修复一些逻辑问题

core/sfgrid/sfgrid_strategy.py

@@ -31,6 +31,8 @@ class SFGridStrategy:
     def loadExistOrders(self):
         orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
         for order in orders:
+            if order.strategy_name != self.getName():
+                continue
             gridIdx = int(order.order_remark.split(',')[1])
             self.orderGrid[gridIdx] = order.order_id
             PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 加载现有订单, grid-{gridIdx} order_id:{self.orderGrid[gridIdx]}')
@@ -45,15 +47,18 @@ class SFGridStrategy:
 
         currentIdx:int = 0
         
-        if self.tradeTarget.status == 0: # status == 0 表示已配置好交易参数
+        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+
+        if self.tradeTarget.status == 0 and len([order for order in orders if order.order_remark == f'{OrderTypeInit},1,{self.tradeTarget.stock_code}']) == 0: # status == 0 表示已配置好交易参数，且不存在执行中的建仓单
             price = self.tradeTarget.getPriceGrid()[0]
+            remark = f'{OrderTypeInit},1,{self.tradeTarget.stock_code}'
             tmpOrderSeq = qmtv.orderAsync(
                 str(self.tradeTarget.stock_code), 
                 self.tradeTarget.grid_volume,
                 xtconstant.STOCK_BUY, 
                 price,
                 xtconstant.FIX_PRICE,
-                OrderTypeInit, # remark  # type: ignore
+                remark, # remark  # type: ignore
                 self.getName(), # strategy_name
             )
             self.orderGrid[1] = tmpOrderSeq # seq
@@ -66,7 +71,7 @@ class SFGridStrategy:
             if currentIdx > 0: # 可以下空单
                 sellIdx = currentIdx - 1
                 sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
-                remark = f'{OrderTypeSell},{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:
                     # 不存在策略内同价位订单，下单
                     tmpOrderSeq = qmtv.orderAsync(
@@ -85,7 +90,7 @@ class SFGridStrategy:
             if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单
                 buyIdx = currentIdx + 1
                 buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
-                remark = f'{OrderTypeBuy},{buyIdx}'
+                remark = f'{OrderTypeInit},{buyIdx},{self.tradeTarget.stock_code}'
                 if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == buyPrice]) == 0:
                     tmpOrderSeq = qmtv.orderAsync(
                             str(self.tradeTarget.stock_code), 
@@ -144,54 +149,57 @@ class SFGridStrategy:
         return bool(self.tradeTarget.enabled)  # 修复返回类型问题
 
     def onOrderCreateAsync(self, response:XtOrderResponse): # 下单成功回调，更新orderID到 self.orderGrid
+        remark = response.order_remark.split(',')
+        stockCode = remark[2] # 从remark中获取stockCode
+        if response.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != stockCode:
+            return
         self.dataUpdateLock.acquire()
         try:
-            if response.strategy_name == self.getName() and response.seq == self.tradeTarget.current_order_no:
+            gridIdx = remark[1] # 从remark中获取gridIdx
-                PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id}")
+            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: {response.order_id}")
-                idx = response.order_remark.split(',')[1]
+            self.orderGrid[gridIdx] = response.order_id
-                self.orderGrid[idx] = response.order_id
+            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} seq:{response.seq} -> order_id:{response.order_id}")
-                PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{idx} seq:{response.seq} -> order_id:{response.order_id}")
         except Exception as e:
             PrintLog(LogLevel.ERROR, f"|- 委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id} - {str(e)}")
         finally:
             self.dataUpdateLock.release()
 
     def onOrderTrade(self, trade:XtTrade): # TODO 委托成交通知,处理成交后网格切换
-        if trade.strategy_name != self.getName():
+        remark = response.order_remark.split(',')
+        if trade.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != trade.stock_code:
             return
         PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : {trade.order_id}')
 
         self.dataUpdateLock.acquire()
         try:
+            orderType = trade.order_remark.split(',')[0]
+            gridIdx = trade.order_remark.split(',')[1] # 从remark中获取gridIdx
             type:str = ""
-            if trade.order_remark == OrderTypeInit:
+            if orderType == OrderTypeInit:
                 PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 建仓单成交')
                 self.tradeTarget.status = 1  # type: ignore
                 self.tradeTarget.init_price = trade.traded_price  # type: ignore
                 self.tradeTarget.grid_index = 1  # type: ignore
-                self.saveProxy()
                 type = "建仓单"
             else:
                 PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 网格单成交')
                 oriIdx = self.tradeTarget.grid_index
-                for idx, tmpOrderNo in self.orderGrid.items():
+                if gridIdx > self.tradeTarget.grid_index:
-                    if tmpOrderNo == trade.order_id:
-                        if idx > self.tradeTarget.grid_index:
                     type = "下移一格"
                     self.tradeTarget.grid_index +=1
-                        elif idx < self.tradeTarget.grid_index:
+                elif gridIdx < self.tradeTarget.grid_index:
                     type = "上移一格"
                     self.tradeTarget.grid_match_count += 1
                     self.tradeTarget.grid_total_profit += self.tradeTarget.grid_size * trade.traded_volume
                     self.tradeTarget.grid_index -= 1
-                        elif idx == self.tradeTarget.grid_index:
+                elif gridIdx == self.tradeTarget.grid_index:
                     type = "保持格, 理论上不应该输出"
-                        self.saveProxy()
-                        break
                 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}')
             
+            self.saveProxy()
+            del self.orderGrid[gridIdx]
             PrintLog(LogLevel.INFO, f"|- 成交报告[{self.tradeTarget.targetName()}] : ====================================")
-            PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{self.tradeTarget.current_order_no}已成交 ")
+            PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{trade.order_id}已成交 ")
             PrintLog(LogLevel.INFO, f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
             PrintLog(LogLevel.INFO, f'   手续费  : {trade.commission:.3f}')
             self.refreshGridOrder() # 更新网格订单

core/sfgrid/sfgrid_ui.py

@@ -139,15 +139,12 @@ class TradeTargetUI(ttk.Frame):
         ttk.Label(toolbar_frame, text="监控配置").pack(side=tk.RIGHT, padx=(20, 2))
         
 
-        PrintLog(LogLevel.INFO, "构建交易池列表")
         # 表格区域
         self.create_tables_area(main_frame)
-        PrintLog(LogLevel.INFO, "启动UI刷新线程")
 
         # 启动刷新线程
         self.refresh_thread = threading.Thread(target=self.refresh_loop, daemon=True)
         self.refresh_thread.start()
-        PrintLog(LogLevel.INFO, "UI刷新线程已启动")
     
     
     def refresh_loop(self):