update

core/sfgrid/sfgrid_strategy.py

@@ -47,6 +47,7 @@ class SFGridStrategy:
     
     def refreshGridOrder(self): # 下网格单
         if not qmtv.isMarketActive or not self.tradeTarget.enabled:
+            PrintLog(LogLevel.INFO, f'|- 市场 {qmtv.isMarketActive}, 策略 {self.getName()} {self.tradeTarget.enabled}, 不下单')
             return
 
         currentIdx:int = 0
@@ -67,7 +68,7 @@ class SFGridStrategy:
             )
             self.orderGrid[1] = tmpOrderSeq # seq
             PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 建仓单，建仓价: {price:.3f}')
-        else:
+        elif self.tradeTarget.status == 1: # 下网格单
             currentIdx = self.tradeTarget.grid_index # type: ignore
             orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
 
@@ -76,7 +77,7 @@ class SFGridStrategy:
                 sellIdx = currentIdx - 1
                 sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
                 remark = f'{OrderTypeSell},{sellIdx},{self.tradeTarget.stock_code}'
-                if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == sellPrice]) == 0:
+                if len([order for order in orders if order.order_remark == remark]) == 0: # 网格节点没有卖单，下单
                     # 不存在策略内同价位订单，下单
                     tmpOrderSeq = qmtv.orderAsync(
                                 str(self.tradeTarget.stock_code), 
@@ -88,10 +89,11 @@ class SFGridStrategy:
                                 self.getName(), # strategy_name
                                 )
                     self.orderGrid[sellIdx] = tmpOrderSeq # seq
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 下空单，价格: {sellPrice:.3f}')
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下空单，价格: {sellPrice:.3f}')
                 else:
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 已存在同价位空单，跳过下单')
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位空单，跳过下单')
             if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单
+                print(f'length: {len(self.tradeTarget.getPriceGrid())}, currentIdx = {currentIdx}')
                 buyIdx = currentIdx + 1
                 buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
                 remark = f'{OrderTypeInit},{buyIdx},{self.tradeTarget.stock_code}'
@@ -106,9 +108,11 @@ class SFGridStrategy:
                             self.getName(), # strategy_name
                             )
                     self.orderGrid[buyIdx] = tmpOrderSeq # seq
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 下多单，价格: {buyPrice:.3f}')
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下多单，价格: {buyPrice:.3f}')
                 else:
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 已存在同价位多单，跳过下单')
+                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位多单，跳过下单')
+            else:
+                PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已过下边界，停止多单交易')
     
     def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget):
         PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
@@ -196,7 +200,7 @@ class SFGridStrategy:
                     self.tradeTarget.grid_match_count += 1
                     self.tradeTarget.grid_total_profit += self.tradeTarget.grid_size * trade.traded_volume
                     self.tradeTarget.grid_index -= 1
-                elif gridIdx == self.tradeTarget.grid_index:
+                else:
                     type = "保持格, 理论上不应该输出"
                 PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - 原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}')
             

core/sfgrid/sfgrid_ui.py

@@ -100,6 +100,7 @@ class TradeTargetUI(ttk.Frame):
         self.tradeTargetData[id] = target
             
         if id not in self.strategy_ctrl:
+            self.targetAvgPrice[id] = 0.0
             self.stockCodeIdMap[target.stock_code] = id  # type: ignore
             self.strategy_ctrl[id] = SFGridStrategy(target)  # pyright: ignore[reportArgumentType]
 
@@ -283,7 +284,7 @@ class TradeTargetUI(ttk.Frame):
             
             values = [
                 time_str,
-                data['stock_name']+f"{stock_code}",
+                data['stock_name']+f"-{stock_code}",
                 f"{data['last_price']:.3f}",
                 stock_code
             ]
@@ -342,7 +343,7 @@ class TradeTargetUI(ttk.Frame):
                 f"{self.targetMarketPrice[id]:.3f}" if id in self.targetMarketPrice else '-', # "市场价"
                 target.current_position, # "当前持仓"
                 '-' if target.init_price is None else f"{target.init_price:.3f}", # "建仓成本"
-                f"{self.targetAvgPrice[id]:.3f}" if id in self.targetMarketPrice else '-', # "平均成本"
+                '-' if id not in self.targetMarketPrice else f"{self.targetAvgPrice[id]:.3f}", # "平均成本"
                 target.grid_match_count, # "网格匹配次数"
                 f"{target.grid_total_profit:.3f}", # "网格收益"
                 self.get_trade_enabled_indicator(target.enabled)  # type: ignore