代码简化
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+11
-11
@@ -7,7 +7,7 @@ import xtquant.xtconstant as xtconstant
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sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 # type: ignore
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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_trade_controller import StockTradeController
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from core.sfgrid_strategy import SFGridStrategy
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from core.util import getInstrumentName, getStockPosition
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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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@@ -92,7 +92,7 @@ class SFGridController(XtQuantTraderCallback):
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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 = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled) # type: ignore
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stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account, new_target.enabled) # 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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@@ -115,7 +115,7 @@ class SFGridController(XtQuantTraderCallback):
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tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
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result = tradeTarget.save()
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print(f' |- 同步当前持仓信息 {tradeTarget.stock_code}, {tradeTarget.current_position}, result = {result}')
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stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
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stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
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self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
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print(f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的')
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@@ -180,14 +180,14 @@ class SFGridController(XtQuantTraderCallback):
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tradeTarget = self.instrument_pool[index]
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# check existing thread
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if tradeTarget.stock_code in self.stock_trade_ctrl:
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tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
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tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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if tradeController.isEnabled():
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print(f"标的交易控制器已存在且正在运行 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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else:
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print(f"标的交易控制器已存在但未运行,重新启动 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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tradeController.enabledTrading(True)
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else:
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stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
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stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
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self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
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print(f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}")
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@@ -195,7 +195,7 @@ class SFGridController(XtQuantTraderCallback):
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def pause_stock_trade(self, index: int):
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tradeTarget = self.instrument_pool[index]
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if tradeTarget.stock_code in self.stock_trade_ctrl:
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tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
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tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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if tradeController.isEnabled():
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print(f"暂停标的交易 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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tradeController.enabledTrading(False)
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@@ -222,7 +222,7 @@ class SFGridController(XtQuantTraderCallback):
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if stock_code not in self.stock_trade_ctrl or stock_code not in data:
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# print(f"股票代码 {stock_code} 未在交易控制器中找到,跳过处理。\n")
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continue
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stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code]
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stock_controller: SFGridStrategy = self.stock_trade_ctrl[stock_code]
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stock_controller.onDataUpdate(data)
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@@ -247,7 +247,7 @@ class SFGridController(XtQuantTraderCallback):
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:return:
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"""
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stockCode = order.stock_code
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ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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if ctrl is not None and order.strategy_name == ctrl.getName():
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ctrl.onOrderTrade(trade=order) # type: ignore
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@@ -256,7 +256,7 @@ class SFGridController(XtQuantTraderCallback):
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def test_sim_trade(self, index: int, orderType: int):
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tradeTarget:strategy_db.TradeTarget = self.instrument_pool[index]
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ctrl:StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
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ctrl:SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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trade: XtTrade = None # type: ignore
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if orderType == xtconstant.STOCK_BUY:
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trade = XtTrade(
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@@ -277,7 +277,7 @@ class SFGridController(XtQuantTraderCallback):
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:return:
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"""
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stockCode = trade.stock_code
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ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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if ctrl is not None and trade.strategy_name == ctrl.getName():
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ctrl.onOrderTrade(trade)
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@@ -286,7 +286,7 @@ class SFGridController(XtQuantTraderCallback):
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def on_order_stock_async_response(self, response:XtOrderResponse):
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stockCode = response.order_remark
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ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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if ctrl is not None and response.strategy_name == ctrl.getName():
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ctrl.onAsyncOrderResponse(response)
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