update
This commit is contained in:
+4
-6
@@ -1,14 +1,12 @@
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from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
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from peewee import SqliteDatabase, Model
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from core.logger import LogLevel, PrintLog
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from xtquant import xtconstant
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# 连接到SQLite数据库
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db = SqliteDatabase('example.db')
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db: SqliteDatabase = SqliteDatabase('example.db')
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db.connect()
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PrintLog(LogLevel.INFO, '- [成功]数据库连接')
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# 定义基础模型类
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class BaseModel(Model):
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class Meta:
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database = db
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database: SqliteDatabase = db
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+2
-2
@@ -1,7 +1,7 @@
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from enum import Enum
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from core.eventbus import EventPrintLog, event_bus
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import sfgrid_config
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import config
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class LogLevel(Enum):
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DEBUG = "DEBUG"
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@@ -18,5 +18,5 @@ class LogData:
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def PrintLog(level:LogLevel, message:str):
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data = LogData(level, message)
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event_bus.publish(EventPrintLog, data)
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if sfgrid_config.console_log:
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if config.console_log:
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print(f'{level.value} {message}')
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@@ -1,306 +0,0 @@
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# coding:utf-8
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from core.sfgrid.model import TradeTarget
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
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from xtquant.xttrader import XtQuantTrader
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import time
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from peewee import ModelSelect
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import core.sfgrid.model as model
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import sfgrid_config
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from core.sfgrid.sfgrid_strategy import SFGridStrategy
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from core.util import getInstrumentName, getStockPosition, queryPendingOrder
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, XtTrade
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from xtquant import xtdata
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from xtquant.xttrader import XtQuantTraderCallback
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import datetime
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import core.sfgrid.ui as ui
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from core.logger import PrintLog, LogLevel
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from core.sfgrid.objects import GridFixData
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# 量化核心控制对象
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class MainController(XtQuantTraderCallback):
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def __init__(self, account_no: str, miniQmtPath: str):
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super().__init__()
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self.registerEventHandler()
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# self.appUi = ui.TradeTargetUI()
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xtdata.enable_hello = False
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session_id = int(time.time())
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self.xt_trader: XtQuantTrader = XtQuantTrader(miniQmtPath, session_id)
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self.xt_trader.register_callback(self)
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self.xt_trader.start()
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self.xt_trader.connect()
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PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {miniQmtPath}')
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if self.xt_trader.connected == False:
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self.inited: bool = False
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return
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else:
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self.inited = True
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self.account= StockAccount(account_no, 'STOCK')
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PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
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subscribe_result = self.xt_trader.subscribe(self.account)
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PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
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if subscribe_result == 0:
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self.inited = True
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else:
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self.inited = False
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return
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self.listening_stock = []
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self.stock_trade_ctrl = {}
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self.init_instrument_pool(self.xt_trader, self.account) # type: ignore
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self.seq = None
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PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成')
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self.startMarketData()
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def registerEventHandler(self):
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event_bus.subscribe(ActionEventEnableTrade, self.onEnableTrade)
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event_bus.subscribe(ActionEventDisableTrade, self.onDisableTrade)
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event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled)
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event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
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event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget)
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event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
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event_bus.subscribe(ActionEventGridFix, self.onGridFix)
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def onDeleteTradeTarget(self, id: int):
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"""处理删除交易标的事件"""
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self.del_trade_target(id)
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# 发布删除完成事件
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event_bus.publish(ResultEventTradeTargetDeleted, id)
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def onAddTradeTarget(self, stock_code: str):
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"""处理添加交易标的事件"""
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self.add_trade_target(stock_code)
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def onMarketDataEnabled(self, data):
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"""处理市场数据监听启用事件"""
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self.startMarketData()
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def onMarketDataDisabled(self, data):
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"""处理市场数据监听禁用事件"""
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self.stopMarketData()
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def onEnableTrade(self, id: int):
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self.start_stock_trade(id)
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def onDisableTrade(self, id: int):
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self.pause_stock_trade(id)
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def onGridFix(self, data: GridFixData):
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"""处理网格修正事件"""
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self.update_trade_target_grid(data)
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def update_trade_target_grid(self, data: GridFixData):
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"""更新交易标的网格信息"""
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try:
