101 lines
3.9 KiB
Python
101 lines
3.9 KiB
Python
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import redis
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import json
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import datetime
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# --- 模块级全局变量 ---
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_BACKTEST_SEND_COUNT = 0
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def send_qmt_signal(code, target_total_slots, price, context, redis_config):
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"""
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发送信号到 Redis (基于槽位状态判断买卖意图)
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参数:
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- code: 股票代码 (聚宽格式: 000001.XSHE)
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- target_total_slots:
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* 意向持仓时: 传入策略设定的总槽位数 (例如 5)。此时 action 判定为 BUY。
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* 意向清仓时: 传入 0。此时 action 判定为 SELL。
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- price: 当前最新价格 (用于实盘限价单参考)
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- context: 聚宽上下文对象
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- redis_config: Redis配置字典
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"""
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global _BACKTEST_SEND_COUNT
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try:
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# ---------------------------------------------------------
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# 1. 环境判断与流量控制
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# ---------------------------------------------------------
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run_type = context.run_params.type
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is_backtest = run_type in ['simple_backtest', 'full_backtest']
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if is_backtest:
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if _BACKTEST_SEND_COUNT >= 10:
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return
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_BACKTEST_SEND_COUNT += 1
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# ---------------------------------------------------------
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# 2. 建立 Redis 连接
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# ---------------------------------------------------------
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r = redis.Redis(
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host=redis_config['host'],
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port=redis_config['port'],
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password=redis_config.get('password'),
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db=redis_config.get('db', 0),
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decode_responses=True,
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socket_timeout=1
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)
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# ---------------------------------------------------------
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# 3. 数据转换与规范化
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# ---------------------------------------------------------
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# 股票代码格式转换: 聚宽(.XSHE/.XSHG) -> QMT(.SZ/.SH)
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qmt_code = code
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if code.endswith('.XSHE'):
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qmt_code = code.replace('.XSHE', '.SZ')
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elif code.endswith('.XSHG'):
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qmt_code = code.replace('.XSHG', '.SH')
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# 【核心逻辑修改】：根据 target_total_slots 判断动作
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# 不再通过函数名判断，而是看目标状态
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if target_total_slots > 0:
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action = 'BUY'
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slots_val = int(target_total_slots) # 告知后端：我是基于“N只模型”中的一只
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else:
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action = 'SELL'
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slots_val = 0 # 清仓
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# ---------------------------------------------------------
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# 4. 构建消息体
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# ---------------------------------------------------------
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base_strategy_name = redis_config.get('strategy_name', 'default_strategy')
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ts_str = context.current_dt.strftime('%Y-%m-%d %H:%M:%S')
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msg = {
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'strategy_name': base_strategy_name,
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'stock_code': qmt_code,
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'action': action,
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'price': price,
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'total_slots': slots_val,
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'timestamp': ts_str,
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'is_backtest': is_backtest
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}
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json_payload = json.dumps(msg)
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# ---------------------------------------------------------
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# 5. 队列路由
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# ---------------------------------------------------------
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queue_key = f"{base_strategy_name}_backtest" if is_backtest else f"{base_strategy_name}_real"
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expire_seconds = 3600 if is_backtest else 604800
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r.rpush(queue_key, json_payload)
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r.expire(queue_key, expire_seconds)
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# ---------------------------------------------------------
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# 6. 控制台输出
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# ---------------------------------------------------------
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log_prefix = "【回测】" if is_backtest else "【实盘】"
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desc = f"目标总持仓:{slots_val}只" if action == 'BUY' else "清仓释放槽位"
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print(f"{log_prefix} 信号同步 -> {qmt_code} | 动作:{action} | {desc} | 时间:{ts_str}")
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except Exception as e:
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print(f"[Error] 发送QMT信号失败: {e}")
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