初步测试通过

core/eventbus.py

@@ -1,15 +1,17 @@
 # 定义事件处理函数
-
-MarketDataUpdate = "market_data_update"
 ActionEventEnableTrade = "enable_trade"
 ResultEventTradeEnabled = "trade_enabled"
 ActionEventDisableTrade = "disable_trade"
 ResultEventTradeDisabled = "trade_disabled"
 # 市场数据监听控制事件
+MarketDataUpdate = "market_data_update"
 ActionEnableMarketData = "enable_market_data"
 ActionDisableMarketData = "disable_market_data"
 MarketDataEnabled = "market_data_enabled"
 MarketDataDisabled = "market_data_disabled"
+# 删除交易标的事件
+ActionEventDeleteTradeTarget = "delete_trade_target"
+ResultEventTradeTargetDeleted = "trade_target_deleted"
 
 
 class EventBus:

core/main_controller.py

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

core/sfgrid_strategy.py

@@ -1,9 +1,10 @@
+from core import strategy_db
 from core.eventbus import MarketDataUpdate, event_bus
 from core.strategy_db import TradeTarget
 from core.util import queryPendingOrder
 
 from xtquant import xttrader, xtconstant
-from xtquant.xttype import StockAccount, XtOrderResponse, XtTrade
+from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtTrade
 import sfgrid_constants
 import threading
 
@@ -17,14 +18,6 @@ class SFGridStrategy:
         self.enabledTrading(bool(tradeTarget.enabled))  # 修复类型兼容性问题
         self.dataUpdateLock = threading.Lock()
         print(f'标的{self.tradeTarget.targetName()}交易启动状态 {self.tradeTarget.enabled}')
-    
-    def getName(self):
-        return "SFGRID"
-    
-    def saveProxy(self):
-        rc = self.tradeTarget.save()
-        event_bus.publish(MarketDataUpdate, self.tradeTarget)
-        return rc
 
 
     def enabledTrading(self, enabled: bool) -> TradeTarget:
@@ -32,28 +25,27 @@ class SFGridStrategy:
         self.saveProxy()
 
         if enabled:
-            print(f"  |- 标的{self.tradeTarget.targetName()}交易启动, position {self.tradeTarget.current_position}")
+            print(f"  |- 标的{self.tradeTarget.targetName()}交易启动, 持仓量：{self.tradeTarget.current_position}")
-            # 建仓状态检查
+            if self.tradeTarget.status == 0: # 未建仓
-            if int(self.tradeTarget.current_position) == 0 and int(self.tradeTarget.status) == 0:  # type: ignore
+                print(f"  |- 标的{self.tradeTarget.targetName()}初始状态，检查订单")
-                self.tradeTarget.grid_index = 1  # type: ignore
-                self.saveProxy()
-                
                 orders = queryPendingOrder(str(self.tradeTarget.stock_code),self.getName(), self.xt_trader,self.account)
                 if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == sfgrid_constants.grid_price[1]]) > 0:
                     # 已存在未交易的多单
                     order = [order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == sfgrid_constants.grid_price[1]][0]
                     print(f'  |- 已存在未交易的建仓单，不重复下单:{order.order_id}')
                 else:
-                    self.initBuyOrderId = self.xt_trader.order_stock_async(
+                    # 建仓
+                    self.tradeTarget.grid_index = 1  # pyright: ignore[reportAttributeAccessIssue]
+                    self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
                         self.account, 
                         str(self.tradeTarget.stock_code), 
                         xtconstant.STOCK_BUY, 
                         sfgrid_constants.grid_volume,
                         xtconstant.FIX_PRICE,
                         sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)],  # type: ignore
-                        self.getName(), f'{self.tradeTarget.stock_code}_init_buy')
+                        self.getName(), strategy_db.OrderTypeInit)
-                    print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderSeq: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n")  # type: ignore
+                    print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderSeq: {self.tradeTarget.current_order_no} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n")  # type: ignore
-            else:
+            else: # 已建仓
                 # 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 * int(self.tradeTarget.grid_index)  # type: ignore
@@ -71,121 +63,119 @@ class SFGridStrategy:
 
     def onDataUpdate(self, data):
         print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
-        
+          
-        if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 交易中
+        lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))     
-            self.dataUpdateLock.acquire()
+        self.tradeTarget.market_price = lastPrice  # type: ignore
-            print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
+        self.saveProxy()
-            try:
-                index =  self.tradeTarget.grid_index
-                price =  -1 if index>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index)]  # pyright: ignore[reportArgumentType]
-                lowPrice = -1 if index+1>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index) + 1]  # pyright: ignore[reportArgumentType]
-                highPrice = sfgrid_constants.grid_price[int(index) - 1]  # pyright: ignore[reportArgumentType]
 
