148 lines
5.9 KiB
Python
148 lines
5.9 KiB
Python
"""影子柜台账户主管（P1-d）。
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轮询 paper 库:发现 ``mode='shadow' & status='running'`` 的组合账户 → 为每个账户
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拉起一个 ``python -m sanguo_trader.shadow --account N`` 子进程(独立虚拟账户);
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账户停止/删除 → 终止对应子进程;子进程崩溃 → 重启(告警日志)。
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用法(VPS,常驻):
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set SANGUO_SHADOW_DB=C:\\sanguo_vnpy_v2\\data\\backtest_results.db
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python -m sanguo_trader.shadow --auto
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与 sanguo_live.supervisor 同思路:主管只管进程生命周期,不碰撮合。
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"""
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from __future__ import annotations
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import json
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import logging
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import os
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import sqlite3
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import subprocess
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import sys
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import time
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from typing import Any, Dict, Optional
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logger = logging.getLogger(__name__)
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POLL_SEC = 60
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def load_shadow_accounts(db_path: str) -> list[dict[str, Any]]:
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"""读所有该拉起影子柜台的账户(mode=shadow & running & portfolio)。"""
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with sqlite3.connect(db_path) as conn:
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conn.row_factory = sqlite3.Row
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rows = conn.execute(
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"SELECT * FROM paper_accounts "
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"WHERE mode='shadow' AND status='running' AND strategy_type='portfolio'"
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).fetchall()
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return [dict(r) for r in rows]
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def _num(v: Any) -> str:
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"""数字转 env 字符串,整数不带小数点(500000 而非 500000.0)。"""
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f = float(v)
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return str(int(f)) if f.is_integer() else repr(f)
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def account_env(acc: dict[str, Any], db_path: str) -> Dict[str, str]:
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"""paper 账户行 → 影子柜台子进程 env(复用 SANGUO_LIVE_* 契约)。"""
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strategies = json.loads(acc.get("strategies") or "[]")
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name = (strategies[0].get("name") if strategies else None) or "all_weather"
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params = (strategies[0].get("params") if strategies else {}) or {}
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env = dict(os.environ)
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env.update({
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"SANGUO_LIVE_STRATEGY": name,
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"SANGUO_LIVE_MAX_POOL": _num(params.get("max_pool", 30)),
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"SANGUO_LIVE_BENCHMARK": str(params.get("benchmark", "000300.XSHG")),
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"SANGUO_LIVE_CASH": _num(acc.get("initial_capital") or 1_000_000),
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"SANGUO_SHADOW_DB": db_path,
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"SANGUO_SHADOW_ACCOUNT_ID": str(acc["id"]),
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"SANGUO_SHADOW_COMMISSION": repr(float(acc.get("rate") or 0.0003)),
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"SANGUO_SHADOW_STAMP": repr(float(acc.get("stamp_duty_rate") or 0.001)),
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"SANGUO_SHADOW_MIN_COMM": _num(acc.get("min_commission") or 5),
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"SANGUO_SHADOW_SLIPPAGE": repr(float(acc.get("slippage") or 0.001)),
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})
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return env
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def spawn_child(acc: dict[str, Any], db_path: str) -> subprocess.Popen:
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env = account_env(acc, db_path)
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argv = [sys.executable, "-X", "utf8", "-m", "sanguo_trader.shadow",
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"--account", str(acc["id"])]
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logger.info("[shadow-supervisor] 拉起账户 #%s(%s) 影子柜台",
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acc["id"], env["SANGUO_LIVE_STRATEGY"])
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return subprocess.Popen(argv, env=env)
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def _maybe_daily_reconcile(db_path: str, done_dates: set,
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now: Optional["datetime.datetime"] = None) -> None:
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"""日终对账(设计 §8.2):收盘后(≥15:10)每日一次全配对跑报表落库。
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API/CLI 也可随时现算;这里只是自动化兜底,done_dates 防当日重复。
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"""
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import datetime as _dt
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from .reconcile_report import (
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build_reconcile_report, find_dual_track_pairs, save_reconcile_report,
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)
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now = now or _dt.datetime.now()
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if now.hour < 15 or (now.hour == 15 and now.minute < 10):
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return
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today = now.strftime("%Y-%m-%d")
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if today in done_dates:
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return
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try:
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for pair in find_dual_track_pairs(db_path):
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report = build_reconcile_report(
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db_path, pair["live_account_id"], pair["shadow_account_id"], today)
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save_reconcile_report(db_path, report)
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logger.info("[shadow-supervisor] 日终对账 %s live#%s vs shadow#%s: %s",
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today, pair["live_account_id"], pair["shadow_account_id"],
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"PASS" if report["passed"] else "FAIL")
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done_dates.add(today)
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except Exception as exc: # noqa: BLE001 - 对账失败不退出主管,下一轮重试
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logger.warning("[shadow-supervisor] 日终对账失败(下轮重试): %s", exc)
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def run_auto_supervisor(db_path: Optional[str] = None, poll_sec: float = POLL_SEC) -> None:
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"""常驻主循环:同步账户 ↔ 子进程。"""
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db_path = db_path or os.environ.get("SANGUO_SHADOW_DB") \
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or r"C:\sanguo_vnpy_v2\data\backtest_results.db"
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logger.info("[shadow-supervisor] 启动 db=%s", db_path)
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children: Dict[int, subprocess.Popen] = {}
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reconcile_done: set = set()
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while True:
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try:
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accounts = load_shadow_accounts(db_path)
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except Exception as exc: # noqa: BLE001 - db 抖动不退出主管
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logger.warning("[shadow-supervisor] 读账户失败: %s", exc)
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accounts = []
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want = {a["id"]: a for a in accounts}
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# 1) 终止不再需要的
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for aid in list(children):
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if aid not in want:
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child = children.pop(aid)
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if child.poll() is None:
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child.terminate()
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logger.info("[shadow-supervisor] 账户 #%s 停止,子进程已终止", aid)
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# 2) 重启崩溃的 / 拉起新的
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for aid, acc in want.items():
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child = children.get(aid)
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if child is not None and child.poll() is None:
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continue
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if child is not None:
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logger.warning("[shadow-supervisor] 账户 #%s 子进程退出(rc=%s),重启",
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aid, child.returncode)
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try:
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children[aid] = spawn_child(acc, db_path)
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except Exception as exc: # noqa: BLE001
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logger.error("[shadow-supervisor] 账户 #%s 拉起失败: %s", aid, exc)
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# 3) 日终双轨对账(收盘后每日一次)
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_maybe_daily_reconcile(db_path, reconcile_done)
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time.sleep(poll_sec)
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