更新qmt代码
This commit is contained in:
258
qmt/dashboard.html
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258
qmt/dashboard.html
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<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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<title>QMT 实盘监控看板</title>
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<script src="https://unpkg.com/vue@3/dist/vue.global.js"></script>
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<link rel="stylesheet" href="https://unpkg.com/element-plus/dist/index.css" />
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<script src="https://unpkg.com/element-plus"></script>
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<script src="https://unpkg.com/@element-plus/icons-vue"></script>
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<style>
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body { background-color: #f0f2f5; margin: 0; padding: 20px; font-family: 'Helvetica Neue', Helvetica, 'PingFang SC', sans-serif; }
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.card-header { display: flex; justify-content: space-between; align-items: center; }
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.box-card { margin-bottom: 20px; }
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.log-box {
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background: #1e1e1e;
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color: #d4d4d4;
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padding: 10px;
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border-radius: 4px;
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height: 400px;
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overflow-y: scroll;
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font-family: 'Consolas', 'Monaco', monospace;
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font-size: 13px;
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line-height: 1.5;
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}
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.log-line { margin: 0; border-bottom: 1px solid #333; white-space: pre-wrap; word-break: break-all; }
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.log-line:hover { background-color: #2a2a2a; }
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.virtual-item { margin-bottom: 20px; border-left: 4px solid #409EFF; padding-left: 10px; }
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.virtual-title { font-weight: bold; font-size: 14px; margin-bottom: 8px; color: #606266; }
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.status-badge { display: inline-block; width: 10px; height: 10px; border-radius: 50%; margin-right: 5px; }
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.bg-green { background-color: #67C23A; }
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.bg-gray { background-color: #909399; }
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</style>
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</head>
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<body>
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<div id="app">
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<el-container>
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<el-header height="auto" style="padding: 0;">
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<el-card class="box-card">
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<template #header>
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<div class="card-header">
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<div style="display:flex; align-items:center;">
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<el-icon size="24" style="margin-right: 10px;"><Monitor /></el-icon>
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<span style="font-weight: bold; font-size: 20px;">QMT 实盘守护系统</span>
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</div>
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<div>
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<el-tag :type="status.running ? 'success' : 'info'" effect="dark" style="margin-right: 10px;">
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API: {{ status.running ? 'Running' : 'Offline' }}
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</el-tag>
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<el-tag :type="status.qmt_connected ? 'success' : 'danger'" effect="dark">
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QMT: {{ status.qmt_connected ? 'Connected' : 'Disconnected' }}
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</el-tag>
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</div>
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</div>
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</template>
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<el-descriptions border :column="4" size="large">
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<el-descriptions-item label="资金账号">{{ status.account_id || '---' }}</el-descriptions-item>
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<el-descriptions-item label="启动时间">{{ status.start_time || '---' }}</el-descriptions-item>
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<el-descriptions-item label="心跳时间">
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<span :style="{color: isHeartbeatStalled ? 'red' : 'green', fontWeight: 'bold'}">
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{{ status.last_loop_update || '---' }}
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</span>
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</el-descriptions-item>
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<el-descriptions-item label="控制">
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<el-button type="primary" :icon="Refresh" @click="manualRefresh" :loading="loading">手动刷新</el-button>
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<div style="margin-left: 15px; display: inline-flex; align-items: center;">
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<el-checkbox v-model="autoRefresh" label="自动刷新(1min)" border></el-checkbox>
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<span style="font-size: 12px; margin-left: 8px; color: #909399;">
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{{ tradingStatusText }}
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</span>
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</div>
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</el-descriptions-item>
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</el-descriptions>
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</el-card>
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</el-header>
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<el-main style="padding: 0;">
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<el-row :gutter="20">
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<el-col :span="12">
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<el-card class="box-card" shadow="hover">
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<template #header>
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<div class="card-header">
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<span><span class="status-badge bg-green"></span>实盘真实持仓 (QMT)</span>
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</div>
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</template>
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<el-table :data="positions.real_positions" style="width: 100%" border stripe size="small" empty-text="当前空仓">
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<el-table-column prop="code" label="代码" width="100" sortable></el-table-column>
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<el-table-column prop="volume" label="总持仓" width="100"></el-table-column>
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<el-table-column prop="can_use" label="可用" width="100"></el-table-column>
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<el-table-column prop="market_value" label="市值"></el-table-column>
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</el-table>
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</el-card>
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</el-col>
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<el-col :span="12">
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<el-card class="box-card" shadow="hover">
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<template #header>
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<div class="card-header">
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<span><span class="status-badge bg-gray"></span>Redis 虚拟账本 (策略隔离)</span>
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</div>
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</template>
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<div v-if="Object.keys(positions.virtual_positions).length === 0" style="color:#909399; text-align:center; padding: 20px;">
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暂无策略数据 / Redis未连接
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</div>
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<div v-for="(posObj, strategyName) in positions.virtual_positions" :key="strategyName" class="virtual-item">
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<div class="virtual-title">{{ strategyName }}</div>
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<el-table :data="formatVirtual(posObj)" style="width: 100%;" border size="small" empty-text="该策略当前空仓">
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<el-table-column prop="code" label="代码"></el-table-column>
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<el-table-column prop="vol" label="记账数量">
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<template #default="scope"><span style="font-weight: bold;">{{ scope.row.vol }}</span></template>
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</el-table-column>
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</el-table>
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</div>
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</el-card>
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</el-col>
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</el-row>
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<el-row>
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<el-col :span="24">
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<el-card class="box-card" shadow="never">
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<template #header>
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<div class="card-header"><span>系统实时日志 (Last 50 lines)</span></div>
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</template>
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<div class="log-box" ref="logBox">
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<div v-for="(line, index) in logs" :key="index" class="log-line">{{ line }}</div>
