feat: 一票制并发锁 + MT5硬止损兜底

- 一票制: _pending_long/_pending_short 计数器防同一周期内多信号穿透
- 硬止损: MT5下单时附带sl/tp，倍率1.5x(止损)/1.3x(止盈)，比EA软止损更宽
- config.py: 新增 hard_sl_multiplier/hard_tp_multiplier
- 全部 send_order 链路(abc/remote/live/server/dryrun/backtest) 支持 sl/tp 参数
- 对冲模块: 彻底移除
- 日志: 去重+30轮摘要

execution/optimize.py

@@ -32,10 +32,12 @@ from config import (
     SYMBOL, TIMEFRAME, OPTIMIZER_COUNT, OPTIMIZER_START_DATE, OPTIMIZER_END_DATE,
     USE_DATE_RANGE, INITIAL_CAPITAL, SIGNAL_THRESHOLDS, DEFAULT_WEIGHTS,
     RISK_CONFIG, GENETIC_OPTIMIZER_CONFIG,
-    MARKET_STATE_CONFIG, TREND_INDICATOR_WEIGHTS, TREND_THRESHOLDS, CONFIDENCE_THRESHOLDS
+    MARKET_STATE_CONFIG, TREND_INDICATOR_WEIGHTS, TREND_THRESHOLDS, CONFIDENCE_THRESHOLDS,
+    DATA_PROVIDER_MODE, REMOTE_SERVER_HOST, REMOTE_SERVER_PORT
 )
 from utils.constants import PERIOD_H1
 from core.utils import get_rates, initialize, shutdown
+from core.data.remote import RemoteDataProvider
 from logger import logger
 
 # 导入策略模块确保 StrategyRegistry 已注册
@@ -46,6 +48,18 @@ _multi_tf: MultiTimeframeDataStore | None = None
 _cached_signals: pd.DataFrame | None = None
 _registry: StrategyRegistry | None = None
 
+# MT5 结构化数组 dtype（用于远程 API JSON → numpy 转换）
+_MT5_RATES_DTYPE = np.dtype([
+    ('time', 'i8'),
+    ('open', 'f8'),
+    ('high', 'f8'),
+    ('low', 'f8'),
+    ('close', 'f8'),
+    ('tick_volume', 'i8'),
+    ('spread', 'i4'),
+    ('real_volume', 'i8'),
+])
+
 
 def init_worker():
     """多进程worker初始化：抑制日志噪音"""
@@ -397,15 +411,41 @@ def evaluate_fitness(individual, multi_tf: MultiTimeframeDataStore,
     return (total_pnl,)
 
 
+def _json_to_mt5_rates(rates_data):
+    """将远程API JSON rates 转换为 MT5 兼容的 numpy 结构化数组"""
+    if not rates_data:
+        return None
+    records = []
+    for r in rates_data:
+        records.append((
+            r['time'], r['open'], r['high'], r['low'], r['close'],
+            r.get('tick_volume', 0), r.get('spread', 0), r.get('real_volume', 0),
+        ))
+    return np.array(records, dtype=_MT5_RATES_DTYPE)
+
+
 def load_historical_data():
     """一次性加载M1数据并返回 MultiTimeframeDataStore"""
-    initialize()
-    rates = (
-        get_rates(SYMBOL, TIMEFRAME, OPTIMIZER_COUNT, OPTIMIZER_START_DATE, OPTIMIZER_END_DATE)
-        if USE_DATE_RANGE else
-        get_rates(SYMBOL, TIMEFRAME, OPTIMIZER_COUNT)
-    )
-    shutdown()
+    if DATA_PROVIDER_MODE == "remote":
+        provider = RemoteDataProvider(host=REMOTE_SERVER_HOST, port=REMOTE_SERVER_PORT)
+        if not provider.initialize():
+            raise RuntimeError("远程MT5 API初始化失败，请检查 Windows MT5 是否运行")
+
+        rates_json = provider.get_historical_data(SYMBOL, TIMEFRAME, OPTIMIZER_COUNT)
+        provider.shutdown()
+
+        if not rates_json:
+            raise RuntimeError("远程获取历史数据失败")
+
+        rates = _json_to_mt5_rates(rates_json)
+    else:
+        initialize()
+        rates = (
+            get_rates(SYMBOL, TIMEFRAME, OPTIMIZER_COUNT, OPTIMIZER_START_DATE, OPTIMIZER_END_DATE)
+            if USE_DATE_RANGE else
+            get_rates(SYMBOL, TIMEFRAME, OPTIMIZER_COUNT)
+        )
+        shutdown()
 
