# 高频数据获取（使用量化SDK）
symbols = ["IF.CFFEX", "IC.CFFEX", "IH.CFFEX"]  # 沪深300、中证500、上证50
frequency = "1s"  # 秒级数据

# 实际实现需要连接量化SDK实时数据流
# data_stream = connect_realtime_data(symbols, frequency)

def generate_adaptive_signal(self, market_data):
    """生成自适应交易信号"""
    
    # 1. 市场状态分析
    trend_state = self.analyze_trend(market_data)
    volatility_state = self.analyze_volatility(market_data)
    liquidity_state = self.analyze_liquidity(market_data)
    
    # 2. 合规状态检查
    compliance_status = self.check_compliance_status()
    
    # 3. 信号强度计算（多因子模型）
    factors = {
        'momentum': self.calc_momentum_factor(market_data),
        'mean_reversion': self.calc_mean_reversion_factor(market_data),
        'order_flow': self.calc_order_flow_factor(market_data),
        'market_microstructure': self.calc_microstructure_factor(market_data)
    }
    
    # 4. 动态权重调整
    weights = self.adjust_factor_weights(trend_state, volatility_state)
    
    # 5. 综合信号生成
    signal_score = sum(factors[f] * weights[f] for f in factors)
    
    # 6. 合规约束调整
    if compliance_status['order_rate_warning']:
        signal_score *= 0.5  # 降频时降低攻击性
    
    return signal_score

def calculate_position_size(self, signal_strength, compliance_status):
    """基于合规状态的仓位计算"""
    
    # 基础仓位计算
    base_size = self.capital * self.position_ratio
    
    # 信号强度调整
    if abs(signal_strength) > 0.8:
        size_multiplier = 1.0
    elif abs(signal_strength) > 0.5:
        size_multiplier = 0.7
    elif abs(signal_strength) > 0.3:
        size_multiplier = 0.4
    else:
        size_multiplier = 0
    
    # 合规约束调整
    if compliance_status['position_limit_near']:
        size_multiplier *= 0.5
    
    if compliance_status['cooling_active']:
        size_multiplier = 0
    
    # 最终仓位计算
    position_size = base_size * size_multiplier
    
    # 确保不超过监管限制
    max_allowed = min(
        self.compliance_monitor.max_position_limit * 0.8,
        self.get_available_capacity()
    )
    
    return min(position_size, max_allowed)