Merge branch 'new_structure'
# Conflicts: # config.ini # config.py
This commit is contained in:
@@ -1 +1,3 @@
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__pycache__/
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dist/
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example.db
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+3
-2
@@ -1,5 +1,6 @@
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[config]
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miniqmtpath = D:/Programs/QMT/userdata_mini
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miniqmtpath = D:/Programs/DTQMT/userdata_mini
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grid_price = 11.0,10.0,9.0,8.0,7.0,6.0,5.0,4.0,3.0,2.0,1.0,0.0
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grid_volume = 100
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account_no = 00000000
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account_no = 99082560
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@@ -1,6 +1,6 @@
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from typing import List
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import configparser
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import os
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from pathlib import Path
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import sys
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# miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
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@@ -10,21 +10,21 @@ miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路
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grid_price:List[float] = [] # 网格价格设置，从高到低
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grid_volume:int = 100 # 每个网格的交易手数
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account_no:str = '99082560'
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console_log = True
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# account_no:str = '89009170' # 交易账号
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def get_config_path():
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def get_config_path() -> Path:
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"""获取配置文件的正确路径（兼容开发环境和打包后的可执行文件）"""
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if getattr(sys, 'frozen', False):
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# 打包后的可执行文件环境
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# sys._MEIPASS是PyInstaller解压临时文件的目录
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# 配置文件应该放在可执行文件同目录下
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base_path = os.path.dirname(sys.executable)
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base_path = Path(sys.executable).parent
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else:
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# 开发环境
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base_path = os.path.dirname(os.path.abspath(__file__))
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print(f'base_path: {base_path}')
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base_path = Path(__file__).resolve().parent
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return os.path.join(base_path, 'config.ini')
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return base_path / 'config.ini'
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def create_default_config():
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"""创建默认配置文件"""
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@@ -47,7 +47,7 @@ def initConfig():
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config_path = get_config_path()
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# 检查配置文件是否存在，不存在则创建
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if not os.path.exists(config_path):
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if not config_path.exists():
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create_default_config()
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config = configparser.ConfigParser()
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@@ -57,9 +57,3 @@ def initConfig():
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grid_price = [float(item) for item in str_list]
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grid_volume = config.getint('config','grid_volume')
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account_no = config.get('config','account_no')
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# 控制台打印
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print(f'miniQMTPath: {miniQMTPath}')
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print(f'grid_price: {grid_price}')
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print(f'grid_volume: {grid_volume}')
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print(f'account_no: {account_no}')
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@@ -0,0 +1,6 @@
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import xtquant.xtconstant as xtconstant
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OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
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OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
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OrderTypeInit = "0" # 建仓
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OrderTypeNone = "None"
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@@ -0,0 +1,12 @@
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from peewee import SqliteDatabase, Model
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from core.logger import LogLevel, PrintLog
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# 连接到SQLite数据库
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db: SqliteDatabase = SqliteDatabase('example.db')
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db.connect()
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PrintLog(LogLevel.INFO, '- [成功]数据库连接')
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# 定义基础模型类
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class BaseModel(Model):
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class Meta:
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database: SqliteDatabase = db
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+1
-13
@@ -1,22 +1,10 @@
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# 定义事件处理函数
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ActionEventEnableTrade = "enable_trade"
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ResultEventTradeEnabled = "trade_enabled"
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ActionEventDisableTrade = "disable_trade"
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ResultEventTradeDisabled = "trade_disabled"
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# 市场数据监听控制事件
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MarketDataUpdate = "market_data_update"
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ActionEnableMarketData = "enable_market_data"
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ActionDisableMarketData = "disable_market_data"
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MarketDataEnabled = "market_data_enabled"
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MarketDataDisabled = "market_data_disabled"
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# 删除交易标的事件
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EventTradeTargetUpdate = "trade_target_update"
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ActionEventAddTradeTarget = "add_trade_target"
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ResultEventTradeTargetAdded = "trade_target_added"
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ActionEventDeleteTradeTarget = "delete_trade_target"
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ResultEventTradeTargetDeleted = "trade_target_deleted"
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# 网格修正事件
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ActionEventGridFix = "grid_fix"
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# Pring Log
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EventPrintLog = "print_log"
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@@ -1,6 +1,7 @@
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from enum import Enum
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from core.eventbus import EventPrintLog, event_bus
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import config
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class LogLevel(Enum):
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DEBUG = "DEBUG"
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@@ -17,3 +18,5 @@ class LogData:
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def PrintLog(level:LogLevel, message:str):
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data = LogData(level, message)
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event_bus.publish(EventPrintLog, data)
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if config.console_log:
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print(f'{level.value} {message}')
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@@ -1,402 +0,0 @@
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# coding:utf-8
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from core.strategy_db import TradeTarget
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
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from xtquant.xttrader import XtQuantTrader
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import time
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from peewee import ModelSelect
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import core.strategy_db as strategy_db
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import sfgrid_constants
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from core.sfgrid_strategy import SFGridStrategy
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from core.util import getInstrumentName, getStockPosition, queryPendingOrder
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade
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from xtquant import xtdata
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from xtquant.xttrader import XtQuantTraderCallback
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import datetime
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import core.ui as ui
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from core.logger import PrintLog, LogLevel
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from core.objects import GridFixData
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# 量化核心控制对象
