--time", "09:00"]
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@@ -19,8 +19,8 @@ services:
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# 挂载 results 目录(保存报告)
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- ./results:/app/results
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# 默认daemon模式运行,只需简单命令即可
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# command: ["python", "scripts/daily_scheduler.py"]
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# command: ["python", "rotation/daily_scheduler.py"]
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# 如需立即执行一次并退出:
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# command: ["python", "scripts/daily_scheduler.py", "--run-now"]
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# command: ["python", "rotation/daily_scheduler.py", "--now"]
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# 如需执行一次后进入定时循环:
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# command: ["python", "scripts/daily_scheduler.py", "--no-daemon"]
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# command: ["python", "rotation/daily_scheduler.py", "--no-daemon"]
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@@ -9,9 +9,9 @@ ETF轮动策略定时调度器
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4. 发送图片链接到钉钉群
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用法:
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python scripts/daily_scheduler.py --time 15:30 # 后台定时模式
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python scripts/daily_scheduler.py --now # 立即执行一次
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python scripts/daily_scheduler.py --no-daemon # 非后台模式
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python rotation/daily_scheduler.py --time 15:30 # 后台定时模式
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python rotation/daily_scheduler.py --now # 立即执行一次
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python rotation/daily_scheduler.py --no-daemon # 非后台模式
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"""
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import warnings
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@@ -154,13 +154,68 @@ def run_strategy(config_path: str = "strategies/rotation/config.yaml") -> dict:
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return {"success": False, "error": str(e)}
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def send_report_to_dingtalk(chart_path: str, summary_text: str = "") -> bool:
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def run_simple_rotation(config_path: str = None) -> dict:
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"""
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执行 simple_rotation.py 策略回测并生成报告
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Args:
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config_path: 配置文件路径,默认使用 rotation/config_simple.yaml
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Returns:
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dict: 执行结果,包含报告路径等信息
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"""
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logger.info("开始执行 Simple Rotation 策略回测...")
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try:
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cmd = [
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sys.executable,
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str(project_root / "rotation" / "simple_rotation.py")
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]
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if config_path:
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cmd.extend(["--config", config_path])
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logger.info(f"执行命令: {' '.join(cmd)}")
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result = subprocess.run(
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cmd,
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capture_output=True,
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text=True,
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cwd=project_root,
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timeout=900
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)
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if result.returncode != 0:
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logger.error(f"Simple Rotation 执行失败:\n{result.stderr}")
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return {"success": False, "error": result.stderr}
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logger.info("Simple Rotation 执行成功")
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logger.debug(result.stdout)
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# simple_rotation.py 生成的报告路径
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chart_path = project_root / "rotation" / "results" / "simple_rotation_report.png"
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return {
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"success": True,
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"stdout": result.stdout,
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"chart_path": str(chart_path) if chart_path.exists() else None,
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}
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except subprocess.TimeoutExpired:
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logger.error("Simple Rotation 执行超时")
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return {"success": False, "error": "timeout"}
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except Exception as e:
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logger.error(f"Simple Rotation 执行异常: {e}")
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return {"success": False, "error": str(e)}
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def send_report_to_dingtalk(chart_path: str, summary_text: str = "", title: str = None) -> bool:
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"""
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上传报告到OSS并发送图片链接到钉钉
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Args:
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chart_path: 图片文件路径
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summary_text: 摘要文本
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title: 消息标题,默认自动生成
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Returns:
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bool: 是否发送成功
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@@ -173,7 +228,8 @@ def send_report_to_dingtalk(chart_path: str, summary_text: str = "") -> bool:
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try:
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today_str = datetime.now().strftime("%Y-%m-%d")
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title = f"ETF轮动策略调仓日报 ({today_str})"
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if title is None:
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title = f"ETF轮动策略调仓日报 ({today_str})"
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# 使用原有的 send_to_all_groups 发送图片
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# 该方法会自动:上传到OSS → 发送Markdown消息带图片链接
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@@ -197,35 +253,49 @@ def send_report_to_dingtalk(chart_path: str, summary_text: str = "") -> bool:
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return False
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def setup_schedule(target_time: str = "15:30", config_path: str = "strategies/rotation/config.yaml"):
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def setup_schedule(target_time: str = "15:30",
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config_path: str = "strategies/rotation/config.yaml",
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strategy: str = "all",
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simple_config: str = None):
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"""
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设置定时任务
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Args:
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target_time: 执行时间 (HH:MM)
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config_path: 配置文件路径
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config_path: legacy策略配置文件路径
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strategy: 策略选择 - "simple" / "legacy" / "all"
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simple_config: simple_rotation 配置文件路径
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"""
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logger.info(f"设置定时任务: 每天 {target_time} 执行")
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logger.info(f"设置定时任务: 每天 {target_time} 执行 (策略: {strategy})")
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# 清除已有任务
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schedule.clear()
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# 添加每日任务
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schedule.every().day.at(target_time).do(daily_task, config_path=config_path)
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schedule.every().day.at(target_time).do(
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daily_task,
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config_path=config_path,
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strategy=strategy,
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simple_config=simple_config
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)
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logger.info("定时任务设置完成,等待执行...")
