fix(strategy): apply saved parameters during execution

This commit is contained in:
shy3130
2026-07-15 19:03:48 +08:00
parent 963092384f
commit 89115e6f73
2 changed files with 51 additions and 3 deletions
+3 -3
View File
@@ -284,16 +284,16 @@ class StrategyEngine:
strategy_id: 策略 ID
as_of: 选股日期
pool: 限定股票池
params: 策略参数 (用户在设置面板调的值)
overrides: 用户覆盖配置 (basic_filter/scoring/stop_loss 等)
params: 本次执行显式传入的策略参数
overrides: 用户覆盖配置 (params/basic_filter/scoring/stop_loss 等)
precomputed: 已加载的 enriched 数据 (run_all 场景复用)
precomputed_history: 已加载的历史窗口数据 (run_all 场景复用)
"""
t0 = time.perf_counter()
s = self.get(strategy_id)
params = params or {}
overrides = overrides or {}
params = {**(overrides.get("params") or {}), **(params or {})}
# 加载数据。普通策略只读目标日期;声明 filter_history 的策略读取历史窗口。
if s.filter_history_fn:
@@ -0,0 +1,48 @@
from datetime import date
import polars as pl
from app.strategy.engine import StrategyDef, StrategyEngine
def _make_engine() -> StrategyEngine:
df = pl.DataFrame({"symbol": ["A", "B", "C"], "value": [1, 2, 3]})
engine = StrategyEngine(enriched_loader=lambda _as_of: df)
engine._strategies["saved_params"] = StrategyDef(
meta={"id": "saved_params", "scoring": {}, "limit": 100},
basic_filter={"enabled": False},
entry_signals=[],
exit_signals=[],
stop_loss=None,
trailing_stop=None,
trailing_take_profit_activate=None,
trailing_take_profit_drawdown=None,
max_hold_days=None,
alerts=[],
filter_fn=lambda _df, params: pl.col("value") >= params.get("min_value", 1),
filter_history_fn=None,
lookback_days=1,
source="custom",
)
return engine
def test_run_applies_saved_strategy_params():
result = _make_engine().run(
"saved_params",
date(2026, 7, 15),
overrides={"params": {"min_value": 2}},
)
assert [row["symbol"] for row in result.rows] == ["B", "C"]
def test_explicit_params_override_saved_strategy_params():
result = _make_engine().run(
"saved_params",
date(2026, 7, 15),
params={"min_value": 3},
overrides={"params": {"min_value": 2}},
)
assert [row["symbol"] for row in result.rows] == ["C"]