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import os
import time
import copy
from abc import ABCMeta, abstractmethod
from backtest_framework.factor_generator import FactorGenerator
from backtest_framework.print_type import PrintType as p
import sys
from wby_utils.config.Config import Config
class StrategyBase(metaclass=ABCMeta):
def __init__(self, factorName, config_path):
config = Config(config_path)
self.dataApi = FactorGenerator(factorName, config)
def run(self):
tic_time = time.time()
if self.dataApi.multiSave == False:
self.dataApi.loadDerivativeFactorToGlobal(self.dataApi.factorName)
self.dataApi.getStartTradeDate()
self.dataApi.getEndTradeDate()
trade_date = self.dataApi.getAllData("trade_date_int")
for i in range(self.dataApi.startDateFlag,
self.dataApi.endDateFlag + 1):
start_time = time.time()
self.dataApi.setLpp(i)
self.strategy()
self.dataApi.barCount += 1
end_time = time.time()
p.timer_print(
sys._getframe().f_code.co_filename,
sys._getframe().f_code.co_name,
" " + self.dataApi.factorName + " 因子运行至" + str(trade_date[i][0]) + "，单日截面计算耗时" + str(
end_time - start_time) + '秒！')
if self.dataApi.multiSave == False:
self.dataApi.saveGlobal(self.dataApi.factorName)
toc_time = time.time()
p.timer_print(
sys._getframe().f_code.co_filename,
sys._getframe().f_code.co_name,
self.dataApi.factorName + "因子生成程序运行完毕，计算总计耗时" + str(toc_time - tic_time) + '秒！')
@abstractmethod
def strategy(self):
"""
策略的具体实现, 需要重载
"""
pass
def get_factor_name(file_name):
return os.path.basename(file_name).split('.')[0]
@abstractmethod
def get_pre_factor_name() -> list:
pass
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