claude_dev
ff84b3d4b0
D-3 模式A影子下单(spec §5): - bridge_client.py: QMT bridge HTTP客户端(urllib, X-Bridge-Token, 失败不抛返回None) - live_orchestrator: _shadow_trades_to_bridge 当日成交POST bridge(默认enabled=false) - persistence: paper_shadow_orders幂等表+save_shadow_order/is_trade_shadowed - config: data_platform.yaml加live段, token走env(BRIDGE_TOKEN) - to_bridge_code symbol转换与guess_exchange一致(2位前缀) 安全: enabled=false默认关+token走env+幂等防重复+影子失败不阻断live_step docs: phase3d-live-trading-design.md(D期完整设计)
48 lines
1.5 KiB
Python
48 lines
1.5 KiB
Python
# sanguo_data/config.py
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from dataclasses import dataclass
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import os
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import yaml
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@dataclass(frozen=True)
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class DataConfig:
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data_paths: dict
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data_sources: dict
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validation: dict
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performance: dict
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risk_free_rate: float = 0.02 # 年化无风险利率（spec §195 资金占用成本归因）
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live: dict | None = None # 实盘集成（D期 spec §5），None/缺省=disabled
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def load_config(path: str) -> DataConfig:
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try:
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with open(path, "r", encoding="utf-8") as f:
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raw = yaml.safe_load(f)
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except FileNotFoundError:
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raise FileNotFoundError(f"配置文件不存在: {path}")
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except yaml.YAMLError as e:
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raise ValueError(f"YAML解析失败: {e}")
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if not raw:
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raise ValueError(f"配置文件为空: {path}")
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return DataConfig(
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data_paths=raw.get("data_paths", {}),
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data_sources=raw.get("data_sources", {}),
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validation=raw.get("validation", {}),
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performance=raw.get("performance", {}),
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risk_free_rate=float(raw.get("risk_free_rate", 0.02)),
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live=raw.get("live"),
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)
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def find_config_path() -> str:
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"""Locate data_platform.yaml: container /app/config first, then repo config/."""
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candidates = [
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"/app/config/data_platform.yaml",
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os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), "config", "data_platform.yaml"),
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"config/data_platform.yaml",
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]
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for p in candidates:
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if os.path.exists(p):
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return p
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return candidates[0]
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