feat: add durable WorldQuant backtests with UI and AI confirmation
This commit is contained in:
yuxuanhui
@@ -0,0 +1,547 @@
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"""One account execution lane owned by Runner; DB intent always precedes a POST.
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No HTTP retry can replay an uncertain submission. Each short worker owns its DB
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transactions; network waits never hold DB row locks or the sync execution lane.
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"""
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import asyncio
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import logging
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import re
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from datetime import timedelta
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from sqlalchemy import func, select, update
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from sqlalchemy.exc import SQLAlchemyError
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from ..alphas import code, sanitize, upsert_alpha
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from ..models import (
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Account,
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BacktestConfig,
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BacktestItem,
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BacktestResult,
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BacktestRun,
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SimulationAttempt,
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now,
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)
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from ..worldquant import SimulationDeferred, VerificationRequired, WqError
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from .service import event, locked_run, refresh_status
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logger = logging.getLogger(__name__)
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REMOTE = ("submitting", "submitted", "collecting", "needs_review", "collection_failed")
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TERMINAL = ("COMPLETE", "FAILED", "ERROR", "WARNING")
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class BacktestLane:
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def __init__(self, owner):
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self.owner, self.sessions, self.client = owner, owner.sessions, owner.client
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self.loop_task = None
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self.tasks = {}
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self.wake = asyncio.Event()
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self.last_run = None
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self.poll_interval = 5
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self.poll_limit = 300
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self.stopping = False
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self.receipt_cache = {}
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async def start(self):
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self.stopping = False
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async with self.sessions.begin() as db:
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attempts = (
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await db.scalars(select(SimulationAttempt).where(SimulationAttempt.state == "submitting"))
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).all()
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for a in attempts:
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run = await locked_run(db, a.run_id)
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a.state = "submitted" if a.progress_url else "needs_review"
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a.error = None if a.progress_url else "服务在提交期间中断，结果未知，禁止自动重提"
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a.error_code = None if a.progress_url else "submission_unknown"
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await db.execute(
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update(BacktestItem)
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.where(BacktestItem.attempt_id == a.id)
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.values(platform_status="submitted" if a.progress_url else "unknown")
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)
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await refresh_status(db, run)
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await event(db, run, "recovered_after_restart", {"attempt_id": a.id, "state": a.state})
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self.loop_task = asyncio.create_task(self.loop())
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async def stop(self):
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self.stopping = True
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self.wake.set()
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if self.loop_task:
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await self.loop_task
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await self.interrupt()
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async def interrupt(self):
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tasks = list(self.tasks.values())
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for task in tasks:
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task.cancel()
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await asyncio.gather(*tasks, return_exceptions=True)
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self.tasks.clear()
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async def loop(self):
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while not self.stopping:
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try:
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await self.tick()
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except (SQLAlchemyError, OSError):
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logger.warning("Backtest lane waiting for database recovery")
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self.wake.clear()
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try:
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await asyncio.wait_for(self.wake.wait(), timeout=0.5)
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except TimeoutError:
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pass
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async def tick(self):
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for key in list(self.tasks):
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if self.tasks[key].done():
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task = self.tasks.pop(key)
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try:
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task.result()
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except asyncio.CancelledError:
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pass
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except Exception:
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logger.warning("Backtest worker interrupted; will reconcile durable state")
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if self.stopping or self.owner.disconnecting:
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return
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async with self.sessions() as db:
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account = await db.get(Account, 1)
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if (
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not account
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or account.connection_status not in ("connected", "expired")
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or not account.wq_user_id
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):
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return
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config = await db.get(BacktestConfig, 1)
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attempts = (
