chore: 审计卫生批——qmt_relogin 白名单裁剪(56→11)+一次性脚本/废弃构建文件/workdir 残留清理 [nas] [no-doc]
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---
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name: superpowers
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description: "Complete Superpowers 5-step workflow: brainstorming → planning → execution → review → verification. Use /superpowers to start the full workflow for any task."
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---
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# /superpowers - Superpowers 完整工作流
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自动化执行 Superpowers 五步法，确保任务从需求到完成的完整质量保障。
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## 使用方法
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```
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/superpowers # 对当前任务执行完整工作流
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/superpowers "完成用户登录功能" # 对指定任务执行工作流
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/superpowers --quick "修复登录 bug" # 快速模式（简化步骤）
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/superpowers --debug "支付失败问题" # 调试模式（强化 systematic-debugging）
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```
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## 工作流步骤
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### Step 1: Brainstorming (需求探索)
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- 使用 `superpowers:brainstorming` 技能
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- 探索用户意图、需求边界、设计考虑
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- 输出：需求文档草案
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### Step 2: Writing Plans (编写计划)
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- 使用 `superpowers:writing-plans` 技能
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- 编写详细的实现计划
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- 输出：IMPLEMENTATION_PLAN.md
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### Step 3: Executing Plans (执行计划)
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- 使用 `superpowers:executing-plans` 或 `superpowers:subagent-driven-development` 技能
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- 按计划执行实现
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- 输出：代码变更
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### Step 4: Code Review (代码审查)
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- 使用 `superpowers:requesting-code-review` 技能
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- 验证实现符合需求
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- 输出：审查报告
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### Step 5: Verification & Finishing (验证完成)
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- 使用 `superpowers:verification-before-completion` 技能
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- 使用 `superpowers:finishing-a-development-branch` 技能
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- 确认完成，决定合并方式
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- 输出：完成报告
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## 模式说明
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| 模式 | 说明 |
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|------|------|
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| 默认模式 | 完整 5 步工作流 |
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| --quick | 简化版：合并 brainstorming + planning，快速审查 |
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| --debug | 强化 systematic-debugging，专注于问题定位和修复 |
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| --review-only | 仅执行代码审查步骤 |
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## 工作产物
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所有工作产物保存在 `.claude/workdir/` 目录：
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```
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.claude/workdir/
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├── BRAINSTORM.md # 需求探索结果
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├── IMPLEMENTATION_PLAN.md # 实现计划
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├── EXECUTION_LOG.md # 执行日志
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├── REVIEW_REPORT.md # 代码审查报告
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└── COMPLETION_SUMMARY.md # 完成总结
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```
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## When Invoked (调用时必须执行)
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1. **确认任务**：如果用户没有指定任务，询问要完成什么
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2. **选择模式**：根据用户指定的 flag 选择对应模式
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3. **按步骤执行**：严格按照 5 步顺序执行，不可跳过
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4. **记录进度**：每步完成后更新工作产物
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5. **汇报结果**：最终向用户汇报完整工作流的结果
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## 与 CLAUDE.md 的关系
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此技能遵循项目 `.claude/CLAUDE.md` 中定义的 Superpowers 五技能体系和工作流程。
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# Phase 2 需求探索结果
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**日期**: 2026-07-03
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**任务**: 继续完成 Phase 2 的任务
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---
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## 当前状态分析
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### 已完成 (Phase 1 + 部分 Phase 2)
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- ✅ 成交监控 API (`sanguo_web/api/routes/trades.py`)
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- ✅ 资金监控 API (`sanguo_web/api/routes/accounts.py`)
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- ✅ 全局配置 API (`sanguo_web/api/routes/settings.py`)
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- ✅ 前端页面扩展 (`sanguo_web/static/js/app.js`, `templates/index.html`)
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- ✅ 样式文件 (`sanguo_web/static/css/main.css`)
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### 待完成 (Phase 2 剩余)
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根据 `requirements/implementation-plan.md` 和当前代码状态：
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| 功能 | 后端 | 前端 | 状态 |
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|------|------|------|------|
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| 成交监控页面 | ✅ | ✅ | 需验证 |
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| 资金监控页面 | ✅ | ✅ | 需验证 |
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| 活动委托视图 | ✅ | ✅ | 需验证 |
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| 市场深度盘口 | ✅ | ✅ | 需验证 |
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| 合约管理 | ✅ | ✅ | 需验证 |
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| 表格排序 | - | ✅ | 需验证 |
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| 全局配置编辑器 | ✅ | 🟡 | **需完成** |
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### 需要明确的问题
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1. **全局配置编辑器**：
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- 后端 API 已完成 (`settings.py`)
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- 前端表单部分完成
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- 需要确认：哪些配置项需要编辑？是否有安全限制？
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2. **集成测试**：
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- 测试文件已创建 (`test_phase2_enhancements.py`)
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- 需要运行并验证
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3. **代码审查**：
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- 新增代码需要审查
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- 需要确认审查标准
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---
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## Phase 2 完成定义
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Phase 2 被认为完成当：
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- [ ] 所有 Phase 2 功能的后端 API 已实现并可用
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- [ ] 所有 Phase 2 功能的前端页面已实现并可用
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- [ ] 集成测试通过
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- [ ] 代码审查完成
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- [ ] 文档更新
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---
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## 下一步
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进入 Step 2: 编写实现计划
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# Phase 2 完成总结
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**日期**: 2026-07-03
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**状态**: ✅ **已完成**
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---
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## 工作流执行结果
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### Step 1: Brainstorming ✅
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- 需求探索完成
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- 确定待完成任务：全局配置编辑器
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### Step 2: Writing Plans ✅
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- 实现计划编写完成
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- 4 个任务分解完成
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### Step 3: Executing Plans ✅
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- Task 1: 全局配置编辑器前端 - **已完成**
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- Task 2: 验证 Phase 2 功能 - **部分完成** (API 测试需服务器运行)
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- Task 3: 代码审查 - **通过**
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- Task 4: 文档更新 - **已完成**
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### Step 4: Code Review ✅
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- 审查 5 个文件
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- 审查结论：**通过**
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- 发现 3 个优化建议（非阻塞）
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### Step 5: Verification & Finishing ✅
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- Phase 2 状态更新为完成
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- 文档已更新
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---
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## Phase 2 完成状态
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| 功能模块 | 状态 |
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|----------|------|
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| 成交监控页面 | ✅ 完成 |
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| 资金监控页面 | ✅ 完成 |
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| 网关连接管理 | ✅ 完成 |
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| 活动委托视图 | ✅ 完成 |
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| 市场深度盘口 | ✅ 完成 |
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| 合约管理 | ✅ 完成 |
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| 表格排序 | ✅ 完成 |
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| 全局配置编辑器 | ✅ 完成 |
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---
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## 代码统计
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| 类型 | 新增 |
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|------|------|
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| 后端 API 路由 | 3 个文件 |
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| 前端页面 | 多个页面组件 |
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| 测试文件 | 2 个 |
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| 总代码行数 | +1652 行 |
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---
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## 待办事项
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1. **启动服务器后运行完整测试**：
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```bash
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python run_web.py
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python sanguo_web/test_phase2_enhancements.py
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```
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2. **优化建议（可选）**：
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- settings.py: 使用 `dict(SETTINGS)` 优化性能
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- trades.py: 确保时间字段类型一致性
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- accounts.py: 使用 `Decimal` 进行金融计算
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3. **后续阶段**：
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- Phase 3: 双击交互、CSV 导出、微信通知设置
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---
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## 下一步
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Phase 2 已完成。可以：
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1. 启动服务器验证功能
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2. 开始 Phase 3 规划
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3. 或进行其他功能开发
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---
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## 工作产物目录
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```
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.claude/workdir/
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├── BRAINSTORM.md # 需求探索结果
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├── IMPLEMENTATION_PLAN.md # 实现计划
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├── EXECUTION_LOG.md # 执行日志
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├── REVIEW_REPORT.md # 代码审查报告
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└── COMPLETION_SUMMARY.md # 本文件
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```
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@@ -1,61 +0,0 @@
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# Phase 2 执行日志
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**日期**: 2026-07-03
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**执行人**: Claude (Main Agent)
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---
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## Task 1: 全局配置编辑器前端 ✅
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### 状态: 完成
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检查结果：
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- ✅ 配置表单 UI 已实现
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- ✅ 保存/刷新功能已实现
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- ✅ 加载状态和错误处理已实现
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- ✅ 动态类型渲染已完成 (string/number/boolean/array)
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相关文件：
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- `sanguo_web/templates/index.html` (line 931-1003)
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- `sanguo_web/static/js/app.js` (line 100-107, 619-647, 836-838)
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- `sanguo_web/static/js/api.js` (line 428-447)
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---
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## Task 2: 验证 Phase 2 功能 ⚠️
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### 状态: 部分完成
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测试结果：
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- ✗ 活动委托 API - 服务器未运行
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- ✗ 合约管理 API - 服务器未运行
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- ✗ 行情数据深度 - 服务器未运行
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- ✗ 成交监控 API - 服务器未运行
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- ✗ 资金监控 API - 服务器未运行
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- ✓ 前端文件验证 - 通过
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**备注**: API 测试失败是因为服务器未运行在 localhost:8000。需要启动服务器后重新测试。
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前端验证通过项：
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- ✓ active_orders page
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- ✓ contracts page
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- ✓ order book
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- ✓ table sort
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- ✓ market depth display
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---
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## 待完成
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1. 启动 Web 服务器
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2. 重新运行 API 测试
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3. 代码审查
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4. 文档更新
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---
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## 建议下一步
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1. 启动服务器: `python run_web.py`
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2. 重新测试: `python sanguo_web/test_phase2_enhancements.py`
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3. 如测试通过，进入代码审查阶段
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@@ -1,82 +0,0 @@
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# Phase 2 完成计划
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**日期**: 2026-07-03
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**目标**: 完成剩余 Phase 2 功能并验证
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---
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## 任务分解
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### Task 1: 完成全局配置编辑器前端
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- **状态**: 🟡 部分完成
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- **文件**:
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- 后端: `sanguo_web/api/routes/settings.py` ✅
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- 前端: `sanguo_web/static/js/app.js` 🟡
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- 模板: `sanguo_web/templates/index.html` 🟡
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- **剩余工作**:
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- [ ] 完善配置表单 UI
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- [ ] 添加配置验证
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- [ ] 实现保存/重置功能
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- [ ] 添加重启提示
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### Task 2: 验证所有 Phase 2 功能
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- **文件**: `sanguo_web/test_phase2_enhancements.py`
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- **测试项**:
|
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- [ ] 活动委托 API
|
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- [ ] 合约管理 API
|
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- [ ] 行情数据深度（五档）
|
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- [ ] 成交监控 API
|
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- [ ] 资金监控 API
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- [ ] 前端页面验证
|
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|
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### Task 3: 代码审查
|
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- **审查文件**:
|
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- `sanguo_web/api/routes/*.py`
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- `sanguo_web/static/js/*.js`
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- `sanguo_web/templates/*.html`
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- **审查标准**:
|
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- 代码质量
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- 安全性
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- 性能
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- 一致性
|
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|
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### Task 4: 文档更新
|
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- [ ] 更新 `README.md`
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- [ ] 更新 API 文档
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- [ ] 记录已知问题
|
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|
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---
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## 执行顺序
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```
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Task 1 (全局配置编辑器)
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↓
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Task 2 (验证测试)
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↓
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Task 3 (代码审查)
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||||
↓
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||||
Task 4 (文档更新)
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```
|
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|
||||
---
|
||||
|
||||
## 验收标准
|
||||
|
||||
- [ ] 全局配置编辑器可以编辑并保存配置
|
||||
- [ ] 所有 Phase 2 功能测试通过
|
||||
- [ ] 代码审查完成，无明显问题
|
||||
- [ ] 文档更新完成
|
||||
- [ ] 可以标记 Phase 2 为完成状态
|
||||
|
||||
---
|
||||
|
||||
## 预计时间
|
||||
|
||||
| Task | 预计时间 |
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|------|----------|
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| Task 1 | 1-2 小时 |
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| Task 2 | 1 小时 |
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| Task 3 | 1 小时 |
|
||||
| Task 4 | 0.5 小时 |
|
||||
| **总计** | **3.5-4.5 小时** |
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@@ -1,90 +0,0 @@
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# Phase 2 代码审查报告
|
||||
|
||||
**日期**: 2026-07-03
|
||||
**审查人**: Claude (Main Agent)
|
||||
**审查范围**: Phase 2 新增代码
|
||||
|
||||
---
|
||||
|
||||
## 审查文件
|
||||
|
||||
| 文件 | 行数 | 状态 |
|
||||
|------|------|------|
|
||||
| `sanguo_web/api/routes/settings.py` | 118 | ✅ 通过 |
|
||||
| `sanguo_web/api/routes/accounts.py` | 98 | ✅ 通过 |
|
||||
| `sanguo_web/api/routes/trades.py` | 164 | ✅ 通过 |
|
||||
| `sanguo_web/static/js/app.js` | 1132 | ✅ 通过 |
|
||||
| `sanguo_web/templates/index.html` | 1085 | ✅ 通过 |
|
||||
|
||||
---
|
||||
|
||||
## 审查结果
|
||||
|
||||
### ✅ 通过项
|
||||
|
||||
#### 1. 代码质量
|
||||
- ✓ 命名规范清晰
|
||||
- ✓ 代码结构合理
|
||||
- ✓ 注释充分
|
||||
- ✓ 类型提示完整
|
||||
|
||||
#### 2. 安全性
|
||||
- ✓ 依赖注入 (`Depends(get_current_user)`) 确保认证
|
||||
- ✓ 输入验证 (`validate_settings`)
|
||||
- ✓ 错误处理完善 (try/except, HTTPException)
|
||||
- ✓ 敏感信息保护（不返回明文密码）
|
||||
|
||||
#### 3. 性能
|
||||
- ✓ 查询效率合理（使用 `get()` 避免 KeyError）
|
||||
- ✓ 列表推导式使用得当
|
||||
- ✓ 数据分页支持 (`/latest?limit=50`)
|
||||
|
||||
#### 4. 一致性
|
||||
- ✓ 与项目现有代码风格一致
|
||||
- ✓ API 响应格式统一
|
||||
- ✓ 错误处理模式一致
|
||||
|
||||
---
|
||||
|
||||
## 观察到的小问题（非阻塞）
|
||||
|
||||
### 1. settings.py
|
||||
```python
|
||||
# Line 39-42: 可能的性能问题
|
||||
for key, value in SETTINGS.items():
|
||||
settings_dict[key] = value
|
||||
```
|
||||
**建议**: 如果配置项很多，可以考虑使用 `dict(SETTINGS)` 直接复制
|
||||
|
||||
### 2. trades.py
|
||||
```python
|
||||
# Line 63: 潜在的类型问题
|
||||
key=lambda x: x.get("time", datetime.min),
|
||||
```
|
||||
**建议**: 确保 `time` 字段类型一致性
|
||||
|
||||
### 3. accounts.py
|
||||
```python
|
||||
# Line 85-87: 可能的精度问题
|
||||
total_balance = sum(acc.get("balance", 0.0) for acc in accounts)
|
||||
```
|
||||
**建议**: 金融计算建议使用 `decimal.Decimal`
|
||||
|
||||
---
|
||||
|
||||
## 审查结论
|
||||
|
||||
**总体评价**: ✅ **通过审查**
|
||||
|
||||
代码质量良好，无明显缺陷。观察到的问题都是优化建议，不影响当前功能。
|
||||
|
||||
**建议**: 可以合并到主分支。
|
||||
|
||||
---
|
||||
|
||||
## 下一步
|
||||
|
||||
1. 修复建议的小问题（可选）
|
||||
2. 运行完整的集成测试
|
||||
3. 更新文档
|
||||
4. 标记 Phase 2 为完成
|
||||
@@ -1,43 +0,0 @@
|
||||
# Sanguo VeighNa Docker 镜像 - 本地构建版
|
||||
# 使用国内 PyPI 镜像源，跳过 apt-get 和 TA-Lib 编译
|
||||
|
||||
FROM python:3.10-slim
|
||||
|
||||
# 设置环境变量
|
||||
ENV TZ=Asia/Shanghai \
|
||||
DEBIAN_FRONTEND=noninteractive \
|
||||
PYTHONUNBUFFERED=1 \
|
||||
PYTHONDONTWRITEBYTECODE=1 \
|
||||
VNPY_LOG_LEVEL=INFO \
|
||||
TA_LIBRARY_PATH=/usr/local/lib \
|
||||
TA_INCLUDE_PATH=/usr/local/include \
|
||||
PIP_DEFAULT_TIMEOUT=300 \
|
||||
# 使用清华 PyPI 镜像
|
||||
PIP_INDEX_URL=https://pypi.tuna.tsinghua.edu.cn/simple \
|
||||
PIP_TRUSTED_HOST=pypi.tuna.tsinghua.edu.cn
|
||||
|
||||
# 设置工作目录
|
||||
WORKDIR /app
|
||||
|
||||
# 创建数据目录
|
||||
RUN mkdir -p /app/data /app/logs /app/config /app/temp
|
||||
|
||||
# 复制 requirements 并安装依赖
|
||||
COPY requirements-docker.txt .
|
||||
RUN pip install --no-cache-dir --upgrade pip && \
|
||||
pip install --no-cache-dir -r requirements-docker.txt
|
||||
|
||||
# 复制应用代码
|
||||
COPY sanguo_web/ /app/sanguo_web/
|
||||
COPY vnpy_v4.4.0/vnpy/ /app/vnpy/
|
||||
COPY run_web.py /app/
|
||||
|
||||
# 复制启动脚本
|
||||
COPY entrypoint.sh /app/
|
||||
RUN chmod +x /app/entrypoint.sh
|
||||
|
||||
# 暴露端口
|
||||
EXPOSE 8000 8080
|
||||
|
||||
# 启动命令
|
||||
ENTRYPOINT ["/app/entrypoint.sh"]
|
||||
@@ -1,11 +0,0 @@
|
||||
# NAS 测试镜像：复用现成 with-backtester 环境，补 pytest
|
||||
# with-backtester 已含 py3.10/pandas2.3.3/numpy2.2.6/TA-Lib0.6.8/pyarrow/polars + vnpy源码
|
||||
# 只缺 pytest，此处薄层补齐。代码通过 docker run -v 挂载(不 bake 进镜像,便于代码更新)
|
||||
FROM sanguo_vnpy_v2:with-backtester
|
||||
|
||||
RUN pip install --no-cache-dir -q -i https://pypi.tuna.tsinghua.edu.cn/simple \
|
||||
pytest==9.1.1 pytest-asyncio==1.4.0 pytest-mock==3.15.1 \
|
||||
akshare==1.18.64 baostock==0.9.3 scipy==1.15.3 \
|
||||
bullet-trade==0.9.2
|
||||
|
||||
WORKDIR /code
|
||||
@@ -1,25 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""order_error_events 完整 payload(拒因定位)。"""
|
||||
import json
|
||||
import re
|
||||
|
||||
pw = None
|
||||
for line in open(r"C:\redis\redis.conf"):
|
||||
m = re.match(r"^requirepass\s+(\S+)", line)
|
||||
if m:
|
||||
pw = m.group(1).strip()
|
||||
import redis
|
||||
|
||||
r = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
seen_msgs = {}
|
||||
for ts, fields in r.xrevrange("bigqmt:order_error_events:66639661", count=26):
|
||||
d = json.loads(fields["payload"])
|
||||
msg = d.get("error_msg") or d.get("msg") or d.get("order_msg") or str(d)
|
||||
code = d.get("stock_code")
|
||||
err_id = d.get("error_id") or d.get("errorid") or ""
|
||||
seen_msgs.setdefault((str(err_id), str(msg)[:200]), []).append(code)
|
||||
|
||||
for (err_id, msg), codes in seen_msgs.items():
|
||||
print("err_id=%s n=%d codes=%s" % (err_id, len(codes), ",".join(codes[:8])))
|
||||
print(" msg:", msg)
|
||||
@@ -1,24 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""拉桥事件流尾部(拒因/成交/状态机),09-09 上午废单定位用。"""
|
||||
import re
|
||||
import sys
|
||||
|
||||
pw = None
|
||||
for line in open(r"C:\redis\redis.conf"):
|
||||
m = re.match(r"^requirepass\s+(\S+)", line)
|
||||
if m:
|
||||
pw = m.group(1).strip()
|
||||
import redis
|
||||
|
||||
r = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
|
||||
for key in sys.argv[1:] or ["bigqmt:order_error_events:66639661",
|
||||
"bigqmt:trade_events:66639661"]:
|
||||
print("=" * 20, key, "len=", r.xlen(key))
|
||||
for ts, d in r.xrevrange(key, count=12):
|
||||
parts = []
|
||||
for k in sorted(d):
|
||||
v = str(d[k])[:90]
|
||||
parts.append("%s=%s" % (k, v))
|
||||
print(ts, " | ".join(parts)[:600])
|
||||
@@ -1,51 +0,0 @@
|
||||
"""Diagnostic: real CTA backtest of DoubleMaStrategy on 600000 (A-share daily).
|
||||
Guarded entry for spawn. Throwaway."""
|
||||
import sys
|
||||
import os
|
||||
import traceback
|
||||
|
||||
_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "vnpy_v4.4.0"))
|
||||
_REPO = os.path.dirname(_VNPY_SRC)
|
||||
for _p in (_REPO, _VNPY_SRC):
|
||||
if _p not in sys.path:
|
||||
sys.path.insert(0, _p)
|
||||
|
||||
|
||||
def main():
|
||||
# Configure vnpy DB to the real quant_trading.db BEFORE engine.load_data()
|
||||
from vnpy.trader.setting import SETTINGS
|
||||
from sanguo_data.config import load_config
|
||||
cfg = load_config("/app/config/data_platform.yaml")
|
||||
SETTINGS["database.name"] = "sqlite"
|
||||
SETTINGS["database.database"] = cfg.data_paths["vnpy_db"]
|
||||
print("DB:", SETTINGS["database.database"])
|
||||
|
||||
from vnpy_ctastrategy.strategies.double_ma_strategy import DoubleMaStrategy
|
||||
print("DoubleMaStrategy.parameters:", getattr(DoubleMaStrategy, "parameters", "?"))
|
||||
|
||||
from sanguo_backtest.cta_engine import run_cta_backtest
|
||||
# Classic double-MA params (vnpy example defaults); fixed_size=1
|
||||
params = {"fast_window": 10, "slow_window": 20, "fixed_size": 1}
|
||||
|
||||
print(f"run_cta_backtest DoubleMaStrategy on 600000, 2024-01-01..2024-06-30, params={params}")
|
||||
try:
|
||||
result = run_cta_backtest(
|
||||
DoubleMaStrategy, "600000", params,
|
||||
"2024-01-01", "2024-06-30", cfg, "/tmp/cta_results.db",
|
||||
)
|
||||
print("=== status:", result.status)
|
||||
print("=== statistics ===")
|
||||
if result.statistics:
|
||||
for k, v in result.statistics.items():
|
||||
print(f" {k}: {v}")
|
||||
else:
|
||||
print(" (empty)")
|
||||
if result.status == "failed":
|
||||
print("=== error ===")
|
||||
print(result.error_msg)
|
||||
except Exception:
|
||||
traceback.print_exc()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,63 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""周一晨僵尸收割(2026-09-14 07:2x): 杀 12 个 wedged 引擎子进程, supervisor 自动重拉。
|
||||
不动 supervisor 本体。用法: python -X utf8 C:\\sanguo_bigqmt\\harvest_zombies.py [status]
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import sys
|
||||
import time
|
||||
|
||||
|
||||
def _procs():
|
||||
import psutil
|
||||
live_sup, shadow_sup, children = [], [], []
|
||||
for p in psutil.process_iter(["pid", "name", "cmdline", "create_time"]):
|
||||
if "python" not in (p.info["name"] or "").lower():
|
||||
continue
|
||||
cmd = p.info["cmdline"] or []
|
||||
j = " ".join(cmd)
|
||||
if "sanguo_live" in j and "--supervisor" in j:
|
||||
live_sup.append((p.info["pid"], _ts(p)))
|
||||
elif "runner_live" in j:
|
||||
children.append(p)
|
||||
elif "sanguo_trader.shadow" in j and "--auto" in j:
|
||||
shadow_sup.append((p.info["pid"], _ts(p)))
|
||||
elif "sanguo_trader.shadow" in j:
|
||||
children.append(p)
|
||||
return live_sup, shadow_sup, children
|
||||
|
||||
|
||||
def _ts(p):
|
||||
return time.strftime("%m-%d %H:%M", time.localtime(p.info["create_time"]))
|
||||
|
||||
|
||||
def main():
|
||||
status_only = len(sys.argv) > 1 and sys.argv[1] == "status"
|
||||
live_sup, shadow_sup, children = _procs()
|
||||
print("SUP live=%s shadow=%s" % (live_sup, shadow_sup))
|
||||
print("CHILDREN n=%d (zombies, expect start=09-11/09-12):" % len(children))
|
||||
for p in children:
|
||||
print(" pid=%s start=%s" % (p.info["pid"], _ts(p)))
|
||||
if status_only:
|
||||
return
|
||||
if not children:
|
||||
print("NO_CHILDREN_TO_HARVEST")
|
||||
for p in children:
|
||||
try:
|
||||
p.terminate()
|
||||
print("TERM", p.info["pid"])
|
||||
except Exception as e:
|
||||
print("TERM_FAIL", p.info["pid"], e)
|
||||
t0 = time.time()
|
||||
while time.time() - t0 < 60:
|
||||
if not _procs()[2]:
|
||||
print("HARVEST_DONE %.0fs" % (time.time() - t0))
|
||||
break
|
||||
time.sleep(5)
|
||||
else:
|
||||
print("HARVEST_TIMEOUT residual=%d" % len(_procs()[2]))
|
||||
raise SystemExit(1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,72 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Enumerate child windows of the QMT editor window (pid filter).
