336 lines
14 KiB
Python
336 lines
14 KiB
Python
"""
|
||
主程序 - 币安自动交易系统入口
|
||
"""
|
||
import asyncio
|
||
import logging
|
||
import sys
|
||
from pathlib import Path
|
||
|
||
# 启动方式兼容（更鲁棒）：
|
||
# - supervisor 推荐：python -m trading_system.main（相对导入）
|
||
# - 手动调试：python trading_system/main.py（同目录导入）
|
||
# - 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
|
||
try:
|
||
from .binance_client import BinanceClient # type: ignore
|
||
from .market_scanner import MarketScanner # type: ignore
|
||
from .risk_manager import RiskManager # type: ignore
|
||
from .position_manager import PositionManager # type: ignore
|
||
from .strategy import TradingStrategy # type: ignore
|
||
from . import config # type: ignore
|
||
except Exception:
|
||
_here = Path(__file__).resolve().parent
|
||
_root = _here.parent
|
||
# 某些 supervisor/启动脚本可能会导致 sys.path 没包含 trading_system 目录
|
||
if str(_here) not in sys.path:
|
||
sys.path.insert(0, str(_here))
|
||
if str(_root) not in sys.path:
|
||
sys.path.insert(0, str(_root))
|
||
from binance_client import BinanceClient # type: ignore
|
||
from market_scanner import MarketScanner # type: ignore
|
||
from risk_manager import RiskManager # type: ignore
|
||
from position_manager import PositionManager # type: ignore
|
||
from strategy import TradingStrategy # type: ignore
|
||
import config # type: ignore
|
||
|
||
# 配置日志（支持相对路径）
|
||
log_file = config.LOG_FILE
|
||
if not Path(log_file).is_absolute():
|
||
# 如果是相对路径，相对于项目根目录
|
||
project_root = Path(__file__).parent.parent
|
||
log_file = project_root / log_file
|
||
|
||
# 设置日志时间格式为北京时间（UTC+8）
|
||
import time
|
||
from datetime import timezone, timedelta
|
||
|
||
class BeijingTimeFormatter(logging.Formatter):
|
||
"""使用北京时间的日志格式化器"""
|
||
def formatTime(self, record, datefmt=None):
|
||
# 转换为北京时间（UTC+8）
|
||
beijing_tz = timezone(timedelta(hours=8))
|
||
dt = datetime.fromtimestamp(record.created, tz=beijing_tz)
|
||
if datefmt:
|
||
return dt.strftime(datefmt)
|
||
return dt.strftime('%Y-%m-%d %H:%M:%S')
|
||
|
||
from datetime import datetime
|
||
|
||
# 创建格式化器
|
||
formatter = BeijingTimeFormatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
|
||
|
||
# 创建处理器
|
||
file_handler = logging.FileHandler(str(log_file), encoding='utf-8')
|
||
file_handler.setFormatter(formatter)
|
||
|
||
console_handler = logging.StreamHandler(sys.stdout)
|
||
console_handler.setFormatter(formatter)
|
||
|
||
# 配置日志
|
||
logging.basicConfig(
|
||
level=getattr(logging, config.LOG_LEVEL),
|
||
handlers=[file_handler, console_handler]
|
||
)
|
||
|
||
# 追加：将 ERROR 日志写入 Redis（不影响现有文件/控制台日志）
|
||
try:
|
||
# 兼容两种启动方式：
|
||
# - 直接运行：python trading_system/main.py
|
||
# - 模块运行：python -m trading_system.main
|
||
try:
|
||
from .redis_log_handler import RedisErrorLogHandler, RedisLogConfig
|
||
except Exception:
|
||
from redis_log_handler import RedisErrorLogHandler, RedisLogConfig
|
||
|
||
redis_cfg = RedisLogConfig(
|
||
redis_url=getattr(config, "REDIS_URL", "redis://localhost:6379"),
|
||
use_tls=bool(getattr(config, "REDIS_USE_TLS", False)),
|
||
ssl_cert_reqs=str(getattr(config, "REDIS_SSL_CERT_REQS", "required") or "required"),
|
||
ssl_ca_certs=getattr(config, "REDIS_SSL_CA_CERTS", None),
|
||
username=getattr(config, "REDIS_USERNAME", None),
|
||
password=getattr(config, "REDIS_PASSWORD", None),
|
||
service="trading_system",
|
||
)
|
||
redis_handler = RedisErrorLogHandler(redis_cfg)
|
||
# 让 handler 自己按组筛选（error/warning/info），这里只需要放宽到 INFO
|
