oficcejo
311 lines
13 KiB
Python
311 lines
13 KiB
Python
import time
|
||
import threading
|
||
import schedule
|
||
from datetime import datetime, timedelta
|
||
from typing import Dict, List
|
||
import streamlit as st
|
||
import os
|
||
import logging
|
||
|
||
from monitor_db import monitor_db
|
||
from stock_data import StockDataFetcher
|
||
from miniqmt_interface import miniqmt, get_miniqmt_status
|
||
from notification_service import notification_service
|
||
|
||
# 导入TDX数据源（如果可用）
|
||
try:
|
||
from smart_monitor_tdx_data import SmartMonitorTDXDataFetcher
|
||
TDX_AVAILABLE = True
|
||
except ImportError:
|
||
TDX_AVAILABLE = False
|
||
logging.warning("TDX数据源模块未找到，将使用默认数据源")
|
||
|
||
class StockMonitorService:
|
||
"""股票监测服务"""
|
||
|
||
def __init__(self):
|
||
self.fetcher = StockDataFetcher()
|
||
|
||
# 初始化TDX数据源（如果启用）
|
||
self.tdx_fetcher = None
|
||
self.use_tdx = False
|
||
|
||
# 从环境变量获取TDX配置
|
||
tdx_enabled = os.getenv('TDX_ENABLED', 'false').lower() == 'true'
|
||
tdx_base_url = os.getenv('TDX_BASE_URL', 'http://192.168.1.222:8181')
|
||
|
||
if tdx_enabled and TDX_AVAILABLE:
|
||
try:
|
||
self.tdx_fetcher = SmartMonitorTDXDataFetcher(base_url=tdx_base_url)
|
||
self.use_tdx = True
|
||
logging.info(f"✅ TDX数据源已启用: {tdx_base_url}")
|
||
except Exception as e:
|
||
logging.warning(f"TDX数据源初始化失败，将使用默认数据源: {e}")
|
||
|
||
self.running = False
|
||
self.thread = None
|
||
|
||
def start_monitoring(self):
|
||
"""启动监测服务"""
|
||
if self.running:
|
||
return
|
||
|
||
self.running = True
|
||
self.thread = threading.Thread(target=self._monitor_loop, daemon=True)
|
||
self.thread.start()
|
||
st.success("✅ 监测服务已启动")
|
||
|
||
def stop_monitoring(self):
|
||
"""停止监测服务"""
|
||
self.running = False
|
||
if self.thread:
|
||
self.thread.join(timeout=5)
|
||
st.info("⏹️ 监测服务已停止")
|
||
|
||
def _monitor_loop(self):
|
||
"""监测循环"""
|
||
print("监测服务已启动")
|
||
while self.running:
|
||
try:
|
||
self._check_all_stocks()
|
||
# 根据最小监测间隔决定循环间隔，最少5分钟检查一次
|
||
time.sleep(300) # 每5分钟检查一次
|
||
except Exception as e:
|
||
print(f"监测服务错误: {e}")
|
||
time.sleep(60) # 错误后等待1分钟再重试
|
||
|
||
def _check_all_stocks(self):
|
||
"""检查所有监测股票"""
|
||
stocks = monitor_db.get_monitored_stocks()
|
||
current_time = datetime.now()
|
||
|
||
updated_count = 0
|
||
for stock in stocks:
|
||
# 检查是否需要更新价格
|
||
last_checked = stock.get('last_checked')
|
||
check_interval = stock.get('check_interval', 30)
|
||
|
||
if last_checked:
|
||
last_checked_dt = datetime.fromisoformat(last_checked)
|
||
next_check = last_checked_dt + timedelta(minutes=check_interval)
|
||
if current_time < next_check:
|
||
# 显示距离下次检查的时间
|
||
time_left = (next_check - current_time).total_seconds() / 60
|
||
print(f"股票 {stock['symbol']} 距离下次检查还有 {time_left:.1f} 分钟")
|
||
continue
|
||
|
||
try:
|
||
print(f"正在更新股票 {stock['symbol']} 的价格...")
