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Refactor code for improved readability and consistency

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- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/services/strategy_script_runtime.py
+58 -53
View File
@@ -2,6 +2,7 @@
Python 策略脚本（on_init / on_bar + ctx.buy/sell/close_position）运行时。
与回测逻辑对齐，供 TradingExecutor 实盘逐根 K 线调用。
"""
from __future__ import annotations
from typing import Any, Callable, Dict, List, Optional, Tuple
@@ -34,13 +35,13 @@ class ScriptPosition(dict):
raise AttributeError(name) from exc
def __bool__(self) -> bool:
return bool(self.get('side')) and float(self.get('size') or 0) > 0
return bool(self.get("side")) and float(self.get("size") or 0) > 0
def __int__(self) -> int:
return int(self.get('direction') or 0)
return int(self.get("direction") or 0)
def __float__(self) -> float:
return float(self.get('direction') or 0)
return float(self.get("direction") or 0)
def __eq__(self, other: Any) -> bool:
try:
@@ -62,40 +63,44 @@ class ScriptPosition(dict):
def clear_position(self) -> None:
self.clear()
self.update({
'side': '',
'size': 0.0,
'entry_price': 0.0,
'direction': 0,
'amount': 0.0,
})
self.update(
{
"side": "",
"size": 0.0,
"entry_price": 0.0,
"direction": 0,
"amount": 0.0,
}
)
def open_position(self, side: str, entry_price: float, amount: float) -> None:
direction = 1 if side == 'long' else (-1 if side == 'short' else 0)
direction = 1 if side == "long" else (-1 if side == "short" else 0)
size = float(amount or 0.0)
price = float(entry_price or 0.0)
self.clear()
self.update({
'side': side,
'size': size,
'entry_price': price,
'direction': direction,
'amount': size,
})
self.update(
{
"side": side,
"size": size,
"entry_price": price,
"direction": direction,
"amount": size,
}
)
def add_position(self, entry_price: float, amount: float) -> None:
extra = float(amount or 0.0)
if extra <= 0:
return
current_size = float(self.get('size') or 0.0)
current_price = float(self.get('entry_price') or 0.0)
current_size = float(self.get("size") or 0.0)
current_price = float(self.get("entry_price") or 0.0)
next_size = current_size + extra
next_price = float(entry_price or current_price or 0.0)
if current_size > 0 and current_price > 0 and next_size > 0:
next_price = ((current_price * current_size) + (float(entry_price or current_price) * extra)) / next_size
self['size'] = next_size
self['amount'] = next_size
self['entry_price'] = next_price
self["size"] = next_size
self["amount"] = next_size
self["entry_price"] = next_price
class StrategyScriptContext:
@@ -119,28 +124,30 @@ class StrategyScriptContext:
def bars(self, n: int = 1):
start = max(0, self.current_index - int(n) + 1)
out = []
for _, row in self._bars_df.iloc[start:self.current_index + 1].iterrows():
out.append(ScriptBar(
open=float(row.get('open') or 0),
high=float(row.get('high') or 0),
low=float(row.get('low') or 0),
close=float(row.get('close') or 0),
volume=float(row.get('volume') or 0),
timestamp=row.get('time')
))
for _, row in self._bars_df.iloc[start : self.current_index + 1].iterrows():
out.append(
ScriptBar(
open=float(row.get("open") or 0),
high=float(row.get("high") or 0),
low=float(row.get("low") or 0),
close=float(row.get("close") or 0),
volume=float(row.get("volume") or 0),
timestamp=row.get("time"),
)
)
return out
def log(self, message: Any):
self._logs.append(str(message))
def buy(self, price: Any = None, amount: Any = None):
self._orders.append({'action': 'buy', 'price': price, 'amount': amount})
self._orders.append({"action": "buy", "price": price, "amount": amount})
def sell(self, price: Any = None, amount: Any = None):
self._orders.append({'action': 'sell', 'price': price, 'amount': amount})
self._orders.append({"action": "sell", "price": price, "amount": amount})
def close_position(self):
self._orders.append({'action': 'close'})
self._orders.append({"action": "close"})
def compile_strategy_script_handlers(code: str) -> Tuple[Optional[Callable], Optional[Callable]]:
@@ -154,38 +161,36 @@ def compile_strategy_script_handlers(code: str) -> Tuple[Optional[Callable], Opt
import builtins
def safe_import(name, *args, **kwargs):
allowed_modules = ['numpy', 'pandas', 'math', 'json', 'datetime', 'time']
if name in allowed_modules or name.split('.')[0] in allowed_modules:
allowed_modules = ["numpy", "pandas", "math", "json", "datetime", "time"]
if name in allowed_modules or name.split(".")[0] in allowed_modules:
return builtins.__import__(name, *args, **kwargs)
raise ImportError(f"Import not allowed: {name}")
safe_builtins = {k: getattr(builtins, k) for k in dir(builtins)
if not k.startswith('_') and k not in ['eval', 'exec', 'compile', 'open', 'input', 'help', 'exit', 'quit']}
safe_builtins['__import__'] = safe_import
safe_builtins = {
k: getattr(builtins, k)
for k in dir(builtins)
if not k.startswith("_") and k not in ["eval", "exec", "compile", "open", "input", "help", "exit", "quit"]
}
safe_builtins["__import__"] = safe_import
exec_env = {
'__builtins__': safe_builtins,
'np': np,
'pd': pd,
"__builtins__": safe_builtins,
"np": np,
"pd": pd,
}
from app.utils.safe_exec import validate_code_safety, safe_exec_code
from app.utils.safe_exec import safe_exec_code, validate_code_safety
is_safe, error_msg = validate_code_safety(code)
if not is_safe:
raise ValueError(f"Code contains unsafe operations: {error_msg}")
exec_result = safe_exec_code(
code=code,
exec_globals=exec_env,
exec_locals=exec_env,
timeout=60
)
if not exec_result['success']:
exec_result = safe_exec_code(code=code, exec_globals=exec_env, exec_locals=exec_env, timeout=60)
if not exec_result["success"]:
raise RuntimeError(f"Code execution failed: {exec_result.get('error')}")
on_init = exec_env.get('on_init')
on_bar = exec_env.get('on_bar')
on_init = exec_env.get("on_init")
on_bar = exec_env.get("on_bar")
if not callable(on_bar):
raise ValueError("Strategy script must define on_bar(ctx, bar)")
if on_init is not None and not callable(on_init):