优化

src/simulation_trader.py

@@ -0,0 +1,151 @@
+import logging
+from logging.handlers import RotatingFileHandler
+import os
+import time
+
+class SimulationTrader:
+    def __init__(self, logger=None):
+        self.logger = logger or self._setup_default_logger()
+        # 添加模拟持仓字典，用于追踪模拟交易的持仓
+        self.sim_positions = {}
+        # 模拟资金账户信息
+        self.sim_balance = {"cash": 1000000.00, "frozen": 0.00, "total": 1000000.00}
+
+    def _setup_default_logger(self):
+        """设置默认日志记录器"""
+        sim_logger = logging.getLogger('trade_simulation')
+        sim_logger.setLevel(logging.INFO)
+        
+        # 确保没有重复的处理器
+        for handler in sim_logger.handlers[:]:
+            sim_logger.removeHandler(handler)
+        
+        # 文件处理器
+        log_dir = "logs"
+        if not os.path.exists(log_dir):
+            os.makedirs(log_dir)
+        
+        file_handler = RotatingFileHandler(
+            os.path.join(log_dir, 'trade_simulation.log'),
+            maxBytes=10*1024*1024,  # 10MB
+            backupCount=5
+        )
+        file_handler.setFormatter(logging.Formatter('%(asctime)s - %(message)s'))
+        sim_logger.addHandler(file_handler)
+        
+        # 控制台处理器
+        console_handler = logging.StreamHandler()
+        console_handler.setFormatter(logging.Formatter('%(asctime)s - %(message)s'))
+        sim_logger.addHandler(console_handler)
+        
+        return sim_logger
+
+    def login(self):
+        self.logger.info("模拟交易：登录成功")
+        return True
+
+    def logout(self):
+        self.logger.info("模拟交易：登出成功")
+        return True
+
+    def buy(self, code, price, amount):
+        message = f"模拟买入 - 代码: {code}, 价格: {price}, 数量: {amount}"
+        self.logger.info(message)
+        
+        # 更新模拟持仓
+        if code not in self.sim_positions:
+            self.sim_positions[code] = {
+                "stock_code": code,
+                "volume": 0,
+                "can_use_volume": 0,
+                "frozen_volume": 0,
+                "avg_price": 0.0,
+                "market_value": 0.0
+            }
+        
+        # 计算新的平均成本
+        current_cost = self.sim_positions[code]["avg_price"] * self.sim_positions[code]["volume"]
+        new_cost = price * amount
+        total_volume = self.sim_positions[code]["volume"] + amount
+        
+        # 更新持仓信息
+        self.sim_positions[code]["volume"] += amount
+        self.sim_positions[code]["can_use_volume"] += amount
+        self.sim_positions[code]["avg_price"] = (current_cost + new_cost) / total_volume if total_volume > 0 else 0
+        self.sim_positions[code]["market_value"] = self.sim_positions[code]["volume"] * price
+        
+        # 更新资金
+        self.sim_balance["cash"] -= price * amount
+        self.sim_balance["total"] = self.sim_balance["cash"] + sum(pos["market_value"] for pos in self.sim_positions.values())
+        
+        return {"order_id": "simulation", "message": message}
+
+    def sell(self, code, price, amount):
+        message = f"模拟卖出 - 代码: {code}, 价格: {price}, 数量: {amount}"
+        self.logger.info(message)
+        
+        # 更新模拟持仓
+        if code in self.sim_positions:
+            # 确保可用数量足够
+            if self.sim_positions[code]["can_use_volume"] >= amount:
+                # 更新持仓信息
+                self.sim_positions[code]["volume"] -= amount
+                self.sim_positions[code]["can_use_volume"] -= amount
+                self.sim_positions[code]["market_value"] = self.sim_positions[code]["volume"] * price
+                
+                # 如果持仓为0，删除该股票
+                if self.sim_positions[code]["volume"] <= 0:
+                    del self.sim_positions[code]
+                
+                # 更新资金
+                self.sim_balance["cash"] += price * amount
+                self.sim_balance["total"] = self.sim_balance["cash"] + sum(pos["market_value"] for pos in self.sim_positions.values())
+            else:
+                message = f"模拟卖出失败 - 代码: {code}, 可用数量不足"
+                self.logger.warning(message)
+        else:
+            message = f"模拟卖出失败 - 代码: {code}, 无持仓"
+            self.logger.warning(message)
+        
+        return {"order_id": "simulation", "message": message}
+
+    def cancel(self, entrust_no):
+        message = f"模拟撤单 - 委托号: {entrust_no}"
+        self.logger.info(message)
+        return {"order_id": "simulation", "message": message}
+
+    def get_balance(self):
+        message = "模拟交易：查询余额"
+        self.logger.info(message)
+        return self.sim_balance
+
+    def get_positions(self):
+        message = "模拟交易：查询持仓"
+        self.logger.info(message)
+        # 返回与XtTrader格式一致的持仓数据
+        return [
+            {
+                "account_id": "simulation",
+                "stock_code": code,
+                "volume": pos["volume"],
+                "can_use_volume": pos["can_use_volume"],
+                "open_price": pos["avg_price"],
+                "avg_price": pos["avg_price"],
+                "market_value": pos["market_value"],
+                "frozen_volume": pos["frozen_volume"],
+                "on_road_volume": 0
+            } for code, pos in self.sim_positions.items()
+        ]
+
+    def get_today_trades(self):
+        message = "模拟交易：查询今日成交"
+        self.logger.info(message)
+        return []
+
+    def get_today_entrust(self):
+        message = "模拟交易：查询今日委托"
+        self.logger.info(message)
+        return []
+
+    def is_trading_time(self):
+        return True 

