- 修复6处静默except块(撤单、错误回调、线程停止、健康检查等) - 统一入口模块使用logging替代print - 增强交易日志可追踪性 - 添加完整堆栈跟踪日志
622 lines
25 KiB
Python
622 lines
25 KiB
Python
# coding:utf-8
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import time, datetime, traceback, sys, json, os, threading
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import logging
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import redis
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from xtquant import xtdata
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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from xtquant.xttype import StockAccount
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from xtquant import xtconstant
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# FastAPI 相关
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from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from fastapi.responses import FileResponse
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import uvicorn
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# ================= 0. Windows 防卡死补丁 =================
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try:
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import ctypes
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kernel32 = ctypes.windll.kernel32
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# 禁用快速编辑模式 (0x0040)
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kernel32.SetConsoleMode(kernel32.GetStdHandle(-10), 128)
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except:
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pass
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# ================= 1. 全局状态管理 =================
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class SystemState:
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def __init__(self):
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self.xt_trader = None
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self.acc = None
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self.pos_manager = None
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self.callback = None
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self.is_running = True
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self.start_time = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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self.last_heartbeat = "Initializing..."
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self.config = {}
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GLOBAL_STATE = SystemState()
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CURRENT_LOG_DATE = None
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ORDER_CACHE = {} # 内存缓存: OrderID -> (Strategy, Code, Action)
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# ================= 2. 增强型日志系统 =================
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def setup_logger():
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global CURRENT_LOG_DATE
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log_dir = "logs"
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if not os.path.exists(log_dir):
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os.makedirs(log_dir)
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today_str = datetime.date.today().strftime('%Y-%m-%d')
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CURRENT_LOG_DATE = today_str
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log_file = os.path.join(log_dir, f"{today_str}.log")
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logger = logging.getLogger("QMT_Trader")
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logger.setLevel(logging.INFO)
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# 清除旧 handler
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if logger.handlers:
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for handler in logger.handlers[:]:
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try:
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handler.close()
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logger.removeHandler(handler)
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except: pass
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# 格式中增加 线程名,方便排查是 API 线程还是 交易线程
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formatter = logging.Formatter(
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'[%(asctime)s] [%(levelname)s] [%(threadName)s] %(message)s',
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datefmt='%Y-%m-%d %H:%M:%S'
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)
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# 文件输出
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file_handler = logging.FileHandler(log_file, mode='a', encoding='utf-8')
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file_handler.setFormatter(formatter)
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# 控制台输出 (强制刷新流,防止命令行卡住不显示)
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stream_handler = logging.StreamHandler(sys.stdout)
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stream_handler.setFormatter(formatter)
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stream_handler.flush = sys.stdout.flush
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logger.addHandler(file_handler)
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logger.addHandler(stream_handler)
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return logger
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logger = setup_logger()
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# ================= 3. 配置加载 =================
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def load_config(config_file='config.json'):
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if getattr(sys, 'frozen', False):
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base_path = os.path.dirname(sys.executable)
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else:
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base_path = os.path.dirname(os.path.abspath(__file__))
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full_path = os.path.join(base_path, config_file)
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if not os.path.exists(full_path):
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if os.path.exists(config_file): full_path = config_file
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else:
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logger.error(f"找不到配置文件: {full_path}")
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sys.exit(1)
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try:
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with open(full_path, 'r', encoding='utf-8') as f:
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return json.load(f)
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except Exception as e:
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logger.error(f"配置文件错误: {e}")
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sys.exit(1)
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# ================= 4. 业务逻辑类 =================
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class PositionManager:
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def __init__(self, r_client):
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self.r = r_client
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def _get_key(self, strategy_name):
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return f"POS:{strategy_name}"