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await db.scalars(
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select(SimulationAttempt)
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.join(BacktestRun)
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.where(SimulationAttempt.state.in_(("queued", "submitted", "collecting", "submitting")))
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.order_by(BacktestRun.created_at, SimulationAttempt.ordinal)
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)
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).all()
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active = await db.scalar(
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select(func.count())
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.select_from(SimulationAttempt)
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.where(SimulationAttempt.state.in_(REMOTE), SimulationAttempt.remote_complete.is_(False))
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)
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controls = dict((await db.execute(select(BacktestRun.id, BacktestRun.control))).all())
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blocked = config.blocked_reason is not None and (
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config.blocked_until is None or config.blocked_until.replace(tzinfo=now().tzinfo) > now()
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)
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capacity = max(0, config.concurrency - active)
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runnable = []
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for a in attempts:
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if a.id in self.tasks or (
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a.next_poll_at and a.next_poll_at.replace(tzinfo=now().tzinfo) > now()
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):
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continue
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if a.state != "queued":
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runnable.append(a.id)
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run_ids = list(
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dict.fromkeys(
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a.run_id for a in attempts if a.state == "queued" and controls[a.run_id] == "active"
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)
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)
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if self.last_run in run_ids:
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p = run_ids.index(self.last_run) + 1
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run_ids = run_ids[p:] + run_ids[:p]
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while capacity and run_ids and not blocked:
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next_ids = []
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for run_id in run_ids:
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match = next(
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(
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a
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for a in attempts
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if a.run_id == run_id
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and a.state == "queued"
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and a.id not in self.tasks
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and a.id not in runnable
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and (
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a.next_poll_at is None or a.next_poll_at.replace(tzinfo=now().tzinfo) <= now()
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)
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),
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None,
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)
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if match and capacity:
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runnable.append(match.id)
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self.last_run = run_id
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capacity -= 1
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next_ids.append(run_id)
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run_ids = next_ids
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# DB claims happen in workers and recheck control, budget and account.
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for attempt_id in runnable:
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self.tasks[attempt_id] = asyncio.create_task(self.step(attempt_id))
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async def step(self, attempt_id):
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try:
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async with self.sessions() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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state = a.state
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if state not in ("queued", "submitting", "submitted", "collecting"):
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return
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await self.owner.ensure_connected()
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if state == "queued":
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await self.submit(attempt_id)
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elif state == "submitting":
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if attempt_id in self.receipt_cache:
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await self.accept(attempt_id, self.receipt_cache[attempt_id])
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else:
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await self.mark(
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attempt_id, "needs_review", "提交状态未知，禁止自动重提", "submission_unknown"
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)
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else:
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await self.collect(attempt_id)
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except asyncio.CancelledError:
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# A killed POST is ambiguous; its durable 'submitting' state remains for reconciliation.
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raise
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except VerificationRequired as exc:
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await self.owner.set_account("verification_required", str(exc), exc.url)
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except SimulationDeferred as exc:
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await self.defer(attempt_id, exc)
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except WqError as exc:
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if exc.code in ("disconnected", "authentication_failed", "identity_mismatch"):
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await self.owner.set_account(
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"disconnected" if exc.code == "disconnected" else "error", str(exc)
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)
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else:
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await self.mark(
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attempt_id,
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"needs_review"
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if exc.code in ("submission_unknown", "mapping_unknown")
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else "failed"
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if exc.code == "submission_rejected"
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else "collection_failed",
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str(exc),
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exc.code,
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)
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except (SQLAlchemyError, OSError):
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# Receipt/raw data already persisted are retried without POST. Volatile Location is a cache only.
