aszerW
95c0d79172
核心组件： - ConfigLoader: 配置加载器（YAML支持） - StrategyConfig: 策略配置数据类 - framework/__init__.py: 框架统一入口 导出接口： - FactorBase, FactorRegistry, FactorCombiner - SignalGenerator, TopNSelector, TrendFollower, ReversalTrader - StrategyBase, RotationStrategy - RiskControl, StopLossControl, PositionLimitControl - Executor, BacktestExecutor, DryRunExecutor - ConfigLoader 集成测试： - 轮动策略完整流程验证 - 趋势策略完整流程验证 - 回调钩子完整流程验证 总计：62个测试全部通过，框架核心实现完成
83 lines
2.0 KiB
Python
83 lines
2.0 KiB
Python
"""
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配置层抽象设计
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核心组件：
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- ConfigLoader: 配置加载器
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"""
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import yaml
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from typing import Dict, Any, Optional
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from pathlib import Path
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from dataclasses import dataclass
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@dataclass
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class StrategyConfig:
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"""策略配置"""
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name: str
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version: int
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factors: list
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signal: dict
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callbacks: dict
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params: dict
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class ConfigLoader:
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"""
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配置加载器
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支持YAML配置文件加载和验证
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"""
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def __init__(self, config_path: str):
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"""
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初始化配置加载器
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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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self._config_path = Path(config_path)
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self._config = None
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def load(self) -> Dict:
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"""加载配置"""
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if not self._config_path.exists():
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raise FileNotFoundError(f"Config file not found: {self._config_path}")
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with open(self._config_path, 'r', encoding='utf-8') as f:
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self._config = yaml.safe_load(f)
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return self._config
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def validate(self) -> bool:
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"""验证配置"""
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if self._config is None:
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self.load()
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# 必须字段
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required_fields = ['strategy', 'factors', 'signal']
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for field in required_fields:
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if field not in self._config:
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raise ValueError(f"Missing required field: {field}")
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return True
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def get_strategy_config(self) -> StrategyConfig:
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"""获取策略配置"""
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if self._config is None:
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self.load()
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return StrategyConfig(
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name=self._config['strategy']['name'],
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version=self._config['strategy'].get('version', 1),
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factors=self._config['factors'],
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signal=self._config['signal'],
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callbacks=self._config.get('callbacks', {}),
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params=self._config.get('params', {})
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)
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@staticmethod
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def from_yaml(yaml_str: str) -> Dict:
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"""从YAML字符串加载"""
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return yaml.safe_load(yaml_str) |