src/trade_server.py

@@ -11,36 +11,61 @@ import os
 from logging.handlers import RotatingFileHandler
 import concurrent.futures
 from concurrent.futures import TimeoutError
+import json
+import atexit
+from simulation_trader import SimulationTrader
+import datetime
 
+# 策略仓位管理
+strategy_positions = {}  # 存储各策略持仓
+strategy_trades = {}     # 存储各策略交易记录
+pending_orders = {}      # 存储未完成委托
 
-# 配置模拟交易日志
-def setup_simulation_logger():
-    sim_logger = logging.getLogger('trade_simulation')
-    sim_logger.setLevel(logging.INFO)
+# 获取交易实例
+def get_trader(use_sim_trader=False):
+    """获取交易实例
     
-    # 确保没有重复的处理器
-    for handler in sim_logger.handlers[:]:
-        sim_logger.removeHandler(handler)
+    Args:
+        use_sim_trader (bool): 是否强制使用模拟交易，True表示必定返回模拟交易实例
         
-    # 文件处理器
-    log_dir = Config.LOG_DIR
-    if not os.path.exists(log_dir):
-        os.makedirs(log_dir)
+    Returns:
+        返回交易实例，根据参数和配置决定是模拟交易还是实盘交易
+    """
+    # 如果强制使用模拟交易，直接返回
+    if use_sim_trader:
+        return SimulationTrader()
     
-    file_handler = RotatingFileHandler(
-        os.path.join(log_dir, 'trade_simulation.log'),
-        maxBytes=Config.LOG_MAX_BYTES,
-        backupCount=Config.LOG_BACKUP_COUNT
-    )
-    file_handler.setFormatter(logging.Formatter('%(asctime)s - %(message)s'))
-    sim_logger.addHandler(file_handler)
+    # 如果配置为仅模拟交易，直接返回模拟交易实例
+    if Config.SIMULATION_ONLY:
+        return SimulationTrader()
     
-    # 控制台处理器
-    console_handler = logging.StreamHandler()
-    console_handler.setFormatter(logging.Formatter('%(asctime)s - %(message)s'))
-    sim_logger.addHandler(console_handler)
+    # 判断当前是否为交易时间
+    now = datetime.datetime.now()
+    current_time = now.time()
     