|
||||
Qt usually collapses to one hwnd, but dialogs may expose buttons."""
|
||||
import ctypes
|
||||
import ctypes.wintypes as wt
|
||||
|
||||
user32 = ctypes.windll.user32
|
||||
|
||||
target = None
|
||||
Ws = ctypes.WINFUNCTYPE(ctypes.c_bool, wt.HWND, wt.LPARAM)
|
||||
|
||||
|
||||
@Ws
|
||||
def find_cb(h, _):
|
||||
global target
|
||||
buf = ctypes.create_unicode_buffer(256)
|
||||
user32.GetClassNameW(h, buf, 256)
|
||||
return True
|
||||
|
||||
|
||||
def cls(h):
|
||||
buf = ctypes.create_unicode_buffer(256)
|
||||
user32.GetClassNameW(h, buf, 256)
|
||||
return buf.value
|
||||
|
||||
|
||||
def txt(h):
|
||||
buf = ctypes.create_unicode_buffer(512)
|
||||
user32.GetWindowTextW(h, buf, 512)
|
||||
return buf.value
|
||||
|
||||
|
||||
def rect(h):
|
||||
r = wt.RECT()
|
||||
user32.GetWindowRect(h, ctypes.byref(r))
|
||||
return (r.left, r.top, r.right, r.bottom)
|
||||
|
||||
|
||||
def esc(s):
|
||||
return str(s).encode("unicode_escape").decode("ascii")[:70]
|
||||
|
||||
|
||||
# find all top-level Qt windows, then enumerate their children
|
||||
qt_windows = []
|
||||
|
||||
|
||||
@Ws
|
||||
def enum_top(h, _):
|
||||
if user32.IsWindowVisible(h):
|
||||
if cls(h).startswith("Qt5"):
|
||||
r = rect(h)
|
||||
if r[0] > -30000:
|
||||
qt_windows.append(h)
|
||||
return True
|
||||
|
||||
|
||||
user32.EnumWindows(enum_top, 0)
|
||||
print("QT_TOP=%d" % len(qt_windows))
|
||||
for q in qt_windows:
|
||||
print("TOP hwnd=%s class=%s title=%s rect=%s" % (
|
||||
q, esc(cls(q)), esc(txt(q)), rect(q)))
|
||||
kids = []
|
||||
|
||||
@Ws
|
||||
def enum_child(h, _):
|
||||
kids.append(h)
|
||||
return True
|
||||
user32.EnumChildWindows(q, enum_child, 0)
|
||||
print(" CHILDREN=%d" % len(kids))
|
||||
for k in kids[:25]:
|
||||
print(" kid hwnd=%s class=%s title=%s rect=%s" % (
|
||||
k, esc(cls(k)), esc(txt(k)), rect(k)))
|
||||
@@ -1 +0,0 @@
|
||||
C:\Python310\python.exe C:\sanguo_bigqmt\qmt_dlg_esc.py > C:\sanguo_bigqmt\esc.log 2>&1
|
||||
@@ -1,34 +0,0 @@
|
||||
$ErrorActionPreference = 'Stop'
|
||||
# Ingest the plaintext password from Desktop 333.txt into a DPAPI-encrypted
|
||||
# blob (current-user + machine scope). Password never leaves this machine and
|
||||
# is never printed. On success the plaintext file is deleted.
|
||||
$src = 'C:\Users\Administrator\Desktop\333.txt'
|
||||
$credDir = 'C:\sanguo_bigqmt\creds'
|
||||
$encPath = Join-Path $credDir 'qmt_login.enc'
|
||||
|
||||
New-Item -ItemType Directory -Force -Path $credDir | Out-Null
|
||||
$pw = (Get-Content -Raw -LiteralPath $src).Trim()
|
||||
if (-not $pw) { throw '333.txt is empty' }
|
||||
|
||||
$cred = @{ user = '66639661'; password = $pw } | ConvertTo-Json -Compress
|
||||
$sec = ConvertTo-SecureString -String $cred -AsPlainText -Force
|
||||
$enc = ConvertFrom-SecureString -SecureString $sec
|
||||
Set-Content -LiteralPath $encPath -Value $enc -Encoding ASCII
|
||||
|
||||
# Lock the directory down on top of DPAPI (belt and suspenders).
|
||||
icacls $credDir /inheritance:r | Out-Null
|
||||
icacls $credDir /grant 'Administrator:F' | Out-Null
|
||||
icacls $encPath /grant 'Administrator:F' | Out-Null
|
||||
|
||||
# Round-trip verify before destroying the plaintext source.
|
||||
$enc2 = (Get-Content -Raw -LiteralPath $encPath).Trim()
|
||||
$sec2 = ConvertTo-SecureString -String $enc2
|
||||
$bstr = [Runtime.InteropServices.Marshal]::SecureStringToBSTR($sec2)
|
||||
$plain = [Runtime.InteropServices.Marshal]::PtrToStringBSTR($bstr)
|
||||
[Runtime.InteropServices.Marshal]::ZeroFreeBSTR($bstr)
|
||||
$j = $plain | ConvertFrom-Json
|
||||
if ([string]$j.user -ne '66639661' -or [string]$j.password -ne $pw) { throw 'round-trip mismatch' }
|
||||
Write-Output ('INGEST_OK encbytes=' + (Get-Item -LiteralPath $encPath).Length + ' pwdlen=' + $pw.Length)
|
||||
|
||||
Remove-Item -LiteralPath $src -Force
|
||||
Write-Output '333_DELETED'
|
||||
@@ -1,13 +0,0 @@
|
||||
$ErrorActionPreference = 'Stop'
|
||||
$p = 'C:\Users\Administrator\Desktop\333.txt'
|
||||
$raw = Get-Content -Raw -LiteralPath $p
|
||||
$t = $raw.Trim()
|
||||
$lines = @($t -split "`r?`n")
|
||||
Write-Output ("TOTALLEN=" + $raw.Length)
|
||||
Write-Output ("TRIMLEN=" + $t.Length)
|
||||
Write-Output ("NLINES=" + $lines.Count)
|
||||
for ($i = 0; $i -lt $lines.Count; $i++) {
|
||||
$L = $lines[$i]
|
||||
Write-Output ("LINE" + $i + "_LEN=" + $L.Length + "_ALLDIG=" + ([bool]($L -match '^[0-9]+$')) + "_HASWS=" + ([bool]($L -match '[ \t]')))
|
||||
}
|
||||
Write-Output ("HASCHARTAB=" + ([bool]($raw -match '[ \t]')))
|
||||
@@ -1 +0,0 @@
|
||||
C:\Python310\python.exe C:\sanguo_bigqmt\qmt_nav_pystg.py > C:\sanguo_bigqmt\nav.log 2>&1
|
||||
@@ -1,67 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Contract fix 2026-09-11: server-side get_trading_dates output normalization.
|
||||
|
||||
The native xtdata SDK path returns 'YYYYMMDD' strings whenever any local
|
||||
quote source has been reachable; the ContextInfo path returns epoch-ms ints.
|
||||
Consumers (bullet_trade miniqmt provider ~line 1824) do ts/1000, so both
|
||||
shapes must leave the server as Beijing-midnight epoch-ms ints.
|
||||
Idempotent: re-running on a patched file exits 0.
|
||||
|
||||
Run ON THE VPS: C:\\Python310\\python.exe -X utf8 patch_market_bigqmt_20260911.py
|
||||
"""
|
||||
import io
|
||||
import shutil
|
||||
import sys
|
||||
|
||||
P = r"C:\sanguo_bigqmt\bigqmt_signal_trader\adapters\market_bigqmt.py"
|
||||
BAK = P + ".bak_20260911"
|
||||
|
||||
OLD = (
|
||||
" return self._native_or_context(\n"
|
||||
' "get_trading_dates", _via_context, market, start_time, end_time, count\n'
|
||||
" )"
|
||||
)
|
||||
NEW = (
|
||||
" return _norm_trading_dates(self._native_or_context(\n"
|
||||
' "get_trading_dates", _via_context, market, start_time, end_time, count))'
|
||||
)
|
||||
|
||||
HELPER = '''
|
||||
|
||||
def _norm_trading_dates(result):
|
||||
"""Contract fix 2026-09-11: native returns 'YYYYMMDD' strings whenever a
|
||||
local quote source has been reachable; ContextInfo returns epoch-ms ints.
|
||||
Normalize to Beijing-midnight epoch ms (official xtquant contract;
|
||||
consumers do ts/1000 with local-timezone fromtimestamp, server runs
|
||||
Asia/Shanghai so datetime().timestamp() is the exact inverse).
|
||||
All-numeric lists pass through untouched; mixed/odd payloads keep
|
||||
original elements that are not 8-digit strings."""
|
||||
if not isinstance(result, list) or not result:
|
||||
return result
|
||||
if all(isinstance(x, (int, float)) and not isinstance(x, bool) for x in result):
|
||||
return result
|
||||
out = []
|
||||
for x in result:
|
||||
if isinstance(x, str) and len(x) == 8 and x.isdigit():
|
||||
import datetime as _dt
|
||||
out.append(int(_dt.datetime(int(x[:4]), int(x[4:6]), int(x[6:8])).timestamp() * 1000))
|
||||
else:
|
||||
out.append(x)
|
||||
return out
|
||||
'''
|
||||
|
||||
src = io.open(P, encoding="utf-8").read()
|
||||
|
||||
if "_norm_trading_dates(self._native_or_context" in src:
|
||||
print("ALREADY_PATCHED")
|
||||
sys.exit(0)
|
||||
|
||||
if src.count(OLD) != 1:
|
||||
print("ANCHOR_NOT_UNIQUE: %d" % src.count(OLD))
|
||||
sys.exit(1)
|
||||
|
||||
shutil.copyfile(P, BAK)
|
||||
src = src.replace(OLD, NEW)
|
||||
src = src.rstrip("\n") + "\n" + HELPER
|
||||
io.open(P, "w", encoding="utf-8", newline="\n").write(src)
|
||||
print("PATCHED ok, backup=%s" % BAK)
|
||||
@@ -1,67 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Contract fix 2026-09-11: server-side get_trading_dates output normalization.
|
||||
|
||||
The native xtdata SDK path returns 'YYYYMMDD' strings whenever any local
|
||||
quote source has been reachable; the ContextInfo path returns epoch-ms ints.
|
||||
Consumers (bullet_trade miniqmt provider ~line 1824) do ts/1000, so both
|
||||
shapes must leave the server as Beijing-midnight epoch-ms ints.
|
||||
Idempotent: re-running on a patched file exits 0.
|
||||
|
||||
Run ON THE VPS: C:\\Python310\\python.exe -X utf8 patch_market_bigqmt_20260911.py
|
||||
"""
|
||||
import io
|
||||
import shutil
|
||||
import sys
|
||||
|
||||
P = r"C:\国金QMT交易端模拟\python\bigqmt_signal_trader\adapters\market_bigqmt.py"
|
||||
BAK = P + ".bak_20260911"
|
||||
|
||||
OLD = (
|
||||
" return self._native_or_context(\n"
|
||||
' "get_trading_dates", _via_context, market, start_time, end_time, count\n'
|
||||
" )"
|
||||
)
|
||||
NEW = (
|
||||
" return _norm_trading_dates(self._native_or_context(\n"
|
||||
' "get_trading_dates", _via_context, market, start_time, end_time, count))'
|
||||
)
|
||||
|
||||
HELPER = '''
|
||||
|
||||
def _norm_trading_dates(result):
|
||||
"""Contract fix 2026-09-11: native returns 'YYYYMMDD' strings whenever a
|
||||
local quote source has been reachable; ContextInfo returns epoch-ms ints.
|
||||
Normalize to Beijing-midnight epoch ms (official xtquant contract;
|
||||
consumers do ts/1000 with local-timezone fromtimestamp, server runs
|
||||
Asia/Shanghai so datetime().timestamp() is the exact inverse).
|
||||
All-numeric lists pass through untouched; mixed/odd payloads keep
|
||||
original elements that are not 8-digit strings."""
|
||||
if not isinstance(result, list) or not result:
|
||||
return result
|
||||
if all(isinstance(x, (int, float)) and not isinstance(x, bool) for x in result):
|
||||
return result
|
||||
out = []
|
||||
for x in result:
|
||||
if isinstance(x, str) and len(x) == 8 and x.isdigit():
|
||||
import datetime as _dt
|
||||
out.append(int(_dt.datetime(int(x[:4]), int(x[4:6]), int(x[6:8])).timestamp() * 1000))
|
||||
else:
|
||||
out.append(x)
|
||||
return out
|
||||
'''
|
||||
|
||||
src = io.open(P, encoding="utf-8").read()
|
||||
|
||||
if "_norm_trading_dates(self._native_or_context" in src:
|
||||
print("ALREADY_PATCHED")
|
||||
sys.exit(0)
|
||||
|
||||
if src.count(OLD) != 1:
|
||||
print("ANCHOR_NOT_UNIQUE: %d" % src.count(OLD))
|
||||
sys.exit(1)
|
||||
|
||||
shutil.copyfile(P, BAK)
|
||||
src = src.replace(OLD, NEW)
|
||||
src = src.rstrip("\n") + "\n" + HELPER
|
||||
io.open(P, "w", encoding="utf-8", newline="\n").write(src)
|
||||
print("PATCHED ok, backup=%s" % BAK)
|
||||
@@ -1,61 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""B-pack client-side fix 2026-09-11: shim get_trading_dates output normalization.
|
||||
|
||||
The server-side fix (market_bigqmt.py patch) normalizes the RPC answer, but
|
||||
fresh client processes (xt_eod wrapper, future engines) load THIS shim first.
|
||||
Defense in depth: normalize here too, so the contract holds even if the server
|
||||
side regresses (e.g. server file restored from a backup).
|
||||
Idempotent: re-running on a patched file exits 0.
|
||||
|
||||
Run ON THE VPS: C:\\Python310\\python.exe -X utf8 patch_shim_xtdata_20260911.py
|
||||
"""
|
||||
import io
|
||||
import shutil
|
||||
import sys
|
||||
|
||||
P = r"C:\sanguo_bigqmt\xtquant_bridge\xtquant\xtdata.py"
|
||||
BAK = P + ".bak_20260911"
|
||||
|
||||
OLD = '''def get_trading_dates(market, start_time="", end_time="", count=-1):
|
||||
return _compat.xtdata.get_trading_dates(market, start_time, end_time, count)'''
|
||||
|
||||
NEW = '''def _norm_calendar_ms(result):
|
||||
"""Contract fix 2026-09-11: 'YYYYMMDD' strings -> Beijing-midnight epoch ms.
|
||||
|
||||
The bridge server's native xtdata path returns string dates whenever a
|
||||
local quote source has been reachable (2026-09-11 incident: all 12 engine
|
||||
schedulers starved on ts/1000 TypeErrors). Consumers divide by 1000 with
|
||||
local-timezone fromtimestamp, and this host runs Asia/Shanghai, so
|
||||
datetime().timestamp() is the exact inverse. All-numeric lists pass
|
||||
through untouched."""
|
||||
if not isinstance(result, list) or not result:
|
||||
return result
|
||||
if all(isinstance(x, (int, float)) and not isinstance(x, bool) for x in result):
|
||||
return result
|
||||
out = []
|
||||
for x in result:
|
||||
if isinstance(x, str) and len(x) == 8 and x.isdigit():
|
||||
import datetime as _dt
|
||||
out.append(int(_dt.datetime(int(x[:4]), int(x[4:6]), int(x[6:8])).timestamp() * 1000))
|
||||
else:
|
||||
out.append(x)
|
||||
return out
|
||||
|
||||
|
||||
def get_trading_dates(market, start_time="", end_time="", count=-1):
|
||||
return _norm_calendar_ms(_compat.xtdata.get_trading_dates(market, start_time, end_time, count))'''
|
||||
|
||||
src = io.open(P, encoding="utf-8").read()
|
||||
|
||||
if "_norm_calendar_ms(_compat.xtdata.get_trading_dates" in src:
|
||||
print("ALREADY_PATCHED")
|
||||
sys.exit(0)
|
||||
|
||||
if src.count(OLD) != 1:
|
||||
print("ANCHOR_NOT_UNIQUE: %d" % src.count(OLD))
|
||||
sys.exit(1)
|
||||
|
||||
shutil.copyfile(P, BAK)
|
||||
src = src.replace(OLD, NEW)
|
||||
io.open(P, "w", encoding="utf-8", newline="\n").write(src)
|
||||
print("PATCHED ok, backup=%s" % BAK)
|
||||
@@ -1,34 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only: instance element state attrs (suspend/record/runMode/...) across files."""
|
||||
import io
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
WATCH = ("startupAutorun", "suspend", "record", "runMode", "id", "period",
|
||||
"autoCancel", "end_restore", "is_main", "specialType", "runname")
|
||||
|
||||
files = [
|
||||
("d0907", os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260907")),
|
||||
("d0908", os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260908")),
|
||||
("d0909", os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260909")),
|
||||
("now", os.path.join(root, "config", "indexUserConfig.xml")),
|
||||
]
|
||||
for tag, p in files:
|
||||
t = io.open(p, encoding="utf-8", errors="replace").read()
|
||||
i = t.find("startupAutorun")
|
||||
if i < 0:
|
||||
print(tag, "NO startupAutorun")
|
||||
continue
|
||||
start = t.rfind("<", 0, i)
|
||||
end = t.find(">", i)
|
||||
elem = t[start:end + 1]
|
||||
pairs = []
|
||||
for k, v in re.findall(r'(\w+)="([^"]*)"', elem):
|
||||
if k in WATCH and k != "startupAutorun":
|
||||
pairs.append("%s=%s" % (k, v.encode("unicode_escape").decode("ascii")[:40]))
|
||||
sa = re.search(r'startupAutorun="([^"]*)"', elem)
|
||||
print("%-6s startupAutorun=%s %s" % (tag, sa.group(1), " ".join(pairs)))
|
||||
print("DONE7")
|
||||
@@ -1,46 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Grep strategy/run-state entries in QMT users Config.xml (349KB, likely GBK)."""
|
||||
import io
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
cfg = os.path.join(os.path.dirname(d), "userdata", "users", "66639661", "Config.xml")
|
||||
|
||||
raw = open(cfg, "rb").read()
|
||||
for enc in ("utf-8", "gbk"):
|
||||
try:
|
||||
text = raw.decode(enc)
|
||||
print("DECODED_AS", enc, "len", len(text))
|
||||
break
|
||||
except UnicodeDecodeError:
|
||||
continue
|
||||
else:
|
||||
text = raw.decode("gbk", errors="replace")
|
||||
print("DECODED_AS gbk/replace")
|
||||
|
||||
# show the XML declaration / first line
|
||||
print("HEAD:", text[:120].encode("unicode_escape").decode("ascii"))
|
||||
|
||||
# any element mentioning formula / strategy / python / run
|
||||
pat = re.compile(r"<[^>]*>", re.I)
|
||||
lines = text.splitlines()
|
||||
print("TOTAL_LINES", len(lines))
|
||||
hits = 0
|
||||
for i, ln in enumerate(lines):
|
||||
low = ln.lower()
|
||||
if any(k in low for k in ("formula", "strategy", "python", "model")):
|
||||
print("%6d %s" % (i + 1, ln.strip()[:400].encode("unicode_escape").decode("ascii")))
|
||||
hits += 1
|
||||
if hits > 60:
|
||||
print("...truncated")
|
||||
break
|
||||
if not hits:
|
||||
print("NO formula/strategy/python/model tags; sampling run-ish attributes")
|
||||
for i, ln in enumerate(lines):
|
||||
low = ln.lower()
|
||||
if re.search(r'(auto.?run|run.?flag|isrun|running|"run")', low):
|
||||
print("%6d %s" % (i + 1, ln.strip()[:300].encode("unicode_escape").decode("ascii")))
|
||||
hits += 1
|
||||
if hits > 40:
|
||||
break
|
||||
@@ -1,22 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Grep Chinese strategy-name / instance entries in QMT Config.xml."""
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
cfg = os.path.join(root, "userdata", "users", "66639661", "Config.xml")
|
||||
text = open(cfg, encoding="utf-8").read()
|
||||
|
||||
kws = ["新建策略文件", "实例", "BIGQMT_REDIS_DRYRUN", "modbootstart",
|
||||
"autorun", "AutoRun", "bootstart", "自运行", "自动"]
|
||||
hits = 0
|
||||
for i, ln in enumerate(text.splitlines(), 1):
|
||||
if any(k in ln for k in kws):
|
||||
# print trimmed around first match
|
||||
print("%5d %s" % (i, ln.strip()[:600].encode("unicode_escape").decode("ascii")))
|
||||
hits += 1
|
||||
if hits > 40:
|
||||
print("...TRUNC")
|
||||
break
|
||||
print("HITS", hits)
|
||||
@@ -1,10 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Snapshot config\indexUserConfig.xml as pre-submit baseline."""
|
||||
import os
|
||||
import shutil
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
src = os.path.join(os.path.dirname(d), "config", "indexUserConfig.xml")
|
||||
dst = r"C:\sanguo_bigqmt\indexUserConfig_before.xml"
|
||||
shutil.copy2(src, dst)
|
||||
print("SNAP", os.path.getsize(src), "->", os.path.getsize(dst))
|
||||
@@ -1,43 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""UI step8 (atomic): ensure model-trade page -> right-click row -> 修改 -> shot.
|
||||
Only one goal per run; dialog must be visible in the shot."""
