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"""
QMT量化交易系统主程序
"""
import os
import time
import threading
import signal
import sys
from concurrent.futures import ThreadPoolExecutor, TimeoutError as FuturesTimeoutError
from datetime import datetime
# ── 账号专属配置预处理（必须在 import config 之前执行）──
# 支持命令行: python main.py --account-id 25105132
_argv = sys.argv[1:]
for _i, _arg in enumerate(_argv):
if _arg in ('--account-id', '--account') and _i + 1 < len(_argv):
os.environ.setdefault('QMT_ACCOUNT_ID', _argv[_i + 1])
break
if _arg.startswith('--account-id='):
os.environ.setdefault('QMT_ACCOUNT_ID', _arg.split('=', 1)[1])
break
# ─────────────────────────────────────────────────────────
import config
from logger import get_logger, schedule_log_cleanup, clean_old_logs
from data_manager import get_data_manager
from indicator_calculator import get_indicator_calculator
from position_manager import get_position_manager
from trading_executor import get_trading_executor
from strategy import get_trading_strategy
from web_server import start_web_server
from config_manager import get_config_manager
from thread_monitor import get_thread_monitor
# 获取logger
logger = get_logger("main")
# 全局变量
threads = []
stop_event = threading.Event()
system_start_time = None # 系统启动时间
heartbeat_thread = None # 心跳日志线程
def signal_handler(sig, frame):
"""信号处理函数，用于捕获退出信号"""
logger.info("收到退出信号")
stop_event.set()
sys.exit(0)
def load_persisted_configs():
"""从数据库加载持久化配置"""
logger.info("加载持久化配置")
try:
config_manager = get_config_manager()
applied_count = config_manager.apply_configs_to_runtime()
logger.info(f"✓ 配置{applied_count}项")
return applied_count
except Exception as e:
logger.error(f"配置加载失败:{str(e)[:30]}")
return 0
def _start_xtquant_manager_server():
"""
启动 XtQuantManager HTTP 服务（后台线程）。
仅在 config.ENABLE_XTQUANT_MANAGER=True 时生效。
服务启动后，position_manager 和 data_manager 的工厂函数
可通过 HTTP 路由到该服务，实现多账号统一管理。
Returns:
XtQuantServer: 已启动的服务实例；ENABLE_XTQUANT_MANAGER=False 时返回 None。
"""
if not getattr(config, "ENABLE_XTQUANT_MANAGER", False):
return None
try:
from xtquant_manager import XtQuantServer, XtQuantServerConfig, XtQuantManager
from xtquant_manager.account import AccountConfig
srv_cfg = XtQuantServerConfig(
host="127.0.0.1",
port=8888,
api_token=getattr(config, "XTQUANT_MANAGER_TOKEN", ""),
)
server = XtQuantServer(config=srv_cfg)
server.start(blocking=False)
logger.info("✓ XtQuantManager HTTP 服务已启动 (127.0.0.1:8888)")
# 注册所有账号（支持单账号和多账号两种配置格式）
manager = XtQuantManager.get_instance()
accounts_list = config.get_all_accounts_config()
for acfg in accounts_list:
acc_id = acfg.get("account_id", "")
if not acc_id:
continue
try:
ok = manager.register_account(AccountConfig(
account_id=acc_id,
qmt_path=acfg.get("qmt_path", config.QMT_PATH),
account_type=acfg.get("account_type", "STOCK"),
))
if ok:
logger.info(f"✓ 账号 {acc_id[:4]}*** 注册成功")
else:
logger.warning(f"账号 {acc_id[:4]}*** 注册但连接失败，将自动重连")
except Exception as e:
logger.error(f"注册账号 {acc_id[:4]}*** 失败: {e}")
logger.info(f"✓ 共注册 {len(accounts_list)} 个账号")
return server
except Exception as e:
logger.error(f"XtQuantManager 服务启动失败: {e}")
return None
def init_system():
"""初始化系统"""
logger.info("系统初始化")
# 创建数据目录
if not os.path.exists(config.DATA_DIR):
os.makedirs(config.DATA_DIR)
logger.info(f"✓ 创建目录:{config.DATA_DIR}")
# 加载持久化配置（在初始化其他模块之前）
load_persisted_configs()
# 按需启动 XtQuantManager HTTP 服务（在各模块初始化之前）
_start_xtquant_manager_server()
# 获取各个模块的实例
data_manager = get_data_manager()
indicator_calculator = get_indicator_calculator()
position_manager = get_position_manager()
trading_executor = get_trading_executor()