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def mark_holding(self, strategy_name, code):
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self.r.hsetnx(self._get_key(strategy_name), code, 0)
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def rollback_holding(self, strategy_name, code):
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key = self._get_key(strategy_name)
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val = self.r.hget(key, code)
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if val is not None and int(val) == 0:
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self.r.hdel(key, code)
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logger.warning(f"[{strategy_name}] 回滚释放槽位: {code}")
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def update_actual_volume(self, strategy_name, code, delta_vol):
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key = self._get_key(strategy_name)
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new_vol = self.r.hincrby(key, code, int(delta_vol))
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if new_vol <= 0:
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self.r.hdel(key, code)
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new_vol = 0
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return new_vol
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def get_position(self, strategy_name, code):
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vol = self.r.hget(self._get_key(strategy_name), code)
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return int(vol) if vol else 0
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def get_holding_count(self, strategy_name):
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return self.r.hlen(self._get_key(strategy_name))
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def get_all_virtual_positions(self, strategy_name):
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return self.r.hgetall(self._get_key(strategy_name))
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def force_delete(self, strategy_name, code):
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self.r.hdel(self._get_key(strategy_name), code)
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def clean_stale_placeholders(self, strategy_name, xt_trader, acc):
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try:
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key = self._get_key(strategy_name)
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all_pos = self.r.hgetall(key)
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if not all_pos: return
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active_orders = xt_trader.query_stock_orders(acc, cancelable_only=True)
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active_codes = [o.stock_code for o in active_orders] if active_orders else []
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real_positions = xt_trader.query_stock_positions(acc)
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real_holdings = [p.stock_code for p in real_positions if p.volume > 0] if real_positions else []
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for code, vol_str in all_pos.items():
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if int(vol_str) == 0:
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if (code not in real_holdings) and (code not in active_codes):
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self.r.hdel(key, code)
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logger.warning(f"[{strategy_name}] 自动清理僵尸占位: {code}")
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except Exception as e:
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logger.error(f"清理僵尸占位异常: {e}")
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class DailySettlement:
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def __init__(self, xt_trader, acc, pos_mgr, strategies):
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self.trader = xt_trader
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self.acc = acc
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self.pos_mgr = pos_mgr
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self.strategies = strategies
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self.has_settled = False
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def run_settlement(self):
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logger.info("="*40)
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logger.info("执行收盘清算流程...")
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try:
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orders = self.trader.query_stock_orders(self.acc, cancelable_only=True)
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logger.info(f"收盘清算 - 查询可撤单订单: 获取到 {len(orders) if orders else 0} 个订单")
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if orders:
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for o in orders:
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logger.info(f"收盘清算 - 撤单: OrderID={o.order_id}, Stock={o.stock_code}")
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self.trader.cancel_order_stock(self.acc, o.order_id)
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time.sleep(2)
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logger.info(f"收盘清算 - 完成撤单操作,共处理 {len(orders)} 个订单")
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else:
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logger.info("收盘清算 - 无待撤单订单")
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except Exception as e:
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logger.error(f"收盘清算 - 查询/撤单失败: {str(e)}", exc_info=True)
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real_positions = self.trader.query_stock_positions(self.acc)
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real_pos_map = {p.stock_code: p.volume for p in real_positions if p.volume > 0} if real_positions else {}
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for strategy in self.strategies:
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virtual = self.pos_mgr.get_all_virtual_positions(strategy)
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for code, v_str in virtual.items():
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v = int(v_str)
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if code not in real_pos_map:
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logger.warning(f" [修正] {strategy} 幽灵持仓 {code} (Redis={v}) -> 强制释放")
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self.pos_mgr.force_delete(strategy, code)
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elif v == 0 and code in real_pos_map:
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real_vol = real_pos_map[code]
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self.pos_mgr.update_actual_volume(strategy, code, real_vol)
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logger.info(f" [修正] {strategy} 修正占位符 {code} 0 -> {real_vol}")
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logger.info("清算完成")
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self.has_settled = True
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def reset_flag(self):
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self.has_settled = False
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class MyXtQuantTraderCallback(XtQuantTraderCallback):
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def __init__(self, pos_mgr):
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self.pos_mgr = pos_mgr
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self.is_connected = False
