update

config-svrobo6.yml

@@ -241,7 +241,7 @@ robo-executor: # 执行器相关
     end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
     clean-up: true
   real: # 实盘执行器
-    export: ${EXPORT_ENABLE:on} # 是否开启报告
+    export: ${EXPORT_ENABLE:off} # 是否开启报告
     start-date: 2023-05-08 # 实盘开始时间
     include-date: []
 

main.py

@@ -5,7 +5,6 @@ from api import RoboExecutor
 
 @autowired(names={'executor': RoboExecutor.use_name()})
 def start(executor: RoboExecutor = None):
-    print('开始')
     executor.start_exec()
 
 

rebalance/base_signal.py

@@ -37,7 +37,8 @@ class BaseRebalanceSignal(RebalanceSignal, ABC):
                 'type': self.signal_type,
                 'risk': risk,
                 'portfolio_type': portfolio_type,
-                'portfolio': portfolio
+                'portfolio': portfolio,
+                'effective': 1
             })
             return rrs.get_by_id(id)
         return None

robo_executor.py

@@ -143,7 +143,7 @@ class RealExecutor(RoboExecutor):
         self._builder = builder
         self._pool = pool
         self._hold = hold
-        self._syncs = syncs
+        self._syncs = [syncs]
         self._daily_export = daily_export
         self._monitor_export = monitor_export
         self._config = get_config(__name__)['real']
@@ -176,7 +176,8 @@ class RealExecutor(RoboExecutor):
 
     def start_exec(self):
         if self.is_sync_data:
-            self._syncs.do_sync()
+            for sync in self._syncs:
+                sync.do_sync()
         date = self.curt_date
         if is_workday(date) or date in self.include_date:
             date = prev_workday(filter_weekend(date))
@@ -198,3 +199,5 @@ class RealExecutor(RoboExecutor):
                     f'export email for date[{format_date(date)}] send success, use[{(dt.now() - now).seconds}s]')
         else:
             logger.info(f'today[{format_date(date)}] is a rest day, do not execute the daily real robo.')
+
+

web/robo_controller.py

+import datetime as dt
 import json
-from datetime import date as dt, datetime
 from multiprocessing import Process
 
 import uvicorn
@@ -8,7 +8,7 @@ from fastapi import FastAPI
 from py_jftech import prev_workday, filter_weekend
 
 import main
-from api import DatumType
+from api import DatumType, PortfoliosRisk
 from basic.datum import DefaultDatum
 
 app = FastAPI()
@@ -16,17 +16,25 @@ app = FastAPI()
 REC_GID = 'E3886FBA-123B-7890-123E-123456BEEED'
 
 
-def getTodayRec():
+def get_today_rec():
     from portfolios.dao import robo_mpt_portfolios as rmp
     from api import PortfoliosType, PortfoliosRisk
-    day = prev_workday(filter_weekend(dt.today()))
+    day = prev_workday(filter_weekend(dt.date.today()))
     portfolio = rmp.get_one(day, PortfoliosType.NORMAL, PortfoliosRisk.FT3)
     return portfolio
 
 
+def get_last_signal():
+    from rebalance.dao import robo_rebalance_signal as rrs
+
+    day = prev_workday(filter_weekend(dt.date.today()))
+    last_re = rrs.get_last_one(max_date=day, risk=PortfoliosRisk.FT3, effective=True)
+    return last_re
+
+
 @app.get("/recommend")
 async def root():
-    portfolio = getTodayRec()
+    portfolio = get_today_rec()
     if portfolio:
         fund_infos = DefaultDatum().get_datums(DatumType.FUND)
         id_ticker_map = {str(info['id']): info for info in fund_infos}
@@ -43,33 +51,39 @@ async def root():
         data['rr'] = 0.81
         data['roi'] = 0.81
         data['risk'] = round(sum([id_ticker_map[key]['risk'] * weight for key, weight in funds.items()]), 2)
-        data['note'] = '{}'
+        note = {}
+        sig = get_last_signal()
+        note['last_reg_reb'] = sig['date'].strftime('%Y-%m-%d')
+        data['note'] = json.dumps(note)
         portfolios['data'] = data
         rec_list.append(portfolios)
         return rec_list
     else:
-        return {'msg': '当日投组未产生，待10:30后获取'}
+        return {'msg': '当日投组未产生，待10:00后获取'}
 
 
 def start_robo():
     # 异常情况可以重启跑当天投组
-    current_time = datetime.datetime.now()
-    target_time = datetime.time(10, 15)
+    current_time = dt.datetime.now()
+    target_time = dt.time(10, 0)
     if current_time.time() > target_time:
         main.start()
+
     # 开启定时任务，执行实盘
     scheduler = BlockingScheduler()
-    scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=15)
+    scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=00)
     scheduler.start()
 
 
+def start_web():
+    uvicorn.run("robo_controller:app", reload=True, port=8080)
+
+
 if __name__ == "__main__":
     # 开启一个进程执行start_robo()
     p1 = Process(target=start_robo)
     p1.start()
 
     # 启动进程2
-    p2 = Process(target=uvicorn.run,
-                 args=("robo_controller:app",),
-                 kwargs={'port': 8080})
+    p2 = Process(target=start_web)
     p2.start()