From 1e3622f9487d3b0fc73d9ac05c6f5846b7e5d316 Mon Sep 17 00:00:00 2001 From: "GDP\\solonot" Date: Mon, 3 Nov 2025 15:13:53 +0800 Subject: [PATCH] =?UTF-8?q?=E8=B0=83=E8=AF=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- config.ini | 2 +- core/main_controller.py | 61 ++++++++++------ core/sfgrid_trade_controller.py | 120 ++++++++++++++++++-------------- sfgrid_constants.py | 11 ++- starter.py | 11 ++- 5 files changed, 117 insertions(+), 88 deletions(-) diff --git a/config.ini b/config.ini index 9770206..d3a58e3 100644 --- a/config.ini +++ b/config.ini @@ -1,5 +1,5 @@ [config] -miniQMTPath=D:\Programs\DTQMT\userdata_mini +miniQMTPath=D:\\Programs\\DTQMT\\userdata_mini grid_price=1.665,1.660,1.655,1.650,1.645,1.640,1.635,1.630,1.625,1.620,1.615 grid_volume = 100 account_no = '99082560' diff --git a/core/main_controller.py b/core/main_controller.py index 6708dee..8c30a67 100644 --- a/core/main_controller.py +++ b/core/main_controller.py @@ -1,16 +1,19 @@ # coding:utf-8 +from xtquant.xttrader import XtQuantTrader + + import time, sys from peewee import ModelSelect import xtquant.xtconstant as xtconstant -sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 +sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 # type: ignore import core.strategy_db as strategy_db import sfgrid_constants from core.sfgrid_trade_controller import StockTradeController from core.util import getInstrumentName, getStockPosition from xtquant.xttrader import XtQuantTrader -from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, XtTrade +from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade from xtquant import xtdata from xtquant.xttrader import XtQuantTraderCallback import datetime @@ -20,7 +23,6 @@ class SFGridController(XtQuantTraderCallback): def __init__(self, account_no: str, miniQmtPath: str): super().__init__() - sfgrid_constants.initConfig() xtdata.enable_hello = False strategy_db.db.connect() strategy_db.db.create_tables([strategy_db.TradeTarget]) @@ -28,18 +30,19 @@ class SFGridController(XtQuantTraderCallback): session_id = int(time.time()) - self.xt_trader = XtQuantTrader(miniQmtPath, session_id) + self.xt_trader: XtQuantTrader = XtQuantTrader(miniQmtPath, session_id) self.xt_trader.register_callback(self) self.xt_trader.start() connect_result = self.xt_trader.connect() - print(f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接{connect_result}:') + print(f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接{connect_result}--: {miniQmtPath}') self.account= StockAccount(account_no, 'STOCK') - print(f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') + print(f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue] subscribe_result = self.xt_trader.subscribe(self.account) - print(f'- [{'成功' if subscribe_result == 0 else '失败'}]交易状态订阅') + print(f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅') self.stock_trade_ctrl = {} - self.init_instrument_pool(self.xt_trader, self.account) + self.init_instrument_pool(self.xt_trader, self.account) # type: ignore + self.seq = None print('- [成功]三疯交易系统初始化完成') @@ -76,12 +79,12 @@ class SFGridController(XtQuantTraderCallback): new_target.save() print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}') # 刷新标的持仓 - pos = getStockPosition(stock_code, self.xt_trader, self.account) + pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute() # 更新标的池 self.refresh_targets() # 添加交易控制器 - stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled) + stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled) # type: ignore self.stock_trade_ctrl[stock_code] = stockTradeController except Exception as e: @@ -101,10 +104,10 @@ class SFGridController(XtQuantTraderCallback): for temp in self.instrument_pool: tradeTarget:strategy_db.TradeTarget = temp - tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) + tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore result = tradeTarget.save() print(f' |- 同步当前持仓信息 {tradeTarget.stock_code}, {tradeTarget.current_position}, result = {result}') - stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) + stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController print(f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的') @@ -120,15 +123,15 @@ class SFGridController(XtQuantTraderCallback): for i in range(len(self.instrument_pool)): target: strategy_db.TradeTarget = self.instrument_pool[i] status = "新建" if target.status == 0 else "已建初始仓" - print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') + print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore def print_position_info(self): - positions = self.xt_trader.query_stock_positions(self.account) + positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account) if positions: print("\n- 持仓信息") for temp in positions: pos : XtPosition = temp - if pos.m_nVolume <=0: + if pos.volume <=0: continue print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}") print(f"总持仓: {pos.volume}") @@ -140,9 +143,9 @@ class SFGridController(XtQuantTraderCallback): def print_account_info(self): temp = self.xt_trader.query_stock_asset(self.account) - asset: XtAsset =temp + asset: XtAsset = temp # type: ignore - print(f"=== 账户信息 {self.account.account_id} ===") + print(f"=== 账户信息 {self.account.account_id} ===") # type: ignore print(f"可用资金: {asset.cash}") print(f"总资产: {asset.total_asset}") print(f"证券市值: {asset.market_value}") @@ -176,7 +179,7 @@ class SFGridController(XtQuantTraderCallback): print(f"标的交易控制器已存在但未运行，重新启动 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") tradeController.enabledTrading(True) else: - stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) + stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController print(f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}") @@ -239,14 +242,14 @@ class SFGridController(XtQuantTraderCallback): ctrl:StockTradeController = self.stock_trade_ctrl[stockCode] # 如果存在对应的StockTradeController，则调用其onDataUpdate方法 if ctrl is not None and order.strategy_name == ctrl.getName(): - ctrl.onOrderTrade(order) + ctrl.onOrderTrade(trade=order) # type: ignore else: - print(f"委托下单回调 投资备注 {order.order_remark} 不匹配 {ctrl.getName()}") + print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'") def test_sim_trade(self, index: int, orderType: int): tradeTarget:strategy_db.TradeTarget = self.instrument_pool[index] ctrl:StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code] - trade: XtTrade = None + trade: XtTrade = None # type: ignore if orderType == xtconstant.STOCK_BUY: trade = XtTrade( sfgrid_constants.account_no, @@ -256,7 +259,7 @@ class SFGridController(XtQuantTraderCallback): tradeTarget.current_buy_order_no, None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) else: - trade = XtTrade(sfgrid_constants.account_no, '300083.SZ', xtconstant.STOCK_SELL, 1, 1, price, sfgrid_constants.grid_volume, 1000, tradeTarget.current_sell_order_no, None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) + trade = XtTrade(sfgrid_constants.account_no, '300083.SZ', xtconstant.STOCK_SELL, 1, 1, price, sfgrid_constants.grid_volume, 1000, tradeTarget.current_sell_order_no, None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) # type: ignore self.on_stock_trade(trade) def on_stock_trade(self, trade:XtTrade): @@ -272,6 +275,15 @@ class SFGridController(XtQuantTraderCallback): ctrl.onOrderTrade(trade) else: print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}") + + def on_order_stock_async_response(self, response:XtOrderResponse): + stockCode = response.order_remark + ctrl:StockTradeController = self.stock_trade_ctrl[stockCode] + # 如果存在对应的StockTradeController，则调用其onDataUpdate方法 + if ctrl is not None and response.strategy_name == ctrl.getName(): + ctrl.onAsyncOrderResponse(response) + else: + print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}") def on_order_error(self, order_error): """ @@ -291,4 +303,7 @@ class SFGridController(XtQuantTraderCallback): """ print(datetime.datetime.now(), sys._getframe().f_code.co_name) -ctrl = SFGridController(sfgrid_constants.account_no, sfgrid_constants.miniQMTPath) \ No newline at end of file + +sfgrid_constants.initConfig() +print(f'{sfgrid_constants.account_no} : {sfgrid_constants.miniQMTPath}') +ctrl = SFGridController(sfgrid_constants.account_no, sfgrid_constants.miniQMTPath) \ No newline at end