mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 21:34:21 +08:00
Justin Gu
a3d6d93122
- Add 'screen' CLI command group with 'scan' and 'rank' subcommands
- scan: offline signal scanning from local .day files, zero network IO
- rank: backtest ranking of scanned signals by sharpe/drawdown/etc
- Two-step workflow: scan outputs JSON, rank reads JSON and evaluates
- Support --universe (all/sh/sz/custom file), --sort, --names
- Support pipe mode: scan ... | rank --from - --table
- New module: src/easy_tdx/screen/{scanner,ranker,cli}.py
- 20 unit tests (offline, no network required)
244 lines
8.2 KiB
Python
244 lines
8.2 KiB
Python
"""screen 命令组 — 策略选股扫描器 CLI。
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子命令：
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scan — 纯离线扫描信号
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rank — 回测排名
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"""
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from __future__ import annotations
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from pathlib import Path
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import click
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@click.group()
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def screen() -> None:
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"""策略选股扫描器 — 用策略扫描全市场触发信号的股票。
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两步走工作流：
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easy-tdx screen scan --strategy strategies/rsi_reversal.py --output signals.json
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easy-tdx screen rank --from signals.json --sort sharpe --top 20 --table
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"""
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# ── scan 子命令 ──────────────────────────────────────────────────────────────
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@screen.command()
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@click.option("--strategy", "strategy_file", required=True, help="策略文件路径")
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@click.option("--output", "output_file", default=None, help="输出 JSON 文件路径（默认 stdout）")
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@click.option(
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"--universe",
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default="all",
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help="股票范围: all/sh/sz/<文件路径>（默认 all）",
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)
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@click.option("--vipdoc", default=None, help="离线数据目录（默认自动检测）")
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@click.option("--cash", default=100_000.0, type=float, help="初始资金")
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@click.option("--commission", default=0.0003, type=float, help="佣金率")
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def scan(
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strategy_file: str,
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output_file: str | None,
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universe: str,
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vipdoc: str | None,
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cash: float,
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commission: float,
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) -> None:
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"""纯离线扫描全市场，找出触发买入信号的股票。
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读取本地通达信 .day 文件，零网络 IO，全市场约 30-60 秒。
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示例：
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easy-tdx screen scan --strategy strategies/rsi_reversal.py
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easy-tdx screen scan --strategy strategies/rsi_reversal.py --output signals.json
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easy-tdx screen scan --strategy strategies/rsi_reversal.py --universe sz
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"""
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strategy_cls = _load_strategy(strategy_file)
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strategy_name = strategy_cls.__name__
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click.echo(f"策略: {strategy_name}", err=True)
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click.echo(f"范围: {universe}", err=True)
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from .scanner import SignalScanner
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scanner = SignalScanner(
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strategy_cls=strategy_cls,
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vipdoc_path=vipdoc,
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cash=cash,
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commission=commission,
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)
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# 进度回调（输出到 stderr，避免污染 stdout 的 JSON）
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total_scanned = 0
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def on_progress(current: int, total: int, name: str) -> None:
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nonlocal total_scanned
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total_scanned = total
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if name == "done":
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click.echo(f"\r扫描完成: {total} 只", err=True)
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else:
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pct = current * 100 // total if total > 0 else 0
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click.echo(f"\r[{current}/{total}] {pct}% scanning {name}", nl=False, err=True)
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results = scanner.scan(universe=universe, progress_callback=on_progress)
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# 生成 JSON
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json_str = scanner.to_json(
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results=results,
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strategy_name=strategy_name,
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strategy_file=strategy_file,
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total_scanned=total_scanned,
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)
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# 输出
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if output_file:
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Path(output_file).write_text(json_str, encoding="utf-8")
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click.echo(f"信号数: {len(results)} → {output_file}")
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else:
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click.echo(json_str)
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# ── rank 子命令 ──────────────────────────────────────────────────────────────
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@screen.command("rank")
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@click.option("--from", "from_source", required=True, help="信号 JSON 文件路径（- 表示 stdin）")
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@click.option("--strategy", "strategy_file", default=None, help="覆盖策略文件（默认从 JSON 读取）")
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@click.option("--sort", "sort_by", default="sharpe", help="排序指标（默认 sharpe）")
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@click.option("--sort-reverse", is_flag=True, help="升序排列（用于回撤等越小越好的指标）")
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@click.option("--top", "top_n", default=20, type=int, help="只显示前 N 名（默认 20）")
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@click.option("--cash", default=1_000_000.0, type=float, help="初始资金")
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@click.option("--count", default=0, type=int, help="使用最近 N 条 K 线，0=全部")
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@click.option("--commission", default=0.0003, type=float, help="佣金率")
