├── MANIFEST.in ├── rqalpha_mod_sentry ├── VERSION.txt ├── __init__.py └── mod.py ├── requirements.txt ├── .gitignore ├── setup.py ├── README.rst └── LICENSE /MANIFEST.in: -------------------------------------------------------------------------------- 1 | include requirements.txt -------------------------------------------------------------------------------- /rqalpha_mod_sentry/VERSION.txt: -------------------------------------------------------------------------------- 1 | 0.1.0 -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | rqalpha>=2.1.1 2 | logbook==1.0.0 3 | raven>=6.0.0 -------------------------------------------------------------------------------- /rqalpha_mod_sentry/__init__.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | # 3 | # Copyright 2017 Ricequant, Inc 4 | # 5 | # Licensed under the Apache License, Version 2.0 (the "License"); 6 | # you may not use this file except in compliance with the License. 7 | # You may obtain a copy of the License at 8 | # 9 | # http://www.apache.org/licenses/LICENSE-2.0 10 | # 11 | # Unless required by applicable law or agreed to in writing, software 12 | # distributed under the License is distributed on an "AS IS" BASIS, 13 | # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 | # See the License for the specific language governing permissions and 15 | # limitations under the License. 16 | 17 | import click 18 | from rqalpha import cli 19 | 20 | __config__ = { 21 | "url": None, 22 | "tags": [ 23 | "base__start_date", 24 | "base__end_date", 25 | "base__stock_starting_cash", 26 | "base__future_starting_cash", 27 | "base__securities", 28 | "base__run_type", 29 | "base__frequency", 30 | "base__benchmark", 31 | ] 32 | } 33 | 34 | 35 | def load_mod(): 36 | from .mod import SentryLogMod 37 | return SentryLogMod() 38 | 39 | 40 | cli.commands['run'].params.append( 41 | click.Option( 42 | ('--sentry', 'mod__sentry__url'), 43 | default=None, 44 | type=click.STRING, 45 | help="[sentry] sentry host url" 46 | ) 47 | ) 48 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | env/ 12 | build/ 13 | develop-eggs/ 14 | dist/ 15 | downloads/ 16 | eggs/ 17 | .eggs/ 18 | lib/ 19 | lib64/ 20 | parts/ 21 | sdist/ 22 | var/ 23 | *.egg-info/ 24 | .installed.cfg 25 | *.egg 26 | 27 | # PyInstaller 28 | # Usually these files are written by a python script from a template 29 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 30 | *.manifest 31 | *.spec 32 | 33 | # Installer logs 34 | pip-log.txt 35 | pip-delete-this-directory.txt 36 | 37 | # Unit test / coverage reports 38 | htmlcov/ 39 | .tox/ 40 | .coverage 41 | .coverage.* 42 | .cache 43 | nosetests.xml 44 | coverage.xml 45 | *,cover 46 | .hypothesis/ 47 | 48 | # Translations 49 | *.mo 50 | *.pot 51 | 52 | # Django stuff: 53 | *.log 54 | local_settings.py 55 | 56 | # Flask stuff: 57 | instance/ 58 | .webassets-cache 59 | 60 | # Scrapy stuff: 61 | .scrapy 62 | 63 | # Sphinx documentation 64 | docs/_build/ 65 | 66 | # PyBuilder 67 | target/ 68 | 69 | # IPython Notebook 70 | .ipynb_checkpoints 71 | 72 | # pyenv 73 | .python-version 74 | 75 | # celery beat schedule file 76 | celerybeat-schedule 77 | 78 | # dotenv 79 | .env 80 | 81 | # virtualenv 82 | venv/ 83 | ENV/ 84 | 85 | # Spyder project settings 86 | .spyderproject 87 | 88 | # Rope project settings 89 | .ropeproject 90 | .idea -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | # 3 | # Copyright 2017 Ricequant, Inc 4 | # 5 | # Licensed under the Apache License, Version 2.0 (the "License"); 6 | # you may not use this file except in compliance with the License. 