fix(qmt): 消除静默异常处理并统一日志系统

- 修复6处静默except块（撤单、错误回调、线程停止、健康检查等） - 统一入口模块使用logging替代print - 增强交易日志可追踪性 - 添加完整堆栈跟踪日志
2026-01-27 01:21:22 +08:00
parent ec41783155
commit 086af75b3e
5 changed files with 178 additions and 37 deletions
--- a/qmt/main.py
+++ b/qmt/main.py
@@ -1,38 +1,73 @@
 # coding:utf-8
 import threading
 import sys
+import os
+import logging
+import datetime
 import uvicorn

 from .qmt_engine import QMTEngine
 from .api_server import create_api_server


+def setup_logger():
+    """配置日志系统"""
+    log_dir = "logs"
+    if not os.path.exists(log_dir):
+        os.makedirs(log_dir)
+    
+    log_file = os.path.join(log_dir, f"{datetime.date.today().strftime('%Y-%m-%d')}.log")
+    
+    logger = logging.getLogger("QMT_Main")
+    logger.setLevel(logging.INFO)
+    
+    formatter = logging.Formatter(
+        '[%(asctime)s] [%(levelname)s] [%(filename)s:%(lineno)d] %(message)s',
+        datefmt='%Y-%m-%d %H:%M:%S'
+    )
+    
+    file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
+    file_handler.setFormatter(formatter)
+    
+    stream_handler = logging.StreamHandler(sys.stdout)
+    stream_handler.setFormatter(formatter)
+    
+    logger.addHandler(file_handler)
+    logger.addHandler(stream_handler)
+    
+    return logger
+
+
 def main():
    """主函数 - 启动QMT交易引擎和API服务器"""
-    print(">>> 系统正在启动...")
+    logger = setup_logger()
+    logger.info("="*50)
+    logger.info(">>> QMT交易系统启动中...")
+    logger.info("="*50)
    
    # 创建QMT引擎实例
    engine = QMTEngine()
+    logger.info("QMT引擎实例创建成功")
    
    try:
        # 初始化引擎
        engine.initialize('config.json')
-        print("✅ QMT引擎初始化成功")
+        logger.info("✅ QMT引擎初始化成功")
    except Exception as e:
-        print(f"❌ QMT引擎初始化失败: {e}")
+        logger.error(f"❌ QMT引擎初始化失败: {str(e)}", exc_info=True)
        sys.exit(1)
    
    # 启动交易线程
    trading_thread = threading.Thread(target=engine.run_trading_loop, daemon=True)
    trading_thread.start()
-    print("✅ 交易线程启动成功")
+    logger.info("✅ 交易线程启动成功")
    
    # 创建API服务器
    app = create_api_server(engine)
-    print("✅ API服务器创建成功")
+    logger.info("✅ API服务器创建成功")
    
    # 启动Web服务
-    print(">>> Web服务启动: http://localhost:8001")
+    logger.info(">>> Web服务启动: http://localhost:8001")
    try:
        uvicorn.run(
            app, 
@@ -42,9 +77,13 @@ def main():
            access_log=False
        )
    except KeyboardInterrupt:
-        print("\n>>> 正在关闭系统...")
+        logger.info(">>> 正在关闭系统...")
        engine.stop()
-        print(">>> 系统已关闭")
+        logger.info(">>> 系统已关闭")
+    except Exception as e:
+        logger.error(f">>> 系统异常: {str(e)}", exc_info=True)
+        engine.stop()
+        logger.info(">>> 系统已关闭")


 if __name__ == '__main__':
--- a/qmt/qmt_engine.py
+++ b/qmt/qmt_engine.py
@@ -459,7 +459,8 @@ class MultiEngineManager:
                                    if unit.callback and not unit.callback.is_connected:
                                        unit.callback.is_connected = True
                                        self.logger.info(f"✅ 修正终端 {unit.alias} 状态为在线")
-                            except:
+                            except Exception as e:
+                                self.logger.error(f"健康检查失败 - 终端 {unit.alias}: {str(e)}", exc_info=True)
                                is_unit_alive = False