||
redis_handler.setLevel(logging.INFO)
|
||
logging.getLogger().addHandler(redis_handler)
|
||
|
||
# 诊断：启动时快速检测一次 Redis 可用性（失败不影响运行）
|
||
try:
|
||
client = redis_handler._get_redis() # noqa: SLF001（仅用于诊断）
|
||
if client is None:
|
||
logger = logging.getLogger(__name__)
|
||
logger.warning(
|
||
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)}"
|
||
)
|
||
else:
|
||
logger = logging.getLogger(__name__)
|
||
logger.info(
|
||
f"✓ Redis 日志写入已启用。REDIS_URL={getattr(config, 'REDIS_URL', None)}"
|
||
)
|
||
except Exception:
|
||
pass
|
||
except Exception:
|
||
# Redis handler 仅用于增强监控，失败不影响交易系统启动
|
||
pass
|
||
|
||
logger = logging.getLogger(__name__)
|
||
|
||
|
||
async def main():
|
||
"""主函数"""
|
||
logger.info("=" * 60)
|
||
logger.info("币安自动交易系统启动")
|
||
logger.info("=" * 60)
|
||
|
||
# 检查配置管理器状态
|
||
logger.info("检查配置管理器状态...")
|
||
|
||
# 强制重新初始化配置管理器（确保能读取到数据库配置）
|
||
try:
|
||
logger.info("重新初始化配置管理器...")
|
||
# 重置全局变量，强制重新初始化
|
||
config._config_manager = None
|
||
config.USE_DB_CONFIG = False
|
||
config._init_config_manager()
|
||
|
||
if config._config_manager:
|
||
config._config_manager.reload()
|
||
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")
|
||
# 打印一些关键配置项，用于调试
|
||
test_key = config._config_manager.get('BINANCE_API_KEY')
|
||
test_secret = config._config_manager.get('BINANCE_API_SECRET')
|
||
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)}")
|
||
if test_key:
|
||
logger.info(f"BINANCE_API_KEY前4位: {test_key[:4]}...")
|
||
else:
|
||
logger.warning("⚠ 配置管理器初始化失败，返回None")
|
||
except Exception as e:
|
||
logger.error(f"配置管理器初始化异常: {e}", exc_info=True)
|
||
import traceback
|
||
logger.error(traceback.format_exc())
|
||
|
||
if config.USE_DB_CONFIG:
|
||
logger.info("✓ 使用数据库配置")
|
||
# 尝试重新加载配置（确保获取最新值）
|
||
try:
|
||
config.reload_config()
|
||
logger.info("配置已重新加载")
|
||
except Exception as e:
|
||
logger.warning(f"重新加载配置失败: {e}", exc_info=True)
|
||
else:
|
||
logger.warning("⚠ 未使用数据库配置，将使用环境变量和默认配置")
|
||
logger.warning("如果前端已配置API密钥，请检查：")
|
||
logger.warning("1. backend目录是否存在")
|
||
logger.warning("2. 数据库连接是否正常")
|
||
logger.warning("3. config_manager模块是否可以正常导入")
|
||
logger.warning("4. 数据库配置表中是否有BINANCE_API_KEY和BINANCE_API_SECRET")
|
||
|
||
# 强制重新加载配置（确保使用最新值）
|
||
try:
|
||
config.reload_config()
|
||
logger.info("配置已重新加载")
|
||
except Exception as e:
|
||
logger.warning(f"重新加载配置失败: {e}", exc_info=True)
|
||
|
||
# 检查API密钥（重新获取，确保是最新值）
|
||
api_key = config._get_config_value('BINANCE_API_KEY', '')
|
||
api_secret = config._get_config_value('BINANCE_API_SECRET', '')
|
||
|
||
# 如果从配置管理器获取失败，尝试直接从config_manager获取
|
||
if (not api_key or api_key == 'your_api_key_here') and config._config_manager:
|
||
try:
|
||
api_key = config._config_manager.get('BINANCE_API_KEY', '')
|
||
logger.info(f"直接从config_manager获取API_KEY: 存在={bool(api_key)}")
|
||
except Exception as e:
|
||
logger.warning(f"从config_manager获取API_KEY失败: {e}")
|
||
|
||
if (not api_secret or api_secret == 'your_api_secret_here') and config._config_manager:
|
||
try:
|
||
api_secret = config._config_manager.get('BINANCE_API_SECRET', '')
|
||
logger.info(f"直接从config_manager获取API_SECRET: 存在={bool(api_secret)}")
|
||
except Exception as e:
|
||
logger.warning(f"从config_manager获取API_SECRET失败: {e}")
|
||
|
||
logger.info(f"API密钥检查: KEY存在={bool(api_key)}, SECRET存在={bool(api_secret)}")
|
||
if api_key and api_key != 'your_api_key_here' and len(api_key) > 4:
|
||
logger.info(f"API密钥前4位: {api_key[:4]}...")
