初步测试通过
This commit is contained in:
+4
-2
@@ -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:
|
||||
|
||||
+51
-34
@@ -1,16 +1,14 @@
|
||||
# coding:utf-8
|
||||
from core.strategy_db import TradeTarget
|
||||
from typing import Any
|
||||
from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, event_bus
|
||||
from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, 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
|
||||
@@ -63,6 +61,13 @@ 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"""
|
||||
@@ -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,
|
||||
current_buy_order_no='',
|
||||
current_sell_price=0.0,
|
||||
current_sell_order_no=''
|
||||
plan_buy_price=0.0,
|
||||
plan_sell_price=0.0,
|
||||
current_order_price=0.0,
|
||||
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):
|
||||
try:
|
||||
# 检查标的是否存在
|
||||
if id not in self.instrument_pool:
|
||||
print(f"交易标的 ID {id} 不存在")
|
||||
return
|
||||
|
||||
target: strategy_db.TradeTarget = self.instrument_pool[id]
|
||||
# self.stock_trade_ctrl.
|
||||
|
||||
# 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):
|
||||
stockCode = response.order_remark
|
||||
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 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_stock_async_response(self, response:XtOrderResponse):
|
||||
# stockCode = response.order_remark
|
||||
# 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 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):
|
||||
"""
|
||||
|
||||
+51
-52
@@ -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
|
||||
|
||||
@@ -18,42 +19,33 @@ class SFGridStrategy:
|
||||
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:
|
||||
self.tradeTarget.enabled = enabled # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
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 int(self.tradeTarget.current_position) == 0 and int(self.tradeTarget.status) == 0: # type: ignore
|
||||
self.tradeTarget.grid_index = 1 # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}交易启动, 持仓量：{self.tradeTarget.current_position}")
|
||||
if self.tradeTarget.status == 0: # 未建仓
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}初始状态，检查订单")
|
||||
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 == 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')
|
||||
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
|
||||
else:
|
||||
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.tradeTarget.current_order_no} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n") # type: ignore
|
||||
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
|
||||
@@ -72,7 +64,14 @@ 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.tradeTarget.market_price = lastPrice # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
if not(self.tradeTarget.enabled and self.tradeTarget.status == 1): # 已建仓，常规自动交易中
|
||||
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")
|
||||
return
|
||||
|
||||
self.dataUpdateLock.acquire()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
|
||||
try:
|
||||
@@ -81,10 +80,6 @@ class SFGridStrategy:
|
||||
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']))
|
||||
self.tradeTarget.market_price = lastPrice # type: ignore
|
||||
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}")
|
||||
|
||||
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:
|
||||
@@ -92,7 +87,7 @@ class SFGridStrategy:
|
||||
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_buy_order_no = self.xt_trader.order_stock_async(
|
||||
self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_BUY,
|
||||
@@ -100,10 +95,10 @@ class SFGridStrategy:
|
||||
xtconstant.FIX_PRICE,
|
||||
lowPrice,
|
||||
self.getName(), # strategy_name
|
||||
self.tradeTarget.stock_code # remark # type: ignore
|
||||
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_buy_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
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:
|
||||
@@ -111,7 +106,7 @@ class SFGridStrategy:
|
||||
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.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_SELL,
|
||||
@@ -119,73 +114,68 @@ class SFGridStrategy:
|
||||
xtconstant.FIX_PRICE,
|
||||
highPrice,
|
||||
self.getName(),
|
||||
self.tradeTarget.stock_code) # type: ignore
|
||||
strategy_db.OrderTypeBuy) # 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}')
|
||||
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}')
|
||||
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()
|
||||
|
||||
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
|
||||
orderSeq = order.seq
|
||||
if (self.tradeTarget.status == 1): # 正常交易阶段订单下单成功
|
||||
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
|
||||
if order.strategy_name == self.getName():
|
||||
self.tradeTarget.current_order_no = order.order_id
|
||||
self.tradeTarget.current_order_type = order.order_remark
|
||||
self.saveProxy()
|
||||
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()
|
||||
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}')
|
||||
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
|
||||
+11
-3
@@ -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
|
||||
|
||||
|
||||
+109
-35
@@ -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
|
||||
@@ -10,25 +12,63 @@ 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)
|
||||
event_bus.subscribe(ResultEventTradeEnabled, self.onTradeEnabled)
|
||||
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
|
||||
self.refresh_table()
|
||||
# 不再直接刷新表格，由刷新线程统一处理
|
||||
|
||||
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),
|
||||
"市场价": (60, tk.CENTER),
|
||||
"持仓数量": (90, tk.CENTER),
|
||||
"网格索引": (50, tk.CENTER),
|
||||
"最新成交价": (60, tk.CENTER),
|
||||
"计划买入价": (60, tk.CENTER),
|
||||
"买入订单号": (100, tk.CENTER),
|
||||
"计划卖出价": (60, tk.CENTER),
|
||||
"卖出订单号": (100, tk.CENTER),
|
||||
"启用状态": (100, tk.CENTER),
|
||||
"交易状态": (100, tk.CENTER)
|
||||
"股票名称": (80, tk.CENTER),
|
||||
"市场价": (70, tk.CENTER),
|
||||
"持仓数量": (80, tk.CENTER),
|
||||
"网格索引": (80, tk.CENTER),
|
||||
"最新成交价": (90, tk.CENTER),
|
||||
"计划买入价": (90, tk.CENTER),
|
||||
"计划卖出价": (90, tk.CENTER),
|
||||
"当前订单价": (90, tk.CENTER),
|
||||
"当前订单号": (90, tk.CENTER),
|
||||
"当前订单类型": (90, tk.CENTER),
|
||||
"启用状态": (80, tk.CENTER),
|
||||
"交易状态": (80, tk.CENTER)
|
||||
}
|
||||
|
||||
for col in columns:
|
||||
@@ -204,14 +269,15 @@ class TradeTargetUI:
|
||||
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.plan_buy_price:.2f}",
|
||||
target.current_buy_order_no,
|
||||
f"{target.plan_sell_price:.2f}",
|
||||
target.current_sell_order_no,
|
||||
f"{target.last_trade_price:.3f}",
|
||||
f"{target.plan_buy_price:.3f}",
|
||||
f"{target.plan_sell_price:.3f}",
|
||||
f"{target.current_order_price:.3f}",
|
||||
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:
|
||||
del self.data[target.get_id()]
|
||||
self.add_log("WARNING", f"已删除交易标的: {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)}")
|
||||
# 通过事件总线发出删除动作
|
||||
event_bus.publish(ActionEventDeleteTradeTarget, target.get_id())
|
||||
self.add_log("INFO", f"已发送删除请求: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
def add_trade_target(self):
|
||||
"""添加新的交易标的"""
|
||||
@@ -434,6 +493,14 @@ 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)
|
||||
@@ -441,6 +508,13 @@ class TradeTargetUI:
|
||||
# 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"""
|
||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
|
||||
Reference in New Issue
Block a user