完成基础框架
This commit is contained in:
@@ -0,0 +1,176 @@
|
||||
# coding:utf-8
|
||||
import time, sys
|
||||
sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8
|
||||
import strategy_db
|
||||
from stock_trade_controller import StockTradeController
|
||||
from util import getInstrumentName, getStockPosition
|
||||
from xtquant.xttrader import XtQuantTrader
|
||||
from xtquant.xttype import StockAccount
|
||||
from xtquant import xtdata
|
||||
|
||||
class SFGridController:
|
||||
def __init__(self, account_no: str = '99082560'):
|
||||
print('=== 数据库模块初始化 ===\n')
|
||||
strategy_db.db.connect()
|
||||
strategy_db.db.create_tables([strategy_db.TradeTarget])
|
||||
print('=== 三疯网格策略控制器初始化 ===\n')
|
||||
self.init_instrument_pool()
|
||||
self.init_trader(r'D:\\Programs\\DTQMT\\userdata_mini')
|
||||
self.init_trade_account(account_no, 'STOCK')
|
||||
self.grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1]
|
||||
self.stock_trade_ctrl = {}
|
||||
self.seq = None
|
||||
print('=== 三疯网格策略控制器初始化完成 ===\n')
|
||||
|
||||
def startMarketData(self):
|
||||
print('=== 三疯网格策略 启动市场数据接收 ===\n')
|
||||
self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
|
||||
if self.seq == -1:
|
||||
print('市场数据订阅失败\n')
|
||||
else:
|
||||
print(f'市场数据订阅成功, 订阅号={self.seq}\n')
|
||||
|
||||
|
||||
def stopMarketData(self):
|
||||
print('=== 三疯网格策略 停止市场数据接收 ===\n')
|
||||
if self.seq is not None and self.seq > 0:
|
||||
xtdata.unsubscribe_quote(self.seq)
|
||||
|
||||
|
||||
def onDataUpdate(self, data):
|
||||
# 遍历股池
|
||||
for target in self.instrument_pool:
|
||||
stock_code = target.stock_code
|
||||
# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
|
||||
if stock_code not in self.stock_trade_ctrl:
|
||||
print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
|
||||
continue
|
||||
if stock_code not in data:
|
||||
print(f"股票代码 {stock_code} 未在行情数据中找到，跳过处理。\n")
|
||||
continue
|
||||
stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code]
|
||||
stock_controller.onDataUpdate(data)
|
||||
|
||||
def add_trade_target(self, stock_code):
|
||||
try:
|
||||
stock_name = getInstrumentName(stock_code)
|
||||
new_target = strategy_db.TradeTarget.create(
|
||||
stock_name=stock_name,
|
||||
stock_code=stock_code,
|
||||
current_position=0,
|
||||
grid_index=0,
|
||||
last_trade_price=0.0,
|
||||
current_buy_price=0.0,
|
||||
current_sell_price=0.0
|
||||
)
|
||||
new_target.save()
|
||||
print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
|
||||
# 刷新标的持仓
|
||||
pos = getStockPosition(stock_code, self.xt_trader, self.account)
|
||||
strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute()
|
||||
# 更新标的池
|
||||
self.instrument_pool = strategy_db.TradeTarget.select()
|
||||
# 添加交易控制器
|
||||
stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled)
|
||||
self.stock_trade_ctrl[stock_code] = stockTradeController
|
||||
|
||||
except Exception as e:
|
||||
print(f'新增交易标的失败 {stock_code} {e}')
|
||||
|
||||
def init_trader(self, path):
|
||||
session_id = int(time.time())
|
||||
self.xt_trader = XtQuantTrader(path, session_id)
|
||||
self.xt_trader.start()
|
||||
self.xt_trader.connect()
|
||||
print(f'交易对象初始化完成, {self.xt_trader.connected}')
|
||||
|
||||
def init_trade_account(self, account_id, account_type):
|
||||
self.account= StockAccount(account_id, account_type)
|
||||
print(f'交易账号对象初始化完成, {self.account}')
|
||||
|
||||
def init_instrument_pool(self):
|
||||
self.instrument_pool = strategy_db.TradeTarget.select()