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logger.warning("Backtest persistence interrupted; durable attempt retained")
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except Exception:
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logger.error("Backtest internal failure: %s", attempt_id)
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await self.mark(
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attempt_id, "needs_review", "执行内部异常；已保留提交阶段，请核对后恢复", "internal_error"
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)
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finally:
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self.wake.set()
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async def submit(self, attempt_id):
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async with self.owner.control_lock:
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if self.owner.disconnecting or self.stopping:
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return
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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config = await db.scalar(
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select(BacktestConfig).where(BacktestConfig.id == 1).with_for_update()
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)
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account = await db.get(Account, 1)
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active = await db.scalar(
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select(func.count())
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.select_from(SimulationAttempt)
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.where(SimulationAttempt.state.in_(REMOTE), SimulationAttempt.remote_complete.is_(False))
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)
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blocked = config.blocked_reason and (
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not config.blocked_until or config.blocked_until.replace(tzinfo=now().tzinfo) > now()
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)
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if (
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a.state != "queued"
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or run.control != "active"
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or active >= config.concurrency
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or blocked
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or account.connection_status != "connected"
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):
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return
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a.state, a.submit_count = "submitting", a.submit_count + 1
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payload = a.payload
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await db.execute(
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update(BacktestItem)
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.where(BacktestItem.attempt_id == a.id)
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.values(platform_status="submitting")
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)
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await refresh_status(db, run)
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await event(db, run, "submitting", {"attempt_id": a.id})
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url = await self.client.submit_simulations(payload)
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self.receipt_cache[attempt_id] = url
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await self.accept(attempt_id, url)
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async def accept(self, attempt_id, url):
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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a.progress_url, a.state, a.error, a.next_poll_at = url, "submitted", None, None
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await db.execute(
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update(BacktestItem)
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.where(BacktestItem.attempt_id == a.id)
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.values(platform_status="submitted")
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)
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await refresh_status(db, run)
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await event(db, run, "accepted", {"attempt_id": a.id})
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self.receipt_cache.pop(attempt_id, None)
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async def defer(self, attempt_id, exc):
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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if a.state == "submitting":
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a.state = (
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"skipped"
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if run.control == "stopped"
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else "queued"
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if a.submit_count < self.owner.settings.retry_attempts
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else "failed"
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)
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await db.execute(
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update(BacktestItem)
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.where(BacktestItem.attempt_id == a.id)
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.values(
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platform_status="pending" if a.state == "queued" else a.state,
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collection_status="pending" if a.state == "queued" else "not_required",
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persistence_status="pending" if a.state == "queued" else "not_required",
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)
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)
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a.error, a.error_code = str(exc), exc.code
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a.next_poll_at = now() + timedelta(seconds=exc.delay)
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if exc.code == "rate_limited":
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config = await db.scalar(
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select(BacktestConfig).where(BacktestConfig.id == 1).with_for_update()
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)
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if not config.blocked_reason or (
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config.blocked_until
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and config.blocked_until.replace(tzinfo=now().tzinfo) < a.next_poll_at
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):
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config.blocked_reason, config.blocked_until = str(exc), a.next_poll_at
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await refresh_status(db, run)
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await event(db, run, "deferred", {"attempt_id": a.id, "code": exc.code})
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async def mark(self, attempt_id, state, message, code_value):
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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a.state, a.error, a.error_code = state, message, code_value
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items = (await db.scalars(select(BacktestItem).where(BacktestItem.attempt_id == a.id))).all()
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for i in items:
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if i.persistence_status == "saved" or i.platform_status == "failed":
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continue
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i.error = message
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if state == "failed":
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i.platform_status, i.collection_status, i.persistence_status = (
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"failed",
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"not_required",
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"not_required",
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)
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elif state == "needs_review":
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i.platform_status = "unknown"
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else:
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i.collection_status = "failed"
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await refresh_status(db, run)