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def on_disconnected(self):
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logger.warning(">> 回调通知: 交易端连接断开")
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self.is_connected = False
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def on_stock_trade(self, trade):
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try:
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cache_info = ORDER_CACHE.get(trade.order_id)
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if not cache_info: return
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strategy, _, action = cache_info
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logger.info(f">>> [成交] {strategy} {trade.stock_code} {trade.traded_volume}")
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if action == 'BUY': self.pos_mgr.update_actual_volume(strategy, trade.stock_code, trade.traded_volume)
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elif action == 'SELL': self.pos_mgr.update_actual_volume(strategy, trade.stock_code, -trade.traded_volume)
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except Exception as e:
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logger.error(f"on_stock_trade 成交回调处理失败: {str(e)}", exc_info=True)
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def on_order_error(self, err):
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try:
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logger.error(f"下单失败回调: OrderID={err.order_id}, 错误信息={err.error_msg}")
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cache = ORDER_CACHE.get(err.order_id)
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if cache and cache[2] == 'BUY':
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logger.info(f"回滚持仓: Strategy={cache[0]}, Stock={cache[1]}")
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self.pos_mgr.rollback_holding(cache[0], cache[1])
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del ORDER_CACHE[err.order_id]
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except Exception as e:
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logger.error(f"on_order_error 错误回调处理失败: {str(e)}", exc_info=True)
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# ================= 5. 核心消息处理 (重写版:拒绝静默失败) =================
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def process_strategy_queue(strategy_name, r_client, xt_trader, acc, pos_manager):
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queue_key = f"{strategy_name}_real"
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# 1. 获取消息
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msg_json = r_client.lpop(queue_key)
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if not msg_json:
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return
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# 2. 存入历史并解析 (打印原始消息,确保知道收到了什么)
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logger.info(f"-------- 处理消息 [{strategy_name}] --------")
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logger.info(f"收到原始消息: {msg_json}")
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try:
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r_client.rpush(f"{queue_key}:history", msg_json)
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try:
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data = json.loads(msg_json)
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except json.JSONDecodeError:
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logger.error("JSON 解析失败,跳过消息")
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return
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# 3. 基础校验 (每一步失败都必须打印 Log)
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if data.get('is_backtest'):
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logger.warning(f"检测到回测标记 is_backtest=True,忽略此消息")
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return
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msg_ts = data.get('timestamp')
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if not msg_ts:
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logger.warning(f"消息缺失时间戳 timestamp,忽略")
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return
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today_str = datetime.date.today().strftime('%Y-%m-%d')
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msg_date = msg_ts.split(' ')[0]
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if msg_date != today_str:
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logger.warning(f"消息日期过期: {msg_date} != 今日 {today_str},忽略")
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return
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# 4. 提取关键字段
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stock_code = data.get('stock_code')
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action = data.get('action')
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price = float(data.get('price', 0))
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total_slots = int(data.get('total_slots', 1))
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if not stock_code or not action:
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logger.error(f"缺少关键字段: Code={stock_code}, Action={action}")
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return
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logger.info(f"解析成功: {action} {stock_code} @ {price}, 目标槽位: {total_slots}")
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# 5. QMT 存活检查
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if xt_trader is None or acc is None:
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logger.error("严重错误: QMT 对象未初始化 (xt_trader is None)")
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return
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# 6. 买入逻辑
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if action == 'BUY':
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holding = pos_manager.get_holding_count(strategy_name)
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empty = total_slots - holding
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logger.info(f"检查持仓: 当前占用 {holding} / 总槽位 {total_slots} -> 剩余 {empty}")
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if empty <= 0:
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logger.warning(f"拦截买入: 槽位已满,不执行下单")
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return
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# 查询资金
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asset = xt_trader.query_stock_asset(acc)
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if not asset:
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logger.error("API 错误: query_stock_asset 返回 None,可能是 QMT 断连或未同步")
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return
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logger.info(f"当前可用资金: {asset.cash:.2f}")
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amt = asset.cash / empty
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if amt < 2000:
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logger.warning(f"拦截买入: 单笔金额过小 ({amt:.2f} < 2000)")
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return
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if price <= 0:
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logger.warning(f"价格异常: {price},强制设为1.0以计算股数(仅测试用)")
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price = 1.0
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vol = int(amt / price / 100) * 100
