调试

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)
+
+sfgrid_constants.initConfig()
+print(f'{sfgrid_constants.account_no} : {sfgrid_constants.miniQMTPath}')
+ctrl = SFGridController(sfgrid_constants.account_no, sfgrid_constants.miniQMTPath)