159 lines
5.4 KiB
Python
159 lines
5.4 KiB
Python
import socket
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from dataclasses import dataclass, field
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from pathlib import Path
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import yaml
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@dataclass(slots=True)
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class SignalConfig:
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"""单个交易信号的数据源及开仓限制配置。"""
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# 信号接口相对于 api_host 的路径。
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url: str = ""
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# 允许使用该信号的时间段；"*" 表示不限制时间。
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timezone: str = "*"
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# 当前价格高于信号昨收价时是否仍允许开仓。
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gt_last_price_is_open: bool = False
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@dataclass(slots=True)
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class GlobalConfig:
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"""所有主机共享的系统配置。"""
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qmt_base_url: str = ""
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qmt_token: str = ""
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api_host: str = ""
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qmt_data_dir: str = ""
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# Windows 主机名到对应账户配置文件的映射。
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hosts: dict[str, str] = field(default_factory=dict)
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# 信号名称到信号配置的映射。
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signals: dict[str, SignalConfig] = field(default_factory=dict)
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@dataclass(slots=True)
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class AccountConfig:
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"""当前主机所使用的账户及交易策略参数。"""
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account_id: str = ""
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host_key: str = ""
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buy_value: float = 0
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min_cash_ratio: float = 0
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loss_trigger_pct: float = 0
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grid_step_pct: float = 1
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min_profit_pct: float = 0
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enable_loss_add_position: bool = False
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enable_auto_ipo: bool = True
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signal_allow: list[str] = field(default_factory=list)
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excluded_codes: list[str] = field(default_factory=list)
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# ZT 开仓及每次补仓手数（每手 100 股）；0 表示不启动。
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zt_open_hands: int = 0
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zt_sell_ratio: float = 0.5
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zt_buy_fall_pct: float = 1.0
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zt_max_price: float = 200.0
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# 当前账户启用的策略名称，例如 trend。
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strategy: str = ""
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# load() 成功后保存已加载的配置，供策略模块直接读取。
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global_config: GlobalConfig | None = None
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account_config: AccountConfig | None = None
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# QMT 和外部 HTTP 接口的默认请求超时时间，单位为秒。
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HTTP_TIMEOUT = 5.0
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def load(
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etc_dir: str | Path | None = None,
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hostname: str | None = None,
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) -> tuple[GlobalConfig, AccountConfig]:
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"""加载公共配置以及当前主机对应的账户配置。
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Args:
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etc_dir: 配置文件目录，其中必须包含 ``_global.yaml``；为空时
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默认使用 py-client 下的 ``etc`` 目录。
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hostname: 指定要加载的主机名；为空时使用当前计算机名。
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Returns:
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由全局配置和账户配置组成的二元组。
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Raises:
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ValueError: 配置缺失、格式错误或策略参数不合法。
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"""
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global global_config, account_config
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root = Path(etc_dir) if etc_dir is not None else Path(__file__).parent.parent / "etc"
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raw = _yaml(root / "_global.yaml")
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# 将原始字典转换为带类型的信号配置，方便业务代码使用属性访问。
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signals = {
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key: SignalConfig(**(value or {}))
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for key, value in (raw.get("signals") or {}).items()
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}
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values = {
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key: raw.get(key, "")
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for key in ("qmt_base_url", "qmt_token", "api_host", "qmt_data_dir")
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}
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current = hostname or socket.gethostname()
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hosts = raw.get("hosts") or {}
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account_file = next(
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(
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value
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for key, value in hosts.items()
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if key.strip().lower() == current.strip().lower()
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),
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"",
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)
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# QMT 地址、外部 API 地址和数据目录是启动策略的必要参数。
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if (
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not values["qmt_base_url"]
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or not values["api_host"]
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or values["qmt_data_dir"] == "."
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):
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raise ValueError("Global 配置缺少必要参数")
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if not account_file:
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raise ValueError(f'_global.yaml 未配置计算机 "{current}"')
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if not Path(account_file).suffix:
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account_file += ".yaml"
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global_config = GlobalConfig(**values, hosts=hosts, signals=signals)
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# 策略状态文件写入该目录，启动时提前确保目录存在。
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Path(global_config.qmt_data_dir).mkdir(parents=True, exist_ok=True)
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account_config = AccountConfig(**_yaml(root / account_file))
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if account_config.buy_value <= 0 or account_config.grid_step_pct <= 0:
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raise ValueError("buy_value、grid_step_pct 必须大于 0")
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if type(account_config.zt_open_hands) is not int or account_config.zt_open_hands < 0:
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raise ValueError("zt_open_hands 必须为非负整数，0 表示不启动 ZT 策略")
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if not 0 < account_config.zt_sell_ratio <= 1:
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raise ValueError("zt_sell_ratio 必须在 (0, 1] 区间")
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if account_config.zt_buy_fall_pct <= 0 or account_config.zt_max_price <= 0:
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raise ValueError("zt_buy_fall_pct、zt_max_price 必须大于 0")
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if not account_config.strategy.strip():
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raise ValueError("strategy 不能为空")
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# host_key 统一为小写，避免不同模块比较时受大小写影响。
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account_config.host_key = account_config.host_key.lower()
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account_config.strategy = account_config.strategy.lower()
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if account_config.strategy == "zt" and account_config.signal_allow != ["dcm"]:
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raise ValueError("zt 策略的 signal_allow 必须且只能为 [\"dcm\"]")
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return global_config, account_config
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def _yaml(path: Path) -> dict:
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"""读取 YAML 文件，并将空文件转换为空字典。"""
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try:
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with path.open(encoding="utf-8") as handle:
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return yaml.safe_load(handle) or {}
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except (OSError, yaml.YAMLError) as exc:
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raise ValueError(f"读取或解析配置 {path} 失败: {exc}") from exc
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