new ui

2026-06-12 16:25:41 +08:00
parent ef4c1cca32
commit 2d8a0c3bca
23 changed files with 2904 additions and 525 deletions
@@ -2,6 +2,8 @@
 QMT 真实交易实现 - 封装 xtquant SDK
 """
 import datetime
+import os
+import subprocess
 import threading
 import time
 import config
@@ -15,6 +17,185 @@ class RealQmtV:
    封装 xtquant 的 XtQuantTrader，提供与模拟器一致的接口
    """

+    # miniQMT 进程名关键字（GUI 壳: XtMiniQmt.exe，交易引擎: miniquote.exe）
+    _QMT_PROCESS_KEYWORDS = ['Qmt', 'qmt', 'QMT', 'miniquote', 'MiniQuote']
+
+    @staticmethod
+    def _discover_qmt_port() -> int:
+        """
+        自动探测 miniQMT 监听端口。
+        方法1: SDK 内部扫描 (读取配置)
+        方法2: netstat 找 LISTENING 端口 → 反查所属进程名 → 匹配 QMT 关键字
+        返回端口号，未找到返回 0。
+        """
+        # ---- 方法1: SDK 内部扫描 ----
+        try:
+            from xtquant import xtconn
+            addrs = xtconn.scan_available_server_addr()
+            for addr in addrs:
+                try:
+                    port = int(addr.split(':')[1])
+                    if port:
+                        PrintLog(LogLevel.INFO, f'[端口探测] SDK 扫描发现端口: {port}')
+                        return port
+                except (ValueError, IndexError):
+                    continue
+        except Exception as e:
+            PrintLog(LogLevel.DEBUG, f'[端口探测] SDK 扫描异常: {e}')
+
+        # ---- 方法2: netstat → 反向查进程名 ----
+        try:
+            # 2a. netstat 找出所有 LISTENING 端口的 PID
+            pid_ports = {}  # pid -> [port, ...]
+            netstat = subprocess.run(
+                ['netstat', '-ano'],
+                capture_output=True, text=True, timeout=10
+            )
+            for line in netstat.stdout.splitlines():
+                if 'LISTENING' not in line and 'LISTEN' not in line:
+                    continue
+                parts = line.split()
+                if len(parts) < 5:
+                    continue
+                try:
+                    local_addr = parts[1]
+                    port = int(local_addr.rsplit(':', 1)[-1])
+                    pid = int(parts[-1])
+                    if port > 0:
+                        pid_ports.setdefault(pid, []).append(port)
+                except (ValueError, IndexError):
+                    continue
+
+            if not pid_ports:
+                PrintLog(LogLevel.DEBUG, '[端口探测] netstat 未找到任何 LISTENING 端口')
+                return 0
+
+            # 2b. 对每个有监听端口的 PID，查进程名是否匹配 QMT
+            for pid, ports in pid_ports.items():
+                name = RealQmtV._get_process_name(pid)
+                if name and any(kw in name for kw in RealQmtV._QMT_PROCESS_KEYWORDS):
+                    port = ports[0]
+                    PrintLog(LogLevel.INFO, f'[端口探测] 发现 QMT 进程: {name} (PID={pid}), 端口: {port}')
+
+                    # 同时探测 userdata_mini 路径
+                    exe_path = RealQmtV._get_process_exe_path(pid)
+                    if exe_path:
+                        PrintLog(LogLevel.INFO, f'[路径探测] 进程路径: {exe_path}')
+                        found_path = RealQmtV._find_userdata_mini(exe_path)
+                        if found_path:
+                            PrintLog(LogLevel.INFO, f'[路径探测] 发现 userdata_mini: {found_path}')
+                            if found_path != config.miniQMTPath:
+                                PrintLog(LogLevel.INFO, f'[路径探测] 自动修正 miniQMTPath: {config.miniQMTPath} -> {found_path}')
+                                config.miniQMTPath = found_path
+
+                    # 同时从窗口标题提取资金账号
+                    account = RealQmtV._discover_account()
+                    if account:
+                        if account != config.account_no:
+                            PrintLog(LogLevel.INFO, f'[账号探测] 自动修正 account_no: {config.account_no[-4:]}**** -> {account[-4:]}****')
+                            config.account_no = account
