556 lines
20 KiB
Python
556 lines
20 KiB
Python
import schedule
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import threading
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import time
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import subprocess
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import os
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from real.xt_trader import XtTrader
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from flask import Flask, request, abort, jsonify
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from config import Config
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from simulation.simulation_trader import SimulationTrader
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from logger_config import get_logger
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from real.real_trader_manager import RealTraderManager
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from trade_constants import *
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from base_trader import BaseTrader
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# 获取日志记录器
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logger = get_logger("server")
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# 全局交易实例（采用单例模式）
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_trader_instance = None # 交易实例（单例）
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_real_trader_manager_instance = None # 实盘交易管理器实例（单例）
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def is_real_mode():
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return not Config.SIMULATION_MODE
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# 交易接口连接失败回调
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def on_connect_failed():
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"""交易连接失败的回调函数"""
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logger.critical("交易系统连接失败，API将返回错误状态")
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# 获取实盘交易管理器实例的辅助函数
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def get_real_trader_manager():
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global _real_trader_manager_instance
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if _real_trader_manager_instance is None:
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_real_trader_manager_instance = (
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None if Config.SIMULATION_MODE else RealTraderManager(get_trader())
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)
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return _real_trader_manager_instance
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# 获取交易实例 - 根据情况返回模拟或实盘交易实例
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def get_trader():
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global _trader_instance
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# 实盘模式下
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if is_real_mode() and _trader_instance is None:
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# 检查是否为交易日
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if not BaseTrader.is_trading_date():
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# 非交易日创建临时实例提供错误信息
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temp_trader = XtTrader(connect_failed_callback=on_connect_failed)
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temp_trader.connection_failed = True
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temp_trader.connection_error_message = "当前为非交易日，交易系统未连接"
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return temp_trader
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# 交易日但非交易时间
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if not BaseTrader.is_trading_time():
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# 非交易时间创建临时实例提供错误信息
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temp_trader = XtTrader(connect_failed_callback=on_connect_failed)
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temp_trader.connection_failed = True
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temp_trader.connection_error_message = "当前为非交易时间，交易系统未连接"
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return temp_trader
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# 返回已存在的实例
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return _trader_instance
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def login():
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global _trader_instance
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try:
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# 如果已经有实例，先销毁
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if _trader_instance is not None and is_real_mode():
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_trader_instance.logout()
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_trader_instance = None
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# 创建新的XtTrader实例
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_trader_instance = SimulationTrader() if Config.SIMULATION_MODE else XtTrader(connect_failed_callback=on_connect_failed)
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logger.info("开始登录")
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# 模拟交易直接返回成功
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if Config.SIMULATION_MODE:
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return True
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# 如果是实盘交易，调用login方法
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login_success = _trader_instance.login()
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# 验证连接
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if login_success:
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result = _trader_instance.get_balance()
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if result and result.get("account_id") is not None:
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logger.info(f"查询余额成功: {result}")
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return True
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else:
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logger.error(f"登录成功但查询余额失败: {result}")
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_trader_instance.connection_failed = True
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_trader_instance.last_reconnect_time = time.time()
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_trader_instance.notify_connection_failure("登录成功但查询余额失败")
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return False
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else:
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logger.error("登录失败")
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# 不需要在这里设置失败状态，在XtTrader.login方法中已设置
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return False
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except Exception as e:
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logger.error(f"登录初始化异常: {str(e)}")
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# 如果是实盘模式并且已经成功创建了实例，设置失败状态
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if is_real_mode() and _trader_instance is not None:
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_trader_instance.connection_failed = True
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_trader_instance.last_reconnect_time = time.time()
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_trader_instance.notify_connection_failure(f"登录初始化异常: {str(e)}")
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return False
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# 如果创建实例失败，则抛出异常
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raise Exception(f"登录失败，无法创建交易实例: {e}")
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def logout():
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global _trader_instance
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if _trader_instance is not None:
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_trader_instance.logout()
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logger.info("登出成功")
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# 销毁实例
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if is_real_mode():
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_trader_instance = None
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logger.info("XtTrader实例已销毁")
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def _run_scheduler():
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"""定时任务执行线程"""
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while True:
