chore(config): 添加环境变量示例及.gitignore更新
- 新增 .env.example，包含 Tushare API、钉钉机器人和PostgreSQL数据库配置模板 - 更新.gitignore，忽略本地配置文件如 .env.local 和 config_local.py - 添加对报表文件命名规则的支持，保留示例文件不忽略 - 删除废弃的 chart.py 及相关图表模块代码 - 新增 config/settings.py，实现从环境变量读取配置的统一接口 - 设置数据目录及缓存目录，确保目录存在，提高配置管理规范性
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config/__init__.py
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config/__init__.py
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config/settings.py
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config/settings.py
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"""
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ETF策略项目 - 通用配置
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敏感信息通过环境变量读取，非敏感配置直接定义
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"""
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import os
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from pathlib import Path
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# 加载 .env 文件
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try:
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from dotenv import load_dotenv
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load_dotenv()
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except ImportError:
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pass # python-dotenv 未安装时跳过
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# 项目根目录
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PROJECT_ROOT = Path(__file__).parent.parent
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# 数据目录
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DATA_DIR = PROJECT_ROOT / "data"
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DATA_CACHE_DIR = PROJECT_ROOT / "data_cache"
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# 确保目录存在
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DATA_CACHE_DIR.mkdir(exist_ok=True)
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# ==================== API配置 ====================
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def get_tushare_token() -> str:
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"""从环境变量获取Tushare Token"""
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token = os.getenv("TUSHARE_TOKEN")
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if not token:
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raise ValueError("请设置环境变量 TUSHARE_TOKEN")
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return token
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# ==================== 钉钉配置 ====================
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def get_dingtalk_config() -> dict:
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"""从环境变量获取钉钉配置"""
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return {
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"webhook": os.getenv("DINGTALK_WEBHOOK", ""),
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"secret": os.getenv("DINGTALK_SECRET", ""),
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}
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# ==================== 数据库配置 ====================
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def get_db_config() -> dict:
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"""从环境变量获取数据库配置"""
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return {
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"host": os.getenv("DB_HOST", "192.168.0.115"),
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"port": int(os.getenv("DB_PORT", "5432")),
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"database": os.getenv("DB_NAME", "etf_db"),
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"username": os.getenv("DB_USER", "admin"),
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"password": os.getenv("DB_PASS", "admin"),
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}
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# ==================== 代码映射 ====================
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CODE_NAME_MAP = {
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# 宽基
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"000300.SH": "沪深300",
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"000905.SH": "中证500",
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"000852.SH": "中证1000",
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"399006.SZ": "创业板指",
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"000015.SH": "上证红利",
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# 金融
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"399986.SZ": "中证银行",
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"399975.SZ": "证券公司",
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"000934.SH": "中证金融",
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# 消费
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"000932.SH": "中证消费",
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"399997.SZ": "中证白酒",
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# 医药
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"000933.SH": "中证医药",
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"399989.SZ": "中证医疗",
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# 科技
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"000935.SH": "中证信息",
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"399971.SZ": "中证传媒",
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# 新能源
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"399808.SZ": "中证新能源",
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"399976.SZ": "新能源车",
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# 周期
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"399395.SZ": "国证有色",
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"399440.SZ": "中证钢铁",
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"399998.SZ": "中证煤炭",
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"399813.SZ": "细分化工",
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"000937.SH": "中证能源",
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"000938.SH": "中证材料",
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# 其他
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"399967.SZ": "中证军工",
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"399393.SZ": "国证地产",
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"000827.SH": "中证环保",
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"399995.SZ": "中证基建",
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"000949.SH": "中证农业",
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"399702.SZ": "中证国债指数",
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}
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# 基准指数
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BENCHMARK_CODE = "000300.SH"
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BENCHMARK_NAME = "沪深300指数"
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config/strategies/cci.yaml
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config/strategies/cci.yaml
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# CCI技术指标筛选配置
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# ==================== 数据源配置 ====================
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# 数据来源: "postgresql" 或 "akshare"
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data_source: "postgresql"
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# ==================== 筛选参数 ====================
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# CCI指标周期
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day_period: 14
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week_period: 14
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# 筛选阈值（低于该值视为超卖信号）
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threshold: -100
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# 数据获取天数（用于计算CCI）
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lookback_days: 100
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# ==================== 标的池 ====================
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# 指数代码列表文件路径（CSV格式，需包含"指数代码"和"指数名称"列）
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index_fund_info_file: "index_fund_info.csv"
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# ==================== 定时任务 ====================
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# 运行时间（24小时制）
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schedule_time: "19:00"
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# 是否跳过周末
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skip_weekend: true
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config/strategies/rotation.yaml
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config/strategies/rotation.yaml
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# ETF轮动策略配置
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# ==================== 候选池配置 ====================
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# A股全行业指数代码列表（Tushare格式：XXXXXX.SH / XXXXXX.SZ）
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code_list:
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# 宽基指数
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- "000300.SH" # 沪深300（大盘蓝筹）
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- "000905.SH" # 中证500（中盘成长）
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- "000852.SH" # 中证1000（小盘）
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- "399006.SZ" # 创业板指（创业板龙头）
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- "000015.SH" # 上证红利（高股息价值）
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# 金融
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- "399986.SZ" # 中证银行
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# 消费
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- "399997.SZ" # 中证白酒
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# 医药健康
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- "399989.SZ" # 中证医疗
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# 科技信息
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- "000935.SH" # 中证信息技术
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# 新能源
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- "399976.SZ" # 新能源汽车
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# 周期资源
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- "399395.SZ" # 国证有色金属
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- "399998.SZ" # 中证煤炭
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- "399813.SZ" # 细分化工
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- "000937.SH" # 中证能源
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# 其他行业
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- "399967.SZ" # 中证军工
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- "000949.SH" # 中证农业
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- "399702.SZ" # 中证国债指数
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# ==================== 回测参数 ====================
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start_date: "2018-01-01"
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end_date: "2025-03-17"
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# ==================== 因子参数 ====================
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# 动量/趋势窗口期（天数）
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n_days: 25
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# 因子类型：'momentum'（N日涨幅）或 'slope_r2'（斜率×R²）
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factor_type: "slope_r2"
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# ==================== 轮动参数 ====================
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# 每次轮动选中的ETF数量（1=全仓单一品种）
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select_num: 5
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# ==================== 调仓控制 ====================
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# 最低调仓周期（交易日）：持仓至少持有 N 天后才允许换仓
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rebalance_days: 1
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# 调仓得分阈值：新组合总得分需超过当前组合 X% 才触发调仓
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rebalance_threshold: 0.0
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# 单次换仓成本（双边，含佣金+滑点）
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trade_cost: 0.001
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# ==================== 数据缓存 ====================
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# 是否使用本地缓存（True=优先从本地读取）
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use_cache: true
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