更新qmt代码

1、优化日志打印
2、断连重连
3、redis持久化

.gitignore

@@ -24,3 +24,4 @@ model
 **/mnt/
 
 /qmt/config.json
+/qmt/logs/*

qmt/qmt_trader.py

@@ -1,48 +1,82 @@
 # coding:utf-8
 import time, datetime, traceback, sys, json, os
+import logging
+from logging.handlers import TimedRotatingFileHandler
 import redis
 from xtquant import xtdata
 from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant
 
-# 全局变量占位 (稍后在 main 中初始化)
+# ================= 1. 日志系统初始化 =================
+def setup_logger():
+    log_dir = "logs"
+    if not os.path.exists(log_dir):
+        os.makedirs(log_dir)
+
+    today = datetime.date.today().strftime('%Y-%m-%d')
+    log_file = os.path.join(log_dir, f"qmt_trade_{today}.log")
+
+    logger = logging.getLogger("QMT_Trader")
+    logger.setLevel(logging.INFO)
+    
+    if logger.handlers:
+        logger.handlers.clear()
+
+    formatter = logging.Formatter(
+        '[%(asctime)s] [%(levelname)s] %(message)s', 
+        datefmt='%Y-%m-%d %H:%M:%S'
+    )
+
+    file_handler = TimedRotatingFileHandler(
+        filename=log_file, 
+        when='MIDNIGHT', 
+        interval=1, 
+        backupCount=30,
+        encoding='utf-8'
+    )
+    file_handler.setFormatter(formatter)
+    
+    stream_handler = logging.StreamHandler(sys.stdout)
+    stream_handler.setFormatter(formatter)
+
+    logger.addHandler(file_handler)
+    logger.addHandler(stream_handler)
+    
+    return logger
+
+logger = setup_logger()
+
+# ================= 全局变量 =================
 CONFIG = {}
 ORDER_CACHE = {}
 
 # ================= 配置加载模块 =================
 def load_config(config_file='config.json'):
-    """
-    读取同级目录下的配置文件
-    """
-    # 获取脚本所在目录
     if getattr(sys, 'frozen', False):
-        # 如果被打包为exe
         base_path = os.path.dirname(sys.executable)
     else:
-        # 普通脚本运行
         base_path = os.path.dirname(os.path.abspath(__file__))
         
     full_path = os.path.join(base_path, config_file)
     
     if not os.path.exists(full_path):
-        # 尝试直接读取（兼容 QMT 内置 Python 的路径行为）
         if os.path.exists(config_file):
             full_path = config_file
         else:
-            print(f"[错误] 找不到配置文件: {full_path}")
+            logger.error(f"找不到配置文件: {full_path}")
             sys.exit(1)
             
     try:
         with open(full_path, 'r', encoding='utf-8') as f:
             config = json.load(f)
-            print(f"成功加载配置: {full_path}")
+            logger.info(f"成功加载配置: {full_path}")
             return config
     except Exception as e:
-        print(f"[错误] 配置文件格式错误: {e}")
+        logger.error(f"配置文件格式错误: {e}")
         sys.exit(1)
 
-# ================= 业务逻辑类 (保持不变) =================
+# ================= 业务逻辑类 =================
 
 class PositionManager:
     def __init__(self, r_client):
@@ -53,8 +87,9 @@ class PositionManager:
 
     def mark_holding(self, strategy_name, code):
         """乐观占位"""
-        self.r.hsetnx(self._get_key(strategy_name), code, 0)
+        key = self._get_key(strategy_name)
-        # print(f"[{strategy_name}] 乐观占位: {code}")
+        if self.r.hsetnx(key, code, 0):
+            logger.info(f"[{strategy_name}] Redis乐观占位成功: {code}")
 
     def rollback_holding(self, strategy_name, code):
         """失败回滚"""
@@ -62,7 +97,7 @@ class PositionManager:
         val = self.r.hget(key, code)
         if val is not None and int(val) == 0:
             self.r.hdel(key, code)
-            print(f"[{strategy_name}] 回滚释放槽位: {code}")
+            logger.warning(f"[{strategy_name}] 回滚释放槽位: {code}")
 
     def update_actual_volume(self, strategy_name, code, delta_vol):
         """成交更新"""
@@ -96,17 +131,21 @@ class DailySettlement:
         self.has_settled = False
 
     def run_settlement(self):
-        print("\n" + "="*40)
+        logger.info("="*40)
-        print(f"开始收盘清算: {datetime.datetime.now()}")
+        logger.info("开始执行收盘清算流程...")
         
-        # 1. 撤单
+        try:
             orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
             if orders:
                 for o in orders:
                     self.trader.cancel_order_stock(self.acc, o.order_id)
+                    logger.info(f"  -> 撤销未成交挂单: {o.stock_code} {o.order_volume}")
                 time.sleep(2)
+            else:
+                logger.info("  -> 无未成交订单")
+        except Exception as e:
+            logger.error(f"查询/撤单异常: {e}")
 
-        # 2. 获取实盘真实持仓
         real_positions = self.trader.query_stock_positions(self.acc)
         real_pos_map = {}
         if real_positions:
@@ -114,15 +153,15 @@ class DailySettlement:
                 if p.volume > 0:
                     real_pos_map[p.stock_code] = p.volume
 
-        # 3. 校准 Redis
         for strategy in self.strategies:
             virtual_data = self.pos_mgr.get_all_virtual_positions(strategy)
             for code, v_vol_str in virtual_data.items():
                 if code not in real_pos_map:
-                    print(f"  [修正] {strategy} 幽灵持仓 {code} -> 强制释放")
+                    logger.warning(f"  [修正] 策略[{strategy}] 幽灵持仓 {code} (Redis={v_vol_str}) -> 强制释放")
                     self.pos_mgr.force_delete(strategy, code)
 
-        print("清算完成")
+        logger.info("收盘清算完成")
+        logger.info("="*40)
         self.has_settled = True
 
     def reset_flag(self):
@@ -132,9 +171,15 @@ class DailySettlement:
 class MyXtQuantTraderCallback(XtQuantTraderCallback):
     def __init__(self, pos_mgr):
         self.pos_mgr = pos_mgr
+        # 【新增】连接状态标记，默认False，连接成功后外部置为True
+        self.is_connected = False 
 
     def on_disconnected(self):
-        print(">> 连接断开")
+        """
+        连接断开回调
+        """
+        logger.warning(">> 检测到交易端连接断开 (QMT可能正在重启)")
+        self.is_connected = False
 
     def on_stock_trade(self, trade):
         try:
@@ -146,27 +191,32 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
             if not cache_info: return 
 
             strategy_name, cached_code, action_type = cache_info
-            print(f">>> [成交] {strategy_name} {stock_code} 成交量:{traded_vol}")
+            logger.info(f">>> [成交回报] 策略:{strategy_name} 代码:{stock_code} 成交量:{traded_vol}")
 
             if action_type == 'BUY':
-                self.pos_mgr.update_actual_volume(strategy_name, stock_code, traded_vol)
+                new_pos = self.pos_mgr.update_actual_volume(strategy_name, stock_code, traded_vol)
+                logger.info(f"    [记账] {strategy_name} 持仓增加 -> {new_pos}")
             elif action_type == 'SELL':
-                self.pos_mgr.update_actual_volume(strategy_name, stock_code, -traded_vol)
+                new_pos = self.pos_mgr.update_actual_volume(strategy_name, stock_code, -traded_vol)
+                logger.info(f"    [记账] {strategy_name} 持仓扣减 -> {new_pos}")
 
         except Exception:
-            traceback.print_exc()
+            logger.error("成交回调处理异常", exc_info=True)
 
     def on_order_error(self, order_error):
         try:
             order_id = order_error.order_id
-            print(f">>> [下单失败] ID:{order_id} Msg:{order_error.error_msg}")
+            err_msg = order_error.error_msg
+            logger.error(f">>> [下单失败] ID:{order_id} Msg:{err_msg}")
+            
             cache_info = ORDER_CACHE.get(order_id)
             if cache_info:
                 strategy_name, stock_code, action_type = cache_info
                 if action_type == 'BUY':
                     self.pos_mgr.rollback_holding(strategy_name, stock_code)
                 del ORDER_CACHE[order_id]
-        except: pass
+        except: 
+            pass
 
 
 def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager):
@@ -175,14 +225,17 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
     if not msg_json: return
 
     try:
+        history_key = f"{queue_key}:history"
+        r_client.rpush(history_key, msg_json)
+
         data = json.loads(msg_json)
         
-        # 校验
         if data.get('is_backtest', False): return
         msg_ts = data.get('timestamp')
         if msg_ts:
             msg_date = datetime.datetime.strptime(msg_ts, '%Y-%m-%d %H:%M:%S').date()
             if msg_date != datetime.date.today():
+                logger.warning(f"忽略过期消息: {msg_ts}")
                 return
         
         stock_code = data['stock_code']
@@ -190,17 +243,25 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
         price = float(data['price'])
         target_total_slots = int(data.get('total_slots', 1))
 
+        logger.info(f"收到信号 [{strategy_name}]: {stock_code} {action} Slot:{target_total_slots}")
+
         if action == 'BUY':
             current_holding_count = pos_manager.get_holding_count(strategy_name)
             empty_slots = target_total_slots - current_holding_count
             
-            if empty_slots <= 0: return
+            if empty_slots <= 0:
+                logger.warning(f"[{strategy_name}] 槽位已满，忽略买入")
+                return
 
             asset = xt_trader.query_stock_asset(acc)
-            if not asset: return
+            if not asset: 
+                logger.error("无法查询资产信息(可能连接未就绪)")
+                return
             
             target_amount = asset.cash / empty_slots
-            if target_amount < 2000: return
+            if target_amount < 2000:
+                logger.info(f"[{strategy_name}] 下单金额过小 ({target_amount:.2f})，忽略")
+                return
 
             if price <= 0: price = 1.0
             vol = int(target_amount / price / 100) * 100
@@ -208,9 +269,11 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
             if vol >= 100:
                 order_id = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_BUY, vol, xtconstant.FIX_PRICE, price, strategy_name, 'PyBuy')
                 if order_id != -1:
-                    print(f"[{strategy_name}] 买入 {stock_code} {vol}股 (1/{empty_slots})")
+                    logger.info(f"[{strategy_name}] 发出买单: {stock_code} {vol}股 (1/{empty_slots}) ID:{order_id}")
                     ORDER_CACHE[order_id] = (strategy_name, stock_code, 'BUY')
                     pos_manager.mark_holding(strategy_name, stock_code)
+                else:
+                    logger.error(f"[{strategy_name}] 下单请求被柜台拒绝 (-1)")
 
         elif action == 'SELL':
             virtual_vol = pos_manager.get_position(strategy_name, stock_code)
@@ -223,27 +286,27 @@ def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager)
                 if final_vol > 0:
                     order_id = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_SELL, final_vol, xtconstant.FIX_PRICE, price, strategy_name, 'PySell')
                     if order_id != -1:
-                        print(f"[{strategy_name}] 卖出 {stock_code} {final_vol}股")
+                        logger.info(f"[{strategy_name}] 发出卖单: {stock_code} {final_vol}股 ID:{order_id}")
                         ORDER_CACHE[order_id] = (strategy_name, stock_code, 'SELL')
+                else:
+                    logger.warning(f"[{strategy_name}] 账本有货但实盘不足 (Redis:{virtual_vol}, Real:{real_can_use})")
+            else:
+                logger.info(f"[{strategy_name}] Redis无持仓，忽略卖出")
 
     except Exception:
-        traceback.print_exc()
+        logger.error("消息处理异常", exc_info=True)
 
 # ================= 主程序入口 =================
 if __name__ == '__main__':
-    print("正在启动...")
+    logger.info("正在启动 QMT 策略监听系统...")
     
     # 1. 加载配置
     CONFIG = load_config('config.json')
-    
-    # 从配置中提取参数
     redis_cfg = CONFIG['redis']
     qmt_cfg = CONFIG['qmt']
     watch_list = CONFIG['strategies']
     
-    print(f"Redis目标: {redis_cfg['host']}:{redis_cfg['port']}")
+    logger.info(f"监听策略列表: {watch_list}")
-    print(f"QMT路径: {qmt_cfg['path']}")
-    print(f"监听策略: {watch_list}")
 
     # 2. 连接 Redis
     try:
@@ -255,60 +318,93 @@ if __name__ == '__main__':
             decode_responses=True
         )
         r.ping()
-        print("Redis 连接成功")
+        logger.info("Redis 连接成功")
         pos_manager = PositionManager(r)
     except Exception as e:
-        print(f"[FATAL] Redis 连接失败: {e}")
+        logger.critical(f"Redis 连接失败: {e}")
         sys.exit(1)
 
-    # 3. 连接 QMT
+    # 3. 初始化 QMT 对象 (暂不连接)
     try:
         session_id = int(time.time())
         xt_trader = XtQuantTrader(qmt_cfg['path'], session_id)
-        
         acc = StockAccount(qmt_cfg['account_id'], qmt_cfg['account_type'])
         
         callback = MyXtQuantTraderCallback(pos_manager)
         xt_trader.register_callback(callback)
-        
         xt_trader.start()
-        connect_res = xt_trader.connect()
         
+        # 初次连接
+        connect_res = xt_trader.connect()
         if connect_res == 0:
-            print(f"QMT 连接成功: {qmt_cfg['account_id']}")
+            logger.info(f"QMT 初次连接成功: {qmt_cfg['account_id']}")
             xt_trader.subscribe(acc)
+            callback.is_connected = True # 标记为已连接
         else:
-            print(f"[FATAL] QMT 连接失败，错误码: {connect_res}")
+            logger.error(f"QMT 初次连接失败 ({connect_res})，将进入重连循环")
-            sys.exit(1)
+            callback.is_connected = False
             
     except Exception as e:
-        print(f"[FATAL] QMT 初始化异常: {e}")
+        logger.critical(f"QMT 初始化异常: {e}")
         sys.exit(1)
 
     # 4. 初始化清算器
     settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
 
-    print("=== 系统就绪，开始监听 ===")
+    logger.info("=== 系统就绪，开始循环监听 ===")
 
     try:
         while True:
+            # ================= [新增] 断线重连逻辑 =================
+            if not callback.is_connected:
+                logger.info("正在尝试重连 QMT...")
+                try:
+                    # 尝试连接
+                    res = xt_trader.connect()
+                    if res == 0:
+                        logger.info("QMT 重连成功！重新订阅账户...")
+                        # 重连后必须重新订阅
+                        xt_trader.subscribe(acc)
+                        callback.is_connected = True
+                    else:
+                        logger.warning(f"QMT 重连失败 (Code: {res})，60秒后重试...")
+                        time.sleep(60)
+                        continue # 跳过本次循环，直接进入下一次检查
+                except Exception as e:
+                    logger.error(f"重连过程发生异常: {e}")
+                    time.sleep(60)
+                    continue
+            # ====================================================
+
             now = datetime.datetime.now()
             current_time_str = now.strftime('%H%M')
             
-            # 交易时段
+            # 默认休眠时间
+            sleep_interval = 60
+
+            # === 交易时段 ===
             if '0900' <= current_time_str <= '1500':
+                # 高频轮询时段
+                if '0920' <= current_time_str <= '1000':
+                    sleep_interval = 10
+                else:
+                    sleep_interval = 60
+                
                 if settler.has_settled: 
                     settler.reset_flag()
                 
                 for strategy in watch_list:
                     process_strategy_queue(strategy, r, xt_trader, acc, pos_manager)
 
-            # 收盘清算时段
+            # === 收盘清算时段 ===
             elif '1505' <= current_time_str <= '1510':
                 if not settler.has_settled:
                     settler.run_settlement()
+                sleep_interval = 60
             
-            time.sleep(60)
+            time.sleep(sleep_interval)
 
     except KeyboardInterrupt:
-        print("用户终止程序")
+        logger.info("用户手动终止程序")
+    except Exception as e:
+        logger.critical("主循环发生未捕获异常", exc_info=True)