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</div>
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</el-card>
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</el-col>
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</el-row>
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</el-main>
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</el-container>
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</div>
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<script>
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const { createApp, ref, onMounted, onUnmounted, computed } = Vue;
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const { Monitor, Refresh } = ElementPlusIconsVue;
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const app = createApp({
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setup() {
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const status = ref({});
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const positions = ref({ real_positions: [], virtual_positions: {} });
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const logs = ref([]);
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const autoRefresh = ref(true); // 默认开启自动刷新
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const loading = ref(false);
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const logBox = ref(null);
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let timer = null;
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const API_BASE = "";
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// === 核心逻辑修改：判断是否为交易时间 ===
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const isTradingTime = () => {
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const now = new Date();
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const day = now.getDay();
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const hour = now.getHours();
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const minute = now.getMinutes();
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const currentTimeVal = hour * 100 + minute;
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// 1. 判断是否为周末 (0是周日, 6是周六)
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if (day === 0 || day === 6) return false;
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// 2. 判断时间段 (09:00 - 15:10)
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// 包含集合竞价和收盘清算时间
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if (currentTimeVal >= 900 && currentTimeVal <= 1510) {
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return true;
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}
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return false;
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};
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// 界面显示的提示文本
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const tradingStatusText = computed(() => {
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if (!autoRefresh.value) return "已关闭";
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return isTradingTime() ? "监控中..." : "休市暂停";
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});
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const isHeartbeatStalled = computed(() => {
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if (!status.value.last_loop_update) return true;
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return false;
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});
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const fetchData = async () => {
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loading.value = true;
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try {
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const resStatus = await fetch(`${API_BASE}/api/status`);
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if(resStatus.ok) status.value = await resStatus.json();
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else status.value = { running: false };
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const resPos = await fetch(`${API_BASE}/api/positions`);
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if(resPos.ok) positions.value = await resPos.json();
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const resLogs = await fetch(`${API_BASE}/api/logs`);
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if(resLogs.ok) {
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const logData = await resLogs.json();
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const needScroll = (logs.value.length !== logData.logs.length);
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logs.value = logData.logs;
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// 只有在自动刷新且有新日志时才自动滚动
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if (needScroll && autoRefresh.value) {
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setTimeout(() => {
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if(logBox.value) logBox.value.scrollTop = logBox.value.scrollHeight;
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}, 100);
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}
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}
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} catch (e) {
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console.error("API Error:", e);
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status.value.running = false;
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} finally {
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loading.value = false;
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}
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};
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// 手动刷新按钮：不受时间限制
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const manualRefresh = () => {
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fetchData();
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};
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const formatVirtual = (obj) => {
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if (!obj) return [];
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return Object.keys(obj).map(key => ({ code: key, vol: obj[key] }));
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};
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onMounted(() => {
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// 页面加载时先拉取一次
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fetchData();
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// === 修改定时器：每 60 秒触发一次 ===
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timer = setInterval(() => {
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// 只有在 "开关开启" 且 "处于交易时间" 时才请求
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if (autoRefresh.value && isTradingTime()) {
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fetchData();
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}
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}, 60000); // 60000ms = 1分钟
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});
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onUnmounted(() => {
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if (timer) clearInterval(timer);
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});
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return {
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status, positions, logs, autoRefresh, loading, logBox,
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manualRefresh, // 绑定到按钮
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fetchData,
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formatVirtual,
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isHeartbeatStalled,
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tradingStatusText, // 绑定到提示文本
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Monitor, Refresh
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};
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}
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});
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for (const [key, component] of Object.entries(ElementPlusIconsVue)) {
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app.component(key, component)
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}
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app.use(ElementPlus);
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app.mount('#app');
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</script>
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</body>
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</html>
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1
qmt/heartbeat.txt
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1
qmt/heartbeat.txt
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@@ -0,0 +1 @@
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2025-12-19 14:11:10
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@@ -1,5 +1,5 @@
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# coding:utf-8
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# coding:utf-8
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import time, datetime, traceback, sys, json, os
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import time, datetime, traceback, sys, json, os, threading
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import logging
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import logging
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import redis
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import redis
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from xtquant import xtdata
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from xtquant import xtdata
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@@ -7,27 +7,46 @@ from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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from xtquant.xttype import StockAccount
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from xtquant.xttype import StockAccount
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from xtquant import xtconstant
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from xtquant import xtconstant
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# 全局变量
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# FastAPI 相关
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CURRENT_LOG_DATE = None
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from fastapi import FastAPI
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CONFIG = {}
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from fastapi.middleware.cors import CORSMiddleware
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ORDER_CACHE = {}
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from fastapi.responses import FileResponse
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import uvicorn