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await event(
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db,
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run,
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"attention",
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{"attempt_id": a.id, "state": state, "code": code_value, "error": message},
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)
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async def checkpoint_receipt(self, attempt_id, simulation_id, receipt):
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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a.receipts = {**a.receipts, simulation_id: sanitize(receipt)}
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a.state = "collecting"
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await event(db, run, "received", {"attempt_id": a.id, "simulation_id": simulation_id})
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async def collect(self, attempt_id):
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async with self.sessions() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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url, children, receipts, count = a.progress_url, a.children, dict(a.receipts), len(a.payload)
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if a.poll_count >= self.poll_limit:
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raise WqError("轮询预算已用完，可找回原模拟，不会重新提交", "poll_timeout")
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delay = self.poll_interval
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if not children:
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parent, retry = await self.client.poll_simulation(url)
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delay = max(delay, retry)
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status = parent.get("status")
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if count == 1 and status in TERMINAL:
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children = [url.rsplit("/", 1)[-1]]
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receipts[children[0]] = {"progress": self.safe_progress(parent)}
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elif count > 1 and isinstance(parent.get("children"), list) and parent["children"]:
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children = parent["children"]
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if any(
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not isinstance(c, str) or not re.fullmatch(r"[A-Za-z0-9_-]+", c) for c in children
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) or len(set(children)) != len(children):
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raise WqError("子模拟引用不合法或重复", "mapping_unknown")
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elif status in ("FAILED", "ERROR", "WARNING"):
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await self.quota(parent)
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await self.mark(
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attempt_id, "failed", "平台父模拟失败，请检查输入后创建重跑预览", "platform_failed"
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)
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return
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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a.children = children
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a.receipts = sanitize(receipts)
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collection_errors = []
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for child in children:
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try:
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receipt = receipts.get(child, {})
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progress = receipt.get("progress", {})
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if progress.get("status") not in TERMINAL:
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progress, retry = await self.client.poll_simulation(f"/simulations/{child}")
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progress = self.safe_progress(progress)
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delay = max(delay, retry)
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if progress.get("status") not in TERMINAL:
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continue
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receipt = {"progress": progress}
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receipts[child] = receipt
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await self.checkpoint_receipt(attempt_id, child, receipt)
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await self.quota(progress)
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await self.persist_receipt(attempt_id, child, receipt, count)
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alpha_id = progress.get("alpha")
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if alpha_id and progress.get("status") in ("COMPLETE", "WARNING") and "detail" not in receipt:
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if not isinstance(alpha_id, str) or not re.fullmatch(r"[A-Za-z0-9_-]+", alpha_id):
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raise WqError("平台 Alpha 标识无法确认", "mapping_unknown")
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detail = await self.client.alpha(alpha_id)
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if detail.get("id") != alpha_id:
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raise WqError("平台结果标识与请求不一致", "mapping_unknown")
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receipt = {**receipt, "detail": sanitize(detail), "observed_at": now().isoformat()}
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receipts[child] = receipt
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await self.checkpoint_receipt(attempt_id, child, receipt)
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await self.persist_receipt(attempt_id, child, receipt, count)
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except (VerificationRequired, SimulationDeferred):
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raise
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except WqError as exc:
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if exc.code in ("authentication_failed", "disconnected"):
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raise
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collection_errors.append((child, str(exc)))
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async with self.sessions.begin() as db:
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a = await db.get(SimulationAttempt, attempt_id)
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run = await locked_run(db, a.run_id)
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items = (await db.scalars(select(BacktestItem).where(BacktestItem.attempt_id == a.id))).all()
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terminal = all(i.persistence_status == "saved" or i.platform_status == "failed" for i in items)
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all_children_done = bool(children) and all(
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receipts.get(c, {}).get("progress", {}).get("status") in TERMINAL for c in children
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)
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a.remote_complete = all_children_done and len(children) == count
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if collection_errors:
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||||
a.state, a.error, a.error_code = (
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||||
"collection_failed",
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||||
collection_errors[0][1],
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||||
"collection_failed",
|
||||
)
|
||||
for i in items:
|
||||
if i.persistence_status != "saved" and i.platform_status != "failed":
|
||||
i.collection_status, i.error = "failed", a.error
|
||||
elif terminal and len(children) == count:
|
||||
a.state = "failed" if any(i.platform_status == "failed" for i in items) else "completed"
|
||||
a.error, a.error_code = None, None
|
||||
elif all_children_done:
|
||||
a.state, a.error, a.error_code = (
|
||||
"needs_review",
|
||||
"部分子结果缺失或不能唯一匹配输入，请核对",
|
||||
"mapping_unknown",
|
||||
)
|
||||
for i in items:
|
||||
if i.persistence_status != "saved" and i.platform_status != "failed":
|
||||
i.platform_status, i.error = "unknown", a.error
|
||||
a.poll_count += 1
|
||||
a.next_poll_at = now() + timedelta(seconds=delay)
|
||||
await refresh_status(db, run)
|
||||
await event(db, run, "progress", {"attempt_id": a.id, "state": a.state})
|
||||
|
||||
def safe_progress(self, value):
