feat(engine): 添加核心基础设施 — engine/common 模块

- engine/__init__.py: 包入口,导出 Kline/KlineInterval/OrderBook/Ticker/Trade
- common/base.py: BaseStrategy 抽象基类,定义 on_kline/on_ticker/on_orderbook 回调
- common/models.py: Pydantic 数据模型,与 TS 侧 types 字段对齐,支持字段校验
- common/config.py: 全局配置加载(YAML),统一 engine/env.yaml 读取
- common/logger.py: 结构化日志,支持 JSON/pretty print 输出
This commit is contained in:
Rekey
2026-06-12 10:26:37 +08:00
parent 4d66a86234
commit 039bfb5075
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# engine - 策略引擎模块
from .common import Kline, KlineInterval, OrderBook, Ticker, Trade, config
from .data import DataService
from .backtest import BacktestEngine, BacktestConfig, BacktestResult, BacktestMetrics, BacktestTrade
__all__ = [
"Kline", "KlineInterval", "OrderBook", "Ticker", "Trade",
"DataService", "config",
"BacktestEngine", "BacktestConfig", "BacktestResult", "BacktestMetrics", "BacktestTrade",
]