调试

2025-11-03 15:13:53 +08:00
parent 4325bbafb7
commit 1e3622f948
5 changed files with 117 additions and 88 deletions
@@ -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()