diff --git a/core/main_controller.py b/core/main_controller.py index 5c62e67..9d85473 100644 --- a/core/main_controller.py +++ b/core/main_controller.py @@ -115,7 +115,7 @@ class SFGridController(XtQuantTraderCallback): for i in range(len(self.instrument_pool)): target: strategy_db.TradeTarget = self.instrument_pool[i] status = "新建" if target.status == 0 else "已建初始仓" - print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {target.current_position} 网格索引: {target.grid_index} Price {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}') + print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} Price {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}') def print_position_info(self): positions = self.xt_trader.query_stock_positions(self.account) @@ -236,7 +236,7 @@ class SFGridController(XtQuantTraderCallback): else: print(f"委托下单回调 投资备注 {order.order_remark} 不匹配 {ctrl.getName()}") - def test_sim_trade(self, index: int, price:float, orderType: int): + def test_sim_trade(self, index: int, orderType: int): tradeTarget:strategy_db.TradeTarget = self.instrument_pool[index] ctrl:StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code] trade: XtTrade = None @@ -245,7 +245,7 @@ class SFGridController(XtQuantTraderCallback): sfgrid_constants.account_no, '300083.SZ', xtconstant.STOCK_BUY, - 1, 1, price, sfgrid_constants.grid_volume, 1000, + 1, 1, tradeTarget.current_buy_price, sfgrid_constants.grid_volume, 1000, tradeTarget.current_buy_order_no, None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) else: diff --git a/core/sfgrid_trade_controller.py b/core/sfgrid_trade_controller.py index 9b9302d..a1b9eb3 100644 --- a/core/sfgrid_trade_controller.py +++ b/core/sfgrid_trade_controller.py @@ -63,44 +63,40 @@ class StockTradeController: def onOrderTrade(self, trade:XtTrade): indicator = False if self.tradeTarget.status == 0 and trade.order_id == self.initBuyOrderId : - print(f'{trade.order_id} == {self.initBuyOrderId} {self.tradeTarget.status}') # 此时为建仓成交 self.tradeTarget.current_position += sfgrid_constants.grid_volume # 当前持仓数,账户原有持仓不在策略范围内 self.tradeTarget.last_trade_price = trade.traded_price self.tradeTarget.grid_index = 1 self.tradeTarget.status = 1 self.tradeTarget.save() - print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 \n") - print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') - print(f' 当前持仓: {self.tradeTarget.current_position}\n') - print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 ") + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') + print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 网格坐标: {self.tradeTarget.grid_index}') indicator = True # 双向下单 elif trade.order_id == self.tradeTarget.current_sell_order_no and self.tradeTarget.status == 1: - print(f'{trade.order_id} == {self.tradeTarget.current_sell_order_no} {self.tradeTarget.status}') # 上涨一格:此时空单成交 - print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") self.tradeTarget.current_position = -sfgrid_constants.grid_volume self.tradeTarget.last_trade_price = trade.traded_price - self.tradeTarget.grid_index += 1 + self.tradeTarget.grid_index -= 1 self.tradeTarget.save() print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") - print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') - print(f' 当前持仓: {self.tradeTarget.current_position}\n') - print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') + print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 网格坐标: {self.tradeTarget.grid_index}') cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_sell_order_no) print(f' 上涨一格,空单成交,对侧买单已撤单 cancelResult: {cancelResult == 0}') indicator = True # 双向下单 elif trade.order_id == self.tradeTarget.current_buy_order_no and self.tradeTarget.status == 1: - print(f'{trade.order_id} == {self.tradeTarget.current_buy_order_no} {self.tradeTarget.status}') # 下跌一格:此时多单成交 self.tradeTarget.current_position = +sfgrid_constants.grid_volume self.tradeTarget.last_trade_price = trade.traded_price - self.tradeTarget.grid_index -= 1 + self.tradeTarget.grid_index += 1 self.tradeTarget.save() - print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_buy_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") - print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') - print(f' 当前持仓: {self.tradeTarget.current_position}\n') - print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_buy_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}") + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}') + print(f' 当前持仓: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}') + print(f' 网格坐标: {self.tradeTarget.grid_index}') cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_buy_order_no) print(f' 下跌一格,多单成交,对侧卖单已撤单 cancelResult: {cancelResult == 0}') indicator = True # 双向下单 @@ -127,6 +123,8 @@ class StockTradeController: # Description: 网格跳格,双向下单 def two_way_order(self, buy, sell): + print(f'current grid index = {self.tradeTarget.grid_index}, grid count = {len(sfgrid_constants.grid_price)}') + if buy and self.tradeTarget.grid_index+1 < len(sfgrid_constants.grid_price): # 价格没有超过网格下边界,可以下多单 currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] buyPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index+1] @@ -139,8 +137,7 @@ class StockTradeController: buyPrice, self.getName(), f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}') self.tradeTarget.current_buy_price = buyPrice - self.tradeTarget.save() - print(f' |- 下网格多单 OrderId {self.tradeTarget.current_buy_order_no}, 下单价 {buyPrice}, 下单量 {sfgrid_constants.grid_volume}') + print(f' |- 下网格多单 OrderId {self.tradeTarget.current_buy_order_no}, 网格基准价 {currentPrice}, 下单价 {buyPrice}, 下单量 {sfgrid_constants.grid_volume}') if sell and self.tradeTarget.grid_index-1 >=0: # 价格没有超过网格上边界,可以下空单 currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] @@ -154,5 +151,5 @@ class StockTradeController: sellPrice, self.getName(), f'{self.tradeTarget.stock_code}_grid_up_{self.tradeTarget.grid_index}_{currentPrice}_{sellPrice}') self.tradeTarget.current_sell_price = sellPrice - print(f' |- 下网格多单 OrderId {self.tradeTarget.current_sell_order_no}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}') + print(f' |- 下网格多单 OrderId {self.tradeTarget.current_sell_order_no}, 网格基准价 {currentPrice}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}') self.tradeTarget.save() \ No newline at end of file