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target = data.tradeTarget
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grid_index = data.grid_index
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# 更新数据库中的网格索引
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target.grid_index = grid_index
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target.save()
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# 更新内存中的交易标的
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if target.get_id() in self.instrument_pool:
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self.instrument_pool[target.get_id()] = target
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# 更新交易控制器中的网格信息
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if target.stock_code in self.stock_trade_ctrl:
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trade_controller: SFGridStrategy = self.stock_trade_ctrl[target.stock_code]
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trade_controller.updateGridIndex(grid_index) # type: ignore
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PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
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def startMarketData(self):
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PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
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# self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
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if self.seq == -1:
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PrintLog(LogLevel.ERROR, '- 市场数据订阅失败')
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else:
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event_bus.publish(MarketDataEnabled, True)
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PrintLog(LogLevel.INFO, f'- 市场数据订阅成功, 订阅号={self.seq}')
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def stopMarketData(self):
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
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if self.seq is not None and self.seq > 0:
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xtdata.unsubscribe_quote(self.seq)
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event_bus.publish(MarketDataDisabled, False)
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def add_trade_target(self, stock_code: str):
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try:
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stock_name = getInstrumentName(stock_code)
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if not stock_name:
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PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称,请检查代码是否正确')
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return
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# 检查是否已存在该标的
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existing_target = model.TradeTarget.get_or_none(model.TradeTarget.stock_code == stock_code)
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if existing_target:
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PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
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return
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new_target = model.TradeTarget.create(
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stock_name=stock_name,
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stock_code=stock_code,
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market_price=0.0,
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current_position=0,
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grid_index=0,
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last_trade_price=0.0,
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plan_buy_price=0.0,
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plan_sell_price=0.0,
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current_order_price=0.0,
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current_order_no='',
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current_order_type=''
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)
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new_target.save()
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PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
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# 刷新标的持仓
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pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
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model.TradeTarget.update(current_position=pos).where(model.TradeTarget.stock_code == stock_code).execute()
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# 更新标的池
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self.refresh_targets()
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# 添加交易控制器
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stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account) # type: ignore
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self.stock_trade_ctrl[stock_code] = stockTradeController
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except Exception as e:
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PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
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def del_trade_target(self, id:int):
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try:
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# 检查标的是否存在
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if id not in self.instrument_pool:
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PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
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return
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target: model.TradeTarget = self.instrument_pool[id]
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# 如果存在交易控制器,先停止交易
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if target.stock_code in self.stock_trade_ctrl:
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# 停止交易控制器
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del self.stock_trade_ctrl[target.stock_code]
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# 从数据库中删除
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target.delete_instance()
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# 从内存中删除
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del self.instrument_pool[id]
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# 刷新标的池
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self.refresh_targets()
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PrintLog(LogLevel.INFO, f"已删除交易标的: {target.stock_code} - {target.stock_name}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}")
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def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount):
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self.refresh_targets()
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for id in self.instrument_pool:
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target:TradeTarget = self.instrument_pool[id]
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status = "新建" if target.status == 0 else "已建初始仓"
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PrintLog(LogLevel.INFO, f' [序号-{id}] 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} 基准价格 {sfgrid_config.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore
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tradeTarget:model.TradeTarget = self.instrument_pool[id]
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tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
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result = tradeTarget.save()
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PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
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stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account) # type: ignore
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self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
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event_bus.publish(EventTradeTargetUpdate, tradeTarget)
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PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的')
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def refresh_targets(self):
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# 更新标的池
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results:ModelSelect = model.TradeTarget.select()
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self.instrument_pool: dict[int, model.TradeTarget] = {}
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for temp in results:
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result :model.TradeTarget = temp
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self.instrument_pool[result.get_id()] = result
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def print_position_info(self):
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positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
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if positions:
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PrintLog(LogLevel.INFO, "\n- 持仓信息")
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for temp in positions:
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pos : XtPosition = temp
