初始提交：高股息策略研究与回测系统
从 Point-in-Time 股票筛选到统一 Web 前端的完整链路： 筛选 → 画像 → 策略 → 回测 → Walk-forward → 绩效分析 → 报告/前端。 架构 - 数据层与策略层分离；策略代码不写 SQL，只经 data/repo.py 取数 - 所有业务阈值集中在 config/*.yml，代码零硬编码（字段写错直接报错） - 报告只做「run_id → SQL → 渲染」，不做任何计算，数字可追溯 - 前后端分离：output/ 静态站点 + hdiv web 提供的 REST API 数据安全 - 只增不删：SQL 钩子拦截 DELETE/DROP/TRUNCATE，并有源码扫描测试守护 - qlib 原有表只读，本项目数据写入 hd_ 前缀表 - 回补使用 INSERT IGNORE，保证既有行零改动 - .env 存密钥且已 gitignore；output/、logs/、.venv/ 不入库 交付物 - 30 张 hd_* 表、7 个 YAML 配置、283 项自动化测试 - 统一 Web 前端（hash 路由 SPA）+ nginx 部署配置与 launchd 托管脚本 如实声明的限制 - 策略缺少稳定的样本外超额收益（Walk-forward 7 窗口均值 -0.95%， 基准 +2.29%）；其价值体现在回撤控制，而非超额收益 - 涨跌停/停牌约束仅覆盖 2019 年起；index_weight 尚未填充 - AI Agent 层（plan.md 第四版 P8）未实现 详见 docs/user-guide.md 与 docs/implementation-status.md。
This commit is contained in:
@@ -0,0 +1,60 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
|
||||
<!--
|
||||
com.hddiv.web — 「高股息回测」后端 API 服务（macOS launchd）
|
||||
|
||||
这是模板，不要直接使用。安装请执行：
|
||||
./deploy/install-service.sh install
|
||||
|
||||
为什么必须托管：nginx 由 brew services 托管、开机自启；若后端只是 nohup 进程，
|
||||
重启后就不在了，页面会显示「API 不可用」。两者必须同等对待。
|
||||
|
||||
占位符（由 install-service.sh 渲染）：
|
||||
__PYTHON__ 虚拟环境 python 绝对路径
|
||||
__PROJECT_ROOT__ 项目根目录绝对路径
|
||||
-->
|
||||
<plist version="1.0">
|
||||
<dict>
|
||||
<key>Label</key>
|
||||
<string>com.hddiv.web</string>
|
||||
|
||||
<key>ProgramArguments</key>
|
||||
<array>
|
||||
<string>__PYTHON__</string>
|
||||
<string>-m</string>
|
||||
<string>hdiv</string>
|
||||
<string>web</string>
|
||||
<string>--host</string>
|
||||
<string>127.0.0.1</string>
|
||||
<string>--port</string>
|
||||
<string>8099</string>
|
||||
<string>--api-only</string>
|
||||
</array>
|
||||
|
||||
<key>WorkingDirectory</key>
|
||||
<string>__PROJECT_ROOT__</string>
|
||||
|
||||
<key>EnvironmentVariables</key>
|
||||
<dict>
|
||||
<key>PYTHONPATH</key>
|
||||
<string>src</string>
|
||||
<key>LANG</key>
|
||||
<string>zh_CN.UTF-8</string>
|
||||
</dict>
|
||||
|
||||
<key>RunAtLoad</key>
|
||||
<true/>
|
||||
|
||||
<!-- 被杀/崩溃时自动拉起；正常退出（exit 0）不重启 -->
|
||||
<key>KeepAlive</key>
|
||||
<dict>
|
||||
<key>SuccessfulExit</key>
|
||||
<false/>
|
||||
</dict>
|
||||
|
||||
<key>StandardOutPath</key>
|
||||
<string>__PROJECT_ROOT__/logs/web.log</string>
|
||||
<key>StandardErrorPath</key>
|
||||
<string>__PROJECT_ROOT__/logs/web.err.log</string>
|
||||
</dict>
|
||||
</plist>
|
||||
Executable
+95
@@ -0,0 +1,95 @@
|
||||
#!/usr/bin/env bash
|
||||
# ============================================================
|
||||
# 把后端 API 服务注册为 macOS launchd 用户级服务（登录自启 + 崩溃自愈）
|
||||
#
|
||||
# 用法：
|
||||
