refactor position manager
This commit is contained in:
zhiyong
parent
a407ce1f2f
commit
978834772b
23
README.md
23
README.md
@ -100,3 +100,26 @@ print(response.json())
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- 系统默认会根据交易时间自动判断是否使用模拟交易
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- 交易日判断基于chinese-calendar库
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- 请确保配置正确的交易账号和路径
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## design
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### strategy position manager
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策略仓位管理是用于保存,更新基于策略名的股票仓位, 和未完成订单的
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父类: BasePositionManager
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子类: RealPositionManager(放入real 模块), SimulationPositionManager(放入simulation 模块)
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position manager 中保存两个字典, positions, pending_orders, key都是策略名
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position manager在trade_server中初始化, 作为参数传入trader
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完整的交易流程是:
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1. 下单
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用户调用trader下单, trader在发出下单信号的同时添加一个pending_order给position manager
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pending_order的结构是{order_id, order_status}, 当order_status是完成状态时, 应该从字典中删除
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下单没有给策略名的, 策略名默认为"default_strategy"
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2. 更新pending order状态
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模拟盘立刻全部成交, 在下单后立刻更新仓位, 并删除pending order, 需要打印日志
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实盘由real_trader_manager管理pending order状态, 具体是
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- 下单后立刻尝试更新pending order状态, 比如状态变为部分成交, 全部成交等, 同时更新持仓,并计划一个1分钟后的任务
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- 1分钟后再次更新订单状态, 如果全部成交, 则更新持仓, 否则(部分成交, 无成交), 撤单, 并下一个市价单数量是原先订单数量, 或者补单数量(部分成交)
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- 如果下单发生错误, 表示没有成功下单, 则不添加pending order, 也不更新仓位, 即忽略这笔订单, 打印错误日志
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3. 收盘后保存策略持仓(模拟盘, 实盘单独保存)
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4. server启动时载入持仓文件
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以上设计基于简洁, 逻辑清晰, 流程简单的思路, 如果有更好的建议, 可以提供
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258
src/position_manager.py
Normal file
258
src/position_manager.py
Normal file
@ -0,0 +1,258 @@
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import os
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import json
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from logger_config import get_logger
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from trade_constants import ORDER_DIRECTION_BUY
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# 获取日志记录器
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logger = get_logger('position_manager')
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class PositionManager():
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"""实盘策略持仓管理器，负责管理不同策略在实盘环境下的持仓情况"""
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def __init__(self, trade_type):
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"""初始化实盘持仓管理器"""
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super().__init__()
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# 策略持仓信息
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self.positions = {} # 策略名 -> {股票代码 -> {total_amount, closeable_amount}}
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# 待处理订单信息
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self.pending_orders = {} # order_id -> 订单信息
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self.data_path = trade_type + '_strategy_positions.json'
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self.load_data()
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def update_position(self, strategy_name, code, direction, amount):
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"""更新策略持仓
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Args:
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strategy_name: 策略名称
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code: 股票代码
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direction: 'buy'或'sell'
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amount: 交易数量
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"""
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if not strategy_name:
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return
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# 确保策略在字典中
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if strategy_name not in self.positions:
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self.positions[strategy_name] = {}
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# 如果股票代码在持仓字典中不存在，初始化它
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if code not in self.positions[strategy_name]:
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self.positions[strategy_name][code] = {
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'total_amount': 0,
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'closeable_amount': 0
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}
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# 根据方向更新持仓
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if direction == ORDER_DIRECTION_BUY:
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self.positions[strategy_name][code]['total_amount'] += amount
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self.positions[strategy_name][code]['closeable_amount'] += amount
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else: # sell
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self.positions[strategy_name][code]['total_amount'] -= amount
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self.positions[strategy_name][code]['closeable_amount'] -= amount
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logger.info(f"更新策略持仓 - 策略: {strategy_name}, 代码: {code}, 方向: {direction}, 数量: {amount}, "
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f"更新后总量: {self.positions[strategy_name][code]['total_amount']}, "
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f"可用: {self.positions[strategy_name][code]['closeable_amount']}")
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# 移除total_amount为0的持仓
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if code in self.positions[strategy_name] and self.positions[strategy_name][code]['total_amount'] <= 0:
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del self.positions[strategy_name][code]
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logger.info(f"移除空持仓 - 策略: {strategy_name}, 代码: {code}")
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def add_pending_order(self, order_id, strategy_name, code, price, amount, direction, order_type='limit'):
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"""添加未完成委托
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Args:
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order_id: 订单ID
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strategy_name: 策略名称
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code: 股票代码
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price: 委托价格
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amount: 委托数量
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direction: 交易方向
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order_type: 订单类型
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"""
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# 添加未处理订单
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self.pending_orders[order_id] = {
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'strategy_name': strategy_name,
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'code': code,
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'price': price,
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'target_amount': amount,
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'direction': direction,
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'order_type': order_type,
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'status': 'pending',
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'created_time': self._get_current_time(),
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'retry_count': 0
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}
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logger.info(f"添加未完成委托 - ID: {order_id}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}, "
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f"数量: {amount}, 价格: {price}, 类型: {order_type}")
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def update_order_status(self, order_id, new_status):
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"""更新订单状态
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Args:
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order_id: 订单ID
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new_status: 新状态
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Returns:
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bool: 是否成功更新
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"""
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if order_id in self.pending_orders:
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# 记录之前的状态用于日志
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previous_status = self.pending_orders[order_id].get('status')
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# 更新状态和最后检查时间
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self.pending_orders[order_id]['status'] = new_status
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# 记录状态变化日志
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if previous_status != new_status:
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code = self.pending_orders[order_id].get('code')
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logger.info(f"订单状态变化: ID={order_id}, 代码={code}, 旧状态={previous_status}, 新状态={new_status}")
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# 如果订单已完成，移除它
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if new_status in ['completed', 'cancelled', 'failed']:
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# 保留订单信息以供参考，但标记为已完成
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self.remove_pending_order(order_id)
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logger.info(f"订单已删除 - ID: {order_id}, 状态: {new_status}")
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return True
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return False
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def remove_pending_order(self, order_id):
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"""移除未完成委托
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Args:
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order_id: 订单ID
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Returns:
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bool: 是否成功移除
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"""
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if order_id in self.pending_orders:
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del self.pending_orders[order_id]
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return True
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return False
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def get_pending_order(self, order_id):
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"""获取未完成委托信息
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Args:
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order_id: 订单ID
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Returns:
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dict: 委托信息，如果不存在返回None
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"""
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return self.pending_orders.get(order_id)
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def get_pending_orders(self):
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"""获取所有未完成委托
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Returns:
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dict: 订单ID到委托信息的映射
