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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 Generated with [Claude Code](https://claude.ai/code) via [Happy](https://happy.engineering) Co-Authored-By: Claude <noreply@anthropic.com> Co-Authored-By: Happy <yesreply@happy.engineering>
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"""动态权重管理器(重写版)
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关键改进:
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1. 使用 StrategyRegistry(单例)获取策略列表,消除 blueprint 重复
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2. 回测/优化器模式支持逐 bar 获取权重(get_weights_for_bar)
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3. 优化器模式接受 individual_weights 参数并传递给 MarketStateAnalyzer
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"""
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import strategies # noqa: F401 — 触发策略注册
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from logger import logger
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from core.risk.market_state import MarketStateAnalyzer
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from core.signal.registry import StrategyRegistry
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from config import SYMBOL, TIMEFRAME
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class DynamicWeightManager:
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"""动态权重管理器"""
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def __init__(self, data_provider,
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market_state_analyzer: MarketStateAnalyzer = None):
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self.data_provider = data_provider
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self.analyzer = market_state_analyzer or MarketStateAnalyzer(data_provider)
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self.registry = StrategyRegistry()
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# 初始化策略实例(仅实盘模式首次使用)
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self._strategies_initialized = False
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def _ensure_strategies(self):
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if not self._strategies_initialized:
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self.registry.instantiate_all(SYMBOL, TIMEFRAME,
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data_provider=self.data_provider)
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self._strategies_initialized = True
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# ── 实盘模式 ──
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def get_current_strategies_and_weights(self) -> list:
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"""获取当前(实时)策略实例和权重列表"""
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self._ensure_strategies()
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weights = self.get_current_weights()
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result = []
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for config_key, weight in weights.items():
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instance = self.registry.get_instance(config_key)
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if instance is not None:
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result.append((instance, weight))
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return result
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def get_current_weights(self) -> dict:
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"""获取当前实时权重"""
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market_state, confidence = self.analyzer.get_market_state()
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return self.analyzer.get_strategy_weights(market_state, confidence)
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# ── 回测/优化器模式 ──
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def get_weights_for_bar(self, bar_index: int,
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individual_weights: dict = None) -> dict:
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"""获取第 bar_index 个 bar 的策略权重
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Args:
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bar_index: 当前M1 bar索引
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individual_weights: 优化器传入 {config_key: weight},非None时直接使用
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Returns:
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{config_key: weight}
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"""
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market_state, confidence = self.analyzer.get_market_state(bar_index)
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return self.analyzer.get_strategy_weights(
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market_state, confidence, individual_weights
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)
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def get_weight_info(self) -> dict:
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market_state, confidence = self.analyzer.get_market_state()
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market_weights = self.analyzer.get_strategy_weights(market_state, confidence)
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return {
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'market_state': market_state,
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'confidence': confidence,
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'weights': market_weights
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}
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