# ./deploy/install-service.sh install 安装并启动（幂等，可重复执行）
|
||||
# ./deploy/install-service.sh uninstall 停止并移除
|
||||
# ./deploy/install-service.sh status 查看状态与连通性
|
||||
# ./deploy/install-service.sh reinstall 重新渲染 plist 并重启
|
||||
#
|
||||
# 为什么需要：nginx 由 brew services 托管、开机自启。若后端只是 nohup 进程，
|
||||
# 机器重启后它就不在了 —— 页面能打开但会显示「API 不可用」。
|
||||
#
|
||||
# 若你不用 launchd，也可用 ./deploy/serve.sh start 手动启动（重启后需再次执行）。
|
||||
# ============================================================
|
||||
set -euo pipefail
|
||||
|
||||
PROJECT_ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
|
||||
TEMPLATE="${PROJECT_ROOT}/deploy/com.hddiv.web.plist.example"
|
||||
TARGET="${HOME}/Library/LaunchAgents/com.hddiv.web.plist"
|
||||
LABEL="com.hddiv.web"
|
||||
PYTHON="${PROJECT_ROOT}/.venv/bin/python"
|
||||
PORT="${HDDIV_PORT:-8099}"
|
||||
HOST="${HDDIV_HOST:-127.0.0.1}"
|
||||
|
||||
die() { echo "错误: $*" >&2; exit 1; }
|
||||
|
||||
is_loaded() { launchctl list 2>/dev/null | grep -q "^[0-9-]*[[:space:]]*[0-9-]*[[:space:]]*${LABEL}$"; }
|
||||
|
||||
render() {
|
||||
[[ -f "${TEMPLATE}" ]] || die "缺少模板：${TEMPLATE}"
|
||||
[[ -x "${PYTHON}" ]] || die "虚拟环境不可用：${PYTHON}\n请先创建 .venv 并安装依赖"
|
||||
mkdir -p "${PROJECT_ROOT}/logs" "${HOME}/Library/LaunchAgents"
|
||||
# 路径含中文与空格，用 sed 的 | 分隔符避免转义问题
|
||||
sed -e "s|__PYTHON__|${PYTHON}|g" \
|
||||
-e "s|__PROJECT_ROOT__|${PROJECT_ROOT}|g" \
|
||||
"${TEMPLATE}" > "${TARGET}"
|
||||
# 占位符必须全部被替换，否则 launchd 会静默失败
|
||||
if grep -q "__" "${TARGET}"; then
|
||||
die "plist 中仍有未替换的占位符：$(grep -o '__[A-Z_]*__' "${TARGET}" | sort -u | tr '\n' ' ')"
|
||||
fi
|
||||
plutil -lint "${TARGET}" >/dev/null || die "plist 格式非法：${TARGET}"
|
||||
echo "已渲染 ${TARGET}"
|
||||
}
|
||||
|
||||
cmd_install() {
|
||||
render
|
||||
if is_loaded; then
|
||||
echo "服务已加载，重新加载以应用新配置…"
|
||||
launchctl unload -w "${TARGET}" 2>/dev/null || true
|
||||
fi
|
||||
launchctl load -w "${TARGET}"
|
||||
sleep 3
|
||||
cmd_status
|
||||
}
|
||||
|
||||
cmd_uninstall() {
|
||||
if [[ -f "${TARGET}" ]]; then
|
||||
launchctl unload -w "${TARGET}" 2>/dev/null || true
|
||||
rm -f "${TARGET}"
|
||||
echo "已停止并移除 ${TARGET}"
|
||||
else
|
||||
echo "${TARGET} 不存在，跳过"
|
||||
fi
|
||||
}
|
||||
|
||||
cmd_status() {
|
||||
echo "=== launchd 服务 ==="
|
||||
if is_loaded; then
|
||||
launchctl list | grep "${LABEL}" | awk '{printf " PID=%s 上次退出码=%s %s\n", $1, $2, $3}'
|
||||
echo " （PID 为 - 表示当前未运行）"
|
||||
else
|
||||
echo " 未加载"
|
||||
fi
|
||||
echo "=== 后端直连 ==="
|
||||
if out="$(curl -sS --max-time 3 "http://${HOST}:${PORT}/api/health" 2>&1)"; then
|
||||
echo " http://${HOST}:${PORT}/api/health -> ${out}"
