mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
synced 2026-08-16 18:38:06 +00:00
56 lines
1.8 KiB
Bash
56 lines
1.8 KiB
Bash
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#!/usr/bin/env bash
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set -euo pipefail
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cd "$(dirname "$0")/.."
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RUN_ID=${RUN:-$(date +"risk_%Y%m%d_%H%M%S")}
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RISK_LOG="results/risk/events.jsonl"
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# 每次运行前清理旧的风险事件，避免历史数据干扰统计
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mkdir -p "$(dirname "$RISK_LOG")"
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: > "$RISK_LOG"
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# 自动发现 trades.csv（优先使用显式 TRADES，未设置则读取 summary.json 中的 artifacts.trades）
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if [ -z "${TRADES:-}" ]; then
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SUMMARY="results/${RUN_ID}/summary.json"
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if [ -f "$SUMMARY" ]; then
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TRADES=$(python - <<'PY' "$SUMMARY"
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import json, sys
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with open(sys.argv[1], encoding="utf-8") as fh:
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summary = json.load(fh)
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print(summary.get("artifacts", {}).get("trades", ""))
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PY
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)
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fi
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fi
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# 如果 summary 中给的是相对路径，补全为绝对路径
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if [ -n "${TRADES:-}" ] && [ ! -f "$TRADES" ] && [ -f "$PWD/$TRADES" ]; then
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TRADES="$PWD/$TRADES"
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fi
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if [ -z "${TRADES:-}" ] || [ ! -f "$TRADES" ]; then
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echo "Trades CSV not found. Provide TRADES env or ensure results/${RUN_ID}/summary.json.artifacts.trades 指向有效文件。" >&2
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exit 1
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fi
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python scripts/simulate_execution.py --trades-csv "$TRADES" \
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--risk-limits-yaml ../QuantTrader/config/risk_limits_sim.yaml \
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--adapter paper \
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--paper-latency-ms 25 \
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--paper-slippage-pips 0.05 \
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--run-id "$RUN_ID" \
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--risk-log "$RISK_LOG"
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python scripts/risk_report.py --log "$RISK_LOG" --out results/risk/report.csv --run-id "$RUN_ID" --skip-metrics
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if python scripts/check_risk_report.py --report results/risk/report.csv --max-rejects 0 --max-kill 0; then
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STATUS="pass"
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else
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STATUS="fail"
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fi
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python scripts/risk_report.py --log "$RISK_LOG" --out results/risk/report.csv --run-id "$RUN_ID" --status "$STATUS" --skip-report
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if [ -s "$RISK_LOG" ]; then
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cp "$RISK_LOG" "results/risk/events_${RUN_ID}.jsonl"
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fi
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if [ "$STATUS" != "pass" ]; then
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exit 1
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fi
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