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efactor(qmt): 重构架构 - 统一信号发送和消息处理 - 修复 qmt_engine.py 中 initialize() 的重复代码 - 新增 message_processor.py: Redis Stream 消息处理器 - 新增 logger.py: 细粒度日志模块 - 新增 qmt_sender.py: 统一信号发送端（槽位+百分比模式） - 新增 backtest_consumer.py: 回测消息消费者 - 删除旧模块: qmt_trader.py, qmt_signal_sender.py, qmt_percentage_sender.py - 更新文档: qmt_functionality.md 反映新架构
2026-02-25 20:49:56 +08:00
[2026-02-25 00:35:42] [DEBUG] [logger.py:77] [MainThread] [QMTLogger] 日志记录器初始化完成: BacktestConsumer
[2026-02-25 00:35:42] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 初始化完成
[2026-02-25 00:35:42] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 消费者ID: backtest-consumer-1
[2026-02-25 00:35:42] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略列表: 所有策略
[2026-02-25 00:35:42] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行，策略: ['ST_Strategy']
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行完成，共处理 0 条消息
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] [统计信息]
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] 运行时间: 4.1 秒
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] 接收消息: 0
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] 处理成功: 0
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] 处理失败: 0
[2026-02-25 00:35:47] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:38:22] [DEBUG] [logger.py:77] [MainThread] [QMTLogger] 日志记录器初始化完成: BacktestConsumer
[2026-02-25 00:38:22] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 初始化完成
[2026-02-25 00:38:22] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 消费者ID: backtest-consumer-1
[2026-02-25 00:38:22] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略列表: 所有策略
[2026-02-25 00:38:22] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行，策略: ['ST_Strategy']
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行完成，共处理 0 条消息
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] [统计信息]
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] 运行时间: 4.1 秒
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] 接收消息: 0
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] 处理成功: 0
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] 处理失败: 0
[2026-02-25 00:38:26] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:38:38] [DEBUG] [logger.py:77] [MainThread] [QMTLogger] 日志记录器初始化完成: BacktestConsumer
[2026-02-25 00:38:38] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 初始化完成
[2026-02-25 00:38:38] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 消费者ID: backtest-consumer-1
[2026-02-25 00:38:38] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略列表: 所有策略
[2026-02-25 00:38:38] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行，策略: ['ST_Strategy']
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行完成，共处理 0 条消息
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] [统计信息]
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] 运行时间: 4.1 秒
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] 接收消息: 0
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] 处理成功: 0
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] 处理失败: 0
[2026-02-25 00:38:42] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:39:29] [DEBUG] [logger.py:77] [MainThread] [QMTLogger] 日志记录器初始化完成: BacktestConsumer
[2026-02-25 00:39:29] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 初始化完成
[2026-02-25 00:39:29] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 消费者ID: backtest-consumer-1
[2026-02-25 00:39:29] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略列表: 所有策略
[2026-02-25 00:39:29] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行，策略: ['ST_Strategy']
[2026-02-25 00:39:29] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950790601-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '603007.SH', 'action': 'BUY', 'price': 5.85, 'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:29] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=603007.SH, action=BUY, price=5.85, extra={'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:29] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:29] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=603007.SH, action=BUY, vol=100, price=5.85
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 603007.SH @ 5.85, 目标持仓: 5只
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=603007.SH, action=BUY, vol=100, price=5.85, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950790601-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950790722-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002816.SZ', 'action': 'BUY', 'price': 22.65, 'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002816.SZ, action=BUY, price=22.65, extra={'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002816.SZ, action=BUY, vol=100, price=22.65
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 002816.SZ @ 22.65, 目标持仓: 5只
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002816.SZ, action=BUY, vol=100, price=22.65, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950790722-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950790850-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '605081.SH', 'action': 'BUY', 'price': 10.65, 'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=605081.SH, action=BUY, price=10.65, extra={'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=605081.SH, action=BUY, vol=100, price=10.65
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 605081.SH @ 10.65, 目标持仓: 5只
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=605081.SH, action=BUY, vol=100, price=10.65, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950790850-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950790963-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002168.SZ', 'action': 'BUY', 'price': 4.29, 'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002168.SZ, action=BUY, price=4.29, extra={'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002168.SZ, action=BUY, vol=100, price=4.29
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 002168.SZ @ 4.29, 目标持仓: 5只
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002168.SZ, action=BUY, vol=100, price=4.29, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950790963-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950791074-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002485.SZ', 'action': 'BUY', 'price': 4.2, 'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002485.SZ, action=BUY, price=4.2, extra={'total_slots': 5, 'timestamp': '2026-01-05 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002485.SZ, action=BUY, vol=100, price=4.2
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 002485.SZ @ 4.2, 目标持仓: 5只
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002485.SZ, action=BUY, vol=100, price=4.2, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950791074-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950791607-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002816.SZ', 'action': 'SELL', 'price': 22.99, 'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002816.SZ, action=SELL, price=22.99, extra={'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002816.SZ, action=SELL, vol=100, price=22.99
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 卖出 002816.SZ @ 22.99, 清仓释放槽位
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002816.SZ, action=SELL, vol=100, price=22.99, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950791607-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950791734-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002168.SZ', 'action': 'SELL', 'price': 4.1, 'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002168.SZ, action=SELL, price=4.1, extra={'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002168.SZ, action=SELL, vol=100, price=4.1
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 卖出 002168.SZ @ 4.1, 清仓释放槽位
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002168.SZ, action=SELL, vol=100, price=4.1, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950791734-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950791855-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '002485.SZ', 'action': 'SELL', 'price': 4.36, 'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=002485.SZ, action=SELL, price=4.36, extra={'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=002485.SZ, action=SELL, vol=100, price=4.36
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 卖出 002485.SZ @ 4.36, 清仓释放槽位
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=002485.SZ, action=SELL, vol=100, price=4.36, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950791855-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950791972-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '603007.SH', 'action': 'SELL', 'price': 5.9, 'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=603007.SH, action=SELL, price=5.9, extra={'total_slots': 0, 'timestamp': '2026-01-06 13:00:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=603007.SH, action=SELL, vol=100, price=5.9
[2026-02-25 00:39:30] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 卖出 603007.SH @ 5.9, 清仓释放槽位
[2026-02-25 00:39:30] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=603007.SH, action=SELL, vol=100, price=5.9, order_id=-1
[2026-02-25 00:39:30] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950791972-0, result=成功
[2026-02-25 00:39:30] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:ST_Strategy:backtest, id=1771950792727-0, data={'strategy_name': 'ST_Strategy', 'stock_code': '300561.SZ', 'action': 'BUY', 'price': 18.71, 'total_slots': 5, 'timestamp': '2026-01-07 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=ST_Strategy, code=300561.SZ, action=BUY, price=18.71, extra={'total_slots': 5, 'timestamp': '2026-01-07 09:31:00', 'is_backtest': True}
[2026-02-25 00:39:30] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=ST_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'total_slots', 'timestamp', 'is_backtest']}
[2026-02-25 00:39:30] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=ST_Strategy, code=300561.SZ, action=BUY, vol=100, price=18.71
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] [模拟交易] ST_Strategy 买入 300561.SZ @ 18.71, 目标持仓: 5只
[2026-02-25 00:39:31] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=ST_Strategy, code=300561.SZ, action=BUY, vol=100, price=18.71, order_id=-1
[2026-02-25 00:39:31] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:ST_Strategy:backtest, id=1771950792727-0, result=成功
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略 ST_Strategy 处理 10 条消息
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行完成，共处理 10 条消息
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] [统计信息]
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] 运行时间: 1.1 秒
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] 接收消息: 10
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] 处理成功: 10
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] 处理失败: 0
[2026-02-25 00:39:31] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:42:12] [DEBUG] [logger.py:77] [MainThread] [QMTLogger] 日志记录器初始化完成: BacktestConsumer
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 初始化完成
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 消费者ID: backtest-consumer-1
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略列表: 所有策略
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行，策略: ['Multi_Strategy']
[2026-02-25 00:42:12] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951291117-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '159949.SZ', 'action': 'BUY', 'price': 0.671, 'position_pct': 0.3, 'timestamp': '2020-01-03 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=159949.SZ, action=BUY, price=0.671, extra={'total_slots': None, 'timestamp': '2020-01-03 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:12] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=159949.SZ, action=BUY, vol=100, price=0.671
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 159949.SZ @ 0.671, 目标持仓: 0只
[2026-02-25 00:42:12] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=159949.SZ, action=BUY, vol=100, price=0.671, order_id=-1
[2026-02-25 00:42:12] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951291117-0, result=成功
[2026-02-25 00:42:12] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951291794-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '159949.SZ', 'action': 'SELL', 'price': 0.699, 'position_pct': 0.0, 'timestamp': '2020-01-15 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=159949.SZ, action=SELL, price=0.699, extra={'total_slots': None, 'timestamp': '2020-01-15 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:12] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=159949.SZ, action=SELL, vol=100, price=0.699
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 卖出 159949.SZ @ 0.699, 清仓释放槽位
[2026-02-25 00:42:12] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=159949.SZ, action=SELL, vol=100, price=0.699, order_id=-1
[2026-02-25 00:42:12] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951291794-0, result=成功
[2026-02-25 00:42:12] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951291931-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '513100.SH', 'action': 'BUY', 'price': 3.39, 'position_pct': 0.30791624979455123, 'timestamp': '2020-01-15 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=513100.SH, action=BUY, price=3.39, extra={'total_slots': None, 'timestamp': '2020-01-15 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:12] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=513100.SH, action=BUY, vol=100, price=3.39
