aszerW
062f500369
- 将默认代码映射字典和基准指数改为可被策略配置覆盖的形式 - 修改配置文件rotation.yaml中候选池配置从列表变为代码与名称的字典映射 - 在运行脚本中加载配置时支持字典格式的code_list和benchmark，兼容旧格式列表 - 更新回测策略引擎通过配置动态获取基准指数代码 - 打印输出和函数调用中统一使用从配置加载的代码映射和基准名称数据
101 lines
2.7 KiB
Python
101 lines
2.7 KiB
Python
"""
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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（默认，可被策略配置覆盖）====================
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DEFAULT_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（默认，可被策略配置覆盖）
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DEFAULT_BENCHMARK_CODE = "000300.SH"
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DEFAULT_BENCHMARK_NAME = "沪深300指数"
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