-    return sim_logger
+    # 是否在交易时间段内（9:30-11:30, 13:00-15:00）
+    morning_start = datetime.time(9, 30)
+    morning_end = datetime.time(11, 30)
+    afternoon_start = datetime.time(13, 0)
+    afternoon_end = datetime.time(15, 0)
+    
+    is_trading_hour = (morning_start <= current_time <= morning_end) or (afternoon_start <= current_time <= afternoon_end)
+    
+    # 尝试导入chinese_calendar判断是否为交易日
+    try:
+        from chinese_calendar import is_workday, is_holiday
+        is_trading_day = is_workday(now) and not is_holiday(now)
+    except ImportError:
+        # 如果无法导入chinese_calendar，则简单地用工作日判断
+        is_trading_day = now.weekday() < 5  # 0-4 为周一至周五
+    
+    # 如果不是交易日或不在交易时间内，返回模拟交易实例
+    if not is_trading_day or not is_trading_hour:
+        logger.info(f"当前非交易时段 - 日期: {now.date()}, 时间: {current_time}, 使用模拟交易")
+        return SimulationTrader()
+    
+    # 否则返回真实交易实例
+    return XtTrader()
 
 # 配置日志
 def setup_logger():
@@ -79,16 +104,175 @@ def setup_logger():
     return logger
 
 logger = setup_logger()
-sim_logger = setup_simulation_logger()
 
 
 def run_daily(time_str, job_func):
-    schedule.every().monday.at(time_str).do(job_func)
-    schedule.every().tuesday.at(time_str).do(job_func)
-    schedule.every().wednesday.at(time_str).do(job_func)
-    schedule.every().thursday.at(time_str).do(job_func)
-    schedule.every().friday.at(time_str).do(job_func)
+    """设置每天在指定时间运行的任务
     
+    Args:
+        time_str: 运行时间，格式为"HH:MM"
+        job_func: 要运行的函数
+    """
+    # 不再区分周一到周五，而是每天执行
+    # 交易日判断逻辑已移到get_trader函数中
+    schedule.every().day.at(time_str).do(job_func)
+
+
+# 策略持仓管理辅助函数
+def update_strategy_position(strategy_name, code, direction, amount):
+    """更新策略持仓
+    
+    Args:
+        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
+        
+    # 确保策略在字典中
+    if strategy_name not in strategy_positions:
+        strategy_positions[strategy_name] = {}
+    
+    try:
+        # 获取交易实例持仓情况（不论真实还是模拟）
+        actual_positions = get_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[strategy_name]:
+            strategy_positions[strategy_name][code] = {
+                'total_amount': 0,
+                'closeable_amount': 0
+            }
+            
+        # 直接使用交易实例返回的持仓数据更新策略持仓
+        strategy_positions[strategy_name][code]['total_amount'] = actual_total
+        strategy_positions[strategy_name][code]['closeable_amount'] = actual_can_use
+            
+        logger.info(f"更新策略持仓 - 策略: {strategy_name}, 代码: {code}, 总量: {strategy_positions[strategy_name][code]['total_amount']}, 可用: {strategy_positions[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[strategy_name] and strategy_positions[strategy_name][code]['total_amount'] <= 0:
+        del strategy_positions[strategy_name][code]
+
+def update_pending_orders():
+    """更新未完成委托状态"""
+    try:
+        # 获取今日委托
+        current_trader = get_trader()
+        today_entrusts = current_trader.get_today_entrust()
+        
+        # 更新委托状态
+        for order_id, order_info in list(pending_orders.items()):
+            entrust = next((e for e in today_entrusts if e.get('委托编号') == order_id), None)
+            if entrust:
+                if entrust.get('状态') in ['已成', '部分成交']:
+                    # 成交量计算
+                    traded_amount = int(entrust.get('成交数量', 0))
+                    
+                    # 更新策略持仓
+                    update_strategy_position(
+                        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('状态') == '已成':
+                        del pending_orders[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('状态') in ['已撤', '废单']:
+                    del pending_orders[order_id]
+    except Exception as e:
+        logger.error(f"更新未完成委托状态失败: {str(e)}")
+
+def add_pending_order(order_id, strategy_name, code, price, amount, direction):
+    """添加未完成委托
+    
+    Args:
+        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'
+    """
+    if not order_id or order_id == 'simulation':
+        return
+        
+    # 添加到未完成委托列表
+    pending_orders[order_id] = {
+        'strategy_name': strategy_name,
+        'code': code,
+        'price': price,
+        'amount': amount,
+        'direction': direction,
+        'created_time': time.time()
+    }
+    
+    # 同时记录到交易历史
+    if strategy_name:
+        if strategy_name not in strategy_trades:
+            strategy_trades[strategy_name] = []
+        
+        strategy_trades[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}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}")
+
+def clean_timeout_orders():
+    """清理超时委托"""
+    current_time = time.time()
+    for order_id, order_info in list(pending_orders.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[order_id]
+
+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)
+                strategy_positions = data.get('positions', {})
+                strategy_trades = data.get('trades', {})
+                pending_orders = data.get('pending_orders', {})
+    except Exception as e:
+        logger.error(f"加载策略数据失败: {str(e)}")
+
+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)}")
 