|
||||
else
|
||||
echo " 无响应：${out}"
|
||||
fi
|
||||
echo "=== 日志 ==="
|
||||
echo " ${PROJECT_ROOT}/logs/web.log"
|
||||
echo " ${PROJECT_ROOT}/logs/web.err.log"
|
||||
[[ -f "${PROJECT_ROOT}/logs/web.err.log" ]] && \
|
||||
tail -3 "${PROJECT_ROOT}/logs/web.err.log" 2>/dev/null | sed 's/^/ /' || true
|
||||
}
|
||||
|
||||
case "${1:-install}" in
|
||||
install) cmd_install ;;
|
||||
reinstall) render; launchctl unload -w "${TARGET}" 2>/dev/null || true
|
||||
launchctl load -w "${TARGET}"; sleep 3; cmd_status ;;
|
||||
uninstall) cmd_uninstall ;;
|
||||
status) cmd_status ;;
|
||||
*) die "未知动作：$1（可用：install|reinstall|uninstall|status）" ;;
|
||||
esac
|
||||
@@ -0,0 +1,105 @@
|
||||
# ============================================================
|
||||
# nginx 配置示例 · 高股息回测系统
|
||||
#
|
||||
# 架构：前后端分离
|
||||
# - 前端（静态）由 nginx 直接提供：output/ 目录
|
||||
# - 后端（API）由 hdiv web 进程提供，nginx 反代 /api
|
||||
#
|
||||
# 使用方式：
|
||||
# 1. 把 output/ 同步到服务器，例如 /srv/hddiv/site/
|
||||
# 2. 在服务器上启动后端：
|
||||
# cd <项目目录> && PYTHONPATH=src nohup .venv/bin/python -m hdiv web \
|
||||
# --host 127.0.0.1 --port 8099 --api-only > logs/web.log 2>&1 &
|
||||
# 3. 把本文件按需修改后放到 /etc/nginx/conf.d/ 或 sites-available/
|
||||
# 4. nginx -t && nginx -s reload
|
||||
# ============================================================
|
||||
|
||||
server {
|
||||
listen 8080;
|
||||
server_name 192.168.1.166; # ← 改成你的服务器地址或域名
|
||||
|
||||
charset utf-8;
|
||||
access_log /var/log/nginx/hddiv.access.log;
|
||||
error_log /var/log/nginx/hddiv.error.log;
|
||||
|
||||
# ------------------------------------------------------------
|
||||
# 站点根：output/ 已同步到服务器的这个目录
|
||||
# ------------------------------------------------------------
|
||||
root /srv/hddiv/site; # ← 改成实际路径
|
||||
index index.html;
|
||||
|
||||
# ------------------------------------------------------------
|
||||
# 后端 API（关键：必须放在静态规则之前）
|
||||
#
|
||||
# 前端从页面相对路径请求 api/xxx。页面在 /ggx/ 下，
|
||||
# 因此请求会落到 /ggx/api/xxx —— 这里把它转发到后端 /api/xxx。
|
||||
# ------------------------------------------------------------
|
||||
location /ggx/api/ {
|
||||
proxy_pass http://127.0.0.1:8099/api/;
|
||||
proxy_http_version 1.1;
|
||||
proxy_set_header Host $host;
|
||||
proxy_set_header X-Real-IP $remote_addr;
|
||||
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
|
||||
proxy_set_header X-Forwarded-Proto $scheme;
|
||||
proxy_read_timeout 120s;
|
||||
proxy_buffering off; # 接口数据量小，关闭缓冲更及时
|
||||
|
||||
# 接口不做缓存，避免 PATCH 后看到旧数据
|
||||
add_header Cache-Control "no-store" always;
|
||||
}
|
||||
|
||||
# ------------------------------------------------------------
|
