# coding: UTF-8 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