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
+14 -5
View File
@@ -38,13 +38,22 @@ class DailyBreakoutStrategy(BaseStrategy):
def run_backtest(self, df):
df = df.copy()
df['time'] = pd.to_datetime(df['time'], unit='s')
# 'time' 可能是列(来自MT5原始数据)或索引(来自MultiTimeframeDataStore
if 'time' in df.columns:
df['time'] = pd.to_datetime(df['time'], unit='s')
elif isinstance(df.index, pd.DatetimeIndex):
df['time'] = df.index
else:
df['time'] = pd.to_datetime(df.index, unit='s')
df['date'] = df['time'].dt.date
daily_highs = df.groupby('date')['high'].transform('max')
daily_lows = df.groupby('date')['low'].transform('max')
# 用前一日的最高/最低价作为突破基准,避免未来数据泄露
daily_high = df.groupby('date')['high'].max()
daily_low = df.groupby('date')['low'].min()
prev_high = df['date'].map(daily_high.shift(1))
prev_low = df['date'].map(daily_low.shift(1))
signals = pd.Series(0, index=df.index)
signals[df['close'] > daily_highs.shift(1)] = 1
signals[df['close'] < daily_lows.shift(1)] = -1
signals[df['close'] > prev_high] = 1
signals[df['close'] < prev_low] = -1
return signals