                        # 断线重连策略
--- a/qmt/qmt_test.py
+++ b/qmt/qmt_test.py
@@ -1,32 +1,77 @@
+import logging
+import sys
+import os
+import datetime
 from xtquant import xttrader
 from xtquant.xtdata import download_history_data, get_market_data
 from xtquant.xttype import StockAccount
 import random

-##订阅账户
+
+def setup_logger():
+    """配置日志系统"""
+    log_dir = "logs"
+    if not os.path.exists(log_dir):
+        os.makedirs(log_dir)
+    
+    log_file = os.path.join(log_dir, f"{datetime.date.today().strftime('%Y-%m-%d')}_test.log")
+    
+    logger = logging.getLogger("QMT_Test")
+    logger.setLevel(logging.INFO)
+    
+    formatter = logging.Formatter(
+        '[%(asctime)s] [%(levelname)s] [%(filename)s:%(lineno)d] %(message)s',
+        datefmt='%Y-%m-%d %H:%M:%S'
+    )
+    
+    file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
+    file_handler.setFormatter(formatter)
+    
+    stream_handler = logging.StreamHandler(sys.stdout)
+    stream_handler.setFormatter(formatter)
+    
+    logger.addHandler(file_handler)
+    logger.addHandler(stream_handler)
+    
+    return logger
+
+
+logger = setup_logger()
+
 # 设置 QMT 交易端的数据路径和会话ID
 min_path = r"C:\\QMT\\中金财富QMT个人版交易端\\userdata_mini"
 session_id = int(random.randint(100000, 999999))

+logger.info(f"QMT路径: {min_path}")
+logger.info(f"会话ID: {session_id}")
+
 # 创建 XtQuantTrader 实例并启动
+logger.info("正在创建 XtQuantTrader 实例...")
 xt_trader = xttrader.XtQuantTrader(min_path, session_id)
+logger.info("正在启动 XtQuantTrader...")
 xt_trader.start()
+logger.info("XtQuantTrader 已启动")

 # 连接 QMT 交易端
+logger.info("正在连接 QMT 交易端...")
 connect_result = xt_trader.connect()
 if connect_result == 0:
-    print('连接成功')
+    logger.info("✅ 连接成功")
 else:
-    print('连接失败')
+    logger.error(f"❌ 连接失败，错误码: {connect_result}")
    xt_trader.stop()
+    logger.info("XtQuantTrader 已停止")
    exit()

 # 设置账户信息
-account = StockAccount('8176081580')
+account_id = '8176081580'
+logger.info(f"账户ID: {account_id}")
+account = StockAccount(account_id)

 # 订阅账户
+logger.info("正在订阅账户...")
 res = xt_trader.subscribe(account)
 if res == 0:
-    print('订阅成功')
+    logger.info("✅ 订阅成功")
 else:
-    print('订阅失败')
+    logger.error(f"❌ 订阅失败，错误码: {res}")
--- a/qmt/qmt_trader.py
+++ b/qmt/qmt_trader.py
@@ -172,11 +172,17 @@ class DailySettlement:
        logger.info("执行收盘清算流程...")
        try:
            orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
+            logger.info(f"收盘清算 - 查询可撤单订单: 获取到 {len(orders) if orders else 0} 个订单")
            if orders:
                for o in orders:
+                    logger.info(f"收盘清算 - 撤单: OrderID={o.order_id}, Stock={o.stock_code}")
                    self.trader.cancel_order_stock(self.acc, o.order_id)
                time.sleep(2)
-        except: pass
+                logger.info(f"收盘清算 - 完成撤单操作，共处理 {len(orders)} 个订单")
+            else:
+                logger.info("收盘清算 - 无待撤单订单")
+        except Exception as e:
+            logger.error(f"收盘清算 - 查询/撤单失败: {str(e)}", exc_info=True)
        
