修复一些逻辑问题
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@@ -31,6 +31,8 @@ class SFGridStrategy:
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def loadExistOrders(self):
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orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
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for order in orders:
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if order.strategy_name != self.getName():
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continue
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gridIdx = int(order.order_remark.split(',')[1])
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self.orderGrid[gridIdx] = order.order_id
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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]}')
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@@ -45,15 +47,18 @@ class SFGridStrategy:
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currentIdx:int = 0
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if self.tradeTarget.status == 0: # status == 0 表示已配置好交易参数
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orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
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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
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price = self.tradeTarget.getPriceGrid()[0]
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remark = f'{OrderTypeInit},1,{self.tradeTarget.stock_code}'
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tmpOrderSeq = qmtv.orderAsync(
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str(self.tradeTarget.stock_code),
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self.tradeTarget.grid_volume,
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xtconstant.STOCK_BUY,
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price,
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xtconstant.FIX_PRICE,
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OrderTypeInit, # remark # type: ignore
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remark, # remark # type: ignore
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self.getName(), # strategy_name
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)
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self.orderGrid[1] = tmpOrderSeq # seq
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@@ -66,7 +71,7 @@ class SFGridStrategy:
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if currentIdx > 0: # 可以下空单
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sellIdx = currentIdx - 1
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sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
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remark = f'{OrderTypeSell},{sellIdx}'
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remark = f'{OrderTypeSell},{sellIdx},{self.tradeTarget.stock_code}'
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if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == sellPrice]) == 0:
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# 不存在策略内同价位订单，下单
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tmpOrderSeq = qmtv.orderAsync(
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@@ -85,7 +90,7 @@ class SFGridStrategy:
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if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单
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buyIdx = currentIdx + 1
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buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
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remark = f'{OrderTypeBuy},{buyIdx}'
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remark = f'{OrderTypeInit},{buyIdx},{self.tradeTarget.stock_code}'
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if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == buyPrice]) == 0:
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tmpOrderSeq = qmtv.orderAsync(
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str(self.tradeTarget.stock_code),
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@@ -144,54 +149,57 @@ class SFGridStrategy:
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return bool(self.tradeTarget.enabled) # 修复返回类型问题
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def onOrderCreateAsync(self, response:XtOrderResponse): # 下单成功回调，更新orderID到 self.orderGrid
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remark = response.order_remark.split(',')
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stockCode = remark[2] # 从remark中获取stockCode
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if response.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != stockCode:
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return
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self.dataUpdateLock.acquire()
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try:
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if response.strategy_name == self.getName() and response.seq == self.tradeTarget.current_order_no:
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PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id}")
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idx = response.order_remark.split(',')[1]
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self.orderGrid[idx] = response.order_id
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PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{idx} seq:{response.seq} -> order_id:{response.order_id}")
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gridIdx = remark[1] # 从remark中获取gridIdx
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PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: {response.order_id}")
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self.orderGrid[gridIdx] = response.order_id
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PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} seq:{response.seq} -> order_id:{response.order_id}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"|- 委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id} - {str(e)}")
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finally:
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self.dataUpdateLock.release()
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def onOrderTrade(self, trade:XtTrade): # TODO 委托成交通知,处理成交后网格切换
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if trade.strategy_name != self.getName():
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remark = response.order_remark.split(',')
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if trade.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != trade.stock_code:
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return
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PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : {trade.order_id}')
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self.dataUpdateLock.acquire()
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try:
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orderType = trade.order_remark.split(',')[0]
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gridIdx = trade.order_remark.split(',')[1] # 从remark中获取gridIdx
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type:str = ""
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if trade.order_remark == OrderTypeInit:
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if orderType == OrderTypeInit:
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PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 建仓单成交')
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self.tradeTarget.status = 1 # type: ignore
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self.tradeTarget.init_price = trade.traded_price # type: ignore
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self.tradeTarget.grid_index = 1 # type: ignore
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self.saveProxy()
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type = "建仓单"
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else:
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PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 网格单成交')
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oriIdx = self.tradeTarget.grid_index
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for idx, tmpOrderNo in self.orderGrid.items():
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if tmpOrderNo == trade.order_id:
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if idx > self.tradeTarget.grid_index:
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if gridIdx > self.tradeTarget.grid_index:
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type = "下移一格"
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self.tradeTarget.grid_index +=1
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elif idx < self.tradeTarget.grid_index:
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elif gridIdx < self.tradeTarget.grid_index:
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type = "上移一格"
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self.tradeTarget.grid_match_count += 1
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self.tradeTarget.grid_total_profit += self.tradeTarget.grid_size * trade.traded_volume
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self.tradeTarget.grid_index -= 1
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elif idx == self.tradeTarget.grid_index:
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elif gridIdx == self.tradeTarget.grid_index:
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type = "保持格, 理论上不应该输出"
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self.saveProxy()
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break
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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}')
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self.saveProxy()
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del self.orderGrid[gridIdx]
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PrintLog(LogLevel.INFO, f"|- 成交报告[{self.tradeTarget.targetName()}] : ====================================")
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PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{self.tradeTarget.current_order_no}已成交 ")
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PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{trade.order_id}已成交 ")
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PrintLog(LogLevel.INFO, f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
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PrintLog(LogLevel.INFO, f' 手续费 : {trade.commission:.3f}')
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self.refreshGridOrder() # 更新网格订单
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@@ -139,15 +139,12 @@ class TradeTargetUI(ttk.Frame):
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ttk.Label(toolbar_frame, text="监控配置").pack(side=tk.RIGHT, padx=(20, 2))
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PrintLog(LogLevel.INFO, "构建交易池列表")
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# 表格区域
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self.create_tables_area(main_frame)
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PrintLog(LogLevel.INFO, "启动UI刷新线程")
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# 启动刷新线程
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self.refresh_thread = threading.Thread(target=self.refresh_loop, daemon=True)
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self.refresh_thread.start()
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PrintLog(LogLevel.INFO, "UI刷新线程已启动")
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def refresh_loop(self):
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