trading_strategy = get_trading_strategy()
logger.info("✓ 系统初始化完成")
return data_manager, indicator_calculator, position_manager, trading_executor, trading_strategy
def heartbeat_logger():
"""系统心跳日志 - 定期输出运行状态摘要"""
while not stop_event.is_set():
try:
# 等待指定间隔
if stop_event.wait(config.HEARTBEAT_INTERVAL):
break # 收到停止信号
# 计算运行时长
if system_start_time:
uptime = datetime.now() - system_start_time
hours, remainder = divmod(int(uptime.total_seconds()), 3600)
minutes, seconds = divmod(remainder, 60)
uptime_str = f"{hours}h{minutes}m{seconds}s"
else:
uptime_str = "未知"
# 获取持仓信息
try:
position_manager = get_position_manager()
positions = position_manager.get_all_positions()
position_count = 0 if positions is None or positions.empty else len(positions)
# 获取账户信息
account_info = position_manager.get_account_info()
if account_info:
total_asset = account_info.get('total_asset', 0)
available = account_info.get('available', 0)
asset_str = f"总资产:{total_asset:.2f} 可用:{available:.2f}"
else:
asset_str = "资产信息获取失败"
except Exception as e:
position_count = "获取失败"
asset_str = f"获取失败:{str(e)[:20]}"
# 输出心跳日志
logger.info("=" * 50)
logger.info(f"💓 系统心跳 - 运行时长:{uptime_str}")
logger.info(f" 模式:{'模拟' if config.ENABLE_SIMULATION_MODE else '实盘'} | "
f"自动交易:{'开启' if config.ENABLE_AUTO_TRADING else '关闭'} | "
f"网格交易:{'开启' if config.ENABLE_GRID_TRADING else '关闭'}")
logger.info(f" 持仓数量:{position_count} | {asset_str}")
logger.info("=" * 50)
except Exception as e:
logger.error(f"心跳日志出错:{str(e)[:50]}")
time.sleep(60) # 出错后等待一分钟再继续
def start_heartbeat_logger():
"""启动心跳日志线程"""
global heartbeat_thread, system_start_time
if not config.ENABLE_HEARTBEAT_LOG:
logger.info("心跳日志未启用 (ENABLE_HEARTBEAT_LOG=False)")
return
system_start_time = datetime.now()
heartbeat_thread = threading.Thread(target=heartbeat_logger, daemon=True, name="HeartbeatLogger")
heartbeat_thread.start()
logger.info(f"✅ 心跳日志已启动 (间隔:{config.HEARTBEAT_INTERVAL}秒)")
def stop_heartbeat_logger():
"""停止心跳日志线程"""
global heartbeat_thread
if heartbeat_thread and heartbeat_thread.is_alive():
logger.info("停止心跳日志线程")
stop_event.set()
heartbeat_thread.join(timeout=2)
def start_data_thread(data_manager):
"""启动数据更新线程"""
if config.ENABLE_DATA_SYNC:
logger.info("启动数据更新线程")
data_manager.start_data_update_thread()
threads.append(("data_thread", data_manager.stop_data_update_thread))
def start_position_thread(position_manager):
"""启动持仓监控线程"""
if config.ENABLE_POSITION_MONITOR:
logger.info("启动持仓监控")
position_manager.start_position_monitor_thread()
# 🔑 验证线程启动
time.sleep(0.5) # 等待线程启动
if position_manager.monitor_thread and position_manager.monitor_thread.is_alive():
logger.info("✅ 持仓监控已启动")
else:
logger.error("❌ 持仓监控启动失败")
threads.append(("position_thread", position_manager.stop_position_monitor_thread))
else:
logger.warning("⚠️ 持仓监控未启用")
def start_strategy_thread(trading_strategy):
"""启动策略线程"""
# if config.ENABLE_AUTO_TRADING:
logger.info("启动策略线程")
trading_strategy.start_strategy_thread()
threads.append(("strategy_thread", trading_strategy.stop_strategy_thread))
def start_log_cleanup_thread():
"""启动日志清理线程"""
if config.ENABLE_LOG_CLEANUP:
logger.info("启动日志清理线程")
log_thread = threading.Thread(target=schedule_log_cleanup)
log_thread.daemon = True
log_thread.start()
threads.append(("log_thread", lambda: None)) # 没有停止函数，依赖于daemon=True
def start_web_server_thread(position_manager):
"""启动Web服务器线程
Args:
position_manager: 已初始化的position_manager实例
"""
logger.info("启动Web服务器线程")
# logger.info(f"[DEBUG main.py] 传入Web服务器的position_manager id: {id(position_manager)}")
# 创建线程并传入position_manager
web_thread = threading.Thread(target=lambda: start_web_server(position_manager))