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"""
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return self.pending_orders
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def get_positions(self, strategy_name=None):
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"""获取策略持仓
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Args:
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strategy_name: 策略名称，如果为None，返回所有持仓
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Returns:
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dict: 策略持仓信息
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"""
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if strategy_name:
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if strategy_name not in self.positions:
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return {}
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return self.positions[strategy_name]
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return self.positions
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def save_data(self):
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"""保存策略数据"""
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try:
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with open(self.data_path, 'w') as f:
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json.dump({
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'positions': self.positions,
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'pending_orders': self.pending_orders
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}, f)
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logger.info("成功保存实盘策略数据")
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except Exception as e:
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logger.error(f"保存实盘策略数据失败: {str(e)}")
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def load_data(self):
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"""加载策略数据"""
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try:
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if os.path.exists(self.data_path):
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with open(self.data_path, 'r') as f:
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data = json.load(f)
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self.positions = data.get('positions', {})
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self.pending_orders = data.get('pending_orders', {})
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logger.info("已加载实盘策略数据")
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logger.info(f"策略数: {len(self.positions)}")
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else:
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logger.info(f"实盘策略数据文件不存在: {self.data_path}")
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self.positions = {}
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self.pending_orders = {}
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except Exception as e:
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logger.error(f"加载实盘策略数据失败: {str(e)}")
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# 初始化空数据结构
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self.positions = {}
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self.pending_orders = {}
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def _get_current_time(self):
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"""获取当前时间戳"""
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import time
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return time.time()
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def clean_timeout_orders(self):
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"""清理超时未完成订单"""
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timeout_limit = 24 * 60 * 60 # 24小时
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current_time = self._get_current_time()
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timeout_orders = []
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for order_id, order_info in list(self.pending_orders.items()):
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# 检查是否超时
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if current_time - order_info['created_time'] > timeout_limit:
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timeout_orders.append(order_id)
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# 更新状态
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self.update_order_status(order_id, 'failed')
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if timeout_orders:
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logger.warn(f"清理超时订单完成，共 {len(timeout_orders)} 个: {', '.join(timeout_orders)}")
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def clear_strategy(self, strategy_name):
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"""清除指定策略的持仓管理数据
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Args:
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strategy_name: 策略名称
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Returns:
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tuple: (success, message)
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success: 是否成功清除
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message: 提示信息
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"""
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if not strategy_name:
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return False, "缺少策略名称参数"
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# 检查策略是否存在
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if strategy_name in self.positions:
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# 从策略持仓字典中删除该策略
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del self.positions[strategy_name]
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# 清除该策略的交易记录
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if strategy_name in self.trades:
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del self.trades[strategy_name]
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# 清除与该策略相关的未完成委托
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for order_id, order_info in list(self.pending_orders.items()):
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if order_info.get('strategy_name') == strategy_name:
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del self.pending_orders[order_id]
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# 保存更新后的策略数据
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self.save_data()
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logger.info(f"成功清除策略持仓数据: {strategy_name}")
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return True, f"成功清除策略 '{strategy_name}' 的持仓数据"
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else:
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logger.info(f"策略不存在或没有持仓数据: {strategy_name}")
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return True, f"策略 '{strategy_name}' 不存在或没有持仓数据"
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10
src/real/__init__.py
Normal file
10
src/real/__init__.py
Normal file
@ -0,0 +1,10 @@
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"""
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实盘交易模块
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此模块提供实盘交易的功能，使用xtquant接口连接到实际交易系统。
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"""
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from .xt_trader import XtTrader
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from .real_trader_manager import RealTraderManager
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__all__ = ['XtTrader', 'RealTraderManager']
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@ -4,7 +4,6 @@ import schedule
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from xtquant import xtconstant
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from logger_config import get_logger
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from config import Config
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from strategy_position_manager import StrategyPositionManager
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import json
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# 获取日志记录器
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@ -13,29 +12,24 @@ logger = get_logger('real_trader_manager')
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class RealTraderManager:
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"""实盘交易管理器，处理实盘下单失败、部分成交等问题，尽量保证仓位与策略信号一致"""
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def __init__(self, trader):
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def __init__(self, trader, position_manager):
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"""初始化实盘交易管理器
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Args:
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trader: XtTrader实例，如果为None则自动获取
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trader: XtTrader实例
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position_manager: StrategyPositionManager实例
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"""
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# 使用传入的trader实例或获取单例
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# 使用传入的trader和position_manager实例
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self.trader = trader
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self.position_manager = position_manager
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# 确保已登录
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if not self.trader.is_logged_in():
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self.trader.login()
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# 不再自己维护pending_orders，改用StrategyPositionManager管理
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# self.pending_orders = {}
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# 启动调度器
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self._start_scheduler()
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# 记录策略期望持仓状态
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# 格式: {strategy_name: {code: target_amount}}
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self.strategy_targets = {}
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logger.info("实盘交易管理器初始化完成")
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def _start_scheduler(self):
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@ -94,9 +88,6 @@ class RealTraderManager:
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logger.warning(f"资金或持仓不足，忽略订单: {direction} {code} {amount}股 {price}元")
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return {"success": False, "error": "资金或持仓不足"}
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# 更新策略目标持仓
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self._update_strategy_target(strategy_name, code, direction, amount)
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# 下单
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logger.info(f"准备{direction}订单: 代码={code}, 数量={amount}, 价格={price}, 订单类型={order_type}")
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if direction == 'buy':
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@ -109,9 +100,8 @@ class RealTraderManager:
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logger.error(f"下单失败: {result}")
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return {"success": False, "error": "下单失败"}
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# 使用StrategyPositionManager添加未完成委托
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StrategyPositionManager.add_pending_order(
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self.trader,
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# 添加未完成委托到position_manager
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self.position_manager.add_pending_order(
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order_id,
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strategy_name,
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code,
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@ -138,19 +128,13 @@ class RealTraderManager:
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logger.info("开始检查未完成订单...")
