128 lines
4.4 KiB
Makefile
128 lines
4.4 KiB
Makefile
PYTHON ?= python3
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PROJECT_PYTHONPATH := src:.
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SMOKE_DIR := artifacts/local-smoke
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RESEARCH_DIR := artifacts/research-smoke
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PARITY_REPORT := artifacts/mock-parity/report.json
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TUSHARE_PROVIDER ?= data/qlib/tushare-csi500-2018-2025-v2
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TUSHARE_SNAPSHOT ?= artifacts/local-tushare/scoped-source-manifest.json
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TUSHARE_EVIDENCE_DIR ?= artifacts/tushare
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.PHONY: test architecture standard bundle smoke verify research research-verify parity parity-verify doctor secret-scan status status-check notebook-check notebook-smoke tushare-check-root tushare-snapshot tushare-build tushare-verify tushare-lineage tushare-backtest tushare-replay local
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test:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m unittest discover -s tests -p '*.py' -q
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architecture:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant_os architecture check
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standard:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant_os standard validate
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant_os standard evaluate
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bundle:
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$(PYTHON) tools/bundle_platforms.py
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smoke:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant60 smoke --config configs/baseline.json --output $(SMOKE_DIR)
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verify:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant60 verify-manifest $(SMOKE_DIR)/manifest.json
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research:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant60 research-smoke --output $(RESEARCH_DIR)
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research-verify:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant60 verify-research-manifest $(RESEARCH_DIR)/manifest.json
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parity:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) tools/export_mock_parity.py export --output $(PARITY_REPORT)
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parity-verify:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) tools/export_mock_parity.py verify $(PARITY_REPORT)
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doctor:
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m quant_os doctor
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PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) tools/capability_probe.py
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secret-scan:
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$(PYTHON) tools/check_tracked_secrets.py
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status:
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$(PYTHON) tools/build_public_status.py
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status-check:
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$(PYTHON) tools/build_public_status.py --check
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notebook-check:
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$(PYTHON) tools/run_colab_notebook.py notebooks/quant_os_colab.ipynb
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notebook-smoke:
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$(PYTHON) tools/run_colab_notebook.py notebooks/quant_os_colab.ipynb --execute
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tushare-check-root:
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@test -n "$(TUSHARE_MIRROR_ROOT)" || (echo "set TUSHARE_MIRROR_ROOT=/path/to/tushare-mirror" >&2; exit 2)
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tushare-snapshot: tushare-check-root
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$(PYTHON) tools/tushare_snapshot.py \
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--mirror-root "$(TUSHARE_MIRROR_ROOT)" \
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--start 2018-01-01 \
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--end 2025-12-31 \
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--apis daily adj_factor trade_cal stock_basic index_daily index_weight \
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--index-codes 000905.SH \
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--output "$(TUSHARE_SNAPSHOT)"
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tushare-build: tushare-check-root
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$(PYTHON) tools/tushare_qlib.py build \
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--mirror-root "$(TUSHARE_MIRROR_ROOT)" \
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--output-dir "$(TUSHARE_PROVIDER)" \
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--start 2018-01-01 \
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--end 2025-12-31 \
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--market-name tushare_csi500 \
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--benchmark-index-code 000905.SH \
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--universe-index-code 000905.SH \
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--minimum-observations 60 \
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--ohlc-policy fail \
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--output-json "$(TUSHARE_EVIDENCE_DIR)/csi500-build.json"
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tushare-verify:
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$(PYTHON) tools/tushare_qlib.py verify "$(TUSHARE_PROVIDER)" \
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--output-json "$(TUSHARE_EVIDENCE_DIR)/csi500-verify.json"
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tushare-lineage:
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$(PYTHON) tools/tushare_lineage.py \
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--source-manifest "$(TUSHARE_SNAPSHOT)" \
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--provider-dir "$(TUSHARE_PROVIDER)" \
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--output-json "$(TUSHARE_EVIDENCE_DIR)/csi500-lineage.json"
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tushare-backtest:
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PYTHONHASHSEED=0 PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m platforms.qlib_runner \
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--provider-uri "$(TUSHARE_PROVIDER)" \
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--market tushare_csi500 \
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--benchmark SH000905 \
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--start 2019-01-02 \
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--end 2025-12-30 \
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--feature-start 2018-01-02 \
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--lookback 20 \
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--topk 50 \
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--n-drop 5 \
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--rebalance weekly \
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--output-json "$(TUSHARE_EVIDENCE_DIR)/csi500-momentum-run-1.json"
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tushare-replay: tushare-backtest
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PYTHONHASHSEED=0 PYTHONPATH=$(PROJECT_PYTHONPATH) $(PYTHON) -m platforms.qlib_runner \
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--provider-uri "$(TUSHARE_PROVIDER)" \
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--market tushare_csi500 \
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--benchmark SH000905 \
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--start 2019-01-02 \
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--end 2025-12-30 \
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--feature-start 2018-01-02 \
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--lookback 20 \
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--topk 50 \
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--n-drop 5 \
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--rebalance weekly \
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--output-json "$(TUSHARE_EVIDENCE_DIR)/csi500-momentum-run-2.json"
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cmp "$(TUSHARE_EVIDENCE_DIR)/csi500-momentum-run-1.json" \
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"$(TUSHARE_EVIDENCE_DIR)/csi500-momentum-run-2.json"
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local: architecture standard test bundle smoke verify research research-verify parity parity-verify doctor secret-scan status-check notebook-check notebook-smoke
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