初步测试通过
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+58
-41
@@ -1,16 +1,14 @@
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# coding:utf-8
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from core.strategy_db import TradeTarget
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from typing import Any
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, event_bus
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, event_bus
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from xtquant.xttrader import XtQuantTrader
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import time
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from peewee import ModelSelect
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import xtquant.xtconstant as xtconstant
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import core.strategy_db as strategy_db
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import sfgrid_constants
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from core.sfgrid_strategy import SFGridStrategy
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from core.util import getInstrumentName, getStockPosition
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from core.util import getInstrumentName, getStockPosition, queryPendingOrder
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade
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from xtquant import xtdata
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@@ -63,7 +61,14 @@ class SFGridController(XtQuantTraderCallback):
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event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled)
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event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
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event_bus.subscribe("add_trade_target", self.onAddTradeTarget)
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event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
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def onDeleteTradeTarget(self, id: int):
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"""处理删除交易标的事件"""
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self.del_trade_target(id)
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# 发布删除完成事件
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event_bus.publish(ResultEventTradeTargetDeleted, id)
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def onAddTradeTarget(self, stock_code: str):
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"""处理添加交易标的事件"""
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self.add_trade_target(stock_code)
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@@ -118,13 +123,15 @@ class SFGridController(XtQuantTraderCallback):
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new_target = strategy_db.TradeTarget.create(
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stock_name=stock_name,
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stock_code=stock_code,
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market_price=0.0,
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current_position=0,
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grid_index=0,
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last_trade_price=0.0,
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current_buy_price=0.0,
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current_buy_order_no='',
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current_sell_price=0.0,
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current_sell_order_no=''
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plan_buy_price=0.0,
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plan_sell_price=0.0,
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current_order_price=0.0,
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current_order_no='',
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current_order_type=''
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)
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new_target.save()
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print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
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@@ -134,7 +141,7 @@ class SFGridController(XtQuantTraderCallback):
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# 更新标的池
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self.refresh_targets()
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# 添加交易控制器
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stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account, new_target.enabled) # type: ignore
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stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account) # type: ignore
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self.stock_trade_ctrl[stock_code] = stockTradeController
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except Exception as e:
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@@ -142,12 +149,31 @@ class SFGridController(XtQuantTraderCallback):
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def del_trade_target(self, id:int):
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target: strategy_db.TradeTarget = self.instrument_pool[id]
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# self.stock_trade_ctrl.
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del self.stock_trade_ctrl[target.stock_code]
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target.delete_instance()
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self.refresh_targets()
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try:
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# 检查标的是否存在
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if id not in self.instrument_pool:
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print(f"交易标的 ID {id} 不存在")
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return
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target: strategy_db.TradeTarget = self.instrument_pool[id]
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# 如果存在交易控制器，先停止交易
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if target.stock_code in self.stock_trade_ctrl:
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# 停止交易控制器
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del self.stock_trade_ctrl[target.stock_code]
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# 从数据库中删除
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target.delete_instance()
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# 从内存中删除
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del self.instrument_pool[id]
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# 刷新标的池
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self.refresh_targets()
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print(f"已删除交易标的: {target.stock_code} - {target.stock_name}")
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except Exception as e:
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print(f"删除交易标的失败 ID {id}: {str(e)}")
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def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount):
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self.refresh_targets()
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@@ -242,6 +268,10 @@ class SFGridController(XtQuantTraderCallback):
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if localTarget.stock_code in self.stock_trade_ctrl:
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tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
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tradeTarget = tradeController.enabledTrading(False)
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orders = queryPendingOrder(localTarget.stock_code, tradeController.getName(), self.xt_trader, self.account) # type: ignore
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for order in orders:
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self.xt_trader.cancel_order_stock_async(self.account, order.order_id)
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print(f'取消未成交订单 {len(orders)}')
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self.instrument_pool[id] = tradeTarget
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event_bus.publish(ResultEventTradeDisabled, tradeTarget)
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else:
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@@ -288,29 +318,16 @@ class SFGridController(XtQuantTraderCallback):
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:param order: XtOrder对象
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:return:
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"""
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print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
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stockCode = order.stock_code
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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if ctrl is not None and order.strategy_name == ctrl.getName():
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ctrl.onOrderTrade(trade=order) # type: ignore
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print(f'controller info {ctrl.getName()}')
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ctrl.onAsyncOrderResponse(order) # type: ignore
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else:
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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()}'")
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def test_sim_trade(self, id: int, orderType: int):
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tradeTarget:strategy_db.TradeTarget = self.instrument_pool[id]
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ctrl:SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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trade: XtTrade = None # type: ignore
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if orderType == xtconstant.STOCK_BUY:
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trade = XtTrade(
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sfgrid_constants.account_no,
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'300083.SZ',
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xtconstant.STOCK_BUY,
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1, 1, tradeTarget.plan_buy_price, sfgrid_constants.grid_volume, 1000,
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tradeTarget.current_buy_order_no,
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None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name)
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else:
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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
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self.on_stock_trade(trade)
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def on_stock_trade(self, trade:XtTrade):
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"""
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@@ -326,14 +343,14 @@ class SFGridController(XtQuantTraderCallback):
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else:
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print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_stock_async_response(self, response:XtOrderResponse):
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stockCode = response.order_remark
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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if ctrl is not None and response.strategy_name == ctrl.getName():
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ctrl.onAsyncOrderResponse(response)
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else:
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print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
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# def on_order_stock_async_response(self, response:XtOrderResponse):
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# stockCode = response.order_remark
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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# if ctrl is not None and response.strategy_name == ctrl.getName():
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# ctrl.onAsyncOrderResponse(response)
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# else:
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# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_error(self, order_error):
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"""
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@@ -351,4 +368,4 @@ class SFGridController(XtQuantTraderCallback):
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:param response: XtAccountStatus 对象
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:return:
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"""
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print(datetime.datetime.now(), status)
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print(datetime.datetime.now(), status)
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