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# ================= 1. 日志系统 (按日期直写) =================
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# ================= 0. Windows 防卡死补丁 =================
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try:
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import ctypes
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kernel32 = ctypes.windll.kernel32
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# 禁用快速编辑模式 (0x0040)
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kernel32.SetConsoleMode(kernel32.GetStdHandle(-10), 128)
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except:
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pass
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# ================= 1. 全局状态管理 =================
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class SystemState:
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def __init__(self):
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self.xt_trader = None
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self.acc = None
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self.pos_manager = None
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self.callback = None
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self.is_running = True
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self.start_time = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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self.last_heartbeat = "Initializing..."
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self.config = {}
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GLOBAL_STATE = SystemState()
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CURRENT_LOG_DATE = None
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ORDER_CACHE = {} # 内存缓存: OrderID -> (Strategy, Code, Action)
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# ================= 2. 增强型日志系统 =================
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def setup_logger():
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def setup_logger():
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"""
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配置日志系统：
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每天生成一个新的日志文件，文件名格式为 YYYY-MM-DD.log
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"""
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global CURRENT_LOG_DATE
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global CURRENT_LOG_DATE
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log_dir = "logs"
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log_dir = "logs"
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if not os.path.exists(log_dir):
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if not os.path.exists(log_dir):
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os.makedirs(log_dir)
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os.makedirs(log_dir)
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# 获取今日日期
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today_str = datetime.date.today().strftime('%Y-%m-%d')
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today_str = datetime.date.today().strftime('%Y-%m-%d')
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CURRENT_LOG_DATE = today_str
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CURRENT_LOG_DATE = today_str
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log_file = os.path.join(log_dir, f"{today_str}.log")
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log_file = os.path.join(log_dir, f"{today_str}.log")
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logger = logging.getLogger("QMT_Trader")
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logger = logging.getLogger("QMT_Trader")
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@@ -41,8 +60,9 @@ def setup_logger():
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logger.removeHandler(handler)
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logger.removeHandler(handler)
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except: pass
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except: pass
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# 格式中增加 线程名，方便排查是 API 线程还是 交易线程
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formatter = logging.Formatter(
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formatter = logging.Formatter(
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'[%(asctime)s] [%(levelname)s] %(message)s',
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'[%(asctime)s] [%(levelname)s] [%(threadName)s] %(message)s',
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datefmt='%Y-%m-%d %H:%M:%S'
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datefmt='%Y-%m-%d %H:%M:%S'
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)
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)
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||||||
@@ -50,19 +70,18 @@ def setup_logger():
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file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
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file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
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file_handler.setFormatter(formatter)
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file_handler.setFormatter(formatter)
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||||||
# 控制台输出
|
# 控制台输出 (强制刷新流，防止命令行卡住不显示)
|
||||||
stream_handler = logging.StreamHandler(sys.stdout)
|
stream_handler = logging.StreamHandler(sys.stdout)
|
||||||
stream_handler.setFormatter(formatter)
|
stream_handler.setFormatter(formatter)
|
||||||
|
stream_handler.flush = sys.stdout.flush
|
||||||
|
|
||||||
logger.addHandler(file_handler)
|
logger.addHandler(file_handler)
|
||||||
logger.addHandler(stream_handler)
|
logger.addHandler(stream_handler)
|
||||||
|
|
||||||
return logger
|
return logger
|
||||||
|
|
||||||
# 初始化日志
|
|
||||||
logger = setup_logger()
|
logger = setup_logger()
|
||||||
|
|
||||||
# ================= 2. 配置加载 =================
|
# ================= 3. 配置加载 =================
|
||||||
def load_config(config_file='config.json'):
|
def load_config(config_file='config.json'):
|
||||||
if getattr(sys, 'frozen', False):
|
if getattr(sys, 'frozen', False):
|
||||||
base_path = os.path.dirname(sys.executable)
|
base_path = os.path.dirname(sys.executable)
|
||||||
@@ -81,40 +100,65 @@ def load_config(config_file='config.json'):
|
|||||||
logger.error(f"配置文件错误: {e}")
|
logger.error(f"配置文件错误: {e}")
|
||||||
sys.exit(1)
|
sys.exit(1)
|
||||||
|
|
||||||
# ================= 3. 业务逻辑类 =================
|
# ================= 4. 业务逻辑类 =================
|
||||||
class PositionManager:
|
class PositionManager:
|
||||||
def __init__(self, r_client):
|
def __init__(self, r_client):
|
||||||
self.r = r_client
|
self.r = r_client
|
||||||
|
|
||||||
def _get_key(self, strategy_name):
|
def _get_key(self, strategy_name):
|
||||||
return f"POS:{strategy_name}"
|
return f"POS:{strategy_name}"
|
||||||
|
|
||||||
def mark_holding(self, strategy_name, code):
|
def mark_holding(self, strategy_name, code):
|
||||||
"""乐观占位"""
|
|
||||||
self.r.hsetnx(self._get_key(strategy_name), code, 0)
|
self.r.hsetnx(self._get_key(strategy_name), code, 0)
|
||||||
|
|
||||||
def rollback_holding(self, strategy_name, code):
|
def rollback_holding(self, strategy_name, code):
|
||||||
"""失败回滚"""
|
|
||||||
key = self._get_key(strategy_name)
|
key = self._get_key(strategy_name)
|
||||||
val = self.r.hget(key, code)
|
val = self.r.hget(key, code)
|
||||||
if val is not None and int(val) == 0:
|
if val is not None and int(val) == 0:
|
||||||
self.r.hdel(key, code)
|
self.r.hdel(key, code)
|
||||||
logger.warning(f"[{strategy_name}] 回滚释放槽位: {code}")
|
logger.warning(f"[{strategy_name}] 回滚释放槽位: {code}")
|
||||||
|
|
||||||
def update_actual_volume(self, strategy_name, code, delta_vol):
|
def update_actual_volume(self, strategy_name, code, delta_vol):
|
||||||
"""成交更新"""
|
|
||||||
key = self._get_key(strategy_name)
|
key = self._get_key(strategy_name)
|
||||||
new_vol = self.r.hincrby(key, code, int(delta_vol))
|
new_vol = self.r.hincrby(key, code, int(delta_vol))
|
||||||
if new_vol <= 0:
|
if new_vol <= 0:
|
||||||
self.r.hdel(key, code)
|
self.r.hdel(key, code)
|
||||||
new_vol = 0
|
new_vol = 0
|
||||||
return new_vol
|
return new_vol
|
||||||
|
|
||||||
def get_position(self, strategy_name, code):
|
def get_position(self, strategy_name, code):
|
||||||
vol = self.r.hget(self._get_key(strategy_name), code)
|
vol = self.r.hget(self._get_key(strategy_name), code)
|
||||||
return int(vol) if vol else 0
|
return int(vol) if vol else 0
|
||||||
|
|
||||||
def get_holding_count(self, strategy_name):
|
def get_holding_count(self, strategy_name):
|
||||||
return self.r.hlen(self._get_key(strategy_name))
|
return self.r.hlen(self._get_key(strategy_name))
|
||||||
|
|
||||||
def get_all_virtual_positions(self, strategy_name):
|
def get_all_virtual_positions(self, strategy_name):
|
||||||
return self.r.hgetall(self._get_key(strategy_name))
|
return self.r.hgetall(self._get_key(strategy_name))
|
||||||
|
|
||||||
def force_delete(self, strategy_name, code):
|
def force_delete(self, strategy_name, code):
|
||||||
self.r.hdel(self._get_key(strategy_name), code)
|
self.r.hdel(self._get_key(strategy_name), code)
|
||||||
|
|
||||||
|
def clean_stale_placeholders(self, strategy_name, xt_trader, acc):
|
||||||
|
try:
|
||||||
|
key = self._get_key(strategy_name)
|
||||||
|
all_pos = self.r.hgetall(key)
|
||||||
|
if not all_pos: return
|
||||||
|
|
||||||
|
active_orders = xt_trader.query_stock_orders(acc, cancelable_only=True)
|
||||||
|
active_codes = [o.stock_code for o in active_orders] if active_orders else []
|
||||||
|
|
||||||
|
real_positions = xt_trader.query_stock_positions(acc)
|
||||||
|
real_holdings = [p.stock_code for p in real_positions if p.volume > 0] if real_positions else []
|
||||||
|
|
||||||
|
for code, vol_str in all_pos.items():
|
||||||
|
if int(vol_str) == 0:
|
||||||
|
if (code not in real_holdings) and (code not in active_codes):
|
||||||
|
self.r.hdel(key, code)
|
||||||
|
logger.warning(f"[{strategy_name}] 自动清理僵尸占位: {code}")
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"清理僵尸占位异常: {e}")
|
||||||
|
|
||||||
class DailySettlement:
|
class DailySettlement:
|
||||||
def __init__(self, xt_trader, acc, pos_mgr, strategies):
|
def __init__(self, xt_trader, acc, pos_mgr, strategies):
|
||||||
self.trader = xt_trader
|
self.trader = xt_trader
|
||||||
@@ -122,10 +166,10 @@ class DailySettlement:
|
|||||||
self.pos_mgr = pos_mgr
|
self.pos_mgr = pos_mgr
|
||||||
self.strategies = strategies
|
self.strategies = strategies
|
||||||
self.has_settled = False
|
self.has_settled = False
|
||||||
|
|
||||||
def run_settlement(self):
|
def run_settlement(self):
|
||||||
logger.info("="*40)
|
logger.info("="*40)
|
||||||
logger.info("执行收盘清算流程...")
|
logger.info("执行收盘清算流程...")
