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fix: order timeout

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zhiyong 2025-05-15 11:40:47 +08:00
parent 28472a3bb1
commit 292866257a
2 changed files with 3 additions and 9 deletions
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2
src/position_manager.py
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@ -251,7 +251,7 @@ class PositionManager:
try: try:
with open(self.data_path, "w") as f: with open(self.data_path, "w") as f:
json.dump(data_to_save, f) json.dump(data_to_save, f)
logger.info("成功保存实盘策略数据") logger.debug("成功保存实盘策略数据")
except Exception as e: except Exception as e:
logger.error(f"保存实盘策略数据失败: {str(e)}") logger.error(f"保存实盘策略数据失败: {str(e)}")

10
src/real/real_trader_manager.py
View File

@ -1,7 +1,7 @@
import time import time
import threading import threading
import schedule import schedule
import datetime from datetime import datetime
from xtquant import xtconstant from xtquant import xtconstant
from logger_config import get_logger from logger_config import get_logger
from config import Config from config import Config
@ -186,13 +186,7 @@ class RealTraderManager:
for order_id, order_info in pending_orders.items(): for order_id, order_info in pending_orders.items():
# 如果订单类型为限价单，则检查是否超时 # 如果订单类型为限价单，则检查是否超时
if order_info.order_type == ORDER_TYPE_LIMIT: if order_info.order_type == ORDER_TYPE_LIMIT:
# 将datetime对象转换为时间戳进行比较 duration = (datetime.now() - order_info.created_time).total_seconds()
if isinstance(order_info.created_time, datetime.datetime):
created_timestamp = order_info.created_time.timestamp()
duration = time.time() - created_timestamp
else:
duration = time.time() - order_info.created_time
if duration > Config.RTM_ORDER_TIMEOUT: if duration > Config.RTM_ORDER_TIMEOUT:
logger.info(f"限价单超时: ID={order_id}, 策略={strategy_name}, 持续时间={duration}秒") logger.info(f"限价单超时: ID={order_id}, 策略={strategy_name}, 持续时间={duration}秒")
self.trader.cancel(order_id) self.trader.cancel(order_id)