#!/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 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') # 发送图文消息 success = bot.send_image_via_oss( image_path=chart_path, title=f"ETF轮动策略日报 ({today_str})", text=summary_text or f"今日调仓信号已生成", 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 bot = DingTalkBot() bot.send_text(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="今日ETF轮动策略调仓信号" ) 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="15:30", help="执行时间 (HH:MM)，默认15:30", ) 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（不启动定时任务）", ) parser.add_argument( "--daemon", action="store_true", help="后台运行（持续执行定时任务）", ) 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 daily_task(args.config) elif args.daemon: # 后台运行模式 setup_schedule(args.time, args.config) run_scheduler_loop() else: # 默认：设置定时任务并执行一次（用于测试） 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() if __name__ == "__main__": main()