feat(orchestrator): runner async submit + on_stage 回调

This commit is contained in:
2026-07-06 18:24:28 +08:00
parent 66aa27e807
commit f5a69b312a
2 changed files with 174 additions and 35 deletions
+119 -23
View File
@@ -2,6 +2,8 @@
Orchestrator for task coordination and execution
Manages backtesting tasks with lazy imports
"""
import asyncio
from concurrent.futures import Future
from .pool import TaskPool
from .task import TaskState
@@ -14,14 +16,25 @@ class Orchestrator:
self.db_path = db_path
self.file_dir = file_dir
self.pool = TaskPool(max_workers=max_workers)
self._pending = {}
self._pending: dict[str, dict] = {}
self._on_stage = None # async callback(task_id, stage)
def submit_cta(self, strategy_class, symbol: str, params: dict,
start: str, end: str, cfg) -> str:
"""Submit a CTA backtesting task"""
def set_on_stage(self, cb):
"""Set callback for stage updates (async callable)"""
self._on_stage = cb
async def _notify_stage(self, task_id: str, stage: str):
"""Update task stage and fire callback if set"""
self.pool.update_stage(task_id, stage)
if self._on_stage:
await self._on_stage(task_id, stage)
async def submit_cta(self, strategy_class, symbol: str, params: dict,
start: str, end: str, cfg) -> str:
"""Submit a CTA backtesting task asynchronously"""
task_id = f"cta_{symbol}_{id(params)}"
self.pool.submit(task_id, "cta")
self._pending = dict(
self._pending[task_id] = dict(
strategy_class=strategy_class,
symbol=symbol,
params=params,
@@ -29,31 +42,95 @@ class Orchestrator:
end=end,
cfg=cfg
)
return task_id
await self._notify_stage(task_id, "排队中")
def _run_sync(self, task_id: str):
"""Execute a task synchronously (lazy import)"""
# Lazy import to avoid vnpy dependency issues
from sanguo_backtest.cta_engine import run_cta_backtest
spec = self._pending[task_id]
fut: Future = self.pool.submit_work(
task_id, _cta_worker, spec["strategy_class"], spec["symbol"],
spec["params"], spec["start"], spec["end"], spec["cfg"], self.db_path
)
task = self.pool.get_task(task_id)
task.start()
await self._notify_stage(task_id, "回测中")
asyncio.ensure_future(self._wait_future(task_id, fut))
return task_id
async def submit_optimize(self, strategy_class, symbol: str, grid: dict,
start: str, end: str, cfg) -> str:
"""Submit a CTA optimization task asynchronously"""
task_id = f"opt_{symbol}_{id(grid)}"
self.pool.submit(task_id, "optimize")
self._pending[task_id] = dict(
strategy_class=strategy_class,
symbol=symbol,
grid=grid,
start=start,
end=end,
cfg=cfg
)
await self._notify_stage(task_id, "参数优化中")
spec = self._pending[task_id]
fut: Future = self.pool.submit_work(
task_id, _opt_worker, spec["strategy_class"], spec["symbol"],
spec["grid"], spec["start"], spec["end"], spec["cfg"], self.db_path
)
task = self.pool.get_task(task_id)
task.start()
await self._notify_stage(task_id, "优化中")
asyncio.ensure_future(self._wait_future(task_id, fut))
return task_id
async def submit_factor(self, symbols: list, factor_names: list,
start: str, end: str, cfg, output_dir: str) -> str:
"""Submit a factor analysis task asynchronously"""
task_id = f"factor_{id(factor_names)}"
self.pool.submit(task_id, "factor")
self._pending[task_id] = dict(
symbols=symbols,
factor_names=factor_names,
start=start,
end=end,
cfg=cfg,
output_dir=output_dir
)
await self._notify_stage(task_id, "因子分析中")
spec = self._pending[task_id]
fut: Future = self.pool.submit_work(
task_id, _factor_worker, spec["symbols"], spec["factor_names"],
spec["start"], spec["end"], spec["cfg"], spec["output_dir"]
)
task = self.pool.get_task(task_id)
task.start()
await self._notify_stage(task_id, "分析中")
asyncio.ensure_future(self._wait_future(task_id, fut))
return task_id
async def _wait_future(self, task_id: str, fut: Future):
"""Wait for Future to complete and handle result/exception"""
try:
result = run_cta_backtest(
self._pending["strategy_class"],
self._pending["symbol"],
self._pending["params"],
self._pending["start"],
self._pending["end"],
self._pending["cfg"],
self.db_path
)
task.complete(result_id=id(result))
result = await asyncio.wrap_future(fut)
await self._on_done(task_id, result)
except Exception as e:
task.fail(f"{type(e).__name__}: {e}")
task = self.pool.get_task(task_id)
if task:
task.fail(f"{type(e).__name__}: {e}")
await self._notify_stage(task_id, "失败")
return task
async def _on_done(self, task_id: str, result):
"""Handle task completion (with None-guard for unknown tasks)"""
task = self.pool.get_task(task_id)
if task is None:
# Unknown task - fire callback but don't crash
await self._notify_stage(task_id, "完成")
return
task.complete(result_id=id(result))
await self._notify_stage(task_id, "完成")
def get_status(self, task_id: str) -> TaskState | None:
"""Get task status by ID"""
@@ -66,4 +143,23 @@ class Orchestrator:
# Lazy import to avoid vnpy dependency issues
from sanguo_backtest.result_store import load_result
return load_result(task.result_id, self.db_path)
return None
return None
# Module-level worker functions (must be top-level for ProcessPoolExecutor pickle)
def _cta_worker(strategy_class, symbol: str, params: dict, start: str, end: str, cfg, db_path: str):
"""Worker for CTA backtest (lazy import, spawn-friendly)"""
from sanguo_backtest.cta_engine import run_cta_backtest
return run_cta_backtest(strategy_class, symbol, params, start, end, cfg, db_path)
def _opt_worker(strategy_class, symbol: str, grid: dict, start: str, end: str, cfg, db_path: str):
"""Worker for CTA optimization (lazy import, spawn-friendly)"""
from sanguo_backtest.cta_optimizer import run_cta_optimization
return run_cta_optimization(strategy_class, symbol, grid, start, end, cfg, db_path)
def _factor_worker(symbols: list, factor_names: list, start: str, end: str, cfg, output_dir: str):
"""Worker for factor analysis (lazy import, spawn-friendly)"""
from sanguo_factor.analyzer import run_factor_analysis
return run_factor_analysis(symbols, factor_names, start, end, cfg, output_dir)