更新qmt代码，避免周末重连

qmt/qmt_trader.py

@@ -7,16 +7,16 @@ from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant
 
-# 全局变量记录当前日志日期，用于跨天判断
+# 全局变量
 CURRENT_LOG_DATE = None
+CONFIG = {}
+ORDER_CACHE = {}
 
 # ================= 1. 日志系统 (按日期直写) =================
 def setup_logger():
     """
     配置日志系统：
-    1. 确保日志目录存在
+    每天生成一个新的日志文件，文件名格式为 YYYY-MM-DD.log
-    2. 生成当天日期的日志文件 (YYYY-MM-DD.log)
-    3. 同时输出到控制台
     """
     global CURRENT_LOG_DATE
     
@@ -26,15 +26,14 @@ def setup_logger():
 
     # 获取今日日期
     today_str = datetime.date.today().strftime('%Y-%m-%d')
-    CURRENT_LOG_DATE = today_str # 更新全局变量
+    CURRENT_LOG_DATE = today_str 
 
-    # 文件名直接就是日期: logs/2025-12-05.log
     log_file = os.path.join(log_dir, f"{today_str}.log")
 
     logger = logging.getLogger("QMT_Trader")
     logger.setLevel(logging.INFO)
     
-    # 【关键】清除旧的 handler，防止跨天后重复打印或写入旧文件
+    # 清除旧 handler
     if logger.handlers:
         for handler in logger.handlers[:]:
             try:
@@ -47,11 +46,11 @@ def setup_logger():
         datefmt='%Y-%m-%d %H:%M:%S'
     )
 
-    # Handler 1: 普通文件输出 (追加模式)
+    # 文件输出
     file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
     file_handler.setFormatter(formatter)
     
-    # Handler 2: 控制台
+    # 控制台输出
     stream_handler = logging.StreamHandler(sys.stdout)
     stream_handler.setFormatter(formatter)
 
@@ -60,14 +59,10 @@ def setup_logger():
     
     return logger
 
-# 初次初始化
+# 初始化日志
 logger = setup_logger()
 
-# ================= 全局变量 =================
+# ================= 2. 配置加载 =================
-CONFIG = {}
-ORDER_CACHE = {}
-
-# ================= 配置加载 =================
 def load_config(config_file='config.json'):
     if getattr(sys, 'frozen', False):
         base_path = os.path.dirname(sys.executable)
@@ -86,20 +81,24 @@ def load_config(config_file='config.json'):
         logger.error(f"配置文件错误: {e}")
         sys.exit(1)
 
-# ================= 业务逻辑类 =================
+# ================= 3. 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:
@@ -125,7 +124,8 @@ class DailySettlement:
         self.has_settled = False
     def run_settlement(self):
         logger.info("="*40)
-        logger.info("执行收盘清算...")
+        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:
@@ -133,11 +133,13 @@ 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
         for strategy in self.strategies:
             virtual = self.pos_mgr.get_all_virtual_positions(strategy)
             for code, v in virtual.items():
@@ -149,16 +151,14 @@ class DailySettlement:
     def reset_flag(self):
         self.has_settled = False
 
-# ================= 回调类 =================
+# ================= 4. 回调类 =================
 class MyXtQuantTraderCallback(XtQuantTraderCallback):
     def __init__(self, pos_mgr):
         self.pos_mgr = pos_mgr
         self.is_connected = False
-
     def on_disconnected(self):
         logger.warning(">> 回调通知: 交易端连接断开")
         self.is_connected = False
-
     def on_stock_trade(self, trade):
         try:
             cache_info = ORDER_CACHE.get(trade.order_id)
@@ -169,7 +169,6 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
             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}")
@@ -179,19 +178,30 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
                 del ORDER_CACHE[err.order_id]
         except: pass
 
-# ================= 消息处理 =================
+# ================= 5. 核心消息处理 =================
 def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager):
     queue_key = f"{strategy_name}_real"
     msg_json = r_client.lpop(queue_key)
     if not msg_json: return
 
     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
         
-        # 简单日期校验
+        # 2. 校验日期 (只处理当日消息)
-        if data.get('timestamp', '').split(' ')[0] != datetime.date.today().strftime('%Y-%m-%d'):
+        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
 
         stock_code = data['stock_code']
@@ -200,24 +210,37 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
         total_slots = int(data.get('total_slots', 1))
 
         if action == 'BUY':
+            # 槽位检查
             holding = pos_manager.get_holding_count(strategy_name)
             empty = total_slots - holding
-            if empty <= 0: return
+            if empty <= 0: 
+                logger.warning(f"[{strategy_name}] 拦截买入: 槽位已满 (Target:{total_slots} Held:{holding})")
+                return
 
             asset = xt_trader.query_stock_asset(acc)
-            if not asset: return
+            if not asset: 
+                logger.error("无法查询资产，QMT可能未就绪")
+                return
             