 def run_pending_tasks():
     while True:
@@ -102,68 +286,27 @@ def run_pending_tasks():
 # Run the task scheduler in a new thread
 threading.Thread(target=run_pending_tasks).start()
 
-# 创建模拟交易类
-class SimulationTrader:
-    def __init__(self):
-        self.logger = sim_logger
-
-    def login(self):
-        self.logger.info("模拟交易：登录成功")
-        return True
-
-    def logout(self):
-        self.logger.info("模拟交易：登出成功")
-        return True
-
-    def buy(self, code, price, amount):
-        message = f"模拟买入 - 代码: {code}, 价格: {price}, 数量: {amount}"
-        self.logger.info(message)
-        return {"order_id": "simulation", "message": message}
-
-    def sell(self, code, price, amount):
-        message = f"模拟卖出 - 代码: {code}, 价格: {price}, 数量: {amount}"
-        self.logger.info(message)
-        return {"order_id": "simulation", "message": message}
-
-    def cancel(self, entrust_no):
-        message = f"模拟撤单 - 委托号: {entrust_no}"
-        self.logger.info(message)
-        return {"order_id": "simulation", "message": message}
-
-    def get_balance(self):
-        message = "模拟交易：查询余额"
-        self.logger.info(message)
-        return {"cash": 1000000.00, "frozen": 0.00, "total": 1000000.00}
-
-    def get_positions(self):
-        message = "模拟交易：查询持仓"
-        self.logger.info(message)
-        return []
-
-    def get_today_trades(self):
-        message = "模拟交易：查询今日成交"
-        self.logger.info(message)
-        return []
-
-    def get_today_entrust(self):
-        message = "模拟交易：查询今日委托"
-        self.logger.info(message)
-        return []
-
-    def is_trading_time(self):
-        return True
-
-# 根据配置选择交易实例
-trader = SimulationTrader() if Config.SIMULATION_ONLY else XtTrader()
-trader.login()
+# 初始化交易环境
+get_trader().login()
 
