更新qmt代码

2025-12-19 14:11:32 +08:00
parent 1bb0a56857
commit 27ea270353
4 changed files with 693 additions and 162 deletions
--- a/qmt/dashboard.html
+++ b/qmt/dashboard.html
@@ -0,0 +1,258 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+    <meta charset="UTF-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1.0">
+    <title>QMT 实盘监控看板</title>
+    <script src="https://unpkg.com/vue@3/dist/vue.global.js"></script>
+    <link rel="stylesheet" href="https://unpkg.com/element-plus/dist/index.css" />
+    <script src="https://unpkg.com/element-plus"></script>
+    <script src="https://unpkg.com/@element-plus/icons-vue"></script>
+    <style>
+        body { background-color: #f0f2f5; margin: 0; padding: 20px; font-family: 'Helvetica Neue', Helvetica, 'PingFang SC', sans-serif; }
+        .card-header { display: flex; justify-content: space-between; align-items: center; }
+        .box-card { margin-bottom: 20px; }
+        .log-box { 
+            background: #1e1e1e; 
+            color: #d4d4d4; 
+            padding: 10px; 
+            border-radius: 4px; 
+            height: 400px; 
+            overflow-y: scroll; 
+            font-family: 'Consolas', 'Monaco', monospace; 
+            font-size: 13px; 
+            line-height: 1.5;
+        }
+        .log-line { margin: 0; border-bottom: 1px solid #333; white-space: pre-wrap; word-break: break-all; }
+        .log-line:hover { background-color: #2a2a2a; }
+        .virtual-item { margin-bottom: 20px; border-left: 4px solid #409EFF; padding-left: 10px; }
+        .virtual-title { font-weight: bold; font-size: 14px; margin-bottom: 8px; color: #606266; }
+        .status-badge { display: inline-block; width: 10px; height: 10px; border-radius: 50%; margin-right: 5px; }
+        .bg-green { background-color: #67C23A; }
+        .bg-gray { background-color: #909399; }
+    </style>
+</head>
+<body>
+    <div id="app">
+        <el-container>
+            <el-header height="auto" style="padding: 0;">
+                <el-card class="box-card">
+                    <template #header>
+                        <div class="card-header">
+                            <div style="display:flex; align-items:center;">
+                                <el-icon size="24" style="margin-right: 10px;"><Monitor /></el-icon>
+                                <span style="font-weight: bold; font-size: 20px;">QMT 实盘守护系统</span>
+                            </div>
+                            <div>
+                                <el-tag :type="status.running ? 'success' : 'info'" effect="dark" style="margin-right: 10px;">
+                                    API: {{ status.running ? 'Running' : 'Offline' }}
+                                </el-tag>
+                                <el-tag :type="status.qmt_connected ? 'success' : 'danger'" effect="dark">
+                                    QMT: {{ status.qmt_connected ? 'Connected' : 'Disconnected' }}
+                                </el-tag>
+                            </div>
+                        </div>
+                    </template>
+                    <el-descriptions border :column="4" size="large">
+                        <el-descriptions-item label="资金账号">{{ status.account_id || '---' }}</el-descriptions-item>
+                        <el-descriptions-item label="启动时间">{{ status.start_time || '---' }}</el-descriptions-item>
+                        <el-descriptions-item label="心跳时间">
+                            <span :style="{color: isHeartbeatStalled ? 'red' : 'green', fontWeight: 'bold'}">
+                                {{ status.last_loop_update || '---' }}
+                            </span>
+                        </el-descriptions-item>
+                        <el-descriptions-item label="控制">
+                            <el-button type="primary" :icon="Refresh" @click="manualRefresh" :loading="loading">手动刷新</el-button>
+                            
+                            <div style="margin-left: 15px; display: inline-flex; align-items: center;">
+                                <el-checkbox v-model="autoRefresh" label="自动刷新(1min)" border></el-checkbox>
+                                <span style="font-size: 12px; margin-left: 8px; color: #909399;">
+                                    {{ tradingStatusText }}
+                                </span>
+                            </div>
+                        </el-descriptions-item>
+                    </el-descriptions>
+                </el-card>
+            </el-header>
+
+            <el-main style="padding: 0;">
+                <el-row :gutter="20">
+                    <el-col :span="12">
+                        <el-card class="box-card" shadow="hover">
+                            <template #header>
+                                <div class="card-header">
+                                    <span><span class="status-badge bg-green"></span>实盘真实持仓 (QMT)</span>
+                                </div>
+                            </template>
+                            <el-table :data="positions.real_positions" style="width: 100%" border stripe size="small" empty-text="当前空仓">
+                                <el-table-column prop="code" label="代码" width="100" sortable></el-table-column>
+                                <el-table-column prop="volume" label="总持仓" width="100"></el-table-column>
+                                <el-table-column prop="can_use" label="可用" width="100"></el-table-column>
+                                <el-table-column prop="market_value" label="市值"></el-table-column>
+                            </el-table>
+                        </el-card>
+                    </el-col>
+
+                    <el-col :span="12">
+                        <el-card class="box-card" shadow="hover">
+                            <template #header>
+                                <div class="card-header">
+                                    <span><span class="status-badge bg-gray"></span>Redis 虚拟账本 (策略隔离)</span>
+                                </div>
+                            </template>
+                            <div v-if="Object.keys(positions.virtual_positions).length === 0" style="color:#909399; text-align:center; padding: 20px;">
+                                暂无策略数据 / Redis未连接
+                            </div>
+                            <div v-for="(posObj, strategyName) in positions.virtual_positions" :key="strategyName" class="virtual-item">
+                                <div class="virtual-title">{{ strategyName }}</div>
