new ui
This commit is contained in:
@@ -16,7 +16,7 @@ class SFGridTradeTarget(BaseModel):
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init_price = FloatField(null=True) # 建仓成本
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grid_match_count = IntegerField(default=0)
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grid_total_profit = FloatField(default=0.0)
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status = IntegerField(default=0) # -1表示新标的，未完成交易配置，0表示新标的，已完成交易配置，1表示已建初始仓，正常交易中
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status = IntegerField(default=0) # 已废弃，改用 strategy_type + grid_index
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enabled = BooleanField(default=False) # 是否启动交易线程
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strategy_type = IntegerField(default=0) # 0=未分类, 1=网格策略
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+58
-117
@@ -25,7 +25,7 @@ from core.sfgrid import bus_events
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from core.sfgrid.bus_events import EventTradeTargetUpdate
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import core.sfgrid.model as model
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from core.eventbus import event_bus
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from core.constants import OrderTypeBuy, OrderTypeSell, OrderTypeInit
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from core.constants import OrderTypeBuy, OrderTypeSell
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from xtquant import xtconstant
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from xtquant.xttype import XtOrderError, XtOrderResponse, XtTrade
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@@ -65,8 +65,7 @@ class SFGridStrategy:
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PrintLog(LogLevel.INFO,
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f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造开始: '
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f'grid_index={tradeTarget.grid_index}, status={tradeTarget.status}, '
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f'enabled={tradeTarget.enabled}')
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f'网格={tradeTarget.grid_index}, 启用={tradeTarget.enabled}')
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# orderGrid: 网格索引 → 订单编号（seq 或 order_id）的映射
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# seq 是 xtquant 返回的下单序号（下单瞬间），order_id 是交易所返回的正式订单号（异步回调后更新）
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@@ -149,30 +148,10 @@ class SFGridStrategy:
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# 获取当前该标的所有未成交订单
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orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
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# ── 分支1: status=0 未建仓 → 下建仓单 ──
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# 条件: 标的尚未建仓 且 不存在正在执行中的建仓单（防止重复建仓）
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init_remark = self._make_remark(OrderTypeInit, 1)
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if self.tradeTarget.status == 0 and not any(
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o.order_remark == init_remark for o in orders
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):
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# 建仓价取价格网格中最高价（grid_index=0 即列表第一个元素）
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price = self.tradeTarget.getPriceGrid()[0]
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tmpOrderSeq = qmtv.orderAsync(
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str(self.tradeTarget.stock_code),
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self.tradeTarget.grid_volume,
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xtconstant.STOCK_BUY, # 建仓 = 买入
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price,
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xtconstant.FIX_PRICE, # 限价单
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init_remark,
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self.getName(),
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)
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self.orderGrid[1] = tmpOrderSeq # 建仓单固定在网格索引 1
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PrintLog(LogLevel.INFO,
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f'|- 标的[{self.tradeTarget.targetName()}] 初始化: '
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f'建仓单，建仓价: {price:.3f}')
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# ── 分支2: status=1 已建仓 → 下网格买卖单 ──
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elif self.tradeTarget.status == 1:
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# ── 统一网格逻辑 ──
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# grid_index=0 空仓: 只挂买单 @ grid[1]，无持仓可卖
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# grid_index>0 有仓: 上方挂卖单 @ grid[idx-1]，下方挂买单 @ grid[idx+1]
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if self.tradeTarget.grid_index >= 0:
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currentIdx = self.tradeTarget.grid_index # type: ignore
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# --- 上方挂卖出单（空单）---
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@@ -272,19 +251,16 @@ class SFGridStrategy:
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启用或停用该标的的网格交易
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启用时 (enabled=True):
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- status=0: 初始化网格索引后调用 refreshGridOrder 下建仓单
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- status=1: 检查持仓是否满足当前网格位置要求，满足则刷新网格订单
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不满足则回退 enabled=False（风控保护）
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- grid_index=0 空仓: 直接调用 refreshGridOrder（只挂买单）
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- grid_index>0 有仓: 检查持仓是否满足 grid_volume × grid_index
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满足则刷新网格单，不满足则回退 enabled=False（风控保护）
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停用时 (enabled=False):
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- 取消该标的所有未成交订单，停止交易监控
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返回:
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更新后的 tradeTarget 对象
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"""
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PrintLog(LogLevel.INFO,
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f" |- [DEBUG] enabledTrading({enabled}) 调用前: "
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f"grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}")
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f"grid_index={self.tradeTarget.grid_index}")
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self.tradeTarget.enabled = enabled # type: ignore
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@@ -294,38 +270,23 @@ class SFGridStrategy:
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f" |- 标的{self.tradeTarget.targetName()}交易启动, "
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f"持仓量：{self.tradeTarget.current_position}")
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if self.tradeTarget.status == 0:
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# 未建仓状态: 初始化网格索引
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if self.tradeTarget.grid_index == 0:
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# grid_index=0 表示从未初始化过，设为 1（价格网格最高点建仓）
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self.tradeTarget.grid_index = 1 # pyright: ignore[reportAttributeAccessIssue]
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PrintLog(LogLevel.INFO,
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f" |- 标的{self.tradeTarget.targetName()}初始状态, "
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f"设置网格序号 1,")
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else:
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# grid_index 非零，保留之前设置的值（可能是手动修改的）
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PrintLog(LogLevel.INFO,
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f" |- 标的{self.tradeTarget.targetName()}初始状态, "
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f"保留网格序号 {self.tradeTarget.grid_index},")
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if self.tradeTarget.grid_index == 0:
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# 空仓: refreshGridOrder 会在 grid[1] 挂第一笔买单
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PrintLog(LogLevel.INFO,
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f" |- 标的{self.tradeTarget.targetName()}空仓, "
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f"等待首次买入建仓")
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else:
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# 已建仓状态: 检查现有持仓是否满足当前网格位置的仓位需求
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# 有仓: 检查现有持仓是否满足当前网格位置的仓位需求
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# 最小需求仓位 = 每格股数 × 当前网格索引
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# 例: grid_volume=100, grid_index=3 → 需持股 300 股
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PrintLog(LogLevel.INFO,
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f" |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 "
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f"无需建初始仓 当前仓位: {self.tradeTarget.current_position} "
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f"状态: {self.tradeTarget.status}")
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minRequirePosition: int = self.tradeTarget.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
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if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore
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# 持仓充足，可以继续网格交易
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PrintLog(LogLevel.INFO,
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f' |- 仓位检查: 持仓需求充足, '
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f'(gridVolume*gridIndex)={minRequirePosition}, '
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f'当前持仓：{self.tradeTarget.current_position}')
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else:
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# 持仓不足（可能是之前部分成交或手动减仓），风控：拒绝启用
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PrintLog(LogLevel.INFO,
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f' |- 仓位检查: 持仓需求不足, '
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f'(gridVolume*gridIndex)={minRequirePosition}, '
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@@ -333,7 +294,7 @@ class SFGridStrategy:
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f'交易启动失败')
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self.tradeTarget.enabled = False # type: ignore
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# 无论 status=0 还是 status=1，最终都调用 refreshGridOrder 下对应的单
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# 刷新网格订单（空仓只挂买单，有仓买卖对冲）
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self.refreshGridOrder()
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else:
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@@ -429,20 +390,17 @@ class SFGridStrategy:
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"""
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QMT 委托成交通知回调
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成交后:
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1. 更新网格索引（卖出上移 / 买入下移）
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2. 如果是建仓单成交: status 0→1, 记录建仓价
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3. 如果是网格单成交: 累计网格匹配次数和总利润
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4. 从 orderGrid 删除已成交订单
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5. 持久化状态到数据库
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6. 调用 refreshGridOrder 挂新的网格单
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trade.order_remark 格式: "{type},{gridIdx},{stockCode}"
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收到成交后:
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1. 判断成交方向（买入下移 / 卖出上移）→ 更新 grid_index
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2. 首次建仓（grid_index==0 时成交）→ 记录 init_price
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3. 卖出成交 → 累计 grid_match_count 和 grid_total_profit
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4. 清理 orderGrid → 持久化 → 刷新网格挂单
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"""
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# ── 过滤：只处理本策略本标的的成交 ──
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parsed = self._filter_event(trade.order_remark, trade.strategy_name)
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if parsed is None:
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return
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orderType, gridIdx, _ = parsed
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_, gridIdx, _ = parsed # gridIdx: 成交订单对应的网格索引（int）
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PrintLog(LogLevel.INFO,
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f'|- 委托成交通知'
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@@ -451,61 +409,45 @@ class SFGridStrategy:
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self.dataUpdateLock.acquire()
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try:
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desc: str = "" # 用于日志展示的成交类型描述
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# ── 分支1: 建仓单成交 ──
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if orderType == OrderTypeInit:
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PrintLog(LogLevel.INFO,
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f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] '
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f'- 建仓单成交')
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# 状态切换: 未建仓(0) → 已建仓(1)
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self.tradeTarget.status = 1 # type: ignore
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# 记录建仓价格
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# ── 首次建仓：记录建仓价 ──
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# grid_index==0 表示成交前处于空仓状态，这笔成交就是首次建仓
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if self.tradeTarget.grid_index == 0:
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self.tradeTarget.init_price = trade.traded_price # type: ignore