7 | # You may obtain a copy of the License at 8 | # 9 | # http://www.apache.org/licenses/LICENSE-2.0 10 | # 11 | # Unless required by applicable law or agreed to in writing, software 12 | # distributed under the License is distributed on an "AS IS" BASIS, 13 | # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 | # See the License for the specific language governing permissions and 15 | # limitations under the License. 16 | 17 | from os.path import dirname, join 18 | from pip.req import parse_requirements 19 | 20 | from setuptools import ( 21 | find_packages, 22 | setup, 23 | ) 24 | 25 | 26 | with open(join(dirname(__file__), 'rqalpha_mod_sentry/VERSION.txt'), 'rb') as f: 27 | version = f.read().decode('ascii').strip() 28 | 29 | setup( 30 | name='rqalpha-mod-sentry', 31 | version=version, 32 | description='A mod for RQAlpha Tracking error with Sentry', 33 | packages=find_packages(exclude=[]), 34 | author='ricequant', 35 | author_email='public@ricequant.com', 36 | license='Apache License v2', 37 | package_data={'': ['*.*']}, 38 | url='https://github.com/ricequant/rqalpha-mod-sentry', 39 | install_requires=[str(ir.req) for ir in parse_requirements("requirements.txt", session=False)], 40 | zip_safe=False, 41 | classifiers=[ 42 | 'Programming Language :: Python', 43 | 'Operating System :: Microsoft :: Windows', 44 | 'Operating System :: Unix', 45 | 'Programming Language :: Python :: 2.7', 46 | 'Programming Language :: Python :: 3.4', 47 | 'Programming Language :: Python :: 3.5', 48 | 'Programming Language :: Python :: 3.6', 49 | ], 50 | ) 51 | -------------------------------------------------------------------------------- /rqalpha_mod_sentry/mod.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | # 3 | # Copyright 2017 Ricequant, Inc 4 | # 5 | # Licensed under the Apache License, Version 2.0 (the "License"); 6 | # you may not use this file except in compliance with the License. 7 | # You may obtain a copy of the License at 8 | # 9 | # http://www.apache.org/licenses/LICENSE-2.0 10 | # 11 | # Unless required by applicable law or agreed to in writing, software 12 | # distributed under the License is distributed on an "AS IS" BASIS, 13 | # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 | # See the License for the specific language governing permissions and 15 | # limitations under the License. 16 | 17 | import logbook 18 | from raven.base import Client 19 | from raven.handlers.logbook import SentryHandler 20 | 21 | from rqalpha.interface import AbstractMod 22 | 23 | 24 | class ErrorSentryHandler(SentryHandler): 25 | def emit(self, record): 26 | if record.level >= logbook.base.WARNING: 27 | super(ErrorSentryHandler, self).emit(record) 28 | 29 | 30 | class SentryLogMod(AbstractMod): 31 | def start_up(self, env, mod_config): 32 | sentry_url = mod_config.url 33 | if sentry_url is None: 34 | return 35 | try: 36 | tags = dict() 37 | config = env.config 38 | for tag in mod_config.tags: 39 | split_t = tag.split("__") 40 | split_t.reverse() 41 | tag_value = config 42 | while True: 43 | tag_name = split_t.pop() 44 | tag_value = getattr(tag_value, tag_name) 45 | if len(split_t) == 0: 46 | break 47 | tags[tag_name] = tag_value 48 | client = Client(sentry_url, tags=tags) 49 | handler = ErrorSentryHandler(client, bubble=True) 50 | env.user_detail_log.handlers.append(handler) 51 | env.system_log.handlers.append(handler) 52 | except Exception as e: 53 | env.system_log.exception(e) 54 | 55 | def tear_down(self, success, exception=None): 56 | pass 57 | -------------------------------------------------------------------------------- /README.rst: -------------------------------------------------------------------------------- 1 | ================== 2 | rqalpha-mod-sentry 3 | ================== 4 | 5 | 6 | RQAlpha 集成 `Sentry`_ 日志收集 Mod 7 | 8 | Sentry 是一个开源的实时错误收集平台，您可以通过 Sentry 快速查看和追踪错误日志。 