efactor(qmt): 重构架构 - 统一信号发送和消息处理
- 修复 qmt_engine.py 中 initialize() 的重复代码 - 新增 message_processor.py: Redis Stream 消息处理器 - 新增 logger.py: 细粒度日志模块 - 新增 qmt_sender.py: 统一信号发送端（槽位+百分比模式） - 新增 backtest_consumer.py: 回测消息消费者 - 删除旧模块: qmt_trader.py, qmt_signal_sender.py, qmt_percentage_sender.py - 更新文档: qmt_functionality.md 反映新架构
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qmt/logger.py
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301
qmt/logger.py
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# coding: utf-8
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"""
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QMT Fine-grained Logger Module
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提供细粒度的日志记录功能，用于追踪消息处理全流程。
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所有方法默认使用 DEBUG 级别，确保详细的追踪信息。
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"""
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import logging
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import sys
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import os
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from logging.handlers import RotatingFileHandler
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from typing import Dict, Any, Optional
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class QMTLogger:
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"""QMT 细粒度日志记录器
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提供消息处理全流程的日志记录，包括：
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- 消息接收
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- 消息解析
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- 业务校验
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- 订单执行
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- 消息确认
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- 失败处理
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"""
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def __init__(
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self,
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name: str = "QMT_Stream",
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log_file: str = "logs/qmt_stream.log",
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log_level: int = logging.DEBUG,
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):
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"""初始化日志记录器
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Args:
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name: 日志记录器名称
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log_file: 日志文件路径
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log_level: 日志级别
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"""
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self.logger = logging.getLogger(name)
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self.logger.setLevel(log_level)
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# 避免重复添加处理器
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if self.logger.handlers:
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return
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# 创建日志目录
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log_dir = os.path.dirname(log_file)
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if log_dir and not os.path.exists(log_dir):
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os.makedirs(log_dir)
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# 日志格式
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formatter = logging.Formatter(
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"[%(asctime)s] [%(levelname)s] [%(filename)s:%(lineno)d] [%(threadName)s] %(message)s",
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datefmt="%Y-%m-%d %H:%M:%S",
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)
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# 文件处理器 (轮转，最大 10MB，保留 5 个备份)
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file_handler = RotatingFileHandler(
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log_file,
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maxBytes=10 * 1024 * 1024, # 10MB
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backupCount=5,
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encoding="utf-8",
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)
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file_handler.setFormatter(formatter)
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file_handler.setLevel(log_level)
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# 控制台处理器
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console_handler = logging.StreamHandler(sys.stdout)
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console_handler.setFormatter(formatter)
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console_handler.setLevel(log_level)
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self.logger.addHandler(file_handler)
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self.logger.addHandler(console_handler)
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self.logger.debug(f"[QMTLogger] 日志记录器初始化完成: {name}")
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def log_message_receive(
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self, stream_key: str, message_id: str, message_data: Dict[str, Any]
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) -> None:
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"""记录消息接收日志
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Args:
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stream_key: 流键名
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message_id: 消息ID
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message_data: 消息数据
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"""
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self.logger.debug(
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f"[消息接收] stream={stream_key}, id={message_id}, "
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f"data={str(message_data)[:500]}"
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)
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def log_message_parse(
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self,
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strategy_name: str,
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stock_code: str,
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action: str,
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price: float,
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extra_fields: Optional[Dict[str, Any]] = None,
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) -> None:
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"""记录消息解析日志
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Args:
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strategy_name: 策略名称
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stock_code: 股票代码
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action: 交易动作
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price: 价格
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extra_fields: 其他字段
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"""
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extra_str = f", extra={extra_fields}" if extra_fields else ""
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self.logger.debug(
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f"[消息解析] strategy={strategy_name}, code={stock_code}, "
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f"action={action}, price={price}{extra_str}"
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)
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def log_validation(
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self,
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validation_type: str,
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strategy_name: str,
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details: Dict[str, Any],
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result: bool,
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) -> None:
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"""记录业务校验日志
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Args:
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validation_type: 校验类型 (如: slot_check, date_check, field_check)
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strategy_name: 策略名称
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details: 校验详情
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result: 校验结果 (True/False)
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"""
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result_str = "通过" if result else "拦截"
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self.logger.debug(
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f"[业务校验] type={validation_type}, strategy={strategy_name}, "
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f"result={result_str}, details={details}"
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)
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def log_order_execution(
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self,
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strategy_name: str,
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stock_code: str,
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action: str,
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volume: int,
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price: float,
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order_id: Optional[int] = None,
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error: Optional[str] = None,
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) -> None:
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"""记录订单执行日志
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Args:
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strategy_name: 策略名称
