v4.3.0

_doc/CHANGELOG.md

@@ -6,18 +6,21 @@
 
 - LimitSeller 逻辑优化
 
-## [ In Progress ]
+## [ 4.3.0 ] 2026-01-29
 
 ### 添加
 - 临跌停卖点模块，用以预防跌停被锁死的极端风险
 - 竞价结束callback接口
 
 ### 修改
+- 系统日志优化
 - 部分文案优化
+- 负成本清算显示变动为0
 - Subscriber代码拆分重构
 
 ### 删除
-- 旧版schedule移除
+- 旧版scheduler移除
+- 第三方库日志内容精简
 
 ## [ 4.2.0 ] 2025-11-18
 

delegate/base_subscriber.py

@@ -203,10 +203,11 @@ def check_before_finished(self):
     # 盘后报告总结
     # -----------------------
     def daily_summary(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        now = datetime.datetime.now()
+        if not check_is_open_day(now.strftime('%Y-%m-%d')):
             return
 
-        curr_date = datetime.datetime.now().strftime('%Y-%m-%d')
+        curr_date = now.strftime('%Y-%m-%d')
 
         if self.open_today_deal_report:
             try:
@@ -229,7 +230,7 @@ def daily_summary(self):
         try:
             if self.delegate is not None:
                 asset = self.delegate.check_asset()
-                self.daily_reporter.check_asset(today=curr_date, asset=asset)
+                self.daily_reporter.check_asset(today=curr_date, asset=asset, is_afternoon=(now.hour > 12))
         except Exception as e:
             print('Report asset failed: ', e)
             traceback.print_exc()
@@ -337,7 +338,8 @@ def prev_check_open_day(self):
         curr_time = now.strftime('%H:%M')
         print(f'[{curr_time}]', end='')
         is_open_day = check_is_open_day(curr_date)
-        self.delegate.is_open_day = is_open_day
+        if self.delegate is not None:
+            self.delegate.is_open_day = is_open_day
 
 
 class HistorySubscriber(BaseSubscriber):

delegate/daily_reporter.py

@@ -9,7 +9,7 @@
 
 from tools.constants import MSG_INNER_SEPARATOR, MSG_OUTER_SEPARATOR
 from tools.utils_basic import code_to_symbol
-from tools.utils_cache import StockNames
+from tools.utils_cache import StockNames, get_prev_trading_date_str
 from tools.utils_ding import BaseMessager
 
 
@@ -113,9 +113,10 @@ def today_hold_report(self, today: str, positions):
                 if open_price == 0.0 or curr_price is None:
                     continue
 
+                # 负成本不显示变化
+                total_change = curr_price - open_price if open_price > 0 else 0
+                ratio_change = curr_price / open_price - 1 if open_price > 0 else 0
                 vol = position.volume
-                total_change = curr_price - open_price
-                ratio_change = curr_price / open_price - 1
                 hold_count += 1
                 display_list.append([code, curr_price, open_price, vol, ratio_change, total_change])
 
@@ -147,12 +148,14 @@ def today_hold_report(self, today: str, positions):
         if self.messager is not None:
             self.messager.send_text_as_md(text)
 
-    def check_asset(self, today: str, asset):
-        title = f'[{self.account_id}]{self.strategy_name} 盘后清点'
-        text = title + MSG_OUTER_SEPARATOR
+    def check_asset(self, today: str, asset, is_afternoon: bool = True):
+        title = f'[{self.account_id}]{self.strategy_name} {"午盘" if is_afternoon else "早盘"}清点'
+        text = title
 
         increase = get_total_asset_increase(self.path_assets, today, asset.total_asset)
         if increase is not None:
+            text += MSG_OUTER_SEPARATOR
+
             total_change = colour_text(
                 f'{"+" if increase > 0 else ""}{round(increase, 2)}',
                 increase > 0,
@@ -164,38 +167,38 @@ def check_asset(self, today: str, asset):
                 increase > 0,
                 increase < 0,
             )
-            text += f'当日变动: {total_change}元({ratio_change})'
+            text += f'{"当日" if is_afternoon else "盘中"}变动: {total_change}元({ratio_change})'
 