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class SFGridController(XtQuantTraderCallback):
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def __init__(self, account_no: str, miniQmtPath: str):
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super().__init__()
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self.registerEventHandler()
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self.appUi = ui.TradeTargetUI()
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xtdata.enable_hello = False
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session_id = int(time.time())
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self.xt_trader: XtQuantTrader = XtQuantTrader(miniQmtPath, session_id)
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self.xt_trader.register_callback(self)
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self.xt_trader.start()
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self.xt_trader.connect()
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PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {miniQmtPath}')
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if self.xt_trader.connected == False:
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self.inited: bool = False
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return
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else:
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self.inited = True
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self.account= StockAccount(account_no, 'STOCK')
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PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
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subscribe_result = self.xt_trader.subscribe(self.account)
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PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
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if subscribe_result == 0:
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self.inited = True
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else:
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self.inited = False
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return
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self.listening_stock = []
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self.stock_trade_ctrl = {}
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self.init_instrument_pool(self.xt_trader, self.account) # type: ignore
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self.seq = None
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PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成')
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self.startMarketData()
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def registerEventHandler(self):
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event_bus.subscribe(ActionEventEnableTrade, self.onEnableTrade)
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event_bus.subscribe(ActionEventDisableTrade, self.onDisableTrade)
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event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled)
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event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
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event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget)
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event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
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event_bus.subscribe(ActionEventGridFix, self.onGridFix)
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def onDeleteTradeTarget(self, id: int):
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"""处理删除交易标的事件"""
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self.del_trade_target(id)
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# 发布删除完成事件
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event_bus.publish(ResultEventTradeTargetDeleted, id)
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def onAddTradeTarget(self, stock_code: str):
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"""处理添加交易标的事件"""
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self.add_trade_target(stock_code)
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def onMarketDataEnabled(self, data):
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"""处理市场数据监听启用事件"""
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self.startMarketData()
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def onMarketDataDisabled(self, data):
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"""处理市场数据监听禁用事件"""
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self.stopMarketData()
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def onEnableTrade(self, id: int):
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self.start_stock_trade(id)
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def onDisableTrade(self, id: int):
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self.pause_stock_trade(id)
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def onGridFix(self, data: GridFixData):
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"""处理网格修正事件"""
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self.update_trade_target_grid(data)
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def update_trade_target_grid(self, data: GridFixData):
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"""更新交易标的网格信息"""
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try:
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target = data.tradeTarget
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grid_index = data.grid_index
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# 更新数据库中的网格索引
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target.grid_index = grid_index
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target.save()
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# 更新内存中的交易标的
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if target.get_id() in self.instrument_pool:
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self.instrument_pool[target.get_id()] = target
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# 更新交易控制器中的网格信息
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if target.stock_code in self.stock_trade_ctrl:
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trade_controller: SFGridStrategy = self.stock_trade_ctrl[target.stock_code]
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trade_controller.updateGridIndex(grid_index) # type: ignore
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PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
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def hold(self):
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self.appUi.run()
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def startMarketData(self):
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PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
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self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
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if self.seq == -1:
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PrintLog(LogLevel.ERROR, '- 市场数据订阅失败')
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else:
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event_bus.publish(MarketDataEnabled, True)
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PrintLog(LogLevel.INFO, f'- 市场数据订阅成功, 订阅号={self.seq}')
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def stopMarketData(self):
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
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if self.seq is not None and self.seq > 0:
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xtdata.unsubscribe_quote(self.seq)
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event_bus.publish(MarketDataDisabled, False)
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def add_trade_target(self, stock_code: str):
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try:
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stock_name = getInstrumentName(stock_code)
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if not stock_name:
|
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PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确')
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return
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# 检查是否已存在该标的
|
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existing_target = strategy_db.TradeTarget.get_or_none(strategy_db.TradeTarget.stock_code == stock_code)
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if existing_target:
|
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PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
|
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return
|
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|
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new_target = strategy_db.TradeTarget.create(
|
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stock_name=stock_name,
|
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stock_code=stock_code,
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market_price=0.0,
|
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current_position=0,
|
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grid_index=0,
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last_trade_price=0.0,
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plan_buy_price=0.0,
|
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plan_sell_price=0.0,
|
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current_order_price=0.0,
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current_order_no='',
|
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current_order_type=''
|
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)
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new_target.save()
|
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PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
|
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# 刷新标的持仓
|
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pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
|
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strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute()
|
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# 更新标的池
|
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self.refresh_targets()
|
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# 添加交易控制器
|
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stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account) # type: ignore
|