|
||||||
# 1. 撤单
|
|
||||||
try:
|
try:
|
||||||
orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
|
orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
|
||||||
if orders:
|
if orders:
|
||||||
@@ -133,25 +177,28 @@ class DailySettlement:
|
|||||||
self.trader.cancel_order_stock(self.acc, o.order_id)
|
self.trader.cancel_order_stock(self.acc, o.order_id)
|
||||||
time.sleep(2)
|
time.sleep(2)
|
||||||
except: pass
|
except: pass
|
||||||
# 2. 获取实盘
|
|
||||||
real_positions = self.trader.query_stock_positions(self.acc)
|
real_positions = self.trader.query_stock_positions(self.acc)
|
||||||
real_pos_map = {}
|
real_pos_map = {p.stock_code: p.volume for p in real_positions if p.volume > 0} if real_positions else {}
|
||||||
if real_positions:
|
|
||||||
for p in real_positions:
|
|
||||||
if p.volume > 0: real_pos_map[p.stock_code] = p.volume
|
|
||||||
# 3. 校准Redis
|
|
||||||
for strategy in self.strategies:
|
for strategy in self.strategies:
|
||||||
virtual = self.pos_mgr.get_all_virtual_positions(strategy)
|
virtual = self.pos_mgr.get_all_virtual_positions(strategy)
|
||||||
for code, v in virtual.items():
|
for code, v_str in virtual.items():
|
||||||
|
v = int(v_str)
|
||||||
if code not in real_pos_map:
|
if code not in real_pos_map:
|
||||||
logger.warning(f" [修正] {strategy} 幽灵持仓 {code} -> 释放")
|
logger.warning(f" [修正] {strategy} 幽灵持仓 {code} (Redis={v}) -> 强制释放")
|
||||||
self.pos_mgr.force_delete(strategy, code)
|
self.pos_mgr.force_delete(strategy, code)
|
||||||
|
elif v == 0 and code in real_pos_map:
|
||||||
|
real_vol = real_pos_map[code]
|
||||||
|
self.pos_mgr.update_actual_volume(strategy, code, real_vol)
|
||||||
|
logger.info(f" [修正] {strategy} 修正占位符 {code} 0 -> {real_vol}")
|
||||||
|
|
||||||
logger.info("清算完成")
|
logger.info("清算完成")
|
||||||
self.has_settled = True
|
self.has_settled = True
|
||||||
|
|
||||||
def reset_flag(self):
|
def reset_flag(self):
|
||||||
self.has_settled = False
|
self.has_settled = False
|
||||||
|
|
||||||
# ================= 4. 回调类 =================
|
|
||||||
class MyXtQuantTraderCallback(XtQuantTraderCallback):
|
class MyXtQuantTraderCallback(XtQuantTraderCallback):
|
||||||
def __init__(self, pos_mgr):
|
def __init__(self, pos_mgr):
|
||||||
self.pos_mgr = pos_mgr
|
self.pos_mgr = pos_mgr
|
||||||
@@ -164,110 +211,158 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
|
|||||||
cache_info = ORDER_CACHE.get(trade.order_id)
|
cache_info = ORDER_CACHE.get(trade.order_id)
|
||||||
if not cache_info: return
|
if not cache_info: return
|
||||||
strategy, _, action = cache_info
|
strategy, _, action = cache_info
|
||||||
|
|
||||||
logger.info(f">>> [成交] {strategy} {trade.stock_code} {trade.traded_volume}")
|
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)
|
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)
|
elif action == 'SELL': self.pos_mgr.update_actual_volume(strategy, trade.stock_code, -trade.traded_volume)
|
||||||
except: traceback.print_exc()
|
except: traceback.print_exc()
|
||||||
def on_order_error(self, err):
|
def on_order_error(self, err):
|
||||||
try:
|
try:
|
||||||
logger.error(f"下单失败: {err.error_msg}")
|
logger.error(f"下单失败回调: {err.error_msg} OrderID:{err.order_id}")
|
||||||
cache = ORDER_CACHE.get(err.order_id)
|
cache = ORDER_CACHE.get(err.order_id)
|
||||||
if cache and cache[2] == 'BUY':
|
if cache and cache[2] == 'BUY':
|
||||||
self.pos_mgr.rollback_holding(cache[0], cache[1])
|
self.pos_mgr.rollback_holding(cache[0], cache[1])
|
||||||
del ORDER_CACHE[err.order_id]
|
del ORDER_CACHE[err.order_id]
|
||||||
except: pass
|
except: pass
|
||||||
|
|
||||||
# ================= 5. 核心消息处理 =================
|
# ================= 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):
|
def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager):
|
||||||
queue_key = f"{strategy_name}_real"
|
queue_key = f"{strategy_name}_real"
|
||||||
|
|
||||||
|
# 1. 获取消息
|
||||||
msg_json = r_client.lpop(queue_key)
|
msg_json = r_client.lpop(queue_key)
|
||||||
if not msg_json: return
|
if not msg_json:
|
||||||
|
return
|
||||||
|
|
||||||
|
# 2. 存入历史并解析 (打印原始消息，确保知道收到了什么)
|
||||||
|
logger.info(f"-------- 处理消息 [{strategy_name}] --------")
|
||||||
|
logger.info(f"收到原始消息: {msg_json}")
|
||||||
|
|
||||||
try:
|
try:
|
||||||
# 归档
|
|
||||||
r_client.rpush(f"{queue_key}:history", msg_json)
|
r_client.rpush(f"{queue_key}:history", msg_json)
|
||||||
|
|
||||||
data = json.loads(msg_json)
|
try:
|
||||||
# 1. 过滤回测
|
data = json.loads(msg_json)
|
||||||
if data.get('is_backtest'): return
|
except json.JSONDecodeError:
|
||||||
|
logger.error("JSON 解析失败，跳过消息")
|
||||||
# 2. 校验日期 (只处理当日消息)
|
|
||||||
msg_ts = data.get('timestamp')
|
|
||||||
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
|
||||||
if msg_ts:
|
|
||||||
msg_date = msg_ts.split(' ')[0]
|
|
||||||
if msg_date != today_str:
|
|
||||||
logger.warning(f"[{strategy_name}] 拦截非当日消息: MsgDate={msg_date}")
|
|
||||||
return
|
|
||||||
else:
|
|
||||||
logger.warning(f"[{strategy_name}] 消息无时间戳，忽略")
|
|
||||||
return
|
return
|
||||||
|
|
||||||
stock_code = data['stock_code']
|
# 3. 基础校验 (每一步失败都必须打印 Log)
|
||||||
action = data['action']
|
if data.get('is_backtest'):
|
||||||
price = float(data['price'])
|
logger.warning(f"检测到回测标记 is_backtest=True，忽略此消息")
|
||||||
|
return
|
||||||
|
|
||||||
|
msg_ts = data.get('timestamp')
|
||||||
|
if not msg_ts:
|
||||||
|
logger.warning(f"消息缺失时间戳 timestamp，忽略")
|
||||||
|
return
|
||||||
|
|
||||||
|
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
||||||
|
msg_date = msg_ts.split(' ')[0]
|
||||||
|
if msg_date != today_str:
|
||||||
|
logger.warning(f"消息日期过期: {msg_date} != 今日 {today_str}，忽略")