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logger.info(f"计算股数: 资金{amt:.2f} / 价格{price} -> {vol}股")
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if vol < 100:
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logger.warning(f"拦截买入: 股数不足 100 ({vol})")
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return
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# 执行下单
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oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_BUY, vol, xtconstant.FIX_PRICE, price, strategy_name, 'PyBuy')
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if oid != -1:
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logger.info(f"√√√ 下单成功: ID={oid} {stock_code} 买入 {vol}")
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ORDER_CACHE[oid] = (strategy_name, stock_code, 'BUY')
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pos_manager.mark_holding(strategy_name, stock_code)
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else:
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logger.error(f"XXX 下单请求被拒绝 (Result=-1),请检查 QMT 终端报错")
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# 7. 卖出逻辑
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elif action == 'SELL':
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v_vol = pos_manager.get_position(strategy_name, stock_code)
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logger.info(f"卖出 - Redis 记录虚拟持仓: {v_vol}")
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if v_vol > 0:
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logger.info(f"卖出 - 正在查询实盘持仓: {stock_code}")
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real_pos = xt_trader.query_stock_positions(acc)
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logger.info(f"卖出 - 实盘持仓查询完成,获取到 {len(real_pos) if real_pos else 0} 条记录")
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if real_pos is None:
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logger.error("API 错误: query_stock_positions 返回 None")
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return
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rp = next((p for p in real_pos if p.stock_code==stock_code), None)
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can_use = rp.can_use_volume if rp else 0
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logger.info(f"卖出 - 股票 {stock_code} 实盘可用持仓: {can_use}")
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final = min(v_vol, can_use)
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logger.info(f"卖出 - 计算卖出量: min({v_vol}, {can_use}) = {final}")
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if final > 0:
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logger.info(f"卖出 - 执行卖出订单: {stock_code} @ {price}, 数量: {final}")
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oid = xt_trader.order_stock(acc, stock_code, xtconstant.STOCK_SELL, final, xtconstant.FIX_PRICE, price, strategy_name, 'PySell')
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if oid != -1:
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logger.info(f"√√√ 下单成功: ID={oid} {stock_code} 卖出 {final}")
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ORDER_CACHE[oid] = (strategy_name, stock_code, 'SELL')
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else:
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logger.error(f"XXX 下单请求被拒绝 (Result=-1)")
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else:
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logger.warning(f"拦截卖出: 最终计算卖出量为 0 (虚拟:{v_vol}, 实盘:{can_use})")
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else:
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logger.warning(f"拦截卖出: Redis 中无此持仓记录,忽略")
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else:
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logger.error(f"未知的 Action: {action}")
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except Exception as e:
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logger.error(f"消息处理发生未捕获异常: {str(e)}", exc_info=True)
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# ================= 6. QMT初始化 =================
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def init_qmt_trader(qmt_path, account_id, account_type, pos_manager):
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try:
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session_id = int(time.time())
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logger.info(f"正在连接 QMT (Path: {qmt_path})...")
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trader = XtQuantTrader(qmt_path, session_id)
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acc = StockAccount(account_id, account_type)
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callback = MyXtQuantTraderCallback(pos_manager)
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trader.register_callback(callback)
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trader.start()
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res = trader.connect()
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if res == 0:
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logger.info(f"QMT 连接成功 [Session:{session_id}]")
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trader.subscribe(acc)
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callback.is_connected = True
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return trader, acc, callback
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else:
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logger.error(f"QMT 连接失败 Code:{res} (请检查 QMT 是否登录且路径正确)")
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return None, None, None
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except Exception as e:
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logger.error(f"初始化异常: {e}", exc_info=True)
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return None, None, None
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# ================= 7. 交易逻辑主循环 =================
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def trading_loop():
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global logger
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threading.current_thread().name = "TradeThread"
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logger.info(">>> 交易逻辑子线程启动 <<<")
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GLOBAL_STATE.config = load_config('config.json')
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CONFIG = GLOBAL_STATE.config
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redis_cfg = CONFIG['redis']
|
||
qmt_cfg = CONFIG['qmt']
|
||
watch_list = CONFIG['strategies']
|
||
|
||
try:
|
||
r = redis.Redis(**redis_cfg, decode_responses=True)
|
||
r.ping()
|
||
pos_manager = PositionManager(r)
|
||
GLOBAL_STATE.pos_manager = pos_manager
|
||
logger.info("Redis 连接成功")
|
||
except Exception as e:
|
||
logger.critical(f"Redis 连接失败: {e}")
|
||
return
|
||
|
||
# 初始化
|
||
xt_trader, acc, callback = init_qmt_trader(
|
||
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
||
)
|
||
GLOBAL_STATE.xt_trader = xt_trader
|
||
GLOBAL_STATE.acc = acc
|
||
GLOBAL_STATE.callback = callback
|
||
|
||
settler = None
|
||
if xt_trader:
|
||
settler = DailySettlement(xt_trader, acc, pos_manager, watch_list)
|
||
for s in watch_list:
|
||
pos_manager.clean_stale_placeholders(s, xt_trader, acc)
|
||
|
||
logger.info(">>> 进入主轮询循环 <<<")
|
||
|
||
last_health_check = 0 # 上次深度检查时间
|
||
|
||
while GLOBAL_STATE.is_running:
|
||
try:
|
||
# 1. 基础心跳更新
|
||
GLOBAL_STATE.last_heartbeat = datetime.datetime.now().strftime('%H:%M:%S')
