refactor(qmt): 优化配置模型和百分比交易逻辑

- 统一使用配置模型属性访问替代字典下标 - 完善百分比模式买卖的日志记录和错误处理 - 代码格式化和死代码清理 - 更新 notebook 数据及测试脚本
2026-03-03 15:16:37 +08:00
parent 7bb0a0537b
commit 4090b3c5be
5 changed files with 309 additions and 188 deletions
--- a/qmt/qmt_engine.py
+++ b/qmt/qmt_engine.py
@@ -21,12 +21,24 @@ from xtquant import xtconstant
 try:
    from .message_processor import StreamMessageProcessor
    from .logger import QMTLogger
-    from .config_models import QMTConfig, QMTTerminalConfig, StrategyConfig, load_config, ConfigError
+    from .config_models import (
+        QMTConfig,
+        QMTTerminalConfig,
+        StrategyConfig,
+        load_config,
+        ConfigError,
+    )
 except ImportError:
    # 当作为脚本直接运行时
    from message_processor import StreamMessageProcessor
    from logger import QMTLogger
-    from config_models import QMTConfig, QMTTerminalConfig, StrategyConfig, load_config, ConfigError
+    from config_models import (
+        QMTConfig,
+        QMTTerminalConfig,
+        StrategyConfig,
+        load_config,
+        ConfigError,
+    )
 import time
 import datetime
 import traceback
@@ -429,7 +441,6 @@ class TradingUnit:
        self.account_id = t_cfg.account_id
        self.account_type = t_cfg.account_type

-
        self.xt_trader = None
        self.acc_obj = None
        self.callback = None
@@ -530,7 +541,7 @@ class MultiEngineManager:

    def initialize(self, config_file="config.json"):
        self._setup_logger()  # 先初始化 logger
-        
+
        # 使用新的配置模型加载配置
        try:
            self.config = load_config(config_file)
@@ -567,7 +578,9 @@ class MultiEngineManager:

            # 尝试多个路径
            env_paths = [
-                os.path.join(os.path.dirname(os.path.abspath(__file__)), "config", ".env.local"),
+                os.path.join(
+                    os.path.dirname(os.path.abspath(__file__)), "config", ".env.local"
+                ),
                os.path.join(os.path.dirname(__file__), "config", ".env.local"),
                os.path.join(os.path.dirname(__file__), "..", "config", ".env.local"),
                "/qmt/config/.env.local",
@@ -583,7 +596,9 @@ class MultiEngineManager:
                    break

            if not loaded:
-                self.logger.warning("[Config] 警告: 未找到 .env.local 文件，使用默认配置")
+                self.logger.warning(
+                    "[Config] 警告: 未找到 .env.local 文件，使用默认配置"
+                )
        except ImportError:
            self.logger.warning("[Config] 警告: 未安装 python-dotenv，使用默认配置")

@@ -616,15 +631,11 @@ class MultiEngineManager:
        sh.setFormatter(fmt)
        self.logger.addHandler(fh)
        self.logger.addHandler(sh)
+
    def get_strategies_by_terminal(self, qmt_id):
        if not self.config:
            return []
        return self.config.get_strategies_by_terminal(qmt_id)
-        return [
-            s
-            for s, cfg in self.config["strategies"].items()
-            if cfg.get("qmt_id") == qmt_id
-        ]

    def run_trading_loop(self):
        self.logger = logging.getLogger("QMT_Engine")
@@ -752,7 +763,7 @@ class MultiEngineManager:
        """处理策略消息路由 - 使用 Redis Stream

        从 Redis Stream 消费消息，处理成功后 ACK，失败则进入失败队列。
-        
+
        Args:
            strategy_name: 策略名称
            is_trading_hours: 是否在交易时间内，False 表示休盘后只消费消息不下单
@@ -815,14 +826,14 @@ class MultiEngineManager:

