aszerW
9ea84f0e57
- 删除旧的Tushare Token环境变量函数，简化配置 - 在配置文件中新增全市场指数及SSH隧道配置支持YFinance数据访问 - 更新compute_factors函数，支持长格式混合数据源，兼容旧宽格式数据 - 修改RotationStrategy使用HybridDataSource，支持Tushare与YFinance数据源混合 - 添加SSH隧道支持，实现安全访问非主市场数据 - 优化因子计算逻辑，提升缺失值处理和因子合并的鲁棒性 - 修正基准净值计算，兼容长宽格式基准数据处理 - 增强信号生成逻辑，处理因子得分中的NaN情况防止异常
92 lines
2.4 KiB
Python
92 lines
2.4 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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# ==================== 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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