        real_positions = self.trader.query_stock_positions(self.acc)
        real_pos_map = {p.stock_code: p.volume for p in real_positions if p.volume > 0} if real_positions else {}
@@ -214,15 +220,19 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
            logger.info(f">>> [成交] {strategy} {trade.stock_code} {trade.traded_volume}")
            if action == 'BUY': self.pos_mgr.update_actual_volume(strategy, trade.stock_code, trade.traded_volume)
            elif action == 'SELL': self.pos_mgr.update_actual_volume(strategy, trade.stock_code, -trade.traded_volume)
-        except: traceback.print_exc()
+        except Exception as e:
+            logger.error(f"on_stock_trade 成交回调处理失败: {str(e)}", exc_info=True)
+    
    def on_order_error(self, err):
        try:
-            logger.error(f"下单失败回调: {err.error_msg} OrderID:{err.order_id}")
+            logger.error(f"下单失败回调: OrderID={err.order_id}, 错误信息={err.error_msg}")
            cache = ORDER_CACHE.get(err.order_id)
            if cache and cache[2] == 'BUY':
+                logger.info(f"回滚持仓: Strategy={cache[0]}, Stock={cache[1]}")
                self.pos_mgr.rollback_holding(cache[0], cache[1])
                del ORDER_CACHE[err.order_id]
-        except: pass
+        except Exception as e:
+            logger.error(f"on_order_error 错误回调处理失败: {str(e)}", exc_info=True)

 # ================= 5. 核心消息处理 (重写版：拒绝静默失败) =================
 def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager):
@@ -327,20 +337,26 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
        # 7. 卖出逻辑
        elif action == 'SELL':
            v_vol = pos_manager.get_position(strategy_name, stock_code)
-            logger.info(f"Redis 记录持仓: {v_vol}")
+            logger.info(f"卖出 - Redis 记录虚拟持仓: {v_vol}")
            
            if v_vol > 0:
+                logger.info(f"卖出 - 正在查询实盘持仓: {stock_code}")
                real_pos = xt_trader.query_stock_positions(acc)
+                logger.info(f"卖出 - 实盘持仓查询完成，获取到 {len(real_pos) if real_pos else 0} 条记录")
+                
                if real_pos is None:
                    logger.error("API 错误: query_stock_positions 返回 None")
                    return

                rp = next((p for p in real_pos if p.stock_code==stock_code), None)
                can_use = rp.can_use_volume if rp else 0
-                logger.info(f"实盘可用持仓: {can_use}")
+                logger.info(f"卖出 - 股票 {stock_code} 实盘可用持仓: {can_use}")

                final = min(v_vol, can_use)
+                logger.info(f"卖出 - 计算卖出量: min({v_vol}, {can_use}) = {final}")
+                
                if final > 0:
+                    logger.info(f"卖出 - 执行卖出订单: {stock_code} @ {price}, 数量: {final}")
                    oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_SELL, final, xtconstant.FIX_PRICE, price, strategy_name, 'PySell')
                    if oid != -1:
                        logger.info(f"√√√ 下单成功: ID={oid} {stock_code} 卖出 {final}")
@@ -470,8 +486,11 @@ def trading_loop():

                    logger.warning("🚫 确认连接丢失，执行重连...")
                    if GLOBAL_STATE.xt_trader:
-                        try: GLOBAL_STATE.xt_trader.stop()
-                        except: pass
+                        try: 
+                            GLOBAL_STATE.xt_trader.stop()
+                            logger.info("已停止旧交易实例")
+                        except Exception as e:
+                            logger.error(f"停止旧交易实例失败: {str(e)}", exc_info=True)
                    
                    new_trader, new_acc, new_cb = init_qmt_trader(
                        qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
--- a/qmt/run.py
+++ b/qmt/run.py
@@ -6,6 +6,8 @@ QMT多终端交易系统启动器
 import sys
 import os
 import threading
+import logging
+import datetime
 import uvicorn

 # 将当前目录添加到Python路径，确保模块导入正常
@@ -17,40 +19,73 @@ if current_dir not in sys.path:
 from qmt_engine import MultiEngineManager
 from api_server import create_api_server

