市场数据跟踪

core/eventbus.py

@@ -10,10 +10,13 @@ ActionDisableMarketData = "disable_market_data"
 MarketDataEnabled = "market_data_enabled"
 MarketDataDisabled = "market_data_disabled"
 # 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"
 # Pring Log
 EventPrintLog = "print_log"
 

core/main_controller.py

@@ -1,6 +1,6 @@
 # coding:utf-8
 from core.strategy_db import TradeTarget
-from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, event_bus
+from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
 from xtquant.xttrader import XtQuantTrader
 import time
 from peewee import ModelSelect
@@ -16,6 +16,7 @@ from xtquant.xttrader import XtQuantTraderCallback
 import datetime
 import core.ui as ui
 from core.logger import PrintLog, LogLevel
+from core.objects import GridFixData
 
 # 量化核心控制对象
 class SFGridController(XtQuantTraderCallback):
@@ -49,6 +50,7 @@ class SFGridController(XtQuantTraderCallback):
         else:
             self.inited = False
             return
+        self.listening_stock = []
         self.stock_trade_ctrl = {}
         self.init_instrument_pool(self.xt_trader, self.account)   # type: ignore
 
@@ -63,6 +65,7 @@ class SFGridController(XtQuantTraderCallback):
         event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
         event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget)
         event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
+        event_bus.subscribe(ActionEventGridFix, self.onGridFix)
     
     def onDeleteTradeTarget(self, id: int):
         """处理删除交易标的事件"""
@@ -88,6 +91,33 @@ class SFGridController(XtQuantTraderCallback):
     def onDisableTrade(self, id: int):
         self.pause_stock_trade(id)
 
+    def onGridFix(self, data: GridFixData):
+        """处理网格修正事件"""
+        self.update_trade_target_grid(data)
+    
+    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()
+            
+            # 更新内存中的交易标的
+            if target.get_id() in self.instrument_pool:
+                self.instrument_pool[target.get_id()] = target
+            
+            # 更新交易控制器中的网格信息
+            if target.stock_code in self.stock_trade_ctrl:
+                trade_controller: SFGridStrategy = self.stock_trade_ctrl[target.stock_code]
+                trade_controller.updateGridIndex(grid_index)  # type: ignore
+            
+            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 hold(self):
         self.appUi.run()
 
@@ -193,7 +223,7 @@ class SFGridController(XtQuantTraderCallback):
             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(MarketDataUpdate, tradeTarget)
+            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')
 
@@ -280,22 +310,23 @@ class SFGridController(XtQuantTraderCallback):
 
     # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
     def onDataUpdate(self, data):
-        if sfgrid_constants.max_enabled_targets <= 0: # 全推
+        # 收集所有市场数据用于市场监控
-            for stock_code, tickData in data.items():
+        for stock_code, tickData in data.items():
-                lastPrice = tickData['lastPrice']
+            if stock_code in self.stock_trade_ctrl:
-                if lastPrice == 10.0 and stock_code not in self.stock_trade_ctrl:
-                    print(f'New trade target = {stock_code} - {getInstrumentName(stock_code)} {tickData['lastPrice']}')
-                    self.add_trade_target(stock_code)
-                    self.stock_trade_ctrl[stock_code].enabledTrading(True)
-        else: # 指定目标 当前主要使用这种模式
-            for id in self.instrument_pool:
-                stock_code = self.instrument_pool[id].stock_code
-                # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
-                if stock_code not in self.stock_trade_ctrl or stock_code not in data:
-                    # print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
-                    continue
                 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 ======
@@ -368,4 +399,4 @@ class SFGridController(XtQuantTraderCallback):
         :param response: XtAccountStatus 对象
         :return:
         """
-        print(datetime.datetime.now(), status)
+        print(datetime.datetime.now(), status)

core/sfgrid_strategy.py

@@ -2,7 +2,7 @@ from peewee import IntegerField
 
 
 from core import strategy_db
-from core.eventbus import MarketDataUpdate, event_bus
+from core.eventbus import EventTradeTargetUpdate, event_bus
 from core.strategy_db import OrderTypeBuy, OrderTypeInit, OrderTypeSell, TradeTarget
 from core.util import queryPendingOrder, is_trading_time
 