+                                <el-table :data="formatVirtual(posObj)" style="width: 100%;" border size="small" empty-text="该策略当前空仓">
+                                    <el-table-column prop="code" label="代码"></el-table-column>
+                                    <el-table-column prop="vol" label="记账数量">
+                                        <template #default="scope"><span style="font-weight: bold;">{{ scope.row.vol }}</span></template>
+                                    </el-table-column>
+                                </el-table>
+                            </div>
+                        </el-card>
+                    </el-col>
+                </el-row>
+
+                <el-row>
+                    <el-col :span="24">
+                        <el-card class="box-card" shadow="never">
+                            <template #header>
+                                <div class="card-header"><span>系统实时日志 (Last 50 lines)</span></div>
+                            </template>
+                            <div class="log-box" ref="logBox">
+                                <div v-for="(line, index) in logs" :key="index" class="log-line">{{ line }}</div>
+                            </div>
+                        </el-card>
+                    </el-col>
+                </el-row>
+            </el-main>
+        </el-container>
+    </div>
+
+    <script>
+        const { createApp, ref, onMounted, onUnmounted, computed } = Vue;
+        const { Monitor, Refresh } = ElementPlusIconsVue;
+
+        const app = createApp({
+            setup() {
+                const status = ref({});
+                const positions = ref({ real_positions: [], virtual_positions: {} });
+                const logs = ref([]);
+                const autoRefresh = ref(true); // 默认开启自动刷新
+                const loading = ref(false);
+                const logBox = ref(null);
+                let timer = null;
+                
+                const API_BASE = ""; 
+
+                // === 核心逻辑修改：判断是否为交易时间 ===
+                const isTradingTime = () => {
+                    const now = new Date();
+                    const day = now.getDay();
+                    const hour = now.getHours();
+                    const minute = now.getMinutes();
+                    const currentTimeVal = hour * 100 + minute;
+
+                    // 1. 判断是否为周末 (0是周日, 6是周六)
+                    if (day === 0 || day === 6) return false;
+
+                    // 2. 判断时间段 (09:00 - 15:10)
+                    // 包含集合竞价和收盘清算时间
+                    if (currentTimeVal >= 900 && currentTimeVal <= 1510) {
+                        return true;
+                    }
+                    return false;
+                };
+
+                // 界面显示的提示文本
+                const tradingStatusText = computed(() => {
+                    if (!autoRefresh.value) return "已关闭";
+                    return isTradingTime() ? "监控中..." : "休市暂停";
+                });
+
+                const isHeartbeatStalled = computed(() => {
+                    if (!status.value.last_loop_update) return true;
+                    return false; 
+                });
+
+                const fetchData = async () => {
+                    loading.value = true;
+                    try {
+                        const resStatus = await fetch(`${API_BASE}/api/status`);
+                        if(resStatus.ok) status.value = await resStatus.json();
+                        else status.value = { running: false };
+
+                        const resPos = await fetch(`${API_BASE}/api/positions`);
+                        if(resPos.ok) positions.value = await resPos.json();
+
+                        const resLogs = await fetch(`${API_BASE}/api/logs`);
+                        if(resLogs.ok) {
+                            const logData = await resLogs.json();
+                            const needScroll = (logs.value.length !== logData.logs.length);
+                            logs.value = logData.logs;
+                            
+                            // 只有在自动刷新且有新日志时才自动滚动
+                            if (needScroll && autoRefresh.value) {
+                                setTimeout(() => {
+                                    if(logBox.value) logBox.value.scrollTop = logBox.value.scrollHeight;
+                                }, 100);
+                            }
+                        }
+                    } catch (e) {
+                        console.error("API Error:", e);
+                        status.value.running = false;
+                    } finally {
+                        loading.value = false;
+                    }
+                };
+
+                // 手动刷新按钮：不受时间限制
+                const manualRefresh = () => {
+                    fetchData();
+                };
+
+                const formatVirtual = (obj) => {
+                    if (!obj) return [];
+                    return Object.keys(obj).map(key => ({ code: key, vol: obj[key] }));
+                };
+
+                onMounted(() => {
+                    // 页面加载时先拉取一次
+                    fetchData();
+
+                    // === 修改定时器：每 60 秒触发一次 ===
+                    timer = setInterval(() => {
+                        // 只有在 "开关开启" 且 "处于交易时间" 时才请求
+                        if (autoRefresh.value && isTradingTime()) {
+                            fetchData();
+                        }
+                    }, 60000); // 60000ms = 1分钟
+                });
+
+                onUnmounted(() => {
+                    if (timer) clearInterval(timer);
+                });
+
+                return {
+                    status, positions, logs, autoRefresh, loading, logBox,
+                    manualRefresh, // 绑定到按钮
+                    fetchData,
+                    formatVirtual,
+                    isHeartbeatStalled,
+                    tradingStatusText, // 绑定到提示文本
+                    Monitor, Refresh
+                };
+            }
+        });
+
+        for (const [key, component] of Object.entries(ElementPlusIconsVue)) {
+            app.component(key, component)
+        }
+        app.use(ElementPlus);
+        app.mount('#app');
+    </script>
+</body>
+</html>
--- a/qmt/heartbeat.txt
+++ b/qmt/heartbeat.txt
@@ -0,0 +1 @@
+2025-12-19 14:11:10
--- a/qmt/qmt_trader.py
+++ b/qmt/qmt_trader.py
@@ -1,5 +1,5 @@
 # coding:utf-8
-import time, datetime, traceback, sys, json, os
+import time, datetime, traceback, sys, json, os, threading
 import logging
 import redis
 from xtquant import xtdata
@@ -7,27 +7,46 @@ from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant

-# 全局变量
+# FastAPI 相关
+from fastapi import FastAPI
+from fastapi.middleware.cors import CORSMiddleware
+from fastapi.responses import FileResponse
+import uvicorn
+
+# ================= 0. Windows 防卡死补丁 =================
+try:
+    import ctypes
+    kernel32 = ctypes.windll.kernel32
+    # 禁用快速编辑模式 (0x0040)
+    kernel32.SetConsoleMode(kernel32.GetStdHandle(-10), 128)
+except:
+    pass
+
+# ================= 1. 全局状态管理 =================
+class SystemState:
+    def __init__(self):
+        self.xt_trader = None
+        self.acc = None
+        self.pos_manager = None
+        self.callback = None
+        self.is_running = True
+        self.start_time = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
+        self.last_heartbeat = "Initializing..."
+        self.config = {}
+
+GLOBAL_STATE = SystemState()
 CURRENT_LOG_DATE = None
-CONFIG = {}
-ORDER_CACHE = {}
+ORDER_CACHE = {}  # 内存缓存: OrderID -> (Strategy, Code, Action)

-# ================= 1. 日志系统 (按日期直写) =================
+# ================= 2. 增强型日志系统 =================
 def setup_logger():
-    """
-    配置日志系统：
-    每天生成一个新的日志文件，文件名格式为 YYYY-MM-DD.log
-    """
    global CURRENT_LOG_DATE
-    
    log_dir = "logs"
    if not os.path.exists(log_dir):
        os.makedirs(log_dir)

-    # 获取今日日期
    today_str = datetime.date.today().strftime('%Y-%m-%d')
    CURRENT_LOG_DATE = today_str 
-
    log_file = os.path.join(log_dir, f"{today_str}.log")

    logger = logging.getLogger("QMT_Trader")
@@ -41,8 +60,9 @@ def setup_logger():
                logger.removeHandler(handler)
            except: pass

