diff --git a/py-client/strategy/trend/__pycache__/boot.cpython-311.pyc b/py-client/strategy/trend/__pycache__/boot.cpython-311.pyc index be15688..ff2af62 100644 Binary files a/py-client/strategy/trend/__pycache__/boot.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/boot.cpython-311.pyc differ diff --git a/py-client/strategy/trend/__pycache__/open.cpython-311.pyc b/py-client/strategy/trend/__pycache__/open.cpython-311.pyc index 711991a..f90d40f 100644 Binary files a/py-client/strategy/trend/__pycache__/open.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/open.cpython-311.pyc differ diff --git a/py-client/strategy/trend/__pycache__/order.cpython-311.pyc b/py-client/strategy/trend/__pycache__/order.cpython-311.pyc index fde9b45..f6692ab 100644 Binary files a/py-client/strategy/trend/__pycache__/order.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/order.cpython-311.pyc differ diff --git a/py-client/strategy/trend/__pycache__/positions.cpython-311.pyc b/py-client/strategy/trend/__pycache__/positions.cpython-311.pyc index 4d261dc..bb63591 100644 Binary files a/py-client/strategy/trend/__pycache__/positions.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/positions.cpython-311.pyc differ diff --git a/py-client/strategy/trend/__pycache__/watch.cpython-311.pyc b/py-client/strategy/trend/__pycache__/watch.cpython-311.pyc index 0db6c9a..c2f420f 100644 Binary files a/py-client/strategy/trend/__pycache__/watch.cpython-311.pyc and b/py-client/strategy/trend/__pycache__/watch.cpython-311.pyc differ diff --git a/py-client/strategy/trend/boot.py b/py-client/strategy/trend/boot.py index aa5b2d2..bc3df77 100644 --- a/py-client/strategy/trend/boot.py +++ b/py-client/strategy/trend/boot.py @@ -111,7 +111,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: log.info("[运行] 非交易时间，跳过本轮") return - print("=" * 40 + f" RunOnce {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40) + print("=" * 40 + f" Ticker {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40) started_at = time.monotonic() @@ -119,7 +119,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: try: run.orders.refresh(run.client) except Exception: - log.exception("[订单] 刷新订单失败") + log.exception("[Order] 刷新订单失败") return @@ -131,7 +131,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: return allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio if not allow_open_by_cash: - log.info("[开仓] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total) + log.info("[Status] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total) # 3. 获取大盘状态，只有大盘信号允许时才执行开仓。 market_ok = market_allow_open() @@ -140,7 +140,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None: try: position_codes, positions = run.client.positions() except Exception: - log.exception("[持仓] 获取持仓失败") + log.exception("[Position] 获取持仓失败") return # 5. 验证有效开仓信号：排除已有持仓和未决订单。 diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py index 9592fb9..bfbdddb 100644 --- a/py-client/strategy/trend/open.py +++ b/py-client/strategy/trend/open.py @@ -14,41 +14,41 @@ import logging as log def open_signal(run:Runtime, ticks, open_signals) -> None: """逐个验证开仓信号并提交买入委托。""" - log.info("[开仓] 信号总数：%d", len(open_signals)) + log.info("[Open] 信号总数：%d", len(open_signals)) for item in open_signals: # 1. 验证信号配置允许开仓的时间区间。 signal_config = run.global_cfg.signals.get(item.signal_key) if signal_config is None or not check_timezone(signal_config.timezone): - log.info("[开仓] %s 信号=%s，跳过：不在信号时间段(%s)", item.code, item.signal_key,signal_config.timezone) + log.info("[Open] %s 信号=%s，跳过：不在信号时间段(%s)", item.code, item.signal_key,signal_config.timezone) continue # 2. 检查该证券是否已有买入委托锁，防止重复下单。 if run.orders.busy(item.code,"BUY"): - log.info("[开仓] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key) + log.info("[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key) continue # 3. 验证行情和最新价格是否有效。 tick = ticks.get(item.code) price = tick.last_price if tick is not None else 0 if price <= 0: - log.info("[开仓] %s 信号=%s，跳过：价格无效", item.code, item.signal_key) + log.info("[Open] %s 信号=%s，跳过：价格无效", item.code, item.signal_key) continue # 5. 根据单笔买入金额计算整手开仓数量。 volume = calc_buy_volume(price, run.account_cfg.buy_value) if volume <= 0: - log.info("[开仓] %s 信号=%s，跳过：数量无效", item.code, item.signal_key) + log.info("[Open] %s 信号=%s，跳过：数量无效", item.code, item.signal_key) continue # 当前价高于昨收价可开仓 if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close: try: do_open(run,item.code,volume,item.signal_key) - log.info("[开仓] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume) + log.info("[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume) except RuntimeError as exc: - log.info("[开仓] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc) + log.info("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc) except Exception: - log.exception("[开仓] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume) + log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume) continue # 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。 @@ -57,11 +57,11 @@ def open_signal(run:Runtime, ticks, open_signals) -> None: try: do_open(run,item.code,volume,item.signal_key) - log.info("[开仓] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume) + log.info("[Open] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume) except RuntimeError as exc: - log.warning("[开仓] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc) + log.warning("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc) except Exception: - log.exception("[开仓] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume) + log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume) def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None: diff --git a/py-client/strategy/trend/order.py b/py-client/strategy/trend/order.py index 5aadf06..59fc0db 100644 --- a/py-client/strategy/trend/order.py +++ b/py-client/strategy/trend/order.py @@ -72,7 +72,7 @@ class OrderBook: ): client.cancel_by_id(item.id) canceled += 1 - log.info("[订单] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id) + log.info("[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id) continue # 缓存本次有效订单 @@ -90,7 +90,7 @@ class OrderBook: with self.mutex: self.data = data self.lock = lock - log.info("[订单] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled) + log.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled) def place(self, request: PlaceOrderRequest) -> bool: """按最新价提交委托，并立即写入本地方向锁。""" @@ -103,14 +103,14 @@ class OrderBook: request.order_id, ) except APIError as exc: - log.exception("[订单] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc)) + log.exception("[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc)) return False if not isinstance(result, dict): - log.warning("[订单] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id) + log.warning("[Order] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id) return False order_ref = str(result.get("order_ref") or "").strip().lower() if result.get("status") != "success" or order_ref in {"", "unknown", "none"}: - log.warning("[订单] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref) + log.warning("[Order] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref) return False side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "") @@ -128,5 +128,5 @@ class OrderBook: key = f"{side}-{request.code}" self.data.append(pending) self.lock[key] = pending.created_at.timestamp() - log.info("[订单] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref) + log.info("[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref) return True diff --git a/py-client/strategy/trend/positions.py b/py-client/strategy/trend/positions.py index bc2fe84..6bee0a3 100644 --- a/py-client/strategy/trend/positions.py +++ b/py-client/strategy/trend/positions.py @@ -47,7 +47,7 @@ def manage_positions( code = position.stock_code tick = ticks.get(code) if code in runtime.account_cfg.excluded_codes: - log.info("[持仓] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name) + log.info("[Position] %s %s 止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name) continue if ( not code @@ -56,7 +56,7 @@ def manage_positions( or tick is None or tick.last_price <= 0 ): - log.warning("[持仓] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name) + log.warning("[Position] %s %s 止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name) continue pnl_rate = round( @@ -87,7 +87,7 @@ def manage_positions( loss_add_action = "大盘信号不允许" log.info( - "[持仓] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s", + "[Position] %s %s 盈亏=%.2f%%，止盈=%s，补仓=%s", code, position.stock_name, pnl_rate, profit_action, loss_add_action, ) diff --git a/py-client/strategy/trend/watch.py b/py-client/strategy/trend/watch.py index 315fb19..16372b1 100644 --- a/py-client/strategy/trend/watch.py +++ b/py-client/strategy/trend/watch.py @@ -32,7 +32,7 @@ class DipWatch: ) -> bool: """更新观察价格；达到反弹阈值时返回 ``True``。""" if price <= 0: - log.warning("[%s观察] %s 价格无效：%.2f", tag, code, price) + log.warning("[%s Watch] %s 价格无效：%.2f", tag, code, price) return False current = now or datetime.now() @@ -42,24 +42,23 @@ class DipWatch: if watch is None: self._start(code, price, current) log.info( - "[%s观察] %s 开始观察，收盘价=%.2f，反弹阈值=%.2f%%", + "[%s Watch] %s 开始观察，收盘价=%.2f", tag, code, price, - self.rebound_threshold, ) return False if current >= watch.expires_at: self._start(code, price, current) - log.info("[%s观察] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price) + log.info("[%sWatch] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price) return False if price < watch.last_close: old_price = watch.last_close self._start(code, price, current) log.info( - "[%s观察] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f", + "[%s Watch] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f", tag, code, old_price, @@ -70,7 +69,7 @@ class DipWatch: rebound = (price - watch.last_close) / watch.last_close * 100 if rebound < self.rebound_threshold: log.debug( - "[%s观察] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%", + "[%s Watch] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%", tag, code, watch.last_close, @@ -82,7 +81,7 @@ class DipWatch: del self.data[code] log.info( - "[%s观察] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%", + "[%s Watch] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%", tag, code, watch.last_close, @@ -96,7 +95,7 @@ class DipWatch: with self.lock: removed = self.data.pop(code, None) if removed is not None: - log.info("[价格观察] %s 已清除观察状态", code) + log.info("[Watch] %s 已清除观察状态", code) def _start(self, code: str, price: float, now: datetime) -> None: self.data[code] = _Entry(