+                        else:
+                            PrintLog(LogLevel.INFO, f'[账号探测] 确认账号: {account[-4:]}****')
+
+                    return port
+
+        except Exception as e:
+            PrintLog(LogLevel.INFO, f'[端口探测] 进程扫描异常: {e}')
+
+        PrintLog(LogLevel.WARNING, '[端口探测] 未能自动发现 miniQMT 端口')
+        return 0
+
+    @staticmethod
+    def _get_process_name(pid: int) -> str:
+        """通过 PID 获取进程名（单个查询，不用扫全量 tasklist）"""
+        try:
+            result = subprocess.run(
+                ['tasklist', '/fi', f'PID eq {pid}', '/fo', 'csv', '/nh'],
+                capture_output=True, text=True, timeout=5
+            )
+            for line in result.stdout.splitlines():
+                line = line.strip()
+                if not line or line.startswith('INFO:'):
+                    continue
+                parts = [p.strip('"').strip() for p in line.split('","')]
+                if len(parts) >= 2:
+                    return parts[0]
+        except Exception:
+            pass
+        return ''
+
+    @staticmethod
+    def _get_process_exe_path(pid: int) -> str:
+        """通过 PID 获取进程的可执行文件完整路径"""
+        try:
+            result = subprocess.run(
+                ['powershell', '-NoProfile', '-Command',
+                 f'(Get-Process -Id {pid}).Path'],
+                capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
+            )
+            path = result.stdout.strip()
+            if path and os.path.isfile(path):
+                return path
+        except Exception:
+            pass
+        return ''
+
+    @staticmethod
+    def _find_userdata_mini(exe_path: str) -> str:
+        """从 QMT 可执行文件路径向上查找 userdata_mini 目录"""
+        exe_dir = os.path.dirname(exe_path)
+        # 从 exe 所在目录开始，向上最多 3 层
+        for _ in range(4):
+            candidate = os.path.join(exe_dir, 'userdata_mini')
+            if os.path.isdir(candidate):
+                return candidate
+            parent = os.path.dirname(exe_dir)
+            if parent == exe_dir:
+                break
+            exe_dir = parent
+        return ''
+
+    @staticmethod
+    def _discover_account() -> str:
+        """
+        从 XtMiniQmt.exe 的窗口标题中提取资金账号。
+        标题格式: "8882874667 - 国金证券QMT交易端 2.0.8.300"
+        返回账号字符串，失败返回空字符串。
+        """
+        try:
+            # 找到 XtMiniQmt.exe 的 PID
+            tasklist = subprocess.run(
+                ['tasklist', '/fo', 'csv', '/nh'],
+                capture_output=True, text=True, timeout=10
+            )
+            gui_pid = 0
+            for line in tasklist.stdout.splitlines():
+                line = line.strip()
+                if not line:
+                    continue
+                parts = [p.strip('"').strip() for p in line.split('","')]
+                if len(parts) >= 2 and 'XtMiniQmt' in parts[0]:
+                    gui_pid = int(parts[1])
+                    break
+
+            if not gui_pid:
+                return ''
+
+            # 获取窗口标题（PowerShell 输出可能含中文，用 utf-8）
+            result = subprocess.run(
+                ['powershell', '-NoProfile', '-Command',
+                 f'(Get-Process -Id {gui_pid}).MainWindowTitle'],
+                capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
+            )
+            title = result.stdout.strip()
+            if title and ' - ' in title:
+                account = title.split(' - ')[0].strip()
+                if account.isdigit():
+                    return account
+        except Exception:
+            pass
+        return ''
+
    @staticmethod
    def _to_plain_code(stock_code: str) -> str:
        """将 xtquant 格式 '600519.SH' 转换为数据库格式 '600519'"""
@@ -33,15 +214,6 @@ class RealQmtV:
        # fallback: try both, prefer SH
        return f'{code}.SH'