web_thread.daemon = True
web_thread.start()
# 使用shutdown_web_server进行资源清理
from web_server import shutdown_web_server
threads.append(("web_thread", shutdown_web_server))
def download_initial_data(data_manager):
"""下载初始数据，每只股票有超时保护"""
logger.info("下载初始数据")
timeout = config.HISTORY_DATA_DOWNLOAD_TIMEOUT
for stock_code in config.STOCK_POOL:
try:
logger.info(f"下载 {stock_code[:6]} 历史数据（超时{timeout}秒）")
executor = ThreadPoolExecutor(max_workers=1)
future = executor.submit(data_manager.download_history_data, stock_code)
try:
data_df = future.result(timeout=timeout)
if data_df is not None and not data_df.empty:
data_manager.save_history_data(stock_code, data_df)
except FuturesTimeoutError:
logger.warning(f"下载 {stock_code[:6]} 超时（>{timeout}秒），跳过")
finally:
executor.shutdown(wait=False) # 不阻塞等待后台线程，立即继续下一只
except Exception as e:
logger.error(f"下载 {stock_code[:6]} 失败:{str(e)[:30]}")
# 避免请求过于频繁
time.sleep(1)
logger.info("初始数据下载完成")
def calculate_initial_indicators(indicator_calculator):
"""计算初始指标"""
logger.info("计算初始指标")
indicator_calculator.update_all_stock_indicators()
logger.info("初始指标计算完成")
def cleanup():
"""清理资源 - 优雅关闭版本"""
logger.info("清理资源")
# 第1步: 先停止Web服务器(避免在关闭数据库后仍有请求)
for thread_name, stop_func in threads:
if thread_name == "web_thread":
try:
logger.info("停止Web服务器")
stop_func()
except Exception as e:
logger.error(f"Web服务器停止失败:{str(e)[:30]}")
break
# 第2步: 停止线程监控器(如果启用)
if config.ENABLE_THREAD_MONITOR:
try:
logger.info("停止线程监控")
thread_monitor = get_thread_monitor()
thread_monitor.stop()
except Exception as e:
logger.error(f"线程监控停止失败:{str(e)[:30]}")
# 第2.5步: 停止心跳日志线程
try:
stop_heartbeat_logger()
except Exception as e:
logger.error(f"心跳日志停止失败:{str(e)[:30]}")
# 第3步: 停止其他业务线程
for thread_name, stop_func in threads:
if thread_name == "web_thread":
continue # 已经停止
try:
logger.info(f"停止{thread_name}")
stop_func()
except Exception as e:
logger.error(f"{thread_name}停止失败:{str(e)[:30]}")
# 第4步: 关闭各个模块(按依赖顺序)
try:
trading_strategy = get_trading_strategy()
trading_strategy.close()
except Exception as e:
logger.error(f"策略关闭失败:{str(e)[:30]}")
try:
trading_executor = get_trading_executor()
trading_executor.close()
except Exception as e:
logger.error(f"执行器关闭失败:{str(e)[:30]}")
try:
data_manager = get_data_manager()
data_manager.close()
except Exception as e:
logger.error(f"数据管理器关闭失败:{str(e)[:30]}")
logger.info("✓ 资源清理完成")
def main():
"""主函数"""
try:
logger.info("=" * 50)
logger.info(f"QMT系统启动 - {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
logger.info("=" * 50)
# 设置信号处理
signal.signal(signal.SIGINT, signal_handler)
signal.signal(signal.SIGTERM, signal_handler)
# 初始化系统
data_manager, indicator_calculator, position_manager, trading_executor, trading_strategy = init_system()
# 初始化网格交易管理器
logger.info(f"检查网格交易配置: ENABLE_GRID_TRADING = {config.ENABLE_GRID_TRADING}")
# logger.info(f"[DEBUG main.py] position_manager id: {id(position_manager)}")
# logger.info(f"[DEBUG main.py] position_manager有grid_manager属性: {hasattr(position_manager, 'grid_manager')}")
if config.ENABLE_GRID_TRADING:
try:
logger.info("初始化网格交易管理器")
# logger.info(f"[DEBUG main.py] 调用init_grid_manager前，grid_manager={getattr(position_manager, 'grid_manager', 'NO_ATTR')}")
position_manager.init_grid_manager(trading_executor)
# logger.info(f"[DEBUG main.py] 调用init_grid_manager后，grid_manager={position_manager.grid_manager}")
# logger.info(f"[DEBUG main.py] grid_manager类型: {type(position_manager.grid_manager)}")
logger.info("✓ 网格交易管理器初始化完成")
# ⚠️ 新增: 初始化风险等级模板(仅首次运行或更新时)
try:
logger.info("开始初始化风险等级模板...")