@@ -20,9 +20,14 @@ class SFGridStrategy:
         self.account:StockAccount = account
         self.enabledTrading(bool(tradeTarget.enabled))  # 修复类型兼容性问题
         
-        event_bus.publish(MarketDataUpdate, self.tradeTarget)
+        event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
         self.dataUpdateLock = threading.Lock()
 
+    def updateGridIndex(self, grid_index: int):
+        """更新网格索引"""
+        self.tradeTarget.grid_index = grid_index  # type: ignore
+        self.refreshPlanPrice()
+        self.saveProxy()
 
     def enabledTrading(self, enabled: bool) -> TradeTarget:
         self.tradeTarget.enabled = enabled  # type: ignore
@@ -216,5 +221,5 @@ class SFGridStrategy:
     
     def saveProxy(self):
         rc = self.tradeTarget.save()
-        event_bus.publish(MarketDataUpdate, self.tradeTarget)
+        event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
         return rc

core/ui.py

@@ -1,3 +1,6 @@
+from typing import Any
+
+
 import tkinter as tk
 from tkinter import ttk, messagebox, filedialog
 from datetime import datetime
@@ -8,11 +11,13 @@ from core.logger import LogData, LogLevel
 from core.strategy_db import TradeTarget
 import configparser
 import sfgrid_constants
+from core.objects import GridFixData
+from core.util import getInstrumentName
 
 
 class TradeTargetUI:
     def __init__(self):
-        self.data:dict[int, TradeTarget] = {}
+        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()
@@ -20,16 +25,20 @@ class TradeTargetUI:
         # 创建刷新线程标志
         self.refresh_thread_running = False  # 默认不启动刷新线程
         
+        # 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("1200x700")
+        self.root.geometry("1400x700")
         # 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
     
     def registerEventHandler(self):
-        eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onTradeTargetUpdated)
+        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)
@@ -58,8 +67,8 @@ class TradeTargetUI:
     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.data:
+        if id in self.tradeTargetData:
-            del self.data[id]
+            del self.tradeTargetData[id]
         # 添加日志
         self.add_log(LogLevel.INFO, f"交易标的已删除，ID: {id}")
     
@@ -81,8 +90,17 @@ class TradeTargetUI:
     
     def onTradeTargetUpdated(self, target: TradeTarget):
         # 更新或添加数据到本地缓存
-        self.data[target.get_id()] = target
+        self.tradeTargetData[target.get_id()] = target
-        # 不再直接刷新表格，由刷新线程统一处理
+
+    
+    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
+        }
     
     def create_ui(self):
         """创建UI界面"""
@@ -183,13 +201,24 @@ class TradeTargetUI:
     
     def create_tables_area(self, parent):
         """创建表格区域"""
-        # 上方交易标的区域
+        # 创建主表格框架（水平排列）
-        trade_frame = ttk.LabelFrame(parent, text="交易标的详情", padding=10)
+        tables_frame = ttk.Frame(parent)
-        trade_frame.pack(fill=tk.BOTH, expand=True, pady=(0, 5))
+        tables_frame.pack(fill=tk.BOTH, expand=True, pady=(0, 5))
+        
+        # 左侧交易标的区域
+        trade_frame = ttk.LabelFrame(tables_frame, text="交易标的详情", padding=10)
+        trade_frame.pack(side=tk.LEFT, fill=tk.BOTH, expand=True, padx=(0, 5))
         
         # 创建交易标的表格
         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))
+        
+        # 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
@@ -246,6 +275,85 @@ class TradeTargetUI:
         # 绑定双击事件
         self.trade_table.bind("<Double-1>", self.on_table_double_click)
     