-                lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))     
+        if not(self.tradeTarget.enabled and self.tradeTarget.status == 1): # 已建仓，常规自动交易中
-                self.tradeTarget.market_price = lastPrice  # type: ignore
+            print(f"|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 未建仓或交易监控暂停，不进行自动交易")
-                print(f"|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 价格: {lastPrice}, 网格序号: {index}, 网格价格: {price}, 计划多单价: {lowPrice}, 计划空单价: {highPrice}")
+            return
-                
+
-                if lastPrice <= lowPrice: # 下下方多单
+        self.dataUpdateLock.acquire()
-                    orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
+        print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
-                    if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == lowPrice]) > 0:
+        try:
-                        # 已存在未交易的多单
+            index =  self.tradeTarget.grid_index
-                        print(f'  |- 已存在未交易的多单，不重复下单')
+            price =  -1 if index>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index)]  # pyright: ignore[reportArgumentType]
-                    else:
+            lowPrice = -1 if index+1>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index) + 1]  # pyright: ignore[reportArgumentType]
-                        print(f'  |- 下网格多单')
+            highPrice = sfgrid_constants.grid_price[int(index) - 1]  # pyright: ignore[reportArgumentType]
-                        self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock_async(
+
+            if lastPrice <= lowPrice: # 下下方多单
+                orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
+                if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == lowPrice]) > 0:
+                    # 已存在未交易的多单
+                    print(f'  |- 已存在未交易的多单，不重复下单')
+                else:
+                    print(f'  |- 下网格多单')
+                    self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
+                            self.account, 
+                            str(self.tradeTarget.stock_code), 
+                            xtconstant.STOCK_BUY, 
+                            sfgrid_constants.grid_volume,
+                            xtconstant.FIX_PRICE,
+                            lowPrice,
+                            self.getName(), # strategy_name
+                            strategy_db.OrderTypeBuy # remark  # type: ignore
+                            )
+                    self.tradeTarget.plan_buy_price = float(lowPrice)  # type: ignore
+                    print(f'  |- 下网格多单号 {self.tradeTarget.current_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
+            elif lastPrice == highPrice: # 下上方空单
+                orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
+                if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == highPrice]) > 0:
+                    # 已存在未交易的空单
+                    print(f'  |- 已存在未交易的空单，不重复下单')
+                else:
+                    print(f'  |- 下网格空单')
+                    self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
                                 self.account, 
                                 str(self.tradeTarget.stock_code), 
-                                xtconstant.STOCK_BUY, 
+                                xtconstant.STOCK_SELL, 
                                 sfgrid_constants.grid_volume,
                                 xtconstant.FIX_PRICE,
-                                lowPrice,
+                                highPrice, 
-                                self.getName(), # strategy_name
+                                self.getName(), 
-                                self.tradeTarget.stock_code # remark  # type: ignore
+                                strategy_db.OrderTypeBuy)  # type: ignore
-                                )
+                    self.tradeTarget.plan_sell_price = float(highPrice)  # type: ignore
-                        self.tradeTarget.plan_buy_price = float(lowPrice)  # type: ignore
+                    print(f'  |- 下网格空单号 {self.tradeTarget.current_order_no}, 网格基准价 {price}, 下单价 {highPrice}, 下单量 {sfgrid_constants.grid_volume}')
-                        print(f'  |- 下网格多单号 {self.tradeTarget.current_buy_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
+        finally:
-                elif lastPrice == highPrice: # 下上方空单
+            print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
-                    orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
-                    if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == highPrice]) > 0:
-                        # 已存在未交易的空单
-                        print(f'  |- 已存在未交易的空单，不重复下单')
-                    else:
-                        print(f'  |- 下网格空单')
-                        self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock_async(
-                                    self.account, 
-                                    str(self.tradeTarget.stock_code), 
-                                    xtconstant.STOCK_SELL, 
-                                    sfgrid_constants.grid_volume,
-                                    xtconstant.FIX_PRICE,
-                                    highPrice, 
-                                    self.getName(), 
-                                    self.tradeTarget.stock_code)  # type: ignore
-                        self.tradeTarget.plan_sell_price = float(highPrice)  # type: ignore
-                        print(f'  |- 下网格空单号 {self.tradeTarget.current_sell_order_no}, 网格基准价 {price}, 下单价 {highPrice}, 下单量 {sfgrid_constants.grid_volume}')
-            finally:
-                print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
-                event_bus.publish('market_data', self.tradeTarget)
-                self.saveProxy()
-                self.dataUpdateLock.release()
-                print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
-        elif self.tradeTarget.enabled and self.tradeTarget.status == 0: # 交易中
-            print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 交易中但未建初始仓，仅更新市场价")
-            self.tradeTarget.market_price = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))  # type: ignore
             self.saveProxy()
+            self.dataUpdateLock.release()
+            print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
 
