59 lines
2.1 KiB
Python
59 lines
2.1 KiB
Python
import json
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import logging
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from datetime import datetime
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from pathlib import Path
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from .fetcher import BinanceFetcher
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from .filters import StrategyFilters
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logger = logging.getLogger(__name__)
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class UniverseEngine:
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def __init__(self, config: dict):
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self.config = config
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self.fetcher = BinanceFetcher(config)
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self.filters = StrategyFilters(config)
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async def run_pipeline(self):
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try:
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# 1. 基础池
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liquid_symbols = await self.fetcher.get_liquid_symbols()
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if not liquid_symbols:
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logger.error("基础池为空，请检查网络/代理或放宽 base_filter 阈值。")
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return {}
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# 2. 获取数据
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data_dict = await self.fetcher.fetch_klines_batch(liquid_symbols)
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if not data_dict:
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logger.error("K 线拉取全部失败，请检查网络或降低并发。")
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return {}
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# 3. 执行策略过滤
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results = {
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'timestamp': datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
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'timeframe': self.config['data']['timeframe'],
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'quote_currencies': self.fetcher.quote_currencies,
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'trend_universe': self.filters.filter_trend(data_dict),
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'mr_universe': self.filters.filter_mean_reversion(data_dict),
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'starb_pairs': self.filters.filter_starb(data_dict),
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}
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# 4. 保存结果
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self._save_results(results)
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return results
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finally:
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await self.fetcher.close()
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def _save_results(self, results: dict):
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save_path = Path(
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self.config.get('output', {}).get('save_path', './output/universe_results.json')
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)
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save_path.parent.mkdir(parents=True, exist_ok=True)
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# tuple 转 list 方便 JSON 序列化
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results['starb_pairs'] = [list(p) for p in results['starb_pairs']]
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with open(save_path, 'w', encoding='utf-8') as f:
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json.dump(results, f, indent=4, ensure_ascii=False)
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logger.info(f"标的池结果已保存至: {save_path}") |