                    # 3. 执行交易动作（仅在交易时间内执行实际下单）
                    action = data.get("action")
-                    
+
                    # 获取策略配置，确定下单模式
                    strat_cfg = self.config.get_strategy(strategy_name)
                    if not strat_cfg:
                        self.logger.warning(f"[{strategy_name}] 策略配置不存在")
                        continue
                    order_mode = strat_cfg.order_mode
-                    
+
                    if not is_trading_hours:
                        # 休盘后：只记录日志，不下单
                        self.logger.info(
@@ -835,11 +846,11 @@ class MultiEngineManager:
                            validation_type="market_hours_check",
                            strategy_name=strategy_name,
                            details={
-                                "action": action, 
+                                "action": action,
                                "code": data.get("stock_code"),
                                "order_mode": order_mode,
                                "msg_time": data.get("timestamp"),
-                                "skip_reason": "休盘后只消费消息不下单"
+                                "skip_reason": "休盘后只消费消息不下单",
                            },
                            result=True,
                        )
@@ -847,7 +858,11 @@ class MultiEngineManager:
                        self.qmt_logger.log_validation(
                            validation_type="action_check",
                            strategy_name=strategy_name,
-                            details={"action": "BUY", "code": data.get("stock_code"), "order_mode": order_mode},
+                            details={
+                                "action": "BUY",
+                                "code": data.get("stock_code"),
+                                "order_mode": order_mode,
+                            },
                            result=True,
                        )
                        # 根据下单模式执行相应逻辑
@@ -859,7 +874,11 @@ class MultiEngineManager:
                        self.qmt_logger.log_validation(
                            validation_type="action_check",
                            strategy_name=strategy_name,
-                            details={"action": "SELL", "code": data.get("stock_code"), "order_mode": order_mode},
+                            details={
+                                "action": "SELL",
+                                "code": data.get("stock_code"),
+                                "order_mode": order_mode,
+                            },
                            result=True,
                        )
                        # 根据下单模式执行相应逻辑
@@ -934,10 +953,7 @@ class MultiEngineManager:
            return

        # 2. 持仓数检查
-        if (
-            self.pos_manager.get_holding_count(strategy_name)
-            >= strat_cfg.total_slots
-        ):
+        if self.pos_manager.get_holding_count(strategy_name) >= strat_cfg.total_slots:
            return

        try:
@@ -949,7 +965,8 @@ class MultiEngineManager:
            # 权重默认为 1，支持通过 weight 字段调整资金分配比例
            # 示例：strategies = {"strategy_a": {"total_slots": 5, "weight": 1}, "strategy_b": {"total_slots": 5, "weight": 2}}
            total_weighted_slots = sum(
-                self.config.get_strategy(s).total_slots * self.config.get_strategy(s).weight
+                self.config.get_strategy(s).total_slots
+                * self.config.get_strategy(s).weight
                for s in terminal_strategies
                if self.config.get_strategy(s)
            )
@@ -1127,54 +1144,72 @@ class MultiEngineManager:
        if not strat_cfg:
            self.logger.error(f"[{strategy_name}] 策略配置不存在")
            return
-        
+
        # 获取目标持仓百分比
        position_pct = float(data.get("position_pct", 0))
        if position_pct <= 0:
-            self.logger.warning(f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})")
+            self.logger.warning(
+                f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})"
+            )
            return
-        
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}")
-        
+
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}"
+        )
+
        try:
            asset = unit.xt_trader.query_stock_asset(unit.acc_obj)
            if not asset:
-                self.logger.error(f"[{strategy_name}] API 错误: query_stock_asset 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] API 错误: query_stock_asset 返回 None"
+                )
                return
-            
+
            total_asset = asset.total_asset
            available_cash = asset.cash
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}"
+            )
+
            # 计算目标金额
            target_amount = total_asset * position_pct
            actual_amount = min(target_amount, available_cash * 0.98)  # 预留手续费滑点
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}"
+            )
+
            # 检查最小金额限制
            if actual_amount < 2000:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)"
+                )
                return
-            
+
            # 价格校验
            price = float(data.get("price", 0))
            offset = strat_cfg.execution.buy_price_offset
            price = round(price + offset, 3)
-            
+
            if price <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0"
+                )
                price = 1.0
-            
+
            # 计算股数
            vol = int(actual_amount / price / 100) * 100
-            self.logger.info(f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股")
-            
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股"
+            )
+
            if vol < 100:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})"
+                )
                return
-            
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1183,7 +1218,7 @@ class MultiEngineManager:
                volume=vol,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -1194,10 +1229,12 @@ class MultiEngineManager:
                strategy_name,
                "PyBuyPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "BUY")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -1227,31 +1264,41 @@ class MultiEngineManager:
        if not strat_cfg:
            self.logger.error(f"[{strategy_name}] 策略配置不存在")
            return
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)")
-        
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)"
+        )
+
        try:
            # 查询实盘持仓
            real_pos = unit.xt_trader.query_stock_positions(unit.acc_obj)
            if real_pos is None:
-                self.logger.error(f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None"
+                )
                return
-            
+
            rp = next((p for p in real_pos if p.stock_code == data["stock_code"]), None)
            can_use = rp.can_use_volume if rp else 0
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}"
+            )
+
            if can_use <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓"
+                )
                return
-            
+
            # 执行清仓
            price = float(data.get("price", 0))
            offset = strat_cfg.execution.sell_price_offset
            price = round(price + offset, 3)
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}"
+            )
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1260,7 +1307,7 @@ class MultiEngineManager:
                volume=can_use,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -1271,10 +1318,12 @@ class MultiEngineManager:
                strategy_name,
                "PySellPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "SELL")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -1396,20 +1445,19 @@ class MultiEngineManager:
        if not strat_cfg:
            self.logger.error(f"[{strategy_name}] 策略配置不存在")
            return
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)")
-        
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)"
+        )
+
        # 1. 槽位校验
-        if data["total_slots"] != strat_cfg["total_slots"]:
+        if data["total_slots"] != strat_cfg.total_slots:
            self.logger.error(
-                f"[{strategy_name}] 信号槽位({data['total_slots']})与配置({strat_cfg['total_slots']})不符"
+                f"[{strategy_name}] 信号槽位({data['total_slots']})与配置({strat_cfg.total_slots})不符"
            )
            return