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try:
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schedule.run_pending()
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time.sleep(1)
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except Exception as e:
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logger.error(f"调度器执行错误: {str(e)}")
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def _check_reconnect():
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"""重连检查线程，定期检查是否需要重连"""
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while True:
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try:
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if is_real_mode() and _trader_instance is not None:
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_trader_instance.check_reconnect()
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time.sleep(60) # 每分钟检查一次
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except Exception as e:
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logger.error(f"重连检查错误: {str(e)}")
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# 定时任务：检查是否为交易日，并在交易日执行登录操作
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def login_on_trading_day():
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"""仅在交易日执行登录操作"""
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# 使用BaseTrader中的静态方法检查是否为交易日
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if BaseTrader.is_trading_date():
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logger.info("今天是交易日，执行登录操作")
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login()
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else:
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logger.info("今天不是交易日，跳过登录操作")
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# 定时任务：检查是否为交易日，并在交易日执行登出操作
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def logout_on_trading_day():
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"""仅在交易日执行登出操作"""
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# 使用BaseTrader中的静态方法检查是否为交易日
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if BaseTrader.is_trading_date():
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logger.info("今天是交易日，执行登出操作")
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logout()
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else:
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logger.info("今天不是交易日，跳过登出操作")
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def restart_qmt():
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try:
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# 检查QMT路径是否存在
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if not os.path.exists(Config.XT_LAUNCHER):
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logger.error(f"QMT启动路径不存在: {Config.XT_LAUNCHER}")
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return
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# 先关闭所有QMT相关进程
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for proc_name in [Config.XT_PROCESS1, Config.XT_PROCESS2]:
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try:
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kill_cmd = f'taskkill /F /IM {proc_name}'
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result = subprocess.run(kill_cmd, shell=True, capture_output=True, text=True)
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if result.returncode == 0:
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logger.info(f"已关闭进程: {proc_name}")
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else:
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logger.warning(f"关闭进程{proc_name}时返回码: {result.returncode}, 输出: {result.stdout}, 错误: {result.stderr}")
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except Exception as e:
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logger.error(f"关闭进程{proc_name}时发生异常: {str(e)}")
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# 尝试启动QMT软件
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subprocess.Popen(Config.XT_LAUNCHER)
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logger.info(f"已启动QMT软件: {Config.XT_LAUNCHER}")
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except Exception as e:
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logger.error(f"重启QMT软件时发生错误: {str(e)}")
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# 定时任务：在交易日重启QMT软件
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def restart_qmt_on_trading_day():
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"""仅在交易日执行QMT软件重启操作"""
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if BaseTrader.is_trading_date():
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logger.info("今天是交易日，执行QMT软件重启操作")
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restart_qmt()
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else:
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logger.info("今天不是交易日，跳过QMT软件重启")
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def setup_scheduler():
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# 设置每日任务，仅在交易日执行
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schedule.every().day.at(Config.MARKET_OPEN_TIME).do(login_on_trading_day)
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schedule.every().day.at(Config.MARKET_CLOSE_TIME).do(logout_on_trading_day)
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schedule.every().day.at(Config.XT_RESTART_TIME).do(restart_qmt_on_trading_day)
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# 启动调度线程
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scheduler_thread = threading.Thread(target=_run_scheduler, daemon=True)
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scheduler_thread.start()
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logger.info("定时任务调度器已启动")
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# 启动重连检查线程（仅在实盘模式下）
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if is_real_mode():
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reconnect_thread = threading.Thread(target=_check_reconnect, daemon=True)
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reconnect_thread.start()
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logger.info("重连检查线程已启动")
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return scheduler_thread
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# 初始化交易系统
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try:
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# 程序启动时初始化交易实例 - 尝试登录，但即使失败也继续启动服务
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login_success = login()
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if not login_success and is_real_mode():
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logger.warning("初始登录失败，系统将在稍后定期尝试重连")
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# 设置并启动调度器
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setup_scheduler()
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logger.info("交易系统初始化完成")
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except Exception as e:
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logger.error(f"交易系统初始化异常: {e}")
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# 即使初始化失败也尝试启动调度器
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try:
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setup_scheduler()
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logger.info("调度器启动成功，将尝试定期重新初始化交易系统")
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except Exception as scheduler_e:
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logger.error(f"调度器启动失败: {scheduler_e}")
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raise
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app = Flask(__name__)
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@app.route("/yu/healthcheck", methods=["GET"])
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def health_check():
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if is_real_mode() and _trader_instance and not _trader_instance.is_available():
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return jsonify({
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"status": "error",
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"message": _trader_instance.connection_error_message or "交易系统连接失败"
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}), 503
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return jsonify({"status": "ok"}), 200
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@app.route("/yu/buy", methods=["POST"])
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def buy():
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"""Buy an item with given parameters."""