 # 添加请求频率限制
 app = Flask(__name__)
 
+# 添加策略数据相关的定期任务
+schedule.every(5).minutes.do(update_pending_orders)  # 每5分钟更新未完成委托状态
+schedule.every().day.at("00:01").do(clean_timeout_orders)  # 每天清理超时委托
+schedule.every().day.at("15:30").do(save_strategy_data)  # 每天收盘后保存策略数据
+
+# 程序启动时加载策略数据
+load_strategy_data()
+
+# 程序退出时保存策略数据
+atexit.register(save_strategy_data)
+
 # 使用配置文件中的时间
-run_daily(Config.MARKET_OPEN_TIME, lambda: trader.login())
-run_daily(Config.MARKET_ACTIVE_TIME, lambda: trader.get_balance())
-run_daily(Config.MARKET_CLOSE_TIME, lambda: trader.logout())
+run_daily(Config.MARKET_OPEN_TIME, lambda: get_trader().login())
+run_daily(Config.MARKET_ACTIVE_TIME, lambda: get_trader().get_balance())
+run_daily(Config.MARKET_CLOSE_TIME, lambda: get_trader().logout())
 
 
 @app.route("/yu/healthcheck", methods=["GET"])
@@ -179,21 +322,19 @@ def should_use_simulation():
         should_simulate: 是否应该使用模拟交易
         simulation_reason: 使用模拟交易的原因
     """
-    should_simulate = True
-    simulation_reason = "未知原因"
+    # 直接使用get_trader()返回的实例类型判断
+    trader = get_trader()
     
-    if not Config.SIMULATION_ONLY:
-        try:
-            if trader.is_trading_time():
-                should_simulate = False
+    if isinstance(trader, SimulationTrader):
+        # 获取原因
+        if Config.SIMULATION_ONLY:
+            return True, "配置为仅模拟交易"
         else:
-                simulation_reason = "当前为非交易时段"
-        except Exception as e:
-            simulation_reason = f"检查交易时间发生错误: {str(e)}"
-    else:
-        simulation_reason = "配置为仅模拟交易"
+            now = datetime.datetime.now()
+            return True, f"当前非交易时段 - {now.strftime('%Y-%m-%d %H:%M:%S')}"
     
-    return should_simulate, simulation_reason
+    # 如果是实盘交易实例
+    return False, ""
 
 
 @app.route("/yu/buy", methods=["POST"])
@@ -205,6 +346,7 @@ def buy():
     code = data.get("code")
     price_str = data.get("price")
     amount_str = data.get("amount")
+    strategy_name = data.get("strategy_name", "")  # 新增策略名称参数，默认为空
 
     try:
         if not all([code, price_str, amount_str]):
@@ -221,28 +363,73 @@ def buy():
         
         if should_simulate:
             # 使用模拟交易
-            sim_message = f"模拟买入 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}"
-            sim_logger.info(sim_message)
-            return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+            logger.info(f"使用模拟交易 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}")
+            
+            # 获取模拟交易实例并执行买入操作
+            sim_trader = get_trader(True)
+            result = sim_trader.buy(code, price, amount)
+            
+            # 如果指定了策略名称，记录到策略持仓
+            if strategy_name:
+                # 模拟交易立即生效，更新策略持仓
+                update_strategy_position(strategy_name, code, 'buy', amount)
+                
+            return jsonify({"success": True, "data": result}), 200
             
