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https://github.com/silencesdg/mt5_python_ea_suite.git
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重构项目架构，新增 MT5 代理服务
- 重构核心模块：DataProvider 依赖注入、RiskController 门面、信号注册表 - 新增 FastAPI 代理服务 (run/server.py)，支持局域网远程调用 MT5 - 新增 RemoteDataProvider + AttrDict，远端无缝替代 LiveDataProvider - 新增序列化模块，MT5 对象转 JSON 兼容格式 - 重构入口点至 run/ 包，支持 python -m run.realtime/server/backtest/optimize - 更新 CLAUDE.md 文档 Generated with [Claude Code](https://claude.ai/code) via [Happy](https://happy.engineering) Co-Authored-By: Claude <noreply@anthropic.com> Co-Authored-By: Happy <yesreply@happy.engineering>
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silencesdg
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""回测入口 — python -m run.backtest"""
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import sys
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import os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from core.utils import get_rates, initialize, shutdown
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from execution.backtest import BacktestEngine
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from config import SYMBOL, TIMEFRAME, BACKTEST_COUNT, BACKTEST_START_DATE, BACKTEST_END_DATE, USE_DATE_RANGE
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from logger import logger
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def main():
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print("=" * 60)
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print("MT5 智能交易系统 - 回测")
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print("=" * 60)
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try:
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initialize()
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if USE_DATE_RANGE:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT,
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BACKTEST_START_DATE, BACKTEST_END_DATE)
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else:
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rates = get_rates(SYMBOL, TIMEFRAME, BACKTEST_COUNT)
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shutdown()
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if rates is None or len(rates) == 0:
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logger.error("未能获取历史数据，回测终止。")
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return
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logger.info(f"获取数据: {len(rates)} 条")
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engine = BacktestEngine(use_dynamic_weights=False)
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summary = engine.run(rates)
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print(f"\n回测完成！总盈亏: ${summary.get('total_profit_loss', 0):.2f}")
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except Exception as e:
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import traceback
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logger.error(f"回测出错: {e}")
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traceback.print_exc()
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if __name__ == "__main__":
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main()
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""优化器入口 — python -m run.optimize"""
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import sys
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import os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from execution.optimize import run_optimizer
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from logger import logger
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def main():
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print("=" * 60)
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print("MT5 智能交易系统 - 遗传算法参数优化")
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print("=" * 60)
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try:
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best_params, best_fitness = run_optimizer()
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print(f"\n优化完成！最佳适应度: {best_fitness:.2f}")
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except Exception as e:
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import traceback
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logger.error(f"优化器运行出错: {e}")
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traceback.print_exc()
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if __name__ == "__main__":
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main()
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""实时交易入口 — python -m run.realtime"""
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import sys
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import os
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from datetime import datetime
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from execution.realtime_trader import RealtimeTrader
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from core.data import LiveDataProvider, DryRunDataProvider
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from config import REALTIME_CONFIG, INITIAL_CAPITAL
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from logger import setup_logger
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def main():
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log_level = REALTIME_CONFIG.get('logging_level', 'INFO')
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setup_logger(log_level)
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is_dry_run = REALTIME_CONFIG.get('dry_run', True)
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print("=" * 60)
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print("MT5 智能交易系统 - 实时交易")
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print(f"启动时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
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print(f"运行模式: {'模拟运行' if is_dry_run else '实盘交易'}")
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print("=" * 60)
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if is_dry_run:
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data_provider = DryRunDataProvider(initial_equity=INITIAL_CAPITAL)
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else:
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print("WARNING: 即将启动实盘交易模式！")
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confirm = input("确认启动实盘交易？(输入 'YES' 继续): ")
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if confirm != 'YES':
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print("已取消启动。")
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return
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data_provider = LiveDataProvider()
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trader = RealtimeTrader(data_provider, update_interval=REALTIME_CONFIG['update_interval'])
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print("\n正在启动交易系统... (按 Ctrl+C 可安全停止)")
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trader.start()
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if __name__ == "__main__":
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main()
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+143
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""MT5 代理服务 — python -m run.server"""
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import sys
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import os
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import threading
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from contextlib import asynccontextmanager
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from fastapi import FastAPI
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from fastapi.responses import JSONResponse
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from pydantic import BaseModel
