From 027d7e06eb58ced7b6480e6ee8d50ad89e0e9276 Mon Sep 17 00:00:00 2001 From: yanweidong Date: Mon, 31 Aug 2026 15:33:39 +0800 Subject: [PATCH] Optimize --- py-client/__pycache__/main.cpython-311.pyc | Bin 7845 -> 8368 bytes py-client/libs/__init__.py | 3 +- .../libs/__pycache__/__init__.cpython-311.pyc | Bin 646 -> 652 bytes .../libs/__pycache__/market.cpython-311.pyc | Bin 2130 -> 3019 bytes py-client/libs/market.py | 23 ++++- py-client/main.py | 12 +++ .../ipo/__pycache__/boot.cpython-311.pyc | Bin 2896 -> 2893 bytes .../trend/__pycache__/boot.cpython-311.pyc | Bin 8498 -> 9702 bytes .../trend/__pycache__/open.cpython-311.pyc | Bin 5590 -> 5550 bytes .../trend/__pycache__/runtime.cpython-311.pyc | Bin 2189 -> 2295 bytes py-client/strategy/trend/boot.py | 79 ++++++++++++------ py-client/strategy/trend/open.py | 2 +- py-client/strategy/trend/runtime.py | 2 + .../zt/__pycache__/boot.cpython-311.pyc | Bin 5624 -> 7553 bytes .../zt/__pycache__/open.cpython-311.pyc | Bin 2010 -> 2026 bytes 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b/py-client/libs/market.py @@ -1,10 +1,13 @@ import logging import secrets +from threading import Lock from .http import get_json API_HOST = "http://139.224.247.176:13499" MARKET_URL, PERIOD, HTTP_TIMEOUT = "/a/market", "60m", 5.0 +_market_lock = Lock() +_market_status = "UNKNOWN" def status(payload) -> str: @@ -15,10 +18,22 @@ def status(payload) -> str: return result if result in {"UP", "DOWN", "NEUTRAL"} else "UNKNOWN" -def market_allow_open(api_host: str = API_HOST) -> bool: +def refresh_market(api_host: str = API_HOST) -> str: + """由后台调度线程刷新大盘状态；请求失败时缓存为 UNKNOWN。""" + global _market_status url = f"{api_host}{MARKET_URL}?period={PERIOD}&t={secrets.token_urlsafe(12)}" - try: result = status(get_json(url, HTTP_TIMEOUT)) + try: + result = status(get_json(url, HTTP_TIMEOUT)) except Exception as exc: - logging.error("获取大盘指数失败: %s %s", url, exc); return False + result = "UNKNOWN" + logging.error("获取大盘指数失败: %s %s", url, exc) + with _market_lock: + _market_status = result logging.info("大盘信号: url=%s status=%s", url, result) - return result == "UP" + return result + + +def market_allow_open() -> bool: + """读取最近一次后台刷新得到的大盘缓存；未知状态时禁止开仓。""" + with _market_lock: + return _market_status == "UP" diff --git a/py-client/main.py b/py-client/main.py index 580eb84..cc40e97 100644 --- a/py-client/main.py +++ b/py-client/main.py @@ -4,6 +4,7 @@ import logging import os import sys +from datetime import datetime from apscheduler.schedulers.background import BackgroundScheduler import config from dataclasses import dataclass @@ -22,6 +23,7 @@ logging.basicConfig( ) from sdk import APIError, Client +from libs.market import refresh_market from strategy.trend.boot import StartTrend from strategy.zt.boot import StartZT from strategy.ipo import AutoBuyIpo @@ -122,8 +124,18 @@ def main() -> int: id="auto_buy_ipo", replace_existing=True, ) + scheduler.add_job( + refresh_market, + trigger="interval", + minutes=1, + args=[config.global_config.api_host], + id="market_refresh", + 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"""打印策略启动时的账户、资金和持仓概览。 - - 该函数对应 Go 客户端 ``logic.Overview``。为便于单独测试，可以 - 显式传入账户配置；未传入时使用 ``config.account_config``。 """ account_cfg = account_cfg or config.account_config @@ -99,20 +97,24 @@ def StartTrend() -> None: open_watch=DipWatch(), add_watch=DipWatch(), profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct), + executor=ThreadPoolExecutor(max_workers=2, thread_name_prefix="trend"), ) Overview(assets, positions, config.account_config) - while True: - started_at = time.monotonic() - try: - RunOnce(run, signals) - except Exception: - # 单轮错误只记录日志，下一轮仍继续运行。 - logging.exception("趋势策略本轮执行失败") + try: + while True: + started_at = time.monotonic() + try: + RunOnce(run, signals) + except Exception: + # 单轮错误只记录日志，下一轮仍继续运行。 + logging.exception("趋势策略本轮执行失败") - elapsed = time.monotonic() - started_at - time.sleep(max(0.0, 30.0 - elapsed)) + elapsed = time.monotonic() - started_at + time.sleep(max(0.0, 30.0 - elapsed)) + finally: + run.executor.shutdown(wait=True, cancel_futures=True) def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: @@ -148,14 +150,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: logging.exception("获取持仓失败") return - # 5. 更新状态机 - try: - run.state.reconcile(positions, run.orders.data) - except Exception: - logging.exception("订单状态对账失败，本轮禁止自动交易") - return - - # 6. 验证有效开仓信号：排除已有持仓和未决订单。 + # 5. 验证有效开仓信号：排除已有持仓和未决订单。 allow_open: list[SignalItem] = [] allow_codes: list[str] = [] for signal in signals: @@ -164,16 +159,48 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: allow_codes.append(signal.code) # 6. 获取持仓和待开仓证券的实时行情 tick。 - all_codes = allow_codes + position_codes + all_codes = list(dict.fromkeys(position_codes + allow_codes)) try: ticks = run.client.full_tick(all_codes) except Exception: logging.exception("获取行情失败") return - # 7. 执行开仓：必须同时存在有效信号且大盘允许开仓。 - if allow_open and market_ok and allow_open_by_cash: - open_signal(run, ticks, allow_open) + # 7. 更新状态机 + try: + run.state.reconcile(positions, run.orders.data) + except Exception: + logging.exception("订单状态对账失败，本轮禁止自动交易") + return - # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。 - manage_positions(run, ticks, positions, market_ok,assets.available) + # 启动线程，开始计算 + # 9. 持仓计算。 + futures: list[tuple[str, Future]] = [ + ( + "持仓计算", + run.executor.submit( + manage_positions, + run, + ticks, + positions, + market_ok, + assets.available, + ), + ) + ] + + # 10. 开仓计算：必须同时存在有效信号且大盘允许开仓。 + if allow_open and market_ok and allow_open_by_cash: + futures.append(("开仓计算", run.executor.submit(open_signal, run, ticks, allow_open))) + + # 11. 开始执行 + for name, future in futures: + _wait_worker(name, future) + + +def _wait_worker(name: str, future: Future) -> None: + """保留单轮继续运行的语义，分别记录工作线程异常。""" + try: + future.result() + except Exception: + logging.exception("趋势策略%s线程失败", name) diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py index bc19391..e8040be 100644 --- a/py-client/strategy/trend/open.py +++ b/py-client/strategy/trend/open.py @@ -1,4 +1,4 @@ -"""趋势策略开仓逻辑，对应 Go 版本的 ``logic/open.go``。""" +"""趋势策略开仓逻辑。""" from __future__ import annotations diff --git a/py-client/strategy/trend/runtime.py b/py-client/strategy/trend/runtime.py index 40b0a18..fcf3ce7 100644 --- a/py-client/strategy/trend/runtime.py +++ b/py-client/strategy/trend/runtime.py @@ -2,6 +2,7 @@ from __future__ import annotations +from concurrent.futures import ThreadPoolExecutor from dataclasses import dataclass, field from config import AccountConfig, GlobalConfig @@ -42,3 +43,4 @@ class Runtime: open_watch: DipWatch add_watch: DipWatch profit_tracker: GridTrailingTracker + executor: ThreadPoolExecutor diff --git a/py-client/strategy/zt/__pycache__/boot.cpython-311.pyc b/py-client/strategy/zt/__pycache__/boot.cpython-311.pyc index 0fb171f577391fd4f654585d670cfd50231ba547..4810a0e5ab6790102dcc3141844b08abece20b9d 100644 GIT binary patch delta 3502 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zcmcb`|B9b?IWI340|NuYD*35dt0(eGGWtza_hd=sisIf_@STN+JHH?