9 | 10 | 您可以选择使用 `Sentry 线上平台`_ ，也可以选择自己搭建 `Sentry Server`_ 11 | 12 | 当您已经获取 Sentry Server Url (类似于 'https://:@sentry.io/' )，就可以通过该 Mod 将 RQAlpha 运行的日志集成至 Sentry 了。 13 | 14 | 安装前 15 | ==================================== 16 | 17 | 请务必确认已经参考 `RQAlpha 安装指南`_ 安装了最新版本的 RQAlpha 18 | 19 | 安装 rqalpha-mod-sentry 20 | ==================================== 21 | 22 | 当 RQAlpha 安装之后，你可以执行以下命令来安装/卸载该 Mod: 23 | 24 | .. code-block:: 25 | 26 | # 安装 27 | $ rqalpha mod install sentry 28 | 29 | # 卸载 30 | $ rqalpha mod uninstall sentry 31 | 32 | 之后您可以执行以下命令来启动/关闭该 Mod: 33 | 34 | .. code-block:: 35 | 36 | # 启用 37 | $ rqalpha mod enable sentry 38 | 39 | # 关闭 40 | $ rqalpha mod disable sentry 41 | 42 | 配置项 43 | ==================================== 44 | 45 | * url: 需要指定 sentry 系统所对应的路径，比如 https://****@sentry.io/rqalpha_sample' 46 | * tags: 指定您希望发送日志时包含的 config 参数。因为参数是多级的，我们约定以 `__` 来区分，比如说想指定 :code:`mod.sys_risk.validate_position` 在 sentry 日志中显示，则将其转换成 :code:`mod__sys_risk__validate_position` 47 | 48 | 如下是默认配置项: 49 | 50 | .. code-block:: 51 | 52 | { 53 | "url": None, 54 | "tags": [ 55 | "base__start_date", 56 | "base__end_date", 57 | "base__stock_starting_cash", 58 | "base__future_starting_cash", 59 | "base__securities", 60 | "base__run_type", 61 | "base__frequency", 62 | "base__benchmark", 63 | ] 64 | } 65 | 66 | 您可以在您的 `config.yml` 文件中添加来修改默认配置 67 | 68 | .. code-block:: 69 | 70 | mod: 71 | url: https://your_own_domain@sentry.io/rqalpha_sample 72 | tags: [ 73 | base__start_date 74 | base__end_date 75 | base__stock_starting_cash 76 | base__future_starting_cash 77 | base__securities 78 | base__run_type 79 | base__frequency 80 | base__benchmark 81 | mod__sys_risk__validate_position 82 | ] 83 | 84 | 您也可以直接在代码中指定配置信息: 85 | 86 | .. code-block:: 87 | 88 | from rqalpha import run 89 | config = { 90 | "base": { 91 | "strategy_file": "strategy.py", 92 | "securities": ["stock"], 93 | "start_date": "2015-01-09", 94 | "end_date": "2015-03-09", 95 | "frequency": "1d", 96 | "stock_starting_cash": 100000, 97 | } 98 | "mod": { 99 | "sentry": { 100 | "enabled": True, 101 | "url": "https://your_own_domain@sentry.io/rqalpha_sample", 102 | "tags": [ 103 | "base__start_date", 104 | "base__end_date", 105 | "base__stock_starting_cash", 106 | "base__future_starting_cash", 107 | "base__securities", 108 | "base__run_type", 109 | "base__frequency", 110 | "base__benchmark", 111 | "mod__sys_risk__validate_position" 112 | ] 113 | } 114 | } 115 | } 116 | run(config) 117 | 118 | 在启动该 Mod 的情况下， 119 | 120 | 您也可以直接通过 :code:`rqalpha run` 增加 `--sentry target_sentry_server_url` 选项来开启 Sentry 日志收集服务 121 | 122 | .. code-block:: 123 | 124 | $ rqalpha run -f strategy.py --sentry https://your_own_domain@sentry.io/rqalpha_sample 125 | 126 | .. _Sentry: https://sentry.io/welcome/ 127 | .. _Sentry Server: https://docs.sentry.io/server/ 128 | .. _Sentry 线上平台: https://sentry.io/welcome/ 129 | .. _RQAlpha 安装指南: http://rqalpha.readthedocs.io/zh_CN/latest/intro/install.html 130 | 131 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | 2 | Apache License 3 | Version 2.0, January 2004 4 | http://www.apache.org/licenses/ 5 | 6 | TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 7 | 8 | 1. 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