完善部分逻辑

core/qmt.py

@@ -54,7 +54,6 @@ class QmtV(XtQuantTraderCallback):
     
     
     def getStockPosition(self, stock_code: str):
-        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:
@@ -94,7 +93,10 @@ class QmtV(XtQuantTraderCallback):
         return self.cacheStockDetail(stock_code)['InstrumentName']
 
     def dailyUpStop(self, stock_code:str):
-        return self.cacheStockDetail(stock_code)['UpStopPrice']
+        cacheStock = self.cacheStockDetail(stock_code)
+        PrintLog(LogLevel.INFO, f'- [成功]获取股票详情: {stock_code} {cacheStock["InstrumentName"]} {cacheStock['UpStopPrice']}')
+        return cacheStock['UpStopPrice']
+        
     def dailyDownStop(self, stock_code:str):
         return self.cacheStockDetail(stock_code)['DownStopPrice']
     
@@ -135,7 +137,7 @@ class QmtV(XtQuantTraderCallback):
             if tmpMarketStatus and self.isMarketActive:
                 if tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒
                     self.isMarketActive = False
-                    PrintLog(LogLevel.INFO, f'- [市场状态变更] 市场已 inactive') # 市场已 inactive
+            PrintLog(LogLevel.INFO, f'- [市场状态] {self.isMarketActive}') # 市场已 inactive
 
 
     # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======