实现策略核心交易逻辑

main_controller.py

@@ -1,12 +1,15 @@
 # coding:utf-8
+from os import popen
 import time, sys
+
+from peewee import ModelSelect
 sys.stdout.reconfigure(encoding='utf-8')  # 设置标准输出编码为UTF-8
 import strategy_db
 import sfgrid_constants
 from sfgrid_trade_controller import StockTradeController
 from util import getInstrumentName, getStockPosition
 from xtquant.xttrader import XtQuantTrader
-from xtquant.xttype import StockAccount, XtOrder
+from xtquant.xttype import StockAccount, XtOrder, XtTrade
 from xtquant import xtdata
 from xtquant.xttrader import XtQuantTraderCallback
 import datetime
@@ -51,7 +54,9 @@ class SFGridController(XtQuantTraderCallback):
                 grid_index=0,
                 last_trade_price=0.0,
                 current_buy_price=0.0,
-                current_sell_price=0.0
+                current_buy_order_no='',
+                current_sell_price=0.0,
+                current_sell_order_no=''
             )
             new_target.save()
             print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
@@ -59,13 +64,21 @@ class SFGridController(XtQuantTraderCallback):
             pos = getStockPosition(stock_code, self.xt_trader, self.account)
             strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute()
             # 更新标的池
-            self.instrument_pool = strategy_db.TradeTarget.select()
+            self.refresh_targets()
             # 添加交易控制器
             stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled)
             self.stock_trade_ctrl[stock_code] = stockTradeController
             
         except Exception as e:
             print(f'新增交易标的失败 {stock_code} {e}')
+        
+    
+    def del_trade_target(self, index:int):
+        target: strategy_db.TradeTarget = self.instrument_pool[index]
+        # self.stock_trade_ctrl.
+        del self.stock_trade_ctrl[target.stock_code]
+        target.delete_instance()
+        self.refresh_targets()
     
     def init_trader(self, path):
         session_id = int(time.time())
@@ -79,14 +92,20 @@ class SFGridController(XtQuantTraderCallback):
         self.account= StockAccount(account_id, account_type)
         print(f'- 交易账号对象初始化完成, 账号: {self.account.account_id}')
 
+
     def init_instrument_pool(self):
-        self.instrument_pool = strategy_db.TradeTarget.select()
+        self.refresh_targets()
 
         for tradeTarget in self.instrument_pool:
             stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
             self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
 
         print(f'- 初始化标的池初始化完成 , 共 {len(self.instrument_pool)} 个标的')
+
+
+    def refresh_targets(self):
+            # 更新标的池
+        self.instrument_pool:ModelSelect = strategy_db.TradeTarget.select()
         self.print_pool()
 
     def print_pool(self):
@@ -170,19 +189,26 @@ class SFGridController(XtQuantTraderCallback):
     # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
     def onDataUpdate(self, data):
         # 遍历股池
+        # for stock_code, data in data.items():
+        #     if data['lastPrice'] == 10.0:
+        #         print(f'target = {stock_code} - {getInstrumentName(stock_code)} {data['lastPrice']}')
+        #         self.add_trade_target(stock_code)
+        #         self.stock_trade_ctrl[stock_code].enabledTrading(True)
+
+
+            # if stock_code not in self.stock_trade_ctrl:
+            #     self.add_trade_target(stock_code)
+            # self.stock_trade_ctrl[stock_code].onDataUpdate(data)
         for target in self.instrument_pool:
             stock_code = target.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:
-                print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
-                continue
-            if stock_code not in data:
-                print(f"股票代码 {stock_code} 未在行情数据中找到，跳过处理。\n")
+            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: StockTradeController = self.stock_trade_ctrl[stock_code]
             stock_controller.onDataUpdate(data)
 
-    
+
     # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
     def on_connected(self):
         """
@@ -205,11 +231,12 @@ class SFGridController(XtQuantTraderCallback):
         """
         stockCode = order.stock_code
         # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
-        if stockCode not in self.stock_trade_ctrl:
-            self.stock_trade_ctrl[stockCode].onOrderUpdate(order)
+        if stockCode in self.stock_trade_ctrl:
+            ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
+            ctrl.onOrderUpdate(order)
         print(datetime.datetime.now(), '委托回调 投资备注', order.order_remark)
 
-    def on_stock_trade(self, trade):
+    def on_stock_trade(self, trade:XtTrade):
         """
         成交变动推送
         :param trade: XtTrade对象