Files
mt5_python_ea_suite/run/realtime.py
T
songkl 878e0f4a03 feat: 远程MT5数据源 + 信号对冲/回撤锁仓模块
新增:
- core/risk/hedge.py: 对冲管理器
  - 信号对冲: 加权信号反向超阈值→半仓反向
  - 回撤锁仓: 浮亏超-0.3%→全仓锁死
  - 自动解锁: 信号回正/对冲止盈0.5%

改动:
- run/backtest.py: 支持远程数据源回测
- run/realtime.py: 远程/本地双模式
- core/risk/position.py: 集成HedgeManager
- core/risk/controller.py: 传递weighted_signal
- execution/realtime_trader.py: 传入加权信号
- core/data/live.py, utils.py: MetaTrader5懒加载(ARM兼容)
- config.py: HEDGE_CONFIG, REMOTE配置, INITIAL_CAPITAL=1944

今日实盘: 9单, +7.4% (944→088)
2026-05-11 23:46:49 +08:00

59 lines
2.1 KiB
Python

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""实时交易入口 — 支持远程/本地两种数据源"""
import sys
import os
from datetime import datetime
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from execution.realtime_trader import RealtimeTrader
from core.data import LiveDataProvider, DryRunDataProvider, RemoteDataProvider
from config import (
REALTIME_CONFIG, INITIAL_CAPITAL,
REMOTE_SERVER_HOST, REMOTE_SERVER_PORT, DATA_PROVIDER_MODE,
)
from logger import setup_logger
def main():
log_level = REALTIME_CONFIG.get('logging_level', 'INFO')
setup_logger(log_level)
is_dry_run = REALTIME_CONFIG.get('dry_run', True)
print("=" * 60)
print("MT5 智能交易系统 - 实时交易")
print(f"启动时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
print(f"数据源: {DATA_PROVIDER_MODE.upper()}")
print(f"运行模式: {'模拟运行' if is_dry_run else '实盘交易'}")
print("=" * 60)
if DATA_PROVIDER_MODE == "remote":
data_provider = RemoteDataProvider(host=REMOTE_SERVER_HOST, port=REMOTE_SERVER_PORT)
if not data_provider.initialize():
print("❌ 远程 MT5 API 连接失败,请检查 Windows 端服务是否运行")
return
print(f"✅ 已连接远程 MT5 {REMOTE_SERVER_HOST}:{REMOTE_SERVER_PORT}")
acct = data_provider.get_account_info()
if acct:
print(f" 账号: {acct.get('login','?')} 余额: ${acct.get('balance','?'):.2f}")
elif is_dry_run:
data_provider = DryRunDataProvider(initial_equity=INITIAL_CAPITAL)
else:
print("WARNING: 即将启动实盘交易模式!")
confirm = input("确认启动实盘交易?(输入 'YES' 继续): ")
if confirm != 'YES':
print("已取消启动。")
return
data_provider = LiveDataProvider()
trader = RealtimeTrader(data_provider, update_interval=REALTIME_CONFIG['update_interval'])
print("\n正在启动交易系统... (按 Ctrl+C 可安全停止)")
trader.start()
if __name__ == "__main__":
main()