From bfe509a22b1ec18bf40320f5c478050e8b7e13b4 Mon Sep 17 00:00:00 2001 From: zhiyong Date: Wed, 30 Apr 2025 10:43:51 +0800 Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0=E5=88=A4=E6=96=AD=E4=BA=A4?= =?UTF-8?q?=E6=98=93=E6=97=A5=E6=96=B9=E6=B3=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- pyproject.toml | 1 + src/trade_server.py | 53 +++++++++++++++++------------ src/xt_trader.py | 37 ++++++++++---------- uv.lock | 82 +++++++-------------------------------------- 4 files changed, 61 insertions(+), 112 deletions(-) diff --git a/pyproject.toml b/pyproject.toml index 4062233..6d166be 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -5,6 +5,7 @@ description = "Add your description here" readme = "README.md" requires-python = ">=3.12.8" dependencies = [ + "chinese-calendar>=1.10.0", "flask>=3.1.0", "flask-limiter>=3.12", "requests>=2.32.3", diff --git a/src/trade_server.py b/src/trade_server.py index 08b9fc9..9813efa 100644 --- a/src/trade_server.py +++ b/src/trade_server.py @@ -171,6 +171,31 @@ def health_check(): return "ok", 200 +def should_use_simulation(): + """判断是否应该使用模拟交易 + + Returns: + tuple: (should_simulate: bool, simulation_reason: str) + 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" + + if not Config.SIMULATION_ONLY: + try: + if trader.is_trading_time(): + should_simulate = False + 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" + + return should_simulate, simulation_reason + + @app.route("/yu/buy", methods=["POST"]) def buy(): """Buy an item with given parameters.""" @@ -192,17 +217,7 @@ def buy(): raise ValueError("Price and amount must be positive") # 检查是否需要模拟交易 - should_simulate = True - simulation_reason = "未知原因" - - if not Config.SIMULATION_ONLY: - try: - if trader.is_trading_time(): - should_simulate = False - 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)}" + should_simulate, simulation_reason = should_use_simulation() if should_simulate: # 使用模拟交易 @@ -218,6 +233,7 @@ def buy(): # 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 logger.info(f"Buy order result: {result}") return jsonify({"success": True, "data": result}), 200 @@ -225,6 +241,7 @@ def buy(): # 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 except ValueError as e: logger.error(f"Invalid request parameters: {str(e)}") @@ -255,17 +272,7 @@ def sell(): raise ValueError("Price and amount must be positive") # 检查是否需要模拟交易 - should_simulate = True - simulation_reason = "未知原因" - - if not Config.SIMULATION_ONLY: - try: - if trader.is_trading_time(): - should_simulate = False - 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)}" + should_simulate, simulation_reason = should_use_simulation() if should_simulate: # 使用模拟交易 @@ -281,6 +288,7 @@ def sell(): # 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 logger.info(f"Sell order result: {result}") return jsonify({"success": True, "data": result}), 200 @@ -288,6 +296,7 @@ def sell(): # 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 except ValueError as e: logger.error(f"Invalid request parameters: {str(e)}") diff --git a/src/xt_trader.py b/src/xt_trader.py index 700e70d..f1be704 100644 --- a/src/xt_trader.py +++ b/src/xt_trader.py @@ -8,6 +8,7 @@ from xtquant.xttype import StockAccount from xtquant import xtconstant from xtquant.xtdata import get_instrument_detail, get_trading_time import datetime as dt +from chinese_calendar import is_workday # 日志配置 LOG_DIR = "log" @@ -188,35 +189,31 @@ class XtTrader: return {"cancel_result": result} def is_trading_time(self): - """判断当前是否为交易时间，使用中国银行(601988.SH)作为判断标的 + """判断当前是否为交易时间 Returns: bool: True 表示当前为交易时间，False 表示当前休市 """ try: - # 使用中国银行股票作为判断标的 - code = "601988.SH" + now = dt.datetime.now() - # 获取交易时段 - trading_periods = get_trading_time(code) - if not trading_periods: - logger.error("获取交易时段失败") + # 判断是否为工作日（使用 chinese_calendar 判断，会考虑节假日和调休） + if not is_workday(now): return False - # 获取当前时间 - now = dt.datetime.now().time() - current_seconds = now.hour * 3600 + now.minute * 60 + now.second + # 判断是否在交易时间段内 + current_time = now.time() + morning_start = dt.time(9, 30) # 上午开市时间 9:30 + morning_end = dt.time(11, 30) # 上午休市时间 11:30 + afternoon_start = dt.time(13, 0) # 下午开市时间 13:00 + afternoon_end = dt.time(15, 0) # 下午休市时间 15:00 + + # 判断是否在上午或下午的交易时段 + is_morning_session = morning_start <= current_time <= morning_end + is_afternoon_session = afternoon_start <= current_time <= afternoon_end + + return is_morning_session or is_afternoon_session - # 检查是否在任一交易时段内 - for period in trading_periods: - start_time = period[0] # 开始时间（秒） - end_time = period[1] # 结束时间（秒） - period_type = period[2] # 交易类型（2-开盘竞价，3-连续交易，8-收盘竞价，9-盘后定价） - - if start_time <= current_seconds <= end_time and period_type in [2, 3, 8]: - return True - - return False except Exception as e: logger.error(f"判断交易时间发生错误: {str(e)}") return False diff --git a/uv.lock b/uv.lock index 7c107bb..0f921ba 100644 --- a/uv.lock +++ b/uv.lock @@ -1,6 +1,6 @@ version = 1 revision = 1 -requires-python = ">=3.10.11" +requires-python = ">=3.12.8" [[package]] name = "blinker" @@ -26,32 +26,6 @@ version = "3.4.1" source = { registry = "https://pypi.org/simple" } sdist = { url = "https://files.pythonhosted.org/packages/16/b0/572805e227f01586461c80e0fd25d65a2115599cc9dad142fee4b747c357/charset_normalizer-3.4.1.tar.gz", hash = "sha256:44251f18cd68a75b56585dd00dae26183e102cd5e0f9f1466e6df5da2ed64ea3", size = 123188 } wheels = [ - { url = "https://files.pythonhosted.org/packages/0d/58/5580c1716040bc89206c77d8f74418caf82ce519aae06450393ca73475d1/charset_normalizer-3.4.1-cp310-cp310-macosx_10_9_universal2.whl", hash = "sha256:91b36a978b5ae0ee86c394f5a54d6ef44db1de0815eb43de826d41d21e4af3de", size = 198013 }, - 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