-    def onAsyncOrderResponse(self, order:XtOrderResponse):
+    def onAsyncOrderResponse(self, order:XtOrder):
         print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:START')
         self.dataUpdateLock.acquire()
         print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:LOCKED')
         try:
-            stockCode = order.order_remark
+            if order.strategy_name == self.getName():
-            orderSeq = order.seq
+                self.tradeTarget.current_order_no = order.order_id
-            if (self.tradeTarget.status == 1): # 正常交易阶段订单下单成功
+                self.tradeTarget.current_order_type = order.order_remark
-                if self.tradeTarget.current_buy_order_no == order.seq:
+                self.saveProxy()
-                    self.tradeTarget.current_buy_order_no = order.order_id
+            else:
-                elif self.tradeTarget.current_sell_order_no == order.seq:
+                print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]: 不在策略监控范围内{order.strategy_name}')
-                    self.tradeTarget.current_sell_order_no = order.order_id
-                else:
-                    print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]: 不在策略监控范围内')
-            rc = self.saveProxy()
         finally:
             print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:release lock')
             self.dataUpdateLock.release()
         print(f'  |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:END')
 
     def onOrderTrade(self, trade:XtTrade):
-        print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:START')
+        print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:START, {trade.order_id}')
+
         self.dataUpdateLock.acquire()
         print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:LOCKED')
         try:
-            if int(self.tradeTarget.status) == 0 and trade.order_id == self.initBuyOrderId :  # type: ignore
+            if not trade.strategy_name == self.getName():
+                print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]: 不在策略监控范围内{trade.strategy_name}')
+                return
+            if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == strategy_db.OrderTypeInit:
                 # 此时为建仓成交
                 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.saveProxy()
-                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"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.tradeTarget.current_order_no}已成交 ")
                 print(f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
                 print(f'   当前持仓: {self.tradeTarget.current_position}')
                 print(f'   网格坐标: {self.tradeTarget.grid_index}')
-            elif trade.order_id == self.tradeTarget.current_sell_order_no and int(self.tradeTarget.status) == 1:  # type: ignore
+            elif trade.order_id == self.tradeTarget.current_order_no and self.tradeTarget.status == 1 and trade.order_type == xtconstant.STOCK_SELL:  # type: ignore
                 # 上涨一格：此时空单成交
                 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.saveProxy()
-                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"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_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: {self.tradeTarget.current_position}')
                 print(f'   网格坐标: {self.tradeTarget.grid_index}')
-            elif trade.order_id == self.tradeTarget.current_buy_order_no and int(self.tradeTarget.status) == 1:  # type: ignore
+            elif trade.order_id == self.tradeTarget.current_order_no and self.tradeTarget.status == 1 and trade.order_type == xtconstant.STOCK_BUY:  # type: ignore
                 # 下跌一格：此时多单成交
                 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.saveProxy()
-                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"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_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: {self.tradeTarget.current_position}')
                 print(f'   网格坐标: {self.tradeTarget.grid_index}')
@@ -196,3 +186,12 @@ class SFGridStrategy:
             print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:release lock')
             self.dataUpdateLock.release()
         print(f'  |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:END')
+    
+    
+    def getName(self):
+        return "SFGRID"
+    
+    def saveProxy(self):
+        rc = self.tradeTarget.save()
+        event_bus.publish(MarketDataUpdate, self.tradeTarget)
+        return rc

core/strategy_db.py

@@ -1,5 +1,7 @@
 from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
 
+from xtquant import xtconn, xtconstant
+
 # 连接到SQLite数据库
 db = SqliteDatabase('example.db')
 
