Automate local JoinQuant smoke prep

This commit is contained in:
Yuxuan Yan
2026-07-04 17:55:19 +08:00
parent c200508f9e
commit 5388359dc8
5 changed files with 300 additions and 0 deletions
+63
View File
@@ -7,6 +7,7 @@ import click
from plugins.joinquant.export_targets import export_targets
from plugins.joinquant.ingest import ingest_joinquant_outputs
from plugins.joinquant.reconcile import reconcile_joinquant
from plugins.joinquant.smoke import prepare_smoke_test
from plugins.joinquant.wrapper_strategy import write_wrapper_strategy
@@ -154,3 +155,65 @@ def write_wrapper_cmd(portfolio_name, mode, out_path, allow_short):
allow_short=allow_short,
)
click.echo(f"Saved JoinQuant wrapper strategy: {path}")
@joinquant.command("prepare-smoke")
@click.option("--out-dir", required=True, help="Root directory for generated smoke-test artifacts")
@click.option(
"--universe",
default="sh600000,sz000001,sh600519,sz002594,sz300750",
show_default=True,
help="Universe for the tiny real-data download",
)
@click.option("--trade-symbol", default="sh600000", show_default=True)
@click.option("--start-date", default="2024-01-02", show_default=True)
@click.option("--end-date", default="2024-01-12", show_default=True)
@click.option("--portfolio-name", default="jq_smoke_one_stock_long", show_default=True)
@click.option("--shares", default=1000, show_default=True, type=int)
@click.option("--booksize", default=1_000_000.0, show_default=True, type=float)
@click.option("--max-signal-dates", default=3, show_default=True, type=int)
@click.option("--cost-bps", default=5.0, show_default=True, type=float)
@click.option("--slippage-bps", default=5.0, show_default=True, type=float)
@click.option("--volume-frac", default=0.02, show_default=True, type=float)
@click.option("--force", is_flag=True, help="Overwrite existing frozen target files")
def prepare_smoke_cmd(
out_dir,
universe,
trade_symbol,
start_date,
end_date,
portfolio_name,
shares,
booksize,
max_signal_dates,
cost_bps,
slippage_bps,
volume_frac,
force,
):
"""Prepare a one-command local real-data JoinQuant smoke test."""
manifest = prepare_smoke_test(
out_dir=out_dir,
universe=universe,
trade_symbol=trade_symbol,
start_date=start_date,
end_date=end_date,
portfolio_name=portfolio_name,
shares=shares,
booksize=booksize,
max_signal_dates=max_signal_dates,
cost_bps=cost_bps,
slippage_bps=slippage_bps,
volume_frac=volume_frac,
force=force,
)
click.echo(f"Prepared JoinQuant smoke manifest: {manifest['manifest_path']}")
click.echo(f"Wrapper: {manifest['wrapper_path']}")
click.echo(f"Targets: {manifest['targets_dir']}")
click.echo(f"Expected JoinQuant exports: {manifest['joinquant_export_dir']}")
summary = manifest["local_summary"]
click.echo(
f"Local simulator: {summary['n_pnl_rows']} days, "
f"PnL={summary['total_pnl']:,.2f}, cost={summary['total_cost']:,.2f}, "
f"blocked={summary['blocked_trades']}"
)