        # 2. 持仓数检查
-        if (
-            self.pos_manager.get_holding_count(strategy_name)
-            >= strat_cfg["total_slots"]
-        ):
+        if self.pos_manager.get_holding_count(strategy_name) >= strat_cfg.total_slots:
            return

        try:
@@ -1419,18 +1467,18 @@ class MultiEngineManager:

            # 计算加权槽位总和（支持策略权重配置）
            # 权重默认为 1，支持通过 weight 字段调整资金分配比例
-            # 示例：strategies = {"strategy_a": {"total_slots": 5, "weight": 1}, "strategy_b": {"total_slots": 5, "weight": 2}}
-            total_weighted_slots = sum(
-                self.config["strategies"][s].get("total_slots", 1)
-                * self.config["strategies"][s].get("weight", 1)
-                for s in terminal_strategies
-            )
+            # 计算加权槽位总和
+            total_weighted_slots = 0
+            for s in terminal_strategies:
+                s_cfg = self.config.strategies.get(s)
+                if s_cfg:
+                    total_weighted_slots += s_cfg.total_slots * s_cfg.weight

            if not asset or total_weighted_slots <= 0:
                return

            # 获取当前策略的权重
-            weight = strat_cfg.get("weight", 1)
+            weight = strat_cfg.weight

            # 4. 资金加权分配 (基于该终端总资产)
            total_equity = asset.cash + asset.market_value
@@ -1444,7 +1492,7 @@ class MultiEngineManager:
                return

            # 4. 价格与股数
-            offset = strat_cfg.get("execution", {}).get("buy_price_offset", 0.0)
+            offset = strat_cfg.execution.buy_price_offset
            price = round(float(data["price"]) + offset, 3)
            vol = int(actual_amt / (price if price > 0 else 1.0) / 100) * 100

@@ -1631,10 +1679,9 @@ class MultiEngineManager:
            return

        try:
+            strategy_config = self.config.strategies.get(strategy_name)
            offset = (
-                self.config["strategies"][strategy_name]
-                .get("execution", {})
-                .get("sell_price_offset", 0.0)
+                strategy_config.execution.sell_price_offset if strategy_config else 0.0
            )
            price = round(float(data["price"]) + offset, 3)