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PrintLog(LogLevel.INFO,
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f'|- [DEBUG] 建仓单成交: '
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f'grid_index {self.tradeTarget.grid_index} → 1')
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# 建仓后网格索引固定为 1（价格网格最高点）
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self.tradeTarget.grid_index = 1 # type: ignore
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desc = "建仓单"
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# ── 分支2: 网格单成交 ──
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# ── 网格方向判断 ──
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# 比较成交单的网格索引 vs 当前网格索引，判断价格移动方向
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oriIdx = self.tradeTarget.grid_index # 成交前的网格位置
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if gridIdx > self.tradeTarget.grid_index:
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# 成交单在下方（更大索引 = 更低价格）→ 买入成交，持仓下移
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self.tradeTarget.grid_index += 1 # type: ignore
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# 首次建仓时 oriIdx==0，加上"建仓单"前缀便于识别
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desc = "建仓单（下移）" if oriIdx == 0 else "下移一格"
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elif gridIdx < self.tradeTarget.grid_index:
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# 成交单在上方（更小索引 = 更高价格）→ 卖出成交，持仓上移
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self.tradeTarget.grid_index -= 1 # type: ignore
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# 卖出获利：累计匹配次数和利润
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self.tradeTarget.grid_match_count += 1 # type: ignore
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# 单格利润 = grid_size × 成交量
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self.tradeTarget.grid_total_profit += ( # type: ignore
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self.tradeTarget.grid_size * trade.traded_volume)
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desc = "上移一格"
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else:
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PrintLog(LogLevel.INFO,
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f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] '
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f'- 网格单成交')
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oriIdx = self.tradeTarget.grid_index # 记录原网格位置（用于日志）
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# gridIdx == grid_index: 同格成交，正常情况下不会出现
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desc = "同格（异常）"
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# 判断成交方向: gridIdx > currentIdx → 买入成交（下移）
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if gridIdx > self.tradeTarget.grid_index:
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desc = "下移一格"
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self.tradeTarget.grid_index += 1
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PrintLog(LogLevel.INFO,
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f'|- [{self.tradeTarget.targetName()}] '
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f'原网格 {oriIdx} → 现网格 {self.tradeTarget.grid_index}'
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f'（{desc}）')
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# 判断成交方向: gridIdx < currentIdx → 卖出成交（上移）
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elif gridIdx < self.tradeTarget.grid_index:
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desc = "上移一格"
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# 累计统计
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self.tradeTarget.grid_match_count += 1 # 网格匹配次数+1
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self.tradeTarget.grid_total_profit += (
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self.tradeTarget.grid_size * trade.traded_volume
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) # 累计利润 = 网格间距 × 成交量
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self.tradeTarget.grid_index -= 1
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# gridIdx == currentIdx: 理论上不应出现（同一个位置不会挂单给自己）
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else:
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desc = "保持格, 理论上不应该输出"
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PrintLog(LogLevel.INFO,
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f'|- 委托成交通知'
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f'[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - '
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f'原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}')
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# ── 成交后处理 ──
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# 1. 持久化状态到数据库
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# ── 成交后统一处理 ──
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# 1. 持久化状态到数据库（grid_index、持仓量等已变更）
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self.saveProxy()
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# 2. 从 orderGrid 中删除已成交的订单（pop 防重复推送 KeyError）
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# 2. 从 orderGrid 清理已成交订单（pop 防 xtquant 重复推送 KeyError）
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self.orderGrid.pop(gridIdx, None)
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# 3. 打印成交报告
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PrintLog(LogLevel.INFO,
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f"|- 成交报告[{self.tradeTarget.targetName()}] : "
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@@ -517,8 +459,7 @@ class SFGridStrategy:
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f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
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PrintLog(LogLevel.INFO,
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f' 手续费 : {trade.commission:.3f}')
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# 4. 刷新网格订单：在新的 grid_index 上下重新挂买卖单
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# 4. 刷新网格订单：在新的 grid_index 位置重新挂买卖单
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self.refreshGridOrder()
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finally:
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@@ -571,7 +512,7 @@ class SFGridStrategy:
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"""
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PrintLog(LogLevel.DEBUG,
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f'|- [DEBUG] saveProxy: {self.tradeTarget.targetName()} '
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f'grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}')
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f'网格={self.tradeTarget.grid_index}')
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rc = self.tradeTarget.save()
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event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
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return rc
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