release 4.5.0

_doc/CHANGELOG.md

@@ -6,6 +6,13 @@
 
 - LimitSeller 逻辑优化
 
+## [ 4.5.0 ] 2026-02-25
+
+### 修改
+- 修复最小价格记录的bug
+- 稳定性提高，防御部分网络抖动
+- 控制台输出文案优化
+
 ## [ 4.4.0 ] 2026-01-29
 
 ### 修改

delegate/base_delegate.py

@@ -80,7 +80,7 @@ def order_cancel_sell(self, code: str, strategy_name: str = DEFAULT_STRATEGY_NAM
         pass
 
     @staticmethod
-    def is_position_holding(position: any) -> bool:
+    def is_position_holding(position: dict) -> bool:
         return False
 
     @abstractmethod
@@ -93,28 +93,31 @@ def shutdown(self) -> None:
 
 
 # -----------------------
-# 持仓自动发现
+# 持仓自动发现更新进缓存
 # -----------------------
 def update_position_held(lock: threading.Lock, delegate: BaseDelegate, path: str):
     with lock:
         positions = delegate.check_positions()
-        held_info = load_json(path)
+        if positions is None:
+            print('[扫描仓位] 未能获取持仓数据')
+        elif len(positions) <= 0:
+            print('[扫描仓位] 当前空仓')
+        else:
+            position_codes = [position.stock_code for position in positions]
+            print('[扫描仓位] 当前持仓', position_codes)
 
-        # 添加未被缓存记录的持仓：默认当日买入
-        for position in positions:
-            if position.can_use_volume > 0:
-                if position.stock_code not in held_info.keys():
-                    held_info[position.stock_code] = {InfoItem.DayCount: 0}
+            held_info = load_json(path)
 
-        # 删除已清仓的held_info记录
-        if positions is not None and len(positions) > 0:
-            position_codes = [position.stock_code for position in positions]
-            print('[当前持仓]', position_codes)
+            # 添加未被缓存记录的持仓：默认当日买入
+            for position in positions:
+                if position.can_use_volume > 0:
+                    if position.stock_code not in held_info.keys():
+                        held_info[position.stock_code] = {InfoItem.DayCount: 0}
+
+            # 删除已清仓的held_info记录
             holding_codes = list(held_info.keys())
             for code in holding_codes:
                 if len(code) > 0 and code[0] != '_' and (code not in position_codes):
                     del held_info[code]
-        else:
-            print('[当前空仓]')
 
-        save_json(path, held_info)
+            save_json(path, held_info)

delegate/base_subscriber.py

@@ -18,6 +18,10 @@
 from tools.utils_remote import DataSource, ExitRight, get_daily_history
 
 
+def get_today() -> str:
+    return datetime.datetime.today().strftime('%Y-%m-%d')
+
+
 class BaseSubscriber:
     def __init__(
         self,
@@ -96,13 +100,14 @@ def __init__(
         self.history_day_klines : Dict[str, pd.DataFrame] = {}
 
         self.code_list = []
-        self.curr_trade_date = ''
+        self.before_job_success_flag = ''
+        self.near_trade_success_flag = ''
 
     # -----------------------
     # 监测主策略执行
     # -----------------------
     def callback_run_no_quotes(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         now = datetime.datetime.now()
@@ -113,7 +118,7 @@ def callback_run_no_quotes(self):
         # 每分钟输出一行开头
         if self.cache_limits['prev_minutes'] != curr_time:
             self.cache_limits['prev_minutes'] = curr_time
-            print(f'\n[{curr_time}]', end='')
+            print(f'\n[{curr_date} {curr_time}]', end='')
 
         curr_seconds = now.strftime('%S')
         if self.cache_limits['prev_seconds'] != curr_seconds:
@@ -125,7 +130,7 @@ def callback_run_no_quotes(self):
                 self.execute_strategy(curr_date, curr_time, curr_seconds, {})
 
     def callback_open_no_quotes(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         if self.messager is not None:
@@ -137,7 +142,7 @@ def callback_open_no_quotes(self):
             threading.Thread(target=self.custom_begin_sub).start()
 
     def callback_close_no_quotes(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         print('\n[关闭策略]')
@@ -149,55 +154,81 @@ def callback_close_no_quotes(self):
             threading.Thread(target=self.custom_end_unsub).start()
 
     def update_code_list(self, code_list: list[str]):
+        print(f'[订阅列表]:{code_list}\n', end='')
         self.code_list = code_list
 
     # -----------------------
     # 任务接口
     # -----------------------
+    def clear_all(self):
+        self.history_day_klines.clear()
+
     def before_trade_day_wrapper(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
+        self.clear_all()
+
         if self.before_trade_day is not None:
-            self.before_trade_day()
-            self.curr_trade_date = datetime.datetime.now().strftime('%Y-%m-%d')
+            print(f'[定时任务] 盘前任务开始')
+            try:
+                self.before_trade_day()
+                self.before_job_success_flag = get_today()
+                print(f'[定时任务] 盘前任务完成 {self.before_job_success_flag}\n', end='')
+            except Exception as e:
+                print(f'[定时任务] 盘前任务出错: {e}\n', end='')
 
     def near_trade_begin_wrapper(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         if self.near_trade_begin is not None:
-            self.near_trade_begin()
-            if self.before_trade_day is None:  # 没有设置before_trade_day 情况
-                self.curr_trade_date = datetime.datetime.now().strftime('%Y-%m-%d')
-            print(f'今日盘前准备工作已完成')
+            print(f'[定时任务] 临盘任务开始')
+            try:
+                self.near_trade_begin()
+                self.near_trade_success_flag = get_today()
+                print(f'[定时任务] 临盘任务完成 {self.near_trade_success_flag}\n', end='')
+            except Exception as e:
+                print(f'[定时任务] 临盘任务出错: {e}\n', end='')
+
 
     def finish_trade_day_wrapper(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         if self.finish_trade_day is not None:
-            self.finish_trade_day()
+            print(f'[定时任务] 盘后任务开始')
+            try:
+                self.finish_trade_day()
+                print(f'[定时任务] 盘后任务完成\n', end='')
+            except Exception as e:
+                print(f'[定时任务] 盘后任务出错: {e}\n', end='')
 
     def execute_call_end_wrapper(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
-        print('[竞价结束回调]')
         if self.execute_call_end is not None:
+            print(f'[定时任务] 竞价任务开始')
             self.execute_call_end()
+            try:
+                print(f'[定时任务] 竞价任务完成\n', end='')
+            except Exception as e:
+                print(f'[定时任务] 竞价任务出错: {e}\n', end='')
 
     # 检查是否完成盘前准备
     def check_before_finished(self):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
-        if (self.before_trade_day is not None or self.near_trade_begin is not None) and \
-                (self.curr_trade_date != datetime.datetime.now().strftime("%Y-%m-%d")):
-            print('[ERROR]盘前准备未完成，尝试重新执行盘前函数')
+        if self.before_trade_day is not None and self.before_job_success_flag != get_today():
+            print('[定时任务] 重新执行盘前任务开始\n', end='')
             self.before_trade_day_wrapper()
+            print(f'[定时任务] 重新执行盘前任务完成\n', end='')
+        if self.near_trade_begin is not None and self.near_trade_success_flag != get_today():
+            print(f'[定时任务] 重新执行临盘任务开始\n', end='')
             self.near_trade_begin_wrapper()
-        print(f'当前交易日：[{self.curr_trade_date}]')
+            print(f'[定时任务] 重新执行临盘任务完成\n', end='')
 
     # -----------------------
     # 盘后报告总结
@@ -207,13 +238,14 @@ def daily_summary(self):
         if not check_is_open_day(now.strftime('%Y-%m-%d')):
             return
 
+        print(f'[每日总结] 开始')
         curr_date = now.strftime('%Y-%m-%d')
 
         if self.open_today_deal_report:
             try:
                 self.daily_reporter.today_deal_report(today=curr_date)
             except Exception as e:
-                print('Report deal failed: ', e)
+                print('[每日总结] 交易报告出错: ', e)
                 traceback.print_exc()
 
         if self.open_today_hold_report:
@@ -222,19 +254,21 @@ def daily_summary(self):
                     positions = self.delegate.check_positions()
                     self.daily_reporter.today_hold_report(today=curr_date, positions=positions)
                 else:
-                    print('Missing delegate to complete reporting!')
+                    print('[每日总结] 获取持仓信息必需 delegate')
             except Exception as e:
-                print('Report position failed: ', e)
+                print('[每日总结] 持仓报告出错: ', e)
                 traceback.print_exc()
 
         try:
             if self.delegate is not None:
                 asset = self.delegate.check_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)
+            print('[每日总结] 账户报告出错: ', e)
             traceback.print_exc()
 
+        print(f'[每日总结] 结束')
+
     # -----------------------
     # 定时器
     # -----------------------
@@ -336,7 +370,7 @@ def prev_check_open_day(self):
         now = datetime.datetime.now()
         curr_date = now.strftime('%Y-%m-%d')
         curr_time = now.strftime('%H:%M')
-        print(f'[{curr_time}]', end='')
+        print(f'\n[{curr_date} {curr_time}]', end='')
         is_open_day = check_is_open_day(curr_date)
         if self.delegate is not None:
             self.delegate.is_open_day = is_open_day
@@ -384,7 +418,7 @@ def _download_from_remote(
         t1 = datetime.datetime.now()
         print(f'Prepared TIME COST: {t1 - t0}')
 
-    def _download_from_tdx(self, target_codes: list, start: str, end: str, adjust: str, columns: list[str]):
+    def _download_from_tdx(self, target_codes: list, start: str, end: str, adjust: ExitRight, columns: list[str]):
         print(f'Prepared time range: {start} - {end}')
         t0 = datetime.datetime.now()
 
@@ -444,7 +478,7 @@ def download_cache_history(
                     self.messager.send_text_as_md(f'[{self.account_id}]{self.strategy_name}:'
                                                   f'历史{len(self.cache_history)}支')
 
-            if data_source == DataSource.TDXZIP and self.history_day_klines is None:
+            if data_source == DataSource.TDXZIP and (self.history_day_klines is None or len(self.history_day_klines) == 0):
                 self.history_day_klines = get_tdxzip_history(adjust=adjust)
 
         # ======== 预加载每日增量数据源 ========
@@ -466,7 +500,7 @@ def download_cache_history(
 
     # 重新加载历史数据进内存
     def refresh_memory_history(self, code_list: list[str], start: str, end: str, data_source: DataSource):
-        if not check_is_open_day(datetime.datetime.now().strftime('%Y-%m-%d')):
+        if not check_is_open_day(get_today()):
             return
 
         hc = DailyHistoryCache()

delegate/gm_callback.py

@@ -45,33 +45,33 @@ def register_callback():
         try:
             status = start(filename=file_name)
             if status == 0:
-                print(f'[掘金信息] 使用 {file_name} 订阅回调成功')
+                print(f'[掘金信息] 使用 {file_name} 订阅回调成功\n', end='')
             else:
-                print(f'[掘金信息] 使用 {file_name} 订阅回调失败，状态码：{status}')
+                print(f'[掘金信息] 使用 {file_name} 订阅回调失败，状态码：{status}\n', end='')
         except Exception as e0:
-            print(f'[掘金信息] 使用 {file_name} 订阅回调异常：{e0}')
+            print(f'[掘金信息] 使用 {file_name} 订阅回调异常：{e0}\n', end='')
             try:
                 # 直接使用当前模块进行注册，不使用filename参数
                 status = start(filename='__main__')
                 if status == 0:
-                    print(f'[掘金信息] 使用 __main__ 订阅回调成功')
+                    print(f'[掘金信息] 使用 __main__ 订阅回调成功\n', end='')
                 else:
-                    print(f'[掘金信息] 使用 __main__ 订阅回调失败，状态码：{status}')
+                    print(f'[掘金信息] 使用 __main__ 订阅回调失败，状态码：{status}\n', end='')
             except Exception as e1:
-                print(f'[掘金信息] 使用 __main__ 订阅回调异常：{e1}')
+                print(f'[掘金信息] 使用 __main__ 订阅回调异常：{e1}\n', end='')
                 try:
                     # 如果start()不带参数失败，尝试使用空参数
                     status = start()
                     if status == 0:
-                        print(f'[掘金信息] 订阅回调成功')
+                        print(f'[掘金信息] 订阅回调成功\n', end='')
                     else:
-                        print(f'[掘金信息] 订阅回调失败，状态码：{status}')
+                        print(f'[掘金信息] 订阅回调失败，状态码：{status}\n', end='')
                 except Exception as e2:
-                    print(f'[掘金信息] 使用空参数订阅回调也失败：{e2}')
+                    print(f'[掘金信息] 使用空参数订阅回调也失败：{e2}\n', end='')
 
     @staticmethod
     def unregister_callback():
-        print(f'[掘金信息] 取消订阅回调')
+        print(f'[掘金信息] 取消订阅回调\n', end='')
         # stop()
 
     def record_order(self, order_time: str, code: str, price: float, volume: int, side: str, remark: str):
@@ -142,7 +142,7 @@ def on_order_status(self, order: Order):
         elif order.status == OrderStatus_Canceled:
             print(f'[CANCELED:{order.symbol}]', end='')
         else:
-            print(f'[掘金订单]{order.symbol} 订单状态：{order.status}')
+            print(f'[掘金订单]{order.symbol} 订单状态：{order.status}\n', end='')
 
 
 class GmCache:
@@ -160,16 +160,16 @@ def on_order_status(order: Order):
 
 
 def on_trade_data_connected():
-    print('[掘金回调] 交易服务已连接')
+    print('[掘金回调] 交易服务已连接\n', end='')
 
 
 def on_trade_data_disconnected():
-    print('[掘金回调] 交易服务已断开')
+    print('[掘金回调] 交易服务已断开\n', end='')
 
 
 def on_account_status(account_status: AccountStatus):
-    print(f'[掘金回调] 账户状态已变化 状态：{account_status}')
+    print(f'[掘金回调] 账户状态已变化 状态：{account_status}\n', end='')
 
 
 def on_error(error_code, error_info):
-    print(f'[掘金报错] 错误码:{error_code} 错误信息:{error_info}')
+    print(f'[掘金报错] 错误码:{error_code} 错误信息:{error_info}\n', end='')