aszerW
8d24fb91eb
- 将等待目标时间逻辑改为基于schedule库的定时任务调度 - 支持后台守护进程模式持续执行定时任务 - 优化命令行参数说明，默认执行时间改为15:30 - 简化立即执行和循环运行的逻辑 - 修改SSH私钥路径为相对于项目根目录 - 更新rotation.yaml配置中指数及加密货币标签说明 - 回测开始日期由2022-01-01调整为2020-01-01 refactor(report): 优化轮动策略绩效报告图表与指标展示 - 新增策略与基准绩效指标对比表格，展示累计收益、年化收益等关键指标 - 调整绩效表布局，增加绩效指标面板高度，保持与信号表格一致视觉 - 丰富绘图函数参数，支持传入绩效指标字典避免重复计算 - 规范调仓信号表操作列索引及样式，保持统一字体大小和行高 - 净值曲线、回撤及持仓分布面板分离，调整图表索引和标题名称 - 优化持仓分布图显示，提升整体报告信息完整性与易读性
301 lines
7.8 KiB
Python
301 lines
7.8 KiB
Python
#!/usr/bin/env python3
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"""
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ETF策略每日定时任务
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功能：
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1. 每天15:00收盘后检查是否为交易日
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2. 如果是交易日，执行策略回测
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3. 上传报告图表到OSS
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4. 发送结果到钉钉
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用法：
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python scripts/daily_scheduler.py
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python scripts/daily_scheduler.py --time 15:00
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"""
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import sys
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import os
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import time
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import argparse
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import subprocess
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from datetime import datetime
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from pathlib import Path
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# 添加项目根目录到路径
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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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from dotenv import load_dotenv
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load_dotenv(project_root / ".env")
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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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from core.common.notify import DingTalkBot
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from core.common.oss_utils import upload_image_to_oss
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# 配置日志
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logger.add(
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project_root / "logs" / "scheduler_{time}.log",
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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_trading_day(date_str: str = None) -> bool:
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"""
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检查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 未配置")
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return False
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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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# 失败时默认执行（避免错过交易日）
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return True
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def run_strategy(config_path: str = "config/strategies/rotation.yaml") -> dict:
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"""
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执行策略回测
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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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# 构建命令
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cmd = [
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sys.executable,
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str(project_root / "scripts" / "run_rotation.py"),
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"--config", config_path,
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"--save-path", f"results/report_{datetime.now().strftime('%Y%m%d')}"
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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
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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=300 # 5分钟超时
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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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# 查找生成的报告文件
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report_date = datetime.now().strftime('%Y%m%d')
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chart_path = project_root / "results" / f"report_{report_date}_chart.png"
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# 如果找不到带日期的，尝试默认路径
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if not chart_path.exists():
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chart_path = project_root / "results" / "report_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并发送到钉钉
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Args:
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chart_path: 图表文件路径
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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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try:
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bot = DingTalkBot()
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if not bot.webhook:
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logger.error("钉钉未配置，无法发送")
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return False
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today_str = datetime.now().strftime('%Y-%m-%d')
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# 发送图文消息
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success = bot.send_image_via_oss(
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image_path=chart_path,
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title=f"ETF轮动策略日报 ({today_str})",
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text=summary_text or f"今日调仓信号已生成",
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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 = "config/strategies/rotation.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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# 清除所有现有任务
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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)
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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 = "config/strategies/rotation.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(f"=" * 60)
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logger.info(f"开始执行每日任务: {today_str}")
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logger.info(f"=" * 60)
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# 1. 检查是否为交易日
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if not is_trading_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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# 发送错误通知
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bot = DingTalkBot()
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bot.send_text(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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send_report_to_dingtalk(
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chart_path=result["chart_path"],
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summary_text="今日ETF轮动策略调仓信号"
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)
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else:
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logger.warning("未找到报告图表")
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logger.info("每日任务完成")
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def run_scheduler_loop():
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"""运行调度器循环"""
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logger.info("启动调度器循环，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策略每日定时任务")
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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="config/strategies/rotation.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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"--run-now",
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action="store_true",
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help="立即执行一次（不启动定时任务）",
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)
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parser.add_argument(
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"--daemon",
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action="store_true",
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help="后台运行（持续执行定时任务）",
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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.run_now:
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# 立即执行一次
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daily_task(args.config)
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elif args.daemon:
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# 后台运行模式
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setup_schedule(args.time, args.config)
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run_scheduler_loop()
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else:
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# 默认：设置定时任务并执行一次（用于测试）
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setup_schedule(args.time, args.config)
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logger.info("执行一次任务用于测试...")
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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（按 Ctrl+C 停止）...")
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run_scheduler_loop()
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if __name__ == "__main__":
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main()
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