添加仅模拟交易
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zhiyong
parent
02f67a2424
commit
893d679632
@ -2,12 +2,13 @@ import os
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class Config:
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# Server settings
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PORT = int(os.getenv('TRADE_SERVER_PORT', 9527))
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HOST = os.getenv('TRADE_SERVER_HOST', '0.0.0.0')
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PORT = 9527
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HOST = '0.0.0.0'
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DEBUG = False
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# Trading settings
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TRADE_TIMEOUT = int(os.getenv('TRADE_TIMEOUT', 3)) # 交易超时时间（秒）
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TRADE_TIMEOUT = 3 # 交易超时时间（秒）
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SIMULATION_ONLY = True # 是否仅使用模拟交易
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# Trading hours
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MARKET_OPEN_TIME = "09:20"
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@ -26,5 +27,5 @@ class Config:
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RATE_LIMIT_PERIOD = 60 # seconds
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# XtQuant 相关配置
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XT_ACCOUNT = os.getenv('XT_ACCOUNT', '80391818')
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XT_PATH = os.getenv('XT_PATH', r'C:\\江海证券QMT实盘_交易\\userdata_mini')
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XT_ACCOUNT = '80391818'
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XT_PATH = r'C:\\江海证券QMT实盘_交易\\userdata_mini'
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@ -101,9 +101,61 @@ def run_pending_tasks():
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# Run the task scheduler in a new thread
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threading.Thread(target=run_pending_tasks).start()
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trader = XtTrader()
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trader.login()
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# 创建模拟交易类
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class SimulationTrader:
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def __init__(self):
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self.logger = sim_logger
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def login(self):
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self.logger.info("模拟交易：登录成功")
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return True
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def logout(self):
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self.logger.info("模拟交易：登出成功")
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return True
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def buy(self, code, price, amount):
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message = f"模拟买入 - 代码: {code}, 价格: {price}, 数量: {amount}"
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self.logger.info(message)
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return {"order_id": "simulation", "message": message}
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def sell(self, code, price, amount):
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message = f"模拟卖出 - 代码: {code}, 价格: {price}, 数量: {amount}"
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self.logger.info(message)
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return {"order_id": "simulation", "message": message}
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def cancel(self, entrust_no):
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message = f"模拟撤单 - 委托号: {entrust_no}"
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self.logger.info(message)
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return {"order_id": "simulation", "message": message}
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def get_balance(self):
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message = "模拟交易：查询余额"
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self.logger.info(message)
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return {"cash": 1000000.00, "frozen": 0.00, "total": 1000000.00}
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def get_positions(self):
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message = "模拟交易：查询持仓"
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self.logger.info(message)
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return []
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def get_today_trades(self):
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message = "模拟交易：查询今日成交"
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self.logger.info(message)
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return []
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def get_today_entrust(self):
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message = "模拟交易：查询今日委托"
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self.logger.info(message)
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return []
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def is_trading_time(self):
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return True
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# 根据配置选择交易实例
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trader = SimulationTrader() if Config.SIMULATION_ONLY else XtTrader()
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trader.login()
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# 添加请求频率限制
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app = Flask(__name__)
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@ -139,37 +191,41 @@ def buy():
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if price <= 0 or amount <= 0:
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raise ValueError("Price and amount must be positive")
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# 检查交易状态
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# 检查是否需要模拟交易
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should_simulate = True
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simulation_reason = "未知原因"
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if trader is None:
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simulation_reason = "交易实例未初始化"
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else:
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if not Config.SIMULATION_ONLY:
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try:
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if not trader.is_trading_time():
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simulation_reason = "当前为非交易时段"
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else:
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if trader.is_trading_time():
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should_simulate = False
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else:
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simulation_reason = "当前为非交易时段"
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except Exception as e:
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simulation_reason = f"检查交易时间发生错误: {str(e)}"
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if should_simulate:
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# 记录模拟交易信息
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# 使用模拟交易
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sim_message = f"模拟买入 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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# 实际交易
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# 尝试实盘交易
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logger.info(f"Executing buy order: code={code}, price={price}, amount={amount}")
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result = execute_with_timeout(trader.buy, Config.TRADE_TIMEOUT, code, price, amount)
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if result is None:
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logger.error(f"Buy order timeout after {Config.TRADE_TIMEOUT} seconds")
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return jsonify({"success": False, "error": "Operation timeout"}), 408
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logger.info(f"Buy order result: {result}")
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response = {"success": True, "data": result}
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return jsonify(response), 200
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try:
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result = execute_with_timeout(trader.buy, Config.TRADE_TIMEOUT, code, price, amount)
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if result is None:
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# 超时时使用模拟交易
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sim_message = f"模拟买入 - 交易超时 - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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logger.info(f"Buy order result: {result}")
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return jsonify({"success": True, "data": result}), 200
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except Exception as e:
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# 发生错误时使用模拟交易
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sim_message = f"模拟买入 - 交易失败({str(e)}) - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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except ValueError as e:
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logger.error(f"Invalid request parameters: {str(e)}")
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abort(400, description=str(e))
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@ -198,37 +254,41 @@ def sell():
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if price <= 0 or amount <= 0:
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raise ValueError("Price and amount must be positive")
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# 检查交易状态
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# 检查是否需要模拟交易
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should_simulate = True
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simulation_reason = "未知原因"
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if trader is None:
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simulation_reason = "交易实例未初始化"
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else:
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if not Config.SIMULATION_ONLY:
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try:
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if not trader.is_trading_time():
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simulation_reason = "当前为非交易时段"
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else:
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if trader.is_trading_time():
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should_simulate = False
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else:
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simulation_reason = "当前为非交易时段"
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except Exception as e:
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simulation_reason = f"检查交易时间发生错误: {str(e)}"
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if should_simulate:
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# 记录模拟交易信息
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# 使用模拟交易
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sim_message = f"模拟卖出 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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# 实际交易
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# 尝试实盘交易
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logger.info(f"Executing sell order: code={code}, price={price}, amount={amount}")
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result = execute_with_timeout(trader.sell, Config.TRADE_TIMEOUT, code, price, amount)
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if result is None:
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logger.error(f"Sell order timeout after {Config.TRADE_TIMEOUT} seconds")
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return jsonify({"success": False, "error": "Operation timeout"}), 408
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logger.info(f"Sell order result: {result}")
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response = {"success": True, "data": result}
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return jsonify(response), 200
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try:
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result = execute_with_timeout(trader.sell, Config.TRADE_TIMEOUT, code, price, amount)
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if result is None:
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# 超时时使用模拟交易
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sim_message = f"模拟卖出 - 交易超时 - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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logger.info(f"Sell order result: {result}")
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return jsonify({"success": True, "data": result}), 200
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except Exception as e:
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# 发生错误时使用模拟交易
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sim_message = f"模拟卖出 - 交易失败({str(e)}) - 代码: {code}, 价格: {price}, 数量: {amount}"
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sim_logger.info(sim_message)
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return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
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except ValueError as e:
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logger.error(f"Invalid request parameters: {str(e)}")
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abort(400, description=str(e))
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