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self.stock_trade_ctrl[stock_code] = stockTradeController
|
||||
|
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except Exception as e:
|
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PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
|
||||
|
||||
|
||||
def del_trade_target(self, id:int):
|
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try:
|
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# 检查标的是否存在
|
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if id not in self.instrument_pool:
|
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PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
|
||||
return
|
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|
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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:
|
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# 停止交易控制器
|
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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()
|
||||
|
||||
PrintLog(LogLevel.INFO, f"已删除交易标的: {target.stock_code} - {target.stock_name}")
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, 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()
|
||||
|
||||
for id in self.instrument_pool:
|
||||
target:TradeTarget = self.instrument_pool[id]
|
||||
status = "新建" if target.status == 0 else "已建初始仓"
|
||||
PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore
|
||||
|
||||
tradeTarget:strategy_db.TradeTarget = self.instrument_pool[id]
|
||||
tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
|
||||
result = tradeTarget.save()
|
||||
PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
|
||||
stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account) # type: ignore
|
||||
self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
|
||||
event_bus.publish(EventTradeTargetUpdate, tradeTarget)
|
||||
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的')
|
||||
|
||||
|
||||
def refresh_targets(self):
|
||||
# 更新标的池
|
||||
results:ModelSelect = strategy_db.TradeTarget.select()
|
||||
self.instrument_pool: dict[int, strategy_db.TradeTarget] = {}
|
||||
for temp in results:
|
||||
result :strategy_db.TradeTarget = temp
|
||||
self.instrument_pool[result.get_id()] = result
|
||||
|
||||
def print_position_info(self):
|
||||
positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
|
||||
if positions:
|
||||
PrintLog(LogLevel.INFO, "\n- 持仓信息")
|
||||
for temp in positions:
|
||||
pos : XtPosition = temp
|
||||
if pos.volume <=0:
|
||||
continue
|
||||
PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||
PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
|
||||
PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
|
||||
PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
|
||||
PrintLog(LogLevel.INFO, "---")
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, "\n当前无持仓")
|
||||
|
||||
def print_account_info(self):
|
||||
temp = self.xt_trader.query_stock_asset(self.account)
|
||||
asset: XtAsset = temp # type: ignore
|
||||
|
||||
PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
|
||||
PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
|
||||
PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
|
||||
PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
|
||||
|
||||
def print_stock_orders(self):
|
||||
orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||
if orders:
|
||||
PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
|
||||
for order in orders:
|
||||
PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
|
||||
PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||
PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
|
||||
PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
|
||||
PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
|
||||
PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
|
||||
PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
|
||||
PrintLog(LogLevel.INFO, "---")
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, "\n当前无委托记录")
|
||||
|
||||
|
||||
# 初始化指定标的交易控制器
|
||||
def start_stock_trade(self, id: int):
|
||||
tradeTarget: TradeTarget = self.instrument_pool[id]
|
||||
# check existing thread
|
||||
if tradeTarget.stock_code in self.stock_trade_ctrl:
|
||||
tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
|
||||
|
||||
tradeTarget = tradeController.enabledTrading(True)
|
||||
self.instrument_pool[id] = tradeTarget
|
||||
event_bus.publish(ResultEventTradeEnabled, tradeTarget)
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}")
|
||||
|
||||
|
||||
def pause_stock_trade(self, id: int):
|
||||
localTarget: strategy_db.TradeTarget = self.instrument_pool[id]
|
||||
print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
|
||||
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:
|
||||
print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
|
||||
def onDataUpdate(self, data):
|
||||
# 收集所有市场数据用于市场监控
|
||||
for stock_code, tickData in data.items():
|
||||
if stock_code in self.stock_trade_ctrl:
|
||||
stock_controller: SFGridStrategy = self.stock_trade_ctrl[stock_code]
|
||||
stock_controller.onDataUpdate(data)
|
||||
else:
|
||||
# 非目标交易，发布市场数据更新事件用于市场监控
|
||||
lastPrice = tickData['lastPrice']
|
||||
if lastPrice == 10 or stock_code in self.listening_stock:
|
||||
# 发布市场数据更新事件用于市场监控
|
||||
market_target = TradeTarget()
|
||||
market_target.stock_code = stock_code
|
||||
market_target.stock_name = getInstrumentName(stock_code) # type: ignore
|
||||
market_target.market_price = lastPrice # type: ignore
|
||||
event_bus.publish(MarketDataUpdate, market_target)
|
||||
if stock_code not in self.listening_stock:
|
||||
self.listening_stock.append(stock_code)
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||
def on_connected(self):
|
||||
"""
|
||||
连接成功推送
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接成功回调')
|
||||
|
||||
def on_disconnected(self):
|
||||
"""
|
||||
连接断开
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接断开回调')
|
||||
|
||||
def on_stock_order(self, order:XtOrder):
|
||||
"""
|
||||
委托回报推送
|
||||
: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():
|
||||
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 on_stock_trade(self, trade:XtTrade):
|
||||
"""
|
||||
成交变动推送
|
||||
:param trade: XtTrade对象
|
||||
:return:
|
||||
"""
|
||||
stockCode = trade.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 trade.strategy_name == ctrl.getName():
|
||||
ctrl.onOrderTrade(trade)
|
||||
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_error(self, order_error):
|
||||
"""
|
||||
委托失败推送
|
||||
:param order_error:XtOrderError 对象
|
||||
:return:
|
||||
"""
|
||||
# print("on order_error callback")
|
||||
# print(order_error.order_id, order_error.error_id, order_error.error_msg)
|
||||
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||
|
||||
|
||||
def on_account_status(self, status):
|
||||
"""
|
||||
:param response: XtAccountStatus 对象
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), status)
|
||||
+213
@@ -0,0 +1,213 @@
|
||||
import tkinter as tk
|
||||
from tkinter import ttk
|
||||
from core.logger import LogLevel, PrintLog
|
||||
from core.sfgrid.sfgrid_ui import TradeTargetUI
|
||||
|
||||
|
||||
class MainWindow:
|
||||
def __init__(self):
|
||||
self.root = tk.Tk()
|
||||
self.root.title("神之一手 - 交易系统")
|
||||
self.root.geometry("1400x700")
|
||||
|
||||
# 当前选中的策略Tab索引
|
||||
self.current_strategy_index = 0
|
||||
# 存储各个Frame的引用
|
||||
self.strategy_frames = {}
|
||||
# 日志面板可见性标志
|
||||
self.log_visible = False
|
||||
# 创建界面
|
||||
self.create_ui()
|
||||
|
||||
|
||||
def create_ui(self):
|
||||
"""创建UI界面"""
|
||||
# 主容器
|
||||
main_container = ttk.Frame(self.root)
|
||||
main_container.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
||||
|
||||
# 中间主体区域（左右布局）
|
||||
content_area = ttk.Frame(main_container)
|
||||
content_area.pack(fill=tk.BOTH, expand=True)
|
||||
|
||||
# 左侧Tab按钮栏（垂直排列）
|
||||
tab_bar_frame = ttk.Frame(content_area)
|
||||
tab_bar_frame.pack(side=tk.LEFT, fill=tk.Y, padx=(0, 10))
|
||||
|
||||
# 创建Tab按钮（垂直排列，文字垂直显示）
|
||||
self.tab_buttons = []
|
||||
strategy_names = ["蒙派\n策略", "涨停\n分析"]
|
||||
|
||||
for idx, name in enumerate(strategy_names):
|
||||
btn = ttk.Button(
|
||||
tab_bar_frame,
|
||||
text=name,
|
||||
command=lambda i=idx: self.switch_strategy_tab(i),
|
||||
width=4
|
||||
)
|
||||
btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||
self.tab_buttons.append(btn)
|
||||
|
||||
# 在Tab按钮下方添加退出按钮和日志按钮（底部对齐）
|
||||
# 使用一个填充Frame将按钮推到底部
|
||||
spacer = ttk.Frame(tab_bar_frame)
|
||||
spacer.pack(side=tk.TOP, fill=tk.X, ipady=10)
|
||||
|
||||
# 清空日志按钮（底部第三个）
|
||||
clear_log_btn = ttk.Button(
|
||||
tab_bar_frame,
|
||||
text="🗑", # 垃圾桶图标
|
||||
command=self.clear_logs,
|
||||
width=3
|
||||
)
|
||||
clear_log_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||
|
||||
# 日志显示按钮（退出按钮上方）
|
||||
self.log_toggle_btn = ttk.Button(
|
||||
tab_bar_frame,
|
||||
text="📋", # 日志图标
|
||||
command=self.toggle_log_panel,
|
||||
width=3
|
||||
)
|
||||
self.log_toggle_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||
|
||||
# 退出按钮（最底部）
|
||||
exit_btn = ttk.Button(
|
||||
tab_bar_frame,
|
||||
text="⏻", # 电源图标
|
||||
command=self.on_exit,
|
||||
width=3
|
||||
)
|
||||
exit_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||
|
||||
# 添加垂直分隔线
|
||||
separator = ttk.Separator(content_area, orient='vertical')
|
||||
separator.pack(side=tk.LEFT, fill=tk.Y, padx=1)
|
||||
|
||||
# 右侧内容区域容器（用于放置不同策略的Frame）
|
||||
self.content_container = ttk.Frame(content_area)
|
||||
self.content_container.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||
|
||||
# 创建各个策略的Frame
|
||||
self.create_strategy_frames(strategy_names)
|
||||
|
||||
# 创建全局日志面板（默认隐藏）
|
||||
self.create_global_log_panel(main_container)
|
||||
|
||||
# 默认显示第一个策略
|
||||
self.switch_strategy_tab(0)
|
||||
|
||||
def create_global_log_panel(self, parent):
|
||||
"""创建全局日志面板"""
|
||||
# 日志区域(默认隐藏)
|
||||
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
||||
# 默认不显示,通过工具栏按钮控制
|
||||
|
||||
# 创建日志表格
|
||||
columns = ("timestamp", "level", "message")
|
||||
|
||||
self.log_table = ttk.Treeview(self.log_frame, columns=columns, show='headings', height=8)
|
||||
|
||||
log_column_configs = {
|
||||
"timestamp": ("时间", 100),
|
||||
"level": ("级别", 50),
|
||||
"message": ("消息", 1150) # 调整宽度适应全局布局
|
||||
}
|
||||
|
||||
for col in columns:
|
||||
title, width = log_column_configs[col]
|
||||
self.log_table.heading(col, text=title)
|
||||
self.log_table.column(col, width=width, anchor=tk.W)
|
||||
|
||||
# 添加初始日志
|
||||
from datetime import datetime
|
||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
self.log_table.insert('', tk.END, values=(timestamp, "INFO", "系统启动成功"))
|
||||
|
||||
# 滚动条
|
||||
scrollbar = ttk.Scrollbar(self.log_frame, orient=tk.VERTICAL, command=self.log_table.yview)