+    # 格式中增加 线程名，方便排查是 API 线程还是 交易线程
    formatter = logging.Formatter(
-        '[%(asctime)s] [%(levelname)s] %(message)s', 
+        '[%(asctime)s] [%(levelname)s] [%(threadName)s] %(message)s', 
        datefmt='%Y-%m-%d %H:%M:%S'
    )

@@ -50,19 +70,18 @@ def setup_logger():
    file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
    file_handler.setFormatter(formatter)
    
-    # 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.setFormatter(formatter)
+    stream_handler.flush = sys.stdout.flush 

    logger.addHandler(file_handler)
    logger.addHandler(stream_handler)
-    
    return logger

-# 初始化日志
 logger = setup_logger()

-# ================= 2. 配置加载 =================
+# ================= 3. 配置加载 =================
 def load_config(config_file='config.json'):
    if getattr(sys, 'frozen', False):
        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}")
        sys.exit(1)

-# ================= 3. 业务逻辑类 =================
+# ================= 4. 业务逻辑类 =================
 class PositionManager:
    def __init__(self, r_client):
        self.r = r_client
+
    def _get_key(self, strategy_name):
        return f"POS:{strategy_name}"
+
    def mark_holding(self, strategy_name, code):
-        """乐观占位"""
        self.r.hsetnx(self._get_key(strategy_name), code, 0)
+
    def rollback_holding(self, strategy_name, code):
-        """失败回滚"""
        key = self._get_key(strategy_name)
        val = self.r.hget(key, code)
        if val is not None and int(val) == 0:
            self.r.hdel(key, code)
            logger.warning(f"[{strategy_name}] 回滚释放槽位: {code}")
+
    def update_actual_volume(self, strategy_name, code, delta_vol):
-        """成交更新"""
        key = self._get_key(strategy_name)
        new_vol = self.r.hincrby(key, code, int(delta_vol))
        if new_vol <= 0:
            self.r.hdel(key, code)
            new_vol = 0
        return new_vol
+
    def get_position(self, strategy_name, code):
        vol = self.r.hget(self._get_key(strategy_name), code)
        return int(vol) if vol else 0
+
    def get_holding_count(self, strategy_name):
        return self.r.hlen(self._get_key(strategy_name))
+
    def get_all_virtual_positions(self, strategy_name):
        return self.r.hgetall(self._get_key(strategy_name))
+
    def force_delete(self, 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:
    def __init__(self, xt_trader, acc, pos_mgr, strategies):
        self.trader = xt_trader
@@ -122,10 +166,10 @@ class DailySettlement:
        self.pos_mgr = pos_mgr
        self.strategies = strategies
        self.has_settled = False
+
    def run_settlement(self):
        logger.info("="*40)
        logger.info("执行收盘清算流程...")
-        # 1. 撤单
        try:
            orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
            if orders:
@@ -133,25 +177,28 @@ class DailySettlement:
                    self.trader.cancel_order_stock(self.acc, o.order_id)
                time.sleep(2)
        except: pass
-        # 2. 获取实盘
+        
        real_positions = self.trader.query_stock_positions(self.acc)
-        real_pos_map = {}
-        if real_positions:
-            for p in real_positions:
-                if p.volume > 0: real_pos_map[p.stock_code] = p.volume
-        # 3. 校准Redis
+        real_pos_map = {p.stock_code: p.volume for p in real_positions if p.volume > 0} if real_positions else {}
+        
        for strategy in self.strategies:
            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:
-                    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)
+                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")
        self.has_settled = True
+
    def reset_flag(self):
        self.has_settled = False

-# ================= 4. 回调类 =================
 class MyXtQuantTraderCallback(XtQuantTraderCallback):
    def __init__(self, pos_mgr):
        self.pos_mgr = pos_mgr
@@ -164,110 +211,158 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
            cache_info = ORDER_CACHE.get(trade.order_id)
            if not cache_info: return
            strategy, _, action = cache_info
-            
            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()
    def on_order_error(self, err):
        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)
            if cache and cache[2] == 'BUY':
                self.pos_mgr.rollback_holding(cache[0], cache[1])
                del ORDER_CACHE[err.order_id]
        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):
    queue_key = f"{strategy_name}_real"
+    
+    # 1. 获取消息
    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:
-        # 归档
        r_client.rpush(f"{queue_key}:history", msg_json)
        
