release

core/qmt_real.py

@@ -545,11 +545,19 @@ class RealQmtV:
             PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
 
     def _on_market_data(self, datas: dict):
-        """xtquant 行情回调 — 收到行情即标记市场活跃"""
+        """xtquant 行情回调 — 收到行情即标记市场活跃（但需满足 09:15 后才激活）"""
         self.lastMarketDataUpdateTimestamp = time.time()
         if not self.isMarketActive:
-            self.isMarketActive = True
-            eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
+            # 检查当前时间是否已过 09:15（集合竞价结束后才激活市场状态）
+            import zoneinfo
+            beijing_tz = zoneinfo.ZoneInfo("Asia/Shanghai")
+            now = datetime.datetime.now(beijing_tz)
+            t = now.time()
+            activation_time = datetime.time(9, 15)
+            if t >= activation_time:
+                self.isMarketActive = True
+                eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
+                PrintLog(LogLevel.INFO, f'- [行情] 市场激活 (时间 {t.strftime("%H:%M:%S")} >= 09:15)')
         eBus.event_bus.publish(eBus.MarketDataUpdate, datas)
 
     def _is_trading_time(self) -> bool:
@@ -567,17 +575,16 @@ class RealQmtV:
         return (morning_start <= t <= morning_end) or (afternoon_start <= t <= afternoon_end)
 
     def _market_data_watchdog(self):
-        """行情活跃监控 — 超过 120 秒无行情 且 非交易时间 则标记市场不活跃"""
+        """行情活跃监控 — 超过 120 秒无行情 则标记市场不活跃（无论是否交易时间）"""
         while True:
             time.sleep(15)
             if self.isMarketActive:
                 elapsed = time.time() - self.lastMarketDataUpdateTimestamp
-                # 非交易时间直接标记休市；交易时间内才用超时判断
-                if not self._is_trading_time() or elapsed > 120:
+                # 只有超过 120 秒无行情才标记不活跃，不再区分交易时间
+                if elapsed > 120:
                     self.isMarketActive = False
                     eBus.event_bus.publish(eBus.EventMarketActiveSwitch, False)
-                    if not self._is_trading_time():
-                        PrintLog(LogLevel.INFO, '- [行情] 非交易时间，市场标记为不活跃')
+                    PrintLog(LogLevel.INFO, f'- [行情] 超过 {elapsed:.0f} 秒无数据，市场标记为不活跃')
 
     def stopMarketDataSubscription(self):
         """停止市场数据订阅"""