of file diff --git a/core/sfgrid_trade_controller.py b/core/sfgrid_trade_controller.py index 8d4e73a..f40c46e 100644 --- a/core/sfgrid_trade_controller.py +++ b/core/sfgrid_trade_controller.py @@ -1,28 +1,27 @@ from core.strategy_db import TradeTarget -from core.util import getStockPosition, is_trading_time, queryPendingOrder +from core.util import is_trading_time, queryPendingOrder from xtquant import xttrader, xtconstant -from xtquant.xttype import StockAccount, XtOrder, XtTrade +from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtTrade import sfgrid_constants -import datetime class StockTradeController: def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount, enabled: bool = False): - self.tradeTarget = tradeTarget + self.tradeTarget:TradeTarget = tradeTarget self.xt_trader: xttrader.XtQuantTrader = xt_trader self.account:StockAccount = account - self.enabledTrading(self.tradeTarget.enabled) + self.enabledTrading(enabled) def getName(self): return "SFGRID" def enabledTrading(self, enabled: bool): - self.tradeTarget.enabled = enabled + self.tradeTarget.enabled = enabled # type: ignore self.tradeTarget.save() - pendingOrders = queryPendingOrder(self.tradeTarget.stock_code,self.getName(), self.xt_trader,self.account) + pendingOrders = queryPendingOrder(str(self.tradeTarget.stock_code),self.getName(), self.xt_trader,self.account) if len(pendingOrders) > 0: print(f' |- 已存在{len(pendingOrders)}订单，全部取消，按需要重下。') @@ -32,16 +31,16 @@ class StockTradeController: if enabled: print(f" |- 标的{self.tradeTarget.targetName()}交易启动, position {self.tradeTarget.current_position}") # 建仓状态检查 - if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0: - self.tradeTarget.grid_index = 1 + if int(self.tradeTarget.current_position) == 0 and int(self.tradeTarget.status) == 0: # type: ignore + self.tradeTarget.grid_index = 1 # type: ignore self.tradeTarget.save() self.init_stock_position() - print(f" |- 标的{self.tradeTarget.targetName()}建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}") + print(f" |- 标的{self.tradeTarget.targetName()}建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}") # type: ignore else: # 交易阶段，检查仓位，检查现有订单 print(f" |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 无需建初始仓 当前仓位: {self.tradeTarget.current_position} 状态: {self.tradeTarget.status}") - minRequirePosition:int = sfgrid_constants.grid_volume * self.tradeTarget.grid_index - if minRequirePosition <= self.tradeTarget.current_position: + minRequirePosition:int = sfgrid_constants.grid_volume * int(self.tradeTarget.grid_index) # type: ignore + if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}') else: print(f' |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}') @@ -50,54 +49,65 @@ class StockTradeController: def isEnabled(self) -> bool: - return self.tradeTarget.enabled + return bool(self.tradeTarget.enabled) def onDataUpdate(self, data): if self.isEnabled(): print(f"\n标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 行情数据更新 {data[self.tradeTarget.stock_code]}") - def onOrderUpdate(self, order:XtOrder): - pass + def onAsyncOrderResponse(self, order:XtOrderResponse): + stockCode = order.order_remark + orderSeq = order.seq + if self.tradeTarget.current_buy_order_no == order.seq: + self.tradeTarget.current_buy_order_no = order.order_id + elif self.tradeTarget.current_sell_order_no == order.seq: + self.tradeTarget.current_sell_order_no = order.order_id + else: + print(f' |- 委托回调: 委托单 {order.order_id} {stockCode} {orderSeq} 不在策略监控范围内') + return + + rc = self.tradeTarget.save() + print(f' |- 委托回调: 委托单 {order.order_id} {stockCode} {orderSeq} 处理结果: {rc}') def onOrderTrade(self, trade:XtTrade): indicator = False - if self.tradeTarget.status == 0 and trade.order_id == self.initBuyOrderId : + if int(self.tradeTarget.status) == 0 and trade.order_id == self.initBuyOrderId : # type: ignore # 此时为建仓成交 - self.tradeTarget.current_position += trade.traded_volume # 当前持仓数，账户原有持仓不在策略范围内 - self.tradeTarget.last_trade_price = trade.traded_price - self.tradeTarget.grid_index = 1 - self.tradeTarget.status = 1 + self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # 当前持仓数，账户原有持仓不在策略范围内 # type: ignore + self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore + self.tradeTarget.grid_index = 1 # type: ignore + self.tradeTarget.status = 1 # type: ignore self.tradeTarget.save() print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 ") print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') - print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 当前持仓: {self.tradeTarget.current_position}') print(f' 网格坐标: {self.tradeTarget.grid_index}') indicator = True # 双向下单 - elif trade.order_id == self.tradeTarget.current_sell_order_no and self.tradeTarget.status == 1: + elif trade.order_id == self.tradeTarget.current_sell_order_no and int(self.tradeTarget.status) == 1: # type: ignore # 上涨一格：此时空单成交 - self.tradeTarget.current_position -= trade.traded_volume - self.tradeTarget.last_trade_price = trade.traded_price - self.tradeTarget.grid_index -= 1 + self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore + self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore + self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore self.tradeTarget.save() - print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") # type: ignore print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') - print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 当前持仓: {self.tradeTarget.current_position}') print(f' 网格坐标: {self.tradeTarget.grid_index}') - cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_sell_order_no) - print(f' 上涨一格，空单成交，对侧买单已撤单 cancelResult: {cancelResult == 0}') + cancelResult = self.xt_trader.cancel_order_stock_async(self.account, self.tradeTarget.current_buy_order_no) + print(f' 上涨一格，空单成交，对侧买单已撤单 cancelResult: {cancelResult > 0}') indicator = True # 双向下单 - elif trade.order_id == self.tradeTarget.current_buy_order_no and self.tradeTarget.status == 1: + elif trade.order_id == self.tradeTarget.current_buy_order_no and int(self.tradeTarget.status) == 1: # type: ignore # 下跌一格：此时多单成交 - self.tradeTarget.current_position += trade.traded_volume - self.tradeTarget.last_trade_price = trade.traded_price - self.tradeTarget.grid_index += 1 + self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore + self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore + self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore self.tradeTarget.save() print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_buy_order_no} Price: {trade.traded_price} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}") print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') - print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 当前持仓: {self.tradeTarget.current_position}') print(f' 网格坐标: {self.tradeTarget.grid_index}') - cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_buy_order_no) - print(f' 下跌一格，多单成交，对侧卖单已撤单 cancelResult: {cancelResult == 0}') + cancelResult = self.xt_trader.cancel_order_stock_async(self.account, self.tradeTarget.current_sell_order_no) + print(f' 下跌一格，多单成交，对侧卖单已撤单 cancelResult: {cancelResult > 0}') indicator = True # 双向下单 else: # 打印订单信息和订单状态 @@ -112,45 +122,47 @@ class StockTradeController: def init_stock_position(self): self.initBuyOrderId = self.xt_trader.order_stock( self.account, - self.tradeTarget.stock_code, + str(self.tradeTarget.stock_code), xtconstant.STOCK_BUY, sfgrid_constants.grid_volume, xtconstant.FIX_PRICE, - sfgrid_constants.grid_price[self.tradeTarget.grid_index], + sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)], # type: ignore 'sf_grid', f'{self.tradeTarget.stock_code}_init_buy') - print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}\n") + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n") # type: ignore # Description: 网格跳格，双向下单 def two_way_order(self, buy, sell): - - if buy and self.tradeTarget.grid_index+1 < len(sfgrid_constants.grid_price): # 价格没有超过网格下边界，可以下多单 - currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] - buyPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index+1] - self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock( + print(f'|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 网格跳格，双向下单') + print(f' |- 网格坐标: {self.tradeTarget.grid_index}, buy:{buy}, sell:{sell}') + if buy and