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QuantTrader/scripts/live_trade.py

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+"""
+简易实盘脚本示例（使用 OANDA）
+将实时数据传入策略，策略产生信号 -> 风险检查 -> 下单执行
+
+注意：在真实交易前请先在沙盒/模拟账户充分测试。
+"""
+import asyncio
+import os
+from dotenv import load_dotenv
+from loguru import logger
+
+from core.data.oanda import OANDADataFeed
+from core.execution.oanda_handler import OANDAExecutionHandler
+from core.strategy.rsi_mean_reversion import RSIMeanReversionStrategy
+from core.risk.base import SimpleRiskManager
+from core.data.base import MarketDataEvent
+
+load_dotenv()
+
+async def main():
+    account_id = os.getenv('OANDA_ACCOUNT_ID')
+    token = os.getenv('OANDA_TOKEN')
+    env = os.getenv('OANDA_ENVIRONMENT', 'practice')
+    instrument = 'EUR_USD'
+
+    data_feed = OANDADataFeed(
+        instrument=instrument,
+        timeframe='H1',
+        account_id=account_id,
+        access_token=token,
+        environment=env
+    )
+
+    strategy = RSIMeanReversionStrategy(instrument=instrument)
+    risk_manager = SimpleRiskManager(max_position_size=1.0, max_portfolio_risk=0.02, max_drawdown=0.1)
+    execution = OANDAExecutionHandler(account_id=account_id, access_token=token, environment=env)
+
+    async def on_market(event: MarketDataEvent):
+        signal = await strategy.on_data(event)
+        if not signal:
+            return
+        if await risk_manager.check_signal(signal):
+            await execution.process_signal(signal)
+
+    # 订阅实时数据并运行
+    await data_feed.subscribe(on_market)
+    logger.info('已订阅实时数据，开始监听（按 Ctrl+C 退出）')
+
+    try:
+        while True:
+            await asyncio.sleep(1)
+    except asyncio.CancelledError:
+        pass
+    finally:
+        await data_feed.unsubscribe()
+
+if __name__ == '__main__':
+    asyncio.run(main())