feat(scripts): 迁移轮动策略定时调度器
新增文件: - scripts/daily_scheduler.py: 定时调度器，支持交易日判断、回测执行、OSS上传、钉钉推送 - scripts/run_rotation.py: 回测入口脚本，支持Flask API和本地数据源切换 - config/settings.py: 配置管理模块，支持钉钉多群配置 功能: 1. 每天15:30自动检查交易日 2. 交易日执行策略回测生成报告 3. 上传报告图片到OSS 4. 发送图片链接到钉钉群 修复: - 添加oss2库SyntaxWarning过滤（Python 3.12兼容） - 钉钉消息精简为标题+图片格式
This commit is contained in:
314
scripts/daily_scheduler.py
Normal file
314
scripts/daily_scheduler.py
Normal file
@@ -0,0 +1,314 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
ETF轮动策略定时调度器
|
||||
|
||||
功能:
|
||||
1. 每天15:30检查是否为交易日
|
||||
2. 如果是交易日，执行策略回测生成报告
|
||||
3. 上传报告图片到OSS
|
||||
4. 发送图片链接到钉钉群
|
||||
|
||||
用法:
|
||||
python scripts/daily_scheduler.py --time 15:30 # 后台定时模式
|
||||
python scripts/daily_scheduler.py --now # 立即执行一次
|
||||
python scripts/daily_scheduler.py --no-daemon # 非后台模式
|
||||
"""
|
||||
|
||||
import warnings
|
||||
# 抑制oss2库的SyntaxWarning（无效转义序列'\&'）
|
||||
warnings.filterwarnings('ignore', category=SyntaxWarning, module='oss2')
|
||||
|
||||
import os
|
||||
import sys
|
||||
import time
|
||||
import subprocess
|
||||
import argparse
|
||||
from datetime import datetime
|
||||
from pathlib import Path
|
||||
|
||||
# 添加项目根目录
|
||||
project_root = Path(__file__).parent.parent
|
||||
sys.path.insert(0, str(project_root))
|
||||
|
||||
# 添加归档模块路径（使用原有的 notify 和 oss_utils）
|
||||
archive_path = project_root / 'archive' / 'legacy_core'
|
||||
sys.path.insert(0, str(archive_path))
|
||||
|
||||
# 加载环境变量
|
||||
from dotenv import load_dotenv
|
||||
load_dotenv()
|
||||
|
||||
from loguru import logger
|
||||
import schedule
|
||||
import tushare as ts
|
||||
|
||||
# 导入原有的通知和OSS模块
|
||||
try:
|
||||
from core.common.notify import DingTalkBot, send_to_all_groups
|
||||
from core.common.oss_utils import upload_image_to_oss
|
||||
HAS_NOTIFY_MODULE = True
|
||||
except ImportError as e:
|
||||
logger.warning(f"无法导入通知模块: {e}")
|
||||
HAS_NOTIFY_MODULE = False
|
||||
|
||||
# 配置日志
|
||||
log_path = project_root / "logs" / "scheduler_{time}.log"
|
||||
logger.add(
|
||||
str(log_path),
|
||||
rotation="1 day",
|
||||
retention="7 days",
|
||||
level="INFO"
|
||||
)
|
||||
|
||||
|
||||
def is_trade_day(date_str: str = None) -> bool:
|
||||
"""
|
||||
判断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 未设置")
|
||||
return True # 失败时默认执行（避免错过交易日）
|
||||
|
||||
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}")
|
||||
return True # 失败时默认执行
|
||||
|
||||
|
||||
def run_strategy(config_path: str = "strategies/rotation/config.yaml") -> dict:
|
||||
"""
|
||||
执行策略回测并生成报告
|
||||
|
||||
使用 generate_legacy_report.py 生成原引擎格式报告
|
||||
|
||||
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:
|
||||
# 使用 generate_legacy_report.py 生成报告
|
||||
# 输出文件: results/rotation_legacy_chart.png
|
||||
cmd = [
|
||||
sys.executable,
|
||||
str(project_root / "scripts" / "generate_legacy_report.py")
|
||||
]
|
||||
|
||||
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)
|
||||
|
||||
# 查找生成的报告图片（固定路径）
|
||||
chart_path = project_root / "results" / "rotation_legacy_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并发送图片链接到钉钉
|
||||
|
||||
Args:
|
||||
chart_path: 图片文件路径
|
||||
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...")
|
||||
|
||||
if not HAS_NOTIFY_MODULE:
|
||||
logger.warning("通知模块未加载，无法发送")
|
||||
return False
|
||||
|
||||
try:
|
||||
today_str = datetime.now().strftime("%Y-%m-%d")
|
||||
title = f"ETF轮动策略调仓日报 ({today_str})"
|
||||
|
||||
# 使用原有的 send_to_all_groups 发送图片
|
||||
# 该方法会自动：上传到OSS → 发送Markdown消息带图片链接
|
||||
success = send_to_all_groups(
|
||||
"send_image_via_oss",
|
||||
image_path=chart_path,
|
||||
title=title,
|
||||
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 = "strategies/rotation/config.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")
|
||||
|
||||
# 清除已有任务
|
||||
schedule.clear()
|
||||
|
||||
# 添加每日任务
|
||||
schedule.every().day.at(target_time).do(daily_task, config_path=config_path)
|
||||
|
||||
logger.info("定时任务设置完成，等待执行...")
|
||||
|
||||
|
||||
def daily_task(config_path: str = "strategies/rotation/config.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("=" * 60)
|
||||
logger.info(f"开始执行每日任务: {today_str}")
|
||||
logger.info("=" * 60)
|
||||
|
||||
# 1. 检查是否为交易日
|
||||
if not is_trade_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"]:
|
||||
logger.error(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"):
|
||||
# 只发送标题和图片，不附带文字摘要
|
||||
send_report_to_dingtalk(
|
||||
chart_path=result["chart_path"],
|
||||
summary_text="" # 空字符串，只显示标题和图片
|
||||
)
|
||||
else:
|
||||
logger.warning("未找到报告文件")
|
||||
|
||||
logger.info("每日任务执行完成")
|
||||
|
||||
|
||||
def run_scheduler_loop():
|
||||
"""运行调度循环"""
|
||||
logger.info("启动调度器，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策略定时调度器')
|
||||
parser.add_argument(
|
||||
'--time',
|
||||
type=str,
|
||||
default='15:30',
|
||||
help='执行时间 (HH:MM)，默认 15:30'
|
||||
)
|
||||
parser.add_argument(
|
||||
'--config',
|
||||
type=str,
|
||||
default='strategies/rotation/config.yaml',
|
||||
help='配置文件路径'
|
||||
)
|
||||
parser.add_argument(
|
||||
'--now',
|
||||
action='store_true',
|
||||
help='立即执行一次并退出（不启动定时）'
|
||||
)
|
||||
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（测试用）'
|
||||
)
|
||||
|
||||
args = parser.parse_args()
|
||||
|
||||
# 创建日志目录
|
||||
(project_root / "logs").mkdir(exist_ok=True)
|
||||
|
||||
if args.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("执行一次测试...")
|
||||
daily_task(args.config)
|
||||
logger.info("测试完成，启动定时任务循环（Ctrl+C 停止）...")
|
||||
run_scheduler_loop()
|
||||
else:
|
||||
# 默认：后台定时模式
|
||||
setup_schedule(args.time, args.config)
|
||||
run_scheduler_loop()
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
main()
|
||||
Reference in New Issue
Block a user