     if rates is None or len(rates) == 0:
         raise RuntimeError("获取历史数据失败")

execution/realtime_trader.py

@@ -3,7 +3,7 @@ import signal
 import sys
 from datetime import datetime
 from logger import logger
-from config import SYMBOL, TIMEFRAME, REALTIME_CONFIG, SIGNAL_THRESHOLDS
+from config import SYMBOL, TIMEFRAME, REALTIME_CONFIG, SIGNAL_THRESHOLDS, RISK_CONFIG, RISK_CONFIG_CONST
 from core.risk import RiskController
 from execution.weights import DynamicWeightManager
 
@@ -16,6 +16,7 @@ class RealtimeTrader:
         self.running = False
         self.risk_controller = None
         self.weight_manager = None
+        self._cycle_count = 0
         
     def _initialize(self):
         if not self.data_provider.initialize():
@@ -23,25 +24,38 @@ class RealtimeTrader:
         
         self.risk_controller = RiskController(self.data_provider)
         self.weight_manager = DynamicWeightManager(self.data_provider)
-        
         self.risk_controller.sync_state()
 
         signal.signal(signal.SIGINT, self._signal_handler)
         signal.signal(signal.SIGTERM, self._signal_handler)
-        logger.info("实时交易系统初始化完成")
+
+        # ★ 启动参数一览
+        logger.info("=" * 50)
+        logger.info(f"品种: {SYMBOL} | 周期: M{TIMEFRAME} | 间隔: {self.update_interval}s")
+        logger.info(f"风控: 止损={RISK_CONFIG['stop_loss_pct']:.1%} | "
+                   f"止盈={RISK_CONFIG['take_profit_pct']:.1%} | "
+                   f"拖尾激活={RISK_CONFIG['min_profit_for_trailing']:.1%} | "
+                   f"拖尾回撤={RISK_CONFIG['profit_retracement_pct']:.1%}")
+        logger.info(f"信号: 买入阈值={SIGNAL_THRESHOLDS.get('buy_threshold',1.5)} | "
+                   f"卖出阈值={SIGNAL_THRESHOLDS.get('sell_threshold',-1.5)}")
+        logger.info(f"仓位: 最多多={REALTIME_CONFIG['max_long_positions']} 最多空={REALTIME_CONFIG['max_short_positions']} | "
+                   f"超时平仓={'开' if RISK_CONFIG_CONST.get('enable_time_based_exit',True) else '关'}")
+        logger.info(f"对冲: 信号对冲={'开' if REALTIME_CONFIG.get('hedge_enabled',False) else '关'} | "
+                   f"锁仓={'开' if REALTIME_CONFIG.get('lock_enabled',False) else '关'}")
+        logger.info("=" * 50)
         return True
         
     def _signal_handler(self, signum, frame):
-        logger.info(f"接收到信号 {signum}，准备退出...")
+        logger.info(f"接收信号 {signum}，准备退出...")
         self.stop()
 
     def _run_cycle(self):
         try:
+            self._cycle_count += 1
             self.risk_controller.sync_state()
 
             current_price = self.data_provider.get_current_price(SYMBOL)
             if not current_price:
-                logger.warning("无法获取当前价格，跳过本次循环")
                 return
 
             strategies_with_weights = self.weight_manager.get_current_strategies_and_weights()
@@ -51,66 +65,38 @@ class RealtimeTrader:
             for strat, weight in strategies_with_weights:
                 signals.append(strat.generate_signal())
                 weights.append(weight)
-            
-            # 打印详细信号日志
-            logger.info("--- 信号计算详情 ---")
-            for i, (strat, weight) in enumerate(strategies_with_weights):
-                signal = signals[i]
-                weighted_signal = signal * weight
-                strat_name = strat.name
-                logger.info(f"  策略: {strat_name:<25} | 信号: {signal:6.2f} | 权重: {weight:6.2f} | 加权信号: {weighted_signal:6.2f}")
-            logger.info("--------------------")
 
