323 lines
10 KiB
Python
323 lines
10 KiB
Python
import schedule
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import threading
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import time
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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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# 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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# 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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if _trader_instance is None:
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_trader_instance = SimulationTrader() if Config.SIMULATION_MODE else XtTrader()
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return _trader_instance
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def login():
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try:
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global _trader_instance
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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()
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logger.info("开始登录")
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_trader_instance.login()
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result = _trader_instance.get_balance()
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if result and result["account_id"] is not None:
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logger.info(f"查询余额成功: {result}")
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else:
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logger.error(f"登录失败: {result}")
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raise Exception(f"登录失败: {result}")
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except Exception as e:
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logger.error(f"登录失败: {e}")
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raise Exception(f"登录失败: {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 setup_scheduler():
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# 设置每日任务
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schedule.every().day.at(Config.MARKET_OPEN_TIME).do(login)
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schedule.every().day.at(Config.MARKET_CLOSE_TIME).do(logout)
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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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return scheduler_thread
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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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# 设置并启动调度器
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setup_scheduler()
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# 程序启动时初始化交易实例
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login()
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# 添加请求频率限制
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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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return "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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# 检查是否在交易时间内
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if not get_trader().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 = get_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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# 检查是否在交易时间内
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if not get_trader().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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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 = get_trader().sell(code, price, amount, strategy_name)
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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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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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logger.info(f"Received cancel request for entrust_no={order_id}")
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try:
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result = get_trader().cancel(order_id)
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return jsonify({"success": True, "data": 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 the balance of the account."""
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logger.info("Received balance request")
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try:
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# 直接使用实盘交易实例，不考虑模拟盘
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balance = get_trader().get_balance()
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logger.info(f"实盘交易余额: {balance}")
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return jsonify({"success": True, "data": 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 the positions of the account."""
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logger.info("Received positions request")
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try:
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result = get_trader().get_positions()
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return jsonify({"success": True, "data": result}), 200
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except Exception as e:
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logger.error(f"Error processing positions request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/todaytrades", methods=["GET"])
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def get_today_trades():
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"""Get the today's trades of the account."""
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logger.info("Received today trades request")
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try:
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trades = get_trader().get_today_trades()
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logger.info(f"今日成交: {trades}")
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return jsonify({"success": True, "data": trades}), 200
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except Exception as e:
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logger.error(f"Error processing today trades request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/todayorders", methods=["GET"])
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def get_today_orders():
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"""Get the today's entrust of the account."""
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logger.info("Received today entrust request")
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try:
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entrust = get_trader().get_today_orders()
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logger.info(f"今日委托: {entrust}")
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return jsonify({"success": True, "data": entrust}), 200
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except Exception as e:
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logger.error(f"Error processing today entrust request: {str(e)}")
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abort(500, description="Internal server error")
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@app.route("/yu/clear/<strategy_name>", methods=["DELETE"])
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def clear_strategy(strategy_name):
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"""清除指定策略的持仓管理数据"""
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logger.info(f"接收到清除策略持仓请求: {strategy_name}")
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try:
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get_trader().clear_position_manager(strategy_name)
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return jsonify({"success": True, "message": "clear success"}), 200
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except Exception as e:
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logger.error(f"清除策略持仓时出错: {str(e)}")
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abort(500, description="服务器内部错误")
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if __name__ == "__main__":
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logger.info(f"Server starting on {Config.HOST}:{Config.PORT}")
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app.run(debug=Config.DEBUG, host=Config.HOST, port=Config.PORT)
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