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# 获取所有未完成订单
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pending_orders = StrategyPositionManager.get_pending_orders(self.trader)
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pending_orders = self.position_manager.get_pending_orders()
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# 如果没有未完成订单，直接返回
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if not pending_orders:
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logger.info("没有未完成订单需要检查")
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return
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# 更新StrategyPositionManager中的未完成委托状态
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try:
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StrategyPositionManager.update_pending_orders(self.trader)
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except Exception as e:
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logger.error(f"更新StrategyPositionManager未完成委托状态失败: {str(e)}")
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# 获取最新的委托列表
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try:
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entrusts = self.trader.get_today_orders()
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@ -174,11 +158,11 @@ class RealTraderManager:
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self._update_order_status(order_id, entrust_map)
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# 获取最新的订单信息
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order_info = StrategyPositionManager.get_pending_order(self.trader, order_id)
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order_info = self.position_manager.get_pending_order(order_id)
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if not order_info:
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continue
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# 处理超时未成交或部分成交的订单
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# 处理未成交或部分成交的订单
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current_time = time.time()
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order_age = current_time - order_info['created_time']
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@ -198,12 +182,6 @@ class RealTraderManager:
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except Exception as e:
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logger.error(f"处理订单 {order_id} 时出错: {str(e)}")
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# 同步策略持仓和实际持仓
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try:
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self._sync_strategy_positions()
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except Exception as e:
|
||||
logger.error(f"同步策略持仓和实际持仓失败: {str(e)}")
|
||||
|
||||
logger.info("未完成订单检查完毕")
|
||||
|
||||
except Exception as e:
|
||||
@ -217,7 +195,7 @@ class RealTraderManager:
|
||||
entrust_map: 可选的委托字典，如果为None则重新获取
|
||||
"""
|
||||
# 检查订单是否存在
|
||||
order_info = StrategyPositionManager.get_pending_order(self.trader, order_id)
|
||||
order_info = self.position_manager.get_pending_order(order_id)
|
||||
if not order_info:
|
||||
return
|
||||
|
||||
@ -238,53 +216,56 @@ class RealTraderManager:
|
||||
# 根据委托状态更新订单状态
|
||||
if entrust['order_status'] == xtconstant.ORDER_SUCCEEDED:
|
||||
# 全部成交
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'completed')
|
||||
# 日志记录在update_order_status中处理
|
||||
self.position_manager.update_order_status(order_id, 'completed')
|
||||
# 更新持仓
|
||||
self.position_manager.update_position(
|
||||
order_info['strategy_name'],
|
||||
order_info['code'],
|
||||
order_info['direction'],
|
||||
order_info['target_amount']
|
||||
)
|
||||
|
||||
elif entrust['order_status'] == xtconstant.ORDER_PART_SUCC:
|
||||
# 部分成交
|
||||
current_volume = entrust.get('traded_volume', 0)
|
||||
StrategyPositionManager.update_order_status(
|
||||
self.trader,
|
||||
self.position_manager.update_order_status(
|
||||
order_id,
|
||||
'partial',
|
||||
traded_volume=current_volume
|
||||
)
|
||||
|
||||
# 如果成交量有变化，记录日志
|
||||
# 如果成交量有变化，记录日志并更新持仓
|
||||
if current_volume != previous_volume:
|
||||
target_amount = order_info['target_amount']
|
||||
logger.info(f"订单部分成交更新: ID={order_id}, 代码={entrust['stock_code']}, 目标数量={target_amount}, 已成交数量={current_volume}, 剩余数量={target_amount - current_volume}")
|
||||
|
||||
# 更新持仓（仅更新已成交部分）
|
||||
if current_volume > 0:
|
||||
self.position_manager.update_position(
|
||||
order_info['strategy_name'],
|
||||
order_info['code'],
|
||||
order_info['direction'],
|
||||
current_volume
|
||||
)
|
||||
|
||||
elif entrust['order_status'] in [xtconstant.ORDER_CANCELED, xtconstant.ORDER_JUNK]:
|
||||
# 已撤单或废单
|
||||
StrategyPositionManager.update_order_status(
|
||||
self.trader,
|
||||
self.position_manager.update_order_status(
|
||||
order_id,
|
||||
'cancelled',
|
||||
err_msg=entrust.get('err_msg', '未知原因')
|
||||
)
|
||||
|
||||
elif entrust['order_status'] == xtconstant.ORDER_UNREPORTED:
|
||||
# 未报
|
||||
elif entrust['order_status'] in [xtconstant.ORDER_UNREPORTED, xtconstant.ORDER_WAIT_REPORTING, xtconstant.ORDER_REPORTED]:
|
||||
# 未报、待报、已报
|
||||
if previous_status != 'pending':
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'pending')
|
||||
|
||||
elif entrust['order_status'] == xtconstant.ORDER_WAIT_REPORTING:
|
||||
# 待报
|
||||
if previous_status != 'pending':
