claude_dev
2b2ae3c4d8
- qmt_sentinel.py: sanguo-qmt-sentinel 每30min(进程+桥RPC ping判红,账户类仅记录); 红->schtasks /run sanguo-qmt-relogin->轮询桥恢复<=10min->复检留痕;无退避(拍板#4) - qmt_probe_0915.py: sanguo-qmt-probe0915 周一至五09:15; 510050.SH买100@0.01 FIX_PRICE必不成交单(09-09 09:40实证参数形状)+即撤; status57废单=会话陈旧 ->触发relogin赶开盘; 窗口硬卡09:15:00-09:19:30(09:20-09:25不可撤) - qmt_gate_common.py: redis/ping/tasklist/触发/轮询/gate留痕共享库 - 留痕: C:\sanguo_bigqmt\gate\qmt_gate_YYYYMMDD.log + qmt_gate_latest.json - ui_act.py 修复: activate仅contains时KeyError; credtype LocalFree类型错; 新增text op (typewrite连打丢数字/shift字符,验证码须key/hotkey逐字符打) - 实测: 首夜14跳全绿cash零漂移; 下单RPC管线ok=True; SKIP/退出码/桥死分支全验 - schtask XML x2(SYSTEM+HighestAvailable,照sanguo-xt-daily模式)
210 lines
8.3 KiB
Python
210 lines
8.3 KiB
Python
# -*- coding: utf-8 -*-
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"""sanguo-qmt-probe0915 — pre-open ACTIVE trade probe (the only gold standard
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for session-day freshness: passive queries cannot see a stale session).
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Order shape (proven 2026-09-09 09:40 on this exact account/counter):
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510050.SH BUY 100 @ 0.01 FIX_PRICE — a price that can NEVER fill, so the
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probe is risk-free; what matters is how the counter treats it.
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accepted (status 48..56) -> session is day-current -> GREEN -> cancel it
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junked (status 57 / reject msg) -> stale session -> RED -> trigger
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sanguo-qmt-relogin (~4min, back before the 09:30 open)
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Window is hard-coded 09:15:00-09:19:30: 09:20-09:25 is the no-cancel auction
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phase — an order placed there could not be pulled before the open.
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Exit codes: 0 green | 1 red | 2 amber/skip.
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"""
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import datetime
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import sys
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import time
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from qmt_gate_common import (ACCOUNT, bridge_ping, gate_json, gate_log,
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procs_alive, redis_client, relogin_running,
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trigger_relogin, wait_bridge)
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STOCK = "510050.SH"
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WINDOW_START = (9, 15, 0)
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WINDOW_END = (9, 19, 30)
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LIVE_STATUSES = {48, 49, 50, 55, 56} # unreported..reported, part/full fill
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CANCEL_FAMILY = {51, 52, 53, 54} # accepted then (part) cancelled
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JUNK_STATUS = 57 # ORDER_JUNK = counter rejection
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HOLIDAY_WORDS = ("非交易", "休市", "闭市", "非交易日", "节假日")
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RECOVER_TIMEOUT = 360 # 6 min: back before the 09:30 open
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def _in_window(now):
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hms = (now.hour, now.minute, now.second)
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if hms < WINDOW_START:
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wait = (WINDOW_START[0] * 3600 + WINDOW_START[1] * 60 + WINDOW_START[2]
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- (hms[0] * 3600 + hms[1] * 60 + hms[2]))
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return "early", wait
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if hms > WINDOW_END:
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return "late", 0
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return "in", 0
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def rpc(rc, method, params, timeout=30):
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from bigqmt_signal_trader.redis_rpc import call_redis_rpc
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return call_redis_rpc(rc, ACCOUNT, method, params, timeout_seconds=timeout)
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def find_order(rc, remark):
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"""The probe order of today by exact remark, from the counter's order list."""
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for _ in range(5):
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try:
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r = rpc(rc, "query_stock_orders", {"account_id": ACCOUNT})
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orders = r.get("data") if isinstance(r.get("data"), list) else []
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for o in orders:
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if str(o.get("remark") or o.get("user_order_id") or "") == remark:
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return o
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except Exception as exc:
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gate_log("PROBE0915", "NOTE", "orders query err %r" % exc)
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time.sleep(2)
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return None
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def place(rc, remark):
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res = rpc(rc, "order_stock", {
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"account_id": ACCOUNT, "stock_code": STOCK, "order_type": 23,
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"order_volume": 100, "price_type": 11, "price": 0.01,
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"strategy_name": "probe", "order_remark": remark})
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gate_log("PROBE0915", "NOTE",
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"order placed remark=%s res=%s" % (remark, str(res)[:160]))
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def cancel(rc, order):
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sysid = str(order.get("order_sys_id") or "")
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if not sysid:
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gate_log("PROBE0915", "WARN", "no order_sys_id to cancel: %s"
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% str(order)[:160])
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return False
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for attempt in range(3):
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try:
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r = rpc(rc, "cancel_order_stock_sysid",
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{"account_id": ACCOUNT, "market": "", "order_sysid": sysid})
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ok = "ok" in r and r.get("ok") is not False
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gate_log("PROBE0915", "NOTE", "cancel sysid=%s try%d -> %s"
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% (sysid, attempt + 1, str(r)[:120]))
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except Exception as exc:
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gate_log("PROBE0915", "WARN", "cancel exc %r" % exc)
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ok = False
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time.sleep(2)
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cur = find_order(rc, str(order.get("remark") or ""))
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if cur and int(cur.get("status") or 0) in (CANCEL_FAMILY | LIVE_STATUSES):
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st = int(cur.get("status") or 0)
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if st in CANCEL_FAMILY:
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return True
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elif cur is None:
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return True # gone from the list: fully pulled
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gate_log("PROBE0915", "CRITICAL",
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"PROBE_ORDER_LEFT_LIVE sysid=%s status=%s — cannot fill @0.01, "
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"day-end settlement clears it; review manually"
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% (sysid, (cur or {}).get("status")))
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return False
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def main():
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now = datetime.datetime.now()
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remark = "probe:gate:%s" % now.strftime("%Y%m%d")
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state, wait = _in_window(now)
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if state == "late":
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gate_log("PROBE0915", "SKIP", "past 09:19:30 window, no probe today")
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gate_json("probe0915", "SKIP", reason="late")
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return 2
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if state == "early":
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gate_log("PROBE0915", "NOTE", "early by %ds, waiting for window" % wait)
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time.sleep(min(wait + 1, 300))
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now = datetime.datetime.now()
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if _in_window(now)[0] != "in":
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gate_log("PROBE0915", "SKIP", "window lost while waiting")
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gate_json("probe0915", "SKIP", reason="window-lost")
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return 2
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try:
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rc = redis_client()
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except Exception as exc:
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gate_log("PROBE0915", "AMBER", "redis connect failed %r" % exc)
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return 2
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up, detail = bridge_ping(rc)
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if not up:
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gate_log("PROBE0915", "AMBER",
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"bridge already down pre-order (%s); relogin is sentinel's "
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"job, skipping probe" % detail)
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return 2
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existing = find_order(rc, remark)
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if existing is None:
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place(rc, remark)
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# counter reporting can lag at the 09:15:00 boundary second
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# (night test 09-09: after-hours submissions stayed invisible);
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# poll patiently — the cancel window still has minutes of margin.
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for _ in range(3):
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time.sleep(3)
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existing = find_order(rc, remark)
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if existing is not None:
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break
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if existing is None:
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gate_log("PROBE0915", "AMBER",
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"order not visible after 5 queries; cannot judge, no trigger")
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gate_json("probe0915", "AMBER", reason="order-not-visible")
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return 2
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status = int(existing.get("status") or 0)
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msg = str(existing.get("status_msg") or "")[:100]
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gate_log("PROBE0915", "NOTE",
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"order status=%d msg=%r sysid=%s" % (
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status, msg, existing.get("order_sys_id")))
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if status == JUNK_STATUS or (msg and any(w in msg for w in ("废", "拒"))):
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if any(w in msg for w in HOLIDAY_WORDS):
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gate_log("PROBE0915", "AMBER",
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"junked with holiday wording (%r) — not a staleness "
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"signal, no trigger" % msg)
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gate_json("probe0915", "AMBER", status=status, msg=msg)
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return 2
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gate_log("PROBE0915", "RED",
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"counter junked the probe order -> session stale; "
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"triggering relogin")
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return recover(rc, "junked:%s" % msg)
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# accepted by the counter in any form -> session is day-current
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ok_cancel = True
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if status in LIVE_STATUSES:
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ok_cancel = cancel(rc, existing)
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gate_log("PROBE0915", "GREEN",
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"order accepted (status=%d) -> session day-current; cancelled=%s"
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% (status, ok_cancel))
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gate_json("probe0915", "GREEN", status=status, cancelled=ok_cancel,
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sysid=str(existing.get("order_sys_id")))
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return 0
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def recover(rc, reason):
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if relogin_running():
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gate_log("PROBE0915", "SKIP", "relogin already in flight (%s)" % reason)
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else:
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ok, out = trigger_relogin()
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if not ok:
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gate_log("PROBE0915", "AMBER", "schtasks /run failed: %s" % out)
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return 2
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gate_log("PROBE0915", "ACTION",
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"relogin triggered (%s); polling bridge <=%ds" % (reason,
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RECOVER_TIMEOUT))
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ok, took, detail = wait_bridge(rc, RECOVER_TIMEOUT, "PROBE0915")
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procs = procs_alive()
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if ok:
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gate_log("PROBE0915", "RECOVERED",
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"bridge back in %ds before open (%s) procs=%s" % (
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took, detail, procs))
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gate_json("probe0915", "RED_RECOVERED", reason=reason, took_sec=took)
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return 1 # the session WAS stale this morning; red stays on record
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gate_log("PROBE0915", "RED",
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"NOT recovered in %ds (%s) — manual attention before open" % (
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took, detail))
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gate_json("probe0915", "RED", reason=reason, took_sec=took, procs=procs)
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return 1
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if __name__ == "__main__":
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sys.exit(main())
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