||||
# 前端静态资源
|
||||
# ------------------------------------------------------------
|
||||
location /ggx/ {
|
||||
alias /srv/hddiv/site/; # ← 与上面 root 保持一致（注意结尾斜杠）
|
||||
|
||||
# 前端是 hash 路由（#/...），无需服务端 rewrite；
|
||||
# 未知路径回落到 index.html，保证深链接也能打开
|
||||
try_files $uri $uri/ /ggx/index.html;
|
||||
|
||||
# 图表库较大，允许缓存；app.js/app.css 不缓存便于更新
|
||||
location ~* /ggx/assets/.*\.js$ {
|
||||
expires 7d;
|
||||
add_header Cache-Control "public";
|
||||
}
|
||||
location ~* /ggx/app/.*\.(js|css)$ {
|
||||
add_header Cache-Control "no-cache";
|
||||
}
|
||||
}
|
||||
|
||||
# 根路径跳到应用
|
||||
location = / {
|
||||
return 302 /ggx/;
|
||||
}
|
||||
}
|
||||
|
||||
# ============================================================
|
||||
# 备选：不挂子路径，直接把前端放在站点根
|
||||
#
|
||||
# 若你希望用 http://<host>:8080/ 直接打开，用下面这段替换上面的 server 块。
|
||||
# 注意此时 API 前缀是 /api/，与前端相对路径解析一致，无需改前端。
|
||||
# ============================================================
|
||||
#
|
||||
# server {
|
||||
# listen 8080;
|
||||
# server_name 192.168.1.166;
|
||||
# charset utf-8;
|
||||
#
|
||||
# root /srv/hddiv/site;
|
||||
# index index.html;
|
||||
#
|
||||
# location /api/ {
|
||||
# proxy_pass http://127.0.0.1:8099/api/;
|
||||
# proxy_http_version 1.1;
|
||||
# proxy_set_header Host $host;
|
||||
# proxy_set_header X-Real-IP $remote_addr;
|
||||
# proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
|
||||
# proxy_read_timeout 120s;
|
||||
# add_header Cache-Control "no-store" always;
|
||||
# }
|
||||
#
|
||||
# location / {
|
||||
# try_files $uri $uri/ /index.html;
|
||||
# }
|
||||
# }
|
||||
Executable
+109
@@ -0,0 +1,109 @@
|
||||
#!/usr/bin/env bash
|
||||
# ============================================================
|
||||
# 后端服务管理脚本（macOS / Linux 通用）
|
||||
#
|
||||
# 用法：
|
||||
# ./deploy/serve.sh start 启动（默认 127.0.0.1:8099，仅 API 模式）
|
||||
# ./deploy/serve.sh start-dev 启动开发模式（API + 静态，可直接浏览器预览）
|
||||
# ./deploy/serve.sh stop 停止
|
||||
# ./deploy/serve.sh restart 重启
|
||||
# ./deploy/serve.sh status 查看状态
|
||||
# ./deploy/serve.sh log 跟踪日志
|
||||
#
|
||||
# 说明：生产环境建议用 systemd / launchd 托管；本脚本用于快速启停与排障。
|
||||
# ============================================================
|
||||
set -euo pipefail
|
||||
|
||||
PROJECT_ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
|
||||
cd "$PROJECT_ROOT"
|
||||
|
||||
PY="${PROJECT_ROOT}/.venv/bin/python"
|
||||
PORT="${HDDIV_PORT:-8099}"
|
||||
HOST="${HDDIV_HOST:-127.0.0.1}"
|
||||
MODE="${HDDIV_MODE:-api-only}" # api-only | full
|
||||
LOG_DIR="${PROJECT_ROOT}/logs"
|
||||
PID_FILE="${LOG_DIR}/web.pid"
|
||||
MODE_FILE="${LOG_DIR}/web.mode"