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'pending')
|
||||
|
||||
elif entrust['order_status'] == xtconstant.ORDER_REPORTED:
|
||||
# 已报
|
||||
if previous_status != 'pending':
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'pending')
|
||||
self.position_manager.update_order_status(order_id, 'pending')
|
||||
else:
|
||||
# 委托列表中找不到该订单，可能已经太久
|
||||
current_time = time.time()
|
||||
if current_time - order_info['created_time'] > 24 * 60 * 60:
|
||||
previous_status = order_info.get('status')
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'failed')
|
||||
self.position_manager.update_order_status(order_id, 'failed')
|
||||
logger.warning(f"订单状态未知且过期: ID={order_id}, 旧状态={previous_status}, 新状态=failed, 创建时长={(current_time - order_info['created_time'])/3600:.1f}小时")
|
||||
|
||||
except Exception as e:
|
||||
@ -320,21 +301,16 @@ class RealTraderManager:
|
||||
# 如果有未成交的部分，使用市价单补充交易
|
||||
if remaining_amount > 0:
|
||||
# 递增重试计数
|
||||
new_retry_count = StrategyPositionManager.increment_retry_count(self.trader, order_id)
|
||||
new_retry_count = self.position_manager.increment_retry_count(order_id)
|
||||
|
||||
# 决定是否使用市价单进行补单
|
||||
use_market_order = Config.RTM_USE_MARKET_ORDER
|
||||
# 使用市价单进行补单
|
||||
new_order_type = 'market'
|
||||
new_price = 0 # 市价单价格设为0
|
||||
|
||||
logger.info(f"准备补充交易: 代码={order_info['code']}, 方向={order_info['direction']}, 补充数量={remaining_amount}, 重试次数={new_retry_count}/{Config.RTM_MAX_RETRIES}, 使用市价单={use_market_order}")
|
||||
logger.info(f"准备补充交易: 代码={order_info['code']}, 方向={order_info['direction']}, 补充数量={remaining_amount}, 重试次数={new_retry_count}/{Config.RTM_MAX_RETRIES}")
|
||||
|
||||
# 如果重试次数少于最大重试次数，则进行补单
|
||||
if new_retry_count <= Config.RTM_MAX_RETRIES:
|
||||
# 决定使用的订单类型
|
||||
new_order_type = 'market' if use_market_order else 'limit'
|
||||
|
||||
# 对于市价单，价格参数可设为0；对于限价单，使用原价格
|
||||
new_price = 0 if new_order_type == 'market' else order_info['price']
|
||||
|
||||
# 下新订单
|
||||
new_order = self.place_order(
|
||||
order_info['strategy_name'],
|
||||
@ -356,7 +332,7 @@ class RealTraderManager:
|
||||
|
||||
# 更新原订单状态
|
||||
previous_status = order_info['status']
|
||||
StrategyPositionManager.update_order_status(self.trader, order_id, 'cancelled')
|
||||
self.position_manager.update_order_status(order_id, 'cancelled')
|
||||
logger.info(f"更新原订单状态: ID={order_id}, 旧状态={previous_status}, 新状态=cancelled")
|
||||
|
||||
except Exception as e:
|
||||
@ -415,114 +391,39 @@ class RealTraderManager:
|
||||
logger.error(f"检查订单可行性时发生异常: {str(e)}")
|
||||
return False
|
||||
|
||||
def _update_strategy_target(self, strategy_name, code, direction, amount):
|
||||
"""更新策略目标持仓
|
||||
|
||||
Args:
|
||||
strategy_name: 策略名称
|
||||
code: 股票代码
|
||||
direction: 交易方向
|
||||
amount: 交易数量
|
||||
"""
|
||||
# 确保策略存在于目标字典中
|
||||
if strategy_name not in self.strategy_targets:
|
||||
self.strategy_targets[strategy_name] = {}
|
||||
|
||||
# 确保股票代码存在于策略目标中
|
||||
if code not in self.strategy_targets[strategy_name]:
|
||||
self.strategy_targets[strategy_name][code] = 0
|
||||
|
||||
# 根据交易方向更新目标持仓
|
||||
if direction == 'buy':
|
||||
self.strategy_targets[strategy_name][code] += amount
|
||||
else: # sell
|
||||
self.strategy_targets[strategy_name][code] -= amount
|
||||
# 避免负数持仓
|
||||
if self.strategy_targets[strategy_name][code] < 0:
|
||||
self.strategy_targets[strategy_name][code] = 0
|
||||
|
||||
logger.info(f"更新策略目标持仓: 策略={strategy_name}, 代码={code}, 目标持仓={self.strategy_targets[strategy_name][code]}")
|
||||
|
||||
def _sync_strategy_positions(self):
|
||||
"""同步策略持仓和实际持仓"""
|
||||
try:
|
||||
# 获取实际持仓
|
||||
actual_positions = self.trader.get_positions()
|
||||
if actual_positions is None:
|
||||
logger.error("获取实际持仓失败，跳过同步")
|
||||
return
|
||||
|
||||
position_map = {p['stock_code']: p for p in actual_positions}
|
||||
|
||||
# 如果没有策略目标持仓，直接返回
|
||||
if not self.strategy_targets:
|
||||
logger.info("没有策略目标持仓需要同步")
|
||||
return
|
||||
|
||||
# 遍历每个策略的目标持仓
|
||||
for strategy_name, targets in self.strategy_targets.items():
|
||||
# 该策略的实际持仓映射
|
||||
strategy_actual_positions = {}
|
||||
|
||||
# 遍历该策略的目标持仓
|
||||
for code, target_amount in targets.items():
|
||||
try:
|
||||
# 获取股票的实际持仓
|
||||
actual_position = position_map.get(code, {})
|
||||
actual_amount = actual_position.get('volume', 0)
|
||||
|
||||
if actual_amount > 0:
|
||||
strategy_actual_positions[code] = actual_amount
|
||||
|
||||
# 更新策略持仓管理器中的持仓记录
|
||||
try:
|
||||
StrategyPositionManager.update_strategy_position(
|
||||
self.trader,
|
||||
strategy_name,
|
||||
code,
|
||||
'sync', # 使用同步模式
|
||||
actual_amount
|
||||
)
|
||||
except Exception as e:
|
||||
logger.error(f"更新策略持仓管理器持仓记录失败: {str(e)}")
|
||||
|
||||
# 检查是否需要调整持仓
|
||||
if actual_amount != target_amount:
|
||||
diff = target_amount - actual_amount
|
||||
if diff != 0:
|
||||
logger.warning(f"持仓不一致: 策略={strategy_name}, 代码={code}, 目标={target_amount}, 实际={actual_amount}")
|
||||
except Exception as e:
|
||||
logger.error(f"同步股票 {code} 持仓时出错: {str(e)}")
|
||||
|
||||
# 记录日志
|
||||
logger.info(f"策略 {strategy_name} 的目标持仓: {targets}")
|
||||
logger.info(f"策略 {strategy_name} 的实际持仓: {strategy_actual_positions}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"同步策略持仓时发生异常: {str(e)}")
|
||||
|
||||
def clean_expired_orders(self):
|
||||
"""清理过期的未完成订单"""
|
||||
# 直接调用StrategyPositionManager的方法
|
||||
StrategyPositionManager.clean_timeout_orders()
|
||||
try:
|
||||
logger.info("开始清理过期未完成订单...")
