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GDP\solonot
2025-11-20 14:20:18 +08:00
parent 1618cad5a0
commit 5c40d5d64f
2 changed files with 14 additions and 9 deletions
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core/sfgrid/sfgrid_strategy.py
+11 -7
View File
@@ -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
+3 -2
View File
@@ -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