|
||
|
||
# 2. 状态诊断与自动修复 (关键修改!!!)
|
||
# 每 15 秒执行一次“深度探测”,而不是每一轮都看 callback
|
||
if time.time() - last_health_check > 15:
|
||
last_health_check = time.time()
|
||
|
||
is_alive_physically = False
|
||
|
||
# 尝试通过“查资产”来验证连接是否真的活着
|
||
if GLOBAL_STATE.xt_trader and GLOBAL_STATE.acc:
|
||
try:
|
||
asset = GLOBAL_STATE.xt_trader.query_stock_asset(GLOBAL_STATE.acc)
|
||
if asset:
|
||
is_alive_physically = True
|
||
# 【核心修复】:如果物理探测成功,强行修正 callback 状态
|
||
if GLOBAL_STATE.callback and not GLOBAL_STATE.callback.is_connected:
|
||
GLOBAL_STATE.callback.is_connected = True
|
||
logger.info("✅ [自愈] 检测到资产查询正常,修正伪造的断开状态 (False -> True)")
|
||
except:
|
||
pass
|
||
|
||
# 只有当 逻辑断开(callback) AND 物理断开(无法查资产) 时,才判定为断线
|
||
current_status = GLOBAL_STATE.callback.is_connected if GLOBAL_STATE.callback else False
|
||
|
||
# 减少日志刷屏:只有状态真的异常时才打印
|
||
if not current_status and not is_alive_physically:
|
||
logger.warning(f"⚠️ 线程存活检查 | 逻辑状态:{current_status} | 物理探测:失败")
|
||
|
||
# 3. 断线重连逻辑
|
||
# 只有“物理探测”彻底失败了,才执行重连
|
||
if not is_alive_physically:
|
||
# 避让 QMT 夜间重启高峰期 (23:20 - 23:35)
|
||
# 避免在这段时间疯狂重连打印日志
|
||
now_hm = datetime.datetime.now().strftime('%H%M')
|
||
if '2320' <= now_hm <= '2335':
|
||
logger.info("⏳ QMT维护时段,暂停重连,休眠60秒...")
|
||
time.sleep(60)
|
||
continue
|
||
|
||
if datetime.date.today().weekday() >= 5: # 周末
|
||
time.sleep(3600)
|
||
continue
|
||
|
||
logger.warning("🚫 确认连接丢失,执行重连...")
|
||
if GLOBAL_STATE.xt_trader:
|
||
try:
|
||
GLOBAL_STATE.xt_trader.stop()
|
||
logger.info("已停止旧交易实例")
|
||
except Exception as e:
|
||
logger.error(f"停止旧交易实例失败: {str(e)}", exc_info=True)
|
||
|
||
new_trader, new_acc, new_cb = init_qmt_trader(
|
||
qmt_cfg['path'], qmt_cfg['account_id'], qmt_cfg['account_type'], pos_manager
|
||
)
|
||
|
||
if new_trader:
|
||
GLOBAL_STATE.xt_trader = new_trader
|
||
GLOBAL_STATE.acc = new_acc
|
||
GLOBAL_STATE.callback = new_cb
|
||
settler = DailySettlement(new_trader, new_acc, pos_manager, watch_list)
|
||
logger.info("✅ 重连成功")
|
||
else:
|
||
logger.error("❌ 重连失败,60秒后重试")
|
||
time.sleep(60)
|
||
continue
|
||
|
||
# 4. 日志轮转与心跳文件
|
||
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
||
if today_str != CURRENT_LOG_DATE:
|
||
logger = setup_logger()
|
||
|
||
try:
|
||
with open("heartbeat.txt", "w") as f:
|
||
f.write(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
|
||
except: pass
|
||
|
||
# 5. 交易逻辑处理
|
||
current_time_str = datetime.datetime.now().strftime('%H%M%S')
|
||
is_trading_time = ('091500' <= current_time_str <= '113000') or ('130000' <= current_time_str <= '150000')
|
||
|
||
# 如果连接正常(无论 callback 怎么说,只要上面探测过了,xt_trader 就是可用的)
|
||
if is_trading_time and GLOBAL_STATE.xt_trader:
|
||
if settler and settler.has_settled:
|
||
settler.reset_flag()
|
||
for s in watch_list:
|
||
process_strategy_queue(s, r, GLOBAL_STATE.xt_trader, GLOBAL_STATE.acc, pos_manager)
|
||
|
||
