41 lines
1.6 KiB
Python
41 lines
1.6 KiB
Python
import os
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import datetime
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class Config:
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# Server settings
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PORT = int(os.environ.get("PORT", 9527))
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HOST = os.environ.get("HOST", "0.0.0.0")
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DEBUG = os.environ.get("DEBUG", "False").lower() == "true"
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# Trading settings
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TRADE_TIMEOUT = int(os.environ.get("TRADE_TIMEOUT", 5)) # 交易超时时间（秒）
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SIMULATION_ONLY = os.environ.get("SIMULATION_ONLY", "False").lower() == "true"
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# Trading hours
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MARKET_OPEN_TIME = os.environ.get("MARKET_OPEN_TIME", "09:15")
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MARKET_CLOSE_TIME = os.environ.get("MARKET_CLOSE_TIME", "15:30")
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# Logging
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LOG_DIR = "logs"
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LOG_LEVEL = "INFO"
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LOG_FORMAT = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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LOG_MAX_BYTES = 10 * 1024 * 1024 # 10MB
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LOG_BACKUP_COUNT = 5
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# API Rate limiting
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RATE_LIMIT_REQUESTS = 100
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RATE_LIMIT_PERIOD = 60 # seconds
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# XtQuant 相关配置
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XT_ACCOUNT = os.environ.get("XT_ACCOUNT", "80391818")
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XT_PATH = os.environ.get("XT_PATH", r'C:\\江海证券QMT实盘_交易\\userdata_mini')
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# RealTraderManager配置
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RTM_ORDER_TIMEOUT = int(os.environ.get("RTM_ORDER_TIMEOUT", 60)) # 订单超时时间（秒）
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RTM_MAX_RETRIES = int(os.environ.get("RTM_MAX_RETRIES", 3)) # 最大重试次数
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RTM_USE_MARKET_ORDER = os.environ.get("RTM_USE_MARKET_ORDER", "True").lower() == "true" # 是否使用市价单进行补单
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# 计划任务运行时间
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STRATEGY_SAVE_TIME = os.environ.get("STRATEGY_SAVE_TIME", "15:30") # 每天保存策略数据的时间
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CLEAN_ORDERS_TIME = os.environ.get("CLEAN_ORDERS_TIME", "00:01") # 每天清理超时委托的时间
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