         # 尝试实盘交易
-        logger.info(f"Executing buy order: code={code}, price={price}, amount={amount}")
+        logger.info(f"Executing buy order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}")
         try:
-            result = execute_with_timeout(trader.buy, Config.TRADE_TIMEOUT, code, price, amount)
+            current_trader = get_trader()
+            result = execute_with_timeout(current_trader.buy, Config.TRADE_TIMEOUT, code, price, amount)
             if result is None:
                 # 超时时使用模拟交易
-                sim_message = f"模拟买入 - 交易超时 - 代码: {code}, 价格: {price}, 数量: {amount}"
-                sim_logger.info(sim_message)
                 logger.warning(f"Buy order timeout after {Config.TRADE_TIMEOUT} seconds, switching to simulation mode")
-                return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+                
+                # 创建模拟交易实例并执行买入操作
+                sim_trader = get_trader(True)
+                result = sim_trader.buy(code, price, amount)
+                
+                # 如果指定了策略名称，记录到策略持仓
+                if strategy_name:
+                    # 超时情况下，使用模拟交易，立即更新策略持仓
+                    update_strategy_position(strategy_name, code, 'buy', amount)
+                    
+                return jsonify({"success": True, "data": result}), 200
+            
+            # 如果指定了策略名称且是真实交易
+            if strategy_name and 'order_id' in result and result['order_id'] != 'simulation':
+                order_id = result['order_id']
+                
+                # 添加到未完成委托
+                add_pending_order(
+                    order_id,
+                    strategy_name,
+                    code,
+                    price,
+                    amount,
+                    'buy'
+                )
+                
+                # 注意：不在这里调用update_strategy_position
+                # 持仓更新将由update_pending_orders函数处理
+                # 这避免了持仓更新的冗余操作
+            
             logger.info(f"Buy order result: {result}")
             return jsonify({"success": True, "data": result}), 200
         except Exception as e:
             # 发生错误时使用模拟交易
-            sim_message = f"模拟买入 - 交易失败({str(e)}) - 代码: {code}, 价格: {price}, 数量: {amount}"
-            sim_logger.info(sim_message)
             logger.error(f"Buy order failed: {str(e)}, switching to simulation mode")
-            return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+            
+            # 创建模拟交易实例并执行买入操作
+            sim_trader = get_trader(True)
+            result = sim_trader.buy(code, price, amount)
+            
+            # 如果指定了策略名称，记录到策略持仓
+            if strategy_name:
+                # 错误情况下，使用模拟交易，立即更新策略持仓
+                update_strategy_position(strategy_name, code, 'buy', amount)
+                
+            return jsonify({"success": True, "data": result}), 200
     except ValueError as e:
         logger.error(f"Invalid request parameters: {str(e)}")
         abort(400, description=str(e))
@@ -260,6 +447,7 @@ def sell():
     code = data.get("code")
     price_str = data.get("price")
     amount_str = data.get("amount")
+    strategy_name = data.get("strategy_name", "")  # 新增策略名称参数，默认为空
 
     try:
         if not all([code, price_str, amount_str]):
@@ -276,28 +464,69 @@ def sell():
         
         if should_simulate:
             # 使用模拟交易
-            sim_message = f"模拟卖出 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}"
-            sim_logger.info(sim_message)
-            return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+            logger.info(f"使用模拟交易 - {simulation_reason} - 代码: {code}, 价格: {price}, 数量: {amount}")
+            
+            # 获取模拟交易实例并执行卖出操作
+            sim_trader = get_trader(True)
+            result = sim_trader.sell(code, price, amount)
+            
+            # 如果指定了策略名称，记录到策略持仓
+            if strategy_name:
+                # 模拟交易下，使用简单更新模式
+                update_strategy_position(strategy_name, code, 'sell', amount)
+                
+            return jsonify({"success": True, "data": result}), 200
             
