add infra interface & fix no KeyboardInterpret bug

qlib/backtest/__init__.py

@@ -7,6 +7,7 @@ from .executor import BaseExecutor
 from .backtest import backtest as backtest_func
 from .backtest import collect_data as data_generator
 
+from .utils import CommonInfrastructure
 from ..strategy.base import BaseStrategy
 from ..utils import init_instance_by_config
 from ..log import get_module_logger
@@ -101,10 +102,7 @@ def get_strategy_executor(
     )
     trade_exchange = get_exchange(**exchange_kwargs)
 
-    common_infra = {
-        "trade_account": trade_account,
-        "trade_exchange": trade_exchange,
-    }
+    common_infra = CommonInfrastructure(trade_account=trade_account, trade_exchange=trade_exchange)
 
     trade_strategy = init_instance_by_config(strategy, accept_types=BaseStrategy, common_infra=common_infra)
     trade_executor = init_instance_by_config(executor, accept_types=BaseExecutor, common_infra=common_infra)

qlib/backtest/executor.py

@@ -9,7 +9,7 @@ from ..utils.resam import parse_freq
 
 from .order import Order
 from .exchange import Exchange
-from .utils import TradeCalendarManager
+from .utils import TradeCalendarManager, CommonInfrastructure, LevelInfrastructure
 
 
 class BaseExecutor:
@@ -23,7 +23,7 @@ class BaseExecutor:
         generate_report: bool = False,
         verbose: bool = False,
         track_data: bool = False,
-        common_infra: dict = {},
+        common_infra: CommonInfrastructure = None,
         **kwargs,
     ):
         """
@@ -39,7 +39,7 @@ class BaseExecutor:
             whether to generate trade_decision, will be used when making data for multi-level training
             - If `self.track_data` is true, when making data for training, the input `trade_decision` of `execute` will be generated by `collect_data`
             - Else,  `trade_decision` will not be generated
-        common_infra : dict, optional:
+        common_infra : CommonInfrastructure, optional:
             common infrastructure for backtesting, may including:
             - trade_account : Account, optional
                 trade account for trading
@@ -63,11 +63,11 @@ class BaseExecutor:
         else:
             self.common_infra.update(common_infra)
 
-        if "trade_account" in common_infra:
+        if common_infra.has("trade_account"):
             self.trade_account = copy.copy(common_infra.get("trade_account"))
             self.trade_account.reset(freq=self.time_per_step, init_report=True)
 
-    def reset(self, track_data: bool = None, common_infra: dict = None, **kwargs):
+    def reset(self, track_data: bool = None, common_infra: CommonInfrastructure = None, **kwargs):
         """
         - reset `start_time` and `end_time`, used in trade calendar
         - reset `track_data`, used when making data for multi-level training
@@ -88,7 +88,7 @@ class BaseExecutor:
             self.reset_common_infra(common_infra)
 
     def get_level_infra(self):
-        return {"trade_calendar": self.trade_calendar}
+        return LevelInfrastructure(trade_calendar=self.trade_calendar)
 
     def finished(self):
         return self.trade_calendar.finished()
@@ -138,7 +138,7 @@ class NestedExecutor(BaseExecutor):
         verbose: bool = False,
         track_data: bool = False,
         trade_exchange: Exchange = None,
-        common_infra: dict = {},
+        common_infra: CommonInfrastructure = None,
         **kwargs,
     ):
         """
@@ -182,7 +182,7 @@ class NestedExecutor(BaseExecutor):
         """
         super(NestedExecutor, self).reset_common_infra(common_infra)
 
-        if self.generate_report and "trade_exchange" in common_infra:
+        if self.generate_report and common_infra.has("trade_exchange"):
             self.trade_exchange = common_infra.get("trade_exchange")
 
         self.inner_executor.reset_common_infra(common_infra)
@@ -257,7 +257,7 @@ class SimulatorExecutor(BaseExecutor):
         verbose: bool = False,
         track_data: bool = False,
         trade_exchange: Exchange = None,
-        common_infra: dict = {},
+        common_infra: CommonInfrastructure = None,
         **kwargs,
     ):
         """
@@ -286,7 +286,7 @@ class SimulatorExecutor(BaseExecutor):
             - reset trade_exchange
         """
         super(SimulatorExecutor, self).reset_common_infra(common_infra)
-        if "trade_exchange" in common_infra:
+        if common_infra.has("trade_exchange"):
             self.trade_exchange = common_infra.get("trade_exchange")
 
     def execute(self, trade_decision):

qlib/backtest/utils.py

@@ -2,6 +2,7 @@
 # Licensed under the MIT License.
 
 import pandas as pd
+import warnings
 from typing import Union
 
 from ..utils.resam import get_resam_calendar
@@ -96,3 +97,46 @@ class TradeCalendarManager:
     def get_all_time(self):
         """Get the start_time and end_time for trading"""
         return self.start_time, self.end_time
+
+
+class BaseInfrastructure:
+    def __init__(self, **kwargs):
+        self.reset_infra(**kwargs)
+
+    def get_support_infra(self):
+        raise NotImplementedError("`get_support_infra` is not implemented!")
+
+    def reset_infra(self, **kwargs):
+        support_infra = self.get_support_infra()
+        for k, v in kwargs.items():
+            if k in support_infra:
+                setattr(self, k, v)
+            else:
+                warnings.warn(f"{k} is ignored in `reset_infra`!")
+
+    def get(self, infra_name):
+        if hasattr(self, infra_name):
+            return getattr(self, infra_name)
+        else:
+            warnings.warn(f"infra {infra_name} is not found!")
+
+    def has(self, infra_name):
+        if infra_name in self.get_support_infra() and hasattr(self, infra_name):
+            return True
+        else:
+            return False
+
+    def update(self, other):
+        support_infra = other.get_support_infra()
+        infra_dict = {_infra: getattr(other, _infra) for _infra in support_infra if hasattr(other, _infra)}
+        self.reset_infra(**infra_dict)
+
+
+class CommonInfrastructure(BaseInfrastructure):
+    def get_support_infra(self):
+        return ["trade_account", "trade_exchange"]
+
+
+class LevelInfrastructure(BaseInfrastructure):
+    def get_support_infra(self):
+        return ["trade_calendar"]