|
||||
# Store useful protocol evidence, never arbitrary upstream diagnostics or credentials.
|
||||
result = {k: value[k] for k in ("status", "alpha", "regular", "settings", "location") if k in value}
|
||||
message = value.get("error") or value.get("message")
|
||||
if isinstance(message, str):
|
||||
for secret in list(self.client.credentials or ()) + list(self.client.client.cookies.values()):
|
||||
if secret:
|
||||
message = message.replace(secret, "[redacted]")
|
||||
result["message"] = message[:1000]
|
||||
return sanitize(result)
|
||||
|
||||
async def quota(self, progress):
|
||||
location = progress.get("location")
|
||||
if isinstance(location, dict) and location.get("type") == "DAILY_SIMULATION_LIMIT":
|
||||
async with self.sessions.begin() as db:
|
||||
config = await db.get(BacktestConfig, 1)
|
||||
config.blocked_reason, config.blocked_until = (
|
||||
"平台反馈每日模拟限额；恢复额度后显式继续运行",
|
||||
None,
|
||||
)
|
||||
|
||||
async def persist_receipt(self, attempt_id, child, receipt, count):
|
||||
progress, detail = receipt["progress"], receipt.get("detail")
|
||||
async with self.sessions.begin() as db:
|
||||
a = await db.get(SimulationAttempt, attempt_id)
|
||||
run = await locked_run(db, a.run_id)
|
||||
items = list(
|
||||
await db.scalars(
|
||||
select(BacktestItem).where(BacktestItem.attempt_id == a.id).order_by(BacktestItem.ordinal)
|
||||
)
|
||||
)
|
||||
bound = next((i for i in items if i.simulation_id == child), None)
|
||||
if bound and bound.persistence_status == "saved":
|
||||
return
|
||||
evidence = detail or progress
|
||||
expression, settings = code(evidence.get("regular")), evidence.get("settings")
|
||||
matched = [
|
||||
i
|
||||
for i in items
|
||||
if i.expression == expression
|
||||
and isinstance(settings, dict)
|
||||
and all(k in settings and settings[k] == v for k, v in i.settings.items())
|
||||
]
|
||||
if count == 1:
|
||||
matched = (
|
||||
items
|
||||
if (expression == items[0].expression or (not expression and detail is None))
|
||||
and (
|
||||
not isinstance(settings, dict)
|
||||
or all(k not in settings or settings[k] == v for k, v in items[0].settings.items())
|
||||
)
|
||||
else []
|
||||
)
|
||||
# Identical inputs within a multi-submit are intentionally not position-matched.
|
||||
if len(matched) != 1 or (matched[0].simulation_id not in (None, child)):
|
||||
return
|
||||
item = matched[0]
|
||||
item.simulation_id = child
|
||||
if detail is not None:
|
||||
item.platform_status, item.collection_status = "completed", "complete"
|
||||
item.alpha_id, item.error = detail["id"], None
|
||||
# Account lock also serializes Alpha upserts against the sync lane.
|
||||
await db.scalar(select(Account).where(Account.id == 1).with_for_update())
|
||||
await upsert_alpha(db, detail)
|
||||
if not await db.get(BacktestResult, item.id):
|
||||
from datetime import datetime
|
||||
|
||||
db.add(
|
||||
BacktestResult(
|
||||
item_id=item.id,
|
||||
attempt_id=a.id,
|
||||
alpha_id=detail["id"],
|
||||
snapshot=sanitize(detail),
|
||||
observed_at=datetime.fromisoformat(receipt["observed_at"]),
|
||||
complete=True,
|
||||
)
|
||||
)
|
||||
item.persistence_status = "saved"
|
||||
elif progress.get("alpha") and progress.get("status") in ("COMPLETE", "WARNING"):
|
||||
item.platform_status, item.collection_status = "completed", "collecting"
|
||||
item.alpha_id, item.error = progress["alpha"], None
|
||||
elif progress.get("status") in TERMINAL:
|
||||
item.platform_status, item.collection_status, item.persistence_status = (
|
||||
"failed",
|
||||
"not_required",
|
||||
"not_required",
|
||||
)
|
||||
item.error = progress.get("message") or "平台模拟失败或未返回 Alpha 标识"
|
||||
await event(
|
||||
db,
|
||||
run,
|
||||
"item_result",
|
||||
{
|
||||
"item_id": item.id,
|
||||
"platform_status": item.platform_status,
|
||||
"persistence_status": item.persistence_status,
|
||||
"alpha_id": item.alpha_id,
|
||||
},
|
||||
)
|
||||
Reference in New Issue
Block a user