QMT 高层架构图

日期: 2026-04-06 说明: 本文档基于当前代码结构绘制，不沿用旧命名。 命名说明: 对外简称采用 QTS；当前代码目录与 import 路径仍为 qss/

1. 模块缩写与全称

2. 原始定位补充

• QTS: 交易执行主系统，负责真正的策略执行、风控与交易闭环
• SPS: 监控推送系统，负责低频监控和消息推送，只推不交易
• TSS: 策略搜索与回测系统，负责研究、验证和比较
• ITS: 投资标的筛选与评审系统，负责候选股筛选与评审，看和评，不直接做

3. 系统上下文图

flowchart LR
    User[交易员 / 研究员 / 调度脚本] --> QMT[QMT Quant Workspace]
    Market[QMT xtdata / AKShare / CSV / Sina / News] --> QMT
    QMT --> Notify[Feishu / Dashboard / 报表]
    QMT --> Broker[QMT 交易终端 / 模拟执行]

4. 当前代码高层架构图

flowchart TB
    subgraph Config[统一配置层]
        CFG1[config/base.yaml]
        CFG2[accounts / pools / strategies]
        CFG3[loader.py]
    end

    subgraph Data[数据与存储层]
        QD[qdata.service.DataService]
        ADP[QMTAdapter / AKShareAdapter / CSVAdapter]
        ASYNC[AsyncDataService]
        BAR[BarStore SQLite]
    end

    subgraph Trading[交易执行层]
        DF[DataFeed]
        QTS[QTS\nQuantitative Trading System\n量化交易系统]
        BUS[EventBus]
        PROC[SignalProcessor]
        RISK[RiskManager]
        EXE[QMTExecutor / SimulatedExecutor / RemoteExecutor]
        API[FastAPI + Dashboard]
        NOTI[NotificationBridge]
    end

    subgraph Monitor[盘中监控层]
        SPS[SPS\nStrategy Push System\n策略监控推送系统]
        WM[wave_monitor]
        QF[QuoteFetcher]
        VE[vector_engine]
        HDB[HistoryDataManager]
    end

    subgraph Research[策略研究层]
        TSS[TSS\nTrading Strategy Search\n交易策略搜索系统]
        DL[data_loader]
        VBT[vnpy_backtest_runner]
        COMP[comparison / report scripts]
    end

    subgraph Intelligence[智能分析层]
        ITS[ITS\nInvestment Target Selection\n投资标的选择系统]
        DCB[DebateContextBuilder]
        DEB[DebateEngine]
        AIC[AIClient]
        MEM[DebateMemoryStore]
        GP[GoldenPoolManager]
        NEWS[news + sentiment]
    end

    subgraph Ops[编排运维层]
        SCH[scheduler.py]
        NIGHT[nightly_screener.py]
    end

    CFG1 --> QD
    CFG2 --> QD
    CFG3 --> QD
    CFG3 --> Trading
    CFG3 --> Research

    ADP --> QD --> BAR
    QD --> ASYNC

    QD --> DF
    QD --> SPS
    QD --> TSS
    QD --> ITS
    DF --> QTS

    QTS --> BUS --> PROC --> RISK --> EXE
    BUS --> NOTI
    BUS --> API

    QF --> WM
    VE --> WM
    HDB --> WM
    SPS --> WM

    TSS --> DL
    DL --> VBT
    COMP --> VBT

    ITS --> DCB
    DCB --> DEB --> AIC
    DEB --> MEM
    DEB --> GP
    NEWS --> DCB
    GP -. 候选池 / 事件 .-> QTS

    SCH --> NIGHT
    SCH --> QTS
    NIGHT --> ITS

5. 推荐部署图

flowchart LR
    subgraph StrategySide[策略与研究侧 Mac / Linux]
        TSS[TSS\nTrading Strategy Search]
        SPS[SPS\nStrategy Push System]
        ITS[ITS\nInvestment Target Selection]
        QTSL[QTS Logic\nQuantitative Trading System]
        QDATA[qdata]
    end

    subgraph ExecSide[执行侧 Windows + QMT]
        REMOTE[RemoteExecutorServer]
        QMTX[xtdata / xttrader / QMTExecutor]
        TERMINAL[QMT Client]
    end

    TSS --> QDATA
    SPS --> QDATA
    ITS --> QDATA
    QTSL --> QDATA
    QTSL -->|JSON-RPC/TCP| REMOTE --> QMTX --> TERMINAL

6. 阅读说明

• qdata 是全系统共享底座
• QTS 是最核心的在线执行域，也是唯一承担交易执行闭环的主系统
• SPS 与 TSS 分别承担监控和研究职责，其中 SPS 只推不交易
• ITS 负责智能分析、候选池沉淀和评审结论输出
• scripts 负责日常编排，不直接承载业务逻辑