Files
qlib/backend/app/core/config.py
T
Simon a77d3c13c3 feat(web): 因子研究升级 + 因子组合页
- 因子元数据增加 brief 使用简介(后端 FactorDef + /api/factors 返回,9 个内置因子补齐文案)
- 因子研究页:
  · 时间默认「今日 ~ 近 6 个月」
  · 因子多选,逐个跑 IC/RankIC Job 并分卡展示报告
  · 目录显示使用简介,行点击展开公式/方向/用法详解
  · 新增计分规则说明与「去因子组合」入口
- 因子组合页 /factors/compose:多因子勾选+权重、组合得分规则说明(z-score×权重求和→TopN),
  可配 topN/调仓/区间/ST,一键回测 Job → 净值/回撤/月度/未建模标注
- 回测页时间默认同样近 6 月
- 验证:tsc + next build 通过;组合回测(momentum_60×1.5 + volatility_60×1.0)Job 成功归档
  EXP-330CAAAE(-13.51%,交易 20);后端 factors/research/api 相关测试通过 / ruff clean
2026-09-07 21:36:16 +08:00

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"""核心配置层:加载根目录 config.yaml + .env,向全应用提供 Settings。
加载优先级:环境变量 > 根目录 .env > 根目录 config.yaml > 代码默认值。
密钥只存在于 .env(config.yaml 经 *_env 字段引用变量名)。
"""
from __future__ import annotations
import os
from dataclasses import dataclass
from functools import lru_cache
from pathlib import Path
import yaml
# 项目根:<root>/backend/app/core/config.py → parents[3]
PROJECT_ROOT = Path(__file__).resolve().parents[3]
BACKEND_ROOT = PROJECT_ROOT / "backend"
CONFIG_PATH = PROJECT_ROOT / "config.yaml"
ENV_PATH = PROJECT_ROOT / ".env"
_SQLITE_PREFIX = "sqlite:///"
def _load_env_file(path: Path) -> None:
"""把 .env 读入 os.environ(不覆盖已存在的环境变量)。"""
if not path.exists():
return
for raw in path.read_text(encoding="utf-8").splitlines():
line = raw.strip()
if not line or line.startswith("#") or "=" not in line:
continue
key, _, value = line.partition("=")
key = key.strip()
if key and key not in os.environ:
os.environ[key] = value.strip().strip("\"'")
def _load_config_yaml(path: Path) -> dict:
if not path.exists():
return {}
with path.open(encoding="utf-8") as fh:
data = yaml.safe_load(fh)
return data if isinstance(data, dict) else {}
def _deep(cfg: dict, dotted: str) -> object:
node: object = cfg
for part in dotted.split("."):
if not isinstance(node, dict) or part not in node:
return None
node = node[part]
return node
@dataclass(frozen=True)
class Settings:
"""应用全局配置(已解析、不可变)。"""
app_name: str
app_version: str
debug: bool
secret_key: str
api_prefix: str
database_url: str
sqlalchemy_echo: bool
migrations_dir: Path
data_source_primary: str
data_source_fallback: str
tushare_token: str
llm_api_key: str
llm_base_url: str | None
llm_model: str
storage: dict[str, Path]
job_mode: str
job_memory_limit_gb: int
job_max_concurrent: int
config_path: Path = CONFIG_PATH
env_path: Path = ENV_PATH
project_root: Path = PROJECT_ROOT
def _resolve_storage_dirs(cfg: dict) -> dict[str, Path]:
storage_cfg = _deep(cfg, "storage") or {}
return {
key: PROJECT_ROOT / str(value)
for key, value in storage_cfg.items()
if isinstance(value, str)
}
def _normalize_sqlite_url(url: str) -> str:
"""把相对路径的 sqlite URL 解析为项目根下的绝对路径。"""
if not url.startswith(_SQLITE_PREFIX):
return url
rest = url[len(_SQLITE_PREFIX) :]
if rest.startswith("/"): # 已是绝对路径(sqlite:////abs/path)
return url
return f"{_SQLITE_PREFIX}{(PROJECT_ROOT / rest).resolve()}"
@lru_cache
def get_settings() -> Settings:
"""加载并缓存 Settings。config / env 路径可通过参数覆盖以便测试。"""
_load_env_file(ENV_PATH)
cfg = _load_config_yaml(CONFIG_PATH)
secret_env = _deep(cfg, "app.secret_key_env") or "APP_SECRET_KEY"
url_env = _deep(cfg, "database.url_env") or "DATABASE_URL"
token_env = _deep(cfg, "data_source.tushare_token_env") or "TUSHARE_TOKEN"
# Agent LLM:URL/模型名在 config.yaml 明文,api_key 只从 .env 读(env 可覆盖 url/model)
agent_llm = _deep(cfg, "agent.llm") or {}
llm_key_env = agent_llm.get("api_key_env") or "LLM_API_KEY"
llm_url_env = agent_llm.get("base_url_env") or "LLM_BASE_URL"
llm_model_env = agent_llm.get("model_env") or "LLM_MODEL"
default_url = "sqlite:///./data/quant.db"
database_url = os.environ.get(url_env) or default_url
migrations_rel = _deep(cfg, "database.migrations_dir") or (
"app/infrastructure/persistence/migrations"
)
# Job 执行:环境变量 JOB_MODE / QLIB_JOB_MEM_LIMIT_GB 可覆盖 config.yaml(测试用)
job_cfg = _deep(cfg, "job") or {}
try:
job_memory_limit_gb = int(
os.environ.get("QLIB_JOB_MEM_LIMIT_GB") or job_cfg.get("max_memory_gb") or 6
)
except (TypeError, ValueError):
job_memory_limit_gb = 6
try:
job_max_concurrent = int(
os.environ.get("QLIB_JOB_MAX_CONCURRENT") or job_cfg.get("max_concurrent_jobs") or 2
)
except (TypeError, ValueError):
job_max_concurrent = 2
return Settings(
app_name=str(_deep(cfg, "app.name") or "qlib-platform"),
app_version=str(_deep(cfg, "app.version") or "0.1.0"),
debug=bool(_deep(cfg, "app.debug") or False),
secret_key=os.environ.get(secret_env, "dev-insecure-key"),
api_prefix=str(_deep(cfg, "api.prefix") or "/api"),
database_url=_normalize_sqlite_url(database_url),
sqlalchemy_echo=bool(_deep(cfg, "database.echo") or False),
migrations_dir=BACKEND_ROOT / str(migrations_rel),
data_source_primary=str(_deep(cfg, "data_source.primary") or "tushare"),
data_source_fallback=str(_deep(cfg, "data_source.fallback") or "sina"),
tushare_token=os.environ.get(token_env, ""),
llm_api_key=os.environ.get(llm_key_env, ""),
llm_base_url=os.environ.get(llm_url_env) or (agent_llm.get("base_url") or None),
llm_model=os.environ.get(llm_model_env) or agent_llm.get("model") or "qwen-plus",
storage=_resolve_storage_dirs(cfg),
job_mode=os.environ.get("JOB_MODE") or job_cfg.get("mode") or "subprocess",
job_memory_limit_gb=job_memory_limit_gb,
job_max_concurrent=job_max_concurrent,
)