Add JoinQuant simulated trading automation
This commit is contained in:
Yuxuan Yan
+172
-66
@@ -1,4 +1,4 @@
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"""Browser automation for JoinQuant cloud backtest runs.
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"""Browser automation for JoinQuant cloud backtest and simulated-trading runs.
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JoinQuant's public ``jqdatasdk`` is a data API; cloud strategy upload/run/export
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is exposed through the web application. This module keeps that automation
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@@ -29,15 +29,124 @@ def _require_playwright():
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raise RuntimeError(
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"Playwright is required for JoinQuant browser automation. Install it "
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"in this uv environment, then install Chromium:\n"
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" uv pip install playwright\n"
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" uv sync --extra joinquant-browser\n"
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" uv run playwright install chromium"
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) from exc
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return sync_playwright, PlaywrightTimeoutError
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def default_browser_config(strategy_url: str = "") -> dict[str, Any]:
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def _backtest_actions() -> list[dict[str, Any]]:
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return [
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{"type": "goto", "url": "{strategy_url}"},
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{
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"type": "paste_text_file",
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"selector": "textarea, .ace_text-input, .cm-content, .CodeMirror textarea",
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"path": "{wrapper_path}",
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"description": "Paste generated wrapper strategy into the code editor.",
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},
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{
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"type": "set_input_files",
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"selector": "input[type=file]",
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"paths": "{target_csvs}",
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"description": "Upload all aligned daily target CSV files.",
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"optional": True,
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},
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{
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"type": "fill",
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"selector": "input[name=start_date], input[placeholder*=开始]",
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"text": "{backtest_start_date}",
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"optional": True,
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},
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{
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"type": "fill",
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"selector": "input[name=end_date], input[placeholder*=结束]",
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"text": "{backtest_end_date}",
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"optional": True,
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},
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{
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"type": "click",
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"selector": "text=/运行回测|开始回测|回测|Run Backtest|Run/i",
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"description": "Start the JoinQuant backtest.",
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},
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{
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"type": "wait_for_selector",
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"selector": "text=/回测完成|运行完成|Backtest complete|Finished/i",
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"timeout_ms": 600_000,
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出成交|下载成交|fills|trades/i",
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"save_as": "{expected_joinquant_csvs.fills}",
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出持仓|下载持仓|positions/i",
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"save_as": "{expected_joinquant_csvs.positions}",
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出收益|下载收益|pnl|收益/i",
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"save_as": "{expected_joinquant_csvs.pnl}",
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"optional": True,
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},
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{"type": "screenshot", "path": "{run_artifact_dir}/final.png"},
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]
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def _sim_trade_actions() -> list[dict[str, Any]]:
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return [
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{"type": "goto", "url": "{strategy_url}"},
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{
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"type": "paste_text_file",
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"selector": "textarea, .ace_text-input, .cm-content, .CodeMirror textarea",
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"path": "{wrapper_path}",
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"description": "Paste generated wrapper strategy into the simulated-trading strategy editor.",
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},
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{
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"type": "set_input_files",
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"selector": "input[type=file]",
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"paths": "{target_csvs}",
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"description": "Upload frozen target CSV files for 模拟盘.",
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"optional": True,
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},
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{
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"type": "click",
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"selector": "text=/保存|Save/i",
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"description": "Save the strategy code and uploaded files.",
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"optional": True,
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},
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{
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"type": "wait_for_selector",
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"selector": "text=/保存成功|已保存|Saved/i",
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"timeout_ms": 120_000,
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"optional": True,
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},
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{
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"type": "click",
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"selector": "text=/模拟盘|模拟交易|启动模拟|运行模拟|启动|重启|Run Sim|Start|Restart/i",
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"description": "Start or restart the JoinQuant simulated-trading job.",
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},
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{
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"type": "wait_for_selector",
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"selector": "text=/运行中|已启动|模拟交易运行|Started|Running/i",
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"timeout_ms": 180_000,
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"optional": True,
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},
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{"type": "screenshot", "path": "{run_artifact_dir}/sim_trade_final.png"},
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]
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def default_browser_config(strategy_url: str = "", *, flow: str = "backtest") -> dict[str, Any]:
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"""Return a selector/action template for JoinQuant browser automation."""
