feat(qmt): 优化定时重连机制避免与健康检查冲突

- 添加 is_scheduled_reconnecting 标志位协调重连逻辑
- 增强定时重连任务的日志前缀便于追踪
- 改进异常处理和资源清理日志
- 优化代码格式和注释
This commit is contained in:
2026-02-09 22:12:14 +08:00
parent 7ae3d16a5e
commit e407225d29
11 changed files with 746 additions and 677 deletions

View File

@@ -34,17 +34,17 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9336127 entries, 0 to 25845\n",
"Index: 9387872 entries, 0 to 25863\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 213.7+ MB\n",
"memory usage: 214.9+ MB\n",
"None\n",
"20260116\n",
"start_date: 20260119\n"
"20260130\n",
"start_date: 20260202\n"
]
}
],
@@ -61,7 +61,7 @@
" max_date = df['trade_date'].max()\n",
"\n",
"print(max_date)\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20260201')\n",
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20260310')\n",
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
"start_date = min(trade_dates)\n",
@@ -84,16 +84,27 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20260129 完成\n",
"任务 20260130 完成\n",
"任务 20260128 完成\n",
"任务 20260127 完成\n",
"任务 20260126 完成\n",
"任务 20260123 完成\n",
"任务 20260122 完成\n",
"任务 20260121 完成\n",
"任务 20260120 完成\n",
"任务 20260119 完成\n"
"任务 20260310 完成\n",
"任务 20260309 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260304 完成\n",
"任务 20260303 完成\n",
"任务 20260302 完成\n",
"任务 20260227 完成\n",
"任务 20260226 完成\n",
"任务 20260225 完成\n",
"任务 20260224 完成\n",
"任务 20260213 完成\n",
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
]
}
],
@@ -183,71 +194,71 @@
"output_type": "stream",
"text": [
" ts_code trade_date buy_sm_vol buy_sm_amount sell_sm_vol \\\n",
"0 300284.SZ 20260123 57213 4682.01 45561 \n",
"1 002835.SZ 20260123 10930 1886.39 9809 \n",
"2 603175.SH 20260123 28945 21106.65 29993 \n",
"3 600284.SH 20260123 62561 5324.31 55101 \n",
"4 300855.SZ 20260123 41944 15903.55 33566 \n",
"0 002397.SZ 20260206 143016 6566.04 142640 \n",
"1 603882.SH 20260206 32234 10009.25 31819 \n",
"2 002824.SZ 20260206 58407 13856.33 47164 \n",
"3 603379.SH 20260206 31545 21744.99 30955 \n",
"4 600223.SH 20260206 73778 5582.50 67552 \n",
"... ... ... ... ... ... \n",
"25876 600211.SH 20260119 10915 4796.09 12174 \n",
"25877 601229.SH 20260119 225161 21704.91 267726 \n",
"25878 003042.SZ 20260119 17500 2893.60 11703 \n",
"25879 601155.SH 20260119 75731 11076.12 70817 \n",
"25880 600169.SH 20260119 81734 2005.16 84188 \n",
"25871 002774.SZ 20260202 32854 3675.61 20566 \n",
"25872 300188.SZ 20260202 54005 7416.58 48176 \n",
"25873 688173.SH 20260202 64149 10373.20 68049 \n",
"25874 300145.SZ 20260202 132990 6043.37 133529 \n",
"25875 300205.SZ 20260202 8361 364.75 6236 \n",
"\n",
" sell_sm_amount buy_md_vol buy_md_amount sell_md_vol sell_md_amount \\\n",
"0 3728.28 48486 3966.28 59366 4856.95 \n",
"1 1693.39 6499 1121.44 6017 1038.84 \n",
"2 21840.97 22701 16511.38 23142 16835.79 \n",
"3 4687.48 68181 5800.70 62114 5285.81 \n",
"4 12712.79 35383 13409.44 40111 15213.47 \n",