             if self.today_report_show_bank \
                     and hasattr(self.delegate, 'xt_trader') \
                     and hasattr(self.delegate.xt_trader, 'query_bank_info'):
-
                 cash_change = 0.0
                 today_xt = today.replace('-', '')
+                yesterday_xt = get_prev_trading_date_str(today, 1)
                 bank_info = self.delegate.xt_trader.query_bank_info(self.delegate.account)  # 银行信息查询
                 for bank in bank_info:
-                    if bank.success:
+                    if bank.success or bank.error_msg == '':
                         # 银行卡流水记录查询
                         transfers = self.delegate.xt_trader.query_bank_transfer_stream(
-                            self.delegate.account, today_xt, today_xt, bank.bank_no, bank.bank_account)
+                            self.delegate.account, yesterday_xt, today_xt, bank.bank_no, bank.bank_account)
                         total_change = sum(
                             -t.balance
                             if t.transfer_direction == '2' else t.balance
-                            for t in transfers if t.success
+                            for t in transfers if (t.success or t.error_msg == '') and  t.date == today_xt and  t.transfer_status == '成功'
                         )
                         cash_change += total_change
 
                 if abs(cash_change) > 0.0001:
-                    cash_change = colour_text(
+                    cash_change_str = colour_text(
                         f'{"+" if cash_change > 0 else ""}{round(cash_change, 2)}',
                         cash_change > 0,
                         cash_change < 0,
                         )
                     text += MSG_INNER_SEPARATOR
-                    text += f'银证转账: {cash_change}元'
+                    text += f'银证转账: {cash_change_str}元'
 
         text += MSG_INNER_SEPARATOR
-        text += f'持仓市值: {round(asset.market_value, 2)}元'
+        text += f'{"持仓" if is_afternoon else "浮动"}市值: {round(asset.market_value, 2)}元'
 
         text += MSG_INNER_SEPARATOR
         text += f'剩余现金: {round(asset.cash, 2)}元'

delegate/xt_delegate.py

@@ -61,7 +61,7 @@ def __init__(
 
     def connect(self, callback: object) -> (XtQuantTrader, bool):
         session_id = int(time.time())  # 生成session id 整数类型 同时运行的策略不能重复
-        print("生成临时 session_id: ", session_id)
+        print("[交易通道] 连接开始，临时 session_id: ", session_id)
         self.xt_trader = XtQuantTrader(self.path, session_id)
 
         if callback is None:
@@ -73,7 +73,7 @@ def connect(self, callback: object) -> (XtQuantTrader, bool):
         self.xt_trader.start()  # 启动交易线程
 
         # 建立交易连接，返回0表示连接成功
-        print('正在建立交易连接...', end='')
+        print('[交易通道] 正在建立交易连接...', end='')
         connect_result = self.xt_trader.connect()
         print(f'返回值：{connect_result}...', end='')
         if connect_result != 0:
@@ -83,7 +83,7 @@ def connect(self, callback: object) -> (XtQuantTrader, bool):
         print('成功!')
 
         # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功
-        print('正在订阅主推回调...', end='')
+        print('[交易通道] 正在订阅主推回调...', end='')
         subscribe_result = self.xt_trader.subscribe(self.account)
         print(f'返回值：{subscribe_result}...', end='')
         if subscribe_result != 0:
@@ -92,15 +92,15 @@ def connect(self, callback: object) -> (XtQuantTrader, bool):
             return None, False
         print('成功!')
 
-        print('连接完毕。')
+        print('[交易通道] 连接完毕！')
         return self.xt_trader, True
 
     def reconnect(self) -> None:
         if self.xt_trader is None and self.is_open_day:  # 仅在交易日重连
-            print('开始重连交易接口')
+            print('[交易通道] 开始重连交易接口')
             _, success = self.connect(self.callback)
             if success:
-                print('交易接口重连成功')
+                print('[交易通道] 交易接口重连成功')
                 if self.subscriber is not None:
                     self.subscriber.resubscribe_tick(True)
         # else:

delegate/xt_subscriber.py

@@ -127,7 +127,8 @@ def callback_sub_whole(self, quotes: Dict) -> None:
         if self.cache_limits['prev_seconds'] != curr_seconds:
             self.cache_limits['prev_seconds'] = curr_seconds
 
-            print_mark = '.' if len(self.cache_quotes) > 0 else 'x'
+            print_mark = "'" if int(curr_seconds) % 10 == 9 else "."
+            print_mark = print_mark if len(self.cache_quotes) > 0 else "x"
 
             if int(curr_seconds) % self.execute_interval == 0:
                 # 更全（默认：先记录再执行）

run_shield.py

@@ -22,6 +22,9 @@
 IS_PROD = False     # 生产环境标志：False 表示使用掘金模拟盘 True 表示使用QMT账户下单交易
 IS_DEBUG = True     # 日志输出标记：控制台是否打印debug方法的输出
 
+CAN_BUY = False     # 双重保险，改为 True 才会下单买
+CAN_SELL = False    # 双重保险，改为 True 才会下单卖
+
 PATH_BASE = CACHE_PROD_PATH if IS_PROD else CACHE_TEST_PATH
 
 PATH_ASSETS = PATH_BASE + '/assets.csv'         # 记录历史净值
@@ -68,7 +71,10 @@ class SellConf:
 
 def before_trade_day() -> None:
     # held_increase() -> None:
-    update_position_held(disk_lock, my_delegate, PATH_HELD)
+
+    # 持仓自动发现，对于连续做波段的票，会因为券商不同可能有成本价的问题，所以暂时禁用
+    # update_position_held(disk_lock, my_delegate, PATH_HELD)
+
     if all_held_inc(disk_lock, PATH_HELD):
         logging.warning('===== 所有持仓计数 +1 =====')
         print(f'[持仓计数] All stocks held day +1')
@@ -100,7 +106,7 @@ def execute_strategy(curr_date: str, curr_time: str, curr_seconds: str, curr_quo
     for time_range in SellConf.time_ranges:
         if time_range[0] <= curr_time <= time_range[1]:
             if int(curr_seconds) % SellConf.interval == 0:
-                scan_sell(curr_quotes, curr_date, curr_time, positions)
+                CAN_SELL & bool(scan_sell(curr_quotes, curr_date, curr_time, positions))
 
     return False
 

run_swords_tdx.py

@@ -28,7 +28,6 @@
 PATH_LOGS = PATH_BASE + '/logs.txt'             # 记录策略的历史日志
 disk_lock = threading.Lock()                    # 操作磁盘文件缓存的锁
 cache_selected: Dict[str, Set] = {}             # 记录选股历史，去重
-cache_history: Dict[str, pd.DataFrame] = {}     # 记录历史日线行情的信息 { code: DataFrame }
 
 
 class PoolConf:
@@ -71,7 +70,7 @@ def before_trade_day() -> None:
     update_position_held(disk_lock, my_delegate, PATH_HELD)
     if all_held_inc(disk_lock, PATH_HELD):
         logging.warning('===== 所有持仓计数 +1 =====')
-        print(f'All held stock day +1!')
+        print(f'[持仓计数] All stocks held day +1')
 
     # refresh_code_list() -> None:
     my_pool.refresh()
@@ -199,8 +198,8 @@ def execute_strategy(curr_date: str, curr_time: str, curr_seconds: str, curr_quo
 
 if __name__ == '__main__':
     logging_init(path=PATH_LOGS, level=logging.INFO)
-    STRATEGY_NAME = STRATEGY_NAME if IS_PROD else STRATEGY_NAME + "[测]"
-    print(f'正在启动 {STRATEGY_NAME}...')
+    STRATEGY_NAME = STRATEGY_NAME if IS_PROD else STRATEGY_NAME + '[测]'
+    print(f'[正在启动] {STRATEGY_NAME}')
     if IS_PROD:
         from delegate.xt_callback import XtCustomCallback
         from delegate.xt_delegate import XtDelegate

selector/select_wencai.py

@@ -12,16 +12,16 @@
 default_prompt = "中证500成分股，非ST，非科创，MACD金叉，按价格从小到大"  # 这里自定义问财选股的问句prompt
 
 
-def get_prompt(prompt_number: any = 0) -> str:
+def get_prompt(prompt_index: any = 0) -> str:
     ans = default_prompt
 
-    if type(prompts) == list and prompt_number < len(prompts):
-        ans = prompts[prompt_number]
+    if type(prompts) == list and prompt_index < len(prompts):
+        ans = prompts[prompt_index]
 
-    if type(prompts) == dict and prompt_number in prompts:
-        ans = prompts[prompt_number]
+    if type(prompts) == dict and prompt_index in prompts:
+        ans = prompts[prompt_index]
 
-    print('选股问句：', ans, '\n')
+    print(f'[{prompt_index}]: {ans}')
     return ans
 
 

tools/utils_basic.py

@@ -14,7 +14,8 @@ def debug(*args, **kwargs):
 
 # pandas dataframe 显示配置优化
 def pd_show_all() -> None:
-    pd.set_option('display.width', None)
+    pd.set_option('display.expand_frame_repr', False)
+    pd.set_option('display.width', 2000)
     pd.set_option('display.min_rows', 9999)
     pd.set_option('display.max_rows', 9999)
     pd.set_option('display.max_columns', 200)
@@ -24,16 +25,43 @@ def pd_show_all() -> None:
 
 
 # logging 模块的初始化配置
-def logging_init(path=None, level=logging.DEBUG, file_line=False):
+def logging_init(path=None, level=logging.DEBUG, file_line=False, silence_libs=True):
+    """
+    初始化日志配置
+    :param path: 日志文件路径，None则输出到控制台
+    :param level: 日志级别
+    :param file_line: 是否显示文件名和行号
+    :param silence_libs: 是否静默第三方库日志
+    """
     file_line_fmt = ""
     if file_line:
         file_line_fmt = "%(filename)s[line:%(lineno)d] - %(levelname)s: "
+
     logging.basicConfig(
         level=level,
         format=file_line_fmt + "%(asctime)s|%(message)s",
         filename=path
     )
 
+    # 静默常见第三方库的日志（完全忽略）
+    if silence_libs:
+        noisy_libs = [
+            'gmtrade', 'gmtradelogger', 'tushare', 'urllib3', 'requests',
+            'httpx', 'httpcore', 'asyncio', 'websockets',
+            'apscheduler', 'schedule', 'chardet',
+        ]
+        # 既设置顶层 logger，也把已创建的同前缀子 logger 一并静默（例如 gmtrade.xxx）
+        for lib in noisy_libs:
+            logging.getLogger(lib).setLevel(logging.CRITICAL)
+            logging.getLogger(lib).propagate = False
+
+            for name, obj in logging.root.manager.loggerDict.items():
+                if not isinstance(obj, logging.Logger):
+                    continue
+                if name == lib or name.startswith(lib + '.'):
+                    obj.setLevel(logging.CRITICAL)  # 只输出崩溃级日志
+                    obj.propagate = False  # 阻止传播到 root logger
+
 
 # 多文件 logger的配置
 def logger_init(path=None, name='default') -> logging.Logger:

tools/utils_cache.py

@@ -300,7 +300,7 @@ def all_held_inc(lock: threading.Lock, path: str) -> bool:
             else:
                 return False
         except Exception as e:
-            print('held days +1 failed! ', e)
+            print('[持仓计数] Held days +1 failed! ', e)
             return False
 
 

tools/utils_remote.py

@@ -522,7 +522,7 @@ def get_bao_daily_history(
     [symbol, exchange] = code.split('.')
     rs = bs.query_history_k_data_plus(
         f'{exchange.lower()}.{symbol}',
-        "date,code,open,high,low,close,volume,amount",
+        "date,code,open,high,low,close,volume,amount,peTTM",
         start_date=start,
         end_date=end,
         frequency='d',