import time import signal import sys from datetime import datetime from logger import logger import config from core.risk import RiskController from execution.weights import DynamicWeightManager class RealtimeTrader: """实时交易器 (已重构为依赖注入) — ★ 每周期热加载配置""" def __init__(self, data_provider, update_interval=60): self.data_provider = data_provider self.update_interval = update_interval self.running = False self.risk_controller = None self.weight_manager = None self._cycle_count = 0 def _initialize(self): if not self.data_provider.initialize(): return False 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) # ★ 打印风控参数（保证金%基准） try: acct = self.data_provider.get_account_info() lev = acct.leverage if hasattr(acct, 'leverage') else acct.get('leverage', 2000) except Exception: lev = 2000 rl = config.RISK_CONFIG.get('risk_leverage', 100) # ★ 启动参数一览 logger.info("=" * 50) logger.info(f"品种: {config.SYMBOL} | 周期: M{config.TIMEFRAME} | 间隔: {self.update_interval}s | 杠杆: {lev}x") logger.info(f"风控: 止损={config.RISK_CONFIG['stop_loss_pct']:.0%} | " f"止盈={config.RISK_CONFIG['take_profit_pct']:.0%} | " f"拖尾激活={config.RISK_CONFIG['min_profit_for_trailing']:.0%} | " f"拖尾回撤={config.RISK_CONFIG['profit_retracement_pct']:.0%}" f" (基准={rl}x)") logger.info(f"信号: 买入阈值={config.SIGNAL_THRESHOLDS.get('buy_threshold',1.5)} | " f"卖出阈值={config.SIGNAL_THRESHOLDS.get('sell_threshold',-1.5)}") logger.info(f"仓位: 最多多={config.REALTIME_CONFIG['max_long_positions']} 最多空={config.REALTIME_CONFIG['max_short_positions']} | " f"超时平仓={'开' if config.RISK_CONFIG_CONST.get('enable_time_based_exit',True) else '关'}") logger.info(f"对冲: 信号对冲={'开' if config.REALTIME_CONFIG.get('hedge_enabled',False) else '关'} | " f"锁仓={'开' if config.REALTIME_CONFIG.get('lock_enabled',False) else '关'}") logger.info("=" * 50) return True def _signal_handler(self, signum, frame): logger.info(f"接收信号 {signum}，准备退出...") self.stop() def _run_cycle(self): try: self._cycle_count += 1 # ★ 热加载配置：cron 优化器改完 config.py 后自动生效 config.reload() self.risk_controller.sync_state() current_price = self.data_provider.get_current_price(config.SYMBOL) if not current_price: return strategies_with_weights = self.weight_manager.get_current_strategies_and_weights() if not strategies_with_weights: return signals, weights = [], [] for strat, weight in strategies_with_weights: signals.append(strat.generate_signal()) weights.append(weight) weighted_signal_sum = sum(s * w for s, w in zip(signals, weights)) buy_threshold = config.SIGNAL_THRESHOLDS.get('buy_threshold', 1.5) sell_threshold = config.SIGNAL_THRESHOLDS.get('sell_threshold', -1.5) direction = None if weighted_signal_sum > buy_threshold: direction = "buy" elif weighted_signal_sum < sell_threshold: direction = "sell" # ★ 同向门槛递增：已有N单同向时，第N+1单需要更强信号 if direction: # ★ 适应度门槛：回测亏钱就不开新单 last_fitness = getattr(config, 'LAST_OPTIMIZATION_FITNESS', 0) min_fitness = config.RISK_CONFIG.get('min_backtest_fitness', 250) if last_fitness < min_fitness: if self._cycle_count % 30 == 0: logger.warning(f"⚠️ 回测适应度{last_fitness:.0f}<{min_fitness}，暂停开仓（监控持仓中）") direction = None if direction: alpha = config.RISK_CONFIG.get('entry_escalation_alpha', 1.2) pm = self.risk_controller.position_manager n_long = sum(1 for p in pm.positions if p['position_type'] == 'long') n_short = sum(1 for p in pm.positions if p['position_type'] == 'short') if direction == 'buy': adjusted = buy_threshold * (alpha ** n_long) if weighted_signal_sum <= adjusted: logger.debug(f"BUY信号{weighted_signal_sum:.2f}<调整阈值{adjusted:.2f}(已有{n_long}多单), 忽略") direction = None elif direction == 'sell': adjusted = sell_threshold * (alpha ** n_short) if weighted_signal_sum >= adjusted: logger.debug(f"SELL信号{weighted_signal_sum:.2f}>调整阈值{adjusted:.2f}(已有{n_short}空单), 忽略") direction = None # 只在信号触发时打印决策依据 if direction: 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) # 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"交易周期失败: {e}\n{traceback.format_exc()}") def start(self): if not self._initialize(): return logger.info("=== 启动实时交易系统 ===") self.running = True while self.running: cycle_start = time.time() self._run_cycle() cycle_time = time.time() - cycle_start wait_time = max(0, self.update_interval - cycle_time) if wait_time > 0: time.sleep(wait_time) def stop(self): logger.info("=== 停止实时交易系统 ===") self.running = False try: if self.risk_controller: self.risk_controller.position_manager.cleanup_peak_data() 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)