int(self.tradeTarget.grid_index)+1 < len(sfgrid_constants.grid_price): # 价格没有超过网格下边界，可以下多单 # type: ignore + currentPrice = sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)] # type: ignore + buyPrice = sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)+1] # type: ignore + self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock_async( self.account, - self.tradeTarget.stock_code, + str(self.tradeTarget.stock_code), xtconstant.STOCK_BUY, sfgrid_constants.grid_volume, xtconstant.FIX_PRICE, buyPrice, self.getName(), # strategy_name - f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}' # remark + self.tradeTarget.stock_code # remark # type: ignore ) - self.tradeTarget.current_buy_price = buyPrice + self.tradeTarget.current_buy_price = float(buyPrice) # type: ignore print(f' |- 下网格多单 OrderId {self.tradeTarget.current_buy_order_no}, 网格基准价 {currentPrice}, 下单价 {buyPrice}, 下单量 {sfgrid_constants.grid_volume}') - if sell and self.tradeTarget.grid_index-1 >=0: # 价格没有超过网格上边界，可以下空单 - currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] - sellPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index-1] - self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock( + if sell and int(self.tradeTarget.grid_index)-1 >=0: # 价格没有超过网格上边界，可以下空单 # type: ignore + currentPrice = sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)] # type: ignore + sellPrice = sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)-1] # type: ignore + self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock_async( self.account, - self.tradeTarget.stock_code, + str(self.tradeTarget.stock_code), xtconstant.STOCK_SELL, sfgrid_constants.grid_volume, xtconstant.FIX_PRICE, sellPrice, - self.getName(), f'{self.tradeTarget.stock_code}_grid_up_{self.tradeTarget.grid_index}_{currentPrice}_{sellPrice}') - self.tradeTarget.current_sell_price = sellPrice + self.getName(), + self.tradeTarget.stock_code) # type: ignore + self.tradeTarget.current_sell_price = float(sellPrice) # type: ignore print(f' |- 下网格空单 OrderId {self.tradeTarget.current_sell_order_no}, 网格基准价 {currentPrice}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}') self.tradeTarget.save() \ No newline at end of file diff --git a/sfgrid_constants.py b/sfgrid_constants.py index 6feaa77..e19434a 100644 --- a/sfgrid_constants.py +++ b/sfgrid_constants.py @@ -1,11 +1,13 @@ +from typing import List import configparser # miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径 -miniQMTPath = 'D:\\Programs\\DTQMT\\userdata_mini' +# miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路径 +# miniQMTPath = '' # grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1] # 网格价格设置，从高到低 -grid_price = [] # 网格价格设置，从高到低 +grid_price:List[float] = [] # 网格价格设置，从高到低 grid_volume:int = 100 # 每个网格的交易手数 -account_no:str = '' +# account_no:str = '99082560' # account_no = '89009170' # 交易账号 max_enabled_targets:int = 10 @@ -14,9 +16,12 @@ def initConfig(): config = configparser.ConfigParser() config.read('config.ini') miniQMTPath = config.get('config','miniQMTPath') + print(f'QMTPath: {miniQMTPath}') str_list = config.get('config','grid_price').split(',') grid_price = [float(item) for item in str_list] print(f'网格设置：{grid_price}') grid_volume = config.getint('config','grid_volume') account_no = config.get('config','account_no') + print(f'账号: {account_no}') max_enabled_targets = config.getint('config','max_enabled_targets') + print(f'最大启用目标数: {max_enabled_targets}') diff --git a/starter.py b/starter.py index a9aba78..f88b384 100644 --- a/starter.py +++ b/starter.py @@ -1,6 +1,6 @@ # coding:utf-8 import sys -sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 +sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 # type: ignore from core.main_controller import ctrl import core.util as util import sfgrid_constants as sdConstants @@ -60,10 +60,7 @@ def help(): print(" stockTradeCtrl(index) - 获取标的交易控制器") print(" ctrl - 访问控制器实例") - - if __name__ == '__main__': - app = ui.ProfessionalTradeUI(trade_targets=ctrl.instrument_pool) - app.run() - # InitUI() - # Loop() + # app = ui.ProfessionalTradeUI(trade_targets=ctrl.instrument_pool) + # app.run() + interact()