量化交易之One Piece篇 - 根据路径与模块加载对应的策略类的config

"""
market Enum
"""

class StrategyMarket(Enum):
    """
    market of strategy.
    """

    FUTURES = 'futures'
    FOREX = 'forex'
    VIRTUAL_CION = 'virtual_cion'

import importlib
import os
import traceback
from pathlib import Path

from op_futures.op_strategy_plugins.template_strategy import TemplateStrategy
from tqz_extern.tqz_constant import StrategyMarket

class StrategyClasses:

    @classmethod
    def load_config(cls, strategy_market: StrategyMarket) -> dict:
        """ """
        root = Path(__file__).parent.parent
        strategies_path = root.joinpath(f'op_{strategy_market.value}', 'op_strategy_plugins')
        module_name = f'op_{strategy_market.value}.op_strategy_plugins'

        strategies_classes = {}

        for _, _, filenames in os.walk(strategies_path):
            for filename in filenames:
                if filename.endswith(".py"):
                    strategy_module_name = ".".join(
                        [module_name, filename.replace(".py", "")])

                    try:
                        module = importlib.import_module(strategy_module_name)
                        importlib.reload(module)

                        for name in dir(module):
                            value = getattr(module, name)
                            if isinstance(value, type) and issubclass(value, TemplateStrategy) and value is not TemplateStrategy:
                                strategies_classes[value.__name__] = value
                    except:  # noqa
                        assert False, f"策略文件{module_name}加载失败，触发异常：\n{traceback.format_exc()}"

        return strategies_classes


if __name__ == '__main__':
    ret = StrategyClasses.load_config(strategy_market=StrategyMarket.FUTURES)