# 从position_manager获取db_manager
db_mgr = position_manager.db_manager
initialized_count = db_mgr.init_risk_level_templates()
if initialized_count > 0:
logger.info(f"✓ 新增 {initialized_count} 个风险等级模板")
else:
logger.info("✓ 风险等级模板已存在,无需初始化")
except Exception as e:
logger.warning(f"初始化风险等级模板失败(不影响系统运行): {str(e)}")
except Exception as e:
logger.error(f"网格交易管理器初始化失败: {str(e)}")
logger.info("系统继续运行(网格交易功能不可用)")
else:
logger.warning("网格交易功能未启用 (ENABLE_GRID_TRADING=False)")
# 下载初始数据
download_initial_data(data_manager)
# 计算初始指标
calculate_initial_indicators(indicator_calculator)
# 启动各个线程
start_data_thread(data_manager)
start_position_thread(position_manager)
start_strategy_thread(trading_strategy)
start_log_cleanup_thread()
# ============ 新增: 启动盘前同步调度器 ============
from premarket_sync import start_premarket_sync_scheduler
start_premarket_sync_scheduler()
logger.info("✓ 盘前同步调度器已启动")
# ============ 新增: 启动线程健康监控 ============
if config.ENABLE_THREAD_MONITOR:
thread_monitor = get_thread_monitor()
# 注册持仓监控线程
# 注意：不注册 heartbeat_check=check_qmt_connection_health。
# QMT 断连 ≠ 线程崩溃——持仓监控线程本身始终健康，
# QMT 重连逻辑由 _attempt_qmt_reconnect() 在监控循环内部自主处理。
# 若注册 heartbeat_check，ping 失败会触发 _restart_thread()，
# 而线程仍存活导致 start 幂等返回，产生误导性"重启成功"日志噪音。
thread_monitor.register_thread(
"持仓监控线程",
lambda: position_manager.monitor_thread,
position_manager.start_position_monitor_thread,
)
# 注册数据更新线程
thread_monitor.register_thread(
"数据更新线程",
lambda: data_manager.update_thread,
data_manager.start_data_update_thread
)
# 注册策略线程
thread_monitor.register_thread(
"策略线程",
lambda: trading_strategy.strategy_thread,
trading_strategy.start_strategy_thread
)
# 启动监控
thread_monitor.start()
logger.info("✅ 线程监控已启动")
# ============ 新增: 启动系统心跳日志 ============
start_heartbeat_logger()
# ============ 新增: 启动卖出监控器 ============
if hasattr(config, 'ENABLE_SELL_MONITOR') and config.ENABLE_SELL_MONITOR:
try:
from sell_monitor import get_sell_monitor
sell_monitor = get_sell_monitor()
logger.info("✅ 卖出监控器已启动")
logger.info(f" 监控:{'启用' if sell_monitor.monitoring_enabled else '禁用'}")
logger.info(f" 告警:{'启用' if config.ENABLE_SELL_ALERT_NOTIFICATION else '禁用'}")
except Exception as e:
logger.warning(f"⚠️ 卖出监控器失败:{str(e)[:30]}")
logger.info("系统继续运行")
# 最后启动Web服务器，传入已初始化的position_manager
start_web_server_thread(position_manager)
# 等待退出信号
logger.info("✅ 系统启动完成")
while not stop_event.is_set():
time.sleep(1)
except Exception as e:
logger.error(f"系统运行出错:{str(e)[:30]}")
finally:
cleanup()
logger.info("系统已退出")
if __name__ == "__main__":
main()