327 lines
11 KiB
Python
327 lines
11 KiB
Python
#!/usr/bin/env python3
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"""
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A股量化交易 - 策略测试入口
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简化版本，专注于策略测试和执行
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"""
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import sys
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from pathlib import Path
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# 将src目录添加到Python路径
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current_dir = Path(__file__).parent
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src_dir = current_dir / "src"
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sys.path.insert(0, str(src_dir))
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from loguru import logger
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from src.utils.config_loader import config_loader
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from src.data.tushare_fetcher import TushareFetcher
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from src.data.stock_pool_manager import StockPoolManager
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from src.strategy.kline_pattern_strategy import KLinePatternStrategy
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from src.execution.strategy_executor import StrategyExecutor
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from src.execution.task_scheduler import TaskScheduler
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from src.utils.notification import NotificationManager
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def setup_logging():
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"""设置简化的日志配置"""
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logger.remove()
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logger.add(
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sys.stdout,
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level="INFO",
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format="{time:HH:mm:ss} | {level} | {message}"
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)
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def create_strategy_system():
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"""创建策略系统的所有组件"""
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# 数据层
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fetcher = TushareFetcher()
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pool_manager = StockPoolManager(fetcher)
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# 通知层
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notification_config = config_loader.get('notification', {})
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notification_manager = NotificationManager(notification_config)
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# 策略层
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strategy_config = config_loader.get('strategy', {}).get('kline_pattern', {
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'min_entity_ratio': 0.55,
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'final_yang_min_ratio': 0.40,
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'max_turnover_ratio': 40.0,
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'timeframes': ['daily'],
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'pullback_tolerance': 0.02,
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'monitor_days': 30,
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'pullback_confirmation_days': 7
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})
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# 数据库层
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from src.database.mysql_database_manager import MySQLDatabaseManager
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db_manager = MySQLDatabaseManager()
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kline_strategy = KLinePatternStrategy(
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data_fetcher=fetcher,
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notification_manager=notification_manager,
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config=strategy_config,
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db_manager=db_manager
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)
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# 执行层
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executor = StrategyExecutor(pool_manager, notification_manager)
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scheduler = TaskScheduler()
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# 注册策略
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executor.register_strategy("kline_pattern", kline_strategy)
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return {
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'fetcher': fetcher,
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'pool_manager': pool_manager,
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'notification_manager': notification_manager,
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'kline_strategy': kline_strategy,
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'executor': executor,
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'scheduler': scheduler
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}
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def print_help():
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"""打印帮助信息"""
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print("\n🚀 策略测试命令:")
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print("-" * 50)
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print(" scan <股票代码> - 分析单只股票")
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print(" market <数量> - 扫描热门股票(默认20只)")
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print(" pools - 查看可用股票池规则")
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print(" task <规则> <数量> - 执行策略任务")
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print(" schedule - 显示定时任务示例")
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print(" help - 显示帮助")
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print(" quit - 退出程序")
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print("-" * 50)
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def main():
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"""主函数"""
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setup_logging()
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print("=" * 60)
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print("🎯 A股量化交易 - 策略测试系统")
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print("=" * 60)
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try:
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# 初始化系统
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logger.info("正在初始化策略系统...")
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system = create_strategy_system()
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logger.info("✅ 策略系统初始化完成")
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print(f"\n📊 系统组件:")
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print(f" ✅ 数据获取器: TushareFetcher")
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print(f" ✅ 股票池管理: StockPoolManager")
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print(f" ✅ K线策略: KLinePatternStrategy")
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print(f" ✅ 执行器: StrategyExecutor")
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print(f" ✅ 调度器: TaskScheduler")
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print_help()
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# 命令行交互
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while True:
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try:
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command = input("\n> ").strip()
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if not command:
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continue
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if command.lower() in ['quit', 'exit']:
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print("👋 感谢使用策略测试系统!")