"0 6550.08 114346 5247.29 121777 5580.76 \n",
"1 9880.13 15560 4828.56 14519 4506.56 \n",
"2 11195.49 27988 6622.95 30015 7118.27 \n",
"3 21323.49 21708 14968.66 21044 14503.09 \n",
"4 5110.61 53914 4075.02 53354 4037.48 \n",
"... ... ... ... ... ... \n",
"25876 5348.74 9594 4215.26 8253 3626.54 \n",
"25877 25799.99 204041 19664.19 207361 19990.67 \n",
"25878 1933.74 11780 1946.25 14398 2379.72 \n",
"25879 10351.64 45622 6659.41 46251 6765.59 \n",
"25880 2063.68 129391 3172.21 137053 3360.95 \n",
"25871 2300.99 20761 2320.61 21785 2437.00 \n",
"25872 6623.07 52821 7250.13 53449 7347.52 \n",
"25873 11000.03 35320 5706.28 30270 4895.56 \n",
"25874 6066.65 114646 5208.71 97260 4422.03 \n",
"25875 272.25 9374 408.60 9827 427.93 \n",
"\n",
" buy_lg_vol buy_lg_amount sell_lg_vol sell_lg_amount buy_elg_vol \\\n",
"0 39133 3201.55 32920 2693.69 6576 \n",
"1 4067 702.11 4633 799.04 241 \n",
"2 11291 8249.67 11377 8302.90 3400 \n",
"3 46517 3960.29 57644 4906.75 23366 \n",
"4 24315 9212.24 24640 9342.34 5111 \n",
"0 85477 3926.44 87204 3989.37 28400 \n",
"1 5474 1697.68 6390 1982.08 721 \n",
"2 11723 2778.17 15330 3630.71 3939 \n",
"3 13069 9000.74 15789 10882.14 7583 \n",
"4 27279 2062.59 22583 1709.48 10118 \n",
"... ... ... ... ... ... \n",
"25876 5507 2419.57 5204 2286.10 2 \n",
"25877 134694 12983.30 86737 8363.03 24453 \n",
"25878 4038 668.49 7218 1194.87 0 \n",
"25879 23725 3458.86 23634 3453.46 21891 \n",
"25880 63062 1545.61 49278 1208.05 5904 \n",
"25871 8975 1002.99 18793 2100.36 0 \n",
"25872 31050 4271.36 35903 4923.97 7655 \n",
"25873 11829 1915.52 12687 2050.68 2000 \n",
"25874 81164 3682.66 113414 5149.25 41421 \n",
"25875 6887 302.35 8559 375.51 0 \n",
"\n",
" buy_elg_amount sell_elg_vol sell_elg_amount net_mf_vol \\\n",
"0 539.18 13561 1110.11 -4914 \n",
"1 41.60 1278 220.26 1923 \n",
"2 2437.55 1825 1325.59 1620 \n",
"3 1991.65 25767 2196.91 46602 \n",
"4 1934.73 8437 3191.36 -19491 \n",
"0 1293.83 19618 913.39 42201 \n",
"1 223.34 1261 390.07 -823 \n",
"2 935.53 9548 2248.51 2997 \n",
"3 5221.72 6117 4227.39 6215 \n",
"4 766.07 21600 1628.62 -9839 \n",
"... ... ... ... ... \n",
"25876 0.88 388 170.41 -44 \n",
"25877 2359.23 26525 2557.95 -37774 \n",
"25878 0.00 0 0.00 6587 \n",
"25879 3125.39 26267 3749.10 28653 \n",
"25880 144.65 9571 234.95 -10865 \n",
"25871 0.00 1446 160.86 -20182 \n",
"25872 1053.35 8003 1096.85 -12903 \n",
"25873 319.00 2291 367.73 -5670 \n",
"25874 1881.32 26018 1178.15 -70082 \n",
"25875 0.00 0 0.00 -1678 \n",
"\n",
" net_mf_amount \n",
"0 -391.89 \n",
"1 333.04 \n",
"2 1372.40 \n",
"3 3982.07 \n",
"4 -7354.89 \n",
"0 1943.09 \n",
"1 -246.33 \n",
"2 705.13 \n",
"3 4367.94 \n",
"4 -741.40 \n",
"... ... \n",
"25876 -16.04 \n",
"25877 -3603.98 \n",
"25878 1092.73 \n",
"25879 4152.29 \n",
"25880 -256.23 \n",
"25871 -2251.19 \n",
"25872 -1769.73 \n",
"25873 -918.58 \n",
"25874 -3146.31 \n",
"25875 -68.42 \n",
"\n",
"[25881 rows x 20 columns]\n"
"[25876 rows x 20 columns]\n"
]
}
],