|
||||||
|
return
|
||||||
|
|
||||||
|
# 4. 提取关键字段
|
||||||
|
stock_code = data.get('stock_code')
|
||||||
|
action = data.get('action')
|
||||||
|
price = float(data.get('price', 0))
|
||||||
total_slots = int(data.get('total_slots', 1))
|
total_slots = int(data.get('total_slots', 1))
|
||||||
|
|
||||||
|
if not stock_code or not action:
|
||||||
|
logger.error(f"缺少关键字段: Code={stock_code}, Action={action}")
|
||||||
|
return
|
||||||
|
|
||||||
|
logger.info(f"解析成功: {action} {stock_code} @ {price}, 目标槽位: {total_slots}")
|
||||||
|
|
||||||
|
# 5. QMT 存活检查
|
||||||
|
if xt_trader is None or acc is None:
|
||||||
|
logger.error("严重错误: QMT 对象未初始化 (xt_trader is None)")
|
||||||
|
return
|
||||||
|
|
||||||
|
# 6. 买入逻辑
|
||||||
if action == 'BUY':
|
if action == 'BUY':
|
||||||
# 槽位检查
|
|
||||||
holding = pos_manager.get_holding_count(strategy_name)
|
holding = pos_manager.get_holding_count(strategy_name)
|
||||||
empty = total_slots - holding
|
empty = total_slots - holding
|
||||||
|
|
||||||
|
logger.info(f"检查持仓: 当前占用 {holding} / 总槽位 {total_slots} -> 剩余 {empty}")
|
||||||
|
|
||||||
if empty <= 0:
|
if empty <= 0:
|
||||||
logger.warning(f"[{strategy_name}] 拦截买入: 槽位已满 (Target:{total_slots} Held:{holding})")
|
logger.warning(f"拦截买入: 槽位已满，不执行下单")
|
||||||
return
|
return
|
||||||
|
|
||||||
|
# 查询资金
|
||||||
asset = xt_trader.query_stock_asset(acc)
|
asset = xt_trader.query_stock_asset(acc)
|
||||||
if not asset:
|
if not asset:
|
||||||
logger.error("无法查询资产，QMT可能未就绪")
|
logger.error("API 错误: query_stock_asset 返回 None，可能是 QMT 断连或未同步")
|
||||||
return
|
return
|
||||||
|
|
||||||
# 金额计算
|
logger.info(f"当前可用资金: {asset.cash:.2f}")
|
||||||
|
|
||||||
amt = asset.cash / empty
|
amt = asset.cash / empty
|
||||||
if amt < 2000:
|
if amt < 2000:
|
||||||
logger.warning(f"[{strategy_name}] 拦截买入: 金额过小 ({amt:.2f})")
|
logger.warning(f"拦截买入: 单笔金额过小 ({amt:.2f} < 2000)")
|
||||||
return
|
return
|
||||||
|
|
||||||
if price <= 0: price = 1.0
|
if price <= 0:
|
||||||
vol = int(amt / price / 100) * 100
|
logger.warning(f"价格异常: {price}，强制设为1.0以计算股数(仅测试用)")
|
||||||
|
price = 1.0
|
||||||
if vol >= 100:
|
|
||||||
oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_BUY, vol, xtconstant.FIX_PRICE, price, strategy_name, 'PyBuy')
|
|
||||||
if oid != -1:
|
|
||||||
logger.info(f"[{strategy_name}] 发出买单: {stock_code} {vol}股 ID:{oid}")
|
|
||||||
ORDER_CACHE[oid] = (strategy_name, stock_code, 'BUY')
|
|
||||||
pos_manager.mark_holding(strategy_name, stock_code)
|
|
||||||
else:
|
|
||||||
logger.error(f"[{strategy_name}] 下单被拒绝 (-1)")
|
|
||||||
else:
|
|
||||||
logger.warning(f"[{strategy_name}] 股数不足100 (Amt:{amt:.2f})")
|
|
||||||
|
|
||||||
|
vol = int(amt / price / 100) * 100
|
||||||
|
logger.info(f"计算股数: 资金{amt:.2f} / 价格{price} -> {vol}股")
|
||||||
|
|
||||||
|
if vol < 100:
|
||||||
|
logger.warning(f"拦截买入: 股数不足 100 ({vol})")
|
||||||
|
return
|
||||||
|
|
||||||
|
# 执行下单
|
||||||
|
oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_BUY, vol, xtconstant.FIX_PRICE, price, strategy_name, 'PyBuy')
|
||||||
|
|
||||||
|
if oid != -1:
|
||||||
|
logger.info(f"√√√ 下单成功: ID={oid} {stock_code} 买入 {vol}")
|
||||||
|
ORDER_CACHE[oid] = (strategy_name, stock_code, 'BUY')
|
||||||
|
pos_manager.mark_holding(strategy_name, stock_code)
|
||||||
|
else:
|
||||||
|
logger.error(f"XXX 下单请求被拒绝 (Result=-1)，请检查 QMT 终端报错")
|
||||||
|
|
||||||
|
# 7. 卖出逻辑
|
||||||
elif action == 'SELL':
|
elif action == 'SELL':
|
||||||
v_vol = pos_manager.get_position(strategy_name, stock_code)
|
v_vol = pos_manager.get_position(strategy_name, stock_code)
|
||||||
|
logger.info(f"Redis 记录持仓: {v_vol}")
|
||||||
|
|
||||||
if v_vol > 0:
|
if v_vol > 0:
|
||||||
real_pos = xt_trader.query_stock_positions(acc)
|
real_pos = xt_trader.query_stock_positions(acc)
|
||||||
|
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)
|
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
|
can_use = rp.can_use_volume if rp else 0
|
||||||
|
logger.info(f"实盘可用持仓: {can_use}")
|
||||||
|
|
||||||
final = min(v_vol, can_use)
|
final = min(v_vol, can_use)
|
||||||
if final > 0:
|
if final > 0:
|
||||||
oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_SELL, final, xtconstant.FIX_PRICE, price, strategy_name, 'PySell')
|
oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_SELL, final, xtconstant.FIX_PRICE, price, strategy_name, 'PySell')
|
||||||
if oid != -1:
|
if oid != -1:
|
||||||
logger.info(f"[{strategy_name}] 发出卖单: {stock_code} {final}")
|
logger.info(f"√√√ 下单成功: ID={oid} {stock_code} 卖出 {final}")
|
||||||
ORDER_CACHE[oid] = (strategy_name, stock_code, 'SELL')
|
ORDER_CACHE[oid] = (strategy_name, stock_code, 'SELL')
|
||||||
|
else:
|
||||||
|
logger.error(f"XXX 下单请求被拒绝 (Result=-1)")
|
||||||
else:
|
else:
|
||||||
logger.warning(f"[{strategy_name}] 卖出拦截: 虚拟{v_vol}但实盘可用{can_use}")
|
logger.warning(f"拦截卖出: 最终计算卖出量为 0 (虚拟:{v_vol}, 实盘:{can_use})")
|
||||||
else:
|
else:
|
||||||
logger.info(f"[{strategy_name}] Redis无持仓，忽略卖出")
|
logger.warning(f"拦截卖出: Redis 中无此持仓记录，忽略")
|
||||||
|
|
||||||
except Exception:
|
else:
|
||||||
logger.error("消息处理异常", exc_info=True)
|
logger.error(f"未知的 Action: {action}")
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"消息处理发生未捕获异常: {str(e)}", exc_info=True)
|
||||||
|
|
||||||
# ================= 6. QMT初始化 =================
|
# ================= 6. QMT初始化 =================
|
||||||
def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
|
def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
|
||||||
try:
|
try:
|
||||||
session_id = int(time.time())
|
session_id = int(time.time())
|
||||||
|
logger.info(f"正在连接 QMT (Path: {qmt_path})...")