@@ -8,18 +10,24 @@ class BaseModel(Model):
     class Meta:
         database = db
 
+OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
+OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
+OrderTypeInit = "0" # 建仓
+OrderTypeNone = "None" # 建仓
+
 # 定义Target类，对应targets表
 class TradeTarget(BaseModel):
     stock_code = CharField(unique=True)
     stock_name = CharField()
+    market_price = FloatField()
     current_position = IntegerField()
     grid_index = IntegerField()
-    market_price = FloatField()
     last_trade_price = FloatField()
     plan_buy_price = FloatField()
-    current_buy_order_no = CharField(default='')
     plan_sell_price = FloatField()
-    current_sell_order_no = CharField(default='')
+    current_order_price = FloatField()
+    current_order_no = CharField(default='')
+    current_order_type = CharField(default='')
     status = IntegerField(default=0)  # 0表示新标的，1表示已建初始仓，正常交易中
     enabled = BooleanField(default=False)  # 是否启动交易线程
 

core/ui.py

@@ -1,7 +1,9 @@
 import tkinter as tk
 from tkinter import ttk, messagebox, filedialog
 from datetime import datetime
-from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, event_bus
+import threading
+import time
+from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, event_bus
 from core.strategy_db import TradeTarget
 import configparser
 import sfgrid_constants
@@ -10,14 +12,20 @@ import sfgrid_constants
 class TradeTargetUI:
     def __init__(self):
         self.data:dict[int, TradeTarget] = {}
-        self.market_data_enabled = True  # 添加市场数据监听状态变量
+        self.market_data_enabled = False  # 添加市场数据监听状态变量
+        self.ui_refresh_enabled = False  # 添加UI刷新线程状态变量
         self.registerEventHandler()
         
+        # 创建刷新线程标志
+        self.refresh_thread_running = False  # 默认不启动刷新线程
+        
         self.root = tk.Tk()
         self.root.title("三疯交易系统")
         self.root.geometry("1200x700")
         # 创建界面
         self.create_ui()
+        
+        # 不再自动启动刷新线程，由市场数据开关控制
     
     def registerEventHandler(self):
         event_bus.subscribe(MarketDataUpdate, self.onTradeTargetUpdated)
@@ -25,10 +33,42 @@ class TradeTargetUI:
         event_bus.subscribe(ResultEventTradeDisabled, self.onTradeDisabled)
         event_bus.subscribe(MarketDataEnabled, self.onMarketDataToggled)
         event_bus.subscribe(MarketDataDisabled, self.onMarketDataToggled)
+        event_bus.subscribe(ResultEventTradeTargetDeleted, self.onTradeTargetDeleted)
+    
+    def start_refresh_thread(self):
+        """启动刷新线程"""
+        if not hasattr(self, 'refresh_thread') or not self.refresh_thread.is_alive():
+            self.refresh_thread = threading.Thread(target=self.refresh_loop, daemon=True)
+            self.refresh_thread.start()
+    
+    def refresh_loop(self):
+        """刷新循环"""
+        while self.refresh_thread_running:
+            # 在主线程中更新UI
+            if hasattr(self, 'root') and self.root:
+                self.root.after(0, self.refresh_table)
+            time.sleep(0.5)  # 每0.5秒刷新一次
+    
+    def stop_refresh_thread(self):
+        """停止刷新线程"""
+        self.refresh_thread_running = False
+    
+    def onTradeTargetDeleted(self, id: int):
+        """处理交易标的删除完成事件"""
+        # 从本地数据中删除
+        if id in self.data:
+            del self.data[id]
+        # 添加日志
+        self.add_log("INFO", f"交易标的已删除，ID: {id}")
     
     def onMarketDataToggled(self, data:bool):
         self.market_data_enabled = self.market_data_switch_var.get()
         self.add_log("INFO", "市场数据监听已" + ("启用" if data else "禁用"))
+        # 同步UI刷新线程状态
+        if data:
+            self.start_ui_refresh()
+        else:
+            self.stop_ui_refresh()
     
     def onTradeEnabled(self, target:TradeTarget):
         self.add_log("INFO", f"交易启用: {target.stock_code} - {target.stock_name}")
@@ -37,11 +77,10 @@ class TradeTargetUI:
         self.add_log("INFO", f"交易禁用: {target.stock_code} - {target.stock_name}")
 