|
||||
self.log_table.configure(yscrollcommand=scrollbar.set)
|
||||
|
||||
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
||||
|
||||
def add_log(self, level:LogLevel, message):
|
||||
"""添加日志记录 - 全局方法"""
|
||||
from datetime import datetime
|
||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
self.log_table.insert('', 0, values=(timestamp, level.value, message))
|
||||
|
||||
def clear_logs(self):
|
||||
"""清空日志记录"""
|
||||
# 删除所有日志项
|
||||
for item in self.log_table.get_children():
|
||||
self.log_table.delete(item)
|
||||
self.add_log(LogLevel.DEBUG, "日志已清空")
|
||||
|
||||
def create_strategy_frames(self, strategy_names):
|
||||
"""创建各个策略的Frame"""
|
||||
for idx, name in enumerate(strategy_names):
|
||||
if idx == 0:
|
||||
# 第一个Tab使用TradeTargetUI，传入main_window引用
|
||||
frame = TradeTargetUI(self.content_container)
|
||||
self.strategy_frames[idx] = frame
|
||||
else:
|
||||
# 其他策略使用占位Frame
|
||||
frame = ttk.Frame(self.content_container)
|
||||
self.strategy_frames[idx] = frame
|
||||
|
||||
# 添加占位内容
|
||||
placeholder = ttk.Label(
|
||||
frame,
|
||||
text=f"{name} - 策略界面将在此实现",
|
||||
font=('Arial', 14),
|
||||
foreground='gray'
|
||||
)
|
||||
placeholder.pack(expand=True)
|
||||
|
||||
def switch_strategy_tab(self, index):
|
||||
"""切换策略Tab"""
|
||||
# 隐藏当前Frame
|
||||
if self.current_strategy_index in self.strategy_frames:
|
||||
self.strategy_frames[self.current_strategy_index].pack_forget()
|
||||
|
||||
# 更新当前索引
|
||||
self.current_strategy_index = index
|
||||
|
||||
# 显示选中的Frame
|
||||
if index in self.strategy_frames:
|
||||
self.strategy_frames[index].pack(fill=tk.BOTH, expand=True)
|
||||
|
||||
# 更新Tab按钮样式（可选，用于视觉反馈）
|
||||
self.update_tab_button_styles()
|
||||
|
||||
def update_tab_button_styles(self):
|
||||
"""更新Tab按钮的样式以显示选中状态"""
|
||||
# 注意：ttk.Button的样式需要通过ttk.Style来设置
|
||||
# 这里简化处理，仅作为接口预留
|
||||
pass
|
||||
|
||||
def toggle_log_panel(self):
|
||||
"""切换日志面板的显示/隐藏"""
|
||||
if self.log_visible:
|
||||
# 隐藏日志面板
|
||||
self.log_frame.pack_forget()
|
||||
self.log_visible = False
|
||||
self.log_toggle_btn.config(text="📋") # 日志图标
|
||||
else:
|
||||
# 显示日志面板
|
||||
self.log_frame.pack(side=tk.BOTTOM, fill=tk.X, pady=(5, 0))
|
||||
self.log_visible = True
|
||||
self.log_toggle_btn.config(text="🔽") # 使用不同图标表示隐藏
|
||||
|
||||
def on_exit(self):
|
||||
"""退出程序"""
|
||||
from tkinter import messagebox
|
||||
result = messagebox.askyesno("确认退出", "确定要退出系统吗？")
|
||||
if result:
|
||||
self.root.destroy()
|
||||
|
||||
def run(self):
|
||||
"""运行程序"""
|
||||
self.root.mainloop()
|
||||
|
||||
+220
@@ -0,0 +1,220 @@
|
||||
import datetime
|
||||
import time
|
||||
import config
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
|
||||
from xtquant.xttrader import XtQuantTrader
|
||||
from xtquant.xttype import StockAccount
|
||||
from core.logger import LogLevel, PrintLog
|
||||
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
|
||||
from xtquant.xttype import StockAccount
|
||||
from xtquant import xtconstant, xtdata
|
||||
import core.eventbus as eBus
|
||||
|
||||
class QmtV(XtQuantTraderCallback):
|
||||
def __init__(self) -> None:
|
||||
self.xttrader: XtQuantTrader
|
||||
self.inited: bool = False
|
||||
|
||||
def getTrader(self) -> XtQuantTrader:
|
||||
return self.xttrader
|
||||
|
||||
def init_qmtv(self):
|
||||
sessionId= int(time.time())
|
||||
self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
|
||||
xtdata.enable_hello = False
|
||||
|
||||
def connect(self):
|
||||
self.xttrader.register_callback(self)
|
||||
self.xttrader.start()
|
||||
self.xttrader.connect()
|
||||
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
|
||||
if self.xttrader.connected == False:
|
||||
self.inited = False
|
||||
return
|
||||
else:
|
||||
self.inited = True
|
||||
|
||||
self.account = StockAccount(config.account_no, 'STOCK') # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.account_no}') # pyright: ignore[reportOptionalMemberAccess]
|
||||
subscribe_result = self.xttrader.subscribe(self.account)
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||
if subscribe_result != 0:
|
||||
self.inited = False
|
||||
return
|
||||
self.startMarketDataSubscription()
|
||||
|
||||
|
||||
def getStockPosition(self, stock_code: str):
|
||||
volume = 0
|
||||
print(f'获取股票持仓: {stock_code}, {self.xttrader.connected}, {self.account.account_id if self.account else None}') # pyright: ignore[reportAttributeAccessIssue]
|
||||
positions = self.xttrader.query_stock_positions(self.account)
|
||||
if positions:
|
||||
for temp in positions:
|
||||
pos:XtPosition = temp
|
||||
if pos.stock_code == stock_code:
|
||||
volume = pos.volume
|
||||
break
|
||||
|
||||
return volume
|
||||
|
||||
|
||||
def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:
|
||||
if stock_code == None or tag == None:
|
||||
return []
|
||||
orders = self.xttrader.query_stock_orders(self.account)
|
||||
result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
|
||||
return result
|
||||
|
||||
def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
|
||||
return self.xttrader.order_stock_async(
|
||||
self.account,
|
||||
str(stock_code),
|
||||
orderType,
|
||||
orderVolume,
|
||||
priceType,
|
||||
orderPrice,
|
||||
strategy_name, # strategy_name
|
||||
orderRemark # remark # type: ignore
|
||||
)
|
||||
|
||||
def getInstrumentName(self, stock_code:str):
|
||||
# print(f"getInstrumentName: 获取标的名称 {stock_code}")
|
||||
detail = xtdata.get_instrument_detail(stock_code, False)
|
||||
if detail is None:
|
||||
return None
|
||||
return detail['InstrumentName']
|
||||
|
||||
# def print_position_info(self):
|
||||
# positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
|
||||
# if positions:
|
||||
# PrintLog(LogLevel.INFO, "\n- 持仓信息")
|
||||
# for temp in positions:
|
||||
# pos : XtPosition = temp
|
||||
# if pos.volume <=0:
|
||||
# continue
|
||||
# PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||
# PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
|
||||
# PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
|
||||
# PrintLog(LogLevel.INFO, "---")
|
||||
# else:
|
||||
# PrintLog(LogLevel.INFO, "\n当前无持仓")
|
||||
|
||||
# def print_account_info(self):
|
||||
# temp = self.xt_trader.query_stock_asset(self.account)
|
||||
# asset: XtAsset = temp # type: ignore
|
||||
|
||||
# PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
|
||||
# PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
|
||||
# PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
|
||||
# PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
|
||||
|
||||
# def print_stock_orders(self):
|
||||
# orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||
# if orders:
|
||||
# PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
|
||||
# for order in orders:
|
||||
# PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
|
||||
# PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||
# PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
|
||||
# PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
|
||||
# PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
|
||||
# PrintLog(LogLevel.INFO, "---")
|
||||
# else:
|
||||
# PrintLog(LogLevel.INFO, "\n当前无委托记录")
|
||||
|
||||
|
||||
# ========================================#
|
||||
def startMarketDataSubscription(self):
|
||||
self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
|
||||
|
||||
def stopMarketDataSubscription(self):
|
||||
PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
|
||||
|
||||
if self.subscriptionId is not None and self.subscriptionId > 0:
|
||||
xtdata.unsubscribe_quote(self.subscriptionId)
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
|
||||
def onDataUpdate(self, data):
|
||||
# 收集所有市场数据用于市场监控
|
||||
eBus.event_bus.publish(eBus.MarketDataUpdate, data)
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||
def on_connected(self):
|
||||
"""
|
||||
连接成功推送
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接成功回调')
|
||||
|
||||
def on_disconnected(self):
|
||||
"""
|
||||
连接断开
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接断开回调')
|
||||
|
||||
def on_stock_order(self, order:XtOrder):
|
||||
"""
|
||||
委托回报推送
|
||||
: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():
|
||||
# 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 on_stock_trade(self, trade:XtTrade):
|
||||
"""
|
||||
成交变动推送
|
||||
:param trade: XtTrade对象
|
||||
:return:
|
||||
"""
|
||||
print(f"委托回调 投资备注 {trade.stock_code}-{trade.instrument_name} {trade.strategy_name} 不匹配 {trade.order_remark}")
|
||||
# stockCode = trade.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 trade.strategy_name == ctrl.getName():
|
||||
# ctrl.onOrderTrade(trade)
|
||||
# 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):
|
||||
print(f"委托回调 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
|
||||
|
||||
# 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):
|
||||
"""
|
||||
委托失败推送
|
||||
:param order_error:XtOrderError 对象
|
||||
:return:
|
||||
"""
|
||||
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||
|
||||
|
||||
def on_account_status(self, status):
|
||||
"""
|
||||
:param response: XtAccountStatus 对象
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), status)
|
||||
|
||||
|
||||
qmtv = QmtV()
|
||||
@@ -0,0 +1,14 @@
|
||||
# 删除交易标的事件
|
||||
EventTradeTargetUpdate = "trade_target_update"
|
||||
ActionEventAddTradeTarget = "add_trade_target"
|
||||
ResultEventTradeTargetAdded = "trade_target_added"
|
||||
ActionEventDeleteTradeTarget = "delete_trade_target"
|
||||
ResultEventTradeTargetDeleted = "trade_target_deleted"
|
||||
# 网格修正事件
|
||||
ActionEventGridFix = "grid_fix"
|
||||
|
||||
# 定义事件处理函数
|
||||
ActionEventEnableTrade = "enable_trade"
|
||||
ResultEventTradeEnabled = "trade_enabled"
|
||||
ActionEventDisableTrade = "disable_trade"
|
||||
ResultEventTradeDisabled = "trade_disabled"
|
||||
@@ -1,22 +1,10 @@
|
||||
from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
|
||||
from peewee import CharField, IntegerField, FloatField, BooleanField
|
||||
|
||||
from xtquant import xtconstant
|
||||
from core.database import BaseModel, db
|
||||
|
||||
# 连接到SQLite数据库
|
||||
db = SqliteDatabase('example.db')
|
||||
|
||||
# 定义基础模型类
|
||||
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"
|
||||
|
||||
# 定义Target类，对应targets表
|
||||
class TradeTarget(BaseModel):
|
||||
class SFGridTradeTarget(BaseModel):
|
||||
stock_code = CharField(unique=True)
|
||||
stock_name = CharField()
|
||||
market_price = FloatField()
|
||||
@@ -33,3 +21,6 @@ class TradeTarget(BaseModel):
|
||||
|
||||
def targetName(self):
|
||||
return f'{self.stock_name}[{self.stock_code}]'
|
||||
|
||||
|
||||
db.create_tables([SFGridTradeTarget])
|
||||
@@ -1,4 +1,4 @@
|
||||
from core.strategy_db import TradeTarget
|
||||
from core.sfgrid.model import SFGridTradeTarget as TradeTarget