|
||||||
trader = XtQuantTrader(qmt_path, session_id)
|
trader = XtQuantTrader(qmt_path, session_id)
|
||||||
acc = StockAccount(account_id, account_type)
|
acc = StockAccount(account_id, account_type)
|
||||||
callback = MyXtQuantTraderCallback(pos_manager)
|
callback = MyXtQuantTraderCallback(pos_manager)
|
||||||
@@ -280,127 +375,229 @@ def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
|
|||||||
callback.is_connected = True
|
callback.is_connected = True
|
||||||
return trader, acc, callback
|
return trader, acc, callback
|
||||||
else:
|
else:
|
||||||
logger.error(f"QMT 连接失败 Code:{res}")
|
logger.error(f"QMT 连接失败 Code:{res} (请检查 QMT 是否登录且路径正确)")
|
||||||
return None, None, None
|
return None, None, None
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.error(f"初始化异常: {e}")
|
logger.error(f"初始化异常: {e}", exc_info=True)
|
||||||
return None, None, None
|
return None, None, None
|
||||||
|
|
||||||
# ================= 7. 主程序 =================
|
# ================= 7. 交易逻辑主循环 =================
|
||||||
if __name__ == '__main__':
|
def trading_loop():
|
||||||
logger.info(">>> 系统启动 (实盘生产模式) <<<")
|
global logger
|
||||||
|
threading.current_thread().name = "TradeThread"
|
||||||
|
logger.info(">>> 交易逻辑子线程启动 <<<")
|
||||||
|
|
||||||
# 加载配置
|
GLOBAL_STATE.config = load_config('config.json')
|
||||||
CONFIG = load_config('config.json')
|
CONFIG = GLOBAL_STATE.config
|
||||||
redis_cfg = CONFIG['redis']
|
redis_cfg = CONFIG['redis']
|
||||||
qmt_cfg = CONFIG['qmt']
|
qmt_cfg = CONFIG['qmt']
|
||||||
watch_list = CONFIG['strategies']
|
watch_list = CONFIG['strategies']
|
||||||
|
|
||||||
# 连接Redis
|
|
||||||
try:
|
try:
|
||||||
r = redis.Redis(**redis_cfg, decode_responses=True)
|
r = redis.Redis(**redis_cfg, decode_responses=True)
|
||||||
r.ping()
|
r.ping()
|
||||||
pos_manager = PositionManager(r)
|
pos_manager = PositionManager(r)
|
||||||
|
GLOBAL_STATE.pos_manager = pos_manager
|
||||||
|
logger.info("Redis 连接成功")
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.critical(f"Redis 连接失败: {e}")
|
logger.critical(f"Redis 连接失败: {e}")
|
||||||
sys.exit(1)
|
return
|
||||||
|
|
||||||
# 初次连接 QMT
|
# 初始化
|
||||||
xt_trader, acc, callback = init_qmt_trader(
|
xt_trader, acc, callback = init_qmt_trader(
|
||||||
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
||||||
)
|
)
|
||||||
|
GLOBAL_STATE.xt_trader = xt_trader
|
||||||
|
GLOBAL_STATE.acc = acc
|
||||||
|
GLOBAL_STATE.callback = callback
|
||||||
|
|
||||||
settler = None
|
settler = None
|
||||||
if xt_trader:
|
if xt_trader:
|
||||||
settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
|
settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
|
||||||
|
for s in watch_list:
|
||||||
|
pos_manager.clean_stale_placeholders(s, xt_trader, acc)
|
||||||
|
|
||||||
logger.info(">>> 进入主循环监听 <<<")
|
logger.info(">>> 进入主轮询循环 <<<")
|
||||||
|
|
||||||
|
last_health_check = 0 # 上次深度检查时间
|
||||||
|
|
||||||
while True:
|
while GLOBAL_STATE.is_running:
|
||||||
try:
|
try:
|
||||||
# --- 1. 日志跨天处理 ---
|
# 1. 基础心跳更新
|
||||||
|
GLOBAL_STATE.last_heartbeat = datetime.datetime.now().strftime('%H:%M:%S')
|
||||||
|
|
||||||
|
# 2. 状态诊断与自动修复 (关键修改！！！)
|
||||||
|
# 每 15 秒执行一次“深度探测”，而不是每一轮都看 callback
|
||||||
|
if time.time() - last_health_check > 15:
|
||||||
|
last_health_check = time.time()
|
||||||
|
|
||||||
|
is_alive_physically = False
|
||||||
|
|
||||||
|
# 尝试通过“查资产”来验证连接是否真的活着
|
||||||
|
if GLOBAL_STATE.xt_trader and GLOBAL_STATE.acc:
|
||||||
|
try:
|
||||||
|
asset = GLOBAL_STATE.xt_trader.query_stock_asset(GLOBAL_STATE.acc)
|
||||||
|
if asset:
|
||||||
|
is_alive_physically = True
|
||||||
|
# 【核心修复】：如果物理探测成功，强行修正 callback 状态
|
||||||
|
if GLOBAL_STATE.callback and not GLOBAL_STATE.callback.is_connected:
|
||||||
|
GLOBAL_STATE.callback.is_connected = True
|
||||||
|
logger.info("✅ [自愈] 检测到资产查询正常，修正伪造的断开状态 (False -> True)")
|
||||||
|
except:
|
||||||
|
pass
|
||||||
|
|
||||||
|
# 只有当 逻辑断开(callback) AND 物理断开(无法查资产) 时，才判定为断线
|
||||||
|
current_status = GLOBAL_STATE.callback.is_connected if GLOBAL_STATE.callback else False
|
||||||
|
|
||||||
|
# 减少日志刷屏：只有状态真的异常时才打印
|
||||||
|
if not current_status and not is_alive_physically:
|
||||||
|
logger.warning(f"⚠️ 线程存活检查 | 逻辑状态:{current_status} | 物理探测:失败")
|
||||||
|
|
||||||
|
# 3. 断线重连逻辑
|
||||||
|
# 只有“物理探测”彻底失败了，才执行重连
|
||||||
|
if not is_alive_physically:
|
||||||
|
# 避让 QMT 夜间重启高峰期 (23:20 - 23:35)
|
||||||
|
# 避免在这段时间疯狂重连打印日志
|
||||||
|
now_hm = datetime.datetime.now().strftime('%H%M')
|
||||||
|
if '2320' <= now_hm <= '2335':
|
||||||
|
logger.info("⏳ QMT维护时段，暂停重连，休眠60秒...")
|
||||||
|
time.sleep(60)
|
||||||
|
continue
|
||||||
|
|
||||||
|
if datetime.date.today().weekday() >= 5: # 周末
|
||||||
|
time.sleep(3600)
|
||||||
|
continue
|
||||||
|
|
||||||
|
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
|
||||||
|
|
||||||
|
new_trader, new_acc, new_cb = init_qmt_trader(
|
||||||
|
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
||||||
|
)
|
||||||
|
|
||||||
|
if new_trader:
|
||||||
|
GLOBAL_STATE.xt_trader = new_trader
|
||||||
|
GLOBAL_STATE.acc = new_acc
|
||||||
|
GLOBAL_STATE.callback = new_cb
|
||||||
|
settler = DailySettlement(new_trader, new_acc, pos_manager, watch_list)
|
||||||
|
logger.info("✅ 重连成功")
|
||||||
|
else:
|
||||||
|
logger.error("❌ 重连失败，60秒后重试")
|
||||||
|
time.sleep(60)
|
||||||
|
continue
|
||||||
|
|
||||||
|
# 4. 日志轮转与心跳文件
|
||||||
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
||||||
if today_str != CURRENT_LOG_DATE:
|
if today_str != CURRENT_LOG_DATE:
|
||||||
logger.info(f"日期变更 ({CURRENT_LOG_DATE} -> {today_str})，切换日志...")
|
|
||||||
logger = setup_logger()
|
logger = setup_logger()
|
||||||
|
|
||||||
# --- 2. 断线重连 (仅工作日) ---
|
try:
|
||||||
need_reconnect = (xt_trader is None) or (callback is None) or (not callback.is_connected)
|
with open("heartbeat.txt", "w") as f:
|
||||||
if need_reconnect:
|
f.write(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
|
||||||
# 检查是否为周末 (5=周六, 6=周日)
|
except: pass
|
||||||
if datetime.date.today().weekday() >= 5:
|
|
||||||
logger.info("当前是周末，暂停重连，休眠1小时")
|
|
||||||
time.sleep(3600)
|
|
||||||
continue
|
|
||||||
|
|
||||||
logger.warning("连接丢失，尝试重连...")