-    @staticmethod
-    def _strip_code_suffixes(datas: dict) -> dict:
-        """批量去除 xtquant 数据中的代码后缀"""
-        result = {}
-        for code, tick in datas.items():
-            result[code] = tick
-            if '.' in code:
-                result[code.split('.')[0]] = tick
-        return result
    def __init__(self) -> None:
        self.inited = False
        self.connected = False
@@ -66,9 +238,11 @@ class RealQmtV:

            self.mini_qmt_path = config.miniQMTPath
            self.account = StockAccount(config.account_no, 'STOCK')
+            PrintLog(LogLevel.INFO, f'[QMT] 初始化: path={self.mini_qmt_path}, account={config.account_no[-4:]}****')

            # 创建 XtQuantTrader 实例
            session_id = int(time.time()) % 10000
+            PrintLog(LogLevel.INFO, f'[QMT] 创建 XtQuantTrader, session={session_id}')
            self.xt_trader = XtQuantTrader(self.mini_qmt_path, session_id)

            # 注册回调 — xtquant 只接受一个回调对象，会在上面调用 on_xxx 方法
@@ -81,30 +255,62 @@ class RealQmtV:
            PrintLog(LogLevel.ERROR, f'- [失败] QMT 初始化: {e}')

    def connect(self) -> bool:
-        """连接 MiniQMT"""
+        """连接 MiniQMT，失败自动探测端口并重试"""
        if not self.inited:
-            PrintLog(LogLevel.ERROR, '- [失败] QMT 未初始化')
+            PrintLog(LogLevel.ERROR, '[QMT] 连接失败: 未初始化')
            return False

-        try:
-            # 启动 trader 线程
+        _connect_errors = {
+            0: '成功',
+            -1: '一般错误（miniQMT 可能未启动）',
+            -2: 'miniQMT 未运行（请先启动极简QMT）',
+            -3: '连接超时',
+        }
+
+        def _do_connect() -> int:
            self.xt_trader.start()
-            # 建立连接
-            connect_result = self.xt_trader.connect()
+            PrintLog(LogLevel.INFO, '[QMT] xt_trader.start() 完成')
+            PrintLog(LogLevel.INFO, '[QMT] 正在连接 miniQMT...')
+            return self.xt_trader.connect()
+
+        try:
+            # 尝试默认连接
+            PrintLog(LogLevel.INFO, '[QMT] 尝试默认方式连接...')
+            connect_result = _do_connect()
+
+            # 失败则自动探测端口并重试
+            if connect_result != 0:
+                PrintLog(LogLevel.INFO, '[QMT] 默认连接失败，启动端口自动探测...')
+                discovered_port = self._discover_qmt_port()
+                if discovered_port > 0:
+                    PrintLog(LogLevel.INFO, f'[QMT] 探测到端口 {discovered_port}，尝试连接...')
+                    try:
+                        from xtquant import xtdata
+                        xtdata.connect(ip='127.0.0.1', port=discovered_port)
+                        PrintLog(LogLevel.INFO, f'[QMT] xtdata 连接成功 (端口: {discovered_port})')
+                    except Exception as e:
+                        PrintLog(LogLevel.ERROR, f'[QMT] xtdata 连接失败 (端口: {discovered_port}): {e}')
+                        return False
+                    connect_result = _do_connect()
+                else:
+                    PrintLog(LogLevel.WARNING, '[QMT] 端口自动探测未找到 miniQMT 进程')
+
+            result_desc = _connect_errors.get(connect_result, f'未知({connect_result})')
+            PrintLog(LogLevel.INFO, f'[QMT] connect() 返回: {connect_result} ({result_desc})')
+
            if connect_result == 0:
-                # 订阅账户 (传入 StockAccount 对象而不是 account_id 字符串)
+                PrintLog(LogLevel.INFO, f'[QMT] 订阅账户...')
                self.xt_trader.subscribe(self.account)
-                # 等待回调
-                time.sleep(1)
+                PrintLog(LogLevel.INFO, '[QMT] 订阅完成')
                self.connected = True
                self.startMarketDataSubscription()
-                PrintLog(LogLevel.INFO, f'- [成功] 真实交易连接成功 (账号: {config.account_no})')
+                PrintLog(LogLevel.INFO, f'[QMT] 连接成功 (账号: {config.account_no[-4:]}****)')
                return True
            else:
-                PrintLog(LogLevel.ERROR, f'- [失败] 连接失败, 返回码: {connect_result}')
+                PrintLog(LogLevel.ERROR, f'[QMT] 连接失败: {result_desc}')
                return False
        except Exception as e:
-            PrintLog(LogLevel.ERROR, f'- [失败] 连接异常: {e}')
+            PrintLog(LogLevel.ERROR, f'[QMT] 连接异常: {e}')
            return False

