Harden JoinQuant browser smoke automation
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@@ -8,6 +8,7 @@ write a configured standalone file for a real run.
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from __future__ import annotations
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import json
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from pathlib import Path
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from string import Template
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from typing import Literal
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@@ -33,6 +34,7 @@ PORTFOLIO_NAME = "${portfolio_name}"
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TARGET_MODE = "${mode}"
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ALLOW_SHORT = ${allow_short}
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TARGET_FILE_PREFIX = "" # Optional uploaded-file prefix, for example "run1/"
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_EMBEDDED_TARGETS = ${embedded_targets}
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def initialize(context):
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@@ -55,6 +57,7 @@ def _today_file_name(context):
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def _read_target_file(file_name):
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${embedded_target_read}
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data = read_file(TARGET_FILE_PREFIX + file_name)
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if isinstance(data, bytes):
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data = data.decode("utf-8")
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@@ -201,6 +204,8 @@ exec(_WRAPPER_TEMPLATE.substitute(
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portfolio_name="run1",
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mode="target_shares",
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allow_short="False",
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embedded_targets="{}",
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embedded_target_read="",
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))
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@@ -209,23 +214,47 @@ def render_wrapper_strategy(
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portfolio_name: str,
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mode: WrapperMode = "target_shares",
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allow_short: bool = False,
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embedded_targets: dict[str, str] | None = None,
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) -> str:
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"""Render the standalone JoinQuant wrapper strategy source."""
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if mode not in {"target_shares", "target_value"}:
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raise ValueError("mode must be 'target_shares' or 'target_value'")
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embedded_targets = embedded_targets or {}
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embedded_target_read = ""
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if embedded_targets:
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embedded_target_read = (
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" if file_name in _EMBEDDED_TARGETS:\n"
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" return _EMBEDDED_TARGETS[file_name]\n"
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)
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return _WRAPPER_TEMPLATE.substitute(
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portfolio_name=portfolio_name,
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mode=mode,
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allow_short="True" if allow_short else "False",
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embedded_targets=json.dumps(embedded_targets, ensure_ascii=False, indent=4),
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embedded_target_read=embedded_target_read,
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)
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def _load_embedded_targets(targets_dir: str | Path | None) -> dict[str, str]:
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if targets_dir is None:
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return {}
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root = Path(targets_dir)
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targets = {
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path.name: path.read_text(encoding="utf-8")
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for path in sorted(root.glob("*.csv"))
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}
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if not targets:
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raise ValueError(f"No CSV target files found under {root}")
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return targets
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def write_wrapper_strategy(
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*,
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portfolio_name: str,
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mode: WrapperMode = "target_shares",
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out_path: str | Path,
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allow_short: bool = False,
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embedded_targets_dir: str | Path | None = None,
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) -> Path:
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"""Write a configured standalone JoinQuant wrapper strategy."""
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path = Path(out_path)
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@@ -235,6 +264,7 @@ def write_wrapper_strategy(
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portfolio_name=portfolio_name,
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mode=mode,
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allow_short=allow_short,
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embedded_targets=_load_embedded_targets(embedded_targets_dir),
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),
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encoding="utf-8",
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)
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