|
# 5. 交易逻辑处理
|
||||||
if xt_trader:
|
current_time_str = datetime.datetime.now().strftime('%H%M%S')
|
||||||
try: xt_trader.stop()
|
is_trading_time = ('091500' <= current_time_str <= '113000') or ('130000' <= current_time_str <= '150000')
|
||||||
except: pass
|
|
||||||
|
|
||||||
xt_trader, acc, callback = init_qmt_trader(
|
|
||||||
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
|
||||||
)
|
|
||||||
|
|
||||||
if xt_trader:
|
|
||||||
settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
|
|
||||||
logger.info("重连成功")
|
|
||||||
else:
|
|
||||||
logger.error("重连失败，60秒后重试")
|
|
||||||
time.sleep(60)
|
|
||||||
continue
|
|
||||||
|
|
||||||
# --- 3. 交易时段轮询逻辑 ---
|
|
||||||
now = datetime.datetime.now()
|
|
||||||
current_time_str = now.strftime('%H%M%S') # 格式化为 HHMMSS
|
|
||||||
|
|
||||||
# 默认休眠 60秒
|
# 如果连接正常（无论 callback 怎么说，只要上面探测过了，xt_trader 就是可用的）
|
||||||
sleep_sec = 60
|
if is_trading_time and GLOBAL_STATE.xt_trader:
|
||||||
is_trading_time = False
|
|
||||||
|
|
||||||
# 判断时段
|
|
||||||
# 09:15:00 - 10:00:00 (竞价 + 开盘半小时) -> 高频 1秒
|
|
||||||
if '091500' <= current_time_str <= '100000':
|
|
||||||
sleep_sec = 1
|
|
||||||
is_trading_time = True
|
|
||||||
|
|
||||||
# 10:00:01 - 11:30:00 -> 低频 60秒
|
|
||||||
elif '100000' < current_time_str <= '113000':
|
|
||||||
sleep_sec = 60
|
|
||||||
is_trading_time = True
|
|
||||||
|
|
||||||
# 13:00:00 - 14:50:00 -> 低频 60秒
|
|
||||||
elif '130000' <= current_time_str < '145000':
|
|
||||||
sleep_sec = 60
|
|
||||||
is_trading_time = True
|
|
||||||
|
|
||||||
# 14:50:00 - 15:00:00 (尾盘 + 收盘竞价) -> 高频 1秒
|
|
||||||
elif '145000' <= current_time_str <= '150000':
|
|
||||||
sleep_sec = 1
|
|
||||||
is_trading_time = True
|
|
||||||
|
|
||||||
# --- 4. 执行业务 ---
|
|
||||||
if is_trading_time:
|
|
||||||
# 每日重置清算标记
|
|
||||||
if settler and settler.has_settled:
|
if settler and settler.has_settled:
|
||||||
settler.reset_flag()
|
settler.reset_flag()
|
||||||
|
|
||||||
# 处理信号
|
|
||||||
for s in watch_list:
|
for s in watch_list:
|
||||||
process_strategy_queue(s, r, xt_trader, acc, pos_manager)
|
process_strategy_queue(s, r, GLOBAL_STATE.xt_trader, GLOBAL_STATE.acc, pos_manager)
|
||||||
|
|
||||||
# --- 5. 收盘清算 (15:05 - 15:10) ---
|
|
||||||
elif '150500' <= current_time_str <= '151000':
|
elif '150500' <= current_time_str <= '151000':
|
||||||
if settler and not settler.has_settled:
|
if settler and not settler.has_settled:
|
||||||
settler.run_settlement()
|
settler.run_settlement()
|
||||||
sleep_sec = 60
|
|
||||||
|
|
||||||
# 执行休眠
|
time.sleep(1 if is_trading_time else 5)
|
||||||
time.sleep(sleep_sec)
|
|
||||||
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
logger.info("用户停止")
|
|
||||||
break
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.critical("主循环未捕获异常", exc_info=True)
|
logger.critical("交易循环异常", exc_info=True)
|
||||||
time.sleep(10)
|
time.sleep(10)
|
||||||
|
|
||||||
|
# ================= 8. FastAPI 接口 =================
|
||||||
|
app = FastAPI(title="QMT Monitor")
|
||||||
|
|
||||||
|
app.add_middleware(
|
||||||
|
CORSMiddleware,
|
||||||
|
allow_origins=["*"],
|
||||||
|
allow_methods=["*"],
|
||||||
|
allow_headers=["*"],
|
||||||
|
)
|
||||||
|
|
||||||
|
@app.get("/")
|
||||||
|
async def read_root():
|
||||||
|
if os.path.exists("dashboard.html"):
|
||||||
|
return FileResponse("dashboard.html")
|
||||||
|
return {"error": "Dashboard not found"}
|
||||||
|
|
||||||
|
@app.get("/api/status")
|
||||||
|
def get_status():
|
||||||
|
connected = False
|
||||||
|
if GLOBAL_STATE.callback:
|
||||||
|
connected = GLOBAL_STATE.callback.is_connected
|
||||||
|
return {
|
||||||
|
"running": True,
|
||||||
|
"qmt_connected": connected,
|
||||||
|
"start_time": GLOBAL_STATE.start_time,
|
||||||
|
"last_loop_update": GLOBAL_STATE.last_heartbeat,
|
||||||
|
"account_id": GLOBAL_STATE.acc.account_id if GLOBAL_STATE.acc else "Unknown"
|
||||||
|
}
|
||||||
|
|
||||||
|
@app.get("/api/positions")
|
||||||
|
def get_positions():
|
||||||
|
real_pos_list = []
|
||||||
|
virtual_pos_map = {}
|
||||||
|
|
||||||
|
if GLOBAL_STATE.xt_trader and GLOBAL_STATE.acc and GLOBAL_STATE.callback and GLOBAL_STATE.callback.is_connected:
|
||||||
|
try:
|
||||||
|
positions = GLOBAL_STATE.xt_trader.query_stock_positions(GLOBAL_STATE.acc)
|
||||||
|
if positions:
|
||||||
|
for p in positions:
|
||||||
|
if p.volume > 0:
|
||||||
|
real_pos_list.append({
|
||||||
|
"code": p.stock_code,
|
||||||
|
"volume": p.volume,
|
||||||
|
"can_use": p.can_use_volume,
|
||||||
|
"market_value": p.market_value
|
||||||
|
})
|
||||||
|
except: pass
|
||||||
|
|
||||||
|
if GLOBAL_STATE.config and GLOBAL_STATE.pos_manager:
|
||||||
|
for s in GLOBAL_STATE.config.get('strategies', []):
|
||||||
|
v_data = GLOBAL_STATE.pos_manager.get_all_virtual_positions(s)
|
||||||
|
virtual_pos_map[s] = v_data
|
||||||
|
|
||||||
|
return {
|
||||||
|
"real_positions": real_pos_list,
|
||||||
|
"virtual_positions": virtual_pos_map
|
||||||
|
}
|
||||||
|
|
||||||
|
@app.get("/api/logs")
|
||||||
|
def get_logs(lines: int = 50):
|
||||||
|
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
||||||
|
log_path = os.path.join("logs", f"{today_str}.log")
|
||||||
|
if not os.path.exists(log_path):
|
||||||
|
return {"logs": ["暂无今日日志"]}
|
||||||
|
try:
|
||||||
|
with open(log_path, 'r', encoding='utf-8') as f:
|
||||||
|
all_lines = f.readlines()
|
||||||
|
return {"logs": [line.strip() for line in all_lines[-lines:]]}
|
||||||
|
except Exception as e:
|
||||||
|
return {"logs": [f"读取失败: {str(e)}"]}
|
||||||
|
|
||||||
|
# ================= 9. 启动入口 =================
|
||||||
|
if __name__ == '__main__':
|
||||||
|
# 使用 -u 参数运行是最佳实践: python -u main.py
|
||||||
|
# 但这里也在代码里强制 flush 了
|
||||||
|
print(">>> 系统正在启动...")
