3a0e75fdc1
- strategy_registry 枚举 vnpy_ctastrategy 策略(兜底 STRATEGY_NAMES)
- /strategy/list、/strategy/{name}/params
- /task/{id}/equity-curve、/daily-pnl、/trades(BacktestResult JSON 化)
- /kline(read_db_daily 历史 K 线)
- 9 tests passed(4 strategy_registry + 5 routes)
57 lines
2.0 KiB
Python
57 lines
2.0 KiB
Python
"""Enumerate vnpy_ctastrategy CTA strategies + their parameters.
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Used by the backtest UI dropdown and dynamic parameter form. Falls back to a
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static name list when vnpy_ctastrategy is not importable (e.g. local dev).
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Task S1.3.
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"""
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from __future__ import annotations
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import importlib
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import pkgutil
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# Fallback strategy names (when vnpy_ctastrategy import fails).
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STRATEGY_NAMES: list[str] = ["DoubleMaStrategy", "BollChannelStrategy", "AtrRsiStrategy"]
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def _load_strategy_classes() -> dict[str, type]:
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"""Import all Strategy classes from vnpy_ctastrategy.strategies."""
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classes: dict[str, type] = {}
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try:
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mod = importlib.import_module("vnpy_ctastrategy.strategies")
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for _, name, _ in pkgutil.iter_modules(mod.__path__):
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try:
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m = importlib.import_module(f"vnpy_ctastrategy.strategies.{name}")
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for attr in dir(m):
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obj = getattr(m, attr)
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if isinstance(obj, type) and attr.endswith("Strategy") and hasattr(obj, "parameters"):
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classes[attr] = obj
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except Exception:
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continue
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except Exception:
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pass
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return classes
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def list_strategies() -> list[dict]:
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"""Return [{name, class_name}, ...] for the UI dropdown."""
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classes = _load_strategy_classes()
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if classes:
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return [{"name": n, "class_name": n} for n in sorted(classes)]
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return [{"name": n, "class_name": n} for n in STRATEGY_NAMES]
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def strategy_params(name: str) -> dict:
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"""Return {parameters: [...], defaults: {...}} for a strategy's dynamic form."""
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classes = _load_strategy_classes()
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cls = classes.get(name)
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if cls is None:
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return {"parameters": [], "defaults": {}}
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params = list(getattr(cls, "parameters", []))
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defaults = {p: getattr(cls, p, None) for p in params}
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return {"parameters": params, "defaults": defaults}
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def get_strategy_class(name: str) -> type | None:
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"""Return the strategy class by name (None if unavailable)."""
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return _load_strategy_classes().get(name)
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