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logger.info("Received buy request")
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# Get data from request body
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data = request.get_json()
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code = data.get("code")
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price_str = data.get("price")
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amount_str = data.get("amount")
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strategy_name = data.get(
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"strategy_name", "default_strategy"
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) # 新增策略名称参数，默认为空
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try:
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if not all([code, price_str, amount_str]):
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raise ValueError("Missing required parameters")
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price = float(price_str)
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amount = int(amount_str)
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if price <= 0 or amount <= 0:
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raise ValueError("Price and amount must be positive")
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# 检查交易系统是否可用
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trader = get_trader()
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if is_real_mode() and not trader.is_available():
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return jsonify({
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"success": False,
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"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
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}), 503
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# 检查是否在交易时间内
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if not BaseTrader.is_trading_time():
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logger.warning(
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f"交易失败 - 非交易时间不能交易 - 代码: {code}, 价格: {price}, 数量: {amount}"
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)
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return (
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jsonify(
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{"success": False, "error": f"交易失败: 非交易时间不能实盘交易"}
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),
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400,
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)
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if is_real_mode():
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logger.info(
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f"使用RealTraderManager执行买入: 代码={code}, 价格={price}, 数量={amount}, 策略={strategy_name}"
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)
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rtm = get_real_trader_manager()
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result = rtm.place_order(
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strategy_name, code, ORDER_DIRECTION_BUY, amount, price
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)
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else:
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result = trader.buy(code, price, amount, strategy_name)
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if result.get("success"):
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logger.info(f"买入成功: {result}")
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return jsonify({"success": True, "order_id": result.get("order_id")}), 200
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else:
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logger.error(f"买入失败: {result}")
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return jsonify({"success": False, "error": result}), 400
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except ValueError as e:
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logger.error(f"Invalid request parameters: {str(e)}")
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abort(400, description=str(e))
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except Exception as e:
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logger.error(f"Error processing buy request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/sell", methods=["POST"])
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def sell():
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"""Sell an item with given parameters."""
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logger.info("Received sell request")
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# Get data from request body
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data = request.get_json()
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code = data.get("code")
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price_str = data.get("price")
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amount_str = data.get("amount")
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strategy_name = data.get("strategy_name", "") # 新增策略名称参数，默认为空
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try:
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if not all([code, price_str, amount_str]):
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raise ValueError("Missing required parameters")
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price = float(price_str)
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amount = int(amount_str)
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if price <= 0 or amount <= 0:
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raise ValueError("Price and amount must be positive")
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# 检查交易系统是否可用
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trader = get_trader()
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if is_real_mode() and not trader.is_available():
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return jsonify({
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"success": False,
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"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
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}), 503
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# 检查是否在交易时间内
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if not BaseTrader.is_trading_time():
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logger.warning(
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f"交易失败 - 非交易时间不能交易 - 代码: {code}, 价格: {price}, 数量: {amount}"
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)
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return (
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jsonify(
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{"success": False, "error": f"交易失败: 非交易时间不能实盘交易"}
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),
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400,
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)
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if is_real_mode():
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logger.info(
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f"使用RealTraderManager执行卖出: 代码={code}, 价格={price}, 数量={amount}, 策略={strategy_name}"
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)
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rtm = get_real_trader_manager()
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result = rtm.place_order(
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strategy_name, code, ORDER_DIRECTION_SELL, amount, price
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)
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else:
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result = trader.sell(code, price, amount)
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if result.get("success"):
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logger.info(f"卖出成功: {result}")
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return jsonify({"success": True, "order_id": result.get("order_id")}), 200
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elif "error" in result:
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logger.error(f"卖出失败: {result}")
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return jsonify({"success": False, "error": result["error"]}), 400
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else:
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logger.error(f"卖出失败: {result}")
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return jsonify({"success": False, "error": result}), 400
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except ValueError as e:
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logger.error(f"Invalid request parameters: {str(e)}")
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abort(400, description=str(e))
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except Exception as e:
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logger.error(f"Error processing sell request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/cancel/<order_id>", methods=["DELETE"])
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def cancel(order_id):
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"""Cancel an order by order_id."""
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logger.info(f"Received cancel request for order {order_id}")
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try:
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# 检查交易系统是否可用
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trader = get_trader()
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if is_real_mode() and not trader.is_available():
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return jsonify({
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"success": False,
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"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
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}), 503
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result = trader.cancel(order_id)
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logger.info(f"撤单结果: {result}")
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return jsonify(result), 200
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except Exception as e:
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logger.error(f"Error processing cancel request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/balance", methods=["GET"])
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def get_balance():
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"""Get balance information."""