|
||||||
|
|
||||||
|
t = threading.Thread(target=trading_loop, daemon=True)
|
||||||
|
t.start()
|
||||||
|
|
||||||
|
print("Web服务启动: http://localhost:8001")
|
||||||
|
uvicorn.run(app, host="0.0.0.0", port=8001, log_level="warning")
|
||||||
75
qmt/start.bat
Normal file
75
qmt/start.bat
Normal file
@@ -0,0 +1,75 @@
|
|||||||
|
@echo off
|
||||||
|
setlocal enabledelayedexpansion
|
||||||
|
|
||||||
|
:: ================= <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD> =================
|
||||||
|
:: <20><><EFBFBD><EFBFBD>Ŀ¼ (<28><>ȷ<EFBFBD><C8B7>·<EFBFBD><C2B7><EFBFBD><EFBFBD>ȷ)
|
||||||
|
set "WORK_DIR=C:\Data\Project\NewStock\qmt"
|
||||||
|
:: Python<6F>ű<EFBFBD><C5B1><EFBFBD><EFBFBD><EFBFBD>
|
||||||
|
set "SCRIPT_NAME=qmt_trader.py"
|
||||||
|
:: <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Դ<EFBFBD><D4B4><EFBFBD>
|
||||||
|
set MAX_RETRIES=5
|
||||||
|
:: <20><><EFBFBD>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD><EFBFBD>
|
||||||
|
set RETRY_COUNT=0
|
||||||
|
:: <20><><EFBFBD>Եȴ<D4B5>ʱ<EFBFBD><CAB1>(<28><>)
|
||||||
|
set RETRY_WAIT=10
|
||||||
|
:: <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>־Ŀ¼
|
||||||
|
set "LOG_DIR=%WORK_DIR%\logs\launcher"
|
||||||
|
:: ===========================================
|
||||||
|
|
||||||
|
:: 1. <20>л<EFBFBD><D0BB><EFBFBD><EFBFBD><EFBFBD>Ŀ¼
|
||||||
|
cd /d "%WORK_DIR%"
|
||||||
|
title QMT ʵ<><CAB5><EFBFBD>ػ<EFBFBD>ϵͳ [Port:8001]
|
||||||
|
|
||||||
|
:: 2. <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>־Ŀ¼
|
||||||
|
if not exist "%LOG_DIR%" mkdir "%LOG_DIR%"
|
||||||
|
|
||||||
|
:: <20><>ȡ<EFBFBD><C8A1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϊ<EFBFBD><CEAA>־<EFBFBD>ļ<EFBFBD><C4BC><EFBFBD> (<28><EFBFBD><F2B5A5B5><EFBFBD><EFBFBD>ڴ<EFBFBD><DAB4><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>䳣<EFBFBD><E4B3A3>Windows<77><73>ʽ)
|
||||||
|
set "TODAY=%date:~0,4%-%date:~5,2%-%date:~8,2%"
|
||||||
|
set "LOG_FILE=%LOG_DIR%\%TODAY%.log"
|
||||||
|
|
||||||
|
echo ==================================================
|
||||||
|
echo QMT ʵ<>̽<EFBFBD><CCBD><EFBFBD>ϵͳ<CFB5><CDB3><EFBFBD><EFBFBD>
|
||||||
|
echo ʱ<><CAB1>: %time%
|
||||||
|
echo <20><>־: %LOG_FILE%
|
||||||
|
echo <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>: http://localhost:8001
|
||||||
|
echo ==================================================
|
||||||
|
|
||||||
|
:LOOP
|
||||||
|
echo.
|
||||||
|
echo [%time%] <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ӽ<EFBFBD><D3BD><EFBFBD>...
|
||||||
|
echo [%time%] <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ӽ<EFBFBD><D3BD><EFBFBD>... >> "%LOG_FILE%"
|
||||||
|
|
||||||
|
:: 3. <20><><EFBFBD><EFBFBD> Python <20>ű<EFBFBD>
|
||||||
|
:: ʹ<><CAB9> uv run <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>2>&1 <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ҳд<D2B2><D0B4><EFBFBD><EFBFBD>־
|
||||||
|
uv run %SCRIPT_NAME% >> "%LOG_FILE%" 2>&1
|
||||||
|
|
||||||
|
:: 4. <20><><EFBFBD><EFBFBD><EFBFBD>˳<EFBFBD>
|
||||||
|
set EXIT_CODE=%errorlevel%
|
||||||
|
echo [%time%] <20><><EFBFBD><EFBFBD><EFBFBD>쳣<EFBFBD>˳<EFBFBD><CBB3><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>: %EXIT_CODE% >> "%LOG_FILE%"
|
||||||
|
echo <20><><EFBFBD><EFBFBD>: <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>˳<EFBFBD> (Code: %EXIT_CODE%)
|
||||||
|
|
||||||
|
:: 5. <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
|
||||||
|
if %RETRY_COUNT% GEQ %MAX_RETRIES% (
|
||||||
|
echo [%time%] <20>ﵽ<EFBFBD><EFB5BD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Դ<EFBFBD><D4B4><EFBFBD><EFBFBD><EFBFBD>ϵͳֹͣ<CDA3><D6B9> >> "%LOG_FILE%"
|
||||||
|
:: <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʾ
|
||||||
|
msg * "QMT <20><><EFBFBD><EFBFBD>ϵͳ<CFB5>ѱ<EFBFBD><D1B1><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><DEB7>Զ<EFBFBD><D4B6>ָ<EFBFBD><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>־<EFBFBD><D6BE>"
|
||||||
|
goto FAIL
|
||||||
|
)
|
||||||
|
|
||||||
|
set /a RETRY_COUNT+=1
|
||||||
|
echo [%time%] <20>ȴ<EFBFBD> %RETRY_WAIT% <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>е<EFBFBD> %RETRY_COUNT% <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>... >> "%LOG_FILE%"
|
||||||
|
echo <20><><EFBFBD>ڵȴ<DAB5><C8B4><EFBFBD><EFBFBD><EFBFBD> (%RETRY_COUNT%/%MAX_RETRIES%)...
|
||||||
|
timeout /t %RETRY_WAIT% >nul
|
||||||
|
|
||||||
|
goto LOOP
|
||||||
|
|
||||||
|
:FAIL
|
||||||
|
title QMT ʵ<><CAB5><EFBFBD>ػ<EFBFBD>ϵͳ [<5B>ѱ<EFBFBD><D1B1><EFBFBD>]
|
||||||
|
color 4F
|
||||||
|
echo.
|
||||||
|
echo ==========================================
|
||||||
|
echo ϵͳ<CFB5><CDB3>ֹͣ<CDA3><D6B9><EFBFBD><EFBFBD>
|
||||||
|
echo <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>־<EFBFBD>ļ<EFBFBD>: %LOG_FILE%
|
||||||
|
echo ==========================================
|
||||||
|
pause
|
||||||
|
exit /b 1
|
||||||
Reference in New Issue
Block a user