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stock_code: 股票代码
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action: 交易动作
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volume: 数量
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price: 价格
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order_id: 订单ID (成功时)
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error: 错误信息 (失败时)
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"""
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if error:
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self.logger.error(
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f"[订单执行失败] strategy={strategy_name}, code={stock_code}, "
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f"action={action}, vol={volume}, price={price}, error={error}"
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)
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elif order_id is not None:
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self.logger.info(
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f"[订单执行成功] strategy={strategy_name}, code={stock_code}, "
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f"action={action}, vol={volume}, price={price}, order_id={order_id}"
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)
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else:
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self.logger.debug(
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f"[订单执行请求] strategy={strategy_name}, code={stock_code}, "
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f"action={action}, vol={volume}, price={price}"
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)
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def log_ack(self, stream_key: str, message_id: str, success: bool) -> None:
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"""记录消息确认日志
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Args:
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stream_key: 流键名
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message_id: 消息ID
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success: 确认是否成功
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"""
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result_str = "成功" if success else "失败"
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if success:
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self.logger.debug(
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f"[消息确认] stream={stream_key}, id={message_id}, result={result_str}"
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)
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else:
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self.logger.warning(
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f"[消息确认] stream={stream_key}, id={message_id}, result={result_str}"
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)
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def log_failure(
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self,
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stream_key: str,
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message_id: str,
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error_reason: str,
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to_failure_queue: bool = True,
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) -> None:
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"""记录失败处理日志
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Args:
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stream_key: 流键名
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message_id: 消息ID
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error_reason: 失败原因
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to_failure_queue: 是否已进入失败队列
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"""
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queue_str = "已入失败队列" if to_failure_queue else "未入失败队列"
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self.logger.warning(
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f"[失败处理] stream={stream_key}, id={message_id}, "
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f"reason={error_reason}, status={queue_str}"
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)
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def log_consumer_group(
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self, stream_key: str, group_name: str, action: str, result: bool
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) -> None:
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"""记录消费者组操作日志
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Args:
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stream_key: 流键名
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group_name: 消费者组名
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action: 操作 (create, check)
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result: 操作结果
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"""
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result_str = "成功" if result else "失败"
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self.logger.debug(
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f"[消费者组] stream={stream_key}, group={group_name}, "
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f"action={action}, result={result_str}"
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)
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def log_pending_claim(
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self, stream_key: str, consumer_id: str, message_ids: list, count: int
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) -> None:
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"""记录待处理消息认领日志
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Args:
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stream_key: 流键名
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consumer_id: 消费者ID
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message_ids: 认领的消息ID列表
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count: 认领数量
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"""
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self.logger.info(
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f"[消息认领] stream={stream_key}, consumer={consumer_id}, "
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f"claimed_count={count}, ids={message_ids}"
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)
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def log_heartbeat(
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self, component: str, status: str, extra_info: Optional[Dict[str, Any]] = None
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) -> None:
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"""记录心跳日志
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Args:
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component: 组件名称
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status: 状态
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extra_info: 额外信息
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"""
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extra_str = f", info={extra_info}" if extra_info else ""
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self.logger.debug(f"[心跳] component={component}, status={status}{extra_str}")
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def info(self, message: str) -> None:
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"""记录 INFO 级别日志"""
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self.logger.info(message)
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def warning(self, message: str) -> None:
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"""记录 WARNING 级别日志"""
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self.logger.warning(message)
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def error(self, message: str, exc_info: bool = False) -> None:
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"""记录 ERROR 级别日志"""
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self.logger.error(message, exc_info=exc_info)
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def debug(self, message: str) -> None:
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"""记录 DEBUG 级别日志"""
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self.logger.debug(message)
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# 全局日志记录器实例
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_default_logger = None
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def get_qmt_logger(
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name: str = "QMT_Stream",
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log_file: str = "logs/qmt_stream.log",
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log_level: int = logging.DEBUG,
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) -> QMTLogger:
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"""获取 QMT 日志记录器实例
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返回单例模式的日志记录器。
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Args:
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name: 日志记录器名称
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log_file: 日志文件路径
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log_level: 日志级别
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Returns:
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QMTLogger 实例
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"""
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global _default_logger
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if _default_logger is None:
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_default_logger = QMTLogger(name, log_file, log_level)
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return _default_logger
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