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

@@ -34,23 +34,23 @@
"output_type": "stream",
"text": [
" ts_code trade_date\n",
"4959 600211.SH 20260116\n",
"4960 600212.SH 20260116\n",
"4961 600215.SH 20260116\n",
"4949 600197.SH 20260116\n",
"3732 301501.SZ 20260116\n",
"4971 600208.SH 20260130\n",
"4972 600210.SH 20260130\n",
"4973 600211.SH 20260130\n",
"4961 600195.SH 20260130\n",
"7441 920964.BJ 20260130\n",
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 11701107 entries, 0 to 37139\n",
"Index: 11775527 entries, 0 to 37233\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: 267.8+ MB\n",
"memory usage: 269.5+ MB\n",
"None\n",
"20260116\n",
"20260119\n"
"20260130\n",
"20260202\n"
]
}
],
@@ -68,7 +68,7 @@
" 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",
@@ -91,22 +91,27 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20260130 完成\n",
"任务 20260129 完成\n",
"任务 20260128 完成\n",
"任务 20260127 完成\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"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 20260303 完成\n",
"任务 20260304 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"
]
}
],
@@ -158,71 +163,71 @@
"output_type": "stream",
"text": [
"[ trade_date ts_code up_limit down_limit\n",
"0 20260123 000001.SZ 12.18 9.96\n",
"1 20260123 000002.SZ 5.45 4.46\n",
"2 20260123 000004.SZ 12.59 11.39\n",
"3 20260123 000006.SZ 10.62 8.69\n",
"4 20260123 000007.SZ 12.47 10.21\n",
"0 20260206 000001.SZ 12.20 9.98\n",
"1 20260206 000002.SZ 5.37 4.39\n",
"2 20260206 000004.SZ 10.79 9.77\n",
"3 20260206 000006.SZ 9.90 8.10\n",
"4 20260206 000007.SZ 12.31 10.07\n",
"... ... ... ... ...\n",
"7435 20260123 920978.BJ 44.56 24.00\n",
"7436 20260123 920981.BJ 45.61 24.57\n",
"7437 20260123 920982.BJ 295.08 158.90\n",
"7438 20260123 920985.BJ 10.20 5.50\n",
"7439 20260123 920992.BJ 24.32 13.10\n",
"7459 20260206 920978.BJ 41.60 22.40\n",
"7460 20260206 920981.BJ 41.63 22.43\n",
"7461 20260206 920982.BJ 298.63 160.81\n",
"7462 20260206 920985.BJ 11.37 6.13\n",
"7463 20260206 920992.BJ 22.32 12.02\n",
"\n",
"[7440 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260122 000001.SZ 12.18 9.96\n",
"1 20260122 000002.SZ 5.51 4.51\n",
"2 20260122 000004.SZ 11.99 10.85\n",
"3 20260122 000006.SZ 10.62 8.69\n",
"4 20260122 000007.SZ 12.41 10.15\n",
"[7464 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260205 000001.SZ 12.07 9.87\n",
"1 20260205 000002.SZ 5.39 4.41\n",
"2 20260205 000004.SZ 11.36 10.28\n",
"3 20260205 000006.SZ 9.97 8.15\n",
"4 20260205 000007.SZ 12.32 10.08\n",
"... ... ... ... ...\n",
"7433 20260122 920978.BJ 45.48 24.50\n",
"7434 20260122 920981.BJ 45.61 24.57\n",
"7435 20260122 920982.BJ 301.76 162.50\n",
"7436 20260122 920985.BJ 9.84 5.30\n",
"7437 20260122 920992.BJ 23.95 12.91\n",
"7454 20260205 920978.BJ 41.48 22.34\n",
"7455 20260205 920981.BJ 42.00 22.62\n",
"7456 20260205 920982.BJ 289.43 155.85\n",