|
||||
LOG_FILE="${LOG_DIR}/web.log"
|
||||
|
||||
mkdir -p "$LOG_DIR"
|
||||
|
||||
is_running() {
|
||||
[[ -f "$PID_FILE" ]] && kill -0 "$(cat "$PID_FILE")" 2>/dev/null
|
||||
}
|
||||
|
||||
start() {
|
||||
if is_running; then
|
||||
echo "已在运行（PID $(cat "$PID_FILE")）"
|
||||
return 0
|
||||
fi
|
||||
if [[ ! -x "$PY" ]]; then
|
||||
echo "找不到虚拟环境：$PY" >&2
|
||||
echo "请先执行：uv venv --python 3.12 .venv && uv pip install --python .venv/bin/python pandas numpy sqlalchemy pymysql pydantic pyyaml jinja2 httpx python-dotenv" >&2
|
||||
exit 1
|
||||
fi
|
||||
local args=(--host "$HOST" --port "$PORT")
|
||||
[[ "$MODE" == "api-only" ]] && args+=(--api-only)
|
||||
|
||||
PYTHONPATH=src nohup "$PY" -m hdiv web "${args[@]}" >> "$LOG_FILE" 2>&1 &
|
||||
echo $! > "$PID_FILE"
|
||||
echo "$MODE" > "$MODE_FILE"
|
||||
sleep 2
|
||||
if is_running; then
|
||||
echo "已启动（PID $(cat "$PID_FILE")） 模式=${MODE} 监听 http://${HOST}:${PORT}"
|
||||
echo "日志：$LOG_FILE"
|
||||
if [[ "$MODE" == "api-only" ]]; then
|
||||
echo "注意：api-only 模式下静态文件需由 nginx 提供；本机预览请用 start-dev"
|
||||
else
|
||||
echo "本机预览：http://${HOST}:${PORT}/"
|
||||
fi
|
||||
else
|
||||
echo "启动失败，日志尾部：" >&2
|
||||
tail -20 "$LOG_FILE" >&2
|
||||
exit 1
|
||||
fi
|
||||
}
|
||||
|
||||
stop() {
|
||||
SAVED_MODE="$(cat "$MODE_FILE" 2>/dev/null || echo unknown)"
|
||||
if ! is_running; then
|
||||
echo "未在运行"
|
||||
rm -f "$PID_FILE" "$MODE_FILE"
|
||||
return 0
|
||||
fi
|
||||
local pid; pid="$(cat "$PID_FILE")"
|
||||
kill "$pid" 2>/dev/null || true
|
||||
for _ in $(seq 1 20); do
|
||||
kill -0 "$pid" 2>/dev/null || break
|
||||
sleep 0.2
|
||||
done
|
||||
kill -9 "$pid" 2>/dev/null || true
|
||||
rm -f "$PID_FILE" "$MODE_FILE"
|
||||
echo "已停止（PID ${pid}）"
|
||||
}
|
||||
|
||||
status() {
|
||||
SAVED_MODE="$(cat "$MODE_FILE" 2>/dev/null || echo unknown)"
|
||||
if is_running; then
|
||||
local pid; pid="$(cat "$PID_FILE")"
|
||||
echo "运行中 PID=${pid} 模式=${SAVED_MODE} 监听 http://${HOST}:${PORT}"
|
||||
echo -n "健康检查："
|
||||
curl -s --max-time 3 "http://${HOST}:${PORT}/api/health" || echo "（无响应）"
|
||||
echo
|
||||
else
|
||||
echo "未在运行"
|
||||
fi
|
||||
}
|
||||
|
||||
case "${1:-}" in
|
||||
start) MODE=api-only start ;;
|
||||
start-dev) MODE=full start ;;
|
||||
stop) stop ;;
|
||||
restart) SAVED_MODE="$(cat "$MODE_FILE" 2>/dev/null || echo api-only)"
|
||||
stop; MODE="${SAVED_MODE}" start ;;
|
||||
status) status ;;
|
||||
log) tail -f "$LOG_FILE" ;;
|
||||
*)
|
||||
sed -n '2,15p' "${BASH_SOURCE[0]}" | sed 's/^# \{0,1\}//'
|
||||
exit 2 ;;
|
||||
esac
|
||||
Reference in New Issue
Block a user