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from core.data import LiveDataProvider
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from core.data.serializers import (
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serialize_account_info,
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serialize_position,
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serialize_symbol_info,
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serialize_order_result,
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serialize_rates,
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)
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from config import SERVER_HOST, SERVER_PORT
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from logger import setup_logger, logger
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setup_logger("INFO")
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# 全局 MT5 连接和线程锁
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_provider = LiveDataProvider()
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_lock = threading.Lock()
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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with _lock:
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if not _provider.initialize():
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logger.error("MT5 初始化失败，服务启动中止")
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sys.exit(1)
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logger.info(f"MT5 代理服务启动于 {SERVER_HOST}:{SERVER_PORT}")
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yield
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with _lock:
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_provider.shutdown()
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logger.info("MT5 代理服务已关闭")
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app = FastAPI(title="MT5 Proxy API", lifespan=lifespan)
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# ── 请求模型 ──
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class OrderRequest(BaseModel):
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symbol: str
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order_type: str
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volume: float
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class CloseRequest(BaseModel):
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ticket: int
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symbol: str
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volume: float
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# ── 端点 ──
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@app.post("/api/initialize")
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def api_initialize():
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with _lock:
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return {"success": _provider.initialize()}
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@app.post("/api/shutdown")
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def api_shutdown():
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with _lock:
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_provider.shutdown()
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return {"success": True}
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@app.get("/api/price/{symbol}")
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def api_price(symbol: str):
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with _lock:
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data = _provider.get_current_price(symbol)
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if data is None:
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return JSONResponse(status_code=503, content={"error": "无法获取价格"})
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# time 转为 Unix 时间戳
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data['time'] = int(data['time'].timestamp()) if hasattr(data['time'], 'timestamp') else int(data['time'])
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return data
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@app.get("/api/historical/{symbol}/{timeframe}/{count}")
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def api_historical(symbol: str, timeframe: int, count: int):
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with _lock:
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rates = _provider.get_historical_data(symbol, timeframe, count)
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if rates is None:
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return JSONResponse(status_code=503, content={"error": "无法获取历史数据"})
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return {"rates": serialize_rates(rates)}
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@app.get("/api/account")
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def api_account():
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with _lock:
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info = _provider.get_account_info()
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if info is None:
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return JSONResponse(status_code=503, content={"error": "无法获取账户信息"})
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return serialize_account_info(info)
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@app.get("/api/positions/{symbol}")
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def api_positions(symbol: str):
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with _lock:
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positions = _provider.get_positions(symbol)
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if positions is None:
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return {"positions": []}
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return {"positions": [serialize_position(p) for p in positions]}
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@app.get("/api/symbol/{symbol}")
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def api_symbol(symbol: str):
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with _lock:
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info = _provider.get_symbol_info(symbol)
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if info is None:
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return JSONResponse(status_code=503, content={"error": "无法获取品种信息"})
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return serialize_symbol_info(info)
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@app.post("/api/order")
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def api_order(req: OrderRequest):
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with _lock:
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result = _provider.send_order(req.symbol, req.order_type, req.volume)
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if result is None:
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return JSONResponse(status_code=503, content={"error": "下单失败"})
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return serialize_order_result(result)
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@app.post("/api/close")
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def api_close(req: CloseRequest):
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with _lock:
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success = _provider.close_position(req.ticket, req.symbol, req.volume)
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return {"success": success}
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if __name__ == "__main__":
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import uvicorn
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uvicorn.run(app, host=SERVER_HOST, port=SERVER_PORT)
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