|
||||
|
||||
|
||||
class GridFixData:
|
||||
@@ -1,20 +1,21 @@
|
||||
from core import strategy_db
|
||||
from core.eventbus import EventTradeTargetUpdate, event_bus
|
||||
from core.strategy_db import OrderTypeBuy, OrderTypeInit, OrderTypeSell, TradeTarget
|
||||
from core.qmt import qmtv
|
||||
from core.sfgrid.bus_events import EventTradeTargetUpdate
|
||||
import core.sfgrid.model as model
|
||||
from core import constants
|
||||
from core.eventbus import event_bus
|
||||
from core.constants import OrderTypeBuy, OrderTypeInit, OrderTypeSell
|
||||
from core.util import queryPendingOrder, is_trading_time
|
||||
|
||||
from xtquant import xttrader, xtconstant
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtTrade
|
||||
import sfgrid_constants
|
||||
from xtquant import xtconstant
|
||||
from xtquant.xttype import XtOrder, XtTrade
|
||||
import config
|
||||
import threading
|
||||
|
||||
|
||||
class SFGridStrategy:
|
||||
|
||||
def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
||||
self.tradeTarget:TradeTarget = tradeTarget
|
||||
self.xt_trader: xttrader.XtQuantTrader = xt_trader
|
||||
self.account:StockAccount = account
|
||||
def __init__(self, tradeTarget: model.SFGridTradeTarget):
|
||||
self.tradeTarget:model.SFGridTradeTarget = tradeTarget
|
||||
self.enabledTrading(bool(tradeTarget.enabled)) # 修复类型兼容性问题
|
||||
|
||||
event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
|
||||
@@ -26,7 +27,7 @@ class SFGridStrategy:
|
||||
self.refreshPlanPrice()
|
||||
self.saveProxy()
|
||||
|
||||
def enabledTrading(self, enabled: bool) -> TradeTarget:
|
||||
def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
|
||||
self.tradeTarget.enabled = enabled # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
@@ -39,7 +40,7 @@ class SFGridStrategy:
|
||||
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
|
||||
minRequirePosition:int = config.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
|
||||
if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore
|
||||
print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
|
||||
else:
|
||||
@@ -54,40 +55,35 @@ class SFGridStrategy:
|
||||
print(f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}')
|
||||
return bool(self.tradeTarget.enabled) # 修复返回类型问题
|
||||
|
||||
def onDataUpdate(self, data):
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
|
||||
|
||||
lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))
|
||||
self.tradeTarget.market_price = lastPrice # type: ignore
|
||||
self.saveProxy()
|
||||
def onDataUpdate(self, inTradeTarget:model.SFGridTradeTarget):
|
||||
|
||||
if not is_trading_time():
|
||||
print(f"|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 非交易时间，不进行自动交易")
|
||||
return
|
||||
|
||||
if not self.tradeTarget.enabled: # 未建仓，自动交易暂停
|
||||
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
|
||||
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
|
||||
self.dataUpdateLock.acquire()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
|
||||
|
||||
try:
|
||||
lastPrice = inTradeTarget.market_price
|
||||
orderPrice:float = -1
|
||||
orderType = -1
|
||||
index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
|
||||
orderRemark= ""
|
||||
|
||||
gridBasePrice = -1 if index>=len(sfgrid_constants.grid_price) or index < 0 else sfgrid_constants.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
gridBasePrice = -1 if index>=len(config.grid_price) or index < 0 else config.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= sfgrid_constants.grid_price[1]: # 已启用，未建仓，建仓
|
||||
orderPrice = sfgrid_constants.grid_price[index]
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= config.grid_price[1]: # 已启用，未建仓，建仓
|
||||
orderPrice = config.grid_price[index]
|
||||
orderType = xtconstant.STOCK_BUY
|
||||
orderRemark = OrderTypeInit
|
||||
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 已启用，已建仓，网格单
|
||||
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[index - 1]
|
||||
lowPrice = -1 if index+1>=len(config.grid_price) else config.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||
highPrice = config.grid_price[index - 1]
|
||||
|
||||
if lastPrice <= lowPrice: # 下下方多单
|
||||
orderPrice = lowPrice
|
||||
@@ -100,21 +96,20 @@ class SFGridStrategy:
|
||||
orderRemark = OrderTypeSell
|
||||
|
||||
if orderType != -1:
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
orders = qmtv.queryPendingOrder(str(self.tradeTarget.stock_code), self.getName())
|
||||
if len([order for order in orders if order.order_type == orderType and order.price == orderPrice]) > 0:
|
||||
# 已存在未交易的多单
|
||||
print(f' |- [{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]已存在未交易的{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}，不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}')
|
||||
self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
self.tradeTarget.current_order_no = qmtv.orderAsync(
|
||||
str(self.tradeTarget.stock_code),
|
||||
config.grid_volume,
|
||||
orderType,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
orderPrice,
|
||||
xtconstant.FIX_PRICE,
|
||||
orderRemark, # remark # type: ignore
|
||||
self.getName(), # strategy_name
|
||||
orderRemark # remark # type: ignore
|
||||
)
|
||||
orderTypeName = ""
|
||||
if orderRemark == OrderTypeBuy:
|
||||
@@ -123,7 +118,7 @@ class SFGridStrategy:
|
||||
orderTypeName = "空单"
|
||||
elif orderRemark == OrderTypeInit:
|
||||
orderTypeName = "建仓单"
|
||||
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {config.grid_volume}')
|
||||
finally:
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
||||
self.saveProxy()
|
||||
@@ -156,13 +151,13 @@ class SFGridStrategy:
|
||||
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:
|
||||
if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == constants.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.plan_buy_price = float(sfgrid_constants.grid_price[2]) # type: ignore
|
||||
self.tradeTarget.plan_sell_price = float(sfgrid_constants.grid_price[0]) # type: ignore
|
||||
self.tradeTarget.plan_buy_price = float(config.grid_price[2]) # type: ignore
|
||||
self.tradeTarget.plan_sell_price = float(config.grid_price[0]) # 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.tradeTarget.current_order_no}已成交 ")
|
||||
@@ -174,7 +169,7 @@ class SFGridStrategy:
|
||||
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
|
||||
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"|- 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: {config.grid_price[int(self.tradeTarget.grid_index)]} Volume: {config.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}')
|
||||
@@ -183,7 +178,7 @@ class SFGridStrategy:
|
||||
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
|
||||
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"|- 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: {config.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}')
|
||||
@@ -201,11 +196,11 @@ class SFGridStrategy:
|
||||
buyIdx: int = self.tradeTarget.grid_index + 1 # pyright: ignore[reportAssignmentType]
|
||||
sellIdx: int = self.tradeTarget.grid_index - 1
|
||||
if self.tradeTarget.grid_index > 0: # 可以下空单
|
||||
self.tradeTarget.plan_sell_price = float(sfgrid_constants.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
self.tradeTarget.plan_sell_price = float(config.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
self.tradeTarget.plan_sell_price = -1.0 # type: ignore
|
||||
if self.tradeTarget.grid_index < len(sfgrid_constants.grid_price) - 1:
|
||||
self.tradeTarget.plan_buy_price = float(sfgrid_constants.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
if self.tradeTarget.grid_index < len(config.grid_price) - 1:
|
||||
self.tradeTarget.plan_buy_price = float(config.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
self.tradeTarget.plan_buy_price = -1.0 # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
@@ -1,26 +1,30 @@
|
||||
from typing import Any
|
||||
|
||||
|
||||
import tkinter as tk
|
||||
from tkinter import ttk, messagebox, filedialog
|
||||
from datetime import datetime
|
||||
import threading
|
||||
import time
|
||||
import core.eventbus as eBus
|
||||
from core.logger import LogData, LogLevel
|
||||
from core.strategy_db import TradeTarget
|
||||
from core.logger import LogLevel, PrintLog
|
||||
from core.sfgrid.bus_events import ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, ActionEventGridFix, EventTradeTargetUpdate, ResultEventTradeTargetAdded, ResultEventTradeTargetDeleted
|
||||
from core.sfgrid.model import SFGridTradeTarget
|
||||
import configparser
|
||||
import sfgrid_constants
|
||||
from core.objects import GridFixData
|
||||
from core.util import getInstrumentName
|
||||
import config
|
||||
from core.sfgrid.objects import GridFixData
|
||||
from core.qmt import qmtv
|
||||
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
||||
|
||||
|
||||
class TradeTargetUI:
|
||||
def __init__(self):
|
||||
self.tradeTargetData:dict[int, TradeTarget] = {}
|
||||
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()
|
||||
class TradeTargetUI(ttk.Frame):
|
||||
def __init__(self, parent):
|
||||
super().__init__(parent)
|
||||
self.tradeTargetData:dict[int, SFGridTradeTarget] = {} # id->trade_target
|
||||
self.stockCodeIdMap:dict[str, int] = {}
|
||||
self.strategy_ctrl:dict[int, SFGridStrategy] = {} # stock_code->trade_target
|
||||
self.listening_stock = []
|
||||
self.init_trade_target_pool()
|
||||
eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
|
||||
|
||||
# 创建刷新线程标志
|
||||
self.refresh_thread_running = False # 默认不启动刷新线程
|
||||
@@ -28,23 +32,68 @@ class TradeTargetUI:
|
||||
# 市场监控数据
|
||||
self.marketData: dict[str, Any] = {} # 存储市场数据 {stock_code: {stock_name, last_price, time}}
|
||||
|
||||
self.root = tk.Tk()
|
||||
self.root.title("三疯交易系统")
|
||||
self.root.geometry("1400x700")
|
||||
# 市场监控窗口显示状态
|
||||
self.market_monitor_visible = True
|
||||
|
||||
# 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
|
||||
self.start_ui_refresh()
|
||||
|
||||
def registerEventHandler(self):
|
||||
eBus.event_bus.subscribe(eBus.EventTradeTargetUpdate, self.onTradeTargetUpdated)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeEnabled, self.onTradeEnabled)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeDisabled, self.onTradeDisabled)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataEnabled, self.onMarketDataToggled)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataDisabled, self.onMarketDataToggled)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeTargetDeleted, self.onTradeTargetDeleted)
|
||||
eBus.event_bus.subscribe(eBus.EventPrintLog, self.onLog)
|
||||
def onMarketDataUpdated(self, data):
|
||||
# 收集所有市场数据用于市场监控
|
||||
for stock_code, tickData in data.items():
|
||||
if stock_code in self.stockCodeIdMap:
|
||||
id:int = self.stockCodeIdMap[stock_code]
