aszerW
451ffa33d2
New: - rotation/simple_rotation.py: daily-iteration rotation strategy (584 lines) - rotation/config_loader.py: standalone config loader - rotation/config_simple.yaml: 11 assets, 7 groups - rotation/README_SIMPLE.md: usage guide - scripts/get_trading_calendar.py: trading calendar fetcher Removed: - rotation/example_usage.py, run_strategy.py (replaced by simple_rotation.py) - rotation/results/ output files (gitignored) - scripts/verify_*.py, calculate_returns_from_detail.py (one-off scripts) - scripts/README_TRADING_CALENDAR.md Backtest result (2020-01-10 ~ 2026-06-01): - Total return: 1237.6%, Annual: 52.66% - Max drawdown: -11.71%, Sharpe: 2.50
314 lines
8.8 KiB
Python
314 lines
8.8 KiB
Python
#!/usr/bin/env python3
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"""
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ETF轮动策略定时调度器
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功能:
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1. 每天15:30检查是否为交易日
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2. 如果是交易日，执行策略回测生成报告
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3. 上传报告图片到OSS
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4. 发送图片链接到钉钉群
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用法:
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python scripts/daily_scheduler.py --time 15:30 # 后台定时模式
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python scripts/daily_scheduler.py --now # 立即执行一次
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python scripts/daily_scheduler.py --no-daemon # 非后台模式
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"""
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import warnings
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# 抑制oss2库的SyntaxWarning（无效转义序列'\&'）
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warnings.filterwarnings('ignore', category=SyntaxWarning, module='oss2')
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import os
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import sys
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import time
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import subprocess
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import argparse
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from datetime import datetime
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from pathlib import Path
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# 添加项目根目录
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project_root = Path(__file__).parent.parent
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sys.path.insert(0, str(project_root))
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# 添加归档模块路径（使用原有的 notify 和 oss_utils）
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archive_path = project_root / 'archive' / 'legacy_core'
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sys.path.insert(0, str(archive_path))
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# 加载环境变量
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from dotenv import load_dotenv
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load_dotenv()
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from loguru import logger
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import schedule
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import tushare as ts
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# 导入原有的通知和OSS模块
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try:
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from core.common.notify import DingTalkBot, send_to_all_groups
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from core.common.oss_utils import upload_image_to_oss
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HAS_NOTIFY_MODULE = True
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except ImportError as e:
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logger.warning(f"无法导入通知模块: {e}")
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HAS_NOTIFY_MODULE = False
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# 配置日志
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log_path = project_root / "logs" / "scheduler_{time}.log"
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logger.add(
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str(log_path),
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rotation="1 day",
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retention="7 days",
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level="INFO"
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)
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def is_trade_day(date_str: str = None) -> bool:
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"""
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判断指定日期是否为交易日
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Args:
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date_str: 日期字符串 (YYYYMMDD)，默认今天
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Returns:
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bool: 是否为交易日
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"""
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if date_str is None:
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date_str = datetime.now().strftime("%Y%m%d")
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try:
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token = os.getenv('TUSHARE_TOKEN')
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if not token:
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logger.error("TUSHARE_TOKEN 未设置")
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return True # 失败时默认执行（避免错过交易日）
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pro = ts.pro_api(token)
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df = pro.trade_cal(
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exchange='SSE',
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start_date=date_str,
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end_date=date_str,
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is_open='1'
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)
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is_open = len(df) > 0 and df.iloc[0]["is_open"] == 1
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logger.info(f"日期 {date_str} 是否为交易日: {is_open}")
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return is_open
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except Exception as e:
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logger.error(f"检查交易日失败: {e}")
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return True # 失败时默认执行
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def run_strategy(config_path: str = "strategies/rotation/config.yaml") -> dict:
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"""
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执行策略回测并生成报告
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使用 generate_legacy_report.py 生成原引擎格式报告
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Args:
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config_path: 配置文件路径
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Returns:
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dict: 执行结果，包含报告路径等信息
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"""
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logger.info("开始执行策略回测...")
