51 lines
1.7 KiB
Python
51 lines
1.7 KiB
Python
"""S3: 验证 alphalens 与 vnpy_sqlite(peewee) 能否共存。
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vnpy.alpha dataset/template.py:13 已 `from alphalens.utils import ...`，
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若 alphalens(empyrical-reloaded 要 peewee<3.17.4) 与 vnpy_sqlite(peewee 4.1.1)
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冲突，vnpy.alpha 将无法 import —— 这是因子层方案 A 的前置阻塞项。
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"""
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import sys
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import os
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_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "vnpy_v4.4.0"))
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sys.path.insert(0, _VNPY_SRC)
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def main():
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results = {}
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# 1. alphalens 能否 import
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try:
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from alphalens.utils import get_clean_factor_and_forward_returns
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from alphalens.tears import create_full_tear_sheet
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results["alphalens_import"] = "OK"
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except Exception as e:
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results["alphalens_import"] = f"FAIL: {type(e).__name__}: {e}"
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# 2. vnpy_sqlite 能否 import（peewee）
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try:
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import peewee
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results["peewee_version"] = peewee.__version__
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from vnpy_sqlite.sqlite_database import SqliteDatabase
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results["vnpy_sqlite_import"] = "OK"
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except Exception as e:
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results["vnpy_sqlite_import"] = f"FAIL: {type(e).__name__}: {e}"
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# 3. alpha dataset 能否 import（同时拉 alphalens + vnpy）
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try:
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from vnpy.alpha.dataset import AlphaDataset
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results["alpha_dataset_import"] = "OK"
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except Exception as e:
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results["alpha_dataset_import"] = f"FAIL: {type(e).__name__}: {e}"
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print("=== S3 Spike Result ===")
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for k, v in results.items():
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print(f" {k}: {v}")
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ok = all(v == "OK" or v.startswith("4") for v in results.values())
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print(f"\nS3 VERDICT: {'PASS' if ok else 'FAIL/CONFLICT'}")
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if __name__ == "__main__":
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main()
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