|
||||
tradeTarget = self.tradeTargetData[id]
|
||||
lastPrice = float("{:.3f}".format(tickData['lastPrice']))
|
||||
tradeTarget.market_price = lastPrice # type: ignore
|
||||
self.updateTradeTarget(tradeTarget)
|
||||
stock_controller: SFGridStrategy = self.strategy_ctrl[id]
|
||||
stock_controller.onDataUpdate(tradeTarget)
|
||||
else:
|
||||
# 非目标交易，发布市场数据更新事件用于市场监控
|
||||
lastPrice = tickData['lastPrice']
|
||||
if lastPrice == 10 or stock_code in self.listening_stock:
|
||||
# 发布市场数据更新事件用于市场监控
|
||||
market_target = SFGridTradeTarget()
|
||||
market_target.stock_code = stock_code
|
||||
market_target.stock_name = qmtv.getInstrumentName(stock_code) # type: ignore
|
||||
market_target.market_price = lastPrice # type: ignore
|
||||
if stock_code not in self.listening_stock:
|
||||
self.listening_stock.append(stock_code)
|
||||
# 更新市场监控数据用于UI显示
|
||||
current_time = datetime.now().strftime("%H:%M:%S")
|
||||
self.marketData[str(stock_code)] = {
|
||||
'stock_name': qmtv.getInstrumentName(stock_code),
|
||||
'last_price': tickData['lastPrice'],
|
||||
'time': current_time
|
||||
}
|
||||
|
||||
def refresh_targets(self):
|
||||
# 更新标的池
|
||||
results = SFGridTradeTarget.select()
|
||||
for temp in results:
|
||||
result :SFGridTradeTarget = temp
|
||||
self.tradeTargetData[result.get_id()] = result
|
||||
self.stockCodeIdMap[str(result.stock_code)] = result.get_id()
|
||||
|
||||
|
||||
def init_trade_target_pool(self):
|
||||
self.refresh_targets()
|
||||
|
||||
for id, tradeTarget in self.tradeTargetData.items():
|
||||
status = "新建" if tradeTarget.status == 0 else "已建初始仓"
|
||||
PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {tradeTarget.stock_code}-{tradeTarget.stock_name} 当前持仓: {qmtv.getStockPosition(tradeTarget.stock_code)} 网格索引: {tradeTarget.grid_index} 基准价格 {config.grid_price[tradeTarget.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if tradeTarget.enabled else '交易已停止'}') # type: ignore
|
||||
|
||||
tradeTarget.current_position = qmtv.getStockPosition(tradeTarget.stock_code) # type: ignore
|
||||
result = tradeTarget.save()
|
||||
PrintLog(LogLevel.INFO, f' |- 同步[{tradeTarget.stock_code}-{tradeTarget.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
|
||||
stockTradeController = SFGridStrategy(tradeTarget) # type: ignore
|
||||
self.strategy_ctrl[id] = stockTradeController # pyright: ignore[reportArgumentType]
|
||||
self.updateTradeTarget(tradeTarget)
|
||||
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的')
|
||||
|
||||
def start_refresh_thread(self):
|
||||
"""启动刷新线程"""
|
||||
@@ -56,59 +105,30 @@ class TradeTargetUI:
|
||||
"""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
|
||||
self.after(0, self.refresh_table)
|
||||
self.after(0, self.populate_market_table)
|
||||
time.sleep(0.2) # 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.tradeTargetData:
|
||||
del self.tradeTargetData[id]
|
||||
# 添加日志
|
||||
self.add_log(LogLevel.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(LogLevel.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:SFGridTradeTarget):
|
||||
PrintLog(LogLevel.INFO, f"交易启用: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
def onTradeEnabled(self, target:TradeTarget):
|
||||
self.add_log(LogLevel.INFO, f"交易启用: {target.stock_code} - {target.stock_name}")
|
||||
def onTradeDisabled(self, target:SFGridTradeTarget):
|
||||
PrintLog(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
def onTradeDisabled(self, target:TradeTarget):
|
||||
self.add_log(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
|
||||
def onTradeTargetUpdated(self, target: TradeTarget):
|
||||
def updateTradeTarget(self, target: SFGridTradeTarget):
|
||||
# 更新或添加数据到本地缓存
|
||||
self.tradeTargetData[target.get_id()] = target
|
||||
|
||||
|
||||
def onMarketDataUpdated(self, target: TradeTarget):
|
||||
# 更新市场监控数据
|
||||
current_time = datetime.now().strftime("%H:%M:%S")
|
||||
self.marketData[str(target.stock_code)] = {
|
||||
'stock_name': target.stock_name,
|
||||
'last_price': target.market_price if target.market_price is not None else 0.0,
|
||||
'time': current_time
|
||||
}
|
||||
self.stockCodeIdMap[target.stock_code] = target.get_id() # type: ignore
|
||||
|
||||
def create_ui(self):
|
||||
"""创建UI界面"""
|
||||
# 创建菜单栏
|
||||
self.create_menu_bar()
|
||||
|
||||
# 主框架
|
||||
main_frame = ttk.Frame(self.root)
|
||||
# 主框架（使用self作为父容器）
|
||||
main_frame = ttk.Frame(self)
|
||||
main_frame.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
||||
|
||||
# 创建工具栏
|
||||
@@ -127,77 +147,28 @@ class TradeTargetUI:
|
||||
ttk.Button(toolbar_frame, text="🛠 网格修正",
|
||||
command=self.grid_correction, width=12).pack(side=tk.LEFT, padx=2)
|
||||
|
||||
# 添加分隔符
|
||||
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=False)
|
||||
# self.market_data_switch = ttk.Checkbutton(
|
||||
# toolbar_frame,
|
||||
# text="📊 市场数据",
|
||||
# variable=self.market_data_switch_var,
|
||||
# command=self.toggle_market_data,
|
||||
# width=12
|
||||
# )
|
||||
# self.market_data_switch.pack(side=tk.LEFT, padx=2)
|
||||
|
||||
# 日志显示/隐藏按钮
|
||||
self.log_toggle_btn = ttk.Button(toolbar_frame, text="📋 显示日志",
|
||||
command=self.toggle_log_panel, width=12)
|
||||
self.log_toggle_btn.pack(side=tk.LEFT, padx=2)
|
||||
|
||||
# 添加清空日志按钮
|
||||
ttk.Button(toolbar_frame, text="🗑 清空日志",
|
||||
command=self.clear_logs, width=12).pack(side=tk.LEFT, padx=2)
|
||||
# 添加抽屉按钮到工具栏最右侧
|
||||
self.toggle_market_monitor_btn = ttk.Button(toolbar_frame, text="◀▶",
|
||||
command=self.toggle_market_monitor, width=3)
|
||||
self.toggle_market_monitor_btn.pack(side=tk.RIGHT, padx=2)
|
||||
|
||||
# 表格区域
|
||||
self.create_tables_area(main_frame)
|
||||
|
||||
def toggle_market_data(self):
|
||||
"""切换市场数据监听状态"""
|
||||
print(f'市场数据监听开关')
|
||||
self.market_data_enabled = self.market_data_switch_var.get()
|
||||
if self.market_data_enabled:
|
||||
eBus.event_bus.publish(eBus.ActionEnableMarketData, True)
|
||||
# 同步开启UI刷新线程
|
||||
self.start_ui_refresh()
|
||||
else:
|
||||
eBus.event_bus.publish(eBus.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(LogLevel.INFO, "UI刷新线程已启动")
|
||||
PrintLog(LogLevel.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(LogLevel.INFO, "UI刷新线程已停止")
|
||||
PrintLog(LogLevel.INFO, "UI刷新线程已停止")
|
||||
|
||||
def create_menu_bar(self):
|
||||
"""创建菜单栏"""
|
||||
menubar = tk.Menu(self.root)
|
||||
self.root.config(menu=menubar)
|
||||
|
||||
# 系统菜单
|
||||
system_menu = tk.Menu(menubar, tearoff=0)
|
||||
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.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"""
|
||||
@@ -213,28 +184,19 @@ class TradeTargetUI:
|
||||
self.create_trade_target_table(trade_frame)
|
||||
|
||||
# 右侧市场监控区域
|
||||
market_frame = ttk.LabelFrame(tables_frame, text="市场监控", padding=10)
|
||||
market_frame.pack(side=tk.RIGHT, fill=tk.BOTH, expand=True, padx=(5, 0))
|
||||
self.market_frame = ttk.LabelFrame(tables_frame, text="市场监控", padding=10)
|
||||
self.market_frame.pack(side=tk.RIGHT, fill=tk.BOTH, expand=True, padx=(5, 0))
|
||||
|
||||
# 创建市场监控表格
|
||||
self.create_market_monitor_table(market_frame)
|
||||
|
||||
# 下方操作日志区域(默认隐藏)
|
||||
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
||||
# 默认不显示,通过工具栏按钮控制
|
||||
# self.log_frame.pack(fill=tk.X, pady=(5, 0))
|
||||
self.log_visible = False # 日志区域可见性标志
|
||||
|
||||
# 创建操作日志表格
|
||||
self.create_log_table(self.log_frame)
|
||||
self.create_market_monitor_table(self.market_frame)
|
||||
|
||||
def create_trade_target_table(self, parent):
|
||||
"""创建交易标的表格"""
|
||||
|
||||
columns = ("ID",
|
||||
"股票代码", "股票名称", "市场价", "持仓数量", "网格索引",
|
||||
"股票代码", "股票名称", "市场价", "持仓数量",
|
||||
"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"
|
||||
"交易状态"
|
||||
)
|
||||
|
||||
self.trade_table = ttk.Treeview(parent, columns=columns, show='headings', height=15)
|
||||
@@ -243,18 +205,16 @@ class TradeTargetUI:
|
||||
column_configs = {
|
||||
"ID": (50, tk.CENTER),
|
||||
"股票代码": (90, 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)
|
||||
"股票名称": (80, tk.E),
|
||||
"市场价": (70, tk.E),
|
||||
"持仓数量": (80, tk.E),
|
||||
"最新成交价": (90, tk.E),
|
||||
"计划买入价": (90, tk.E),
|
||||
"计划卖出价": (90, tk.E),
|
||||
"当前订单价": (90, tk.E),
|
||||
"当前订单号": (90, tk.E),
|
||||
"当前订单类型": (90, tk.E),
|
||||
"交易状态": (80, tk.E)
|
||||
}
|
||||
|
||||
for col in columns:
|
||||
@@ -277,16 +237,15 @@ class TradeTargetUI:
|
||||
|
||||
def create_market_monitor_table(self, parent):
|
||||
"""创建市场监控表格"""
|
||||
columns = ("时间", "股票代码", "股票名称", "最新价格")
|
||||
columns = ("时间", "股票名称", "最新价格")
|
||||
|
||||
self.market_table = ttk.Treeview(parent, columns=columns, show='headings', height=15)
|
||||
|
||||
# 列配置
|
||||
column_configs = {
|
||||
"时间": (120, "center"),
|
||||
"股票代码": (90, "center"),
|
||||
"股票名称": (80, "center"),
|
||||
"最新价格": (80, "center")
|
||||
"时间": (50, tk.CENTER),
|
||||
"股票名称": (80, tk.CENTER),
|
||||
"最新价格": (80, tk.CENTER)
|
||||
}
|
||||
|
||||
for col in columns:
|
||||
@@ -309,7 +268,14 @@ class TradeTargetUI:
|
||||
|
||||
def populate_market_table(self):
|
||||
"""填充市场监控表格数据"""
|
||||
pass
|
||||
# 保存当前选中的项
|
||||
selected_items = self.market_table.selection()
|
||||
selected_values = []
|
||||
for item in selected_items:
|
||||
values = self.market_table.item(item)['values']
|
||||
if values:
|
||||
selected_values.append(values[1]) # 保存股票代码
|
||||
|
||||
# 清空现有数据
|
||||
for item in self.market_table.get_children():
|
||||
self.market_table.delete(item)
|
||||
@@ -317,14 +283,36 @@ class TradeTargetUI:
|
||||
# 填充市场数据
|
||||
tmp = self.marketData.copy()
|
||||
for stock_code, data in tmp.items():
|
||||
# 处理时间格式，仅显示 hh:mm:ss
|
||||
time_str = data['time']
|
||||
# 如果时间字符串包含空格，说明包含日期和时间，只取时间部分
|
||||
if ' ' in time_str:
|
||||
time_str = time_str.split(' ')[1]
|
||||
|
||||
# 确保时间格式为 hh:mm:ss，如果只有 hh:mm 则补充 :00
|
||||
if ':' in time_str:
|
||||
time_components = time_str.split(':')
|
||||
if len(time_components) == 2:
|
||||
# 只有小时和分钟，补充秒
|
||||
time_str = f"{time_components[0]}:{time_components[1]}:00"
|
||||
elif len(time_components) >= 3:
|
||||
# 有小时、分钟和秒，只取前三个部分
|
||||
time_str = f"{time_components[0]}:{time_components[1]}:{time_components[2]}"
|
||||
|
||||
values = [
|
||||
data['time'],
|
||||
stock_code,
|
||||
data['stock_name'],
|
||||
time_str,
|
||||
data['stock_name']+f"{stock_code}",
|
||||
f"{data['last_price']:.3f}"
|
||||
]
|
||||
self.market_table.insert('', tk.END, values=values)
|
||||
|
||||
# 恢复之前选中的项
|
||||
if selected_values:
|
||||
for item in self.market_table.get_children():
|
||||
values = self.market_table.item(item)['values']
|
||||
if values and values[1] in selected_values: # 比较股票代码
|
||||
self.market_table.selection_add(item)
|
||||
|
||||
def on_market_table_double_click(self, event):
|
||||
"""市场监控表格双击事件"""
|
||||
selected = self.market_table.selection()
|
||||
@@ -351,19 +339,7 @@ class TradeTargetUI:
|
||||
|
||||
if result:
|
||||
# 发布事件通知主控制器添加标的
|
||||
eBus.event_bus.publish(eBus.ActionEventAddTradeTarget, stock_code)
|
||||
self.add_log(LogLevel.INFO, f"已发送添加请求: {stock_code} - {stock_name}")
|
||||
|
||||
def get_status_indicator(self, target: TradeTarget) -> str:
|
||||
"""获取状态指示器（带颜色色块的文本）"""
|
||||
if target.status == 1:
|
||||
# 绿色圆点表示交易中
|
||||
return "🟢 已建仓"
|
||||
elif target.status == 0:
|
||||
# 黄色圆点表示暂停
|
||||
return "🟡 未建仓"
|
||||
else:
|
||||
return "🔴 错误状态"
|
||||
self.onAddTradeTarget(stock_code)
|
||||
|
||||
def get_trade_enabled_indicator(self, enabled: bool) -> str:
|
||||
"""获取交易状态指示器"""
|
||||
@@ -374,58 +350,24 @@ class TradeTargetUI:
|
||||
|
||||
def populate_trade_table(self):
|
||||
"""填充交易标的表格数据"""
|
||||
for temp in self.tradeTargetData:
|
||||
target: TradeTarget = self.tradeTargetData[temp]
|
||||
for temp, target in self.tradeTargetData.items():
|
||||
values = [
|
||||
target.id, # type: ignore
|
||||
target.stock_code,
|
||||
target.stock_name,
|
||||
"-" if target.market_price is None else f"{target.market_price:.3f}",
|
||||
target.current_position,
|
||||
target.grid_index,
|
||||
'-' if target.last_trade_price is None else f"{target.last_trade_price:.3f}",
|
||||
'-' if target.plan_buy_price is None else f"{target.plan_buy_price:.3f}",
|
||||
'-' if target.plan_sell_price is None else f"{target.plan_sell_price:.3f}",
|
||||
'-' if target.current_order_price is None else 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
|
||||
]
|
||||
|
||||
self.trade_table.insert('', tk.END, values=values)
|
||||
|
||||
def create_log_table(self, parent):
|
||||
"""创建操作日志表格"""
|
||||
columns = ("timestamp", "level", "message")
|
||||
|
||||
self.log_table = ttk.Treeview(parent, columns=columns, show='headings', height=8)
|
||||
|
||||
log_column_configs = {
|
||||
"timestamp": ("时间", 100),
|
||||
"level": ("级别", 50),
|
||||
"message": ("消息", 850)
|
||||
}
|
||||
|
||||
for col in columns:
|
||||
title, width = log_column_configs[col]
|
||||
self.log_table.heading(col, text=title)
|
||||
self.log_table.column(col, width=width, anchor=tk.W)
|
||||
|
||||
# 填充示例日志
|
||||
sample_logs = [
|
||||
("2024-01-15 10:30:15", "INFO", "系统启动成功"),
|
||||
]
|
||||
|
||||
for log in sample_logs:
|
||||
self.log_table.insert('', tk.END, values=log)
|
||||
|
||||
# 滚动条
|
||||
scrollbar = ttk.Scrollbar(parent, orient=tk.VERTICAL, command=self.log_table.yview)
|
||||
self.log_table.configure(yscrollcommand=scrollbar.set)
|
||||
|
||||
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
||||
|
||||
def get_status_text(self, status):
|
||||
"""获取状态文本"""
|
||||
@@ -441,7 +383,7 @@ class TradeTargetUI:
|
||||
if selected:
|
||||
item = selected[0]
|
||||
values = self.trade_table.item(item)['values']
|
||||
self.add_log(LogLevel.DEBUG, f"双击查看详情: {values[0]} - {values[1]}")
|
||||
PrintLog(LogLevel.DEBUG, f"双击查看详情: {values[0]} - {values[1]}")
|
||||
|
||||
def get_selected_target(self):
|
||||
"""获取选中的交易标的"""
|
||||
@@ -480,13 +422,16 @@ class TradeTargetUI:
|
||||
)
|
||||
|
||||
if result:
|
||||
PrintLog(LogLevel.INFO, f'启动标的交易 {target.targetName()}')
|
||||
target.enabled = True # type: ignore
|
||||
eBus.event_bus.publish(eBus.ActionEventEnableTrade, target.get_id())
|
||||
# self.add_log("INFO", f"已启动交易: {target.stock_code} - {target.stock_name}")
|
||||
# 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):
|
||||
eBus.event_bus.publish(eBus.ActionEventEnableTrade, target)
|
||||
id = target.get_id()
|
||||
if id in self.strategy_ctrl:
|
||||
tradeController: SFGridStrategy = self.strategy_ctrl[target.get_id()]
|
||||
tradeTarget = tradeController.enabledTrading(True)
|
||||
self.tradeTargetData[id] = tradeTarget
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {target.targetName()}")
|
||||
|
||||
def pause_selected_trade(self):
|
||||
"""暂停选中的交易"""
|
||||
@@ -506,8 +451,18 @@ class TradeTargetUI:
|
||||
)
|
||||
|
||||
if result:
|
||||
target.enabled = False # type: ignore
|
||||
eBus.event_bus.publish(eBus.ActionEventDisableTrade, target.get_id())
|
||||
PrintLog(LogLevel.INFO, f'暂停标的交易 {target.targetName()}')
|
||||
id = target.get_id()
|
||||
if id in self.strategy_ctrl:
|
||||
tradeController: SFGridStrategy = self.strategy_ctrl[target.get_id()]
|
||||
tradeTarget = tradeController.enabledTrading(False)
|
||||
orders = qmtv.queryPendingOrder(target.stock_code, tradeController.getName()) # type: ignore
|
||||
for order in orders:
|
||||
qmtv.xttrader.cancel_order_stock_async(qmtv.account, order.order_id)
|
||||
print(f'取消未成交订单 {len(orders)}')
|
||||
self.tradeTargetData[id] = tradeTarget
|
||||
else:
|
||||
print(f"标的交易控制器不存在 {target.stock_code} {target.stock_name}\n")
|
||||
# self.add_log("INFO", f"已暂停交易: {target.stock_code} - {target.stock_name}")
|
||||
# messagebox.showinfo("暂停成功", f"已暂停 {target.stock_code} ({target.stock_name}) 的交易")
|
||||
|
||||
@@ -526,27 +481,41 @@ class TradeTargetUI:
|
||||
icon='warning'
|
||||
)
|
||||
|
||||
id = target.get_id()
|
||||
if result:
|
||||
# 通过事件总线发出删除动作
|
||||
eBus.event_bus.publish(eBus.ActionEventDeleteTradeTarget, target.get_id())
|
||||
self.add_log(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}")
|
||||
try:
|
||||
# 从数据库中删除
|
||||
target.delete_instance()
|
||||
|
||||
del self.tradeTargetData[id]
|
||||
del self.strategy_ctrl[id]
|
||||
del self.stockCodeIdMap[str(target.stock_code)]
|
||||
# 添加日志
|
||||
PrintLog(LogLevel.INFO, f"交易标的已删除，ID: {id} {target.targetName()}")
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}")
|
||||
PrintLog(LogLevel.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"""
|
||||
# 获取顶层窗口
|
||||
root = self.winfo_toplevel()
|
||||
|
||||
# 创建顶层窗口
|
||||
add_window = tk.Toplevel(self.root)
|
||||
add_window = tk.Toplevel(root)
|
||||
add_window.title("添加交易标的")
|
||||
add_window.geometry("400x150")
|
||||
add_window.resizable(False, False)
|
||||
|
||||
# 设置窗口模态
|
||||
add_window.transient(self.root)
|
||||
add_window.transient(root)
|
||||
add_window.grab_set()
|
||||
|
||||
# 居中显示
|
||||
self.root.update_idletasks()
|
||||
x = self.root.winfo_x() + (self.root.winfo_width() // 2) - 200
|
||||
y = self.root.winfo_y() + (self.root.winfo_height() // 2) - 75
|
||||
root.update_idletasks()
|
||||
x = root.winfo_x() + (root.winfo_width() // 2) - 200
|
||||
y = root.winfo_y() + (root.winfo_height() // 2) - 75
|
||||
add_window.geometry(f"400x150+{x}+{y}")
|
||||
|
||||
# 创建输入框架
|
||||
@@ -570,7 +539,7 @@ class TradeTargetUI:
|
||||
return
|
||||
|
||||
# 发布事件通知主控制器添加标的
|
||||
eBus.event_bus.publish(eBus.ActionEventAddTradeTarget, stock_code)
|
||||
eBus.event_bus.publish(ActionEventAddTradeTarget, stock_code)
|
||||
add_window.destroy()
|
||||
|
||||
def cancel_add():
|
||||
@@ -583,20 +552,7 @@ class TradeTargetUI:
|
||||
# 绑定回车键确认
|
||||
stock_code_entry.bind('<Return>', lambda event: confirm_add())
|
||||
|
||||
self.add_log(LogLevel.INFO, "点击添加交易标的按钮")
|
||||
|
||||
def toggle_log_panel(self):
|
||||
"""切换日志面板的显示/隐藏"""
|
||||
if self.log_visible:
|
||||
# 隐藏日志面板
|
||||
self.log_frame.pack_forget()
|
||||
self.log_visible = False
|
||||
self.log_toggle_btn.config(text="📋 显示日志")
|
||||
else:
|
||||
# 显示日志面板
|
||||
self.log_frame.pack(fill=tk.X, pady=(5, 0))
|
||||
self.log_visible = True
|
||||
self.log_toggle_btn.config(text="📋 隐藏日志")
|
||||
PrintLog(LogLevel.INFO, "点击添加交易标的按钮")
|
||||
|
||||
def refresh_table(self):
|
||||
"""刷新表格数据"""
|
||||
@@ -625,24 +581,12 @@ class TradeTargetUI:
|
||||
# 刷新市场监控表格
|
||||
self.populate_market_table()
|
||||
|
||||
def onLog(self, data:LogData):
|
||||
self.add_log(data.level, data.message)
|
||||
|
||||
def add_log(self, level:LogLevel, message):
|
||||
"""添加日志记录"""
|
||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
self.log_table.insert('', 0, values=(timestamp, level.value, message))
|
||||
|
||||
def clear_logs(self):
|
||||
"""清空日志记录"""
|
||||
# 删除所有日志项
|
||||
for item in self.log_table.get_children():
|
||||
self.log_table.delete(item)
|
||||
self.add_log(LogLevel.DEBUG, "日志已清空")
|
||||
|
||||
def system_settings(self):
|
||||
"""系统设置"""
|
||||
settings_window = tk.Toplevel(self.root)
|
||||
# 获取顶层窗口
|
||||
root = self.winfo_toplevel()
|
||||
|
||||
settings_window = tk.Toplevel(root)
|
||||
settings_window.title("网格交易系统配置")
|
||||
|
||||
# 设置窗口大小
|
||||
@@ -650,17 +594,17 @@ class TradeTargetUI:
|
||||
window_height = 550
|
||||
|
||||
# 先设置为模态窗口
|
||||
settings_window.transient(self.root)
|
||||
settings_window.transient(root)
|
||||
|
||||
# 确保主窗口完全初始化
|
||||
self.root.update_idletasks()
|
||||
root.update_idletasks()
|
||||
|
||||
# 获取主窗口的实际大小（包括边框）
|
||||
# 使用winfo_rootx/rooty获取窗口在屏幕上的绝对位置
|
||||
main_x = self.root.winfo_rootx()
|
||||
main_y = self.root.winfo_rooty()
|
||||
main_width = self.root.winfo_width()
|
||||
main_height = self.root.winfo_height()
|
||||
main_x = root.winfo_rootx()
|
||||
main_y = root.winfo_rooty()
|
||||
main_width = root.winfo_width()
|
||||
main_height = root.winfo_height()
|
||||
|
||||
# 计算设置窗口相对于主窗口的居中位置
|
||||
x = main_x + (main_width - window_width) // 2
|
||||
@@ -691,7 +635,7 @@ class TradeTargetUI:
|
||||
|
||||
# 读取当前配置
|
||||
config = configparser.ConfigParser()
|
||||
config_path = sfgrid_constants.get_config_path()
|
||||
config_path = config.get('config', 'config_path')
|
||||
config.read(config_path, encoding='utf-8')
|
||||
|
||||
# 创建输入框字典用于保存引用
|
||||
@@ -902,40 +846,42 @@ class TradeTargetUI:
|
||||
# 定义保存和取消按钮的功能（button_frame已在上方创建）
|
||||
def save_settings():
|
||||
"""保存配置"""
|
||||
try:
|
||||
# 计算网格价格序列
|
||||
grid_prices = calculate_grid_prices()
|
||||
if not grid_prices:
|
||||
messagebox.showerror("错误", "网格价格参数有误，请检查输入！")
|
||||
return
|
||||
# try:
|
||||
# # 计算网格价格序列
|
||||
# grid_prices = calculate_grid_prices()
|
||||
# if not grid_prices:
|
||||
# messagebox.showerror("错误", "网格价格参数有误，请检查输入！")
|
||||
# return
|
||||
|
||||
grid_price_str = ",".join([str(p) for p in grid_prices])
|
||||
# grid_price_str = ",".join([str(p) for p in grid_prices])
|
||||
|
||||
# 更新配置对象
|
||||
config.set('config', 'miniQMTPath', entries['miniQMTPath'].get())
|
||||
config.set('config', 'grid_price', grid_price_str)
|
||||
config.set('config', 'grid_volume', entries['grid_volume'].get())
|
||||
config.set('config', 'account_no', entries['account_no'].get())
|
||||
# # 更新配置对象
|
||||
# config.set('config', 'miniQMTPath', entries['miniQMTPath'].get())
|
||||
# config.set('config', 'grid_price', grid_price_str)
|
||||
# config.set('config', 'grid_volume', entries['grid_volume'].get())
|
||||
# config.set('config', 'account_no', entries['account_no'].get())
|
||||
|
||||
# 写入配置文件
|
||||
config_path = sfgrid_constants.get_config_path()
|
||||
with open(config_path, 'w', encoding='utf-8') as configfile:
|
||||
config.write(configfile)
|
||||
# # 写入配置文件
|
||||
# config_path = config.get_config_path()
|
||||
# with open(config_path, 'w', encoding='utf-8') as configfile:
|
