Files
sanguo_vnpy_v2/sanguo_orchestrator/runner.py
T
claude_dev 54fc1b656f feat(s3): 历史任务 + 参数优化端到端跑通
- result_store.load_result_by_task_id + orchestrator.get_result DB 兜底(历史回看)
- GET /task 列表、GET /task/{id}/optimization-results
- Task.raw_result 存优化结果 list(内存)
- cta_optimizer 修同款 bug(interval d / capital 1M / vnpy DB SETTINGS)
- get_status 返回 error_msg(str 守卫)
- 前端 优化页(网格输入+轮询+结果表)、历史页(任务列表+回看)、侧栏子菜单
- 修 5 个旧 test_routes 回归;73 tests passed
- 冒烟:历史 3 任务 + 优化 9 组合
2026-07-07 06:35:54 +08:00

183 lines
7.4 KiB
Python

"""
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
class Orchestrator:
"""Task coordinator for backtesting operations"""
def __init__(self, db_path: str, file_dir=None, max_workers: int = 2):
"""Initialize orchestrator with database path and worker limits"""
self.db_path = db_path
self.file_dir = file_dir
self.pool = TaskPool(max_workers=max_workers)
self._pending: dict[str, dict] = {}
self._on_stage = None # async callback(task_id, stage)
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) -> None:
"""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[task_id] = dict(
strategy_class=strategy_class,
symbol=symbol,
params=params,
start=start,
end=end,
cfg=cfg
)
await self._notify_stage(task_id, "排队中")
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, "参数优化中")
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) -> None:
"""Wait for Future to complete and handle result/exception
Bridges concurrent.futures.Future (from ProcessPoolExecutor) to asyncio coroutine.
"""
try:
result = await asyncio.wrap_future(fut)
await self._on_done(task_id, result)
except Exception as 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")
async def _on_done(self, task_id: str, result) -> None:
"""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
# S1.1: use the persisted DB row id (BacktestResult.id) so get_result can
# load_result(result.id). FactorReport (no .id) falls back to None until S2.
task.complete(result_id=getattr(result, "id", None))
task.raw_result = result # S2: keep in-memory result (FactorReport) for ic-summary/report
await self._notify_stage(task_id, "完成")
def get_status(self, task_id: str) -> TaskState | None:
"""Get task status by ID"""
return self.pool.get_status(task_id)
def get_result(self, task_id: str):
"""Get task result by ID. Tries in-memory (current run) then DB (history)."""
task = self.pool.get_task(task_id)
if task and task.status == TaskState.DONE and task.result_id:
# Lazy import to avoid vnpy dependency issues
from sanguo_backtest.result_store import load_result
return load_result(task.result_id, self.db_path)
# Fallback: historical task persisted in DB (e.g. after restart)
from sanguo_backtest.result_store import load_result_by_task_id
return load_result_by_task_id(task_id, self.db_path)
def get_raw_result(self, task_id: str):
"""Get the raw in-memory result object (e.g. FactorReport) by task ID.
Used by factor endpoints (ic-summary, tears report) where the result
isn't a BacktestResult persisted to the DB.
"""
task = self.pool.get_task(task_id)
return task.raw_result if task else 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) -> any:
"""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) -> any:
"""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) -> any:
"""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)