@@ -1691,54 +1738,72 @@ class MultiEngineManager:
        if not strat_cfg:
            self.logger.error(f"[{strategy_name}] 策略配置不存在")
            return
-        
+
        # 获取目标持仓百分比
        position_pct = float(data.get("position_pct", 0))
        if position_pct <= 0:
-            self.logger.warning(f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})")
+            self.logger.warning(
+                f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})"
+            )
            return
-        
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}")
-        
+
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}"
+        )
+
        try:
            asset = unit.xt_trader.query_stock_asset(unit.acc_obj)
            if not asset:
-                self.logger.error(f"[{strategy_name}] API 错误: query_stock_asset 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] API 错误: query_stock_asset 返回 None"
+                )
                return
-            
+
            total_asset = asset.total_asset
            available_cash = asset.cash
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}"
+            )
+
            # 计算目标金额
            target_amount = total_asset * position_pct
            actual_amount = min(target_amount, available_cash * 0.98)  # 预留手续费滑点
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}"
+            )
+
            # 检查最小金额限制
            if actual_amount < 2000:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)"
+                )
                return
-            
+
            # 价格校验
            price = float(data.get("price", 0))
            offset = strat_cfg.execution.buy_price_offset
            price = round(price + offset, 3)
-            
+
            if price <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0"
+                )
                price = 1.0
-            
+
            # 计算股数
            vol = int(actual_amount / price / 100) * 100
-            self.logger.info(f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股")
-            
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股"
+            )
+
            if vol < 100:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})"
+                )
                return
-            
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1747,7 +1812,7 @@ class MultiEngineManager:
                volume=vol,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -1758,10 +1823,12 @@ class MultiEngineManager:
                strategy_name,
                "PyBuyPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "BUY")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -1791,31 +1858,41 @@ class MultiEngineManager:
        if not strat_cfg:
            self.logger.error(f"[{strategy_name}] 策略配置不存在")
            return
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)")
-        
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)"
+        )
+
        try:
            # 查询实盘持仓
            real_pos = unit.xt_trader.query_stock_positions(unit.acc_obj)
            if real_pos is None:
-                self.logger.error(f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None"
+                )
                return
-            
+
            rp = next((p for p in real_pos if p.stock_code == data["stock_code"]), None)
            can_use = rp.can_use_volume if rp else 0
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}"
+            )
+
            if can_use <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓"
+                )
                return
-            
+
            # 执行清仓
            price = float(data.get("price", 0))
            offset = strat_cfg.execution.sell_price_offset
            price = round(price + offset, 3)
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}"
+            )
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1824,7 +1901,7 @@ class MultiEngineManager:
                volume=can_use,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -1835,10 +1912,12 @@ class MultiEngineManager:
                strategy_name,
                "PySellPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "SELL")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -1862,55 +1941,73 @@ class MultiEngineManager:
        except:
            self.logger.error(traceback.format_exc())
        """处理百分比模式的买入逻辑"""
-        strat_cfg = self.config["strategies"][strategy_name]
-        
+        strat_cfg = self.config.get_strategy(strategy_name)
+
        # 获取目标持仓百分比
        position_pct = float(data.get("position_pct", 0))
        if position_pct <= 0:
-            self.logger.warning(f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})")
+            self.logger.warning(
+                f"[{strategy_name}] 百分比模式买入: position_pct 无效 ({position_pct})"
+            )
            return
-        
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}")
-        
+
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理买入: {data['stock_code']}, 目标占比: {position_pct}"
+        )
+
        try:
            asset = unit.xt_trader.query_stock_asset(unit.acc_obj)
            if not asset:
-                self.logger.error(f"[{strategy_name}] API 错误: query_stock_asset 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] API 错误: query_stock_asset 返回 None"
+                )
                return
-            
+
            total_asset = asset.total_asset
            available_cash = asset.cash
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 账户总资产: {total_asset:.2f}, 可用资金: {available_cash:.2f}"
+            )
+
            # 计算目标金额
            target_amount = total_asset * position_pct
            actual_amount = min(target_amount, available_cash * 0.98)  # 预留手续费滑点
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 目标金额: {target_amount:.2f}, 实际可用: {actual_amount:.2f}"
+            )
+
            # 检查最小金额限制
            if actual_amount < 2000:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 金额过小 ({actual_amount:.2f} < 2000)"
+                )
                return
-            
+
            # 价格校验
            price = float(data.get("price", 0))
-            offset = strat_cfg.get("execution", {}).get("buy_price_offset", 0.0)
+            offset = strat_cfg.execution.buy_price_offset
            price = round(price + offset, 3)
-            
+
            if price <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 价格异常: {price}，强制设为1.0"
+                )
                price = 1.0
-            
+
            # 计算股数
            vol = int(actual_amount / price / 100) * 100
-            self.logger.info(f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股")
-            
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 计算股数: 资金{actual_amount:.2f} / 价格{price} -> {vol}股"
+            )
+
            if vol < 100:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截买入: 股数不足 100 ({vol})"
+                )
                return
-            
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1919,7 +2016,7 @@ class MultiEngineManager:
                volume=vol,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -1930,10 +2027,12 @@ class MultiEngineManager:
                strategy_name,
                "PyBuyPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "BUY")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单买入: {data['stock_code']} {vol}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -1959,31 +2058,44 @@ class MultiEngineManager:

    def _execute_percentage_sell(self, unit, strategy_name, data):
        """处理百分比模式的卖出逻辑（清仓）"""
-        self.logger.info(f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)")
-        
+        self.logger.info(
+            f"[{strategy_name}] [百分比模式] 处理卖出: {data['stock_code']} (清仓)"
+        )
+
        try:
            # 查询实盘持仓
            real_pos = unit.xt_trader.query_stock_positions(unit.acc_obj)
            if real_pos is None:
-                self.logger.error(f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None")
+                self.logger.error(
+                    f"[{strategy_name}] [百分比模式] API 错误: query_stock_positions 返回 None"
+                )
                return
-            
+
            rp = next((p for p in real_pos if p.stock_code == data["stock_code"]), None)
            can_use = rp.can_use_volume if rp else 0
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 股票 {data['stock_code']} 实盘可用持仓: {can_use}"
+            )
+
            if can_use <= 0:
-                self.logger.warning(f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓")
+                self.logger.warning(
+                    f"[{strategy_name}] [百分比模式] 拦截卖出: 无可用持仓"
+                )
                return
-            
+
            # 执行清仓
            price = float(data.get("price", 0))
-            offset = self.config["strategies"][strategy_name].get("execution", {}).get("sell_price_offset", 0.0)
+            strategy_config = self.config.get_strategy(strategy_name)
+            offset = (
+                strategy_config.execution.sell_price_offset if strategy_config else 0.0
+            )
            price = round(price + offset, 3)
-            
-            self.logger.info(f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}")
-            
+
+            self.logger.info(
+                f"[{strategy_name}] [百分比模式] 执行清仓: {data['stock_code']} @ {price}, 数量: {can_use}"
+            )
+
            # 记录订单执行请求
            self.qmt_logger.log_order_execution(
                strategy_name=strategy_name,
@@ -1992,7 +2104,7 @@ class MultiEngineManager:
                volume=can_use,
                price=price,
            )
-            
+
            oid = unit.xt_trader.order_stock(
                unit.acc_obj,
                data["stock_code"],
@@ -2003,10 +2115,12 @@ class MultiEngineManager:
                strategy_name,
                "PySellPct",
            )
-            
+
            if oid != -1:
                unit.order_cache[oid] = (strategy_name, data["stock_code"], "SELL")
-                self.logger.info(f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}")
+                self.logger.info(
+                    f"√√√ [{unit.alias}] [{strategy_name}] [百分比模式] 下单卖出: {data['stock_code']} {can_use}股 @ {price}"
+                )
                # 记录订单执行成功
                self.qmt_logger.log_order_execution(
                    strategy_name=strategy_name,
@@ -2029,6 +2143,7 @@ class MultiEngineManager:
                )
        except:
            self.logger.error(traceback.format_exc())
+
    def verify_connection(self, timeout=5):
        """验证物理连接是否有效"""
        try: