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高级自定义运行

run_paper.py 和 run_live.py 适合快速启动。需要精细控制行情源、选股器、策略、组合优化、风控、持久化或实盘 broker 时，可以直接组装 trading service。

手动运行模拟盘

下面示例创建两个模拟盘 session：一个使用海龟策略作为基准，一个使用 RSI 策略做对照。MarketDataService 默认使用 TuShare 历史行情，同时会在交易日合并当日行情，并在进入执行层前统一为 trading schema。

from jh_quant.trading import (
    MultiSessionService,
    PersistenceCoordinator,
    SQLiteOrderRecorder,
    RSIStrategyConfig,
    TurtleStrategyConfig,
    build_session_config,
    create_market_data_service,
    run_trading_app,
)


symbols = ["688256.SH", "688012.SH", "688981.SH", "688041.SH"]


market_data = create_market_data_service(
    backend="tushare",
    default_symbols=symbols,
)


persistence = PersistenceCoordinator(
    recorder=SQLiteOrderRecorder(db_path="trading-paper.db")
)


base_config = (
    build_session_config()
    .with_session(
        execution_mode="paper",
        clock_mode="live",
        frequency="1d",
        price_lookback_days=180,
        auto_start=True,
    )
    .with_selection(name="static", params={"symbols": symbols})
)


turtle_config = (
    base_config
    .with_session(session_id="paper-turtle")
    .with_strategy(name="turtle", alias="turtle", weight=1.0, params=TurtleStrategyConfig())
    .build()
)


rsi_config = (
    build_session_config()
    .with_session(
        session_id="paper-rsi",
        execution_mode="paper",
        clock_mode="live",
        frequency="1d",
        price_lookback_days=180,
        auto_start=True,
    )
    .with_selection(name="static", params={"symbols": symbols})
    .with_strategy(name="rsi", alias="rsi", weight=1.0, params=RSIStrategyConfig())
    .build()
)


manager = MultiSessionService(market_data_provider=market_data, persistence=persistence)
manager.create_session(config=turtle_config, initial_capital=100_000)
manager.create_session(config=rsi_config, initial_capital=100_000)


run_trading_app(manager=manager, host="127.0.0.1", port=8000)

启动后访问：

  • http://127.0.0.1:8000/health
  • http://127.0.0.1:8000/sessions
  • http://127.0.0.1:8000/sessions/{session_id}/runtime

关键配置

with_session() 控制运行模式：

  • execution_mode="paper"：模拟盘。
  • execution_mode="live"：实盘，需要 broker。
  • clock_mode="live"：按真实时间运行。
  • clock_mode="backfill"：补跑历史窗口，需要 backfill_start。
  • frequency：调度频率，例如 "1d"。
  • price_lookback_days：策略计算信号需要回看的行情天数。
  • auto_start=True：创建 session 后自动启动调度器。

with_selection() 控制股票池：

.with_selection(
    name="static",
    params={"symbols": ["688256.SH", "688012.SH"]},
)

with_strategy() 或 add_strategy() 控制策略组合：

config = (
    build_session_config()
    .with_strategy(name="turtle", weight=0.6, params=TurtleStrategyConfig())
    .add_strategy(name="rsi", weight=0.4, params=RSIStrategyConfig())
    .build()
)

with_risk_rule() 和 add_risk_rule() 可添加执行前风控：

config = (
    build_session_config()
    .with_risk_rule(name="max_position_weight", params={"max_weight": 0.2})
    .add_risk_rule(name="min_cash_ratio", params={"min_cash_ratio": 0.05})
    .build()
)

手动运行实盘

实盘需要显式配置 broker。当前常见场景是 MiniQMT / XtQuant：

from jh_quant.trading import (
    MomentumStrategyConfig,
    build_session_config,
    create_market_data_service,
    run_trading_app,
    MultiSessionService,
)


symbols = ["688256.SH", "688012.SH", "688981.SH"]


market_data = create_market_data_service(
    backend="tushare",
    default_symbols=symbols,
)


broker_params = {
    "account_id": "YOUR_ACCOUNT_ID",
    "account_type": "STOCK",
    "path": r"C:\miniQMT\userdata_mini",
}


live_config = (
    build_session_config()
    .with_session(
        session_id="live-momentum",
        execution_mode="live",
        clock_mode="live",
        frequency="1d",
        cron_expression="0 14 * * 1-5",
        price_lookback_days=240,
        auto_start=False,
    )
    .with_selection(name="static", params={"symbols": symbols})
    .with_broker(name="xtquant", params=broker_params, alias="miniqmt-live")
    .with_strategy(name="momentum", alias="momentum", weight=1.0, params=MomentumStrategyConfig())
    .build()
)


manager = MultiSessionService(market_data_provider=market_data)
manager.create_session(config=live_config, initial_capital=1_000_000)


run_trading_app(manager=manager, host="127.0.0.1", port=8000)

实盘建议先保持 auto_start=False，通过 API 或 Dashboard 检查配置、行情、账户连接后再启动。

Dashboard

bootstrap 模式会在开启 API 后自动调用 display_trading()。手动模式下可以自己启动：

from jh_quant.dashboard import display_trading


display_trading(host="127.0.0.1", port=8000, refresh_interval_ms=15000)

Dashboard 依赖 API 端口，默认连接 http://127.0.0.1:8000。