+    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")
+        
+        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")
+        }
+        
+        for col in columns:
+            width, anchor = column_configs[col]
+            self.market_table.heading(col, text=col)
+            self.market_table.column(col, width=width, anchor=anchor)  # type: ignore
+        
+        # 滚动条
+        scrollbar = ttk.Scrollbar(parent, orient=tk.VERTICAL, command=self.market_table.yview)
+        self.market_table.configure(yscrollcommand=scrollbar.set)
+        
+        self.market_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
+        scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
+        
+        # 绑定双击事件
+        self.market_table.bind("<Double-1>", self.on_market_table_double_click)
+        
+        # 填充初始数据
+        self.populate_market_table()
+    
+    def populate_market_table(self):
+        """填充市场监控表格数据"""
+        pass
+        # 清空现有数据
+        for item in self.market_table.get_children():
+            self.market_table.delete(item)
+        
+        # 填充市场数据
+        tmp = self.marketData.copy()
+        for stock_code, data in tmp.items():
+            values = [
+                data['time'],
+                stock_code,
+                data['stock_name'],
+                f"{data['last_price']:.3f}"
+            ]
+            self.market_table.insert('', tk.END, values=values)
+    
+    def on_market_table_double_click(self, event):
+        """市场监控表格双击事件"""
+        selected = self.market_table.selection()
+        if selected:
+            item = selected[0]
+            values = self.market_table.item(item)['values']
+            stock_code = values[1]
+            stock_name = values[2]
+            last_price = values[3]
+            
+            # 检查是否已在交易池中
+            is_in_trade_pool = any(target.stock_code == stock_code for target in self.tradeTargetData.values())
+            
+            if is_in_trade_pool:
+                messagebox.showinfo("提示", f"{stock_code} ({stock_name}) 已在交易池中")
+            else:
+                result = messagebox.askyesno(
+                    "添加交易标的",
+                    f"确定要将以下股票添加到交易池吗？\n\n"
+                    f"股票代码: {stock_code}\n"
+                    f"股票名称: {stock_name}\n"
+                    f"最新价格: {last_price}"
+                )
+                
+                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:
@@ -266,8 +374,8 @@ class TradeTargetUI:
     
     def populate_trade_table(self):
         """填充交易标的表格数据"""
-        for temp in self.data:
+        for temp in self.tradeTargetData:
-            target: TradeTarget = self.data[temp]
+            target: TradeTarget = self.tradeTargetData[temp]
             values = [
                 target.id,  # type: ignore                                                
                 target.stock_code,
@@ -275,10 +383,10 @@ class TradeTargetUI:
                 "-" if target.market_price is None else f"{target.market_price:.3f}",
                 target.current_position,
                 target.grid_index,
-                f"{target.last_trade_price:.3f}",
+                '-' if target.last_trade_price is None else f"{target.last_trade_price:.3f}",
-                f"{target.plan_buy_price:.3f}",
+                '-' if target.plan_buy_price is None else f"{target.plan_buy_price:.3f}",
-                f"{target.plan_sell_price:.3f}",
+                '-' if target.plan_sell_price is None else f"{target.plan_sell_price:.3f}",
-                f"{target.current_order_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),
@@ -348,9 +456,9 @@ class TradeTargetUI:
         target_id = values[0]
         
         # 从列表中找到对应的target对象
-        for id in self.data:
+        for id in self.tradeTargetData:
             if int(target_id) == id:  # type: ignore
-                return self.data[id]
+                return self.tradeTargetData[id]
         
         return None
 
@@ -513,6 +621,9 @@ class TradeTargetUI:
                 values = self.trade_table.item(item)['values']
                 if values and values[0] in selected_values:
                     self.trade_table.selection_add(item)
+        
+        # 刷新市场监控表格
+        self.populate_market_table()
 
     def onLog(self, data:LogData):
         self.add_log(data.level, data.message)
@@ -990,8 +1101,9 @@ class TradeTargetUI:
             if not result:
                 return
         
-        # 保存到数据库（这里需要发布事件让控制器处理）
+        # 发布网格修正事件，传递GridFixData对象
-        # TODO: 发布保存事件到控制器
+        grid_fix_data = GridFixData(new_grid_index, target)
+        eBus.event_bus.publish(eBus.ActionEventGridFix, grid_fix_data)
         
         # 关闭窗口
         window.destroy()
@@ -1027,4 +1139,4 @@ class TradeTargetUI:
         
         # 更新持仓量状态
         current_position = getattr(target, 'current_position')
-        self.update_position_status(current_position, required_position, position_status_label)
+        self.update_position_status(current_position, required_position, position_status_label)