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if flow not in {"backtest", "sim-trade", "sim_trade"}:
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raise ValueError("flow must be 'backtest' or 'sim-trade'")
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normalized_flow = "sim-trade" if flow == "sim_trade" else flow
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actions = _sim_trade_actions() if normalized_flow == "sim-trade" else _backtest_actions()
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return {
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"flow": normalized_flow,
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"strategy_url": strategy_url,
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"login_url": DEFAULT_LOGIN_URL,
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"headless": False,
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@@ -47,73 +156,25 @@ def default_browser_config(strategy_url: str = "") -> dict[str, Any]:
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"Use `joinquant browser-snapshot` to capture HTML/screenshots for selector tuning.",
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"The action list is declarative and runs in order.",
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],
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"actions": [
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{"type": "goto", "url": "{strategy_url}"},
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{
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"type": "paste_text_file",
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"selector": "textarea, .ace_text-input, .cm-content, .CodeMirror textarea",
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"path": "{wrapper_path}",
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"description": "Paste generated wrapper strategy into the code editor.",
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},
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{
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"type": "set_input_files",
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"selector": "input[type=file]",
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"paths": "{target_csvs}",
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"description": "Upload all aligned daily target CSV files.",
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"optional": True,
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},
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{
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"type": "fill",
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"selector": "input[name=start_date], input[placeholder*=开始]",
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"text": "{backtest_start_date}",
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"optional": True,
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},
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{
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"type": "fill",
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"selector": "input[name=end_date], input[placeholder*=结束]",
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"text": "{backtest_end_date}",
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"optional": True,
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},
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{
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"type": "click",
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"selector": "text=/运行回测|开始回测|回测|Run Backtest|Run/i",
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"description": "Start the JoinQuant backtest.",
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},
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{
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"type": "wait_for_selector",
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"selector": "text=/回测完成|运行完成|Backtest complete|Finished/i",
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"timeout_ms": 600_000,
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出成交|下载成交|fills|trades/i",
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"save_as": "{expected_joinquant_csvs.fills}",
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出持仓|下载持仓|positions/i",
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"save_as": "{expected_joinquant_csvs.positions}",
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"optional": True,
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},
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{
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"type": "download",
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"selector": "text=/导出收益|下载收益|pnl|收益/i",
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"save_as": "{expected_joinquant_csvs.pnl}",
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"optional": True,
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},
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{"type": "screenshot", "path": "{run_artifact_dir}/final.png"},
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],
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"actions": actions,
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}
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def write_browser_config_template(path: str | Path, *, strategy_url: str = "") -> Path:
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def write_browser_config_template(
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path: str | Path,
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*,
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strategy_url: str = "",
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flow: str = "backtest",
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) -> Path:
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"""Write a JSON config template for browser automation."""
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out_path = Path(path)
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(
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json.dumps(default_browser_config(strategy_url), indent=2, ensure_ascii=False) + "\n",
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json.dumps(
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default_browser_config(strategy_url, flow=flow),
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indent=2,
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ensure_ascii=False,
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) + "\n",
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encoding="utf-8",
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)
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return out_path
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@@ -302,7 +363,7 @@ def _run_action(page: Any, action: dict[str, Any], context: dict[str, Any], time
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return record
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def run_browser_backtest(
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def run_browser_flow(
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*,
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manifest_path: str | Path,
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config_path: str | Path,
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@@ -310,12 +371,14 @@ def run_browser_backtest(
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out_dir: str | Path | None = None,
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headless: bool | None = None,
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auto_reconcile: bool = True,
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flow_name: str | None = None,
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) -> dict[str, Any]:
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"""Run configured browser automation for a JoinQuant backtest."""
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"""Run configured browser automation for a JoinQuant web workflow."""
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sync_playwright, _ = _require_playwright()
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manifest = load_json(manifest_path)
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config = load_json(config_path)
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artifact_dir = Path(out_dir or Path(str(manifest["joinquant_export_dir"])).parent / "browser_run")
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flow = flow_name or str(config.get("flow") or "browser")
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artifact_dir = Path(out_dir or Path(str(manifest["joinquant_export_dir"])).parent / f"browser_{flow}")
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artifact_dir.mkdir(parents=True, exist_ok=True)
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context_vars = _manifest_context(manifest, artifact_dir, config)
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@@ -371,6 +434,7 @@ def run_browser_backtest(
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"created_at": datetime.now(timezone.utc).isoformat(),
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"manifest_path": str(manifest_path),
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"config_path": str(config_path),
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"flow": flow,
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"storage_state": str(storage_state),
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"artifact_dir": str(artifact_dir),
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"actions": records,
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@@ -384,3 +448,45 @@ def run_browser_backtest(
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encoding="utf-8",
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)
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return report
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def run_browser_backtest(
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*,
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manifest_path: str | Path,
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config_path: str | Path,
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storage_state: str | Path,
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out_dir: str | Path | None = None,
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headless: bool | None = None,
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auto_reconcile: bool = True,
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) -> dict[str, Any]:
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"""Run configured browser automation for a JoinQuant backtest."""
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return run_browser_flow(
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manifest_path=manifest_path,
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config_path=config_path,
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storage_state=storage_state,
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out_dir=out_dir,
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headless=headless,
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auto_reconcile=auto_reconcile,
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flow_name="backtest",
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)
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def run_browser_sim_trade(
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*,
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manifest_path: str | Path,
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config_path: str | Path,
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storage_state: str | Path,
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out_dir: str | Path | None = None,
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headless: bool | None = None,
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auto_reconcile: bool = True,
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) -> dict[str, Any]:
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"""Run configured browser automation for JoinQuant 模拟盘."""
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return run_browser_flow(
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manifest_path=manifest_path,
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config_path=config_path,
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storage_state=storage_state,
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out_dir=out_dir,
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headless=headless,
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auto_reconcile=auto_reconcile,
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flow_name="sim-trade",
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)
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