+
+def setup_logger():
+    """配置日志系统"""
+    log_dir = "logs"
+    if not os.path.exists(log_dir):
+        os.makedirs(log_dir)
+    
+    log_file = os.path.join(log_dir, f"{datetime.date.today().strftime('%Y-%m-%d')}.log")
+    
+    logger = logging.getLogger("QMT_Run")
+    logger.setLevel(logging.INFO)
+    
+    formatter = logging.Formatter(
+        '[%(asctime)s] [%(levelname)s] [%(filename)s:%(lineno)d] %(message)s',
+        datefmt='%Y-%m-%d %H:%M:%S'
+    )
+    
+    file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
+    file_handler.setFormatter(formatter)
+    
+    stream_handler = logging.StreamHandler(sys.stdout)
+    stream_handler.setFormatter(formatter)
+    
+    logger.addHandler(file_handler)
+    logger.addHandler(stream_handler)
+    
+    return logger
+
+
 def main():
    """主函数 - 启动多终端QMT交易引擎管理中心和API服务器"""
+    logger = setup_logger()
+    
    # 强制设置环境变量，确保Python在Windows控制台输出不因编码崩溃
    os.environ["PYTHONUTF8"] = "1"
    
-    print("==================================================")
-    print("   QMT Multi-Terminal System Starting...   ")
-    print("==================================================")
+    logger.info("="*50)
+    logger.info(">>> QMT Multi-Terminal System Starting...")
+    logger.info("="*50)
    
    # 1. 获取多终端管理器单例
    manager = MultiEngineManager()
+    logger.info("多终端管理器实例获取成功")
    
    try:
        # 2. 初始化引擎（加载配置、连接Redis、初始化各终端执行单元）
+        logger.info("正在加载配置文件: config.json")
        manager.initialize('config.json')
-        print("Done: Multi-Manager initialized successfully.")
+        logger.info("Done: Multi-Manager initialized successfully.")
    except Exception as e:
-        print(f"Error: System initialization failed: {repr(e)}")
-        import traceback
-        traceback.print_exc()
+        logger.error(f"Error: System initialization failed: {repr(e)}", exc_info=True)
        sys.exit(1)
    
    # 3. 启动全局监控与交易路由主循环线程
    # 该线程负责：终端健康检查、断线重连、消息路由、收盘结算
+    logger.info("正在启动交易主循环线程...")
    trading_thread = threading.Thread(target=manager.run_trading_loop, name="MainTradeLoop", daemon=True)
    trading_thread.start()
-    print("Done: Global trading loop thread started.")
+    logger.info("Done: Global trading loop thread started.")
    
    # 4. 创建适配多终端的API服务器
+    logger.info("正在创建API服务器...")
    app = create_api_server(manager)
-    print("Done: API server created with multi-terminal support.")
+    logger.info("Done: API server created with multi-terminal support.")
    
    # 5. 启动Web服务
-    print(">>> Web Dashboard: http://localhost:8001")
+    logger.info(">>> Web Dashboard: http://localhost:8001")
    try:
        # 建议关闭 access_log 以减少控制台刷屏
        uvicorn.run(
@@ -61,20 +96,22 @@ def main():
            access_log=False
        )
    except KeyboardInterrupt:
-        print("\n>>> Shutdown signal received. Closing terminals...")
+        logger.info(">>> Shutdown signal received. Closing terminals...")
        manager.stop()
-        print(">>> System safely closed.")
+        logger.info(">>> System safely closed.")
        _write_exit_code(0)
        sys.exit(0)

 def _write_exit_code(code):
    """将退出码写入临时文件，供 start.bat 读取"""
+    logger = logging.getLogger("QMT_Run")
    try:
        exit_code_file = os.path.join(os.environ.get('TEMP', ''), 'exit_code.txt')
        with open(exit_code_file, 'w') as f:
            f.write(str(code))
-    except Exception:
-        pass
+        logger.info(f">>> 退出码已写入: {code}")
+    except Exception as e:
+        logger.error(f">>> 退出码写入失败: {str(e)}")

 if __name__ == '__main__':
    # 最佳实践：使用 python -u run.py 运行以获得实时日志输出