         # 尝试实盘交易
-        logger.info(f"Executing sell order: code={code}, price={price}, amount={amount}")
+        logger.info(f"Executing sell order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}")
         try:
-            result = execute_with_timeout(trader.sell, Config.TRADE_TIMEOUT, code, price, amount)
+            current_trader = get_trader()
+            result = execute_with_timeout(current_trader.sell, Config.TRADE_TIMEOUT, code, price, amount)
             if result is None:
                 # 超时时使用模拟交易
-                sim_message = f"模拟卖出 - 交易超时 - 代码: {code}, 价格: {price}, 数量: {amount}"
-                sim_logger.info(sim_message)
                 logger.warning(f"Sell order timeout after {Config.TRADE_TIMEOUT} seconds, switching to simulation mode")
-                return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+                
+                # 创建模拟交易实例并执行卖出操作
+                sim_trader = get_trader(True)
+                result = sim_trader.sell(code, price, amount)
+                
+                # 如果指定了策略名称，记录到策略持仓
+                if strategy_name:
+                    # 超时情况下，使用简单更新模式
+                    update_strategy_position(strategy_name, code, 'sell', amount)
+                    
+                return jsonify({"success": True, "data": result}), 200
+            
+            # 如果指定了策略名称，记录到未完成委托
+            if strategy_name and 'order_id' in result and result['order_id'] != 'simulation':
+                order_id = result['order_id']
+                
+                # 添加到未完成委托
+                add_pending_order(
+                    order_id,
+                    strategy_name,
+                    code,
+                    price,
+                    amount,
+                    'sell'
+                )
+            
             logger.info(f"Sell order result: {result}")
             return jsonify({"success": True, "data": result}), 200
         except Exception as e:
             # 发生错误时使用模拟交易
-            sim_message = f"模拟卖出 - 交易失败({str(e)}) - 代码: {code}, 价格: {price}, 数量: {amount}"
-            sim_logger.info(sim_message)
             logger.error(f"Sell order failed: {str(e)}, switching to simulation mode")
-            return jsonify({"success": True, "data": {"order_id": "simulation", "message": sim_message}}), 200
+            
+            # 创建模拟交易实例并执行卖出操作
+            sim_trader = get_trader(True)
+            result = sim_trader.sell(code, price, amount)
+            
+            # 如果指定了策略名称，记录到策略持仓
+            if strategy_name:
+                # 错误情况下，使用简单更新模式
+                update_strategy_position(strategy_name, code, 'sell', amount)
+                
+            return jsonify({"success": True, "data": result}), 200
     except ValueError as e:
         logger.error(f"Invalid request parameters: {str(e)}")
         abort(400, description=str(e))
@@ -310,7 +539,7 @@ def sell():
 def cancel(entrust_no):
     logger.info(f"Received cancel request for entrust_no={entrust_no}")
     try:
-        result = trader.cancel(entrust_no)
+        result = get_trader().cancel(entrust_no)
         logger.info(f"Cancel result: {result}")
 
         response = {"success": True, "data": result}
@@ -325,7 +554,7 @@ def get_balance():
     """Get the balance of the account."""
     logger.info("Received balance request")
     try:
-        balance = trader.get_balance()
+        balance = get_trader().get_balance()
         logger.info(f"Balance: {balance}")
 
         response = {"success": True, "data": balance}
@@ -341,7 +570,52 @@ def get_positions():
     """Get the positions of the account."""
     logger.info("Received positions request")
     try:
-        positions = trader.get_positions()
+        # 获取查询参数中的策略名称
+        strategy_name = request.args.get("strategy_name", "")
+        
+        # 如果指定了策略名称，返回该策略的持仓
+        if strategy_name:
+            # 更新未完成委托状态
+            update_pending_orders()
+            
+            # 获取真实账户持仓，用于计算可交易量
+            current_trader = get_trader()
+            real_positions = current_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:
+                logger.info(f"Strategy {strategy_name} has no positions")
+                return jsonify({"success": True, "data": []}), 200
+            
+            # 合并策略持仓和真实持仓的可交易量
+            result = []
+            for code, pos_info in strategy_positions[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: {result}")
+            return jsonify({"success": True, "data": result}), 200
+        
+        # 否则返回原始持仓
+        current_trader = get_trader()
+        positions = current_trader.get_positions()
         logger.info(f"Positions: {positions}")
         
         response = {"success": True, "data": positions}
@@ -356,7 +630,7 @@ def get_today_trades():
     """Get the today's trades of the account."""
     logger.info("Received today trades request")
     try:
-        trades = trader.get_today_trades()
+        trades = get_trader().get_today_trades()
         logger.info(f"Today trades: {trades}")
 
         response = {"success": True, "data": trades}
@@ -371,7 +645,7 @@ def get_today_entrust():
     """Get the today's entrust of the account."""
     logger.info("Received today entrust request")
     try:
-        entrust = trader.get_today_entrust()
+        entrust = get_trader().get_today_entrust()
         logger.info(f"Today entrust: {entrust}")
 
         response = {"success": True, "data": entrust}