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logger.info("Received balance request")
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try:
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# 检查交易系统是否可用
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trader = get_trader()
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if is_real_mode() and not trader.is_available():
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return jsonify({
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"success": False,
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"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
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}), 503
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balance = trader.get_balance()
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return jsonify(balance), 200
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except Exception as e:
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logger.error(f"Error processing balance request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/positions", methods=["GET"])
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def get_positions():
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"""Get position information."""
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logger.info("Received positions request")
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try:
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# 检查交易系统是否可用
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trader = get_trader()
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if is_real_mode() and not trader.is_available():
|
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return jsonify({
|
||
"success": False,
|
||
"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
|
||
}), 503
|
||
|
||
positions = trader.get_positions()
|
||
return jsonify(positions), 200
|
||
except Exception as e:
|
||
logger.error(f"Error processing positions request: {str(e)}")
|
||
abort(500, description="Internal server error")
|
||
|
||
|
||
@app.route("/yu/todaytrades", methods=["GET"])
|
||
def get_today_trades():
|
||
"""Get today's trade information."""
|
||
logger.info("Received today trades request")
|
||
|
||
try:
|
||
# 检查交易系统是否可用
|
||
trader = get_trader()
|
||
if is_real_mode() and not trader.is_available():
|
||
return jsonify({
|
||
"success": False,
|
||
"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
|
||
}), 503
|
||
|
||
trades = trader.get_today_trades()
|
||
return jsonify(trades), 200
|
||
except Exception as e:
|
||
logger.error(f"Error processing today trades request: {str(e)}")
|
||
abort(500, description="Internal server error")
|
||
|
||
|
||
@app.route("/yu/todayorders", methods=["GET"])
|
||
def get_today_orders():
|
||
"""Get today's order information."""
|
||
logger.info("Received today orders request")
|
||
|
||
try:
|
||
# 检查交易系统是否可用
|
||
trader = get_trader()
|
||
if is_real_mode() and not trader.is_available():
|
||
return jsonify({
|
||
"success": False,
|
||
"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
|
||
}), 503
|
||
|
||
orders = trader.get_today_orders()
|
||
return jsonify(orders), 200
|
||
except Exception as e:
|
||
logger.error(f"Error processing today orders request: {str(e)}")
|
||
abort(500, description="Internal server error")
|
||
|
||
|
||
@app.route("/yu/order/<order_id>", methods=["GET"])
|
||
def get_order(order_id):
|
||
"""Get order information by order_id."""
|
||
logger.info(f"Received order request for order {order_id}")
|
||
|
||
try:
|
||
# 检查交易系统是否可用
|
||
trader = get_trader()
|
||
if is_real_mode() and not trader.is_available():
|
||
return jsonify({
|
||
"success": False,
|
||
"error": trader.connection_error_message or "交易系统连接失败，请稍后再试"
|
||
}), 503
|
||
|
||
order = trader.get_order(order_id)
|
||
return jsonify(order), 200
|
||
except Exception as e:
|
||
logger.error(f"Error processing order request: {str(e)}")
|
||
abort(500, description="Internal server error")
|
||
|
||
|
||
def get_order(order_id):
|
||
"""Get order information by order_id."""
|
||
logger.info(f"Received order request for order {order_id}")
|
||
|
||
|
||
|
||
|
||
@app.route("/yu/clear/<strategy_name>", methods=["DELETE"])
|
||
def clear_strategy(strategy_name):
|
||
"""清除指定策略的持仓管理数据"""
|
||
logger.info(f"接收到清除策略持仓请求: {strategy_name}")
|
||
try:
|
||
if get_trader().clear_position_manager(strategy_name):
|
||
return jsonify({"success": True, "message": "clear success"}), 200
|
||
else:
|
||
return jsonify({"success": False, "message": "策略不存在: " + strategy_name}), 400
|
||
|
||
except Exception as e:
|
||
logger.error(f"清除策略持仓时出错: {str(e)}")
|
||
abort(500, description="服务器内部错误")
|
||
|
||
|
||
if __name__ == "__main__":
|
||
logger.info(f"Server starting on {Config.HOST}:{Config.PORT}")
|
||
app.run(debug=Config.DEBUG, host=Config.HOST, port=Config.PORT)
|