elif '150500' <= current_time_str <= '151000':
|
||
if settler and not settler.has_settled:
|
||
settler.run_settlement()
|
||
|
||
time.sleep(1 if is_trading_time else 5)
|
||
|
||
except Exception as e:
|
||
logger.critical("交易循环异常", exc_info=True)
|
||
time.sleep(10)
|
||
|
||
# ================= 8. FastAPI 接口 =================
|
||
app = FastAPI(title="QMT Monitor")
|
||
|
||
app.add_middleware(
|
||
CORSMiddleware,
|
||
allow_origins=["*"],
|
||
allow_methods=["*"],
|
||
allow_headers=["*"],
|
||
)
|
||
|
||
@app.get("/")
|
||
async def read_root():
|
||
if os.path.exists("dashboard.html"):
|
||
return FileResponse("dashboard.html")
|
||
return {"error": "Dashboard not found"}
|
||
|
||
@app.get("/api/status")
|
||
def get_status():
|
||
connected = False
|
||
if GLOBAL_STATE.callback:
|
||
connected = GLOBAL_STATE.callback.is_connected
|
||
return {
|
||
"running": True,
|
||
"qmt_connected": connected,
|
||
"start_time": GLOBAL_STATE.start_time,
|
||
"last_loop_update": GLOBAL_STATE.last_heartbeat,
|
||
"account_id": GLOBAL_STATE.acc.account_id if GLOBAL_STATE.acc else "Unknown"
|
||
}
|
||
|
||
@app.get("/api/positions")
|
||
def get_positions():
|
||
real_pos_list = []
|
||
virtual_pos_map = {}
|
||
|
||
if GLOBAL_STATE.xt_trader and GLOBAL_STATE.acc and GLOBAL_STATE.callback and GLOBAL_STATE.callback.is_connected:
|
||
try:
|
||
positions = GLOBAL_STATE.xt_trader.query_stock_positions(GLOBAL_STATE.acc)
|
||
if positions:
|
||
for p in positions:
|
||
if p.volume > 0:
|
||
real_pos_list.append({
|
||
"code": p.stock_code,
|
||
"volume": p.volume,
|
||
"can_use": p.can_use_volume,
|
||
"market_value": p.market_value
|
||
})
|
||
except: pass
|
||
|
||
if GLOBAL_STATE.config and GLOBAL_STATE.pos_manager:
|
||
for s in GLOBAL_STATE.config.get('strategies', []):
|
||
v_data = GLOBAL_STATE.pos_manager.get_all_virtual_positions(s)
|
||
virtual_pos_map[s] = v_data
|
||
|
||
return {
|
||
"real_positions": real_pos_list,
|
||
"virtual_positions": virtual_pos_map
|
||
}
|
||
|
||
@app.get("/api/logs")
|
||
def get_logs(lines: int = 50):
|
||
today_str = datetime.date.today().strftime('%Y-%m-%d')
|
||
log_path = os.path.join("logs", f"{today_str}.log")
|
||
if not os.path.exists(log_path):
|
||
return {"logs": ["暂无今日日志"]}
|
||
try:
|
||
with open(log_path, 'r', encoding='utf-8') as f:
|
||
all_lines = f.readlines()
|
||
return {"logs": [line.strip() for line in all_lines[-lines:]]}
|
||
except Exception as e:
|
||
return {"logs": [f"读取失败: {str(e)}"]}
|
||
|
||
# ================= 9. 启动入口 =================
|
||
if __name__ == '__main__':
|
||
# 使用 -u 参数运行是最佳实践: python -u main.py
|
||
# 但这里也在代码里强制 flush 了
|
||
print(">>> 系统正在启动...")
|
||
|
||
t = threading.Thread(target=trading_loop, daemon=True)
|
||
t.start()
|
||
|
||
print("Web服务启动: http://localhost:8001")
|
||
uvicorn.run(app, host="0.0.0.0", port=8001, log_level="warning") |