|
||||
|
||||
def get_pending_orders(self):
|
||||
"""获取所有未完成订单
|
||||
# 获取所有未完成订单
|
||||
pending_orders = self.position_manager.get_pending_orders()
|
||||
|
||||
Returns:
|
||||
list: 未完成订单列表
|
||||
"""
|
||||
# 从StrategyPositionManager获取未完成订单
|
||||
pending_orders = StrategyPositionManager.get_pending_orders(self.trader)
|
||||
return [{
|
||||
'order_id': order_id,
|
||||
**order_info
|
||||
} for order_id, order_info in pending_orders.items()]
|
||||
if not pending_orders:
|
||||
logger.info("没有未完成订单需要清理")
|
||||
return
|
||||
|
||||
def get_strategy_targets(self):
|
||||
"""获取策略目标持仓
|
||||
# 遍历未完成订单，检查是否有无法成交的订单（如跌停无法卖出）
|
||||
for order_id, order_info in list(pending_orders.items()):
|
||||
try:
|
||||
# 只处理pending和partial状态的订单
|
||||
if order_info['status'] not in ['pending', 'partial']:
|
||||
continue
|
||||
|
||||
Returns:
|
||||
dict: 策略目标持仓
|
||||
"""
|
||||
return self.strategy_targets
|
||||
# 标记为失败并记录日志
|
||||
self.position_manager.update_order_status(order_id, 'failed', err_msg="收盘清理：订单无法成交")
|
||||
|
||||
logger.warning(f"清理无法成交订单: ID={order_id}, 代码={order_info['code']}, 方向={order_info['direction']}, "
|
||||
f"数量={order_info['target_amount']}, 已成交数量={order_info.get('traded_volume', 0)}")
|
||||
|
||||
# 对于特殊情况（如跌停无法卖出），记录错误日志
|
||||
if order_info['direction'] == 'sell':
|
||||
logger.error(f"可能存在跌停无法卖出情况: ID={order_id}, 代码={order_info['code']}, "
|
||||
f"目标数量={order_info['target_amount']}, 已成交数量={order_info.get('traded_volume', 0)}")
|
||||
except Exception as e:
|
||||
logger.error(f"清理订单 {order_id} 时出错: {str(e)}")
|
||||
|
||||
logger.info("过期未完成订单清理完毕")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"清理过期未完成订单时发生异常: {str(e)}")
|
||||
@ -248,14 +248,32 @@ class XtTrader(BaseTrader):
|
||||
def cancel(self, order_id):
|
||||
# 撤单接口需要订单编号
|
||||
result = self.xt_trader.cancel_order_stock(self.account, int(order_id))
|
||||
return {"cancel_result": result}
|
||||
return {"result": result == 0, "message": f"撤单结果: {result}"}
|
||||
|
||||
def get_quote(self, code):
|
||||
"""获取行情数据
|
||||
|
||||
Args:
|
||||
code: 股票代码
|
||||
|
||||
if __name__ == "__main__":
|
||||
trader = XtTrader()
|
||||
trader.login()
|
||||
logger.info(f"账户余额: {trader.get_balance()}")
|
||||
logger.info(f"持仓: {trader.get_positions()}")
|
||||
logger.info(f"当日成交: {trader.get_today_trades()}")
|
||||
logger.info(f"当日委托: {trader.get_today_orders()}")
|
||||
Returns:
|
||||
dict: 行情数据，如果获取失败则返回None
|
||||
"""
|
||||
try:
|
||||
quote = self.xt_trader.query_quote(code)
|
||||
if quote:
|
||||
return {
|
||||
"code": quote.stock_code,
|
||||
"last": quote.last,
|
||||
"open": quote.open,
|
||||
"high": quote.high,
|
||||
"low": quote.low,
|
||||
"ask_price": [quote.ask_price1, quote.ask_price2, quote.ask_price3, quote.ask_price4, quote.ask_price5],
|
||||
"ask_volume": [quote.ask_volume1, quote.ask_volume2, quote.ask_volume3, quote.ask_volume4, quote.ask_volume5],
|
||||
"bid_price": [quote.bid_price1, quote.bid_price2, quote.bid_price3, quote.bid_price4, quote.bid_price5],
|
||||
"bid_volume": [quote.bid_volume1, quote.bid_volume2, quote.bid_volume3, quote.bid_volume4, quote.bid_volume5],
|
||||
}
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"获取行情失败: {code}, {str(e)}")
|
||||
return None
|
||||
9
src/simulation/__init__.py
Normal file
9
src/simulation/__init__.py
Normal file
@ -0,0 +1,9 @@
|
||||
"""
|
||||
模拟交易模块
|
||||
|
||||
此模块提供模拟交易的功能，用于在不涉及真实资金的情况下测试交易策略。
|
||||
"""
|
||||
|
||||
from .simulation_trader import SimulationTrader
|
||||
|
||||
__all__ = ['SimulationTrader']
|
||||
@ -1,4 +1,3 @@
|
||||
|
||||
from logger_config import get_logger
|
||||
|
||||
class SimulationTrader:
|
||||
@ -1,438 +0,0 @@
|
||||
import time
|
||||
import os
|
||||
import json
|
||||
from simulation_trader import SimulationTrader
|
||||
from xtquant import xtconstant
|
||||
from logger_config import get_logger
|
||||
|
||||
# 获取日志记录器
|
||||
logger = get_logger('strategy')
|
||||
|
||||
# 策略仓位管理
|
||||
strategy_positions = {
|
||||
'real': {}, # 存储实盘策略持仓
|
||||
'simulation': {} # 存储模拟交易策略持仓
|
||||
}
|
||||
strategy_trades = {
|
||||
'real': {}, # 存储实盘策略交易记录
|
||||
'simulation': {} # 存储模拟交易策略交易记录
|
||||
}
|
||||
pending_orders = {
|
||||
'real': {}, # 存储实盘未完成委托
|
||||
'simulation': {} # 存储模拟交易未完成委托
|
||||
}
|
||||
|
||||
class StrategyPositionManager:
|
||||
"""策略持仓管理器，负责管理不同策略的持仓情况"""
|
||||
|
||||
@staticmethod
|
||||
def get_trader_type(trader):
|
||||
"""根据交易实例确定交易类型
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
|
||||
Returns:
|
||||
str: 'simulation'或'real'
|
||||
"""
|
||||
return 'simulation' if isinstance(trader, SimulationTrader) else 'real'
|
||||
|
||||
@staticmethod
|
||||
def update_strategy_position(trader, strategy_name, code, direction, amount):
|
||||
"""更新策略持仓
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
strategy_name: 策略名称
|
||||
code: 股票代码
|
||||
direction: 'buy'或'sell'
|
||||
amount: 交易数量
|
||||
"""
|
||||
if not strategy_name:
|
||||
return
|
||||
|
||||
# 判断交易类型
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
