重构项目架构,新增 MT5 代理服务

- 重构核心模块:DataProvider 依赖注入、RiskController 门面、信号注册表
- 新增 FastAPI 代理服务 (run/server.py),支持局域网远程调用 MT5
- 新增 RemoteDataProvider + AttrDict,远端无缝替代 LiveDataProvider
- 新增序列化模块,MT5 对象转 JSON 兼容格式
- 重构入口点至 run/ 包,支持 python -m run.realtime/server/backtest/optimize
- 更新 CLAUDE.md 文档

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Co-Authored-By: Claude <noreply@anthropic.com>
Co-Authored-By: Happy <yesreply@happy.engineering>
This commit is contained in:
silencesdg
2026-05-11 12:00:45 +08:00
co-authored by Claude Happy
parent e8226edd96
commit 4cb4f4a15e
46 changed files with 2993 additions and 2279 deletions
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"""策略注册表 — 单例,消除代码中多处的策略列表重复
用法:
registry = StrategyRegistry()
registry.register('ma_cross', MACrossStrategy)
registry.instantiate_all(SYMBOL, TIMEFRAME) # 或传入参数字典
config_key = registry.class_name_to_config_key('MACrossStrategy')
"""
from config import STRATEGY_CONFIG
class StrategyRegistry:
"""策略注册表单例 — 所有策略信息的唯一数据源"""
_instance = None
def __new__(cls):
if cls._instance is None:
cls._instance = super().__new__(cls)
cls._instance._strategies = {} # config_key → StrategyClass
cls._instance._instances = {} # config_key → instance
return cls._instance
def register(self, config_key: str, strategy_class: type) -> None:
self._strategies[config_key] = strategy_class
def instantiate_all(self, symbol: str, timeframe: int,
params_dict: dict = None,
data_provider=None) -> dict:
"""实例化所有已注册策略
Args:
data_provider: 回测传Nonerun_backtest不需要),实盘传DataProvider实例
Returns:
{config_key: strategy_instance}
"""
if params_dict is None:
params_dict = STRATEGY_CONFIG
instances = {}
for key, cls in self._strategies.items():
params = params_dict.get(key, {})
instances[key] = cls(data_provider, symbol, timeframe, **params)
self._instances = instances
return instances
@property
def instances(self) -> dict:
return self._instances
@property
def all_strategies(self) -> dict:
"""返回 {config_key: StrategyClass}"""
return dict(self._strategies)
def class_name_to_config_key(self, class_name: str) -> str | None:
for key, cls in self._strategies.items():
if cls.__name__ == class_name:
return key
return None
def config_key_to_class_name(self, config_key: str) -> str:
return self._strategies[config_key].__name__
def get_instance(self, config_key: str):
return self._instances.get(config_key)
def __contains__(self, config_key: str) -> bool:
return config_key in self._strategies