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
import pygetwindow as gw
|
||||
|
||||
pyautogui.FAILSAFE = False
|
||||
|
||||
|
||||
def log_front(tag):
|
||||
try:
|
||||
w = gw.getActiveWindow()
|
||||
print("FRONT", tag, w.title.encode("unicode_escape").decode("ascii")[:80] if w else None)
|
||||
except Exception as e:
|
||||
print("FRONT", tag, "ERR", e)
|
||||
|
||||
|
||||
time.sleep(1.5)
|
||||
log_front("start")
|
||||
pyautogui.press("esc")
|
||||
time.sleep(1.0)
|
||||
log_front("after-esc")
|
||||
|
||||
# navigate to model-trade page via tree: click known point -> UP -> Enter
|
||||
pyautogui.click(75, 432) # 数据导出 (verified)
|
||||
time.sleep(0.6)
|
||||
pyautogui.press("up") # python策略
|
||||
time.sleep(0.6)
|
||||
pyautogui.press("enter")
|
||||
time.sleep(2.5)
|
||||
log_front("after-nav")
|
||||
|
||||
pyautogui.click(500, 178) # select instance row 1
|
||||
time.sleep(0.8)
|
||||
pyautogui.click(500, 178, button="right")
|
||||
time.sleep(1.2)
|
||||
pyautogui.click(520, 192) # 修改
|
||||
time.sleep(4)
|
||||
log_front("after-xiugai")
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\shot.png")
|
||||
print("DONE atomic reopen")
|
||||
@@ -1,43 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""UI step9: python策略(y=385, current boot) -> row1 -> right-click -> 运行.
|
||||
Then screenshot + objective formula-log runonce check."""
|
||||
import datetime
|
||||
import io
|
||||
import os
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
|
||||
pyautogui.FAILSAFE = False
|
||||
|
||||
time.sleep(1.5)
|
||||
pyautogui.click(75, 385) # python策略 (verified on THIS boot's screenshot)
|
||||
time.sleep(0.8)
|
||||
pyautogui.press("enter")
|
||||
time.sleep(2.5)
|
||||
pyautogui.click(500, 178) # select instance row 1
|
||||
time.sleep(0.8)
|
||||
pyautogui.click(500, 178, button="right")
|
||||
time.sleep(1.2)
|
||||
pyautogui.click(520, 213) # 运行
|
||||
time.sleep(4)
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\shot.png")
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
logp = os.path.join(os.path.dirname(d), "userdata", "log",
|
||||
"XtClient_Formula_20260909.log")
|
||||
n = 0
|
||||
try:
|
||||
now = datetime.datetime.now()
|
||||
for ln in io.open(logp, "r", encoding="gbk", errors="replace"):
|
||||
try:
|
||||
ts = datetime.datetime.strptime(ln[:19], "%Y-%m-%d %H:%M:%S")
|
||||
except ValueError:
|
||||
continue
|
||||
if (now - ts).total_seconds() < 120 and (
|
||||
"runonce" in ln or "PythonFormula" in ln):
|
||||
n += 1
|
||||
except OSError:
|
||||
pass
|
||||
print("RUNONCE_LINES_120S=", n)
|
||||
print("DONE click run")
|
||||
@@ -1,38 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Look at userdata/data + formulaserver.ini for strategy registry / run state."""
|
||||
import os
|
||||
import time
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
ini = os.path.join(root, "config", "formulaserver", "formulaserver.ini")
|
||||
print("=== formulaserver.ini ===")
|
||||
try:
|
||||
raw = open(ini, "rb").read()
|
||||
for enc in ("utf-8", "gbk"):
|
||||
try:
|
||||
txt = raw.decode(enc)
|
||||
break
|
||||
except UnicodeDecodeError:
|
||||
continue
|
||||
else:
|
||||
txt = raw.decode("gbk", "replace")
|
||||
print(txt.encode("unicode_escape").decode("ascii")[:3000])
|
||||
except OSError as e:
|
||||
print("ERR", e)
|
||||
|
||||
dd = os.path.join(root, "userdata", "data")
|
||||
print("=== userdata/data tree (top 2 levels) ===")
|
||||
for dirpath, dirnames, files in os.walk(dd):
|
||||
rel = os.path.relpath(dirpath, dd)
|
||||
if rel.count(os.sep) >= 2:
|
||||
dirnames[:] = []
|
||||
continue
|
||||
print("D " + rel.encode("unicode_escape").decode("ascii"))
|
||||
for f in sorted(files)[:25]:
|
||||
p = os.path.join(dirpath, f)
|
||||
st = os.stat(p)
|
||||
print(" %-52s %8d %s" % (
|
||||
f.encode("unicode_escape").decode("ascii")[:52], st.st_size,
|
||||
time.strftime("%m-%d %H:%M", time.localtime(st.st_mtime))))
|
||||
@@ -1,19 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""E1 step1c: dismiss the quit-confirm modal (确定/取消 at ~(525/609, 355))
|
||||
that is hijacking ALL clicks. ESC on a modal == cancel; no coordinates needed."""
|
||||
import ctypes
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
|
||||
pyautogui.FAILSAFE = False
|
||||
|
||||
hwnd = ctypes.windll.kernel32.GetConsoleWindow()
|
||||
if hwnd:
|
||||
ctypes.windll.user32.ShowWindow(hwnd, 6) # SW_MINIMIZE
|
||||
time.sleep(0.8)
|
||||
|
||||
pyautogui.press("esc")
|
||||
time.sleep(1.5)
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\shot_esc.png")
|
||||
print("DONE esc")
|
||||
@@ -1,49 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""E1 step1b: locate the 策略交易/模型交易 child window (python策略 page is a
|
||||
separate window, not a main-frame page). Enumerate windows, log geometry,
|
||||
activate the strategy window, screenshot it."""
|
||||
import ctypes
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
|
||||
pyautogui.FAILSAFE = False
|
||||
|
||||
hwnd = ctypes.windll.kernel32.GetConsoleWindow()
|
||||
if hwnd:
|
||||
ctypes.windll.user32.ShowWindow(hwnd, 6) # SW_MINIMIZE
|
||||
time.sleep(0.8)
|
||||
|
||||
import pygetwindow as gw
|
||||
|
||||
for w in gw.getAllWindows():
|
||||
t = (w.title or "").strip()
|
||||
if not t:
|
||||
continue
|
||||
print("WIN: %r box=%s" % (t[:60], (w.left, w.top, w.width, w.height)))
|
||||
|
||||
target = None
|
||||
for w in gw.getAllWindows():
|
||||
t = w.title or ""
|
||||
if ("策略交易" in t) or ("模型" in t) or ("增强" in t):
|
||||
target = w
|
||||
break
|
||||
if target is None:
|
||||
print("NO strategy window found")
|
||||
else:
|
||||
print("TARGET:", target.title, (target.left, target.top,
|
||||
target.width, target.height))
|
||||
try:
|
||||
target.activate()
|
||||
except Exception as e:
|
||||
print("activate ERR", repr(e))
|
||||
time.sleep(1.0)
|
||||
try:
|
||||
if target.isMinimized:
|
||||
target.restore()
|
||||
print("restored")
|
||||
except Exception as e:
|
||||
print("restore ERR", repr(e))
|
||||
time.sleep(1.0)
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\shot_stgwin.png")
|
||||
print("DONE find_stgwin")
|
||||
@@ -1,23 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Locate QMT strategy (formula) storage + run-state flags under userdata."""
|
||||
import os
|
||||
import time
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
base = os.path.join(root, "userdata", "users")
|
||||
print("BASE", base.encode("unicode_escape").decode("ascii"))
|
||||
|
||||
for dirpath, dirnames, files in os.walk(base):
|
||||
dirnames[:] = [x for x in dirnames if x.lower() != "__pycache__"]
|
||||
rel = os.path.relpath(dirpath, base)
|
||||
print("D " + rel.encode("unicode_escape").decode("ascii"))
|
||||
for f in sorted(files)[:80]:
|
||||
p = os.path.join(dirpath, f)
|
||||
try:
|
||||
st = os.stat(p)
|
||||
except OSError:
|
||||
continue
|
||||
print(" f %-44s %9d %s" % (
|
||||
f, st.st_size,
|
||||
time.strftime("%m-%d %H:%M", time.localtime(st.st_mtime))))
|
||||
@@ -1,179 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Shared helpers for the QMT gate scripts (qmt_sentinel.py / qmt_probe_0915.py).
|
||||
|
||||
Design: scripts judge AVAILABILITY (process + bridge RPC + counter behaviour),
|
||||
agents/humans judge CORRECTNESS (cash baseline drift is recorded, never red).
|
||||
Audit trail: C:\\sanguo_bigqmt\\gate\\qmt_gate_YYYYMMDD.log (append) +
|
||||
qmt_gate_latest.json (overwrite status light).
|
||||
"""
|
||||
import datetime
|
||||
import json
|
||||
import re
|
||||
import subprocess
|
||||
|
||||
ACCOUNT = "66639661"
|
||||
GATE_DIR = r"C:\sanguo_bigqmt\gate"
|
||||
RELOGIN_TASK = "sanguo-qmt-relogin"
|
||||
QMT_PROCS = ("XtItClient.exe", "XtMiniQmt.exe", "miniquote.exe")
|
||||
|
||||
|
||||
def now_str():
|
||||
return datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
|
||||
|
||||
def gate_log(kind, verdict, msg):
|
||||
line = "%s [%s] %s %s" % (now_str(), kind, verdict, msg)
|
||||
try:
|
||||
import os
|
||||
os.makedirs(GATE_DIR, exist_ok=True)
|
||||
path = r"%s\qmt_gate_%s.log" % (
|
||||
GATE_DIR, datetime.datetime.now().strftime("%Y%m%d"))
|
||||
with open(path, "a", encoding="utf-8") as f:
|
||||
f.write(line + "\n")
|
||||
except Exception as exc:
|
||||
line += " (log-write-failed %r)" % exc
|
||||
print(line, flush=True)
|
||||
return line
|
||||
|
||||
|
||||
def gate_json(kind, verdict, fname=None, **detail):
|
||||
import os
|
||||
payload = {"ts": now_str(), "kind": kind, "verdict": verdict}
|
||||
payload.update(detail)
|
||||
try:
|
||||
os.makedirs(GATE_DIR, exist_ok=True)
|
||||
name = fname or "qmt_gate_latest.json"
|
||||
with open(r"%s\%s" % (GATE_DIR, name), "w",
|
||||
encoding="utf-8") as f:
|
||||
json.dump(payload, f, ensure_ascii=False, default=str, indent=1)
|
||||
except Exception as exc:
|
||||
print("GATE_JSON_WRITE_FAIL %r" % exc, flush=True)
|
||||
return payload
|
||||
|
||||
|
||||
def redis_client():
|
||||
import redis
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
return redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
socket_connect_timeout=5, decode_responses=True)
|
||||
|
||||
|
||||
def bridge_ping(rc, timeout=10):
|
||||
"""(up, detail) — up means the RPC server answered ping with ok+pong."""
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
|
||||
try:
|
||||
r = call_redis_rpc(rc, ACCOUNT, "ping", {}, timeout_seconds=timeout)
|
||||
except Exception as exc:
|
||||
return False, "RPC_DOWN %s %s" % (type(exc).__name__, str(exc)[:120])
|
||||
if not isinstance(r, dict):
|
||||
return False, "RPC_BAD %r" % (r,)
|
||||
if not r.get("ok"):
|
||||
return False, "RPC_ERR %s" % str(r.get("error") or r)[:150]
|
||||
d = r.get("data") or {}
|
||||
if not d.get("pong"):
|
||||
return False, "RPC_NO_PONG %s" % str(d)[:150]
|
||||
return True, "server_time=%s rev=%s allow_order=%s" % (
|
||||
d.get("server_time"), d.get("rpc_revision"), d.get("allow_order_methods"))
|
||||
|
||||
|
||||
def procs_alive():
|
||||
"""QMT family process presence via tasklist (no psutil dependency)."""
|
||||
out = subprocess.run(["tasklist", "/FO", "CSV", "/NH"],
|
||||
capture_output=True, text=True, timeout=30).stdout or ""
|
||||
return {name: ('"%s"' % name) in out for name in QMT_PROCS}
|
||||
|
||||
|
||||
CALENDAR_PROBE_CODE = (
|
||||
"from xtquant import xtdata; "
|
||||
"r = xtdata.get_trading_dates('SH', '20260101', '20261231'); "
|
||||
"e = r[-1] if isinstance(r, list) and r else None; "
|
||||
"print('CAL', type(e).__name__, repr(e))"
|
||||
)
|
||||
|
||||
|
||||
def calendar_probe(timeout=25):
|
||||
"""Fifth gate (added 2026-09-11): fresh child process fetches the trading
|
||||
calendar through the bridge and checks the element type.
|
||||
|
||||
On 2026-09-11 all 12 engine schedulers starved because the bridge returned
|
||||
'YYYYMMDD' STRINGS from its native xtdata path while every other probe
|
||||
(process / ping / asset / probe order) stayed green. Consumers divide by
|
||||
1000, so a string element is a hard contract break.
|
||||
|
||||
Returns (state, detail): state in ok / bad / empty / exec.
|
||||
ok - non-empty numeric elements (epoch ms), contract healthy
|
||||
bad - string elements -> RED (relogin restarts the patched server,
|
||||
which normalizes the output again)
|
||||
empty - probe shape got no data (not proof the bridge is bad) -> AMBER
|
||||
exec - child process failed -> AMBER
|
||||
"""
|
||||
import os
|
||||
env = dict(os.environ)
|
||||
env["PYTHONPATH"] = r"C:\sanguo_bigqmt\xtquant_bridge"
|
||||
env["BIGQMT_ACCOUNT_ID"] = ACCOUNT
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
conf = f.read()
|
||||
env["BIGQMT_REDIS_PASSWORD"] = re.search(
|
||||
r"^requirepass (\S+)", conf, re.M).group(1)
|
||||
try:
|
||||
r = subprocess.run(
|
||||
["C:\\Python310\\python.exe", "-X", "utf8", "-c",
|
||||
CALENDAR_PROBE_CODE],
|
||||
capture_output=True, text=True, timeout=timeout, env=env)
|
||||
except Exception as exc:
|
||||
return "exec", "CAL_PROBE_EXEC %s %s" % (type(exc).__name__,
|
||||
str(exc)[:100])
|
||||
cal = next((l for l in (r.stdout or "").splitlines()
|
||||
if l.startswith("CAL ")), "")
|
||||
if not cal:
|
||||
return "exec", "CAL_PROBE_NO_OUT rc=%s %s" % (
|
||||
r.returncode, (r.stderr or "").strip()[:100])
|
||||
parts = cal.split(None, 2)
|
||||
if len(parts) < 3:
|
||||
return "exec", "CAL_PROBE_BAD '%s'" % cal[:80]
|
||||
etype, eval_ = parts[1], parts[2][:40]
|
||||
if etype == "NoneType":
|
||||
return "empty", "calendar probe returned no data (%s)" % eval_
|
||||
if etype in ("int", "float"):
|
||||
return "ok", "calendar elem=%s %s" % (etype, eval_)
|
||||
return "bad", "CALENDAR_STR_CONTRACT elem=%s %s" % (etype, eval_)
|
||||
|
||||
|
||||
def relogin_running():
|
||||
"""True if the v2 relogin python is mid-flight (avoid double trigger)."""
|
||||
try:
|
||||
import psutil
|
||||
except ImportError:
|
||||
return False
|
||||
for p in psutil.process_iter(["pid", "name", "cmdline"]):
|
||||
try:
|
||||
if "python" not in (p.info["name"] or "").lower():
|
||||
continue
|
||||
cmd = " ".join(p.info["cmdline"] or [])
|
||||
except Exception:
|
||||
continue
|
||||
if "qmt_relogin.py" in cmd:
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
def trigger_relogin():
|
||||
r = subprocess.run(["schtasks", "/run", "/tn", RELOGIN_TASK],
|
||||
capture_output=True, text=True, timeout=30)
|
||||
ok = r.returncode == 0
|
||||
return ok, ((r.stdout or "") + (r.stderr or "")).strip()[:120]
|
||||
|
||||
|
||||
def wait_bridge(rc, timeout_sec, kind):
|
||||
"""Poll bridge ping until it answers; every probe logged once at the end."""
|
||||
import time
|
||||
t0 = time.time()
|
||||
last = ""
|
||||
while time.time() - t0 < timeout_sec:
|
||||
up, detail = bridge_ping(rc)
|
||||
if up:
|
||||
return True, int(time.time() - t0), detail
|
||||
last = detail
|
||||
time.sleep(5)
|
||||
return False, int(time.time() - t0), last
|
||||
@@ -1,40 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Binary-grep the whole QMT install for the strategy instance name.
|
||||
Searches UTF-8, GBK, UTF-16LE encodings of the anchor string."""
|
||||
import os
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
name = "\u65b0\u5efa\u7b56\u7565\u6587\u4ef63" # 新建策略文件3
|
||||
needles = {
|
||||
"utf8": name.encode("utf-8"),
|
||||
"gbk": name.encode("gbk"),
|
||||
"u16": name.encode("utf-16-le"),
|
||||
}
|
||||
|
||||
skip_dirs = {"log", "__pycache__", "malldown"}
|
||||
found = 0
|
||||
for dirpath, dirnames, files in os.walk(root):
|
||||
dirnames[:] = [x for x in dirnames if x not in skip_dirs]
|
||||
for f in files:
|
||||
p = os.path.join(dirpath, f)
|
||||
try:
|
||||
if os.path.getsize(p) > 60 * 1024 * 1024:
|
||||
continue
|
||||
raw = open(p, "rb").read()
|
||||
except OSError:
|
||||
continue
|
||||
hit = [enc for enc, nd in needles.items() if nd in raw]
|
||||
if hit:
|
||||
rel = os.path.relpath(p, root)
|
||||
print("HIT %-60s %s size=%d" % (
|
||||
rel.encode("unicode_escape").decode("ascii")[:60],
|
||||
",".join(hit), len(raw)))
|
||||
found += 1
|
||||
if found > 30:
|
||||
print("...TRUNC")
|
||||
break
|
||||
if found > 30:
|
||||
break
|
||||
print("FOUND", found)
|
||||
@@ -1,47 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Peek at QMT client logs (GBK-encoded) around the restart window.
|
||||
Prints ASCII-escaped so nothing dies on the GBK console."""
|
||||
import datetime
|
||||
import io
|
||||
import os
|
||||
|
||||
|
||||
def esc(s):
|
||||
return str(s).encode("unicode_escape").decode("ascii")[:200]
|
||||
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
logdir = os.path.join(root, "userdata", "log")
|
||||
|
||||
|
||||
def tail(path, n=40):
|
||||
try:
|
||||
with io.open(path, "r", encoding="gbk", errors="replace") as f:
|
||||
lines = f.readlines()
|
||||
return lines[-n:]
|
||||
except OSError as e:
|
||||
return ["<%s>" % e]
|
||||
|
||||
|
||||
f1 = os.path.join(logdir, "XtClient_Formula_20260909.log")
|
||||
print("=== tail XtClient_Formula (%s) ===" % esc(f1))
|
||||
for ln in tail(f1, 35):
|
||||
print(" ", esc(ln.rstrip()))
|
||||
|
||||
f2 = os.path.join(logdir, "XtClient_20260909.log")
|
||||
print("=== grep XtClient (model/strategy/auto/formula/python, after 19:2x) ===")
|
||||
kws = ("模型", "策略", "自动", "formula", "Formula", "Model", "python", "Python",
|
||||
"auto", "Auto", "恢复", "异常")
|
||||
try:
|
||||
with io.open(f2, "r", encoding="gbk", errors="replace") as f:
|
||||
for ln in f:
|
||||
if any(k in ln for k in kws) and ("19:2" in ln or "19:3" in ln):
|
||||
print(" ", esc(ln.rstrip()))
|
||||
except OSError as e:
|
||||
print(" ", e)
|
||||
|
||||
f3 = os.path.join(logdir, "XtClient_FormulaOutput_20260909.log")
|
||||
print("=== tail FormulaOutput ===")
|
||||
for ln in tail(f3, 15):
|
||||
print(" ", esc(ln.rstrip()))
|
||||
@@ -1,42 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""E1 step1 v2: the schtask PowerShell console window COVERS the QMT client
|
||||
(analyzed screenshot proved clicks landed on the console). So:
|
||||
1) minimize our own console, 2) foreground QMT, 3) click python策略 tree item
|
||||
(THIS boot, 3x-crop measured y=413, not the stale 385), 4) screenshot."""
|
||||
import ctypes
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
|
||||
pyautogui.FAILSAFE = False
|
||||
|
||||
# 1) minimize the console window hosting this very process
|
||||
hwnd = ctypes.windll.kernel32.GetConsoleWindow()
|
||||
if hwnd:
|
||||
ctypes.windll.user32.ShowWindow(hwnd, 6) # SW_MINIMIZE
|
||||
time.sleep(1.0)
|
||||
|
||||
# 2) bring the QMT client window to front (log all titles for diagnosis)
|
||||
try:
|
||||
import pygetwindow as gw
|
||||
titles = [w.title for w in gw.getAllWindows() if (w.title or "").strip()]
|
||||
print("TITLES:", "|".join(titles)[:600])
|
||||
for w in gw.getAllWindows():
|
||||
t = w.title or ""
|
||||
if ("XtItClient" in t or "QMT" in t or "quant" in t.lower()
|
||||
or "迅投" in t):
|
||||
try:
|
||||
w.activate()
|
||||
print("ACTIVATED:", t)
|
||||
except Exception as e:
|
||||
print("activate ERR", repr(e))
|
||||
break
|
||||
except Exception as e:
|
||||
print("focus ERR", repr(e))
|
||||
time.sleep(1.0)
|
||||
|
||||
# 3) click python策略 (3x-crop verified on THIS boot: crop y=398 -> (398/3)+280 = 413)
|
||||
pyautogui.click(75, 413)
|
||||
time.sleep(3)
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\shot_nav.png")
|
||||
print("DONE nav2")
|
||||
@@ -1,55 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Postmortem after a QMT client restart: redis bridge keys, rpc queue depth,
|
||||
and files touched in the last 30 min under the install root and tool dir.
|
||||
All output ASCII-escaped (console codepage is GBK)."""
|
||||
import datetime
|
||||
import os
|
||||
import pathlib
|
||||
import re
|
||||
import time
|
||||
|
||||
|
||||
def esc(s):
|
||||
return str(s).encode("unicode_escape").decode("ascii")[:170]
|
||||
|
||||
|
||||
print("=== postmortem %s ===" % datetime.datetime.now().strftime("%H:%M:%S"))
|
||||
|
||||
try:
|
||||
import redis
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
keys = sorted(rc.keys("*"))
|
||||
print("REDIS_DB5_KEYS=%d" % len(keys))
|
||||
for k in keys[:50]:
|
||||
t = rc.type(k)
|
||||
extra = ""
|
||||
if t == "list":
|
||||
extra = " llen=%d" % rc.llen(k)
|
||||
print(" KEY %s type=%s%s" % (esc(k), t, extra))
|
||||
except Exception as e:
|
||||
print("REDIS_ERR", repr(e))
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
print("ROOT", esc(root))
|
||||
now = time.time()
|
||||
for label, base in (("INSTALL", root), (r"TOOLS", r"C:\sanguo_bigqmt")):
|
||||
hits = []
|
||||
for p in pathlib.Path(base).rglob("*"):
|
||||
try:
|
||||
if p.is_file() and (now - p.stat().st_mtime) < 1800:
|
||||
hits.append((p.stat().st_mtime, p.stat().st_size, p))
|
||||
except OSError:
|
||||
pass
|
||||
hits.sort(reverse=True)
|
||||
print("[%s] RECENT_30MIN=%d" % (label, len(hits)))
|
||||
for mt, sz, p in hits[:35]:
|
||||
try:
|
||||
rel = esc(p.relative_to(base))
|
||||
except Exception:
|
||||
rel = esc(p)
|
||||
print(" %s %8d %s" % (
|
||||
datetime.datetime.fromtimestamp(mt).strftime("%H:%M:%S"), sz, rel))
|
||||
@@ -1,42 +0,0 @@
|
||||
<?xml version="1.0" encoding="UTF-16"?>
|
||||
<Task version="1.2" xmlns="http://schemas.microsoft.com/windows/2004/02/mit/task">
|
||||
<RegistrationInfo>
|
||||
<Description>Big QMT pre-open ACTIVE trade probe 09:15 Mon-Fri: 510050 x100 @0.01 never-fill order + instant cancel. Junked order = stale session -> triggers sanguo-qmt-relogin before the open. Audit trail C:\sanguo_bigqmt\gate\qmt_gate_*.log</Description>
|
||||
</RegistrationInfo>
|
||||
<Triggers>
|
||||
<CalendarTrigger>
|
||||
<StartBoundary>2026-09-10T09:15:00</StartBoundary>
|
||||
<Enabled>true</Enabled>
|
||||
<ScheduleByWeek>
|
||||
<DaysOfWeek>
|
||||
<Monday />
|
||||
<Tuesday />
|
||||
<Wednesday />
|
||||
<Thursday />
|
||||
<Friday />
|
||||
</DaysOfWeek>
|
||||
<WeeksInterval>1</WeeksInterval>
|
||||
</ScheduleByWeek>
|
||||
</CalendarTrigger>
|
||||
</Triggers>
|
||||
<Settings>
|
||||
<DisallowStartIfOnBatteries>false</DisallowStartIfOnBatteries>
|
||||
<StopIfGoingOnBatteries>false</StopIfGoingOnBatteries>
|
||||
<ExecutionTimeLimit>PT12M</ExecutionTimeLimit>
|
||||
<MultipleInstancesPolicy>IgnoreNew</MultipleInstancesPolicy>
|
||||
<StartWhenAvailable>true</StartWhenAvailable>
|
||||
<Enabled>true</Enabled>
|
||||
</Settings>
|
||||
<Principals>
|
||||
<Principal id="Author">
|
||||
<UserId>S-1-5-18</UserId>
|
||||
<RunLevel>HighestAvailable</RunLevel>
|
||||
</Principal>
|
||||
</Principals>
|
||||
<Actions Context="Author">
|
||||
<Exec>
|
||||
<Command>C:\Python310\python.exe</Command>
|
||||
<Arguments>-X utf8 C:\sanguo_bigqmt\qmt_probe_0915.py</Arguments>
|
||||
</Exec>
|
||||
</Actions>
|
||||
</Task>
|
||||
@@ -1,209 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""sanguo-qmt-probe0915 — pre-open ACTIVE trade probe (the only gold standard
|
||||
for session-day freshness: passive queries cannot see a stale session).
|
||||
|
||||
Order shape (proven 2026-09-09 09:40 on this exact account/counter):
|
||||
510050.SH BUY 100 @ 0.01 FIX_PRICE — a price that can NEVER fill, so the
|
||||
probe is risk-free; what matters is how the counter treats it.
|
||||
accepted (status 48..56) -> session is day-current -> GREEN -> cancel it
|
||||
junked (status 57 / reject msg) -> stale session -> RED -> trigger
|
||||
sanguo-qmt-relogin (~4min, back before the 09:30 open)
|
||||
|
||||
Window is hard-coded 09:15:00-09:19:30: 09:20-09:25 is the no-cancel auction
|
||||
phase — an order placed there could not be pulled before the open.
|
||||
|
||||
Exit codes: 0 green | 1 red | 2 amber/skip.
|
||||
"""
|
||||
import datetime
|
||||
import sys
|
||||
import time
|
||||
|
||||
from qmt_gate_common import (ACCOUNT, bridge_ping, gate_json, gate_log,
|
||||
procs_alive, redis_client, relogin_running,
|
||||
trigger_relogin, wait_bridge)
|
||||
|
||||
STOCK = "510050.SH"
|
||||
WINDOW_START = (9, 15, 0)
|
||||
WINDOW_END = (9, 19, 30)
|
||||
LIVE_STATUSES = {48, 49, 50, 55, 56} # unreported..reported, part/full fill
|
||||
CANCEL_FAMILY = {51, 52, 53, 54} # accepted then (part) cancelled
|
||||
JUNK_STATUS = 57 # ORDER_JUNK = counter rejection
|
||||
HOLIDAY_WORDS = ("非交易", "休市", "闭市", "非交易日", "节假日")
|
||||
RECOVER_TIMEOUT = 360 # 6 min: back before the 09:30 open
|
||||
|
||||
|
||||
def _in_window(now):
|
||||
hms = (now.hour, now.minute, now.second)
|
||||
if hms < WINDOW_START:
|
||||
wait = (WINDOW_START[0] * 3600 + WINDOW_START[1] * 60 + WINDOW_START[2]
|
||||
- (hms[0] * 3600 + hms[1] * 60 + hms[2]))
|
||||
return "early", wait
|
||||
if hms > WINDOW_END:
|
||||
return "late", 0
|
||||
return "in", 0
|
||||
|
||||
|
||||
def rpc(rc, method, params, timeout=30):
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
|
||||
return call_redis_rpc(rc, ACCOUNT, method, params, timeout_seconds=timeout)
|
||||
|
||||
|
||||
def find_order(rc, remark):
|
||||
"""The probe order of today by exact remark, from the counter's order list."""
|
||||
for _ in range(5):
|
||||
try:
|
||||
r = rpc(rc, "query_stock_orders", {"account_id": ACCOUNT})
|
||||
orders = r.get("data") if isinstance(r.get("data"), list) else []
|
||||
for o in orders:
|
||||
if str(o.get("remark") or o.get("user_order_id") or "") == remark:
|
||||
return o
|
||||
except Exception as exc:
|
||||
gate_log("PROBE0915", "NOTE", "orders query err %r" % exc)
|
||||
time.sleep(2)
|
||||
return None
|
||||
|
||||
|
||||
def place(rc, remark):
|
||||
res = rpc(rc, "order_stock", {
|
||||
"account_id": ACCOUNT, "stock_code": STOCK, "order_type": 23,
|
||||
"order_volume": 100, "price_type": 11, "price": 0.01,
|
||||
"strategy_name": "probe", "order_remark": remark})
|
||||
gate_log("PROBE0915", "NOTE",
|
||||
"order placed remark=%s res=%s" % (remark, str(res)[:160]))
|
||||
|
||||
|
||||
def cancel(rc, order):
|
||||
sysid = str(order.get("order_sys_id") or "")
|
||||
if not sysid:
|
||||
gate_log("PROBE0915", "WARN", "no order_sys_id to cancel: %s"
|
||||
% str(order)[:160])
|
||||
return False
|
||||
for attempt in range(3):
|
||||
try:
|
||||
r = rpc(rc, "cancel_order_stock_sysid",
|
||||
{"account_id": ACCOUNT, "market": "", "order_sysid": sysid})
|
||||
ok = "ok" in r and r.get("ok") is not False
|
||||
gate_log("PROBE0915", "NOTE", "cancel sysid=%s try%d -> %s"
|
||||
% (sysid, attempt + 1, str(r)[:120]))
|
||||
except Exception as exc:
|
||||
gate_log("PROBE0915", "WARN", "cancel exc %r" % exc)
|
||||
ok = False
|
||||
time.sleep(2)
|
||||
cur = find_order(rc, str(order.get("remark") or ""))
|
||||
if cur and int(cur.get("status") or 0) in (CANCEL_FAMILY | LIVE_STATUSES):
|
||||
st = int(cur.get("status") or 0)
|
||||
if st in CANCEL_FAMILY:
|
||||
return True
|
||||
elif cur is None:
|
||||
return True # gone from the list: fully pulled
|
||||
gate_log("PROBE0915", "CRITICAL",
|
||||
"PROBE_ORDER_LEFT_LIVE sysid=%s status=%s — cannot fill @0.01, "
|
||||
"day-end settlement clears it; review manually"
|
||||
% (sysid, (cur or {}).get("status")))
|
||||
return False
|
||||
|
||||
|
||||
def main():
|
||||
now = datetime.datetime.now()
|
||||
remark = "probe:gate:%s" % now.strftime("%Y%m%d")
|
||||
state, wait = _in_window(now)
|
||||
if state == "late":
|
||||
gate_log("PROBE0915", "SKIP", "past 09:19:30 window, no probe today")
|
||||
gate_json("probe0915", "SKIP", reason="late")
|
||||
return 2
|
||||
if state == "early":
|
||||
gate_log("PROBE0915", "NOTE", "early by %ds, waiting for window" % wait)
|
||||
time.sleep(min(wait + 1, 300))
|
||||
now = datetime.datetime.now()
|
||||
if _in_window(now)[0] != "in":
|
||||
gate_log("PROBE0915", "SKIP", "window lost while waiting")
|
||||
gate_json("probe0915", "SKIP", reason="window-lost")
|
||||
return 2
|
||||
|
||||
try:
|
||||
rc = redis_client()
|
||||
except Exception as exc:
|
||||
gate_log("PROBE0915", "AMBER", "redis connect failed %r" % exc)
|
||||
return 2
|
||||
up, detail = bridge_ping(rc)
|
||||
if not up:
|
||||
gate_log("PROBE0915", "AMBER",
|
||||
"bridge already down pre-order (%s); relogin is sentinel's "
|
||||
"job, skipping probe" % detail)
|
||||
return 2
|
||||
|
||||
existing = find_order(rc, remark)
|
||||
if existing is None:
|
||||
place(rc, remark)
|
||||
# counter reporting can lag at the 09:15:00 boundary second
|
||||
# (night test 09-09: after-hours submissions stayed invisible);
|
||||
# poll patiently — the cancel window still has minutes of margin.
|
||||
for _ in range(3):
|
||||
time.sleep(3)
|
||||
existing = find_order(rc, remark)
|
||||
if existing is not None:
|
||||
break
|
||||
if existing is None:
|
||||
gate_log("PROBE0915", "AMBER",
|
||||
"order not visible after 5 queries; cannot judge, no trigger")
|
||||
gate_json("probe0915", "AMBER", reason="order-not-visible")
|
||||
return 2
|
||||
|
||||
status = int(existing.get("status") or 0)
|
||||
msg = str(existing.get("status_msg") or "")[:100]
|
||||
gate_log("PROBE0915", "NOTE",
|
||||
"order status=%d msg=%r sysid=%s" % (
|
||||
status, msg, existing.get("order_sys_id")))
|
||||
|
||||
if status == JUNK_STATUS or (msg and any(w in msg for w in ("废", "拒"))):
|
||||
if any(w in msg for w in HOLIDAY_WORDS):
|
||||
gate_log("PROBE0915", "AMBER",
|
||||
"junked with holiday wording (%r) — not a staleness "
|
||||
"signal, no trigger" % msg)
|
||||
gate_json("probe0915", "AMBER", status=status, msg=msg)
|
||||
return 2
|
||||
gate_log("PROBE0915", "RED",
|
||||
"counter junked the probe order -> session stale; "
|
||||
"triggering relogin")
|
||||
return recover(rc, "junked:%s" % msg)
|
||||
|
||||
# accepted by the counter in any form -> session is day-current
|
||||
ok_cancel = True
|
||||
if status in LIVE_STATUSES:
|
||||
ok_cancel = cancel(rc, existing)
|
||||
gate_log("PROBE0915", "GREEN",
|
||||
"order accepted (status=%d) -> session day-current; cancelled=%s"
|
||||
% (status, ok_cancel))
|
||||
gate_json("probe0915", "GREEN", status=status, cancelled=ok_cancel,
|
||||
sysid=str(existing.get("order_sys_id")))
|
||||
return 0
|
||||
|
||||
|
||||
def recover(rc, reason):
|
||||
if relogin_running():
|
||||
gate_log("PROBE0915", "SKIP", "relogin already in flight (%s)" % reason)
|
||||
else:
|
||||
ok, out = trigger_relogin()
|
||||
if not ok:
|
||||
gate_log("PROBE0915", "AMBER", "schtasks /run failed: %s" % out)
|
||||
return 2
|
||||
gate_log("PROBE0915", "ACTION",
|
||||
"relogin triggered (%s); polling bridge <=%ds" % (reason,
|
||||
RECOVER_TIMEOUT))
|
||||
ok, took, detail = wait_bridge(rc, RECOVER_TIMEOUT, "PROBE0915")
|
||||
procs = procs_alive()
|
||||
if ok:
|
||||
gate_log("PROBE0915", "RECOVERED",
|
||||
"bridge back in %ds before open (%s) procs=%s" % (
|
||||
took, detail, procs))
|
||||
gate_json("probe0915", "RED_RECOVERED", reason=reason, took_sec=took)
|
||||
return 1 # the session WAS stale this morning; red stays on record
|
||||
gate_log("PROBE0915", "RED",
|
||||
"NOT recovered in %ds (%s) — manual attention before open" % (
|
||||
took, detail))
|
||||
gate_json("probe0915", "RED", reason=reason, took_sec=took, procs=procs)
|
||||
return 1
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
sys.exit(main())
|
||||
@@ -1,41 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Inspect <install>/python (strategy scripts) + hunt strategy registry files."""
|
||||
import os
|
||||
import time
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
pydir = os.path.join(root, "python")
|
||||
print("=== %s ===" % pydir.encode("unicode_escape").decode("ascii"))
|
||||
if os.path.isdir(pydir):
|
||||
for f in sorted(os.listdir(pydir)):
|
||||
p = os.path.join(pydir, f)
|
||||
st = os.stat(p)
|
||||
print(" %-50s %9d %s" % (
|
||||
f.encode("unicode_escape").decode("ascii")[:50], st.st_size,
|
||||
time.strftime("%m-%d %H:%M", time.localtime(st.st_mtime))))
|
||||
else:
|
||||
print(" MISSING")
|
||||
|
||||
# strategy registry candidates anywhere under install root (small config-ish files
|
||||
# mentioning formula), excluding logs/data dirs we already know
|
||||
print("=== hunting registry candidates ===")
|
||||
skip = {"log", "dumps"}
|
||||
for dirpath, dirnames, files in os.walk(root):
|
||||
dirnames[:] = [x for x in dirnames if x not in skip and not x.startswith("bin")]
|
||||
rel = os.path.relpath(dirpath, root)
|
||||
depth = rel.count(os.sep)
|
||||
if depth > 3:
|
||||
dirnames[:] = []
|
||||
continue
|
||||
for f in files:
|
||||
low = f.lower()
|
||||
if any(k in low for k in ("formula", "strategy", "model")) and \
|
||||
low.endswith((".xml", ".json", ".ini", ".dat", ".cfg", ".db")):
|
||||
p = os.path.join(dirpath, f)
|
||||
st = os.stat(p)
|
||||
print(" %-70s %8d %s" % (
|
||||
os.path.join(rel, f).encode("unicode_escape").decode("ascii")[:70],
|
||||
st.st_size,
|
||||
time.strftime("%m-%d %H:%M", time.localtime(st.st_mtime))))
|
||||
@@ -1,46 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only: inspect stale bridge RPC queue composition before any revival."""
|
||||
import json
|
||||
import re
|
||||
import time
|
||||
from collections import Counter
|
||||
|
||||
import redis
|
||||
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
Q = "bigqmt:rpc:queue:66639661"
|
||||
|
||||
n1 = rc.llen(Q)
|
||||
time.sleep(5)
|
||||
n2 = rc.llen(Q)
|
||||
print("llen:", n1, "->", n2, "(+5s delta %d, producers %s)" % (
|
||||
n2 - n1, "ACTIVE" if n2 != n1 else "idle"))
|
||||
|
||||
items = rc.lrange(Q, 0, -1)
|
||||
print("items:", len(items))
|
||||
methods = Counter()
|
||||
order_like = 0
|
||||
for it in items:
|
||||
try:
|
||||
obj = json.loads(it)
|
||||
m = obj.get("method", "?")
|
||||
except Exception:
|
||||
m = "<unparsable>"
|
||||
methods[m] += 1
|
||||
if any(k in m for k in ("order", "cancel", "trade", "buy", "sell")):
|
||||
order_like += 1
|
||||
print("method histogram:")
|
||||
for m, c in methods.most_common():
|
||||
print(" %-30s %d" % (m, c))
|
||||
print("ORDER-LIKE total:", order_like)
|
||||
|
||||
print("=== head 3 raw ===")
|
||||
for it in items[:3]:
|
||||
print(" ", it[:260].encode("unicode_escape").decode("ascii"))
|
||||
print("=== tail 3 raw ===")
|
||||
for it in items[-3:]:
|
||||
print(" ", it[:260].encode("unicode_escape").decode("ascii"))
|
||||
print("DONE5")
|
||||
@@ -1,32 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only: decode ALL stale queue items with the library's own codec."""
|
||||
import json
|
||||
from collections import Counter
|
||||
|
||||
import redis
|
||||
|
||||
from bigqmt_signal_trader.redis_rpc import (
|
||||
ORDER_METHODS, decode_rpc_request_payload)
|
||||
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
import re
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
Q = "bigqmt:rpc:queue:66639661"
|
||||
|
||||
items = rc.lrange(Q, 0, -1)
|
||||
methods = Counter()
|
||||
bad = 0
|
||||
for it in items:
|
||||
try:
|
||||
obj = json.loads(decode_rpc_request_payload(it))
|
||||
methods[obj.get("method", "?")] += 1
|
||||
except Exception:
|
||||
bad += 1
|
||||
print("total:", len(items), "undecodable:", bad)
|
||||
for m, c in methods.most_common():
|
||||
tag = "ORDER!" if m in ORDER_METHODS else "read"
|
||||
print(" %-30s %5d %s" % (m, c, tag))
|
||||
print("ORDER total:", sum(c for m, c in methods.items() if m in ORDER_METHODS))
|
||||
print("DONE6")
|
||||
@@ -1,243 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Morning auto-relogin for the Big QMT client (surgical: XtItClient.exe only).
|
||||
|
||||
Flow: discover install dir (psutil, cached to disk) -> check session state
|
||||
-> flush stale bridge queue (read-only guard: abort if any ORDER method found)
|
||||
-> taskkill XtItClient.exe (polite first; mini/miniquote untouched, xt_eod
|
||||
depends on them) -> settle -> open_qmt: exe mode first (remembered-session
|
||||
auto-login, proven by the daily 08:50 built-in restart), login mode with
|
||||
typed credentials as fallback -> poll bridge RPC until it answers.
|
||||
|
||||
Force-kill note: a forced shutdown is known to SKIP instance auto-run on next
|
||||
boot; kill_client still forces as last resort but the bridge check will then
|
||||
fail loudly (exit 5) instead of lying green.
|
||||
|
||||
Known boundaries (measured 09-09 night):
|
||||
- The login dialog has a 4-char graphic captcha (refreshes every 40s) and
|
||||
ships with remember-password / auto-login unchecked. Typed-credential login
|
||||
WILL most likely die on the captcha; the fix is a one-time manual login with
|
||||
both checkboxes ticked, after which cold boots take the exe auto-login path.
|
||||
- Polite close (WM_CLOSE) logs the session OUT -> next boot shows the login
|
||||
dialog; force-kill KEEPS the session -> next boot auto-logins straight to
|
||||
the main window (proven 19:27 vs 20:53 same night).
|
||||
- XtMiniQmt.exe / miniquote.exe are the xt_eod data leg. They were observed
|
||||
dying alongside our surgical XtItClient kills even though taskkill /IM
|
||||
matches only one name -- so we log their state after every kill for early
|
||||
detection, and warn (not fail) if they are gone at success time.
|
||||
|
||||
Credentials come from BIGQMT_LOGIN_USER / BIGQMT_LOGIN_PASSWORD env, set by the
|
||||
PowerShell wrapper from a DPAPI-encrypted blob: never in argv, never on disk.
|
||||
|
||||
Exit codes: 0 ok | 3 creds missing | 4 session locked (fallback blocked)
|
||||
6 client would not close/open | 7 order-class items in stale queue
|
||||
5 bridge rpc still down after login
|
||||
"""
|
||||
import datetime
|
||||
import os
|
||||
import subprocess
|
||||
import sys
|
||||
import time
|
||||
|
||||
ACCOUNT = "66639661"
|
||||
CACHE_PATH = r"C:\sanguo_bigqmt\qmt_install_dir.txt"
|
||||
QUEUE_KEY = "bigqmt:rpc:queue:%s" % ACCOUNT
|
||||
|
||||
|
||||
def log(msg):
|
||||
print("[%s] %s" % (datetime.datetime.now().strftime("%m-%d %H:%M:%S"), msg), flush=True)
|
||||
|
||||
|
||||
def discover_install_dir():
|
||||
"""Find bin.x64 from the running XtItClient.exe; cache for cold starts."""
|
||||
try:
|
||||
import psutil
|
||||
for p in psutil.process_iter(["name"]):
|
||||
try:
|
||||
if (p.info["name"] or "").lower() == "xtitclient.exe":
|
||||
exe = p.exe()
|
||||
bin_dir = os.path.dirname(exe)
|
||||
with open(CACHE_PATH, "w", encoding="utf-8") as f:
|
||||
f.write(bin_dir)
|
||||
log("install_dir discovered live: %r" % bin_dir)
|
||||
return bin_dir
|
||||
except Exception:
|
||||
continue
|
||||
except Exception as exc:
|
||||
log("psutil discovery failed: %r" % exc)
|
||||
if os.path.isfile(CACHE_PATH):
|
||||
with open(CACHE_PATH, encoding="utf-8") as f:
|
||||
cached = f.read().strip()
|
||||
if cached:
|
||||
log("install_dir from cache: %r" % cached)
|
||||
return cached
|
||||
return None
|
||||
|
||||
|
||||
def _procs_alive():
|
||||
"""Name -> bool for the QMT family processes we care about."""
|
||||
out = subprocess.run(["tasklist", "/FO", "CSV", "/NH"],
|
||||
capture_output=True, text=True).stdout or ""
|
||||
return {name: ('"%s"' % name) in out
|
||||
for name in ("XtItClient.exe", "XtMiniQmt.exe", "miniquote.exe")}
|
||||
|
||||
|
||||
def kill_client(grace_seconds=8):
|
||||
"""Kill only XtItClient.exe. Polite first (WM_CLOSE lets it flush), force after."""
|
||||
subprocess.run(["taskkill", "/IM", "XtItClient.exe"],
|
||||
capture_output=True)
|
||||
deadline = time.time() + grace_seconds
|
||||
while time.time() < deadline:
|
||||
out = subprocess.run(["tasklist", "/FI", "IMAGENAME eq XtItClient.exe"],
|
||||
capture_output=True, text=True).stdout or ""
|
||||
if "XtItClient.exe" not in out:
|
||||
log("XtItClient closed cleanly; QMT family now: %s"
|
||||
% _procs_alive())
|
||||
return True
|
||||
time.sleep(1)
|
||||
log("still alive after %ds; forcing (auto-run may be skipped!)" % grace_seconds)
|
||||
subprocess.run(["taskkill", "/IM", "XtItClient.exe", "/F"], capture_output=True)
|
||||
time.sleep(3)
|
||||
out = subprocess.run(["tasklist", "/FI", "IMAGENAME eq XtItClient.exe"],
|
||||
capture_output=True, text=True).stdout or ""
|
||||
ok = "XtItClient.exe" not in out
|
||||
log("force kill done, gone=%s" % ok)
|
||||
return ok
|
||||
|
||||
|
||||
def flush_stale_queue():
|
||||
"""Delete stale read-only requests; REFUSE if any order-class item waits."""
|
||||
import json
|
||||
import re
|
||||
import redis
|
||||
from bigqmt_signal_trader.redis_rpc import (ORDER_METHODS,
|
||||
decode_rpc_request_payload)
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
n = rc.llen(QUEUE_KEY)
|
||||
orders = 0
|
||||
for it in rc.lrange(QUEUE_KEY, 0, -1):
|
||||
try:
|
||||
obj = json.loads(decode_rpc_request_payload(it))
|
||||
if obj.get("method") in ORDER_METHODS:
|
||||
orders += 1
|
||||
except Exception:
|
||||
continue
|
||||
if orders:
|
||||
log("FATAL: %d order-class items in stale queue; manual review" % orders)
|
||||
return False
|
||||
rc.delete(QUEUE_KEY)
|
||||
log("queue flushed: %d stale read-only items" % n)
|
||||
return True
|
||||
|
||||
|
||||
def bridge_alive(timeout_seconds=150, rc=None):
|
||||
"""Poll the bridge RPC server until it answers. Any dict envelope counts --
|
||||
'ping' may not be a registered method, so fall back to an ORDER-class query
|
||||
(read-only, and ORDER data is available immediately after login)."""
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
|
||||
if rc is None:
|
||||
import re
|
||||
import redis
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
deadline = time.time() + timeout_seconds
|
||||
last = None
|
||||
while time.time() < deadline:
|
||||
for method, params in (("ping", {}), ("query_stock_orders", {"account_id": ACCOUNT})):
|
||||
try:
|
||||
r = call_redis_rpc(rc, ACCOUNT, method, params, timeout_seconds=10)
|
||||
if isinstance(r, dict):
|
||||
return method, r
|
||||
last = "%s -> %r" % (method, r)
|
||||
except Exception as exc:
|
||||
last = "%s -> %s" % (method, exc)
|
||||
time.sleep(5)
|
||||
log("bridge rpc last: %s" % last)
|
||||
return None
|
||||
|
||||
|
||||
def warn_data_leg():
|
||||
"""2026-09-11: xt_eod switched to the big-QMT bridge (xtquant_bridge
|
||||
shim), so XtMiniQmt.exe absence is NORMAL and no longer a data gap.
|
||||
Kept as a no-op placeholder because the relogin flow used to log a
|
||||
misleading warning here; see xt-eod-bridge-leg-switch-20260911."""
|
||||
return None
|
||||
|
||||
|
||||
def main():
|
||||
user = os.environ.get("BIGQMT_LOGIN_USER", "")
|
||||
pwd = os.environ.get("BIGQMT_LOGIN_PASSWORD", "")
|
||||
log("=== qmt_relogin start (user=%s pwdlen=%d) ===" % (user, len(pwd)))
|
||||
|
||||
from bigqmt_signal_trader import qmt_launcher as L
|
||||
|
||||
install_dir = discover_install_dir()
|
||||
if not install_dir or not os.path.isdir(install_dir):
|
||||
log("FATAL: cannot resolve install dir: %r" % install_dir)
|
||||
return 6
|
||||
|
||||
if not flush_stale_queue():
|
||||
return 7
|
||||
|
||||
if not kill_client():
|
||||
log("FATAL: XtItClient.exe would not die")
|
||||
return 6
|
||||
|
||||
time.sleep(5) # socket linger settle (upstream restart_qmt uses 5s)
|
||||
|
||||
creds = {"user": user, "password": pwd} if user and pwd else None
|
||||
locked = L.session_is_locked()
|
||||
if locked:
|
||||
log("warn: console session locked; exe auto-login still allowed, "
|
||||
"credential-typing fallback will not be possible")
|
||||
|
||||
mode_used = None
|
||||
try:
|
||||
waited = L.open_qmt(install_dir, mode="exe", ready_timeout_seconds=240)
|
||||
mode_used = "exe"
|
||||
log("open_qmt(exe) ready in %.1fs" % waited)
|
||||
except Exception as exc:
|
||||
log("exe-mode failed: %r" % exc)
|
||||
mode_used = None
|
||||
|
||||
got = bridge_alive(150) if mode_used else None
|
||||
if got:
|
||||
log("bridge up after exe-mode (remembered session) via %r ok=%s"
|
||||
% (got[0], got[1].get("ok")))
|
||||
log("=== RELOGIN_DONE ===")
|
||||
return 0
|
||||
|
||||
# fallback: credential-typing login mode
|
||||
if not creds:
|
||||
log("FATAL: bridge down and no credentials for login fallback")
|
||||
return 3
|
||||
if locked:
|
||||
log("FATAL: bridge down, fallback needs typing but session locked")
|
||||
return 4
|
||||
if mode_used: # client is up but bridge dead: close before login retry
|
||||
if not kill_client():
|
||||
return 6
|
||||
time.sleep(5)
|
||||
try:
|
||||
waited = L.open_qmt(install_dir, mode="login", credentials=creds,
|
||||
window_title_prefix="QMT", ready_timeout_seconds=240)
|
||||
log("open_qmt(login) ready in %.1fs" % waited)
|
||||
except Exception as exc:
|
||||
log("FATAL: open_qmt(login) failed: %r" % exc)
|
||||
return 6
|
||||
|
||||
got = bridge_alive(150)
|
||||
if not got:
|
||||
log("FATAL: bridge rpc did not answer after login")
|
||||
return 5
|
||||
log("bridge rpc answering via %r: ok=%s" % (got[0], got[1].get("ok")))
|
||||
log("=== RELOGIN_DONE ===")
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
sys.exit(main())
|
||||
@@ -1,21 +0,0 @@
|
||||
# Decrypt the DPAPI credential blob into process env and run the relogin.
|
||||
# Plaintext exists only in this process's memory and the child's environment.
|
||||
# Keep this file ASCII-only (the console codepage is GBK).
|
||||
$ErrorActionPreference = 'Stop'
|
||||
$encPath = 'C:\sanguo_bigqmt\creds\qmt_login.enc'
|
||||
$logPath = 'C:\sanguo_bigqmt\qmt_relogin.log'
|
||||
|
||||
$enc = (Get-Content -Raw -LiteralPath $encPath).Trim()
|
||||
$sec = ConvertTo-SecureString -String $enc
|
||||
$bstr = [Runtime.InteropServices.Marshal]::SecureStringToBSTR($sec)
|
||||
$plain = [Runtime.InteropServices.Marshal]::PtrToStringBSTR($bstr)
|
||||
[Runtime.InteropServices.Marshal]::ZeroFreeBSTR($bstr)
|
||||
$j = $plain | ConvertFrom-Json
|
||||
$plain = $null
|
||||
|
||||
$env:BIGQMT_LOGIN_USER = [string]$j.user
|
||||
$env:BIGQMT_LOGIN_PASSWORD = [string]$j.password
|
||||
|
||||
& C:\Python310\python.exe C:\sanguo_bigqmt\qmt_relogin.py 2>&1 |
|
||||
Out-File -Append -Encoding utf8 -LiteralPath $logPath
|
||||
Add-Content -Encoding utf8 -LiteralPath $logPath -Value ("EXIT=" + $LASTEXITCODE)
|
||||
@@ -1,35 +0,0 @@
|
||||
<?xml version="1.0" encoding="UTF-16"?>
|
||||
<Task version="1.2" xmlns="http://schemas.microsoft.com/windows/2004/02/mit/task">
|
||||
<RegistrationInfo>
|
||||
<Description>Big QMT morning auto-relogin (surgical XtItClient.exe only; mini/miniquote untouched). Decryption+UI login+bridge verify, log at C:\sanguo_bigqmt\qmt_relogin.log</Description>
|
||||
</RegistrationInfo>
|
||||
<Triggers>
|
||||
<CalendarTrigger>
|
||||
<StartBoundary>2026-09-10T07:50:00</StartBoundary>
|
||||
<Enabled>true</Enabled>
|
||||
<ScheduleByDay>
|
||||
<DaysInterval>1</DaysInterval>
|
||||
</ScheduleByDay>
|
||||
</CalendarTrigger>
|
||||
</Triggers>
|
||||
<Settings>
|
||||
<DisallowStartIfOnBatteries>false</DisallowStartIfOnBatteries>
|
||||
<StopIfGoingOnBatteries>false</StopIfGoingOnBatteries>
|
||||
<ExecutionTimeLimit>PT15M</ExecutionTimeLimit>
|
||||
<MultipleInstancesPolicy>IgnoreNew</MultipleInstancesPolicy>
|
||||
<Enabled>true</Enabled>
|
||||
</Settings>
|
||||
<Principals>
|
||||
<Principal id="Author">
|
||||
<UserId>Administrator</UserId>
|
||||
<LogonType>InteractiveToken</LogonType>
|
||||
<RunLevel>LeastPrivilege</RunLevel>
|
||||
</Principal>
|
||||
</Principals>
|
||||
<Actions Context="Author">
|
||||
<Exec>
|
||||
<Command>powershell.exe</Command>
|
||||
<Arguments>-NoProfile -ExecutionPolicy Bypass -File C:\sanguo_bigqmt\qmt_relogin_run.ps1</Arguments>
|
||||
</Exec>
|
||||
</Actions>
|
||||
</Task>
|
||||
@@ -1,143 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Experiment: graceful close -> exe relaunch -> auto-login/auto-run/bridge.
|
||||
Read-only w.r.t. trading: no order methods sent anywhere. Exit codes:
|
||||
0 all green | 10 polite close refused | 11 launch/ready failed
|
||||
12 instance not auto-run | 13 bridge rpc dead."""
|
||||
import datetime
|
||||
import io
|
||||
import os
|
||||
import re
|
||||
import subprocess
|
||||
import sys
|
||||
import time
|
||||
|
||||
ACCOUNT = "66639661"
|
||||
|
||||
|
||||
def log(m):
|
||||
print("[%s] %s" % (datetime.datetime.now().strftime("%H:%M:%S"), m), flush=True)
|
||||
|
||||
|
||||
def shot(name):
|
||||
try:
|
||||
import pyautogui
|
||||
pyautogui.FAILSAFE = False
|
||||
pyautogui.screenshot(r"C:\sanguo_bigqmt\%s" % name)
|
||||
log("shot saved: %s" % name)
|
||||
except Exception as e:
|
||||
log("shot err %r" % e)
|
||||
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
formula_log = os.path.join(root, "userdata", "log", "XtClient_Formula_20260909.log")
|
||||
|
||||
from bigqmt_signal_trader import qmt_launcher as L # noqa: E402
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc # noqa: E402
|
||||
import redis # noqa: E402
|
||||
|
||||
try:
|
||||
log("session locked: %s" % L.session_is_locked())
|
||||
except Exception as e:
|
||||
log("session check err %r" % e)
|
||||
|
||||
# 1) flush stale queue (composition pre-verified: 100% read-only, 0 orders)
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
Q = "bigqmt:rpc:queue:%s" % ACCOUNT
|
||||
n = rc.llen(Q)
|
||||
rc.delete(Q)
|
||||
log("queue flushed: %d stale read-only items deleted" % n)
|
||||
|
||||
# 2) graceful close, polite ONLY
|
||||
subprocess.run(["taskkill", "/IM", "XtItClient.exe"], capture_output=True)
|
||||
deadline = time.time() + 20
|
||||
alive = True
|
||||
while time.time() < deadline:
|
||||
out = subprocess.run(["tasklist", "/FI", "IMAGENAME eq XtItClient.exe"],
|
||||
capture_output=True, text=True).stdout or ""
|
||||
if "XtItClient.exe" not in out:
|
||||
alive = False
|
||||
break
|
||||
time.sleep(1)
|
||||
if alive:
|
||||
log("ABORT: polite close refused (dialog up?); NOT forcing")
|
||||
shot("relogin_abort.png")
|
||||
sys.exit(10)
|
||||
log("polite close ok")
|
||||
time.sleep(5)
|
||||
t_launch = datetime.datetime.now()
|
||||
log("relaunching via open_qmt(mode=exe) at %s" % t_launch.strftime("%H:%M:%S"))
|
||||
|
||||
# 3) exe relaunch: remembered-session auto-login path (no typing)
|
||||
try:
|
||||
waited = L.open_qmt(d, mode="exe", ready_timeout_seconds=240)
|
||||
log("open_qmt(exe) ready in %.1fs" % waited)
|
||||
except Exception as e:
|
||||
log("FATAL open_qmt(exe): %r" % e)
|
||||
shot("relogin_launchfail.png")
|
||||
sys.exit(11)
|
||||
|
||||
|
||||
def formula_events(since):
|
||||
"""Return (banner_seen, runonce_seen) for log lines timestamped >= since."""
|
||||
banner = runonce = False
|
||||
try:
|
||||
with io.open(formula_log, "r", encoding="gbk", errors="replace") as f:
|
||||
for ln in f:
|
||||
try:
|
||||
ts = datetime.datetime.strptime(ln[:19], "%Y-%m-%d %H:%M:%S")
|
||||
except ValueError:
|
||||
continue
|
||||
if ts < since:
|
||||
continue
|
||||
if "XtItClient/tags" in ln:
|
||||
banner = True
|
||||
if "runonce" in ln or "PythonFormula::" in ln:
|
||||
runonce = True
|
||||
except OSError:
|
||||
pass
|
||||
return banner, runonce
|
||||
|
||||
|
||||
# 4) instance auto-run detection
|
||||
t0 = time.time()
|
||||
banner = runonce = False
|
||||
while time.time() - t0 < 150:
|
||||
time.sleep(5)
|
||||
banner, runonce = formula_events(t_launch)
|
||||
if runonce:
|
||||
break
|
||||
log("formula after relaunch: banner=%s runonce=%s (waited %.0fs)"
|
||||
% (banner, runonce, time.time() - t0))
|
||||
if not runonce:
|
||||
log("instance did NOT auto-run after graceful relaunch")
|
||||
shot("relogin_norun.png")
|
||||
sys.exit(12)
|
||||
|
||||
# 5) bridge probe (ORDER-class query, safe immediately after login)
|
||||
t0 = time.time()
|
||||
got = None
|
||||
while time.time() - t0 < 150:
|
||||
for method, params in (("ping", {}), ("query_stock_orders",
|
||||
{"account_id": ACCOUNT})):
|
||||
try:
|
||||
r = call_redis_rpc(rc, ACCOUNT, method, params, timeout_seconds=10)
|
||||
if isinstance(r, dict):
|
||||
got = (method, r)
|
||||
break
|
||||
except Exception as e:
|
||||
last = "%s -> %s" % (method, e)
|
||||
if got:
|
||||
break
|
||||
time.sleep(5)
|
||||
if not got:
|
||||
log("FATAL bridge rpc no answer; last=%r" % last)
|
||||
shot("relogin_norpc.png")
|
||||
sys.exit(13)
|
||||
log("bridge answering via %r ok=%s" % (got[0], got[1].get("ok")))
|
||||
shot("relogin_green.png")
|
||||
log("=== RELOGIN_TEST_ALL_GREEN ===")
|
||||
sys.exit(0)
|
||||
@@ -1,188 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""sanguo-qmt-sentinel — every-30min availability patrol for the Big QMT stack.
|
||||
|
||||
Verdict rules (2026-09-09 design, user-approved):
|
||||
judge RED only on: XtItClient.exe gone OR bridge RPC ping dead.
|
||||
account-class probes (asset/positions) and the data leg (XtMiniQmt/miniquote)
|
||||
are recorded as telemetry only — post-close false-reds by design.
|
||||
RED -> schtasks /run sanguo-qmt-relogin (reuse v2, never copy login code)
|
||||
-> poll bridge <=10min -> re-check -> full audit trail in gate log.
|
||||
No backoff on consecutive failures (user decision #4): every tick independent,
|
||||
failures just stack in the log; the next tick retries naturally.
|
||||
|
||||
Exit codes: 0 green/recovered | 1 red-remains | 2 amber (cannot judge).
|
||||
"""
|
||||
import json
|
||||
|
||||
from qmt_gate_common import (ACCOUNT, bridge_ping, calendar_probe, gate_json,
|
||||
gate_log, procs_alive, redis_client,
|
||||
relogin_running, trigger_relogin, wait_bridge)
|
||||
|
||||
RECOVER_TIMEOUT = 600 # 10 min budget for relogin round trip
|
||||
|
||||
|
||||
def telemetry(rc):
|
||||
"""Recorded, never judged: allow_order bit, asset cash, queue length."""
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
|
||||
t = {}
|
||||
try:
|
||||
r = call_redis_rpc(rc, ACCOUNT, "query_stock_asset",
|
||||
{"account_id": ACCOUNT}, timeout_seconds=15)
|
||||
d = r.get("data") or {}
|
||||
t["cash"] = d.get("cash")
|
||||
t["mktval"] = d.get("market_value")
|
||||
except Exception as exc:
|
||||
t["asset_err"] = "%s %s" % (type(exc).__name__, str(exc)[:80])
|
||||
try:
|
||||
t["queue_len"] = rc.llen("bigqmt:rpc:queue:%s" % ACCOUNT)
|
||||
except Exception as exc:
|
||||
t["queue_err"] = str(exc)[:60]
|
||||
return t
|
||||
|
||||
|
||||
def infra_probe():
|
||||
"""Sixth probe (2026-09-19, runbook#35 wave 1, user-approved).
|
||||
|
||||
Trading stack is NOT the only thing on this box: the 09-13 OOM cascade
|
||||
starved frps for 5 days and nobody noticed -- the sentinel never looked.
|
||||
Pure observation: RED here NEVER triggers recover() (relogin cannot help
|
||||
frps; the fix for a dead frps is documented `sc start sanguo-frps`).
|
||||
Runs first in main() so trading-stack early-returns cannot skip it.
|
||||
"""
|
||||
import ctypes
|
||||
import socket
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
|
||||
commit_pct = None
|
||||
try:
|
||||
class _MS(ctypes.Structure):
|
||||
_fields_ = [("dwLength", ctypes.c_ulong),
|
||||
("dwMemoryLoad", ctypes.c_ulong),
|
||||
("ullTotalPhys", ctypes.c_ulonglong),
|
||||
("ullAvailPhys", ctypes.c_ulonglong),
|
||||
("ullTotalPageFile", ctypes.c_ulonglong),
|
||||
("ullAvailPageFile", ctypes.c_ulonglong),
|
||||
("ullTotalVirtual", ctypes.c_ulonglong),
|
||||
("ullAvailVirtual", ctypes.c_ulonglong),
|
||||
("ullAvailExtendedVirtual", ctypes.c_ulonglong)]
|
||||
ms = _MS()
|
||||
ms.dwLength = ctypes.sizeof(_MS)
|
||||
if ctypes.windll.kernel32.GlobalMemoryStatusEx(ctypes.byref(ms)) \
|
||||
and ms.ullTotalPageFile:
|
||||
commit_pct = round(
|
||||
100.0 * (ms.ullTotalPageFile - ms.ullAvailPageFile)
|
||||
/ ms.ullTotalPageFile, 1)
|
||||
except Exception:
|
||||
pass # non-Windows / API failure: telemetry gap, not a verdict
|
||||
|
||||
frps_up = False
|
||||
try:
|
||||
s = socket.create_connection(("127.0.0.1", 7000), timeout=3)
|
||||
s.close()
|
||||
frps_up = True
|
||||
except OSError:
|
||||
pass
|
||||
|
||||
claude = "?"
|
||||
try:
|
||||
req = urllib.request.Request(
|
||||
"https://claude.mysanguo.online", method="HEAD")
|
||||
with urllib.request.urlopen(req, timeout=10) as resp:
|
||||
claude = resp.status
|
||||
except urllib.error.HTTPError as exc:
|
||||
claude = exc.code
|
||||
except Exception as exc:
|
||||
claude = type(exc).__name__
|
||||
|
||||
verdict, notes = "GREEN", []
|
||||
if not frps_up:
|
||||
verdict = "RED"
|
||||
notes.append("frps:7000 dead -> sc start sanguo-frps (runbook#35)")
|
||||
if claude != 200:
|
||||
verdict = "RED"
|
||||
notes.append("claude=%s" % claude)
|
||||
if commit_pct is not None and commit_pct >= 90:
|
||||
if verdict == "GREEN":
|
||||
verdict = "AMBER" # predictive: warn BEFORE the OOM cascade
|
||||
notes.append("commit=%s%% >=90" % commit_pct)
|
||||
gate_log("INFRA", verdict, "frps=%s claude=%s commit=%s%% %s" % (
|
||||
"up" if frps_up else "DEAD", claude, commit_pct,
|
||||
"; ".join(notes) if notes else "ok"))
|
||||
gate_json("infra_probe", verdict, fname="qmt_gate_latest_infra.json",
|
||||
frps_up=frps_up, claude=claude, commit_pct=commit_pct)
|
||||
return verdict
|
||||
|
||||
|
||||
def main():
|
||||
infra_probe()
|
||||
procs = procs_alive()
|
||||
if not procs.get("XtItClient.exe"):
|
||||
msg = "XtItClient.exe DEAD family=%s" % procs
|
||||
gate_log("SENTINEL", "RED", msg)
|
||||
return recover("process-dead")
|
||||
try:
|
||||
rc = redis_client()
|
||||
except Exception as exc:
|
||||
gate_log("SENTINEL", "AMBER", "redis connect failed %r" % exc)
|
||||
return 2
|
||||
up, detail = bridge_ping(rc)
|
||||
if not up:
|
||||
gate_log("SENTINEL", "RED", "bridge ping dead (%s)" % detail)
|
||||
return recover("bridge-dead")
|
||||
cal_state, cal_detail = calendar_probe()
|
||||
if cal_state == "bad":
|
||||
gate_log("SENTINEL", "RED", cal_detail)
|
||||
return recover("calendar-str-contract")
|
||||
if cal_state in ("empty", "exec"):
|
||||
gate_log("SENTINEL", "AMBER", "fifth-probe inconclusive: %s" % cal_detail)
|
||||
t = telemetry(rc)
|
||||
msg = "proc=1 bridge=up %s mini=%d miniquote=%d cash=%s mktval=%s q=%s" % (
|
||||
detail, procs.get("XtMiniQmt.exe", 0), procs.get("miniquote.exe", 0),
|
||||
t.get("cash"), t.get("mktval"), t.get("queue_len"))
|
||||
gate_log("SENTINEL", "GREEN", msg)
|
||||
gate_json("sentinel", "GREEN", bridge=detail, procs=procs, **t)
|
||||
return 0
|
||||
|
||||
|
||||
def recover(reason):
|
||||
"""Trigger v2 relogin, wait for the bridge, re-check, log the outcome."""
|
||||
try:
|
||||
rc = redis_client()
|
||||
except Exception as exc:
|
||||
gate_log("SENTINEL", "AMBER", "redis failed pre-recovery %r" % exc)
|
||||
return 2
|
||||
if relogin_running():
|
||||
gate_log("SENTINEL", "SKIP",
|
||||
"relogin already in flight (%s); let it finish" % reason)
|
||||
ok, took, detail = wait_bridge(rc, RECOVER_TIMEOUT, "SENTINEL")
|
||||
return 0 if ok else 1
|
||||
ok, out = trigger_relogin()
|
||||
if not ok:
|
||||
gate_log("SENTINEL", "AMBER",
|
||||
"schtasks /run %s failed: %s" % (reason, out))
|
||||
return 2
|
||||
gate_log("SENTINEL", "ACTION",
|
||||
"relogin triggered (%s); polling bridge <=%ds" % (reason,
|
||||
RECOVER_TIMEOUT))
|
||||
ok, took, detail = wait_bridge(rc, RECOVER_TIMEOUT, "SENTINEL")
|
||||
procs = procs_alive()
|
||||
if ok and procs.get("XtItClient.exe"):
|
||||
t = telemetry(rc)
|
||||
gate_log("SENTINEL", "RECOVERED",
|
||||
"bridge back in %ds (%s) procs=%s cash=%s" % (
|
||||
took, detail, procs, t.get("cash")))
|
||||
gate_json("sentinel", "RECOVERED", reason=reason, took_sec=took,
|
||||
bridge=detail, procs=procs, **t)
|
||||
return 0
|
||||
gate_log("SENTINEL", "RED",
|
||||
"NOT recovered in %ds (bridge=%s procs=%s) — no backoff by "
|
||||
"design, next tick retries" % (took, detail, procs))
|
||||
gate_json("sentinel", "RED", reason=reason, took_sec=took, bridge=detail,
|
||||
procs=procs)
|
||||
return 1
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import sys
|
||||
sys.exit(main())
|
||||
@@ -1,40 +0,0 @@
|
||||
<?xml version="1.0" encoding="UTF-16"?>
|
||||
<Task version="1.2" xmlns="http://schemas.microsoft.com/windows/2004/02/mit/task">
|
||||
<RegistrationInfo>
|
||||
<Description>Big QMT 30min availability sentinel: XtItClient process + bridge RPC ping; RED triggers sanguo-qmt-relogin then polls recovery. Audit trail C:\sanguo_bigqmt\gate\qmt_gate_*.log</Description>
|
||||
</RegistrationInfo>
|
||||
<Triggers>
|
||||
<CalendarTrigger>
|
||||
<StartBoundary>2026-09-10T00:10:00</StartBoundary>
|
||||
<Enabled>true</Enabled>
|
||||
<ScheduleByDay>
|
||||
<DaysInterval>1</DaysInterval>
|
||||
</ScheduleByDay>
|
||||
<Repetition>
|
||||
<Interval>PT30M</Interval>
|
||||
<Duration>P1D</Duration>
|
||||
<StopAtDurationEnd>false</StopAtDurationEnd>
|
||||
</Repetition>
|
||||
</CalendarTrigger>
|
||||
</Triggers>
|
||||
<Settings>
|
||||
<DisallowStartIfOnBatteries>false</DisallowStartIfOnBatteries>
|
||||
<StopIfGoingOnBatteries>false</StopIfGoingOnBatteries>
|
||||
<ExecutionTimeLimit>PT12M</ExecutionTimeLimit>
|
||||
<MultipleInstancesPolicy>IgnoreNew</MultipleInstancesPolicy>
|
||||
<StartWhenAvailable>true</StartWhenAvailable>
|
||||
<Enabled>true</Enabled>
|
||||
</Settings>
|
||||
<Principals>
|
||||
<Principal id="Author">
|
||||
<UserId>S-1-5-18</UserId>
|
||||
<RunLevel>HighestAvailable</RunLevel>
|
||||
</Principal>
|
||||
</Principals>
|
||||
<Actions Context="Author">
|
||||
<Exec>
|
||||
<Command>C:\Python310\python.exe</Command>
|
||||
<Arguments>-X utf8 C:\sanguo_bigqmt\qmt_sentinel.py</Arguments>
|
||||
</Exec>
|
||||
</Actions>
|
||||
</Task>
|
||||
@@ -1,77 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only: today's QMT panorama — log timeline, processes, bridge liveness."""
|
||||
import datetime
|
||||
import io
|
||||
import os
|
||||
import re
|
||||
import subprocess
|
||||
|
||||
ACCOUNT = "66639661"
|
||||
|
||||
|
||||
def esc(s):
|
||||
return str(s).encode("unicode_escape").decode("ascii")
|
||||
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
logdir = os.path.join(root, "userdata", "log")
|
||||
|
||||
print("=== today's logs (size/mtime) ===")
|
||||
for f in sorted(os.listdir(logdir)):
|
||||
if "20260909" in f:
|
||||
p = os.path.join(logdir, f)
|
||||
st = os.stat(p)
|
||||
print(" %-46s %8d mtime=%s" % (
|
||||
f, st.st_size,
|
||||
datetime.datetime.fromtimestamp(st.st_mtime).strftime("%H:%M:%S")))
|
||||
|
||||
kws = ("登录", "登陆", "login", "Login", "自动", "运行", "模型", "策略",
|
||||
"启动", "恢复", "auto", "Auto", "Formula", "自启")
|
||||
f2 = os.path.join(logdir, "XtClient_20260909.log")
|
||||
print("=== XtClient key windows (08:5x / 11:xx / 12:0x) ===")
|
||||
try:
|
||||
with io.open(f2, "r", encoding="gbk", errors="replace") as f:
|
||||
for ln in f:
|
||||
hhmm = ln[:5]
|
||||
if any(k in ln for k in kws) and (
|
||||
hhmm.startswith("08:5") or hhmm.startswith("11:")
|
||||
or hhmm.startswith("12:0")):
|
||||
print(" ", esc(ln.rstrip())[:230])
|
||||
except OSError as e:
|
||||
print(" ", e)
|
||||
|
||||
f1 = os.path.join(logdir, "XtClient_Formula_20260909.log")
|
||||
print("=== Formula head 12 ===")
|
||||
try:
|
||||
lines = io.open(f1, "r", encoding="gbk", errors="replace").readlines()
|
||||
for ln in lines[:12]:
|
||||
print(" ", esc(ln.rstrip())[:200])
|
||||
print("=== Formula tail 25 (of %d) ===" % len(lines))
|
||||
for ln in lines[-25:]:
|
||||
print(" ", esc(ln.rstrip())[:200])
|
||||
except OSError as e:
|
||||
print(" ", e)
|
||||
|
||||
print("=== processes ===")
|
||||
raw = subprocess.run(["tasklist"], capture_output=True).stdout
|
||||
for ln in raw.decode("gbk", errors="replace").splitlines():
|
||||
if any(x in ln for x in ("Xt", "ython", "redis-server", "Redis")):
|
||||
print(" ", esc(ln)[:130])
|
||||
|
||||
print("=== bridge liveness (read-only RPC) ===")
|
||||
try:
|
||||
import redis
|
||||
with open(r"C:\redis\redis.conf") as f:
|
||||
pw = re.search(r"^requirepass (\S+)", f.read(), re.M).group(1)
|
||||
rc = redis.Redis(host="127.0.0.1", port=6379, db=5, password=pw,
|
||||
decode_responses=True)
|
||||
q = "bigqmt:rpc:queue:%s" % ACCOUNT
|
||||
print(" queue llen:", rc.llen(q))
|
||||
from bigqmt_signal_trader.redis_rpc import call_redis_rpc
|
||||
r = call_redis_rpc(rc, ACCOUNT, "query_stock_orders",
|
||||
{"account_id": ACCOUNT}, timeout_seconds=10)
|
||||
print(" RPC:", esc(str(r))[:400])
|
||||
except Exception as e:
|
||||
print(" RPC ERR:", esc(repr(e))[:300])
|
||||
print("DONE4")
|
||||
@@ -1,42 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only round 3: startupAutorun / modbootstart values across daily baselines."""
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
|
||||
def esc(s):
|
||||
return s.encode("unicode_escape").decode("ascii")
|
||||
|
||||
|
||||
files = {
|
||||
"now": os.path.join(root, "config", "indexUserConfig.xml"),
|
||||
"snap_before": r"C:\sanguo_bigqmt\indexUserConfig_before.xml",
|
||||
"d0907": os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260907"),
|
||||
"d0908": os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260908"),
|
||||
"d0909": os.path.join(root, "config", "Temp", "indexUserConfig.xml_20260909"),
|
||||
}
|
||||
for tag, p in files.items():
|
||||
t = open(p, encoding="utf-8", errors="replace").read()
|
||||
sa = re.findall(r'startupAutorun="([^"]*)"', t)
|
||||
# instance element presence: count id attrs near FromulaExpandData
|
||||
fe = t.count("FromulaExpandData")
|
||||
# find modbootstart-ish global in same file too
|
||||
mb = re.findall(r'modbootstart="([^"]*)"', t)
|
||||
# restarttimelist
|
||||
rt = re.findall(r'restarttimelist="([^"]*)"', t)
|
||||
print("%-11s size=%d startupAutorun=%s FromulaExpandData=%d modbootstart=%s restarttimelist=%s"
|
||||
% (tag, len(t.encode('utf-8')), sa, fe, mb, [esc(x) for x in rt]))
|
||||
|
||||
# Config.xml (user) modbootstart + restart time attrs
|
||||
p2 = os.path.join(root, "userdata", "users", "66639661", "Config.xml")
|
||||
t2 = open(p2, encoding="utf-8", errors="replace").read()
|
||||
for kw in ["modbootstart", "restarttime", "restarttimelist", "TradeSetting"]:
|
||||
for m in re.finditer(re.escape(kw), t2):
|
||||
a = max(0, m.start() - 80)
|
||||
b = min(len(t2), m.end() + 250)
|
||||
print("CFG", esc(t2[a:b]).replace("\\n", " ")[:400])
|
||||
print("---")
|
||||
print("DONE3")
|
||||
@@ -1,41 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only: dump instance entry from indexUserConfig.xml + autorun-ish attrs
|
||||
from userdata Config.xml. All output unicode-escaped (console is GBK)."""
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
|
||||
def esc(s):
|
||||
return s.encode("unicode_escape").decode("ascii")
|
||||
|
||||
|
||||
# --- 1) indexUserConfig.xml: element(s) containing the instance name ---
|
||||
p1 = os.path.join(root, "config", "indexUserConfig.xml")
|
||||
t1 = open(p1, encoding="utf-8", errors="replace").read()
|
||||
name = "新建策略文件3"
|
||||
for m in re.finditer(re.escape(name), t1):
|
||||
a = max(0, m.start() - 1500)
|
||||
b = min(len(t1), m.end() + 1500)
|
||||
print("=== indexUserConfig ctx ===")
|
||||
print(esc(t1[a:b]))
|
||||
print("=== end ===")
|
||||
break # first occurrence with wide context
|
||||
|
||||
# also list all attribute names seen in file for flag hunting
|
||||
attrs = sorted(set(re.findall(r'([A-Za-z][A-Za-z0-9_]{2,30})\s*=', t1)))
|
||||
print("ATTRS", esc(",".join(attrs)))
|
||||
|
||||
# --- 2) userdata Config.xml: every line with boot/autorun/mod flags ---
|
||||
p2 = os.path.join(root, "userdata", "users", "66639661", "Config.xml")
|
||||
t2 = open(p2, encoding="utf-8", errors="replace").read()
|
||||
print("=== Config.xml flag lines ===")
|
||||
pat = re.compile(r"(modbootstart|autorun|auto_run|bootstart|selfstart|autostart)", re.I)
|
||||
for m in pat.finditer(t2):
|
||||
a = max(0, m.start() - 300)
|
||||
b = min(len(t2), m.end() + 300)
|
||||
print(esc(t2[a:b]))
|
||||
print("---")
|
||||
print("DONE")
|
||||
@@ -1,40 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Read-only round 2: locate the INSTANCE element (startupAutorun) precisely."""
|
||||
import os
|
||||
import re
|
||||
|
||||
d = open(r"C:\sanguo_bigqmt\qmt_install_dir.txt", encoding="utf-8").read().strip()
|
||||
root = os.path.dirname(d)
|
||||
|
||||
|
||||
def esc(s):
|
||||
return s.encode("unicode_escape").decode("ascii")
|
||||
|
||||
|
||||
p1 = os.path.join(root, "config", "indexUserConfig.xml")
|
||||
t1 = open(p1, encoding="utf-8", errors="replace").read()
|
||||
|
||||
print("### startupAutorun occurrences:", t1.count("startupAutorun"))
|
||||
for m in re.finditer("startupAutorun", t1):
|
||||
a = max(0, m.start() - 900)
|
||||
b = min(len(t1), m.end() + 400)
|
||||
print("=== SA ctx ===")
|
||||
print(esc(t1[a:b]))
|
||||
print("=== end ===")
|
||||
|
||||
print("### name occurrences:", t1.count("新建策略文件3"))
|
||||
for i, m in enumerate(re.finditer("新建策略文件3", t1)):
|
||||
a = max(0, m.start() - 200)
|
||||
b = min(len(t1), m.end() + 200)
|
||||
print("--- occ%d pos%d ---" % (i, m.start()))
|
||||
print(esc(t1[a:b]))
|
||||
|
||||
# Config.xml modbootstart compact
|
||||
p2 = os.path.join(root, "userdata", "users", "66639661", "Config.xml")
|
||||
t2 = open(p2, encoding="utf-8", errors="replace").read()
|
||||
print("### modbootstart occurrences:", t2.lower().count("modbootstart"))
|
||||
for m in re.finditer("modbootstart", t2, re.I):
|
||||
a = max(0, m.start() - 150)
|
||||
b = min(len(t2), m.end() + 150)
|
||||
print(esc(t2[a:b]))
|
||||
print("DONE2")
|
||||
@@ -1 +0,0 @@
|
||||
C:\Python310\python.exe C:\sanguo_bigqmt\qmt_relogin_test.py > C:\sanguo_bigqmt\relogin_test.log 2>&1
|
||||
@@ -1 +0,0 @@
|
||||
& C:\Python310\python.exe -c "import pyautogui; im = pyautogui.screenshot(); im.save(r'C:\sanguo_bigqmt\shot.png'); print('SHOT_OK')"
|
||||
@@ -1 +0,0 @@
|
||||
C:\Python310\python.exe C:\sanguo_bigqmt\qmt_click_pystg.py
|
||||
@@ -1 +0,0 @@
|
||||
C:\Python310\python.exe -c "import pyautogui; pyautogui.FAILSAFE=False; pyautogui.screenshot(r'C:\sanguo_bigqmt\shot.png')"
|
||||
@@ -1,32 +0,0 @@
|
||||
<?xml version="1.0" encoding="UTF-16"?>
|
||||
<Task version="1.2" xmlns="http://schemas.microsoft.com/windows/2004/02/mit/task">
|
||||
<RegistrationInfo>
|
||||
<Description>One-shot console session screenshot for ops diagnosis</Description>
|
||||
</RegistrationInfo>
|
||||
<Triggers>
|
||||
<TimeTrigger>
|
||||
<StartBoundary>2026-09-09T23:59:00</StartBoundary>
|
||||
<Enabled>true</Enabled>
|
||||
</TimeTrigger>
|
||||
</Triggers>
|
||||
<Settings>
|
||||
<DisallowStartIfOnBatteries>false</DisallowStartIfOnBatteries>
|
||||
<StopIfGoingOnBatteries>false</StopIfGoingOnBatteries>
|
||||
<ExecutionTimeLimit>PT5M</ExecutionTimeLimit>
|
||||
<MultipleInstancesPolicy>IgnoreNew</MultipleInstancesPolicy>
|
||||
<Enabled>true</Enabled>
|
||||
</Settings>
|
||||
<Principals>
|
||||
<Principal id="Author">
|
||||
<UserId>Administrator</UserId>
|
||||
<LogonType>InteractiveToken</LogonType>
|
||||
<RunLevel>LeastPrivilege</RunLevel>
|
||||
</Principal>
|
||||
</Principals>
|
||||
<Actions Context="Author">
|
||||
<Exec>
|
||||
<Command>powershell.exe</Command>
|
||||
<Arguments>-NoProfile -ExecutionPolicy Bypass -File C:\sanguo_bigqmt\shot.ps1</Arguments>
|
||||
</Exec>
|
||||
</Actions>
|
||||
</Task>
|
||||
@@ -1,189 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""Execute UI actions from ui_actions.json (list of ops), screenshot after each
|
||||
marked step. Runs in console session via schtask. ASCII output only.
|
||||
|
||||
Ops: click(x,y,clicks,button) move(x,y) key(k) hotkey(keys[]) scroll(dy,x,y)
|
||||
wait(sec) shot(tag)
|
||||
"""
|
||||
import json
|
||||
import time
|
||||
|
||||
import pyautogui
|
||||
|
||||
pyautogui.FAILSAFE = True
|
||||
PLAN = r"C:\sanguo_bigqmt\ui_actions.json"
|
||||
SHOT = r"C:\sanguo_bigqmt\shot_%02d.png"
|
||||
|
||||
plan = json.load(open(PLAN, encoding="utf-8")) # utf-8 regardless of GBK console
|
||||
n = 0
|
||||
|
||||
|
||||
def shot(tag=""):
|
||||
global n
|
||||
n += 1
|
||||
pyautogui.screenshot().save(SHOT % n)
|
||||
print("SHOT_%02d %s" % (n, tag))
|
||||
|
||||
|
||||
for a in plan:
|
||||
op = a["op"]
|
||||
if op == "closewin":
|
||||
import ctypes
|
||||
user32 = ctypes.windll.user32
|
||||
WM_CLOSE = 0x0010
|
||||
if a.get("hwnd"):
|
||||
user32.PostMessageW(a["hwnd"], WM_CLOSE, 0, 0)
|
||||
print("CLOSEWIN hwnd=%s" % a["hwnd"])
|
||||
else:
|
||||
Ws2 = ctypes.WINFUNCTYPE(ctypes.c_bool, ctypes.c_void_p, ctypes.c_void_p)
|
||||
hits = []
|
||||
|
||||
@Ws2
|
||||
def cb2(h2, _):
|
||||
buf = ctypes.create_unicode_buffer(256)
|
||||
user32.GetWindowTextW(h2, buf, 256)
|
||||
if a["contains"] in buf.value:
|
||||
hits.append(h2)
|
||||
return True
|
||||
user32.EnumWindows(cb2, 0)
|
||||
for h2 in hits:
|
||||
user32.PostMessageW(h2, WM_CLOSE, 0, 0)
|
||||
print("CLOSEWIN %s hwnd=%s" % (a["contains"], h2))
|
||||
if op == "exec":
|
||||
import subprocess
|
||||
r = subprocess.run([r"C:\Python310\python.exe", a["script"]],
|
||||
capture_output=True, text=True, timeout=60)
|
||||
for ln in (r.stdout or "").splitlines():
|
||||
print("X| " + ln)
|
||||
for ln in (r.stderr or "").splitlines()[:10]:
|
||||
print("E| " + ln)
|
||||
if op == "activate":
|
||||
import ctypes
|
||||
user32 = ctypes.windll.user32
|
||||
title = a.get("title")
|
||||
h = user32.FindWindowW(None, title) if title else 0
|
||||
if not h and a.get("contains"):
|
||||
Ws = ctypes.WINFUNCTYPE(ctypes.c_bool, ctypes.c_void_p, ctypes.c_void_p)
|
||||
found = []
|
||||
|
||||
@Ws
|
||||
def cb(h2, _):
|
||||
buf = ctypes.create_unicode_buffer(256)
|
||||
user32.GetWindowTextW(h2, buf, 256)
|
||||
if a["contains"] in buf.value and user32.IsWindowVisible(h2):
|
||||
found.append(h2)
|
||||
return True
|
||||
user32.EnumWindows(cb, 0)
|
||||
h = found[0] if found else 0
|
||||
if h:
|
||||
user32.ShowWindow(h, 9) # SW_RESTORE
|
||||
user32.SetForegroundWindow(h)
|
||||
time.sleep(0.8)
|
||||
print("ACTIVATE ok hwnd=%s title=%s" % (h, a.get("title") or a.get("contains")))
|
||||
else:
|
||||
print("ACTIVATE_FAIL not_found")
|
||||
if op == "launch":
|
||||
import subprocess
|
||||
cwd = a.get("cwd") or None
|
||||
subprocess.Popen([a["exe"]] + list(a.get("args", [])), cwd=cwd)
|
||||
print("LAUNCH %s %s" % (a["exe"].encode("unicode_escape").decode("ascii"),
|
||||
" ".join(a.get("args", []))))
|
||||
if op == "minimize":
|
||||
import ctypes
|
||||
user32 = ctypes.windll.user32
|
||||
if a.get("hwnd"):
|
||||
user32.ShowWindow(a["hwnd"], 6) # SW_MINIMIZE
|
||||
print("MINIMIZE hwnd=%s" % a["hwnd"])
|
||||
elif a.get("contains"):
|
||||
Ws3 = ctypes.WINFUNCTYPE(ctypes.c_bool, ctypes.c_void_p, ctypes.c_void_p)
|
||||
hits = []
|
||||
|
||||
@Ws3
|
||||
def cb3(h2, _):
|
||||
buf = ctypes.create_unicode_buffer(256)
|
||||
user32.GetWindowTextW(h2, buf, 256)
|
||||
if a["contains"] in buf.value and user32.IsWindowVisible(h2):
|
||||
hits.append(h2)
|
||||
return True
|
||||
user32.EnumWindows(cb3, 0)
|
||||
for h2 in hits[:1]:
|
||||
user32.ShowWindow(h2, 6)
|
||||
print("MINIMIZE %s hwnd=%s" % (a["contains"], h2))
|
||||
if op == "credtype":
|
||||
# decrypt DPAPI secret in-process and type it into field (x,y).
|
||||
# never printed, never written to disk.
|
||||
import base64
|
||||
import ctypes
|
||||
class DATA_BLOB(ctypes.Structure):
|
||||
_fields_ = [("cbData", ctypes.c_ulong),
|
||||
("pbData", ctypes.POINTER(ctypes.c_char))]
|
||||
enc_hex = open(r"C:\sanguo_bigqmt\creds\qmt_login.enc",
|
||||
encoding="ascii").read().strip()
|
||||
raw = bytes.fromhex(enc_hex)
|
||||
bin_ = DATA_BLOB(len(raw), ctypes.cast(
|
||||
ctypes.create_string_buffer(raw, len(raw)),
|
||||
ctypes.POINTER(ctypes.c_char)))
|
||||
bout = DATA_BLOB()
|
||||
ok = ctypes.windll.crypt32.CryptUnprotectData(
|
||||
ctypes.byref(bin_), None, None, None, None, 0, ctypes.byref(bout))
|
||||
if not ok:
|
||||
print("CREDTYPE decrypt_failed")
|
||||
else:
|
||||
plain = ctypes.string_at(bout.pbData, bout.cbData).decode(
|
||||
"utf-16-le", errors="replace").rstrip("\x00")
|
||||
# cred json: {"user": "...", "password": "..."}
|
||||
import json as _j
|
||||
pw = _j.loads(plain)["password"]
|
||||
pyautogui.click(a["x"], a["y"])
|
||||
time.sleep(0.4)
|
||||
pyautogui.typewrite(pw, interval=0.06)
|
||||
print("CREDTYPE typed len=%d" % len(pw))
|
||||
ctypes.windll.kernel32.LocalFree(bout.pbData)
|
||||
if op == "text":
|
||||
# type arbitrary (ASCII) text at x,y — used for captcha fields
|
||||
pyautogui.click(a["x"], a["y"])
|
||||
time.sleep(0.3)
|
||||
pyautogui.typewrite(a["s"], interval=0.08)
|
||||
print("TEXT typed len=%d" % len(a["s"]))
|
||||
if op == "info":
|
||||
im = pyautogui.screenshot()
|
||||
print("SIZE_cursor=%s SIZE_bitmap=%s" % (pyautogui.size(), im.size))
|
||||
if op == "shot":
|
||||
shot(a.get("tag", ""))
|
||||
elif op == "region":
|
||||
n += 1
|
||||
im = pyautogui.screenshot()
|
||||
im.crop((a["x"], a["y"], a["x"] + a["w"], a["y"] + a["h"])).save(
|
||||
SHOT % n)
|
||||
print("REGION_%02d %s" % (n, a.get("tag", "")))
|
||||
elif op == "zoom":
|
||||
n += 1
|
||||
s = a.get("scale", 3)
|
||||
im = pyautogui.screenshot().crop(
|
||||
(a["x"], a["y"], a["x"] + a["w"], a["y"] + a["h"]))
|
||||
im = im.resize((im.width * s, im.height * s))
|
||||
im.save(SHOT % n)
|
||||
print("ZOOM_%02d %s" % (n, a.get("tag", "")))
|
||||
elif op == "click":
|
||||
pyautogui.click(a["x"], a["y"], clicks=a.get("clicks", 1),
|
||||
interval=0.35, button=a.get("button", "left"))
|
||||
print("CLICK %s %s x%s" % (a["x"], a["y"], a.get("clicks", 1)))
|
||||
elif op == "move":
|
||||
pyautogui.moveTo(a["x"], a["y"], duration=0.25)
|
||||
print("MOVE %s %s" % (a["x"], a["y"]))
|
||||
elif op == "key":
|
||||
pyautogui.press(a["key"])
|
||||
print("KEY %s" % a["key"])
|
||||
elif op == "hotkey":
|
||||
pyautogui.hotkey(*a["keys"])
|
||||
print("HOTKEY %s" % "+".join(a["keys"]))
|
||||
elif op == "scroll":
|
||||
pyautogui.scroll(a.get("dy", -300), x=a.get("x"), y=a.get("y"))
|
||||
print("SCROLL %s" % a.get("dy", -300))
|
||||
elif op == "wait":
|
||||
time.sleep(a["sec"])
|
||||
print("WAIT %s" % a["sec"])
|
||||
time.sleep(a.get("after", 0.6))
|
||||
|
||||
shot("end")
|
||||
print("UI_ACT_DONE nshots=%d" % n)
|
||||
@@ -1,32 +0,0 @@
|
||||
<?xml version="1.0" encoding="UTF-16"?>
|
||||
<Task version="1.2" xmlns="http://schemas.microsoft.com/windows/2004/02/mit/task">
|
||||
<RegistrationInfo>
|
||||
<Description>Console-session UI action runner for QMT ops</Description>
|
||||
</RegistrationInfo>
|
||||
<Triggers>
|
||||
<TimeTrigger>
|
||||
<StartBoundary>2026-09-09T23:59:00</StartBoundary>
|
||||
<Enabled>true</Enabled>
|
||||
</TimeTrigger>
|
||||
</Triggers>
|
||||
<Settings>
|
||||
<DisallowStartIfOnBatteries>false</DisallowStartIfOnBatteries>
|
||||
<StopIfGoingOnBatteries>false</StopIfGoingOnBatteries>
|
||||
<ExecutionTimeLimit>PT5M</ExecutionTimeLimit>
|
||||
<MultipleInstancesPolicy>IgnoreNew</MultipleInstancesPolicy>
|
||||
<Enabled>true</Enabled>
|
||||
</Settings>
|
||||
<Principals>
|
||||
<Principal id="Author">
|
||||
<UserId>Administrator</UserId>
|
||||
<LogonType>InteractiveToken</LogonType>
|
||||
<RunLevel>LeastPrivilege</RunLevel>
|
||||
</Principal>
|
||||
</Principals>
|
||||
<Actions Context="Author">
|
||||
<Exec>
|
||||
<Command>powershell.exe</Command>
|
||||
<Arguments>-NoProfile -ExecutionPolicy Bypass -File C:\sanguo_bigqmt\ui_act.ps1</Arguments>
|
||||
</Exec>
|
||||
</Actions>
|
||||
</Task>
|
||||
@@ -1,83 +0,0 @@
|
||||
# -*- coding: utf-8 -*-
|
||||
"""value 双轨重锚工序(2026-09-11 夜,用户拍板A)。
|
||||
stop(live_21+shadow_62) -> 等停死 -> 备份+删 live_state.json 的 strategy_start_date -> start。
|
||||
安全闸: 引擎未停死拒绝改档。用法: python -X utf8 C:\\sanguo_bigqmt\\reanchor_value.py [edit-only]
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import datetime
|
||||
import json
|
||||
import shutil
|
||||
import sqlite3
|
||||
import sys
|
||||
import time
|
||||
|
||||
DB = r"C:\sanguo_vnpy_v2\data\backtest_results.db"
|
||||
RUNTIMES = [r"C:\sanguo_vnpy_v2\runtime\live_21\live_state.json",
|
||||
r"C:\sanguo_vnpy_v2\runtime\shadow_62\live_state.json"]
|
||||
|
||||
|
||||
def _children_alive():
|
||||
"""返回 (live_21存活, shadow_62存活)。"""
|
||||
import psutil
|
||||
live21 = shadow62 = False
|
||||
for p in psutil.process_iter(["pid", "name", "cmdline"]):
|
||||
if "python" not in (p.info["name"] or "").lower():
|
||||
continue
|
||||
cmd = p.info["cmdline"] or []
|
||||
joined = " ".join(cmd)
|
||||
if "runner_live" in joined and "21" in cmd:
|
||||
live21 = True
|
||||
if "sanguo_trader.shadow" in joined and "62" in cmd and "--auto" not in joined:
|
||||
shadow62 = True
|
||||
return live21, shadow62
|
||||
|
||||
|
||||
def _set_status(value):
|
||||
with sqlite3.connect(DB, timeout=15) as c:
|
||||
c.execute("UPDATE live_accounts SET status=? WHERE id=21", (value,))
|
||||
c.execute("UPDATE paper_accounts SET status=? WHERE id=62 "
|
||||
"AND mode='shadow' AND strategy_type='portfolio'", (value,))
|
||||
c.commit()
|
||||
print("STATUS ->", value)
|
||||
|
||||
|
||||
def main():
|
||||
edit_only = len(sys.argv) > 1 and sys.argv[1] == "edit-only"
|
||||
if not edit_only:
|
||||
# 1. stop
|
||||
_set_status("stopped")
|
||||
t0 = time.time()
|
||||
while time.time() - t0 < 150:
|
||||
l, s = _children_alive()
|
||||
if not l and not s:
|
||||
print("HARVEST_DONE %.0fs" % (time.time() - t0))
|
||||
break
|
||||
time.sleep(10)
|
||||
else:
|
||||
print("HARVEST_TIMEOUT live21=%s shadow62=%s" % _children_alive())
|
||||
raise SystemExit(1)
|
||||
# 2. 安全闸 + 备份 + 删字段
|
||||
l, s = _children_alive()
|
||||
if l or s:
|
||||
print("SAFETY_ABORT engines still alive", l, s)
|
||||
raise SystemExit(1)
|
||||
stamp = datetime.datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
for path in RUNTIMES:
|
||||
bak = path + ".bak_reanchor_" + stamp
|
||||
shutil.copy2(path, bak)
|
||||
st = json.load(open(path, encoding="utf-8"))
|
||||
strat = st.get("strategy") or {}
|
||||
old = strat.pop("strategy_start_date", None)
|
||||
st["strategy"] = strat
|
||||
json.dump(st, open(path, "w", encoding="utf-8"), ensure_ascii=False, indent=1)
|
||||
print("EDIT", path, "old_start=", old, "bak=", bak.split("\\")[-1])
|
||||
if edit_only:
|
||||
return
|
||||
# 3. start
|
||||
_set_status("running")
|
||||
print("STARTED — 等 boot 后读新锚(post 锚=首个交易日事件日)")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,41 +0,0 @@
|
||||
"""端到端冒烟：验证 read_db_daily 能读 NAS quant_trading.db（真实数据）。
|
||||
|
||||
在临时容器内跑（docker run --rm，挂载 /volume1/stock + /app）。
|
||||
探测 vnpy 4.4.0 database 配置 + 验证数据读取。
|
||||
"""
|
||||
import sys
|
||||
sys.path.insert(0, "/app")
|
||||
|
||||
print("=== Step 1: 探测 vnpy 4.4.0 database 配置 ===")
|
||||
from vnpy.trader.setting import SETTINGS
|
||||
db_keys = {k: v for k, v in SETTINGS.items() if "database" in k.lower() or "sql" in k.lower()}
|
||||
print("database 相关 SETTINGS:", db_keys)
|
||||
|
||||
SETTINGS["database.driver"] = "sqlite"
|
||||
SETTINGS["database.database"] = "/volume1/stock/sanguo_vnpy/data/quant_trading.db"
|
||||
print(f"已设置: driver=sqlite, database={SETTINGS['database.database']}")
|
||||
|
||||
print("\n=== Step 2: 加载 sanguo_data 配置 ===")
|
||||
from sanguo_data.config import load_config
|
||||
cfg = load_config("config/data_platform.yaml")
|
||||
print(f"cfg vnpy_db: {cfg.data_paths.get('vnpy_db')}")
|
||||
|
||||
print("\n=== Step 3: read_db_daily 读 600000 ===")
|
||||
try:
|
||||
from sanguo_data.datareader import read_db_daily
|
||||
bars = read_db_daily("600000", "2026-01-01", "2026-06-30", cfg)
|
||||
print(f"RESULT: 读取 {len(bars)} 条 BarData")
|
||||
if bars:
|
||||
b = bars[0]
|
||||
print(f"FIRST: symbol={b.symbol} dt={b.datetime} close={b.close_price} vol={b.volume}")
|
||||
else:
|
||||
print("WARN: 0 条——可能 vnpy database 路径配置不对，或数据不在该 symbol/区间")
|
||||
except Exception as e:
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
print(f"FAIL: {type(e).__name__}: {e}")
|
||||
|
||||
print("\n=== Step 4: 直接探测 NAS db 文件 ===")
|
||||
import os
|
||||
db_path = "/volume1/stock/sanguo_vnpy/data/quant_trading.db"
|
||||
print(f"{db_path} exists: {os.path.exists(db_path)}, size: {os.path.getsize(db_path) if os.path.exists(db_path) else 'N/A'}")
|
||||
@@ -1,43 +0,0 @@
|
||||
"""Phase 2 端到端冒烟：result_store + 因子 registry + API + data_adapter（真实数据）。"""
|
||||
import sys
|
||||
sys.path.insert(0, "/app")
|
||||
sys.path.insert(0, "/app/vnpy_v4.4.0")
|
||||
|
||||
|
||||
def main():
|
||||
print("=== Phase 2 E2E Smoke ===")
|
||||
import pandas as pd
|
||||
|
||||
# 1. result_store 增删查
|
||||
from sanguo_backtest.result_store import save_result, load_result, BacktestResult
|
||||
r = BacktestResult("smoke", "cta", "done", "Test", "600000", {"n": 5},
|
||||
"2024-01-01", "2024-06-30", {"return": 0.1},
|
||||
pd.DataFrame({"e": [1.0]}), pd.DataFrame(), None)
|
||||
rid = save_result(r, db_path="/tmp/smoke.db", file_dir="/tmp")
|
||||
print(f" result_store: id={rid}, strategy={load_result(rid, '/tmp/smoke.db').strategy}")
|
||||
|
||||
# 2. 因子 registry
|
||||
import sanguo_factor.library
|
||||
from sanguo_factor.registry import list_factors
|
||||
print(f" factors: {len(list_factors())} total, {len(list_factors('builtin'))} builtin")
|
||||
|
||||
# 3. API 启动
|
||||
from sanguo_api.app import create_app
|
||||
app = create_app(db_path="/tmp/smoke.db", file_dir="/tmp")
|
||||
routes = [r.path for r in app.routes if hasattr(r, "path")]
|
||||
print(f" API routes: {len(routes)} loaded")
|
||||
|
||||
# 4. data_adapter（真实 A 股数据）
|
||||
from sanguo_data.datareader import read_db_daily
|
||||
from sanguo_data.config import load_config
|
||||
from sanguo_factor.data_adapter import convert_bars_to_alpha_df
|
||||
cfg = load_config("/app/config/data_platform.yaml")
|
||||
bars = read_db_daily("600000", "2024-01-01", "2024-06-30", cfg)
|
||||
df = convert_bars_to_alpha_df(bars)
|
||||
print(f" data_adapter: {len(bars)} bars -> df height={df.height}, cols={df.columns[:5]}...")
|
||||
|
||||
print("=== Phase 2 Smoke DONE ===")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,344 +0,0 @@
|
||||
"""Phase 3a 端到端冒烟：异步 submit + WS 阶段 + JWT + tears（容器）。"""
|
||||
import sys
|
||||
import os
|
||||
import asyncio
|
||||
import tempfile
|
||||
import shutil
|
||||
|
||||
# Set up paths for both local and container environments
|
||||
if os.path.exists("/app"):
|
||||
sys.path.insert(0, "/app")
|
||||
sys.path.insert(0, "/app/vnpy_v4.4.0")
|
||||
print("=== Using container paths ===")
|
||||
else:
|
||||
# Local development environment
|
||||
repo_root = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
|
||||
sys.path.insert(0, repo_root)
|
||||
vnpy_path = os.path.join(repo_root, "vnpy_v4.4.0")
|
||||
if vnpy_path not in sys.path:
|
||||
sys.path.insert(0, vnpy_path)
|
||||
print(f"=== Using local paths: {repo_root} ===")
|
||||
|
||||
|
||||
def test_sys_path():
|
||||
"""Test sys.path configuration"""
|
||||
print("=== SYS.PATH CONFIG ===")
|
||||
for i, p in enumerate(sys.path[:3]):
|
||||
print(f" path[{i}]: {p}")
|
||||
print("=== PASS: sys.path configured ===")
|
||||
print()
|
||||
|
||||
|
||||
def test_jwt_login():
|
||||
"""Test JWT login endpoint"""
|
||||
print("=== JWT LOGIN TEST ===")
|
||||
try:
|
||||
from fastapi.testclient import TestClient
|
||||
from sanguo_api.app import create_app
|
||||
from sanguo_api.auth import hash_password
|
||||
|
||||
# Create temporary directory for test
|
||||
tmpdir = tempfile.mkdtemp()
|
||||
db_path = os.path.join(tmpdir, "test.db")
|
||||
file_dir = tmpdir
|
||||
|
||||
try:
|
||||
# Generate real password hash using bcrypt directly
|
||||
test_password = "password123"
|
||||
password_hash = hash_password(test_password)
|
||||
|
||||
# Create app with auth config
|
||||
app = create_app(
|
||||
db_path=db_path,
|
||||
file_dir=file_dir,
|
||||
auth_config={
|
||||
"username": "admin",
|
||||
"password_hash": password_hash,
|
||||
"jwt_secret": "test-secret",
|
||||
"expire_minutes": 60
|
||||
},
|
||||
max_workers=1
|
||||
)
|
||||
|
||||
# Test login with TestClient - REAL password verification
|
||||
client = TestClient(app)
|
||||
response = client.post("/api/v1/auth/login", json={
|
||||
"username": "admin",
|
||||
"password": test_password
|
||||
})
|
||||
|
||||
assert response.status_code == 200, f"Expected 200, got {response.status_code}"
|
||||
data = response.json()
|
||||
assert "token" in data, "Token not in response"
|
||||
print(f" Login successful, token: {data['token'][:20]}...")
|
||||
print("=== PASS: JWT login ===")
|
||||
return data['token']
|
||||
finally:
|
||||
shutil.rmtree(tmpdir, ignore_errors=True)
|
||||
except Exception as e:
|
||||
print(f" === FAIL: JWT login test failed: {type(e).__name__}: {e} ===")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
print("=== FAIL: JWT login ===")
|
||||
return None
|
||||
|
||||
|
||||
def test_protected_route_auth():
|
||||
"""Test protected route authentication"""
|
||||
print("=== PROTECTED ROUTE AUTH TEST ===")
|
||||
try:
|
||||
from fastapi.testclient import TestClient
|
||||
from sanguo_api.app import create_app
|
||||
from sanguo_api.auth import hash_password
|
||||
|
||||
tmpdir = tempfile.mkdtemp()
|
||||
db_path = os.path.join(tmpdir, "test.db")
|
||||
file_dir = tmpdir
|
||||
|
||||
try:
|
||||
# Generate real password hash using bcrypt directly
|
||||
test_password = "password123"
|
||||
password_hash = hash_password(test_password)
|
||||
|
||||
app = create_app(
|
||||
db_path=db_path,
|
||||
file_dir=file_dir,
|
||||
auth_config={
|
||||
"username": "admin",
|
||||
"password_hash": password_hash,
|
||||
"jwt_secret": "test-secret",
|
||||
"expire_minutes": 60
|
||||
},
|
||||
max_workers=1
|
||||
)
|
||||
|
||||
client = TestClient(app)
|
||||
|
||||
# Test without token - should get 401
|
||||
response = client.get("/api/v1/task/foo")
|
||||
assert response.status_code == 401, f"Expected 401 without token, got {response.status_code}"
|
||||
print(" No token: 401 Unauthorized ✓")
|
||||
|
||||
# Get valid token using REAL password verification
|
||||
login_response = client.post("/api/v1/auth/login", json={
|
||||
"username": "admin",
|
||||
"password": test_password
|
||||
})
|
||||
token = login_response.json()["token"]
|
||||
|
||||
# Test with token but non-existent task - should get 404
|
||||
response = client.get(
|
||||
"/api/v1/task/foo",
|
||||
headers={"Authorization": f"Bearer {token}"}
|
||||
)
|
||||
assert response.status_code == 404, f"Expected 404 with valid token, got {response.status_code}"
|
||||
print(" Valid token, non-existent task: 404 Not Found ✓")
|
||||
print("=== PASS: protected route auth ===")
|
||||
finally:
|
||||
shutil.rmtree(tmpdir, ignore_errors=True)
|
||||
except Exception as e:
|
||||
print(f" === FAIL: Protected route auth test failed: {type(e).__name__}: {e} ===")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
print("=== FAIL: protected route auth ===")
|
||||
|
||||
|
||||
async def test_orchestrator_async():
|
||||
"""Test orchestrator async submission"""
|
||||
print("=== ORCHESTRATOR ASYNC TEST ===")
|
||||
from sanguo_orchestrator.runner import Orchestrator
|
||||
|
||||
tmpdir = tempfile.mkdtemp()
|
||||
db_path = os.path.join(tmpdir, "test.db")
|
||||
|
||||
try:
|
||||
orch = Orchestrator(db_path=db_path, file_dir=tmpdir, max_workers=1)
|
||||
|
||||
# Check executor type
|
||||
from concurrent.futures import ProcessPoolExecutor
|
||||
executor_type = type(orch.pool.executor).__name__
|
||||
print(f" Orchestrator pool executor: {executor_type}")
|
||||
assert executor_type == "ProcessPoolExecutor", f"Expected ProcessPoolExecutor, got {executor_type}"
|
||||
|
||||
# Submit a tiny factor task
|
||||
task_id = await orch.submit_factor(
|
||||
symbols=["600000.SSE"],
|
||||
factor_names=["ma5"],
|
||||
start="2024-01-01",
|
||||
end="2024-06-30",
|
||||
cfg=None, # Use default config for smoke test
|
||||
output_dir=tmpdir
|
||||
)
|
||||
|
||||
print(f" Task submitted: {task_id}")
|
||||
assert task_id.startswith("factor_"), f"Expected task_id to start with 'factor_', got {task_id}"
|
||||
|
||||
# Check task status
|
||||
status = orch.get_status(task_id)
|
||||
print(f" Task status: {status}")
|
||||
|
||||
print("=== PASS: orchestrator async ===")
|
||||
return task_id
|
||||
finally:
|
||||
shutil.rmtree(tmpdir, ignore_errors=True)
|
||||
|
||||
|
||||
async def test_ws_stage_wiring():
|
||||
"""Test WebSocket stage callback wiring"""
|
||||
print("=== WS STAGE WIRING TEST ===")
|
||||
from sanguo_api.app import create_app
|
||||
from sanguo_api.ws import manager
|
||||
from sanguo_api.routes import get_orchestrator
|
||||
from sanguo_api.auth import hash_password
|
||||
|
||||
tmpdir = tempfile.mkdtemp()
|
||||
db_path = os.path.join(tmpdir, "test.db")
|
||||
|
||||
try:
|
||||
# Generate real password hash using bcrypt directly
|
||||
test_password = "password123"
|
||||
password_hash = hash_password(test_password)
|
||||
|
||||
# Create app to trigger wiring
|
||||
app = create_app(
|
||||
db_path=db_path,
|
||||
file_dir=tmpdir,
|
||||
auth_config={
|
||||
"username": "admin",
|
||||
"password_hash": password_hash,
|
||||
"jwt_secret": "test-secret",
|
||||
"expire_minutes": 60
|
||||
},
|
||||
max_workers=1
|
||||
)
|
||||
|
||||
# Check orchestrator has on_stage callback set
|
||||
orch = get_orchestrator()
|
||||
assert orch._on_stage is not None, "on_stage callback not set"
|
||||
|
||||
print(" WS manager exists ✓")
|
||||
print(" on_stage callback wired ✓")
|
||||
print("=== PASS: WS stage wiring ===")
|
||||
finally:
|
||||
shutil.rmtree(tmpdir, ignore_errors=True)
|
||||
|
||||
|
||||
async def test_real_factor_tears_pipeline():
|
||||
"""Test real factor tears pipeline with multiprocessing guard"""
|
||||
print("=== REAL FACTOR TEARS PIPELINE TEST ===")
|
||||
|
||||
# Check if we're in container with full dependencies
|
||||
try:
|
||||
import polars
|
||||
import alphalens
|
||||
print(" Container environment detected (polars + alphalens available)")
|
||||
except ImportError as e:
|
||||
print(f" === SKIP: polars/alphalens not available ({e}) ===")
|
||||
return
|
||||
|
||||
tmpdir = tempfile.mkdtemp()
|
||||
output_dir = os.path.join(tmpdir, "factor_output")
|
||||
|
||||
try:
|
||||
from sanguo_factor.analyzer import run_factor_analysis
|
||||
from sanguo_data.config import load_config
|
||||
|
||||
# Load config for database access
|
||||
if os.path.exists("/app/config/data_platform.yaml"):
|
||||
cfg = load_config("/app/config/data_platform.yaml")
|
||||
print(" Loaded database config")
|
||||
else:
|
||||
print(" === SKIP: database config not found ===")
|
||||
return
|
||||
|
||||
# ≥2 symbols: alphalens IC is cross-sectional (1 symbol → empty bins → fails)
|
||||
symbols = ["600000", "000001", "300750"] # BARE symbols (no .EXCHANGE suffix) for DB lookup
|
||||
factor_names = ["ma5"] # Simple factor
|
||||
start = "2024-01-01"
|
||||
end = "2024-06-30" # Use longer range for reliable IC (Phase 1 confirmed 541 bars)
|
||||
|
||||
print(f" Running factor analysis: {symbols}, {factor_names}, {start} to {end}")
|
||||
print(" This will test the multiprocessing pipeline...")
|
||||
|
||||
# Run the analysis
|
||||
result = run_factor_analysis(
|
||||
symbols=symbols,
|
||||
factor_names=factor_names,
|
||||
start=start,
|
||||
end=end,
|
||||
cfg=cfg,
|
||||
output_dir=output_dir
|
||||
)
|
||||
|
||||
print(f" Analysis complete: {len(result.factor_names)} factors processed")
|
||||
print(f" IC summary: {result.ic_summary}")
|
||||
print(f" Report paths: {result.report_paths}")
|
||||
|
||||
# Verify we got a result
|
||||
assert result is not None, "Result is None"
|
||||
assert len(result.factor_names) > 0, "No factors processed"
|
||||
|
||||
# CRITICAL: Verify IC is non-empty (Root cause C fix)
|
||||
assert result.ic_summary, "ic_summary empty - no IC computed"
|
||||
assert "ma5" in result.ic_summary, "ma5 not in ic_summary"
|
||||
assert result.ic_summary["ma5"].get("ic"), "no IC data for ma5"
|
||||
print(f" ✓ IC computed: {result.ic_summary['ma5']['ic']}")
|
||||
|
||||
# Check if any reports were generated
|
||||
if result.report_paths:
|
||||
print(f" Tears report generated: {result.report_paths}")
|
||||
for factor_name, path in result.report_paths.items():
|
||||
if os.path.exists(path.replace('.html', '.png')): # Check for actual PNG file
|
||||
print(f" ✓ {factor_name}: {path}")
|
||||
else:
|
||||
print(f" ⚠ {factor_name}: {path} (file not found)")
|
||||
|
||||
print("=== PASS: real factor tears pipeline ===")
|
||||
except Exception as e:
|
||||
print(f" === FAIL: real tears pipeline failed with {type(e).__name__}: {e} ===")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
raise
|
||||
finally:
|
||||
shutil.rmtree(tmpdir, ignore_errors=True)
|
||||
|
||||
|
||||
async def main():
|
||||
"""Run all Phase 3a smoke tests"""
|
||||
print("\n")
|
||||
print("=" * 60)
|
||||
print("PHASE 3A SMOKE TEST SUITE")
|
||||
print("=" * 60)
|
||||
print()
|
||||
|
||||
# Test 1: sys.path configuration
|
||||
test_sys_path()
|
||||
|
||||
# Test 2: JWT login
|
||||
test_jwt_login()
|
||||
|
||||
# Test 3: Protected route authentication
|
||||
test_protected_route_auth()
|
||||
|
||||
# Test 4: Orchestrator async submission
|
||||
await test_orchestrator_async()
|
||||
|
||||
# Test 5: WebSocket stage wiring
|
||||
await test_ws_stage_wiring()
|
||||
|
||||
# Test 6: Real factor tears pipeline (container only)
|
||||
await test_real_factor_tears_pipeline()
|
||||
|
||||
print()
|
||||
print("=" * 60)
|
||||
print("PHASE 3A SMOKE TEST SUITE: ALL TESTS PASSED")
|
||||
print("=" * 60)
|
||||
print()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# CRITICAL: multiprocessing guard for vnpy.alpha
|
||||
# This is required because vnpy.alpha's AlphaDataset.prepare_data() spawns
|
||||
# a multiprocessing.Pool, which fails without this guard on spawn platforms
|
||||
print("=== Running with multiprocessing guard ===")
|
||||
asyncio.run(main())
|
||||
@@ -1,81 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Phase 3b S1 end-to-end smoke.
|
||||
|
||||
Login -> submit CTA backtest (DoubleMaStrategy on 600000) -> poll status ->
|
||||
verify the result-page endpoints (equity-curve / daily-pnl / trades / kline)
|
||||
return non-empty data.
|
||||
|
||||
Runs from the Mac against the NAS container (http://192.168.2.154:8000).
|
||||
No third-party deps (urllib only).
|
||||
"""
|
||||
import json
|
||||
import sys
|
||||
import time
|
||||
import urllib.request
|
||||
|
||||
BASE = "http://192.168.2.154:8000"
|
||||
|
||||
|
||||
def _request(method: str, path: str, token: str | None = None, body: dict | None = None) -> dict:
|
||||
headers = {"Content-Type": "application/json"}
|
||||
if token:
|
||||
headers["Authorization"] = f"Bearer {token}"
|
||||
data = json.dumps(body).encode() if body is not None else None
|
||||
req = urllib.request.Request(BASE + path, data=data, headers=headers, method=method)
|
||||
with urllib.request.urlopen(req, timeout=30) as resp:
|
||||
return json.loads(resp.read())
|
||||
|
||||
|
||||
def main() -> int:
|
||||
tok = _request("POST", "/api/v1/auth/login", body={"username": "admin", "password": "admin"})["token"]
|
||||
print("[1] login OK")
|
||||
|
||||
sub = _request("POST", "/api/v1/backtest/cta", token=tok, body={
|
||||
"symbol": "600000",
|
||||
"strategy": "DoubleMaStrategy",
|
||||
"params": {"fast_window": 10, "slow_window": 20, "fixed_size": 1},
|
||||
"start": "2024-01-01",
|
||||
"end": "2024-06-30",
|
||||
})
|
||||
tid = sub["task_id"]
|
||||
print(f"[2] submitted: {tid}")
|
||||
|
||||
status = "pending"
|
||||
for i in range(60):
|
||||
s = _request("GET", f"/api/v1/task/{tid}", token=tok)
|
||||
status = s["status"]
|
||||
print(f" [{i:02d}] status={status} stage={s.get('stage', '')}")
|
||||
if status in ("done", "failed"):
|
||||
break
|
||||
time.sleep(3)
|
||||
|
||||
if status != "done":
|
||||
print(f"[!] backtest did not complete: {status}")
|
||||
return 1
|
||||
|
||||
eq = _request("GET", f"/api/v1/task/{tid}/equity-curve", token=tok)
|
||||
pnl = _request("GET", f"/api/v1/task/{tid}/daily-pnl", token=tok)
|
||||
tr = _request("GET", f"/api/v1/task/{tid}/trades", token=tok)
|
||||
kl = _request("GET", "/api/v1/kline?symbol=600000&start=2024-01-01&end=2024-06-30", token=tok)
|
||||
|
||||
n_eq = len(eq.get("equity_curve", []))
|
||||
n_pnl = len(pnl.get("daily_pnl", []))
|
||||
n_tr = len(tr.get("trades", []))
|
||||
n_kl = len(kl.get("kline", []))
|
||||
print(f"[3] equity={n_eq} pnl={n_pnl} trades={n_tr} kline={n_kl}")
|
||||
|
||||
assert n_eq > 0, "equity_curve empty"
|
||||
assert n_kl > 0, "kline empty"
|
||||
print("[4] SMOKE PASSED")
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
try:
|
||||
sys.exit(main())
|
||||
except AssertionError as e:
|
||||
print(f"[SMOKE FAILED] {e}")
|
||||
sys.exit(2)
|
||||
except Exception as e:
|
||||
print(f"[SMOKE ERROR] {type(e).__name__}: {e}")
|
||||
sys.exit(3)
|
||||
@@ -1,71 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Phase 3b S2 end-to-end smoke: login -> submit factor analysis (ma5,
|
||||
multi-symbol) -> poll -> verify ic-summary non-empty.
|
||||
"""
|
||||
import json
|
||||
import sys
|
||||
import time
|
||||
import urllib.request
|
||||
|
||||
BASE = "http://192.168.2.154:8000"
|
||||
|
||||
|
||||
def _req(method, path, token=None, body=None):
|
||||
headers = {"Content-Type": "application/json"}
|
||||
if token:
|
||||
headers["Authorization"] = f"Bearer {token}"
|
||||
data = json.dumps(body).encode() if body is not None else None
|
||||
req = urllib.request.Request(BASE + path, data=data, headers=headers, method=method)
|
||||
with urllib.request.urlopen(req, timeout=60) as resp:
|
||||
return json.loads(resp.read())
|
||||
|
||||
|
||||
def main() -> int:
|
||||
tok = _req("POST", "/api/v1/auth/login", body={"username": "admin", "password": "admin"})["token"]
|
||||
print("[1] login OK")
|
||||
|
||||
fl = _req("GET", "/api/v1/factor/list", token=tok)
|
||||
print(f"[2] factors: {[f['name'] for f in fl['factors']]}")
|
||||
|
||||
sub = _req("POST", "/api/v1/factor/analyze", token=tok, body={
|
||||
"symbols": ["600000", "000001", "300750"],
|
||||
"factor_names": ["ma5"],
|
||||
"start": "2024-01-01",
|
||||
"end": "2024-06-30",
|
||||
})
|
||||
tid = sub["task_id"]
|
||||
print(f"[3] submitted: {tid}")
|
||||
|
||||
status = "pending"
|
||||
for i in range(60):
|
||||
s = _req("GET", f"/api/v1/task/{tid}", token=tok)
|
||||
status = s["status"]
|
||||
print(f" [{i:02d}] status={status} stage={s.get('stage', '')}")
|
||||
if status in ("done", "failed"):
|
||||
break
|
||||
time.sleep(3)
|
||||
|
||||
if status != "done":
|
||||
print(f"[!] factor analysis did not complete: {status}")
|
||||
return 1
|
||||
|
||||
ic = _req("GET", f"/api/v1/task/{tid}/ic-summary", token=tok)["ic_summary"]
|
||||
print(f"[4] ic_summary keys: {list(ic.keys())}")
|
||||
assert "ma5" in ic, "ma5 missing from ic_summary"
|
||||
ma5 = ic["ma5"]
|
||||
print(f" ma5 status: {ma5.get('status')}")
|
||||
print(f" ma5 ic: {json.dumps(ma5.get('ic', {}), ensure_ascii=False)[:300]}")
|
||||
assert ma5.get("ic"), "ma5 ic empty"
|
||||
print("[5] SMOKE PASSED")
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
try:
|
||||
sys.exit(main())
|
||||
except AssertionError as e:
|
||||
print(f"[SMOKE FAILED] {e}")
|
||||
sys.exit(2)
|
||||
except Exception as e:
|
||||
print(f"[SMOKE ERROR] {type(e).__name__}: {e}")
|
||||
sys.exit(3)
|
||||
@@ -1,67 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Phase 3b S3 smoke: history list + parameter optimization end-to-end."""
|
||||
import json
|
||||
import sys
|
||||
import time
|
||||
import urllib.request
|
||||
|
||||
BASE = "http://192.168.2.154:8000"
|
||||
|
||||
|
||||
def _req(method, path, token=None, body=None):
|
||||
headers = {"Content-Type": "application/json"}
|
||||
if token:
|
||||
headers["Authorization"] = f"Bearer {token}"
|
||||
data = json.dumps(body).encode() if body is not None else None
|
||||
req = urllib.request.Request(BASE + path, data=data, headers=headers, method=method)
|
||||
with urllib.request.urlopen(req, timeout=60) as resp:
|
||||
return json.loads(resp.read())
|
||||
|
||||
|
||||
def main() -> int:
|
||||
tok = _req("POST", "/api/v1/auth/login", body={"username": "admin", "password": "admin"})["token"]
|
||||
|
||||
tasks = _req("GET", "/api/v1/task", token=tok)["tasks"]
|
||||
print(f"[history] {len(tasks)} tasks; latest: {tasks[0]['task_id'] if tasks else 'none'}")
|
||||
assert isinstance(tasks, list)
|
||||
|
||||
sub = _req("POST", "/api/v1/backtest/optimize", token=tok, body={
|
||||
"symbol": "600000",
|
||||
"strategy": "DoubleMaStrategy",
|
||||
"grid": {"fast_window": [5, 15, 5], "slow_window": [15, 25, 5]},
|
||||
"start": "2024-01-01",
|
||||
"end": "2024-06-30",
|
||||
"max_workers": 2,
|
||||
})
|
||||
tid = sub["task_id"]
|
||||
print(f"[optimize] submitted: {tid}")
|
||||
|
||||
status = "pending"
|
||||
for i in range(60):
|
||||
s = _req("GET", f"/api/v1/task/{tid}", token=tok)
|
||||
status = s["status"]
|
||||
print(f" [{i:02d}] {status} {s.get('stage', '')}")
|
||||
if status in ("done", "failed"):
|
||||
break
|
||||
time.sleep(3)
|
||||
|
||||
if status != "done":
|
||||
print(f"[!] optimize failed: {status}")
|
||||
return 1
|
||||
|
||||
res = _req("GET", f"/api/v1/task/{tid}/optimization-results", token=tok)["results"]
|
||||
print(f"[results] {len(res)} param combos")
|
||||
assert len(res) > 0, "no optimization results"
|
||||
for r in res[:3]:
|
||||
print(f" params={r['params']} sharpe={r['statistics'].get('sharpe_ratio')}")
|
||||
print("SMOKE PASSED")
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
try:
|
||||
sys.exit(main())
|
||||
except AssertionError as e:
|
||||
print(f"[FAILED] {e}"); sys.exit(2)
|
||||
except Exception as e:
|
||||
print(f"[ERROR] {type(e).__name__}: {e}"); sys.exit(3)
|
||||
@@ -1,49 +0,0 @@
|
||||
"""Phase 3c 模拟盘端到端冒烟（部署后跑）。
|
||||
|
||||
流程：login → POST /paper/create → GET /paper/{id} → /equity → /trades → /strategies
|
||||
用法：python scripts/smoke_phase3c.py https://vnpy.mysanguo.top admin <password>
|
||||
"""
|
||||
import json
|
||||
import sys
|
||||
import urllib.request
|
||||
|
||||
|
||||
def _req(method: str, base: str, path: str, token: str | None, body=None):
|
||||
url = f"{base}/api/v1{path}"
|
||||
headers = {"Content-Type": "application/json"}
|
||||
if token:
|
||||
headers["Authorization"] = f"Bearer {token}"
|
||||
data = json.dumps(body).encode() if body is not None else None
|
||||
req = urllib.request.Request(url, data=data, headers=headers, method=method)
|
||||
with urllib.request.urlopen(req, timeout=30) as resp:
|
||||
return json.loads(resp.read())
|
||||
|
||||
|
||||
def main() -> int:
|
||||
base = sys.argv[1] if len(sys.argv) > 1 else "http://localhost:8000"
|
||||
user = sys.argv[2] if len(sys.argv) > 2 else "admin"
|
||||
pwd = sys.argv[3] if len(sys.argv) > 3 else "admin"
|
||||
|
||||
tok = _req("POST", base, "/auth/login", None, {"username": user, "password": pwd})["token"]
|
||||
print("✓ login")
|
||||
|
||||
aid = _req("POST", base, "/paper/create", tok, {
|
||||
"mode": "replay", "interval": "d", "symbols": ["600000"],
|
||||
"strategies": [{"name": "DoubleMa", "symbol": "600000",
|
||||
"match_session": "next_open"}],
|
||||
"start": "2024-01-01", "end": "2024-06-30", "initial_capital": 1_000_000,
|
||||
})["account_id"]
|
||||
print(f"✓ create paper #{aid}")
|
||||
|
||||
assert _req("GET", base, f"/paper/{aid}", tok)["id"] == aid
|
||||
print("✓ get paper")
|
||||
assert isinstance(_req("GET", base, f"/paper/{aid}/equity", tok), list)
|
||||
assert isinstance(_req("GET", base, f"/paper/{aid}/trades", tok), list)
|
||||
assert isinstance(_req("GET", base, f"/paper/{aid}/strategies", tok), list)
|
||||
print("✓ equity / trades / strategies")
|
||||
print(f"\n✅ Phase 3c 冒烟通过（account #{aid}）")
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
sys.exit(main())
|
||||
@@ -1,99 +0,0 @@
|
||||
"""S1: 验证 vnpy.alpha 能否处理 A 股数据（Phase 1 真实数据 → AlphaLab → 因子计算）。
|
||||
|
||||
验证链：
|
||||
1. AlphaLab init
|
||||
2. read_db_daily 读 A 股 bars（Phase 1）
|
||||
3. save_bar_data + load_bar_data（存取兼容性）
|
||||
4. 构造 panel df（datetime, vt_symbol, OHLCV）
|
||||
5. AlphaDataset + add_feature(ma5) + prepare_data（spawn pool 因子计算）
|
||||
6. fetch_raw（验证因子列生成）
|
||||
|
||||
A 股特性支撑度（T+1/涨跌停/停牌）在因子层层面：alpha 模块本身不强制这些约束，
|
||||
由策略/回测层处理；因子计算只需 OHLCV，A 股数据格式无差异。
|
||||
"""
|
||||
import sys
|
||||
import os
|
||||
|
||||
sys.path.insert(0, "/app/vnpy_v4.4.0")
|
||||
sys.path.insert(0, "/app")
|
||||
|
||||
|
||||
def main():
|
||||
from vnpy.alpha.lab import AlphaLab
|
||||
from vnpy.alpha.dataset import AlphaDataset, Segment
|
||||
from vnpy.trader.constant import Interval
|
||||
import polars as pl
|
||||
|
||||
results = {}
|
||||
|
||||
# 1. AlphaLab init
|
||||
try:
|
||||
lab = AlphaLab("/tmp/alpha_lab_spike")
|
||||
results["alphalab_init"] = "OK"
|
||||
except Exception as e:
|
||||
results["alphalab_init"] = f"FAIL: {e}"
|
||||
return _print(results)
|
||||
|
||||
# 2. read A 股
|
||||
try:
|
||||
from sanguo_data.datareader import read_db_daily
|
||||
from sanguo_data.config import load_config
|
||||
cfg = load_config("/app/config/data_platform.yaml")
|
||||
bars = read_db_daily("600000", "2024-01-01", "2024-06-30", cfg)
|
||||
results["read_bars"] = f"OK ({len(bars)} bars)" if bars else "FAIL: 0 bars"
|
||||
if not bars:
|
||||
return _print(results)
|
||||
except Exception as e:
|
||||
import traceback; traceback.print_exc()
|
||||
results["read_bars"] = f"FAIL: {e}"
|
||||
return _print(results)
|
||||
|
||||
# 3. save + load
|
||||
try:
|
||||
lab.save_bar_data(bars)
|
||||
vt = bars[0].vt_symbol
|
||||
loaded = lab.load_bar_data(vt, Interval.DAILY, "2024-01-01", "2024-06-30")
|
||||
results["save_load"] = f"OK (vt={vt}, loaded={len(loaded)})"
|
||||
except Exception as e:
|
||||
import traceback; traceback.print_exc()
|
||||
results["save_load"] = f"FAIL: {e}"
|
||||
return _print(results)
|
||||
|
||||
# 4. panel df + AlphaDataset + add_feature + prepare + fetch
|
||||
try:
|
||||
df = pl.DataFrame({
|
||||
"datetime": [b.datetime.replace(tzinfo=None) for b in bars],
|
||||
"vt_symbol": [b.vt_symbol for b in bars],
|
||||
"open": [b.open_price for b in bars],
|
||||
"high": [b.high_price for b in bars],
|
||||
"low": [b.low_price for b in bars],
|
||||
"close": [b.close_price for b in bars],
|
||||
"volume": [b.volume for b in bars],
|
||||
"turnover": [b.turnover for b in bars],
|
||||
"open_interest": [b.open_interest for b in bars],
|
||||
})
|
||||
ds = AlphaDataset(df, ("2024-01-01", "2024-04-30"),
|
||||
("2024-05-01", "2024-05-15"),
|
||||
("2024-05-16", "2024-06-30"))
|
||||
ds.add_feature("ma5", "ts_mean(close, 5)")
|
||||
ds.prepare_data(max_workers=1)
|
||||
raw = ds.fetch_raw(Segment.TEST)
|
||||
has_ma5 = "ma5" in raw.columns
|
||||
results["factor_calc"] = f"OK (cols={raw.columns}, rows={raw.height}, ma5={has_ma5})"
|
||||
except Exception as e:
|
||||
import traceback; traceback.print_exc()
|
||||
results["factor_calc"] = f"FAIL: {e}"
|
||||
|
||||
_print(results)
|
||||
|
||||
|
||||
def _print(results):
|
||||
print("=== S1 Spike Result ===")
|
||||
for k, v in results.items():
|
||||
print(f" {k}: {v}")
|
||||
ok = all("OK" in v for v in results.values())
|
||||
print(f"\nS1 VERDICT: {'PASS' if ok else 'PARTIAL/FAIL'}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,45 +0,0 @@
|
||||
"""S2: 验证 run_optimization 容器内多进程 API + spawn context。
|
||||
|
||||
vnpy 4.4.0 重构：run_optimization 是 BacktestingEngine 方法（非顶层函数）。
|
||||
multiprocessing 用 get_context("spawn")，与 AlphaDataset.prepare_data 同机制
|
||||
（S1 已证容器内 spawn pool 工作）。
|
||||
"""
|
||||
import sys
|
||||
import os
|
||||
sys.path.insert(0, "/app/vnpy_v4.4.0")
|
||||
|
||||
|
||||
def main():
|
||||
import inspect
|
||||
results = {}
|
||||
|
||||
try:
|
||||
from vnpy_ctastrategy.backtesting import (
|
||||
BacktestingEngine, run_bf_optimization, run_ga_optimization, OptimizationSetting
|
||||
)
|
||||
results["import"] = "OK (vnpy_ctastrategy 1.4.1)"
|
||||
results["engine.run_optimization"] = str(inspect.signature(BacktestingEngine.run_optimization))
|
||||
results["run_bf_optimization"] = "OK (顶层 brute-force)"
|
||||
results["OptimizationSetting"] = "OK (可构造)"
|
||||
except Exception as e:
|
||||
import traceback; traceback.print_exc()
|
||||
results["import"] = f"FAIL: {e}"
|
||||
|
||||
# spawn context 确认
|
||||
try:
|
||||
import vnpy.trader.optimize as opt
|
||||
src = inspect.getsource(opt)
|
||||
results["multiprocessing"] = "spawn (get_context('spawn') + ProcessPoolExecutor/Pool)"
|
||||
except Exception as e:
|
||||
results["multiprocessing"] = f"FAIL: {e}"
|
||||
|
||||
print("=== S2 Spike Result ===")
|
||||
for k, v in results.items():
|
||||
print(f" {k}: {v}")
|
||||
ok = "OK" in results.get("import", "")
|
||||
print(f"\nS2 VERDICT: {'PASS' if ok else 'FAIL'}")
|
||||
print("max_workers 推荐: 2 (NAS braswell 2 核, spawn 开销大, S1 单因子 11s)")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,50 +0,0 @@
|
||||
"""S3: 验证 alphalens 与 vnpy_sqlite(peewee) 能否共存。
|
||||
|
||||
vnpy.alpha dataset/template.py:13 已 `from alphalens.utils import ...`，
|
||||
若 alphalens(empyrical-reloaded 要 peewee<3.17.4) 与 vnpy_sqlite(peewee 4.1.1)
|
||||
冲突，vnpy.alpha 将无法 import —— 这是因子层方案 A 的前置阻塞项。
|
||||
"""
|
||||
import sys
|
||||
import os
|
||||
|
||||
_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "vnpy_v4.4.0"))
|
||||
sys.path.insert(0, _VNPY_SRC)
|
||||
|
||||
|
||||
def main():
|
||||
results = {}
|
||||
|
||||
# 1. alphalens 能否 import
|
||||
try:
|
||||
from alphalens.utils import get_clean_factor_and_forward_returns
|
||||
from alphalens.tears import create_full_tear_sheet
|
||||
results["alphalens_import"] = "OK"
|
||||
except Exception as e:
|
||||
results["alphalens_import"] = f"FAIL: {type(e).__name__}: {e}"
|
||||
|
||||
# 2. vnpy_sqlite 能否 import（peewee）
|
||||
try:
|
||||
import peewee
|
||||
results["peewee_version"] = peewee.__version__
|
||||
from vnpy_sqlite.sqlite_database import SqliteDatabase
|
||||
results["vnpy_sqlite_import"] = "OK"
|
||||
except Exception as e:
|
||||
results["vnpy_sqlite_import"] = f"FAIL: {type(e).__name__}: {e}"
|
||||
|
||||
# 3. alpha dataset 能否 import（同时拉 alphalens + vnpy）
|
||||
try:
|
||||
from vnpy.alpha.dataset import AlphaDataset
|
||||
results["alpha_dataset_import"] = "OK"
|
||||
except Exception as e:
|
||||
results["alpha_dataset_import"] = f"FAIL: {type(e).__name__}: {e}"
|
||||
|
||||
print("=== S3 Spike Result ===")
|
||||
for k, v in results.items():
|
||||
print(f" {k}: {v}")
|
||||
|
||||
ok = all(v == "OK" or v.startswith("4") for v in results.values())
|
||||
print(f"\nS3 VERDICT: {'PASS' if ok else 'FAIL/CONFLICT'}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,64 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
"""双源（raw/qfq）部署验证：容器内读 NAS data_platform.yaml 配置的双源，
|
||||
确认 fetch_day（C-S3 实走接口）+ iter_bars 在 raw_dir/qfq_dir 正确路由，
|
||||
且除权日 raw 有缺口 / qfq 平滑（分红除权准确）。
|
||||
|
||||
用法（容器）：
|
||||
docker run --rm -v /volume1/stock:/volume1/stock \
|
||||
-v /volume1/homes/admin/.sanguo_projects/sanguo_vnpy_v2:/app \
|
||||
--entrypoint sh sanguo_vnpy_v2:with-sqlite \
|
||||
-c "cd /app && python scripts/verify_dual_source.py"
|
||||
"""
|
||||
import sys
|
||||
sys.path.insert(0, "/app")
|
||||
from sanguo_data.config import load_config, find_config_path
|
||||
from sanguo_trader.data_source import fetch_day, iter_bars
|
||||
|
||||
cfg = load_config(find_config_path())
|
||||
print(f"config: {find_config_path()}")
|
||||
print(f"data_paths: raw_dir={cfg.data_paths.get('raw_dir')} qfq_dir={cfg.data_paths.get('qfq_dir')}")
|
||||
|
||||
OK = True
|
||||
|
||||
# 1) fetch_day（C-S3 实走接口）除权日双源
|
||||
print("\n=== fetch_day 除权日双源（浦发 2022-07-21 除权）===")
|
||||
res = {}
|
||||
for adj in ["qfq", "raw"]:
|
||||
b = fetch_day("600000", "2022-07-21", "d", adj, cfg)
|
||||
bp = fetch_day("600000", "2022-07-20", "d", adj, cfg)
|
||||
if b is None or bp is None:
|
||||
print(f" ❌ {adj}: fetch_day 返回 None（数据缺失或路由失败）")
|
||||
OK = False
|
||||
continue
|
||||
drop = ((b.close_price / bp.close_price) - 1) * 100
|
||||
res[adj] = drop
|
||||
print(f" {adj}: 07-20={bp.close_price:.4f} → 07-21={b.close_price:.4f} ({drop:+.1f}%)")
|
||||
|
||||
# 除权日 raw 应有明显缺口（< -3%），qfq 平滑（> -3%）
|
||||
if "raw" in res and "qfq" in res:
|
||||
if res["raw"] < -3 and res["qfq"] > -3:
|
||||
print(" ✅ 除权处理正确：raw 含缺口（撮合真实价）/ qfq 平滑（信号准）")
|
||||
else:
|
||||
print(f" ⚠️ 除权差异不明显 raw={res['raw']:.1f}% qfq={res['qfq']:.1f}%")
|
||||
|
||||
# 2) iter_bars cross-section（symbols=list）
|
||||
print("\n=== iter_bars cross-section（4 天）===")
|
||||
for adj in ["qfq", "raw"]:
|
||||
days = list(iter_bars(["600000"], "2022-07-19", "2022-07-22", "d", adj, cfg))
|
||||
if not days:
|
||||
print(f" ❌ {adj}: iter_bars 0 days")
|
||||
OK = False
|
||||
else:
|
||||
last = days[-1]
|
||||
print(f" {adj}: {len(days)} days, 末日={last[0]} close={last[1]['600000'].close_price:.4f}")
|
||||
|
||||
# 3) 全市场可读性抽检（5 只）
|
||||
print("\n=== 全市场抽检（5 只 fetch_day）===")
|
||||
for sym in ["600000", "000001", "000858", "300750", "688981"]:
|
||||
b = fetch_day(sym, "2026-07-07", "d", "qfq", cfg)
|
||||
print(f" {sym}: {'✅ close='+format(b.close_price,'.4f') if b else '❌ None'}")
|
||||
if b is None:
|
||||
OK = False
|
||||
|
||||
print("\n" + ("✅ 双源部署验证通过" if OK else "❌ 双源验证有失败项"))
|
||||
sys.exit(0 if OK else 1)
|
||||
@@ -1,39 +0,0 @@
|
||||
#!/usr/bin/env python3
|
||||
"""Quick test to verify the real tears pipeline runs in container."""
|
||||
import sys
|
||||
import os
|
||||
_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "vnpy_v4.4.0"))
|
||||
sys.path.insert(0, _VNPY_SRC)
|
||||
|
||||
from unittest.mock import Mock, MagicMock
|
||||
from sanguo_factor.analyzer import run_factor_analysis
|
||||
from sanguo_factor.registry import register_factor
|
||||
|
||||
# Register a simple test factor
|
||||
register_factor("test_ma5", "ts_mean(close, 5)")
|
||||
|
||||
# Create minimal cfg mock
|
||||
cfg = Mock()
|
||||
cfg.data_paths = {"vnpy_db": "/tmp/test.db"}
|
||||
|
||||
try:
|
||||
# Run with minimal data
|
||||
result = run_factor_analysis(
|
||||
symbols=["600000.SH"], # Single symbol
|
||||
factor_names=["test_ma5"],
|
||||
start="2024-01-01",
|
||||
end="2024-01-31", # Small date range
|
||||
cfg=cfg,
|
||||
output_dir="/tmp/test_tears"
|
||||
)
|
||||
|
||||
print(f"Test completed successfully!")
|
||||
print(f"Result: {result}")
|
||||
print(f"IC Summary: {result.ic_summary}")
|
||||
print(f"Report Path: {result.report_path}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"Test failed with error: {e}")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
sys.exit(1)
|
||||
Reference in New Issue
Block a user