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def daily_task(config_path: str = "strategies/rotation/config.yaml"):
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def daily_task(config_path: str = "strategies/rotation/config.yaml",
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strategy: str = "all",
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simple_config: str = None):
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"""
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每日任务主流程
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Args:
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config_path: 配置文件路径
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config_path: legacy策略配置文件路径
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strategy: 策略选择 - "simple" / "legacy" / "all"(两者都执行)
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simple_config: simple_rotation 配置文件路径
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"""
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today_str = datetime.now().strftime("%Y-%m-%d")
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logger.info("=" * 60)
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logger.info(f"开始执行每日任务: {today_str}")
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logger.info(f"开始执行每日任务: {today_str} 策略: {strategy}")
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logger.info("=" * 60)
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# 1. 检查是否为交易日
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@@ -233,22 +303,35 @@ def daily_task(config_path: str = "strategies/rotation/config.yaml"):
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logger.info("今天不是交易日,跳过执行")
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return
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# 2. 执行策略
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result = run_strategy(config_path)
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# 2. 执行 Simple Rotation 策略
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if strategy in ("simple", "all"):
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result = run_simple_rotation(simple_config)
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if result["success"]:
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if result.get("chart_path"):
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send_report_to_dingtalk(
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chart_path=result["chart_path"],
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summary_text="",
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title=f"Simple Rotation 调仓日报 ({today_str})"
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)
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else:
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logger.warning("Simple Rotation 未找到报告文件")
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else:
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logger.error(f"Simple Rotation 执行失败: {result.get('error', '未知错误')}")
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if not result["success"]:
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logger.error(f"策略执行失败: {result.get('error', '未知错误')}")
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return
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# 3. 发送报告
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if result.get("chart_path"):
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# 只发送标题和图片,不附带文字摘要
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send_report_to_dingtalk(
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chart_path=result["chart_path"],
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summary_text="" # 空字符串,只显示标题和图片
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)
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else:
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logger.warning("未找到报告文件")
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# 3. 执行 Legacy 策略
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if strategy in ("legacy", "all"):
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result = run_strategy(config_path)
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if result["success"]:
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if result.get("chart_path"):
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send_report_to_dingtalk(
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chart_path=result["chart_path"],
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summary_text="",
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title=f"ETF轮动策略调仓日报 ({today_str})"
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)
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else:
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logger.warning("Legacy 策略未找到报告文件")
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else:
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logger.error(f"Legacy 策略执行失败: {result.get('error', '未知错误')}")
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logger.info("每日任务执行完成")
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@@ -276,7 +359,20 @@ def main():
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'--config',
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type=str,
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default='strategies/rotation/config.yaml',
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help='配置文件路径'
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help='Legacy策略配置文件路径'
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)
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parser.add_argument(
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'--simple-config',
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type=str,
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default=None,
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help='Simple Rotation 配置文件路径(默认 rotation/config_simple.yaml)'
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)
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parser.add_argument(
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'--strategy',
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type=str,
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choices=['simple', 'legacy', 'all'],
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default='simple',
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help='策略选择: simple=仅Simple Rotation, legacy=仅Legacy策略, all=两者都执行(默认 simple)'
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)
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parser.add_argument(
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'--now',
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@@ -296,17 +392,17 @@ def main():
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if args.now:
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# 立即执行一次并退出
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daily_task(args.config)
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daily_task(args.config, args.strategy, args.simple_config)
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elif args.no_daemon:
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# 非后台模式:执行一次后进入定时循环
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setup_schedule(args.time, args.config)
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setup_schedule(args.time, args.config, args.strategy, args.simple_config)
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logger.info("执行一次测试...")
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daily_task(args.config)
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daily_task(args.config, args.strategy, args.simple_config)
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logger.info("测试完成,启动定时任务循环(Ctrl+C 停止)...")
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run_scheduler_loop()
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else:
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# 默认:后台定时模式
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setup_schedule(args.time, args.config)
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setup_schedule(args.time, args.config, args.strategy, args.simple_config)
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run_scheduler_loop()
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