Files
sanguo_vnpy_v2/sanguo_orchestrator/runner.py
T
claude_dev fa7237b996 feat(polish): 因子报告 IC 提取 + periods 提参 + 缓存上限 + 代码整洁
- analyzer.py: 提取 IC 值到 ic_summary (mean/std/icir/t_stat),periods 提参 (默认 1,5,10)
- alpha_lab.py: _loaded_bars 缓存 LRU 上限 (_MAX_CACHED_SYMBOLS=50)
- runner.py: 统一阶段文案 (参数优化中/因子分析中),worker 类型标注,_wait_future 文档
- pool.py: submit_work 添加 task_id debug 日志

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-06 21:32:27 +08:00

169 lines
6.5 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
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"""
return self.pool.get_status(task_id)
def get_result(self, task_id: str):
"""Get task result by ID (lazy import)"""
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)
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) -> 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)