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@click.option("--vipdoc", default=None, help="离线数据目录（默认自动检测）")
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@click.option("--names/--no-names", default=False, help="是否在线查询股票名称（默认关闭）")
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@click.option("--table", "use_table", is_flag=True, help="表格输出")
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def rank_cmd(
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from_source: str,
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strategy_file: str | None,
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sort_by: str,
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sort_reverse: bool,
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top_n: int,
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cash: float,
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count: int,
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commission: float,
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vipdoc: str | None,
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names: bool,
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use_table: bool,
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) -> None:
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"""对扫描结果做历史回测并按指标排名。
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读取 scan 输出的 JSON，对每只股票跑完整回测，按指定指标排序。
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示例：
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easy-tdx screen rank --from signals.json --sort sharpe --top 20 --table
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easy-tdx screen rank --from signals.json --sort max_drawdown --sort-reverse
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easy-tdx screen scan --strategy strats/rsi.py | easy-tdx screen rank --from - --table
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"""
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from .ranker import SignalRanker, load_signals
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# 加载信号
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signals, strategy_name, strategy_file_from_json = load_signals(from_source)
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if not signals:
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click.echo("无信号数据，无需排名")
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return
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# 确定策略
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effective_strategy_file = strategy_file or strategy_file_from_json
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if not effective_strategy_file:
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click.echo(
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"错误: 未指定策略文件，请使用 --strategy 或确保 JSON 包含 strategy_file", err=True
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)
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raise SystemExit(1)
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strategy_cls = _load_strategy(effective_strategy_file)
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strategy_name = strategy_cls.__name__
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click.echo(f"策略: {strategy_name} | 信号数: {len(signals)} | 排序: {sort_by}", err=True)
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ranker = SignalRanker(
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strategy_cls=strategy_cls,
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vipdoc_path=vipdoc,
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cash=cash,
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commission=commission,
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count=count,
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)
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# 进度回调（输出到 stderr，避免污染 stdout）
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def on_progress(current: int, total: int, label: str) -> None:
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if label == "done":
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click.echo(f"\r排名完成: {total} 只", err=True)
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else:
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pct = current * 100 // total if total > 0 else 0
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click.echo(f"\r[{current}/{total}] {pct}% backtesting {label}", nl=False, err=True)
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entries = ranker.rank(
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signals=signals,
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sort_by=sort_by,
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sort_reverse=sort_reverse,
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top_n=top_n,
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progress_callback=on_progress,
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)
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# 补齐名称（可选，需要网络）
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if names and entries:
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click.echo("\n正在获取股票名称...", err=True)
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entries = ranker.enrich_names(entries)
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# 输出
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if use_table:
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click.echo(ranker.to_table(entries, sort_by))
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else:
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click.echo(ranker.to_json(entries, strategy_name, sort_by))
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# ── 辅助函数 ──────────────────────────────────────────────────────────────────
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def _load_strategy(strategy_file: str) -> type:
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"""加载策略类（复用 backtest.cli 的加载逻辑）。
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Args:
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strategy_file: 策略文件路径
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Returns:
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Strategy 子类
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"""
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import importlib.util
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from easy_tdx.backtest.strategy import Strategy
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file_path = Path(strategy_file)
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if not file_path.exists():
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click.echo(f"错误: 策略文件不存在: {strategy_file}", err=True)
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raise SystemExit(1)
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spec = importlib.util.spec_from_file_location("strategy_module", file_path)
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if spec is None or spec.loader is None:
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click.echo(f"错误: 无法加载策略文件: {strategy_file}", err=True)
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raise SystemExit(1)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module)
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# 查找 Strategy 子类
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for attr_name in dir(module):
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obj = getattr(module, attr_name)
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try:
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if isinstance(obj, type) and issubclass(obj, Strategy) and obj is not Strategy:
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return obj
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except TypeError:
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pass
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click.echo(f"错误: 文件中未找到 Strategy 子类: {strategy_file}", err=True)
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raise SystemExit(1)
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