Jongheon Kim
01403c7df4
- Django 5.2.7 project with Python 3.13+ - Quant strategy management system with version control - Strategy implementations using registry pattern - API endpoints for strategy listing and execution - Sample strategy implementations (MovingAverage, RSI, BollingerBand) - Async strategy execution with status tracking 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
110 lines
3.0 KiB
Python
110 lines
3.0 KiB
Python
from abc import ABC, abstractmethod
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from typing import Dict, Any
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import json
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class BaseQuantStrategy(ABC):
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"""
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퀀트 전략의 기본 클래스
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모든 전략 구현체는 이 클래스를 상속받아야 합니다.
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"""
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@property
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@abstractmethod
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def name(self) -> str:
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"""전략 이름"""
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pass
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@property
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@abstractmethod
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def description(self) -> str:
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"""전략 설명"""
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pass
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@property
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@abstractmethod
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def version(self) -> str:
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"""전략 버전"""
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pass
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@property
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def default_parameters(self) -> Dict[str, Any]:
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"""기본 파라미터"""
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return {}
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@abstractmethod
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def execute(self, parameters: Dict[str, Any] = None) -> Dict[str, Any]:
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"""
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전략을 실행합니다.
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Args:
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parameters: 실행 파라미터
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Returns:
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실행 결과
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"""
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pass
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def validate_parameters(self, parameters: Dict[str, Any]) -> bool:
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"""
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파라미터 유효성 검사
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Args:
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parameters: 검사할 파라미터
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Returns:
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유효성 검사 결과
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"""
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return True
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class StrategyRegistry:
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"""전략 구현체 레지스트리"""
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_strategies = {}
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@classmethod
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def register(cls, strategy_class: BaseQuantStrategy):
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"""전략 구현체를 레지스트리에 등록"""
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strategy_instance = strategy_class()
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key = f"{strategy_instance.name}:{strategy_instance.version}"
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cls._strategies[key] = strategy_class
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return strategy_class
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@classmethod
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def get_strategy(cls, name: str, version: str) -> BaseQuantStrategy:
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"""전략 구현체를 가져옵니다"""
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key = f"{name}:{version}"
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strategy_class = cls._strategies.get(key)
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if strategy_class:
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return strategy_class()
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raise ValueError(f"Strategy {key} not found in registry")
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@classmethod
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def list_strategies(cls) -> Dict[str, Dict[str, Any]]:
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"""등록된 모든 전략 목록을 반환합니다"""
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strategies = {}
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for key, strategy_class in cls._strategies.items():
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strategy_instance = strategy_class()
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name = strategy_instance.name
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if name not in strategies:
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strategies[name] = {
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'name': name,
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'description': strategy_instance.description,
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'versions': []
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}
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strategies[name]['versions'].append({
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'version': strategy_instance.version,
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'default_parameters': strategy_instance.default_parameters
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})
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return strategies
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@classmethod
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def get_strategy_key(cls, name: str, version: str) -> str:
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"""전략 키를 생성합니다"""
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return f"{name}:{version}"
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def strategy(cls):
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"""전략 구현체를 자동으로 레지스트리에 등록하는 데코레이터"""
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return StrategyRegistry.register(cls) |