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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 datetime import datetime
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 sell_strategy import SellStrategy
from web_server import start_web_server
# 获取logger
logger = get_logger("main")
# 全局变量
threads = []
stop_event = threading.Event()
def signal_handler(sig, frame):
"""信号处理函数，用于捕获退出信号"""
logger.info("接收到退出信号，开始清理...")
stop_event.set()
sys.exit(0)
def init_system():
"""初始化系统"""
logger.info("开始初始化系统...")
# 创建数据目录
if not os.path.exists(config.DATA_DIR):
os.makedirs(config.DATA_DIR)
logger.info(f"创建数据目录: {config.DATA_DIR}")
# 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()
# 初始化卖出策略
sell_strategy = SellStrategy()
logger.info("系统初始化完成")
return data_manager, indicator_calculator, position_manager, trading_executor, trading_strategy, sell_strategy
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("启动持仓监控线程")
position_manager.start_position_monitor_thread()
threads.append(("position_thread", position_manager.stop_position_monitor_thread))
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_sell_strategy_thread(sell_strategy):
"""启动卖出策略线程"""
if config.ENABLE_SELL_STRATEGY:
logger.info("启动卖出策略线程")
sell_strategy.start_monitoring()
threads.append(("sell_strategy_thread", sell_strategy.stop_monitoring))
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():
"""启动Web服务器线程"""
logger.info("启动Web服务器线程")
web_thread = threading.Thread(target=start_web_server)
web_thread.daemon = True
web_thread.start()
threads.append(("web_thread", lambda: None)) # 没有停止函数，依赖于daemon=True
def download_initial_data(data_manager):
"""下载初始数据"""
logger.info("开始下载初始数据...")
for stock_code in config.STOCK_POOL:
try:
logger.info(f"下载 {stock_code} 的历史数据")
data_df = data_manager.download_history_data(stock_code)
if data_df is not None and not data_df.empty:
data_manager.save_history_data(stock_code, data_df)
# 避免请求过于频繁
time.sleep(1)
except Exception as e:
logger.error(f"下载 {stock_code} 的历史数据时出错: {str(e)}")
logger.info("初始数据下载完成")
def calculate_initial_indicators(indicator_calculator):
"""计算初始指标"""
logger.info("开始计算初始指标...")
indicator_calculator.update_all_stock_indicators()
logger.info("初始指标计算完成")
def cleanup():
"""清理资源"""
logger.info("开始清理资源...")
# 停止所有线程
for thread_name, stop_func in threads:
try:
logger.info(f"停止 {thread_name}...")
stop_func()
except Exception as e:
logger.error(f"停止 {thread_name} 时出错: {str(e)}")
# 关闭各个模块
try:
trading_strategy = get_trading_strategy()
trading_strategy.close()
except Exception as e:
logger.error(f"关闭交易策略时出错: {str(e)}")
try:
trading_executor = get_trading_executor()
trading_executor.close()
except Exception as e:
logger.error(f"关闭交易执行器时出错: {str(e)}")
try:
data_manager = get_data_manager()
data_manager.close()
except Exception as e:
logger.error(f"关闭数据管理器时出错: {str(e)}")
logger.info("资源清理完成")
def main():
"""主函数"""
try:
logger.info("=" * 50)
logger.info(f"= QMT量化交易系统启动 - {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, sell_strategy = init_system()
# 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_sell_strategy_thread(sell_strategy)
start_log_cleanup_thread()
# 最后启动Web服务器
start_web_server_thread()
# 等待退出信号
logger.info("系统启动完成，按 Ctrl+C 退出")
while not stop_event.is_set():
time.sleep(1)
except Exception as e:
logger.error(f"系统运行时出错: {str(e)}")
finally:
cleanup()
logger.info("系统已退出")
if __name__ == "__main__":
main()