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
This commit is contained in:
0
core/common/__init__.py
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0
core/common/__init__.py
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96
core/common/db.py
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96
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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210
core/common/notify.py
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210
core/common/notify.py
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@@ -0,0 +1,210 @@
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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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from loguru import logger
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from typing import Optional
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from config.settings import get_dingtalk_config
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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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class NotificationManager:
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"""通知管理器 - 统一管理多种通知渠道"""
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def __init__(self):
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self.dingtalk = DingTalkBot()
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def notify(self, message: str, title: str = "系统通知", use_markdown: bool = False):
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"""
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发送通知（优先使用钉钉，失败则记录日志）
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Args:
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message: 消息内容
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title: 消息标题（markdown模式使用）
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use_markdown: 是否使用markdown格式
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"""
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if use_markdown:
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success = self.dingtalk.send_markdown(title, message)
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else:
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success = self.dingtalk.send_text(message)
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if not success:
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# 钉钉发送失败，记录到日志
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logger.info(f"[通知] {title}: {message}")
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def notify_error(self, error_msg: str):
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"""发送错误通知"""
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markdown = f"""## 错误告警
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**时间**: {time.strftime('%Y-%m-%d %H:%M:%S')}
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**错误信息**:
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```
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{error_msg}
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```
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"""
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self.notify(markdown, title="系统错误", use_markdown=True)
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def notify_signal(self, signals: list, signal_type: str = "CCI超卖"):
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"""
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发送交易信号通知
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Args:
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signals: 信号列表，每项为dict包含code, name等指标
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signal_type: 信号类型名称
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"""
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if not signals:
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logger.info(f"[{signal_type}] 无信号")
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return
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# 构建markdown表格
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if signals:
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headers = signals[0].keys()
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header_line = " | ".join(headers)
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separator = " | ".join(["---"] * len(headers))
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rows = []
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for s in signals:
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row = " | ".join(str(v) for v in s.values())
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rows.append(row)
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table = f"{header_line}\n{separator}\n" + "\n".join(rows)
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else:
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table = "无"
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markdown = f"""## {signal_type}信号
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**时间**: {time.strftime('%Y-%m-%d %H:%M:%S')}
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**筛选结果**:
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{table}
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共 {len(signals)} 个标的符合筛选条件。
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"""
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self.notify(markdown, title=f"{signal_type}信号", use_markdown=True)
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190
core/common/utils.py
Normal file
190
core/common/utils.py
Normal file
@@ -0,0 +1,190 @@
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"""
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通用工具函数
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"""
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import pandas as pd
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import numpy as np
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from datetime import datetime, timedelta
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from typing import Optional
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def format_date(date_str: str, output_format: str = "%Y-%m-%d") -> str:
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"""
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统一日期格式
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Args:
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date_str: 输入日期字符串（支持 YYYY-MM-DD 或 YYYYMMDD）
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output_format: 输出格式
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Returns:
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str: 格式化后的日期字符串
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"""
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# 尝试解析多种格式
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for fmt in ["%Y-%m-%d", "%Y%m%d", "%Y/%m/%d"]:
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try:
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dt = datetime.strptime(date_str, fmt)
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return dt.strftime(output_format)
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except ValueError:
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continue
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raise ValueError(f"无法解析日期格式: {date_str}")
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def get_date_range(
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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lookback_days: int = 365,
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) -> tuple[str, str]:
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"""
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获取日期范围
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Args:
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start_date: 开始日期，None则根据lookback_days计算
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end_date: 结束日期，None则使用今天
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lookback_days: 回溯天数
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Returns:
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tuple: (start_date, end_date) 格式为 YYYY-MM-DD
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"""
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if end_date is None:
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end = datetime.now()
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else:
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end = datetime.strptime(format_date(end_date), "%Y-%m-%d")
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|
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if start_date is None:
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start = end - timedelta(days=lookback_days)
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else:
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start = datetime.strptime(format_date(start_date), "%Y-%m-%d")
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return start.strftime("%Y-%m-%d"), end.strftime("%Y-%m-%d")
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def calculate_cagr(
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nav_series: pd.Series,
|
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method: str = "natural_days",
|
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) -> float:
|
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"""
|
||||
计算年化收益率（CAGR）
|
||||
|
||||
Args:
|
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nav_series: 净值序列（index=日期）
|
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method: 'natural_days' 或 'trading_days'
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||||
|
||||
Returns:
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float: CAGR值
|
||||
"""
|
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total_return = nav_series.iloc[-1] / nav_series.iloc[0]
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|
||||
if method == "natural_days":
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days = (nav_series.index[-1] - nav_series.index[0]).days
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years = days / 365.0
|
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elif method == "trading_days":
|
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years = len(nav_series) / 252.0
|
||||
else:
|
||||
raise ValueError(f"不支持的CAGR计算方式: {method}")
|
||||
|
||||
if years <= 0:
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return 0.0
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||||
|
||||
return total_return ** (1 / years) - 1
|
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|
||||
|
||||
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