|
||||
# 确保策略在字典中
|
||||
if strategy_name not in strategy_positions[trader_type]:
|
||||
strategy_positions[trader_type][strategy_name] = {}
|
||||
|
||||
try:
|
||||
# 获取交易实例持仓情况
|
||||
actual_positions = trader.get_positions()
|
||||
code_position = next((pos for pos in actual_positions if pos.get('stock_code') == code), None)
|
||||
|
||||
# 记录实际持仓总量
|
||||
actual_total = code_position.get('volume', 0) if code_position else 0
|
||||
actual_can_use = code_position.get('can_use_volume', 0) if code_position else 0
|
||||
|
||||
logger.info(f"实际持仓 - 代码: {code}, 总量: {actual_total}, 可用: {actual_can_use}")
|
||||
|
||||
# 如果股票代码在持仓字典中不存在，初始化它
|
||||
if code not in strategy_positions[trader_type][strategy_name]:
|
||||
strategy_positions[trader_type][strategy_name][code] = {
|
||||
'total_amount': 0,
|
||||
'closeable_amount': 0
|
||||
}
|
||||
|
||||
# 直接使用实际持仓数据更新策略持仓
|
||||
strategy_positions[trader_type][strategy_name][code]['total_amount'] = actual_total
|
||||
strategy_positions[trader_type][strategy_name][code]['closeable_amount'] = actual_can_use
|
||||
|
||||
logger.info(f"更新策略持仓 - 交易类型: {trader_type}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}, 数量: {amount}, 总量: {strategy_positions[trader_type][strategy_name][code]['total_amount']}, 可用: {strategy_positions[trader_type][strategy_name][code]['closeable_amount']}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"获取实际持仓失败: {str(e)}")
|
||||
# 异常情况下只记录错误，不尝试更新持仓
|
||||
|
||||
# 移除total_amount为0的持仓
|
||||
if code in strategy_positions[trader_type][strategy_name] and strategy_positions[trader_type][strategy_name][code]['total_amount'] <= 0:
|
||||
del strategy_positions[trader_type][strategy_name][code]
|
||||
|
||||
@staticmethod
|
||||
def update_pending_orders(trader):
|
||||
"""更新未完成委托状态
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
"""
|
||||
try:
|
||||
# 判断当前交易类型
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
|
||||
# 获取今日委托
|
||||
today_entrusts = trader.get_today_orders()
|
||||
|
||||
# 更新委托状态
|
||||
for order_id, order_info in list(pending_orders[trader_type].items()):
|
||||
entrust = next((e for e in today_entrusts if e.get('order_id') == order_id), None)
|
||||
if entrust:
|
||||
if entrust.get('order_status') in [xtconstant.ORDER_SUCCEEDED, xtconstant.ORDER_PART_SUCC]:
|
||||
# 成交量计算
|
||||
traded_amount = int(entrust.get('traded_volume', 0))
|
||||
|
||||
# 更新策略持仓
|
||||
StrategyPositionManager.update_strategy_position(
|
||||
trader,
|
||||
order_info['strategy_name'],
|
||||
order_info['code'],
|
||||
order_info['direction'],
|
||||
traded_amount
|
||||
)
|
||||
|
||||
# 如果完全成交，从待处理列表中移除
|
||||
if entrust.get('order_status') == xtconstant.ORDER_SUCCEEDED:
|
||||
del pending_orders[trader_type][order_id]
|
||||
|
||||
# 如果已撤单、废单等终态，也从待处理列表中移除
|
||||
elif entrust.get('order_status') in [xtconstant.ORDER_CANCELED, xtconstant.ORDER_JUNK]:
|
||||
del pending_orders[trader_type][order_id]
|
||||
except Exception as e:
|
||||
logger.error(f"更新未完成委托状态失败: {str(e)}")
|
||||
|
||||
@staticmethod
|
||||
def add_pending_order(trader, order_id, strategy_name, code, price, amount, direction, order_type='limit'):
|
||||
"""添加未完成委托
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
order_id: 委托编号
|
||||
strategy_name: 策略名称
|
||||
code: 股票代码
|
||||
price: 委托价格
|
||||
amount: 委托数量
|
||||
direction: 交易方向，'buy'或'sell'
|
||||
order_type: 订单类型，'limit'或'market'，默认为'limit'
|
||||
"""
|
||||
if not order_id or order_id == 'simulation':
|
||||
return
|
||||
|
||||
# 判断当前交易类型
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
|
||||
# 添加到未完成委托列表
|
||||
pending_orders[trader_type][order_id] = {
|
||||
'strategy_name': strategy_name,
|
||||
'code': code,
|
||||
'price': price,
|
||||
'amount': amount,
|
||||
'direction': direction,
|
||||
'created_time': time.time(),
|
||||
'target_amount': amount,
|
||||
'status': 'pending',
|
||||
'last_check_time': time.time(),
|
||||
'retry_count': 0,
|
||||
'order_type': order_type
|
||||
}
|
||||
|
||||
# 同时记录到交易历史
|
||||
if strategy_name:
|
||||
if strategy_name not in strategy_trades[trader_type]:
|
||||
strategy_trades[trader_type][strategy_name] = []
|
||||
|
||||
strategy_trades[trader_type][strategy_name].append({
|
||||
'time': time.strftime('%Y-%m-%d %H:%M:%S'),
|
||||
'type': direction,
|
||||
'code': code,
|
||||
'price': price,
|
||||
'amount': amount,
|
||||
'order_id': order_id,
|
||||
'status': 'pending'
|
||||
})
|
||||
|
||||
logger.info(f"添加未完成委托: {order_id}, 交易类型: {trader_type}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}")
|
||||
|
||||
@staticmethod
|
||||
def get_pending_orders(trader):
|
||||
"""获取指定交易类型的所有未完成委托
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
|
||||
Returns:
|
||||
dict: 未完成委托字典，以order_id为键
|
||||
"""
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
return pending_orders[trader_type]
|
||||
|
||||
@staticmethod
|
||||
def get_pending_order(trader, order_id):
|
||||
"""获取指定订单信息
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
order_id: 订单ID
|
||||
|