     
-    def onTradeTargetUpdated(self, target:TradeTarget):
+    def onTradeTargetUpdated(self, target: TradeTarget):
         # 更新或添加数据到本地缓存
         self.data[target.get_id()] = target
-        # 刷新表格显示
+        # 不再直接刷新表格，由刷新线程统一处理
-        self.refresh_table()
     
     def create_ui(self):
         """创建UI界面"""
@@ -71,7 +110,7 @@ class TradeTargetUI:
         ttk.Separator(toolbar_frame, orient='vertical').pack(side=tk.LEFT, fill=tk.Y, padx=10)
         
         # 市场数据监听开关
-        self.market_data_switch_var = tk.BooleanVar(value=True)
+        self.market_data_switch_var = tk.BooleanVar(value=False)
         self.market_data_switch = ttk.Checkbutton(
             toolbar_frame, 
             text="📊 市场数据", 
@@ -99,8 +138,26 @@ class TradeTargetUI:
         self.market_data_enabled = self.market_data_switch_var.get()
         if self.market_data_enabled:
             event_bus.publish(ActionEnableMarketData, True)
+            # 同步开启UI刷新线程
+            self.start_ui_refresh()
         else:
             event_bus.publish(ActionDisableMarketData, True)
+            # 同步关闭UI刷新线程
+            self.stop_ui_refresh()
+    
+    def start_ui_refresh(self):
+        """启动UI刷新线程"""
+        if not self.refresh_thread_running:
+            self.refresh_thread_running = True
+            self.start_refresh_thread()
+            self.add_log("INFO", "UI刷新线程已启动")
+    
+    def stop_ui_refresh(self):
+        """停止UI刷新线程"""
+        if self.refresh_thread_running:
+            self.stop_refresh_thread()
+            self.refresh_thread_running = False
+            self.add_log("INFO", "UI刷新线程已停止")
     
     def create_menu_bar(self):
         """创建菜单栏"""
@@ -112,7 +169,14 @@ class TradeTargetUI:
         menubar.add_cascade(label="系统", menu=system_menu)
         system_menu.add_command(label="系统设置", command=self.system_settings)
         system_menu.add_separator()
-        system_menu.add_command(label="退出", command=self.root.destroy)
+        system_menu.add_command(label="退出", command=self.on_exit)
+    
+    def on_exit(self):
+        """退出程序"""
+        # 停止刷新线程
+        self.stop_refresh_thread()
+        # 关闭窗口
+        self.root.destroy()
     
     def create_tables_area(self, parent):
         """创建表格区域"""
@@ -137,7 +201,7 @@ class TradeTargetUI:
         
         columns = ("ID",
             "股票代码", "股票名称", "市场价", "持仓数量", "网格索引",
-            "最新成交价", "计划买入价", "买入订单号", "计划卖出价", "卖出订单号", 
+            "最新成交价", "计划买入价", "计划卖出价", "当前订单价", "当前订单号", "当前订单类型", 
             "启用状态", "交易状态"
         )
         
@@ -147,17 +211,18 @@ class TradeTargetUI:
         column_configs = {
             "ID": (50, tk.CENTER),
             "股票代码": (90, tk.CENTER),
-            "股票名称": (100, tk.CENTER),
+            "股票名称": (80, tk.CENTER),
-            "市场价": (60, tk.CENTER),
+            "市场价": (70, tk.CENTER),
-            "持仓数量": (90, tk.CENTER),
+            "持仓数量": (80, tk.CENTER),
-            "网格索引": (50, tk.CENTER),
+            "网格索引": (80, tk.CENTER),
-            "最新成交价": (60, tk.CENTER),
+            "最新成交价": (90, tk.CENTER),
-            "计划买入价": (60, tk.CENTER),
+            "计划买入价": (90, tk.CENTER),
-            "买入订单号": (100, tk.CENTER),
+            "计划卖出价": (90, tk.CENTER),
-            "计划卖出价": (60, tk.CENTER),
+            "当前订单价": (90, tk.CENTER),
-            "卖出订单号": (100, tk.CENTER),
+            "当前订单号": (90, tk.CENTER),
-            "启用状态": (100, tk.CENTER),
+            "当前订单类型": (90, tk.CENTER),
-            "交易状态": (100, tk.CENTER)
+            "启用状态": (80, tk.CENTER),
+            "交易状态": (80, tk.CENTER)
         }
         