    def getAllPositions(self) -> dict:
@@ -144,18 +350,41 @@ class RealQmtV:
            return None

    def queryPendingOrder(self, stock_code: str, tag: str) -> list:
-        """查询挂单"""
+        """查询挂单（过滤已撤/废单）"""
        if not self.connected:
            return []
        try:
            orders = self.xt_trader.query_stock_orders(self.account)
+            # 过滤已撤(54)和废单(57)，避免策略误判"已有挂单"跳过下单
+            _CANCELED = {54, 57}
            return [o for o in orders
                    if self._to_plain_code(getattr(o, 'stock_code', '')) == stock_code and
-                    (tag is None or getattr(o, 'strategy_name', None) == tag)]
+                    (tag is None or getattr(o, 'strategy_name', None) == tag) and
+                    getattr(o, 'order_status', 0) not in _CANCELED]
        except Exception as e:
            PrintLog(LogLevel.ERROR, f'- [查询挂单失败] {e}')
            return []

+    def queryTodayOrders(self) -> list:
+        """查询当日所有委托"""
+        if not self.connected:
+            return []
+        try:
+            return list(self.xt_trader.query_stock_orders(self.account))
+        except Exception as e:
+            PrintLog(LogLevel.ERROR, f'- [查询委托失败] {e}')
+            return []
+
+    def queryTodayTrades(self) -> list:
+        """查询当日所有成交"""
+        if not self.connected:
+            return []
+        try:
+            return list(self.xt_trader.query_stock_trades(self.account))
+        except Exception as e:
+            PrintLog(LogLevel.ERROR, f'- [查询成交失败] {e}')
+            return []
+
    def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
        """异步下单"""
        if not self.connected:
@@ -328,7 +557,8 @@ class RealQmtV:

        # xtquant 返回 "600519.SH" 格式 key，UI 使用纯代码 "600519"
        # 构建同时包含两种 key 的数据确保匹配
-        eBus.event_bus.publish(eBus.MarketDataUpdate, self._strip_code_suffixes(datas))
+        # 直接发布 xtquant 原始数据（代码带 .SH/.SZ 后缀）
+        eBus.event_bus.publish(eBus.MarketDataUpdate, datas)

    def _market_data_watchdog(self):
        """行情活跃监控 — 超过 30 秒无数据则标记市场不活跃"""
@@ -349,10 +579,10 @@ class RealQmtV:
    # ---- xtquant 回调处理 (xtquant 通过回调对象调用 on_xxx 方法) ----

    def on_connected(self):
-        print(datetime.datetime.now(), '真实 QMT 连接成功')
+        PrintLog(LogLevel.INFO, f'[QMT] on_connected: 真实 QMT 连接成功 {datetime.datetime.now()}')

    def on_disconnected(self):
-        print(datetime.datetime.now(), '真实 QMT 连接断开')
+        PrintLog(LogLevel.WARNING, f'[QMT] on_disconnected: 真实 QMT 连接断开 {datetime.datetime.now()}')

    def on_stock_order(self, order):
        self._pending_orders.append(order)
@@ -364,11 +594,13 @@ class RealQmtV:
        eBus.event_bus.publish(eBus.MarketOrderCreated, response)

    def on_order_error(self, order_error):
-        print(f"\n真实委托报错回调: order_id={order_error.order_id}, error_id={order_error.error_id}, error_msg={order_error.error_msg}, remark={order_error.order_remark}")
+        PrintLog(LogLevel.ERROR,
+                 f'[QMT] 委托报错: order_id={order_error.order_id}, error_id={order_error.error_id}, '
+                 f'error_msg={order_error.error_msg}, remark={order_error.order_remark}')
        eBus.event_bus.publish(eBus.MarketOrderError, order_error)

    def on_account_status(self, status):
-        print(datetime.datetime.now(), status)
+        PrintLog(LogLevel.INFO, f'[QMT] on_account_status: {datetime.datetime.now()} {status}')


 qmtv = RealQmtV()