+            # 金额计算
             amt = asset.cash / empty
-            if amt < 2000: return
+            if amt < 2000: 
+                logger.warning(f"[{strategy_name}] 拦截买入: 金额过小 ({amt:.2f})")
+                return
+            
+            if price <= 0: price = 1.0
+            vol = int(amt / price / 100) * 100
             
-            if price<=0: price=1.0
-            vol = int(amt/price/100)*100
             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}] 买入 {stock_code} {vol}股")
+                    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})")
 
         elif action == 'SELL':
             v_vol = pos_manager.get_position(strategy_name, stock_code)
@@ -225,17 +248,23 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
                 real_pos = xt_trader.query_stock_positions(acc)
                 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
+                
                 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}] 卖出 {stock_code} {final}")
+                        logger.info(f"[{strategy_name}] 发出卖单: {stock_code} {final}")
                         ORDER_CACHE[oid] = (strategy_name, stock_code, 'SELL')
-    except:
+                else:
+                    logger.warning(f"[{strategy_name}] 卖出拦截: 虚拟{v_vol}但实盘可用{can_use}")
+            else:
+                logger.info(f"[{strategy_name}] Redis无持仓，忽略卖出")
+
+    except Exception:
         logger.error("消息处理异常", exc_info=True)
 
 
-# ================= QMT对象初始化 =================
+# ================= 6. QMT初始化 =================
 def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
     try:
         session_id = int(time.time())
@@ -257,15 +286,17 @@ def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
         logger.error(f"初始化异常: {e}")
         return None, None, None
 
-# ================= 主程序 =================
+# ================= 7. 主程序 =================
 if __name__ == '__main__':
-    logger.info("系统启动...")
+    logger.info(">>> 系统启动 (实盘生产模式) <<<")
     
+    # 加载配置
     CONFIG = load_config('config.json')
     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()
@@ -274,6 +305,7 @@ if __name__ == '__main__':
         logger.critical(f"Redis 连接失败: {e}")
         sys.exit(1)
 
+    # 初次连接 QMT
     xt_trader, acc, callback = init_qmt_trader(
         qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
     )
@@ -282,22 +314,26 @@ if __name__ == '__main__':
     if xt_trader:
         settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
 
-    logger.info("进入主循环...")
+    logger.info(">>> 进入主循环监听 <<<")
 
     while True:
         try:
-            # === [新增] 日志跨天检查 ===
+            # --- 1. 日志跨天处理 ---
-            # 如果日期变更了，重新初始化日志，这会自动创建新日期的文件
             today_str = datetime.date.today().strftime('%Y-%m-%d')
             if today_str != CURRENT_LOG_DATE:
-                logger.info(f"检测到跨天 ({CURRENT_LOG_DATE} -> {today_str})，切换日志文件...")
+                logger.info(f"日期变更 ({CURRENT_LOG_DATE} -> {today_str})，切换日志...")
                 logger = setup_logger()
-                logger.info(f"日志切换完成，当前写入: logs/{today_str}.log")
             
-            # === 断线重连 ===
+            # --- 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:
-                logger.warning("连接丢失，执行硬重连...")
+                # 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
+
+                logger.warning("连接丢失，尝试重连...")
                 if xt_trader:
                     try: xt_trader.stop()
                     except: pass
@@ -314,27 +350,52 @@ if __name__ == '__main__':
                     time.sleep(60)
                     continue
 
-            # === 业务轮询 ===
+            # --- 3. 交易时段轮询逻辑 ---
             now = datetime.datetime.now()
-            current_time_str = now.strftime('%H%M')
+            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
 
-            if '0900' <= current_time_str <= '1500':
+            # 判断时段
-                if '0920' <= current_time_str <= '1000':
+            # 09:15:00 - 10:00:00 (竞价 + 开盘半小时) -> 高频 1秒
-                    sleep_sec = 10
+            if '091500' <= current_time_str <= '100000':
-                else:
+                sleep_sec = 1
-                    sleep_sec = 60
+                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: 
                     settler.reset_flag()
                 
+                # 处理信号
                 for s in watch_list:
                     process_strategy_queue(s, r, xt_trader, acc, pos_manager)
 
-            elif '1505' <= current_time_str <= '1510':
+            # --- 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)
 
         except KeyboardInterrupt: