356 lines
16 KiB
Python
356 lines
16 KiB
Python
"""
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主程序 - 币安自动交易系统入口
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"""
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import asyncio
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import logging
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import sys
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from pathlib import Path
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# 启动方式兼容（更鲁棒）：
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# - supervisor 推荐：python -m trading_system.main（相对导入）
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# - 手动调试：python trading_system/main.py（同目录导入）
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# - 其它非常规启动方式：尽量通过补齐 sys.path 避免本地模块找不到
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try:
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from .binance_client import BinanceClient # type: ignore
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from .market_scanner import MarketScanner # type: ignore
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from .risk_manager import RiskManager # type: ignore
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from .position_manager import PositionManager # type: ignore
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from .strategy import TradingStrategy # type: ignore
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from . import config # type: ignore
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except Exception:
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_here = Path(__file__).resolve().parent
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_root = _here.parent
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# 某些 supervisor/启动脚本可能会导致 sys.path 没包含 trading_system 目录
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if str(_here) not in sys.path:
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sys.path.insert(0, str(_here))
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if str(_root) not in sys.path:
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sys.path.insert(0, str(_root))
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from binance_client import BinanceClient # type: ignore
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from market_scanner import MarketScanner # type: ignore
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from risk_manager import RiskManager # type: ignore
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from position_manager import PositionManager # type: ignore
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from strategy import TradingStrategy # type: ignore
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import config # type: ignore
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# 配置日志（支持相对路径）
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log_file = config.LOG_FILE
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if not Path(log_file).is_absolute():
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# 如果是相对路径，相对于项目根目录
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project_root = Path(__file__).parent.parent
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log_file = project_root / log_file
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# 设置日志时间格式为北京时间（UTC+8）
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import time
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from datetime import timezone, timedelta
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class BeijingTimeFormatter(logging.Formatter):
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"""使用北京时间的日志格式化器"""
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def formatTime(self, record, datefmt=None):
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# 转换为北京时间（UTC+8）
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beijing_tz = timezone(timedelta(hours=8))
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dt = datetime.fromtimestamp(record.created, tz=beijing_tz)
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if datefmt:
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return dt.strftime(datefmt)
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return dt.strftime('%Y-%m-%d %H:%M:%S')
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from datetime import datetime
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# 创建格式化器
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formatter = BeijingTimeFormatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
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# 创建处理器
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file_handler = logging.FileHandler(str(log_file), encoding='utf-8')
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file_handler.setFormatter(formatter)
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console_handler = logging.StreamHandler(sys.stdout)
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console_handler.setFormatter(formatter)
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# 配置日志
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logging.basicConfig(
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level=getattr(logging, config.LOG_LEVEL),
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handlers=[file_handler, console_handler]
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)
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# 追加：将 ERROR 日志写入 Redis（不影响现有文件/控制台日志）
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try:
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# 兼容两种启动方式：
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# - 直接运行：python trading_system/main.py
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# - 模块运行：python -m trading_system.main
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try:
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from .redis_log_handler import RedisErrorLogHandler, RedisLogConfig
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except Exception:
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from redis_log_handler import RedisErrorLogHandler, RedisLogConfig
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redis_cfg = RedisLogConfig(
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redis_url=getattr(config, "REDIS_URL", "redis://localhost:6379"),
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use_tls=bool(getattr(config, "REDIS_USE_TLS", False)),
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ssl_cert_reqs=str(getattr(config, "REDIS_SSL_CERT_REQS", "required") or "required"),
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ssl_ca_certs=getattr(config, "REDIS_SSL_CA_CERTS", None),
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username=getattr(config, "REDIS_USERNAME", None),
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password=getattr(config, "REDIS_PASSWORD", None),
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service="trading_system",
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)
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redis_handler = RedisErrorLogHandler(redis_cfg)
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# 让 handler 自己按组筛选（error/warning/info），这里只需要放宽到 INFO
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redis_handler.setLevel(logging.INFO)
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logging.getLogger().addHandler(redis_handler)
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# 诊断：启动时快速检测一次 Redis 可用性（失败不影响运行）
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try:
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client = redis_handler._get_redis() # noqa: SLF001（仅用于诊断）
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if client is None:
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logger = logging.getLogger(__name__)
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logger.warning(
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f"⚠ Redis 日志写入未启用（无法连接或缺少依赖）。REDIS_URL={getattr(config, 'REDIS_URL', None)}"
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)
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else:
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logger = logging.getLogger(__name__)
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logger.info(
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f"✓ Redis 日志写入已启用。REDIS_URL={getattr(config, 'REDIS_URL', None)}"
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)
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except Exception:
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pass
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except Exception:
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# Redis handler 仅用于增强监控，失败不影响交易系统启动
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pass
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logger = logging.getLogger(__name__)
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async def main():
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"""主函数"""
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logger.info("=" * 60)
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logger.info("币安自动交易系统启动")
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logger.info("=" * 60)
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# 检查配置管理器状态
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logger.info("检查配置管理器状态...")
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# 强制重新初始化配置管理器（确保能读取到数据库配置）
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try:
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logger.info("重新初始化配置管理器...")
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# 重置全局变量，强制重新初始化
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config._config_manager = None
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config.USE_DB_CONFIG = False
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config._init_config_manager()
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if config._config_manager:
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config._config_manager.reload()
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logger.info(f"✓ 配置管理器初始化成功，已加载 {len(config._config_manager._cache)} 个配置项")
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# 打印一些关键配置项，用于调试
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test_key = config._config_manager.get('BINANCE_API_KEY')
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test_secret = config._config_manager.get('BINANCE_API_SECRET')
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logger.info(f"从数据库读取: BINANCE_API_KEY存在={bool(test_key)}, BINANCE_API_SECRET存在={bool(test_secret)}")
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if test_key:
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logger.info(f"BINANCE_API_KEY前4位: {test_key[:4]}...")
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else:
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logger.warning("⚠ 配置管理器初始化失败，返回None")
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except Exception as e:
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logger.error(f"配置管理器初始化异常: {e}", exc_info=True)
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import traceback
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logger.error(traceback.format_exc())
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if config.USE_DB_CONFIG:
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logger.info("✓ 使用数据库配置")
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# 尝试重新加载配置（确保获取最新值）
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try:
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config.reload_config()
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logger.info("配置已重新加载")
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except Exception as e:
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logger.warning(f"重新加载配置失败: {e}", exc_info=True)
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else:
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logger.warning("⚠ 未使用数据库配置，将使用环境变量和默认配置")
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logger.warning("如果前端已配置API密钥，请检查：")
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logger.warning("1. backend目录是否存在")
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logger.warning("2. 数据库连接是否正常")
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logger.warning("3. config_manager模块是否可以正常导入")
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logger.warning("4. 数据库配置表中是否有BINANCE_API_KEY和BINANCE_API_SECRET")
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# 强制重新加载配置（确保使用最新值）
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try:
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config.reload_config()
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logger.info("配置已重新加载")
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except Exception as e:
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logger.warning(f"重新加载配置失败: {e}", exc_info=True)
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# 检查API密钥（重新获取，确保是最新值）
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api_key = config._get_config_value('BINANCE_API_KEY', '')
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api_secret = config._get_config_value('BINANCE_API_SECRET', '')
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# 如果从配置管理器获取失败，尝试直接从config_manager获取
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if (not api_key or api_key == 'your_api_key_here') and config._config_manager:
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try:
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api_key = config._config_manager.get('BINANCE_API_KEY', '')
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logger.info(f"直接从config_manager获取API_KEY: 存在={bool(api_key)}")
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except Exception as e:
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logger.warning(f"从config_manager获取API_KEY失败: {e}")
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if (not api_secret or api_secret == 'your_api_secret_here') and config._config_manager:
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try:
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api_secret = config._config_manager.get('BINANCE_API_SECRET', '')
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logger.info(f"直接从config_manager获取API_SECRET: 存在={bool(api_secret)}")
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except Exception as e:
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logger.warning(f"从config_manager获取API_SECRET失败: {e}")
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logger.info(f"API密钥检查: KEY存在={bool(api_key)}, SECRET存在={bool(api_secret)}")
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if api_key and api_key != 'your_api_key_here' and len(api_key) > 4:
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logger.info(f"API密钥前4位: {api_key[:4]}...")
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else:
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logger.warning(f"⚠ API密钥未正确加载，当前值: {api_key}")
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if config._config_manager:
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logger.info(f"配置管理器缓存中的键: {list(config._config_manager._cache.keys())[:10]}")
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if not api_key or not api_secret or api_key == 'your_api_key_here' or api_secret == 'your_api_secret_here':
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logger.error("=" * 60)
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logger.error("API密钥未配置！")
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logger.error("=" * 60)
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if config.USE_DB_CONFIG:
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logger.error("配置管理器已启用，但未从数据库读取到API密钥")
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logger.error("请检查：")
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logger.error("1. 前端配置界面是否已设置BINANCE_API_KEY和BINANCE_API_SECRET")
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logger.error("2. 数据库trading_config表中是否有这些配置项")
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logger.error("3. 数据库连接是否正常")
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else:
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logger.error("请设置 BINANCE_API_KEY 和 BINANCE_API_SECRET 环境变量")
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logger.error("或在 config.py 中直接配置")
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logger.error("或确保backend目录存在，以便从数据库读取配置")
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logger.error("=" * 60)
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return
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# 更新config模块的API密钥（确保使用最新值）
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config.BINANCE_API_KEY = api_key
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config.BINANCE_API_SECRET = api_secret
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import os
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config.USE_TESTNET = config._get_config_value('USE_TESTNET', False) if config._get_config_value('USE_TESTNET') is not None else os.getenv('USE_TESTNET', 'False').lower() == 'true'
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logger.info(f"最终使用的API密钥: KEY前4位={api_key[:4] if api_key and len(api_key) > 4 else 'N/A'}..., SECRET前4位={api_secret[:4] if api_secret and len(api_secret) > 4 else 'N/A'}..., 测试网={config.USE_TESTNET}")
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# 初始化组件
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client = None
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try:
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# 1. 初始化币安客户端
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logger.info("初始化币安客户端...")
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# 再次确认API密钥（使用最新值）
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api_key = config._get_config_value('BINANCE_API_KEY', config.BINANCE_API_KEY)
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api_secret = config._get_config_value('BINANCE_API_SECRET', config.BINANCE_API_SECRET)
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use_testnet = config._get_config_value('USE_TESTNET', config.USE_TESTNET)
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if isinstance(use_testnet, str):
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use_testnet = use_testnet.lower() in ('true', '1', 'yes', 'on')
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elif not isinstance(use_testnet, bool):
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use_testnet = bool(use_testnet)
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logger.info(f"测试网模式: {use_testnet}")
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logger.info(f"连接超时: {config.CONNECTION_TIMEOUT}秒")
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logger.info(f"重试次数: {config.CONNECTION_RETRIES}次")
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client = BinanceClient(
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api_key=api_key,
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api_secret=api_secret,
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testnet=use_testnet
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)
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await client.connect()
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# 2. 检查账户余额/权限
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logger.info("检查账户余额...")
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balance = await client.get_account_balance()
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# 若底层调用失败（例如 -2015 / -1022 / IP白名单），这里给出明确错误并以 code=2 退出（supervisor 不会反复拉起）
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if isinstance(balance, dict) and balance.get("ok") is False:
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code = balance.get("error_code")
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msg = balance.get("error_msg") or ""
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logger.error("=" * 60)
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logger.error(f"获取账户余额失败（可能是权限/白名单/环境不匹配）。error_code={code}, error={msg}")
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logger.error("请检查：")
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logger.error("1) API Key/Secret 是否正确（不要有空格/换行）")
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logger.error("2) API Key 是否启用了【合约交易（USDT-M Futures）】权限")
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logger.error("3) 若设置了 IP 白名单，请把服务器出口 IP 加进去")
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logger.error("4) 测试网/生产网是否匹配（账号的 USE_TESTNET 设置要与 Key 所属环境一致）")
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logger.error("=" * 60)
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raise SystemExit(2)
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total = float((balance or {}).get("total") or 0.0)
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available = float((balance or {}).get("available") or 0.0)
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logger.info(f"账户余额: 总余额 {total:.2f} USDT, 可用余额 {available:.2f} USDT")
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# 若余额为 0：不直接退出，保持进程运行并周期性重试，便于充值后自动恢复
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if available <= 0:
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logger.error("=" * 60)
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logger.error("账户可用余额不足（<=0），交易策略不会启动，将每 60 秒重试一次余额读取。")
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logger.error(f"当前余额: total={total:.2f} USDT, available={available:.2f} USDT")
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logger.error("提示：若你确信余额不为 0，但仍显示为 0，请优先检查 API 权限/IP 白名单/测试网配置。")
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logger.error("=" * 60)
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while True:
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await asyncio.sleep(60)
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try:
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b2 = await client.get_account_balance()
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if isinstance(b2, dict) and b2.get("ok") is False:
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logger.error(f"余额重试失败：error_code={b2.get('error_code')}, error={b2.get('error_msg')}")
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continue
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total = float((b2 or {}).get("total") or 0.0)
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available = float((b2 or {}).get("available") or 0.0)
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logger.info(f"余额重试: total={total:.2f}, available={available:.2f}")
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if available > 0:
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logger.info("检测到可用余额 > 0，开始启动交易策略。")
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break
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except Exception as e:
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logger.error(f"余额重试异常: {e}", exc_info=True)
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continue
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# 4. 初始化各个模块
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logger.info("初始化交易模块...")
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scanner = MarketScanner(client)
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risk_manager = RiskManager(client)
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position_manager = PositionManager(client, risk_manager)
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# 初始化推荐器（用于自动生成推荐）
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recommender = None
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try:
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from trade_recommender import TradeRecommender
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recommender = TradeRecommender(client, scanner, risk_manager)
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logger.info("✓ 推荐器已初始化，将自动生成交易推荐")
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except Exception as e:
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logger.warning(f"⚠ 推荐器初始化失败: {e}，将不生成推荐")
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logger.debug(f"错误详情: {type(e).__name__}: {e}")
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strategy = TradingStrategy(client, scanner, risk_manager, position_manager, recommender=recommender)
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# 4. 打印配置信息
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logger.info("交易配置:")
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logger.info(f" 单笔最大仓位: {config.TRADING_CONFIG['MAX_POSITION_PERCENT']*100:.1f}%")
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logger.info(f" 总仓位上限: {config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT']*100:.1f}%")
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logger.info(f" 最小涨跌幅阈值: {config.TRADING_CONFIG['MIN_CHANGE_PERCENT']:.1f}%")
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logger.info(f" 扫描间隔: {config.TRADING_CONFIG['SCAN_INTERVAL']} 秒")
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logger.info(f" 扫描交易对数量: {config.TRADING_CONFIG.get('MAX_SCAN_SYMBOLS', 500)} (0=全部)")
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logger.info(f" 处理交易对数量: {config.TRADING_CONFIG['TOP_N_SYMBOLS']} 个")
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logger.info(f" 止损: {config.TRADING_CONFIG['STOP_LOSS_PERCENT']*100:.1f}%")
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logger.info(f" 止盈: {config.TRADING_CONFIG['TAKE_PROFIT_PERCENT']*100:.1f}%")
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logger.info(f" 测试网模式: {config.USE_TESTNET}")
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logger.info("=" * 60)
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# 5. 启动交易策略
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logger.info("启动交易策略...")
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await strategy.execute_strategy()
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except KeyboardInterrupt:
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logger.info("收到停止信号，正在关闭...")
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except Exception as e:
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logger.error(f"程序运行出错: {e}", exc_info=True)
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raise
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finally:
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# 清理资源
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if client:
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await client.disconnect()
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logger.info("程序已退出")
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if __name__ == '__main__':
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try:
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asyncio.run(main())
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except KeyboardInterrupt:
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logger.info("程序被用户中断")
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except Exception as e:
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logger.error(f"程序异常退出: {e}", exc_info=True)
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raise
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