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break
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elif command.lower() == 'help':
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print_help()
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elif command.startswith('scan '):
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stock_code = command[5:].strip()
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if stock_code:
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scan_single_stock(system['kline_strategy'], stock_code)
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else:
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print("请提供股票代码，如: scan 000001.SZ")
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elif command.startswith('market'):
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parts = command.split()
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max_stocks = int(parts[1]) if len(parts) > 1 and parts[1].isdigit() else 20
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scan_market(system['executor'], max_stocks)
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elif command.lower() == 'pools':
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show_stock_pools(system['pool_manager'])
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elif command.startswith('task '):
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parts = command.split()
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if len(parts) >= 2:
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rule = parts[1]
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max_stocks = int(parts[2]) if len(parts) > 2 and parts[2].isdigit() else 10
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execute_task(system['executor'], rule, max_stocks)
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else:
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print("请提供股票池规则，如: task index_components 100")
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elif command.lower() == 'schedule':
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show_schedule_examples(system['scheduler'], system['executor'])
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else:
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print("❌ 未知命令，输入 'help' 查看帮助")
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except KeyboardInterrupt:
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print("\n\n👋 程序被用户中断")
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break
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except Exception as e:
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logger.error(f"命令执行错误: {e}")
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print(f"❌ 执行错误: {e}")
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except Exception as e:
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logger.error(f"系统启动失败: {e}")
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print(f"❌ 启动失败: {e}")
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return 1
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return 0
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def scan_single_stock(strategy, stock_code):
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"""扫描单只股票"""
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print(f"\n🔍 分析股票: {stock_code}")
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print("-" * 40)
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try:
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results = strategy.analyze_stock(stock_code)
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total_signals = 0
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for timeframe, result in results.items():
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signal_count = result.get_signal_count()
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total_signals += signal_count
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if signal_count > 0:
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print(f"📊 {timeframe.upper()}: 发现 {signal_count} 个信号")
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for i, signal in enumerate(result.signals, 1):
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print(f" {i}. {signal['date']} | {signal['signal_type']} | 价格: {signal['price']:.2f}元")
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else:
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print(f"📭 {timeframe.upper()}: 无信号")
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print(f"\n📈 总计: {total_signals} 个信号")
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except Exception as e:
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logger.error(f"分析失败: {e}")
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print(f"❌ 分析失败: {e}")
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def scan_market(executor, max_stocks):
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"""扫描主力股票池"""
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print(f"\n🎯 扫描主力股票池 (沪深300+中证500+创业板指，最多{max_stocks}只)")
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print("-" * 50)
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try:
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result = executor.execute_task(
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task_id=f"market_scan_{max_stocks}",
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strategy_id="kline_pattern",
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stock_pool_rule="index_components", # 使用主力股票池
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stock_pool_params={},
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max_stocks=max_stocks,
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send_notification=False
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)
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summary = result.get_summary()
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print(f"📊 扫描结果:")
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print(f" 股票池: {summary['stock_pool_rule_display']}")
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print(f" 总扫描: {summary['total_stocks_analyzed']} 只")
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print(f" 有信号: {summary['stocks_with_signals']} 只")
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print(f" 信号数: {summary['total_signals_found']} 个")
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print(f" 耗时: {summary['execution_time']:.2f} 秒")
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if result.strategy_results:
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print(f"\n🎯 信号详情:")
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for stock_code, timeframe_results in result.strategy_results.items():
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for timeframe, strategy_result in timeframe_results.items():
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if strategy_result.get_signal_count() > 0:
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stock_name = executor.stock_pool_manager.fetcher.get_stock_name(stock_code)
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print(f" 📈 {stock_code}({stock_name}): {strategy_result.get_signal_count()} 个信号")
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except Exception as e:
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logger.error(f"市场扫描失败: {e}")
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print(f"❌ 扫描失败: {e}")
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def show_stock_pools(pool_manager):
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"""显示可用股票池规则"""
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print(f"\n📋 可用股票池规则:")
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print("-" * 40)
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rules = pool_manager.get_available_rules()
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for rule_id, rule_name in rules.items():
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print(f" 🎯 {rule_id}: {rule_name}")
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print(f"\n💡 使用方法: task <规则名> <股票数量>")
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print(f" 示例: task index_components 100 # 主力股票池")
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print(f" 示例: task tushare_hot 50 # 同花顺热榜")
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def execute_task(executor, rule, max_stocks):
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"""执行策略任务"""
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print(f"\n⚡ 执行策略任务")
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print(f"股票池规则: {rule}")
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print(f"最大股票数: {max_stocks}")
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print("-" * 40)
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try:
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result = executor.execute_task(
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task_id=f"manual_{rule}_{max_stocks}",
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strategy_id="kline_pattern",
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stock_pool_rule=rule,
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max_stocks=max_stocks,
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send_notification=False
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)
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summary = result.get_summary()
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print(f"✅ 任务完成:")
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print(f" 任务ID: {summary['task_id']}")
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print(f" 成功: {'是' if summary['success'] else '否'}")
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print(f" 耗时: {summary['execution_time']:.2f} 秒")
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print(f" 信号数: {summary['total_signals_found']} 个")
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if summary['error']:
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print(f" 错误: {summary['error']}")
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except Exception as e:
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logger.error(f"任务执行失败: {e}")
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print(f"❌ 任务失败: {e}")
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def show_schedule_examples(scheduler, executor):
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"""显示定时任务配置示例"""
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print(f"\n⏰ 定时任务配置示例:")
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print("-" * 50)
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examples = [
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{
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"name": "开盘前热门股扫描",
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"rule": "weekdays at 09:00",
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"desc": "每个工作日9点扫描同花顺热榜"
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},
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{
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"name": "午间龙头股扫描",
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"rule": "weekdays at 12:30",
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"desc": "每个工作日12:30扫描龙头股"
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},
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{
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"name": "收盘后综合扫描",
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"rule": "weekdays at 15:30",
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"desc": "每个工作日15:30综合扫描"
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},
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{
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"name": "高频监控",
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"rule": "every 15 minutes",
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"desc": "每15分钟监控一次"
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}
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]
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for i, example in enumerate(examples, 1):
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print(f" {i}. {example['name']}")
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print(f" 规则: {example['rule']}")
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print(f" 说明: {example['desc']}")
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print()
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print("💡 要启用定时任务，请参考 examples/ 目录下的配置示例")
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if __name__ == "__main__":
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sys.exit(main()) |