|
||
self._update_stock_price(stock)
|
||
updated_count += 1
|
||
|
||
# 在每个股票请求之间增加延迟，避免API限流
|
||
if updated_count < len(stocks):
|
||
time.sleep(3) # 每个股票之间等待3秒
|
||
except Exception as e:
|
||
print(f"❌ 更新股票 {stock['symbol']} 价格失败: {e}")
|
||
time.sleep(3) # 失败后也等待3秒再继续
|
||
|
||
if updated_count > 0:
|
||
print(f"✅ 本轮共更新了 {updated_count} 只股票")
|
||
|
||
def _update_stock_price(self, stock: Dict):
|
||
"""更新股票价格并检查条件"""
|
||
symbol = stock['symbol']
|
||
current_price = None
|
||
|
||
# 获取最新价格
|
||
try:
|
||
# 优先使用TDX数据源（如果已启用且为A股）
|
||
if self.use_tdx and self._is_a_stock(symbol):
|
||
print(f"🔄 使用TDX数据源获取 {symbol} 行情...")
|
||
quote = self.tdx_fetcher.get_realtime_quote(symbol)
|
||
|
||
if quote and quote.get('current_price'):
|
||
current_price = float(quote['current_price'])
|
||
print(f"✅ TDX获取成功: {symbol} 当前价格: ¥{current_price}")
|
||
else:
|
||
# TDX失败，降级到默认数据源
|
||
print(f"⚠️ TDX获取失败，降级到默认数据源: {symbol}")
|
||
current_price = self._get_price_from_default_source(symbol)
|
||
else:
|
||
# 使用默认数据源（AKShare/yfinance）
|
||
current_price = self._get_price_from_default_source(symbol)
|
||
|
||
# 处理获取到的价格
|
||
if current_price and current_price > 0:
|
||
try:
|
||
current_price = float(current_price)
|
||
# 更新数据库（包括更新last_checked时间）
|
||
monitor_db.update_stock_price(stock['id'], current_price)
|
||
print(f"✅ {symbol} 当前价格: ¥{current_price}")
|
||
|
||
# 检查触发条件
|
||
self._check_trigger_conditions(stock, current_price)
|
||
except (ValueError, TypeError) as e:
|
||
print(f"❌ 股票 {symbol} 价格格式错误: {current_price}")
|
||
# 即使失败也更新last_checked，避免持续重试
|
||
monitor_db.update_last_checked(stock['id'])
|
||
else:
|
||
print(f"⚠️ 无法获取股票 {symbol} 的当前价格")
|
||
# 更新last_checked，避免持续重试
|
||
monitor_db.update_last_checked(stock['id'])
|
||
|
||
except Exception as e:
|
||
print(f"❌ 获取股票 {symbol} 数据失败: {e}")
|
||
# 即使失败也更新last_checked，避免持续重试
|
||
try:
|
||
monitor_db.update_last_checked(stock['id'])
|
||
except:
|
||
pass
|
||
|
||
def _is_a_stock(self, symbol: str) -> bool:
|
||
"""判断是否为A股（6位数字）"""
|
||
return symbol.isdigit() and len(symbol) == 6
|
||
|
||
def _get_price_from_default_source(self, symbol: str) -> float:
|
||
"""从默认数据源获取价格"""
|
||
try:
|
||
stock_info = self.fetcher.get_stock_info(symbol)
|
||
current_price = stock_info.get('current_price')
|
||
|
||
if current_price and current_price != 'N/A':
|
||
return float(current_price)
|
||
return None
|
||
except Exception as e:
|
||
print(f"默认数据源获取失败: {e}")
|
||
return None
|
||
|
||
def _check_trigger_conditions(self, stock: Dict, current_price: float):
|
||
"""检查触发条件"""
|
||
if not stock.get('notification_enabled', True):
|
||
return
|
||
|
||
entry_range = stock.get('entry_range', {})
|
||
take_profit = stock.get('take_profit')
|
||
stop_loss = stock.get('stop_loss')
|
||
|
||
# 检查进场区间
|
||
if entry_range and entry_range.get('min') and entry_range.get('max'):
|
||
if current_price >= entry_range['min'] and current_price <= entry_range['max']:
|
||
# 检查是否在最近60分钟内已发送过相同通知，避免重复
|
||
if not monitor_db.has_recent_notification(stock['id'], 'entry', minutes=60):
|
||
message = f"股票 {stock['symbol']} ({stock['name']}) 价格 {current_price} 进入进场区间 [{entry_range['min']}-{entry_range['max']}]"
|
||
monitor_db.add_notification(stock['id'], 'entry', message)
|
||
|
||
# 立即发送通知（包括邮件）
|
||
notification_service.send_notifications()
|
||
|
||
# 如果启用量化交易，执行自动交易
|
||
if stock.get('quant_enabled', False):
|
||
self._execute_quant_trade(stock, 'entry', current_price)
|
||
|
||
# 检查止盈
|
||
if take_profit and current_price >= take_profit:
|
||
# 检查是否在最近60分钟内已发送过相同通知，避免重复
|
||
if not monitor_db.has_recent_notification(stock['id'], 'take_profit', minutes=60):
|
||
message = f"股票 {stock['symbol']} ({stock['name']}) 价格 {current_price} 达到止盈位 {take_profit}"
|
||
monitor_db.add_notification(stock['id'], 'take_profit', message)
|
||
|
||
# 立即发送通知（包括邮件）
|
||
notification_service.send_notifications()
|
||
|
||
# 如果启用量化交易，执行自动交易
|
||
if stock.get('quant_enabled', False):
|
||
self._execute_quant_trade(stock, 'take_profit', current_price)
|
||
|
||
# 检查止损
|
||
if stop_loss and current_price <= stop_loss:
|
||
# 检查是否在最近60分钟内已发送过相同通知，避免重复
|
||
if not monitor_db.has_recent_notification(stock['id'], 'stop_loss', minutes=60):
|
||
message = f"股票 {stock['symbol']} ({stock['name']}) 价格 {current_price} 达到止损位 {stop_loss}"
|
||
monitor_db.add_notification(stock['id'], 'stop_loss', message)
|
||
|
||
# 立即发送通知（包括邮件）
|
||
notification_service.send_notifications()
|
||
|
||
# 如果启用量化交易，执行自动交易
|
||
if stock.get('quant_enabled', False):
|
||
self._execute_quant_trade(stock, 'stop_loss', current_price)
|
||
|
||
def _execute_quant_trade(self, stock: Dict, signal_type: str, current_price: float):
|
||
"""执行量化交易"""
|
||
try:
|
||
# 检查MiniQMT是否连接
|
||
if not miniqmt.is_connected():
|
||
print(f"MiniQMT未连接，无法执行 {stock['symbol']} 的量化交易")
|
||
return
|
||
|
||
# 获取量化配置
|
||
quant_config = stock.get('quant_config', {})
|
||
if not quant_config:
|
||
print(f"股票 {stock['symbol']} 未配置量化参数")
|
||
return
|
||
|
||
# 执行策略信号
|
||
signal = {
|
||
'type': signal_type,
|
||
'price': current_price,
|
||
'message': f"{signal_type} signal triggered"
|
||
}
|
||
|
||
position_size = quant_config.get('max_position_pct', 0.2)
|
||
success, msg = miniqmt.execute_strategy_signal(
|
||
stock['id'],
|
||
stock['symbol'],
|
||
signal,
|
||
position_size
|
||
)
|
||
|
||
if success:
|
||
print(f"✅ 量化交易成功: {stock['symbol']} - {msg}")
|
||
# 记录交易通知（量化交易通知不检查重复，因为每次交易都应该通知）
|
||
monitor_db.add_notification(
|
||
stock['id'],
|
||
'quant_trade',
|
||
f"量化交易执行: {msg}"
|
||
)
|
||
# 立即发送通知（包括邮件）
|
||
notification_service.send_notifications()
|
||
else:
|
||
print(f"❌ 量化交易失败: {stock['symbol']} - {msg}")
|
||
|
||
except Exception as e:
|
||
print(f"执行量化交易异常: {stock['symbol']} - {str(e)}")
|
||
|
||
def get_stocks_needing_update(self) -> List[Dict]:
|
||
"""获取需要更新价格的股票"""
|
||
stocks = monitor_db.get_monitored_stocks()
|
||
current_time = datetime.now()
|
||
need_update = []
|
||
|
||
for stock in stocks:
|
||
last_checked = stock.get('last_checked')
|
||
check_interval = stock.get('check_interval', 30)
|
||
|
||
if not last_checked:
|
||
need_update.append(stock)
|
||
continue
|
||
|
||
last_checked_dt = datetime.fromisoformat(last_checked)
|
||
next_check = last_checked_dt + timedelta(minutes=check_interval)
|
||
if current_time >= next_check:
|
||
need_update.append(stock)
|
||
|
||
return need_update
|
||
|
||
def manual_update_stock(self, stock_id: int):
|
||
"""手动更新股票价格"""
|
||
stock = monitor_db.get_stock_by_id(stock_id)
|
||
if stock:
|
||
self._update_stock_price(stock)
|
||
return True
|
||
return False
|
||
|
||
def get_scheduler(self):
|
||
"""获取调度器实例"""
|
||
from monitor_scheduler import get_scheduler
|
||
return get_scheduler(self)
|
||
|
||
# 全局监测服务实例
|
||
monitor_service = StockMonitorService() |