|
||
else:
|
||
logger.warning(f"⚠ API密钥未正确加载，当前值: {api_key}")
|
||
if config._config_manager:
|
||
logger.info(f"配置管理器缓存中的键: {list(config._config_manager._cache.keys())[:10]}")
|
||
|
||
if not api_key or not api_secret or api_key == 'your_api_key_here' or api_secret == 'your_api_secret_here':
|
||
logger.error("=" * 60)
|
||
logger.error("API密钥未配置！")
|
||
logger.error("=" * 60)
|
||
if config.USE_DB_CONFIG:
|
||
logger.error("配置管理器已启用，但未从数据库读取到API密钥")
|
||
logger.error("请检查：")
|
||
logger.error("1. 前端配置界面是否已设置BINANCE_API_KEY和BINANCE_API_SECRET")
|
||
logger.error("2. 数据库trading_config表中是否有这些配置项")
|
||
logger.error("3. 数据库连接是否正常")
|
||
else:
|
||
logger.error("请设置 BINANCE_API_KEY 和 BINANCE_API_SECRET 环境变量")
|
||
logger.error("或在 config.py 中直接配置")
|
||
logger.error("或确保backend目录存在，以便从数据库读取配置")
|
||
logger.error("=" * 60)
|
||
return
|
||
|
||
# 更新config模块的API密钥（确保使用最新值）
|
||
config.BINANCE_API_KEY = api_key
|
||
config.BINANCE_API_SECRET = api_secret
|
||
import os
|
||
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'
|
||
|
||
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}")
|
||
|
||
# 初始化组件
|
||
client = None
|
||
try:
|
||
# 1. 初始化币安客户端
|
||
logger.info("初始化币安客户端...")
|
||
|
||
# 再次确认API密钥（使用最新值）
|
||
api_key = config._get_config_value('BINANCE_API_KEY', config.BINANCE_API_KEY)
|
||
api_secret = config._get_config_value('BINANCE_API_SECRET', config.BINANCE_API_SECRET)
|
||
use_testnet = config._get_config_value('USE_TESTNET', config.USE_TESTNET)
|
||
if isinstance(use_testnet, str):
|
||
use_testnet = use_testnet.lower() in ('true', '1', 'yes', 'on')
|
||
elif not isinstance(use_testnet, bool):
|
||
use_testnet = bool(use_testnet)
|
||
|
||
logger.info(f"测试网模式: {use_testnet}")
|
||
logger.info(f"连接超时: {config.CONNECTION_TIMEOUT}秒")
|
||
logger.info(f"重试次数: {config.CONNECTION_RETRIES}次")
|
||
|
||
client = BinanceClient(
|
||
api_key=api_key,
|
||
api_secret=api_secret,
|
||
testnet=use_testnet
|
||
)
|
||
await client.connect()
|
||
|
||
# 2. 检查账户余额
|
||
logger.info("检查账户余额...")
