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shy3130
697c27bb02
- 市场环境: 新增情绪周期6阶段(冰点/启动/主升/高潮/退潮/修复, 连板梯队驱动, EMA平滑+2日确认+弱档否决, 平均段长9.7天)与概念/行业主线排名(涨停梯队聚合, 可配置宽基/风格标签过滤); 市场环境页重构, regime 透明加列, 与5档state并存 - 挖掘: 因子与策略挖掘全链路(API/worker/进程锁/候选库/前端工作台/文档), 周度调度默认关闭且永不自动发布 - 回测: 财务快照因子(点时口径), 批量回测预计算共享下期收益, 信号路径矩阵列依赖展开修复(consecutive_limit_ups 缺列报错) - 数据/性能: enriched 生成与预热治理, 重任务限流, 行情/K线缓存复用, 时区修复 - 测试: 后端全量 914 通过; GUI 黑盒验证截图存证 gui-test-screenshots/
103 lines
3.6 KiB
Python
103 lines
3.6 KiB
Python
"""策略配置持久化 — 读写用户覆盖值。
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职责: 将每个策略的用户定制设置（基础参数、策略参数、评分、买卖信号）持久化到 JSON。
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不知道: 引擎、AI、前端、回测。
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存储: data/user_data/strategy_overrides/{strategy_id}.json
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"""
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from __future__ import annotations
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import copy
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import json
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import logging
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from pathlib import Path
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logger = logging.getLogger(__name__)
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# 进程内缓存: 监控引擎每轮对每条策略规则调用 load_override, 每次读盘+parse 纯重复;
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# override 仅在用户编辑时变化, 以 (mtime_ns, size) 签名判断是否重读。
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# 键为 override 文件路径 (进程内可能有多个 data_dir, 如测试)。
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_override_cache: dict[str, dict] = {}
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_override_cache_sig: dict[str, tuple[int, int]] = {}
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def _invalidate_override_cache(path: Path) -> None:
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key = str(path)
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_override_cache.pop(key, None)
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_override_cache_sig.pop(key, None)
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def _overrides_dir(data_dir: Path) -> Path:
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d = data_dir / "user_data" / "strategy_overrides"
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d.mkdir(parents=True, exist_ok=True)
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return d
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def _path(data_dir: Path, strategy_id: str, *, ensure_dir: bool = True) -> Path:
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# ensure_dir=False 供热路径读取: mkdir 系统调用在 Windows 上 ~0.07ms,
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# 读缓存命中时跳过它 (目录由写路径保证存在)。
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if ensure_dir:
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d = _overrides_dir(data_dir)
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else:
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d = data_dir / "user_data" / "strategy_overrides"
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return d / f"{strategy_id}.json"
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def load_override(data_dir: Path, strategy_id: str) -> dict:
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"""读取策略的用户覆盖配置，不存在返回空 dict (带 mtime 签名缓存, 返回深拷贝)"""
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p = _path(data_dir, strategy_id, ensure_dir=False)
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key = str(p)
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try:
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st = p.stat()
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sig = (st.st_mtime_ns, st.st_size)
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except OSError:
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_invalidate_override_cache(p)
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return {}
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cached = _override_cache.get(key)
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if cached is not None and sig == _override_cache_sig.get(key):
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return copy.deepcopy(cached)
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try:
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data = json.loads(p.read_text(encoding="utf-8"))
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# 清理 basic_filter 中值为 None/空的键（避免固化无意义的空值）
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bf = data.get("basic_filter")
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if isinstance(bf, dict):
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cleaned = {k: v for k, v in bf.items() if v is not None}
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if cleaned:
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data["basic_filter"] = cleaned
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else:
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del data["basic_filter"]
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_override_cache[key] = data
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_override_cache_sig[key] = sig
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return copy.deepcopy(data)
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except Exception as e:
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logger.warning("load override %s failed: %s", strategy_id, e)
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return {}
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def save_override(data_dir: Path, strategy_id: str, overrides: dict) -> None:
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"""保存策略的用户覆盖配置（全量覆盖写）"""
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p = _path(data_dir, strategy_id)
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p.parent.mkdir(parents=True, exist_ok=True)
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p.write_text(json.dumps(overrides, ensure_ascii=False, indent=2), encoding="utf-8")
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_invalidate_override_cache(p)
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def delete_override(data_dir: Path, strategy_id: str) -> None:
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"""删除策略的用户覆盖配置（重置为默认值）"""
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p = _path(data_dir, strategy_id)
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_invalidate_override_cache(p)
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if p.exists():
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p.unlink()
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def list_overrides(data_dir: Path) -> dict[str, dict]:
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"""返回所有策略的覆盖配置 {strategy_id: overrides}"""
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d = _overrides_dir(data_dir)
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result: dict[str, dict] = {}
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for f in d.glob("*.json"):
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try:
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sid = f.stem
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result[sid] = json.loads(f.read_text(encoding="utf-8"))
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except Exception:
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continue
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return result
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