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try:
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# 使用 generate_legacy_report.py 生成报告
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# 输出文件: results/rotation_legacy_chart.png
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cmd = [
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sys.executable,
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str(project_root / "scripts" / "generate_legacy_report.py")
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]
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logger.info(f"执行命令: {' '.join(cmd)}")
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# 执行策略（增加超时到15分钟，因为需要获取多市场数据）
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result = subprocess.run(
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cmd,
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capture_output=True,
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text=True,
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cwd=project_root,
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timeout=900 # 15分钟超时（原5分钟不够，数据获取串行需要更长时间）
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)
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if result.returncode != 0:
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logger.error(f"策略执行失败:\n{result.stderr}")
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return {"success": False, "error": result.stderr}
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logger.info("策略执行成功")
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logger.debug(result.stdout)
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# 查找生成的报告图片（固定路径）
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chart_path = project_root / "results" / "rotation_legacy_chart.png"
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return {
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"success": True,
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"stdout": result.stdout,
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"chart_path": str(chart_path) if chart_path.exists() else None,
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}
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except subprocess.TimeoutExpired:
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logger.error("策略执行超时")
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return {"success": False, "error": "timeout"}
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except Exception as e:
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logger.error(f"策略执行异常: {e}")
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return {"success": False, "error": str(e)}
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def send_report_to_dingtalk(chart_path: str, summary_text: str = "") -> bool:
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"""
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上传报告到OSS并发送图片链接到钉钉
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Args:
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chart_path: 图片文件路径
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summary_text: 摘要文本
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Returns:
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bool: 是否发送成功
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"""
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logger.info("开始发送报告到钉钉...")
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if not HAS_NOTIFY_MODULE:
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logger.warning("通知模块未加载，无法发送")
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return False
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try:
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today_str = datetime.now().strftime("%Y-%m-%d")
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title = f"ETF轮动策略调仓日报 ({today_str})"
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# 使用原有的 send_to_all_groups 发送图片
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# 该方法会自动：上传到OSS → 发送Markdown消息带图片链接
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success = send_to_all_groups(
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"send_image_via_oss",
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image_path=chart_path,
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title=title,
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text=summary_text,
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expire_days=7
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)
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if success:
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logger.info("报告发送成功")
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else:
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logger.error("报告发送失败")
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return success
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except Exception as e:
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logger.error(f"发送报告异常: {e}")
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return False
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def setup_schedule(target_time: str = "15:30", config_path: str = "strategies/rotation/config.yaml"):
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"""
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设置定时任务
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Args:
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target_time: 执行时间 (HH:MM)
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config_path: 配置文件路径
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"""
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logger.info(f"设置定时任务: 每天 {target_time} 执行")
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# 清除已有任务
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schedule.clear()
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# 添加每日任务
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schedule.every().day.at(target_time).do(daily_task, config_path=config_path)
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logger.info("定时任务设置完成，等待执行...")
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def daily_task(config_path: str = "strategies/rotation/config.yaml"):
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"""
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每日任务主流程
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Args:
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config_path: 配置文件路径
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"""
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today_str = datetime.now().strftime("%Y-%m-%d")
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logger.info("=" * 60)
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logger.info(f"开始执行每日任务: {today_str}")
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logger.info("=" * 60)
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# 1. 检查是否为交易日
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if not is_trade_day():
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logger.info("今天不是交易日，跳过执行")
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return
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# 2. 执行策略
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result = run_strategy(config_path)
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if not result["success"]:
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logger.error(f"策略执行失败: {result.get('error', '未知错误')}")
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return
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# 3. 发送报告
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if result.get("chart_path"):
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# 只发送标题和图片，不附带文字摘要
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send_report_to_dingtalk(
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chart_path=result["chart_path"],
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summary_text="" # 空字符串，只显示标题和图片
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)
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else:
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logger.warning("未找到报告文件")
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logger.info("每日任务执行完成")
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def run_scheduler_loop():
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"""运行调度循环"""
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logger.info("启动调度器，按 Ctrl+C 停止")
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try:
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while True:
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schedule.run_pending()
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time.sleep(1)
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except KeyboardInterrupt:
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logger.info("调度器已停止")
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def main():
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parser = argparse.ArgumentParser(description='ETF策略定时调度器')
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parser.add_argument(
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'--time',
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type=str,
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default='15:30',
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help='执行时间 (HH:MM)，默认 15:30'
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)
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parser.add_argument(
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'--config',
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type=str,
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default='strategies/rotation/config.yaml',
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help='配置文件路径'
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)
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parser.add_argument(
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'--now',
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action='store_true',
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help='立即执行一次并退出（不启动定时）'
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)
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parser.add_argument(
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'--no-daemon',
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action='store_true',
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help='非后台模式：执行一次后进入定时循环（测试用）'
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)
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args = parser.parse_args()
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# 创建日志目录
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(project_root / "logs").mkdir(exist_ok=True)
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if args.now:
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# 立即执行一次并退出
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daily_task(args.config)
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elif args.no_daemon:
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# 非后台模式：执行一次后进入定时循环
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setup_schedule(args.time, args.config)
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logger.info("执行一次测试...")
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daily_task(args.config)
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logger.info("测试完成，启动定时任务循环（Ctrl+C 停止）...")
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run_scheduler_loop()
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else:
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# 默认：后台定时模式
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setup_schedule(args.time, args.config)
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run_scheduler_loop()
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if __name__ == '__main__':
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main() |