-        data = json.loads(msg_json)
-        # 1. 过滤回测
-        if data.get('is_backtest'): return
-        
-        # 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")
+        try:
+            data = json.loads(msg_json)
+        except json.JSONDecodeError:
+            logger.error("JSON 解析失败，跳过消息")
            return

-        stock_code = data['stock_code']
-        action = data['action']
-        price = float(data['price'])
+        # 3. 基础校验 (每一步失败都必须打印 Log)
+        if data.get('is_backtest'): 
+            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))

+        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':
-            # 槽位检查
            holding = pos_manager.get_holding_count(strategy_name)
            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: 
-                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

+            # 查询资金
            asset = xt_trader.query_stock_asset(acc)
            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
            
-            # 金额计算
+            logger.info(f"当前可用资金: {asset.cash:.2f}")
+
            amt = asset.cash / empty
            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
            
-            if price <= 0: price = 1.0
+            if price <= 0: 
+                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
+
            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:
-                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)")
+            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.warning(f"[{strategy_name}] 股数不足100 (Amt:{amt:.2f})")
+                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':
            v_vol = pos_manager.get_position(strategy_name, stock_code)
+            logger.info(f"Redis 记录持仓: {v_vol}")
+            
            if v_vol > 0:
                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)
                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)
                if final > 0:
                    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"[{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')
+                    else:
+                        logger.error(f"XXX 下单请求被拒绝 (Result=-1)")
                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:
-                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:
-        logger.error("消息处理异常", exc_info=True)
+        else:
+            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 =================
 def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
    try:
        session_id = int(time.time())
+        logger.info(f"正在连接 QMT (Path: {qmt_path})...")
        trader = XtQuantTrader(qmt_path, session_id)
        acc = StockAccount(account_id, account_type)
        callback = MyXtQuantTraderCallback(pos_manager)
@@ -280,127 +375,229 @@ def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
            callback.is_connected = True
            return trader, acc, callback
        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
    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

-# ================= 7. 主程序 =================
-if __name__ == '__main__':
-    logger.info(">>> 系统启动 (实盘生产模式) <<<")
+# ================= 7. 交易逻辑主循环 =================
+def trading_loop():
+    global logger
+    threading.current_thread().name = "TradeThread"
+    logger.info(">>> 交易逻辑子线程启动 <<<")
    
-    # 加载配置
-    CONFIG = load_config('config.json')
+    GLOBAL_STATE.config = load_config('config.json')
+    CONFIG = GLOBAL_STATE.config
    redis_cfg = CONFIG['redis']
    qmt_cfg = CONFIG['qmt']
    watch_list = CONFIG['strategies']

-    # 连接Redis
    try:
        r = redis.Redis(**redis_cfg, decode_responses=True)
        r.ping()
        pos_manager = PositionManager(r)
+        GLOBAL_STATE.pos_manager = pos_manager
+        logger.info("Redis 连接成功")
    except Exception as 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(
        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
    if xt_trader:
        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 <<<")
    
-    while True:
+    last_health_check = 0  # 上次深度检查时间
+
+    while GLOBAL_STATE.is_running:
        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')
            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()
            
-            # --- 2. 断线重连 (仅工作日) ---
-            need_reconnect = (xt_trader is None) or (callback is None) or (not callback.is_connected)
-            if need_reconnect:
-                # 检查是否为周末 (5=周六, 6=周日)
-                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
+            try:
+                with open("heartbeat.txt", "w") as f:
+                    f.write(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
+            except: pass

-                logger.warning("连接丢失，尝试重连...")
-                if xt_trader:
-                    try: xt_trader.stop()
-                    except: pass
+            # 5. 交易逻辑处理
+            current_time_str = datetime.datetime.now().strftime('%H%M%S')
+            is_trading_time = ('091500' <= current_time_str <= '113000') or ('130000' <= current_time_str <= '150000')
            
-                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
-            sleep_sec = 60
-            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
+            # 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）
+            if is_trading_time and GLOBAL_STATE.xt_trader:
                if settler and settler.has_settled: 
                    settler.reset_flag()
-                
-                # 处理信号
                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':
                if settler and not settler.has_settled:
                    settler.run_settlement()
-                sleep_sec = 60

-            # 执行休眠
-            time.sleep(sleep_sec)
+            time.sleep(1 if is_trading_time else 5)

-        except KeyboardInterrupt:
-            logger.info("用户停止")
-            break
        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)
+
+# ================= 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")
--- a/qmt/start.bat
+++ b/qmt/start.bat
@@ -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