             weighted_signal_sum = sum(s * w for s, w in zip(signals, weights))
-            
             buy_threshold = SIGNAL_THRESHOLDS.get('buy_threshold', 1.5)
             sell_threshold = SIGNAL_THRESHOLDS.get('sell_threshold', -1.5)
-            logger.info(f"加权信号: {weighted_signal_sum:.2f} (买入阈值: {buy_threshold}, 卖出阈值: {sell_threshold})")
-            # logger.info(f"信号比较: {weighted_signal_sum} > {buy_threshold} = {weighted_signal_sum > buy_threshold}")
-            # logger.info(f"信号比较: {weighted_signal_sum} < {sell_threshold} = {weighted_signal_sum < sell_threshold}")
-            
+
             direction = None
             if weighted_signal_sum > buy_threshold:
                 direction = "buy"
             elif weighted_signal_sum < sell_threshold:
                 direction = "sell"
-            
+
+            # 只在信号触发时打印决策依据
             if direction:
-                logger.info(f"准备执行{direction}交易，信号强度: {weighted_signal_sum:.2f}")
-                success = self.risk_controller.process_trading_signal(direction, current_price, weighted_signal_sum)
-                if not success:
-                    logger.warning(f"{direction}交易执行失败")
-                else:
-                    logger.info(f"{direction}交易执行成功")
-            
+                logger.info(f"⚡ 信号触发 | 加权={weighted_signal_sum:.2f} | "
+                           f"阈值=[{sell_threshold:.2f}, {buy_threshold:.2f}] | "
+                           f"方向={direction.upper()} | 价格={current_price['last']:.2f}")
+                self.risk_controller.process_trading_signal(direction, current_price, weighted_signal_sum)
+
             self.risk_controller.monitor_positions(current_price, weighted_signal=weighted_signal_sum)
 
-            # --- 状态汇总日志 ---
-            logger.info("--- 财务状况更新 ---")
-            open_positions = self.risk_controller.position_manager.positions
-            if not open_positions:
-                logger.info("  当前无持仓")
-            else:
-                logger.info(f"  当前持仓: {len(open_positions)} 个")
-                for pos in open_positions:
-                    pnl_pct = self.risk_controller.position_manager._calculate_pnl_pct(pos, current_price['last'])
-                    # 计算持仓时间
-                    holding_time = current_price['time'] - pos['entry_time']
-                    holding_minutes = holding_time.total_seconds() / 60
-                    logger.info(f"    - Ticket {pos['ticket']}: {pos['position_type']} {pos['symbol']} @ {pos['entry_price']:.2f} | 持仓时间: {holding_minutes:.1f}分钟 | 浮动盈亏: {pnl_pct:.2%}")
-
-            trade_summary = self.risk_controller.position_manager.get_trade_summary()
-            if trade_summary and trade_summary['total_trades'] > 0:
-                logger.info("  已平仓交易摘要:")
-                logger.info(f"    - 总交易: {trade_summary['total_trades']}, 盈利: {trade_summary['winning_trades']}, 亏损: {trade_summary['losing_trades']}, 胜率: {trade_summary['win_rate']:.2f}%")
-                logger.info(f"    - 总净盈亏: ${trade_summary['total_profit_loss']:.2f}")
-
-            logger.info(f"  总权益: ${self.risk_controller.position_manager.total_equity:.2f}")
-            logger.info("----------------------")
+            # 每30个周期打印一次状态摘要
+            if self._cycle_count % 30 == 0:
+                pm = self.risk_controller.position_manager
+                n = len(pm.positions)
+                summary = pm.get_trade_summary()
+                logger.info(f"📊 周期#{self._cycle_count} | 持仓={n} | "
+                           f"净值=${pm.total_equity:.2f} | "
+                           f"已平{summary['total_trades']}笔 胜率{summary['win_rate']:.0f}% 净${summary['total_profit_loss']:+.2f}")
 
         except Exception as e:
             import traceback
-            logger.error(f"交易周期执行失败: {e}\n{traceback.format_exc()}")
+            logger.error(f"交易周期失败: {e}\n{traceback.format_exc()}")
             
     def start(self):
         if not self._initialize(): return
@@ -132,10 +118,12 @@ class RealtimeTrader:
             if self.risk_controller:
                 timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
                 self.risk_controller.save_trade_history(f"realtime_trades_{timestamp}")
+                summary = self.risk_controller.position_manager.get_trade_summary()
+                if summary['total_trades'] > 0:
+                    logger.info(f"📊 本次运行: {summary['total_trades']}笔 胜率{summary['win_rate']:.0f}% 净${summary['total_profit_loss']:+.2f}")
         except Exception as e:
             logger.error(f"保存交易记录失败: {e}")
         finally:
             self.data_provider.shutdown()
             logger.info("实时交易系统已停止")
             sys.exit(0)
-