`FTOZ4Jufk5 zb0KRQBO}k`8*Gu>w>ZHPNr}a&lMUI$xeOT?7#JBC7>esB2eDW1t1<9OG;o4oktPEJ F0|1Ga9Mk{+ delta 107 zcmaFGe~X`YIWI340|Ns??B6L_5fgbO8NDW|du}ZG&cel+Uyzy?pOjdfy1AS+jggUi z@;$al#gz<2nhXpKMd}O;48J&Ra`RJ4b5iY!3>X*~7#SECiW?>;vsVZ(@H6@`egKnT F None: return today = datetime.now().date().isoformat() try: - run.state.reconcile(positions, run.orders.data, today) + signals = init_signals(run.global_cfg, run.account_cfg.signal_allow) except Exception: - logging.exception("[ZT] 状态对账失败") + logging.exception("[ZT] 获取 dcm 信号失败") return - signals = init_signals(run.global_cfg, run.account_cfg.signal_allow) candidate_codes = [item.code for item in signals if item.code not in position_codes] codes = list(dict.fromkeys(position_codes + candidate_codes)) try: @@ -63,13 +63,50 @@ def RunOnce(run: Runtime) -> None: logging.exception("[ZT] 获取行情失败") return market_ok = market_allow_open(run.global_cfg.api_host) - if market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio: - open_base(run, ticks, signals) - manage_positions( - run, - ticks, - positions, - assets.available, - today, - force_buy_back=datetime.now().time() >= clock_time(14, 50), - ) + can_open = market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio + force_buy_back = datetime.now().time() >= clock_time(14, 50) + + # 状态对账与开仓判断并行。持仓线程在自己的线程中等待对账完成， + # 以保证它读取到最新的底仓和做 T 轮次状态，避免并发写 State。 + with ThreadPoolExecutor(max_workers=3, thread_name_prefix="zt") as executor: + state_future = executor.submit(run.state.reconcile, positions, run.orders.data, today) + open_future = executor.submit(_run_open_signal, state_future, run, ticks, signals, can_open) + positions_future = executor.submit( + _run_manage_positions, + state_future, + run, + ticks, + positions, + assets.available, + today, + force_buy_back, + ) + _wait_worker("状态对账", state_future) + _wait_worker("开仓", open_future) + _wait_worker("持仓管理", positions_future) + + +def _run_open_signal(state_future: Future, run: Runtime, ticks, signals, can_open: bool) -> None: + state_future.result() + if can_open: + open_signal(run, ticks, signals) + + +def _run_manage_positions( + state_future: Future, + run: Runtime, + ticks, + positions, + available: float, + today: str, + force_buy_back: bool, +) -> None: + state_future.result() + manage_positions(run, ticks, positions, available, today, force_buy_back) + + +def _wait_worker(name: str, future: Future) -> None: + try: + future.result() + except Exception: + logging.exception("[ZT] %s线程失败", name) diff --git a/py-client/strategy/zt/open.py b/py-client/strategy/zt/open.py index 5749f7c..6cdfed8 100644 --- a/py-client/strategy/zt/open.py +++ b/py-client/strategy/zt/open.py @@ -9,7 +9,7 @@ from sdk import OP_BUY from strategy.trend.order import PlaceOrderRequest -def open_base(run, ticks, signals) -> None: +def open_signal(run, ticks, signals) -> None: """仅处理 dcm 信号，使用趋势策略同款反弹确认建立底仓。""" for signal in signals: if 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