135 lines
5.6 KiB
Python
135 lines
5.6 KiB
Python
from __future__ import annotations
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import json
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import math
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from functools import lru_cache
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from pathlib import Path
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from typing import Any
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CONFIG_ROOT = Path(__file__).resolve().parents[3] / "config"
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ALLOWED_OPERATORS = frozenset({">", ">=", "<", "<=", "==", "!=", "between", "in"})
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class CatalogError(RuntimeError):
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pass
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@lru_cache(maxsize=1)
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def factor_catalog() -> dict[str, Any]:
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payload = _read("screener-factors.json")
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factors = payload.get("factors")
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groups = payload.get("groups")
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if payload.get("schema_version") != 1 or not isinstance(factors, dict):
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raise CatalogError("选股因子目录无效")
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grouped = [field for values in (groups or {}).values() for field in values]
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if len(grouped) != len(set(grouped)) or set(grouped) != set(factors):
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raise CatalogError("选股因子分组与目录不一致")
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return payload
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@lru_cache(maxsize=1)
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def strategy_catalog() -> tuple[dict[str, Any], ...]:
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payload = _read("screener-strategies.json")
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items = payload.get("strategies")
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if payload.get("schema_version") != 1 or not isinstance(items, list):
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raise CatalogError("选股策略目录无效")
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identifiers: set[str] = set()
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names: set[str] = set()
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factors = set(factor_catalog()["factors"])
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for item in items:
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identifier = str(item.get("id") or "")
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name = str(item.get("name") or "")
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if not identifier or identifier in identifiers or not name or name in names:
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raise CatalogError("选股策略标识或名称重复")
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identifiers.add(identifier)
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names.add(name)
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validate_formula(item.get("formula"), factors)
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if sum(item.get("kind") == "stage" for item in items) != 7:
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raise CatalogError("阶段策略必须为7套")
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if sum(item.get("kind") == "curated" for item in items) != 29:
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raise CatalogError("精选策略必须为29套")
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return tuple(items)
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def strategy_by_id(identifier: str) -> dict[str, Any] | None:
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return next((item for item in strategy_catalog() if item["id"] == identifier), None)
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def validate_formula(formula: Any, factors: set[str] | None = None) -> dict[str, Any]:
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if not isinstance(formula, dict):
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raise CatalogError("选股公式必须是对象")
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known = factors or set(factor_catalog()["factors"])
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universe = formula.get("universe") or {}
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listed_days = universe.get("listed_days_min", 120)
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if not isinstance(listed_days, int) or not 0 <= listed_days <= 5000:
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raise CatalogError("上市天数范围无效")
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filters = formula.get("filters")
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scores = formula.get("score")
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if not isinstance(filters, list) or len(filters) > 20:
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raise CatalogError("筛选条件必须为不超过20项的列表")
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if not isinstance(scores, list) or not 1 <= len(scores) <= 12:
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raise CatalogError("评分因子必须为1至12项")
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for condition in filters:
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if condition.get("field") not in known:
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raise CatalogError(f"未知筛选因子：{condition.get('field')}")
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if condition.get("op") not in ALLOWED_OPERATORS or "value" not in condition:
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raise CatalogError("筛选运算符或比较值无效")
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_validate_comparison(condition["op"], condition["value"])
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total = 0.0
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score_fields: set[str] = set()
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for score in scores:
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if score.get("field") not in known:
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raise CatalogError(f"未知评分因子：{score.get('field')}")
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field = str(score["field"])
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if field in score_fields:
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raise CatalogError("评分因子不能重复")
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score_fields.add(field)
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raw_weight = score.get("weight")
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if not isinstance(raw_weight, (int, float)) or isinstance(raw_weight, bool):
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raise CatalogError("评分权重必须是数值")
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weight = float(raw_weight)
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if weight <= 0 or score.get("direction", "desc") not in {"asc", "desc"}:
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raise CatalogError("评分权重或方向无效")
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total += weight
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if abs(total - 1) > 0.000001:
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raise CatalogError("评分权重总和必须为100%")
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limit = formula.get("limit")
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minimum = formula.get("min_score")
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if not isinstance(limit, int) or not 1 <= limit <= 50:
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raise CatalogError("输出数量必须为1至50")
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if not isinstance(minimum, (int, float)) or not 0 <= minimum <= 1:
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raise CatalogError("最低综合分必须在0至1之间")
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return formula
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def _validate_comparison(operator: str, value: Any) -> None:
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if operator == "between":
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if not isinstance(value, list) or len(value) != 2:
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raise CatalogError("区间条件必须包含两个边界")
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if not all(_comparable(item) for item in value) or value[0] > value[1]:
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raise CatalogError("区间条件边界无效")
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return
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if operator == "in":
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if not isinstance(value, list) or not 1 <= len(value) <= 20:
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raise CatalogError("集合条件必须包含1至20个值")
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if not all(_comparable(item) for item in value):
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raise CatalogError("集合条件包含无效值")
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return
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if not _comparable(value):
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raise CatalogError("比较值必须是有限数值或布尔值")
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def _comparable(value: Any) -> bool:
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return isinstance(value, bool) or (
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isinstance(value, (int, float))
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and not isinstance(value, bool)
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and math.isfinite(float(value))
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)
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def _read(filename: str) -> dict[str, Any]:
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try:
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return json.loads((CONFIG_ROOT / filename).read_text(encoding="utf-8"))
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except (OSError, json.JSONDecodeError) as exc:
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raise CatalogError(f"无法读取{filename}") from exc
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