[2026-02-25 00:42:12] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 513100.SH @ 3.39, 目标持仓: 0只
[2026-02-25 00:42:12] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=513100.SH, action=BUY, vol=100, price=3.39, order_id=-1
[2026-02-25 00:42:12] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951291931-0, result=成功
[2026-02-25 00:42:12] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951292370-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '513100.SH', 'action': 'SELL', 'price': 3.426, 'position_pct': 0.0, 'timestamp': '2020-01-23 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=513100.SH, action=SELL, price=3.426, extra={'total_slots': None, 'timestamp': '2020-01-23 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:12] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:12] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=513100.SH, action=SELL, vol=100, price=3.426
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 卖出 513100.SH @ 3.426, 清仓释放槽位
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=513100.SH, action=SELL, vol=100, price=3.426, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951292370-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951292510-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '159949.SZ', 'action': 'BUY', 'price': 0.735, 'position_pct': 0.3095427886528769, 'timestamp': '2020-01-23 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=159949.SZ, action=BUY, price=0.735, extra={'total_slots': None, 'timestamp': '2020-01-23 10:00:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=159949.SZ, action=BUY, vol=100, price=0.735
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 159949.SZ @ 0.735, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=159949.SZ, action=BUY, vol=100, price=0.735, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951292510-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951300387-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '600449.SH', 'action': 'BUY', 'price': 9.23, 'position_pct': 0.1023527508688942, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=600449.SH, action=BUY, price=9.23, extra={'total_slots': None, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=600449.SH, action=BUY, vol=100, price=9.23
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 600449.SH @ 9.23, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=600449.SH, action=BUY, vol=100, price=9.23, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951300387-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951300521-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '002921.SZ', 'action': 'BUY', 'price': 15.92, 'position_pct': 0.08188470708731618, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=002921.SZ, action=BUY, price=15.92, extra={'total_slots': None, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=002921.SZ, action=BUY, vol=100, price=15.92
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 002921.SZ @ 15.92, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=002921.SZ, action=BUY, vol=100, price=15.92, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951300521-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951300665-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '002857.SZ', 'action': 'BUY', 'price': 10.85, 'position_pct': 0.08188670861015712, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=002857.SZ, action=BUY, price=10.85, extra={'total_slots': None, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=002857.SZ, action=BUY, vol=100, price=10.85
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 002857.SZ @ 10.85, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=002857.SZ, action=BUY, vol=100, price=10.85, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951300665-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951300804-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '002136.SZ', 'action': 'BUY', 'price': 6.5, 'position_pct': 0.08188870029794056, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=002136.SZ, action=BUY, price=6.5, extra={'total_slots': None, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=002136.SZ, action=BUY, vol=100, price=6.5
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 002136.SZ @ 6.5, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=002136.SZ, action=BUY, vol=100, price=6.5, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951300804-0, result=成功
[2026-02-25 00:42:13] [DEBUG] [logger.py:89] [MainThread] [消息接收] stream=qmt:Multi_Strategy:backtest, id=1771951300947-0, data={'strategy_name': 'Multi_Strategy', 'stock_code': '002843.SZ', 'action': 'BUY', 'price': 7.07, 'position_pct': 0.08189071081774243, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:112] [MainThread] [消息解析] strategy=Multi_Strategy, code=002843.SZ, action=BUY, price=7.07, extra={'total_slots': None, 'timestamp': '2020-02-03 09:35:00', 'is_backtest': True}
[2026-02-25 00:42:13] [DEBUG] [logger.py:133] [MainThread] [业务校验] type=field_check, strategy=Multi_Strategy, result=通过, details={'fields': ['strategy_name', 'stock_code', 'action', 'price', 'position_pct', 'timestamp', 'is_backtest']}
[2026-02-25 00:42:13] [DEBUG] [logger.py:170] [MainThread] [订单执行请求] strategy=Multi_Strategy, code=002843.SZ, action=BUY, vol=100, price=7.07
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [模拟交易] Multi_Strategy 买入 002843.SZ @ 7.07, 目标持仓: 0只
[2026-02-25 00:42:13] [INFO] [logger.py:165] [MainThread] [订单执行成功] strategy=Multi_Strategy, code=002843.SZ, action=BUY, vol=100, price=7.07, order_id=-1
[2026-02-25 00:42:13] [DEBUG] [logger.py:185] [MainThread] [消息确认] stream=qmt:Multi_Strategy:backtest, id=1771951300947-0, result=成功
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 策略 Multi_Strategy 处理 10 条消息
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [BacktestConsumer] 单次运行完成，共处理 10 条消息
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] ==================================================
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] [统计信息]
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] 运行时间: 1.2 秒
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] 接收消息: 10
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] 处理成功: 10
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] 处理失败: 0
[2026-02-25 00:42:13] [INFO] [logger.py:262] [MainThread] ==================================================
Reference in New Issue Copy Permalink