|
||||
|
||||
for tradeTarget in self.instrument_pool:
|
||||
stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
|
||||
self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
|
||||
|
||||
print(f'初始化标的池初始化完成 , 共 {len(self.instrument_pool)} 个标的\n')
|
||||
self.print_pool()
|
||||
|
||||
def print_pool(self):
|
||||
print("\n=== 标的池信息 ===")
|
||||
for i in range(len(self.instrument_pool)):
|
||||
target: strategy_db.TradeTarget = self.instrument_pool[i]
|
||||
status = "新建" if target.status == 0 else "已建初始仓"
|
||||
print(f"[Index-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {target.current_position} 网格索引: {target.grid_index+1} Price {self.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}")
|
||||
|
||||
def print_position_info(self):
|
||||
positions = self.xt_trader.query_stock_positions(self.account)
|
||||
if positions:
|
||||
print("\n=== 持仓信息 ===")
|
||||
for pos in positions:
|
||||
if pos.m_nVolume <=0:
|
||||
continue
|
||||
print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||
print(f"总持仓: {pos.m_nVolume}")
|
||||
print(f"可用持仓: {pos.m_nCanUseVolume}")
|
||||
print(f"持仓成本: {pos.avg_price}")
|
||||
print("---")
|
||||
else:
|
||||
print("\n当前无持仓")
|
||||
|
||||
def print_account_info(self):
|
||||
account_info = self.xt_trader.query_stock_asset(self.account)
|
||||
|
||||
print(f"\n=== 账户信息 {self.account.account_id} ===")
|
||||
print(f"可用资金: {account_info.m_dCash}")
|
||||
print(f"总资产: {account_info.m_dTotalAsset}")
|
||||
print(f"证券市值: {account_info.m_dMarketValue}")
|
||||
|
||||
def print_stock_orders(self):
|
||||
orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||
if orders:
|
||||
print("\n=== 委托信息 ===")
|
||||
for order in orders:
|
||||
print(f"委托编号: {order.order_id}")
|
||||
print(f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||
print(f"委托方向: {order.offset_flag} ")
|
||||
print(f"委托价格: {order.price}")
|
||||
print(f"委托数量: {order.order_volume}")
|
||||
print(f"已成交数量: {order.traded_volume}")
|
||||
print(f"委托状态: {order.order_status} ")
|
||||
print("---")
|
||||
else:
|
||||
print("\n当前无委托记录")
|
||||
|
||||
|
||||
# 初始化指定标的交易线程
|
||||
def start_stock_trade(self, index: int):
|
||||
tradeTarget = self.instrument_pool[index]
|
||||
# check existing thread
|
||||
if tradeTarget.stock_code in self.stock_trade_ctrl:
|
||||
tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
|
||||
if tradeController.isEnabled():
|
||||
print(f"标的交易控制器已存在且正在运行 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
else:
|
||||
print(f"标的交易控制器已存在但未运行，重新启动 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
tradeController.enabledTrading(True)
|
||||
else:
|
||||
stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
|
||||
self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
|
||||
print(f"创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
|
||||
|
||||
def pause_stock_trade(self, index: int):
|
||||
tradeTarget = self.instrument_pool[index]
|
||||
if tradeTarget.stock_code in self.stock_trade_ctrl:
|
||||
tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
|
||||
if tradeController.isEnabled():
|
||||
print(f"暂停标的交易 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
tradeController.enabledTrading(False)
|
||||
else:
|
||||
print(f"标的交易已暂停 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
else:
|
||||
print(f"标的交易控制器不存在 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
|
||||
|
||||
Reference in New Issue
Block a user