||||
# config.write(configfile)
|
||||
|
||||
# 重新加载配置到内存中
|
||||
sfgrid_constants.initConfig()
|
||||
# # 重新加载配置到内存中
|
||||
# config.initConfig()
|
||||
|
||||
messagebox.showinfo("成功", f"配置已保存！\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
||||
self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
||||
settings_window.destroy()
|
||||
# messagebox.showinfo("成功", f"配置已保存！\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
||||
# self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
||||
# settings_window.destroy()
|
||||
|
||||
except Exception as e:
|
||||
messagebox.showerror("错误", f"保存配置失败：{str(e)}")
|
||||
self.add_log(LogLevel.ERROR, f"保存配置失败: {str(e)}")
|
||||
# except Exception as e:
|
||||
# messagebox.showerror("错误", f"保存配置失败：{str(e)}")
|
||||
# self.add_log(LogLevel.ERROR, f"保存配置失败: {str(e)}")
|
||||
pass
|
||||
|
||||
def cancel_settings():
|
||||
"""取消设置"""
|
||||
settings_window.destroy()
|
||||
# settings_window.destroy()
|
||||
pass
|
||||
|
||||
# 在button_frame中添加按钮
|
||||
ttk.Button(button_frame, text="💾 保存配置", command=save_settings, width=15).pack(side=tk.LEFT, padx=5)
|
||||
@@ -950,22 +896,25 @@ class TradeTargetUI:
|
||||
# 创建网格修正窗口
|
||||
self.create_grid_correction_window(target)
|
||||
|
||||
def create_grid_correction_window(self, target: TradeTarget):
|
||||
def create_grid_correction_window(self, target: SFGridTradeTarget):
|
||||
"""创建网格修正窗口"""
|
||||
# 获取顶层窗口
|
||||
root = self.winfo_toplevel()
|
||||
|
||||
# 创建顶层窗口
|
||||
correction_window = tk.Toplevel(self.root)
|
||||
correction_window = tk.Toplevel(root)
|
||||
correction_window.title(f"网格修正 - {target.stock_code} ({target.stock_name})")
|
||||
correction_window.geometry("500x400")
|
||||
correction_window.resizable(False, False)
|
||||
|
||||
# 设置窗口模态
|
||||
correction_window.transient(self.root)
|
||||
correction_window.transient(root)
|
||||
correction_window.grab_set()
|
||||
|
||||
# 居中显示
|
||||
self.root.update_idletasks()
|
||||
x = self.root.winfo_x() + (self.root.winfo_width() // 2) - 250
|
||||
y = self.root.winfo_y() + (self.root.winfo_height() // 2) - 200
|
||||
root.update_idletasks()
|
||||
x = root.winfo_x() + (root.winfo_width() // 2) - 250
|
||||
y = root.winfo_y() + (root.winfo_height() // 2) - 200
|
||||
correction_window.geometry(f"500x400+{x}+{y}")
|
||||
|
||||
# 创建主框架
|
||||
@@ -1005,7 +954,7 @@ class TradeTargetUI:
|
||||
required_position_frame.pack(fill=tk.X, pady=5)
|
||||
|
||||
grid_index_value = getattr(target, 'grid_index')
|
||||
required_position = grid_index_value * sfgrid_constants.grid_volume
|
||||
required_position = grid_index_value * config.grid_volume
|
||||
ttk.Label(required_position_frame, text="需求持仓量:", width=12).pack(side=tk.LEFT)
|
||||
required_position_label = ttk.Label(required_position_frame, text=str(required_position), width=10, anchor=tk.CENTER)
|
||||
required_position_label.pack(side=tk.LEFT, padx=5)
|
||||
@@ -1030,7 +979,7 @@ class TradeTargetUI:
|
||||
|
||||
# 增加按钮
|
||||
ttk.Button(grid_index_frame, text="+", width=3,
|
||||
command=lambda: self.increase_grid_index(grid_index_var, len(sfgrid_constants.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
||||
command=lambda: self.increase_grid_index(grid_index_var, len(config.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
||||
|
||||
# 当前价格（实时更新）
|
||||
price_frame = ttk.Frame(options_frame)
|
||||
@@ -1054,7 +1003,7 @@ class TradeTargetUI:
|
||||
command=correction_window.destroy).pack(side=tk.RIGHT, padx=5)
|
||||
|
||||
# 监听市场数据更新
|
||||
def on_market_data_update(updated_target: TradeTarget):
|
||||
def on_market_data_update(updated_target: SFGridTradeTarget):
|
||||
if updated_target.get_id() == target.get_id():
|
||||
current_price_var.set(f"{updated_target.market_price:.3f}" if updated_target.market_price else "-")
|
||||
|
||||
@@ -1081,13 +1030,13 @@ class TradeTargetUI:
|
||||
shortage = required_position - current_position
|
||||
status_label.config(text=f"还需补充 {shortage} 手仓位", foreground="red")
|
||||
|
||||
def save_grid_correction(self, window, target: TradeTarget, new_grid_index: int):
|
||||
def save_grid_correction(self, window, target: SFGridTradeTarget, new_grid_index: int):
|
||||
"""保存网格修正"""
|
||||
# 更新网格序号
|
||||
setattr(target, 'grid_index', new_grid_index)
|
||||
|
||||
# 重新计算需求持仓量
|
||||
required_position = new_grid_index * sfgrid_constants.grid_volume
|
||||
required_position = new_grid_index * config.grid_volume
|
||||
|
||||
# 检查持仓量是否满足要求
|
||||
current_position = getattr(target, 'current_position')
|
||||
@@ -1103,19 +1052,17 @@ class TradeTargetUI:
|
||||
|
||||
# 发布网格修正事件，传递GridFixData对象
|
||||
grid_fix_data = GridFixData(new_grid_index, target)
|
||||
eBus.event_bus.publish(eBus.ActionEventGridFix, grid_fix_data)
|
||||
eBus.event_bus.publish(ActionEventGridFix, grid_fix_data)
|
||||
|
||||
# 关闭窗口
|
||||
window.destroy()
|
||||
|
||||
# 添加日志
|
||||
self.add_log(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
||||
PrintLog(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
||||
|
||||
def run(self):
|
||||
"""运行程序"""
|
||||
self.root.mainloop()
|
||||
|
||||
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
|
||||
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""减少网格序号"""
|
||||
current_value = grid_index_var.get()
|
||||
if current_value > 0:
|
||||
@@ -1123,7 +1070,7 @@ class TradeTargetUI:
|
||||
# 同步更新需求持仓量和持仓状态
|
||||
self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
|
||||
|
||||
def increase_grid_index(self, grid_index_var: tk.IntVar, max_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
def increase_grid_index(self, grid_index_var: tk.IntVar, max_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""增加网格序号"""
|
||||
current_value = grid_index_var.get()
|
||||
if current_value < max_index:
|
||||
@@ -1131,12 +1078,76 @@ class TradeTargetUI:
|
||||
# 同步更新需求持仓量和持仓状态
|
||||
self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
|
||||
|
||||
def update_required_position_and_status(self, grid_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
def update_required_position_and_status(self, grid_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""更新需求持仓量和持仓状态"""
|
||||
# 计算需求持仓量
|
||||
required_position = grid_index * sfgrid_constants.grid_volume
|
||||
required_position = grid_index * config.grid_volume
|
||||
required_position_label.config(text=str(required_position))
|
||||
|
||||
# 更新持仓量状态
|
||||
current_position = getattr(target, 'current_position')
|
||||
self.update_position_status(current_position, required_position, position_status_label)
|
||||
|
||||
|
||||
def onAddTradeTarget(self, stock_code: str):
|
||||
"""处理添加交易标的事件"""
|
||||
try:
|
||||
stock_name = qmtv.getInstrumentName(stock_code)
|
||||
if not stock_name:
|
||||
PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确')
|
||||
return
|
||||
|
||||
# 检查是否已存在该标的
|
||||
existing_target = SFGridTradeTarget.get_or_none(SFGridTradeTarget.stock_code == stock_code)
|
||||
if existing_target:
|
||||
PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
|
||||
return
|
||||
|
||||
# 刷新标的持仓
|
||||
pos = qmtv.getStockPosition(stock_code) # type: ignore
|
||||
new_target = SFGridTradeTarget.create(
|
||||
stock_name=stock_name,
|
||||
stock_code=stock_code,
|
||||
market_price=0.0,
|
||||
current_position=pos,
|
||||
grid_index=0,
|
||||
last_trade_price=0.0,
|
||||
plan_buy_price=0.0,
|
||||
plan_sell_price=0.0,
|
||||
current_order_price=0.0,
|
||||
current_order_no='',
|
||||
current_order_type=''
|
||||
)
|
||||
new_target.save()
|
||||
# 更新标的池
|
||||
self.updateTradeTarget(new_target)
|
||||
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
|
||||
|
||||
def update_trade_target_grid(self, data: GridFixData):
|
||||
"""更新交易标的网格信息"""
|
||||
try:
|
||||
target = data.tradeTarget
|
||||
grid_index = data.grid_index
|
||||
|
||||
# 更新数据库中的网格索引
|
||||
target.grid_index = grid_index
|
||||
target.save()
|
||||
|
||||
PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}")
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
|
||||
|
||||
def toggle_market_monitor(self):
|
||||
"""切换市场监控窗口显示/隐藏"""
|
||||
if self.market_monitor_visible:
|
||||
# 隐藏市场监控窗口
|
||||
self.market_frame.pack_forget()
|
||||
self.toggle_market_monitor_btn.config(text="▶")
|
||||
self.market_monitor_visible = False
|
||||
else:
|
||||
# 显示市场监控窗口
|
||||
self.market_frame.pack(side=tk.RIGHT, fill=tk.BOTH, expand=True, padx=(5, 0))
|
||||
self.toggle_market_monitor_btn.config(text="◀▶")
|
||||
self.market_monitor_visible = True
|
||||
+2
-9
@@ -1,4 +1,4 @@
|
||||
import sfgrid_constants
|
||||
import config
|
||||
import xtquant.xtconstant as xtconstant
|
||||
from xtquant import xtdata, xttrader
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtPosition
|
||||
@@ -37,13 +37,6 @@ def is_trading_time():
|
||||
|
||||
return False
|
||||
|
||||
def getInstrumentName(stock_code):
|
||||
# print(f"getInstrumentName: 获取标的名称 {stock_code}")
|
||||
detail = xtdata.get_instrument_detail(stock_code, False)
|
||||
if detail is None:
|
||||
return "UnNamed"
|
||||
return detail['InstrumentName']
|
||||
|
||||
|
||||
def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
||||
volume = 0
|
||||
@@ -58,7 +51,7 @@ def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account
|
||||
return volume
|
||||
|
||||
def minPosition(gridIndex:int):
|
||||
return sfgrid_constants.grid_volume * gridIndex
|
||||
return config.grid_volume * gridIndex
|
||||
|
||||
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
|
||||
if stock_code == None or tag == None:
|
||||
|
||||
BIN
Binary file not shown.
+8
-16
@@ -1,20 +1,12 @@
|
||||
# coding:utf-8
|
||||
from core import strategy_db
|
||||
from core.main_controller import SFGridController
|
||||
from core.logger import LogLevel, PrintLog
|
||||
import sfgrid_constants as sdConstants
|
||||
|
||||
def startTrade(index: int):
|
||||
ctrl.start_stock_trade(index)
|
||||
|
||||
def pauseTrade(index: int):
|
||||
ctrl.pause_stock_trade(index)
|
||||
from core.database import db
|
||||
from core.main_ui import MainWindow
|
||||
import config as sdConstants
|
||||
from core.qmt import qmtv
|
||||
|
||||
if __name__ == '__main__':
|
||||
sdConstants.initConfig()
|
||||
strategy_db.db.connect()
|
||||
strategy_db.db.create_tables([strategy_db.TradeTarget])
|
||||
PrintLog(LogLevel.INFO, '- [成功]数据库模块初始化')
|
||||
ctrl: SFGridController = SFGridController(sdConstants.account_no, sdConstants.miniQMTPath)
|
||||
|
||||
ctrl.hold()
|
||||
qmtv.init_qmtv()
|
||||
qmtv.connect()
|
||||
window = MainWindow()
|
||||
window.run()
|
||||
|
||||
+1
-1
@@ -28,7 +28,7 @@ exe = EXE(
|
||||
upx=True,
|
||||
upx_exclude=[],
|
||||
runtime_tmpdir=None,
|
||||
console=False,
|
||||
console=True,
|
||||
disable_windowed_traceback=False,
|
||||
argv_emulation=False,
|
||||
target_arch=None,
|
||||
|
||||
Reference in New Issue
Block a user