"7457 20260205 920985.BJ 12.16 6.56\n",
"7458 20260205 920992.BJ 22.32 12.02\n",
"\n",
"[7438 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260121 000001.SZ 12.28 10.04\n",
"1 20260121 000002.SZ 5.27 4.31\n",
"2 20260121 000004.SZ 12.02 10.88\n",
"3 20260121 000006.SZ 10.27 8.41\n",
"4 20260121 000007.SZ 12.08 9.88\n",
"[7459 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260204 000001.SZ 11.92 9.76\n",
"1 20260204 000002.SZ 5.17 4.23\n",
"2 20260204 000004.SZ 11.96 10.82\n",
"3 20260204 000006.SZ 9.77 7.99\n",
"4 20260204 000007.SZ 12.32 10.08\n",
"... ... ... ... ...\n",
"7433 20260121 920978.BJ 45.60 24.56\n",
"7434 20260121 920981.BJ 43.81 23.59\n",
"7435 20260121 920982.BJ 304.34 163.88\n",
"7436 20260121 920985.BJ 9.90 5.34\n",
"7437 20260121 920992.BJ 24.11 12.99\n",
"7453 20260204 920978.BJ 38.15 20.55\n",
"7454 20260204 920981.BJ 43.01 23.17\n",
"7455 20260204 920982.BJ 279.50 150.50\n",
"7456 20260204 920985.BJ 10.66 5.74\n",
"7457 20260204 920992.BJ 22.28 12.00\n",
"\n",
"[7438 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260120 000001.SZ 12.23 10.01\n",
"1 20260120 000002.SZ 5.20 4.26\n",
"2 20260120 000004.SZ 11.46 10.36\n",
"3 20260120 000006.SZ 10.07 8.24\n",
"4 20260120 000007.SZ 12.49 10.22\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260203 000001.SZ 11.95 9.77\n",
"1 20260203 000002.SZ 5.15 4.21\n",
"2 20260203 000004.SZ 12.59 11.39\n",
"3 20260203 000006.SZ 9.58 7.84\n",
"4 20260203 000007.SZ 12.09 9.89\n",
"... ... ... ... ...\n",
"7431 20260120 920978.BJ 46.41 24.99\n",
"7432 20260120 920981.BJ 44.26 23.84\n",
"7433 20260120 920982.BJ 310.42 167.16\n",
"7434 20260120 920985.BJ 9.97 5.37\n",
"7435 20260120 920992.BJ 24.49 13.19\n",
"7453 20260203 920978.BJ 37.93 20.43\n",
"7454 20260203 920981.BJ 42.52 22.90\n",
"7455 20260203 920982.BJ 279.35 150.43\n",
"7456 20260203 920985.BJ 10.15 5.47\n",
"7457 20260203 920992.BJ 21.95 11.83\n",
"\n",
"[7436 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260119 000001.SZ 12.31 10.07\n",
"1 20260119 000002.SZ 5.20 4.26\n",
"2 20260119 000004.SZ 11.70 10.58\n",
"3 20260119 000006.SZ 10.13 8.29\n",
"4 20260119 000007.SZ 12.43 10.17\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260202 000001.SZ 11.91 9.75\n",
"1 20260202 000002.SZ 5.37 4.39\n",
"2 20260202 000004.SZ 13.25 11.99\n",
"3 20260202 000006.SZ 9.86 8.06\n",
"4 20260202 000007.SZ 11.97 9.79\n",
"... ... ... ... ...\n",
"7429 20260119 920978.BJ 46.26 24.92\n",
"7430 20260119 920981.BJ 45.51 24.51\n",
"7431 20260119 920982.BJ 305.50 164.50\n",
"7432 20260119 920985.BJ 9.88 5.32\n",
"7433 20260119 920992.BJ 24.28 13.08\n",
"7450 20260202 920978.BJ 40.36 21.74\n",
"7451 20260202 920981.BJ 45.50 24.50\n",
"7452 20260202 920982.BJ 287.80 154.98\n",
"7453 20260202 920985.BJ 10.33 5.57\n",
"7454 20260202 920992.BJ 22.63 12.19\n",
"\n",
"[7434 rows x 4 columns]]\n"
"[7455 rows x 4 columns]]\n"
]
}
],