|
||
balance = await client.get_account_balance()
|
||
|
||
if balance['total'] == 0 and balance['available'] == 0:
|
||
logger.error("=" * 60)
|
||
logger.error("无法获取账户余额，可能是API权限问题")
|
||
logger.error("请检查：")
|
||
logger.error("1. API密钥是否正确")
|
||
logger.error("2. API密钥是否启用了'合约交易'权限")
|
||
logger.error("3. IP地址是否在白名单中（如果设置了IP限制）")
|
||
logger.error("4. 测试网/生产网环境是否匹配")
|
||
logger.error("=" * 60)
|
||
return
|
||
|
||
logger.info(
|
||
f"账户余额: 总余额 {balance['total']:.2f} USDT, "
|
||
f"可用余额 {balance['available']:.2f} USDT"
|
||
)
|
||
|
||
if balance['available'] <= 0:
|
||
logger.error("账户可用余额不足，无法交易")
|
||
logger.error(f"总余额: {balance['total']:.2f} USDT")
|
||
logger.error("请先充值到合约账户")
|
||
return
|
||
|
||
|
||
# 4. 初始化各个模块
|
||
logger.info("初始化交易模块...")
|
||
scanner = MarketScanner(client)
|
||
risk_manager = RiskManager(client)
|
||
position_manager = PositionManager(client, risk_manager)
|
||
|
||
# 初始化推荐器（用于自动生成推荐）
|
||
recommender = None
|
||
try:
|
||
from trade_recommender import TradeRecommender
|
||
recommender = TradeRecommender(client, scanner, risk_manager)
|
||
logger.info("✓ 推荐器已初始化，将自动生成交易推荐")
|
||
except Exception as e:
|
||
logger.warning(f"⚠ 推荐器初始化失败: {e}，将不生成推荐")
|
||
logger.debug(f"错误详情: {type(e).__name__}: {e}")
|
||
|
||
strategy = TradingStrategy(client, scanner, risk_manager, position_manager, recommender=recommender)
|
||
|
||
# 4. 打印配置信息
|
||
logger.info("交易配置:")
|
||
logger.info(f" 单笔最大仓位: {config.TRADING_CONFIG['MAX_POSITION_PERCENT']*100:.1f}%")
|
||
logger.info(f" 总仓位上限: {config.TRADING_CONFIG['MAX_TOTAL_POSITION_PERCENT']*100:.1f}%")
|
||
logger.info(f" 最小涨跌幅阈值: {config.TRADING_CONFIG['MIN_CHANGE_PERCENT']:.1f}%")
|
||
logger.info(f" 扫描间隔: {config.TRADING_CONFIG['SCAN_INTERVAL']} 秒")
|
||
logger.info(f" 扫描交易对数量: {config.TRADING_CONFIG.get('MAX_SCAN_SYMBOLS', 500)} (0=全部)")
|
||
logger.info(f" 处理交易对数量: {config.TRADING_CONFIG['TOP_N_SYMBOLS']} 个")
|
||
logger.info(f" 止损: {config.TRADING_CONFIG['STOP_LOSS_PERCENT']*100:.1f}%")
|
||
logger.info(f" 止盈: {config.TRADING_CONFIG['TAKE_PROFIT_PERCENT']*100:.1f}%")
|
||
logger.info(f" 测试网模式: {config.USE_TESTNET}")
|
||
logger.info("=" * 60)
|
||
|
||
# 5. 启动交易策略
|
||
logger.info("启动交易策略...")
|
||
await strategy.execute_strategy()
|
||
|
||
except KeyboardInterrupt:
|
||
logger.info("收到停止信号，正在关闭...")
|
||
except Exception as e:
|
||
logger.error(f"程序运行出错: {e}", exc_info=True)
|
||
raise
|
||
finally:
|
||
# 清理资源
|
||
if client:
|
||
await client.disconnect()
|
||
logger.info("程序已退出")
|
||
|
||
|
||
if __name__ == '__main__':
|
||
try:
|
||
asyncio.run(main())
|
||
except KeyboardInterrupt:
|
||
logger.info("程序被用户中断")
|
||
except Exception as e:
|
||
logger.error(f"程序异常退出: {e}", exc_info=True)
|
||
raise
|