使用RealTraderManager 处理实盘交易
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zhiyong
parent
456e1c0c52
commit
1b462a3044
@ -30,8 +30,7 @@ class Config:
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XT_ACCOUNT = os.environ.get("XT_ACCOUNT", "80391818")
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XT_PATH = os.environ.get("XT_PATH", r'C:\\江海证券QMT实盘_交易\\userdata_mini')
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# 新增RealTraderManager配置
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USE_REAL_TRADER_MANAGER = os.environ.get("USE_REAL_TRADER_MANAGER", "True").lower() == "true"
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# RealTraderManager配置
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RTM_ORDER_TIMEOUT = int(os.environ.get("RTM_ORDER_TIMEOUT", 60)) # 订单超时时间（秒）
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RTM_MAX_RETRIES = int(os.environ.get("RTM_MAX_RETRIES", 3)) # 最大重试次数
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RTM_USE_MARKET_ORDER = os.environ.get("RTM_USE_MARKET_ORDER", "True").lower() == "true" # 是否使用市价单进行补单
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@ -391,34 +391,31 @@ def cancel(entrust_no):
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logger.info(f"Received cancel request for entrust_no={entrust_no}")
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try:
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# 不考虑是否为模拟交易，直接使用实盘
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# 优先使用RealTraderManager
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if Config.USE_REAL_TRADER_MANAGER:
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rtm = get_real_trader_manager()
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# 在RealTraderManager的待处理订单中查找
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found_in_rtm = False
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for order in rtm.get_pending_orders():
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if str(order['order_id']) == str(entrust_no):
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found_in_rtm = True
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# 使用RealTraderManager中的trader进行撤单
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result = rtm.trader.cancel(entrust_no)
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logger.info(f"通过RealTraderManager撤单结果: {result}")
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# 使用RealTraderManager
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rtm = get_real_trader_manager()
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# 在RealTraderManager的待处理订单中查找
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found_in_rtm = False
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for order in rtm.get_pending_orders():
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if str(order['order_id']) == str(entrust_no):
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found_in_rtm = True
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# 使用RealTraderManager中的trader进行撤单
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result = rtm.trader.cancel(entrust_no)
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logger.info(f"通过RealTraderManager撤单结果: {result}")
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# 更新订单状态
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rtm.check_pending_orders()
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return jsonify({"success": True, "data": result, "simulation": False}), 200
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# 更新订单状态
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rtm.check_pending_orders()
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return jsonify({"success": True, "data": result, "simulation": False}), 200
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# 如果RealTraderManager中未找到，执行下面的普通实盘撤单
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if not found_in_rtm:
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logger.info(f"在RealTraderManager中未找到订单{entrust_no}，使用普通实盘撤单")
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# 如果RealTraderManager中未找到，使用普通实盘撤单
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if not found_in_rtm:
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logger.info(f"在RealTraderManager中未找到订单{entrust_no}，使用普通实盘撤单")
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real_trader = get_real_trader()
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result = real_trader.cancel(entrust_no)
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logger.info(f"普通实盘撤单结果: {result}")
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# 普通实盘撤单方式
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real_trader = get_real_trader()
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result = real_trader.cancel(entrust_no)
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logger.info(f"普通实盘撤单结果: {result}")
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# 更新未完成委托状态
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StrategyPositionManager.update_pending_orders(real_trader)
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return jsonify({"success": True, "data": result, "simulation": False}), 200
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# 更新未完成委托状态
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StrategyPositionManager.update_pending_orders(real_trader)
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return jsonify({"success": True, "data": result, "simulation": False}), 200
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except Exception as e:
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logger.error(f"Error processing cancel request: {str(e)}")
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@ -524,9 +521,9 @@ def clear_strategy(strategy_name):
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# 判断当前交易模式
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should_simulate, _ = should_use_simulation()
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# 如果是实盘模式且启用了RealTraderManager
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if not should_simulate and Config.USE_REAL_TRADER_MANAGER:
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# 先尝试清除RealTraderManager中的策略目标
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# 如果是实盘模式，使用RealTraderManager
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if not should_simulate:
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# 清除RealTraderManager中的策略目标
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rtm = get_real_trader_manager()
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if strategy_name in rtm.strategy_targets:
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with _instance_lock: # 使用锁保护操作
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@ -607,8 +604,8 @@ def get_order_status():
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# 判断当前交易模式
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should_simulate, _ = should_use_simulation()
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if not should_simulate and Config.USE_REAL_TRADER_MANAGER:
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# 实盘 + RealTraderManager模式
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if not should_simulate:
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# 实盘模式，使用RealTraderManager
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try:
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rtm = get_real_trader_manager()
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pending_orders = rtm.get_pending_orders()
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@ -621,17 +618,25 @@ def get_order_status():
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# 发生错误时，回退到使用普通交易实例
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logger.info("回退到使用普通交易实例获取订单状态")
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# 模拟交易或实盘但未使用RealTraderManager
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trader = get_sim_trader() if should_simulate else get_real_trader()
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try:
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entrusts = execute_with_timeout(trader.get_today_entrust, Config.TRADE_TIMEOUT)
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if entrusts is None:
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logger.error("获取今日委托超时")
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return jsonify({"success": False, "error": "获取今日委托超时", "simulation": should_simulate}), 500
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return jsonify({"success": True, "data": entrusts, "simulation": should_simulate}), 200
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except Exception as e:
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logger.error(f"获取今日委托时出错: {str(e)}")
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return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": should_simulate}), 500
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trader = get_real_trader()
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try:
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entrusts = execute_with_timeout(trader.get_today_entrust, Config.TRADE_TIMEOUT)
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if entrusts is None:
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logger.error("获取今日委托超时")
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return jsonify({"success": False, "error": "获取今日委托超时", "simulation": False}), 500
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return jsonify({"success": True, "data": entrusts, "simulation": False}), 200
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except Exception as e:
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logger.error(f"获取今日委托时出错: {str(e)}")
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return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": False}), 500
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else:
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# 模拟交易模式
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trader = get_sim_trader()
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try:
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entrusts = trader.get_today_entrust()
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return jsonify({"success": True, "data": entrusts, "simulation": True}), 200
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except Exception as e:
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logger.error(f"获取今日委托时出错: {str(e)}")
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return jsonify({"success": False, "error": f"获取今日委托时出错: {str(e)}", "simulation": True}), 500
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except Exception as e:
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logger.error(f"处理订单状态请求时出错: {str(e)}")
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abort(500, description="Internal server error")
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@ -647,15 +652,12 @@ def get_strategy_targets():
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# 获取查询参数
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strategy_name = request.args.get("strategy_name")
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# 检查是否是实盘模式且使用RealTraderManager
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# 检查是否是实盘模式
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should_simulate, _ = should_use_simulation()
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if should_simulate:
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return jsonify({"success": False, "error": "模拟交易模式下不支持目标持仓", "simulation": True}), 400
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if not Config.USE_REAL_TRADER_MANAGER:
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return jsonify({"success": False, "error": "RealTraderManager未启用，无法获取目标持仓", "simulation": False}), 400
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try:
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rtm = get_real_trader_manager()
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targets = rtm.get_strategy_targets()
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