         for col in columns:
@@ -201,17 +266,18 @@ class TradeTargetUI:
         for temp in self.data:
             target: TradeTarget = self.data[temp]
             values = [
-                target.id,  # type: ignore
+                target.id,  # type: ignore                                                
                 target.stock_code,
                 target.stock_name,
-                f"{target.market_price:.3f}",
+                "-" if target.market_price is None else f"{target.market_price:.3f}",
                 target.current_position,
                 target.grid_index,
-                f"{target.last_trade_price:.2f}",
+                f"{target.last_trade_price:.3f}",
-                f"{target.plan_buy_price:.2f}",
+                f"{target.plan_buy_price:.3f}",
-                target.current_buy_order_no,
+                f"{target.plan_sell_price:.3f}",
-                f"{target.plan_sell_price:.2f}",
+                f"{target.current_order_price:.3f}",
-                target.current_sell_order_no,
+                target.current_order_no,
+                target.current_order_type,
                 self.get_status_indicator(target),
                 self.get_trade_enabled_indicator(target.enabled)  # type: ignore
             ]
@@ -310,7 +376,6 @@ class TradeTargetUI:
             target.enabled = True  # type: ignore
             event_bus.publish(ActionEventEnableTrade, target.get_id())
             # self.add_log("INFO", f"已启动交易: {target.stock_code} - {target.stock_name}")
-            # self.refresh_table()
             # messagebox.showinfo("启动成功", f"已启动 {target.stock_code} ({target.stock_name}) 的交易")
     
     def on_trade_enabled(self, target: TradeTarget):
@@ -337,7 +402,6 @@ class TradeTargetUI:
             target.enabled = False  # type: ignore
             event_bus.publish(ActionEventDisableTrade, target.get_id())
             # self.add_log("INFO", f"已暂停交易: {target.stock_code} - {target.stock_name}")
-            # self.refresh_table()
             # messagebox.showinfo("暂停成功", f"已暂停 {target.stock_code} ({target.stock_name}) 的交易")
     
     def delete_selected_trade(self):
@@ -356,14 +420,9 @@ class TradeTargetUI:
         )
         
         if result:
-            try:
+            # 通过事件总线发出删除动作
-                del self.data[target.get_id()]
+            event_bus.publish(ActionEventDeleteTradeTarget, target.get_id())
-                self.add_log("WARNING", f"已删除交易标的: {target.stock_code} - {target.stock_name}")
+            self.add_log("INFO", f"已发送删除请求: {target.stock_code} - {target.stock_name}")
-                self.refresh_table()
-                messagebox.showinfo("删除成功", f"已删除 {target.stock_code} ({target.stock_name})")
-            except Exception as e:
-                self.add_log("ERROR", f"删除失败: {str(e)}")
-                messagebox.showerror("删除失败", f"删除交易标的时出错：{str(e)}")
     
     def add_trade_target(self):
         """添加新的交易标的"""
@@ -434,12 +493,27 @@ class TradeTargetUI:
     
     def refresh_table(self):
         """刷新表格数据"""
+        # 保存当前选中的项
+        selected_items = self.trade_table.selection()
+        selected_values = []
+        for item in selected_items:
+            values = self.trade_table.item(item)['values']
+            if values:
+                selected_values.append(values[0])  # 保存ID
+        
         # 清空表格
         for item in self.trade_table.get_children():
             self.trade_table.delete(item)
         
         # 重新填充
         self.populate_trade_table()
+        
+        # 恢复之前选中的项
+        if selected_values:
+            for item in self.trade_table.get_children():
+                values = self.trade_table.item(item)['values']
+                if values and values[0] in selected_values:
+                    self.trade_table.selection_add(item)
     
     def add_log(self, level, message):
         """添加日志记录"""