||||
Returns:
|
||||
dict: 订单信息字典，如果不存在则返回None
|
||||
"""
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
return pending_orders[trader_type].get(order_id)
|
||||
|
||||
@staticmethod
|
||||
def update_order_status(trader, order_id, new_status, **additional_data):
|
||||
"""更新订单状态
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
order_id: 订单ID
|
||||
new_status: 新状态
|
||||
additional_data: 附加数据（如成交量、重试次数等）
|
||||
|
||||
Returns:
|
||||
bool: 是否成功更新
|
||||
"""
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
if order_id in pending_orders[trader_type]:
|
||||
# 记录之前的状态用于日志
|
||||
previous_status = pending_orders[trader_type][order_id].get('status')
|
||||
|
||||
# 更新状态和最后检查时间
|
||||
pending_orders[trader_type][order_id]['status'] = new_status
|
||||
pending_orders[trader_type][order_id]['last_check_time'] = time.time()
|
||||
|
||||
# 更新附加数据
|
||||
for key, value in additional_data.items():
|
||||
pending_orders[trader_type][order_id][key] = value
|
||||
|
||||
# 记录状态变化日志
|
||||
if previous_status != new_status:
|
||||
code = pending_orders[trader_type][order_id].get('code')
|
||||
logger.info(f"订单状态变化: ID={order_id}, 代码={code}, 旧状态={previous_status}, 新状态={new_status}")
|
||||
|
||||
return True
|
||||
return False
|
||||
|
||||
@staticmethod
|
||||
def increment_retry_count(trader, order_id):
|
||||
"""增加订单重试次数
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
order_id: 订单ID
|
||||
|
||||
Returns:
|
||||
int: 新的重试次数，如果订单不存在则返回-1
|
||||
"""
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
if order_id in pending_orders[trader_type]:
|
||||
current = pending_orders[trader_type][order_id].get('retry_count', 0)
|
||||
pending_orders[trader_type][order_id]['retry_count'] = current + 1
|
||||
return current + 1
|
||||
return -1
|
||||
|
||||
@staticmethod
|
||||
def remove_pending_order(trader, order_id):
|
||||
"""移除未完成委托
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
order_id: 订单ID
|
||||
|
||||
Returns:
|
||||
bool: 是否成功移除
|
||||
"""
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
if order_id in pending_orders[trader_type]:
|
||||
del pending_orders[trader_type][order_id]
|
||||
return True
|
||||
return False
|
||||
|
||||
@staticmethod
|
||||
def clean_timeout_orders():
|
||||
"""清理超时委托"""
|
||||
current_time = time.time()
|
||||
# 遍历实盘和模拟两种类型的委托
|
||||
for trader_type in ['real', 'simulation']:
|
||||
for order_id, order_info in list(pending_orders[trader_type].items()):
|
||||
# 超过24小时的委托视为超时
|
||||
if current_time - order_info['created_time'] > 24 * 60 * 60:
|
||||
del pending_orders[trader_type][order_id]
|
||||
logger.warning(f"清理超时委托: ID={order_id}, 状态={order_info.get('status')}")
|
||||
|
||||
@staticmethod
|
||||
def load_strategy_data():
|
||||
"""加载策略数据"""
|
||||
global strategy_positions, strategy_trades, pending_orders
|
||||
try:
|
||||
if os.path.exists('strategy_data.json'):
|
||||
with open('strategy_data.json', 'r') as f:
|
||||
data = json.load(f)
|
||||
# 直接使用新版数据结构，不再兼容旧版格式
|
||||
strategy_positions = data.get('positions', {'real': {}, 'simulation': {}})
|
||||
strategy_trades = data.get('trades', {'real': {}, 'simulation': {}})
|
||||
pending_orders = data.get('pending_orders', {'real': {}, 'simulation': {}})
|
||||
|
||||
# 确保数据结构完整
|
||||
if 'real' not in strategy_positions:
|
||||
strategy_positions['real'] = {}
|
||||
if 'simulation' not in strategy_positions:
|
||||
strategy_positions['simulation'] = {}
|
||||
if 'real' not in strategy_trades:
|
||||
strategy_trades['real'] = {}
|
||||
if 'simulation' not in strategy_trades:
|
||||
strategy_trades['simulation'] = {}
|
||||
if 'real' not in pending_orders:
|
||||
pending_orders['real'] = {}
|
||||
if 'simulation' not in pending_orders:
|
||||
pending_orders['simulation'] = {}
|
||||
|
||||
logger.info("已加载策略数据")
|
||||
logger.info(f"实盘策略数: {len(strategy_positions['real'])}, 模拟策略数: {len(strategy_positions['simulation'])}")
|
||||
except Exception as e:
|
||||
logger.error(f"加载策略数据失败: {str(e)}")
|
||||
# 初始化空数据结构
|
||||
strategy_positions = {'real': {}, 'simulation': {}}
|
||||
strategy_trades = {'real': {}, 'simulation': {}}
|
||||
pending_orders = {'real': {}, 'simulation': {}}
|
||||
|
||||
@staticmethod
|
||||
def save_strategy_data():
|
||||
"""保存策略数据"""
|
||||
try:
|
||||
with open('strategy_data.json', 'w') as f:
|
||||
json.dump({
|
||||
'positions': strategy_positions,
|
||||
'trades': strategy_trades,
|
||||
'pending_orders': pending_orders
|
||||
}, f)
|
||||
except Exception as e:
|
||||
logger.error(f"保存策略数据失败: {str(e)}")
|
||||
|
||||
@staticmethod
|
||||
def get_strategy_positions(trader, strategy_name=None):
|
||||
"""获取策略持仓
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
strategy_name: 策略名称，如果为None，返回所有持仓
|
||||
|
||||
Returns:
|
||||
如果strategy_name为None，返回交易实例的所有持仓
|
||||
否则返回指定策略的持仓
|
||||
"""
|
||||
# 判断当前交易类型
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
|
||||
# 如果指定了策略名称，返回该策略的持仓
|
||||
if strategy_name:
|
||||
# 获取真实账户持仓，用于计算可交易量
|
||||
real_positions = trader.get_positions()
|
||||
