完成基础框架
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@@ -1,120 +1,54 @@
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# coding:utf-8
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import threading
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import time, sys
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import sys
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sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8
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import strategy_db
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from trade_thread import StockTradeThread
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from util import getInstrumentName, interact
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount
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from strategy_controller import SFGridController
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ctrl:SFGridController
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class SFGridController:
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def __init__(self, account_no: str = '99082560'):
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print('\n=== 数据库模块初始化 ===\n')
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strategy_db.db.connect()
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strategy_db.db.create_tables([strategy_db.TradeTarget])
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def interact():
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"""执行后进入repl模式"""
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import code
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code.InteractiveConsole(locals=globals()).interact()
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def startMarketData():
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ctrl.startMarketData()
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print('\n=== 三疯网络策略控制器初始化 ===\n')
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self.init_instrument_pool()
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self.init_trader(r'D:\\Programs\\DTQMT\\userdata_mini')
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self.init_trade_account(account_no, 'STOCK')
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self.grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1]
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print('\n=== 三疯网络策略控制器初始化完成 ===\n')
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def add_trade_target(self, stock_code):
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try:
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stock_name = getInstrumentName(stock_code)
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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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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_sell_price=0.0
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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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except Exception as e:
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print(f'新增交易标的失败 {stock_code} {e}')
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def stopMarketData():
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ctrl.stopMarketData()
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def init_instrument_pool(self):
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self.instrument_pool = strategy_db.TradeTarget.select()
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print(f'初始化标的池初始化完成, {self.instrument_pool}')
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def init_trader(self, path):
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session_id = int(time.time())
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self.xt_trader = XtQuantTrader(path, session_id)
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self.xt_trader.start()
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self.xt_trader.connect()
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print(f'交易对象初始化完成, {self.xt_trader.connected}',)
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def targetPool():
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ctrl.print_pool()
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def init_trade_account(self, account_id, account_type):
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self.account= StockAccount(account_id, account_type)
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print(f'交易账号对象初始化完成, {self.account}')
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def addTradeTarget(stock_code):
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ctrl.add_trade_target(stock_code)
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def print_account_info(self):
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account_info = self.xt_trader.query_stock_asset(self.account)
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print(f"\n=== 账户信息 {self.account.account_id} ===")
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print(f"可用资金: {account_info.m_dCash}")
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print(f"总资产: {account_info.m_dTotalAsset}")
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print(f"证券市值: {account_info.m_dMarketValue}")
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def accountInfo():
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ctrl.print_account_info()
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positions = self.xt_trader.query_stock_positions(self.account)
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if positions:
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print("\n=== 持仓信息 ===")
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for pos in positions:
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if pos.m_nVolume <=0:
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continue
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print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
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print(f"总持仓: {pos.m_nVolume}")
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print(f"可用持仓: {pos.m_nCanUseVolume}")
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print(f"持仓成本: {pos.avg_price}")
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print("---")
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else:
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print("\n当前无持仓")
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def print_stock_orders(self):
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orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
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if orders:
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print("\n=== 委托信息 ===")
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for order in orders:
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print(f"委托编号: {order.order_id}")
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print(f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
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print(f"委托方向: {order.offset_flag} ")
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print(f"委托价格: {order.price}")
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print(f"委托数量: {order.order_volume}")
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print(f"已成交数量: {order.traded_volume}")
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print(f"委托状态: {order.order_status} ")
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print("---")
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else:
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print("\n当前无委托记录")
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def positionInfo():
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ctrl.print_position_info()
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def startTrade(index:int):
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ctrl.start_stock_trade(index)
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def init_stock_trade_threads(self):
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for stock_code in self.instrument_pool:
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new_job = StockTradeThread(stock_code)
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new_job.name = f"StockTradeThread-{stock_code}"
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new_job.start()
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def start_stock_trade_thread(self, stock: strategy_db.TradeTarget):
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stock.name = f"StockTradeThread-{stock.stock_code}"
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stock.start()
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print(f"启动标的交易线程 {stock.stock_code} {getInstrumentName(stock.stock_code)}\n")
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threading.Event().wait(2) # 模拟交易操作的等待时间
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def pauseTrade(index:int):
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ctrl.pause_stock_trade(index)
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def help():
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print("可用命令:")
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print(" ===================================================")
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print(" startMarketData() - 启动市场数据接收")
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print(" stopMarketData() - 停止市场数据接收")
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print(" addTradeTarget(stock_code) - 添加交易标的")
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print(" accountInfo() - 打印账户信息")
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print(" positionInfo() - 打印持仓信息")
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print(" targetPool() - 打印标的池信息")
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print(" startTrade(index) - 启动标的交易线程")
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print(" pauseTrade(index) - 暂停标的交易线程")
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print(" ===================================================")
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print(" ctrl - 访问控制器实例")
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if __name__ == '__main__':
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ctrl = SFGridController('99082560')
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ctrl.print_account_info()
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ctrl.print_stock_orders()
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ctrl.init_stock_trade_threads()
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# 交互阻塞
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interact()
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