real_positions_map = {}
|
||||
for pos in real_positions:
|
||||
# 使用xt_trader返回的字段名
|
||||
if 'stock_code' in pos and 'can_use_volume' in pos:
|
||||
real_positions_map[pos['stock_code']] = pos
|
||||
|
||||
# 如果该策略没有记录，返回空列表
|
||||
if strategy_name not in strategy_positions[trader_type]:
|
||||
logger.info(f"Strategy {strategy_name} has no positions in {trader_type} mode")
|
||||
return []
|
||||
|
||||
# 合并策略持仓和真实持仓的可交易量
|
||||
result = []
|
||||
for code, pos_info in strategy_positions[trader_type][strategy_name].items():
|
||||
# 忽略total_amount为0的持仓
|
||||
if pos_info['total_amount'] <= 0:
|
||||
continue
|
||||
|
||||
# 使用真实账户的可交易量作为策略的可交易量上限
|
||||
real_pos = real_positions_map.get(code, {})
|
||||
closeable = min(pos_info['total_amount'], real_pos.get('can_use_volume', 0))
|
||||
|
||||
result.append({
|
||||
code: {
|
||||
'total_amount': pos_info['total_amount'],
|
||||
'closeable_amount': closeable
|
||||
}
|
||||
})
|
||||
|
||||
logger.info(f"Strategy {strategy_name} positions in {trader_type} mode: {result}")
|
||||
return result
|
||||
|
||||
# 否则返回原始持仓
|
||||
positions = trader.get_positions()
|
||||
logger.info(f"Positions in {trader_type} mode: {positions}")
|
||||
return positions
|
||||
|
||||
@staticmethod
|
||||
def clear_strategy(trader, strategy_name):
|
||||
"""清除指定策略的持仓管理数据
|
||||
|
||||
Args:
|
||||
trader: 交易实例
|
||||
strategy_name: 策略名称
|
||||
|
||||
Returns:
|
||||
tuple: (success, message)
|
||||
success: 是否成功清除
|
||||
message: 提示信息
|
||||
"""
|
||||
if not strategy_name:
|
||||
return False, "缺少策略名称参数"
|
||||
|
||||
# 判断当前交易类型
|
||||
trader_type = StrategyPositionManager.get_trader_type(trader)
|
||||
|
||||
# 检查策略是否存在于当前交易类型中
|
||||
if strategy_name in strategy_positions[trader_type]:
|
||||
# 从策略持仓字典中删除该策略
|
||||
del strategy_positions[trader_type][strategy_name]
|
||||
# 清除该策略的交易记录
|
||||
if strategy_name in strategy_trades[trader_type]:
|
||||
del strategy_trades[trader_type][strategy_name]
|
||||
|
||||
# 清除与该策略相关的未完成委托
|
||||
for order_id, order_info in list(pending_orders[trader_type].items()):
|
||||
if order_info.get('strategy_name') == strategy_name:
|
||||
del pending_orders[trader_type][order_id]
|
||||
|
||||
# 保存更新后的策略数据
|
||||
StrategyPositionManager.save_strategy_data()
|
||||
|
||||
logger.info(f"成功清除策略持仓数据: {strategy_name} (交易类型: {trader_type})")
|
||||
return True, f"成功清除策略 '{strategy_name}' 的持仓数据 (交易类型: {trader_type})"
|
||||
else:
|
||||
logger.info(f"策略不存在或没有持仓数据: {strategy_name} (交易类型: {trader_type})")
|
||||
return True, f"策略 '{strategy_name}' 不存在或没有持仓数据 (交易类型: {trader_type})"
|
||||
18
src/trade_constants.py
Normal file
18
src/trade_constants.py
Normal file
@ -0,0 +1,18 @@
|
||||
# 交易常量
|
||||
TRADE_TYPE_REAL = 'real'
|
||||
TRADE_TYPE_SIMULATION = 'simulation'
|
||||
|
||||
# 订单状态
|
||||
ORDER_STATUS_PENDING = 'pending'
|
||||
ORDER_STATUS_COMPLETED = 'completed'
|
||||
ORDER_STATUS_CANCELLED = 'cancelled'
|
||||
ORDER_STATUS_FAILED = 'failed'
|
||||
|
||||
# 订单类型
|
||||
ORDER_TYPE_LIMIT = 'limit'
|
||||
ORDER_TYPE_MARKET = 'market'
|
||||
|
||||
# 订单方向
|
||||
ORDER_DIRECTION_BUY = 'buy'
|
||||
ORDER_DIRECTION_SELL = 'sell'
|
||||
|
||||
@ -1,13 +1,13 @@
|
||||
import schedule
|
||||
import threading
|
||||
import time
|
||||
from xt_trader import XtTrader
|
||||
from real.xt_trader import XtTrader
|
||||
from flask import Flask, request, abort, jsonify
|
||||
from config import Config
|
||||
from concurrent.futures import TimeoutError
|
||||
import concurrent.futures
|
||||
import atexit
|
||||
from simulation_trader import SimulationTrader
|
||||
from simulation.simulation_trader import SimulationTrader
|
||||
import datetime
|
||||
from strategy_position_manager import StrategyPositionManager
|
||||
from logger_config import get_logger
|
||||
@ -69,7 +69,7 @@ def get_real_trader_manager():
|
||||
with _instance_lock:
|
||||
if _real_trader_manager_instance is None:
|
||||
# 延迟导入避免循环依赖
|
||||
from real_trader_manager import RealTraderManager
|
||||
from real.real_trader_manager import RealTraderManager
|
||||
_real_trader_manager_instance = RealTraderManager(get_real_trader())
|
||||
logger.info("创建新的RealTraderManager实例")
|
||||
return _real_trader_manager_instance
|
||||
|
||||
24
test_imports.py
Normal file
24
test_imports.py
Normal file
@ -0,0 +1,24 @@
|
||||
#!/usr/bin/env python
|
||||
# -*- coding: utf-8 -*-
|
||||
|
||||
"""测试导入新模块结构"""
|
||||
|
||||
import sys
|
||||
import os
|
||||
|
||||
# 添加src目录到Python导入路径
|
||||
sys.path.insert(0, os.path.join(os.path.dirname(__file__), 'src'))
|
||||
|
||||
try:
|
||||
from simulation.simulation_trader import SimulationTrader
|
||||
print("导入 SimulationTrader 成功!")
|
||||
except Exception as e:
|
||||
print(f"导入 SimulationTrader 失败: {e}")
|
||||
|
||||
try:
|
||||
from real.xt_trader import XtTrader
|
||||
print("导入 XtTrader 成功!")
|
||||
except Exception as e:
|
||||
print(f"导入 XtTrader 失败: {e}")
|
||||
|
||||
print("测试完成")
|
||||
Loading…
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Reference in New Issue
Block a user