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if pos.volume <=0:
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continue
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PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
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PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
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PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
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PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
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PrintLog(LogLevel.INFO, "---")
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else:
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PrintLog(LogLevel.INFO, "\n当前无持仓")
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def print_account_info(self):
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temp = self.xt_trader.query_stock_asset(self.account)
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asset: XtAsset = temp # type: ignore
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PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
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PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
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PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
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PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
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def print_stock_orders(self):
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orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
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if orders:
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PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
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for order in orders:
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PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
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PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
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PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
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PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
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PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
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PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
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PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
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PrintLog(LogLevel.INFO, "---")
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else:
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PrintLog(LogLevel.INFO, "\n当前无委托记录")
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# 初始化指定标的交易控制器
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def start_stock_trade(self, id: int):
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tradeTarget: TradeTarget = self.instrument_pool[id]
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# check existing thread
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if tradeTarget.stock_code in self.stock_trade_ctrl:
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tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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tradeTarget = tradeController.enabledTrading(True)
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self.instrument_pool[id] = tradeTarget
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event_bus.publish(ResultEventTradeEnabled, tradeTarget)
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else:
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PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}")
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def pause_stock_trade(self, id: int):
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localTarget: model.TradeTarget = self.instrument_pool[id]
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print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
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if localTarget.stock_code in self.stock_trade_ctrl:
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tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
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tradeTarget = tradeController.enabledTrading(False)
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orders = queryPendingOrder(localTarget.stock_code, tradeController.getName(), self.xt_trader, self.account) # type: ignore
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for order in orders:
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self.xt_trader.cancel_order_stock_async(self.account, order.order_id)
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print(f'取消未成交订单 {len(orders)}')
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self.instrument_pool[id] = tradeTarget
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event_bus.publish(ResultEventTradeDisabled, tradeTarget)
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else:
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print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")
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+4
-110
@@ -2,14 +2,14 @@ import time
|
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import tkinter as tk
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from tkinter import ttk
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from core.logger import LogLevel, PrintLog
|
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from core.sfgrid.ui import TradeTargetUI
|
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import sfgrid_config
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from core.sfgrid.sfgrid_ui import TradeTargetUI
|
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import config
|
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from xtquant import xtdata
|
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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import datetime
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade
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|
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class MainWindow(XtQuantTraderCallback):
|
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class MainWindow:
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def __init__(self):
|
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self.root = tk.Tk()
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self.root.title("三疯交易系统")
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@@ -21,36 +21,9 @@ class MainWindow(XtQuantTraderCallback):
|
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self.strategy_frames = {}
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# 日志面板可见性标志
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self.log_visible = False
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|
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self.initQmt()
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# 创建界面
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self.create_ui()
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|
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def initQmt(self):
|
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xtdata.enable_hello = False
|
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|
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session_id = int(time.time())
|
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|
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self.xt_trader: XtQuantTrader = XtQuantTrader(sfgrid_config.miniQMTPath, session_id)
|
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self.xt_trader.register_callback(self)
|
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self.xt_trader.start()
|
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self.xt_trader.connect()
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PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {sfgrid_config.miniQMTPath}')
|
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if self.xt_trader.connected == False:
|
||||
self.inited: bool = False
|
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return
|
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else:
|
||||
self.inited = True
|
||||
|
||||
self.account= StockAccount(sfgrid_config.account_no, 'STOCK')
|
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PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
|
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subscribe_result = self.xt_trader.subscribe(self.account)
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||
if subscribe_result == 0:
|
||||
self.inited = True
|
||||
else:
|
||||
self.inited = False
|
||||
return
|
||||
|
||||
def create_ui(self):
|
||||
"""创建UI界面"""
|
||||
@@ -181,7 +154,7 @@ class MainWindow(XtQuantTraderCallback):
|
||||
for idx, name in enumerate(strategy_names):
|
||||
if idx == 0:
|
||||
# 第一个Tab使用TradeTargetUI,传入main_window引用
|
||||
frame = TradeTargetUI(self.content_container, self)
|
||||
frame = TradeTargetUI(self.content_container)
|
||||
self.strategy_frames[idx] = frame
|
||||
else:
|
||||
# 其他策略使用占位Frame
|
||||
@@ -246,82 +219,3 @@ class MainWindow(XtQuantTraderCallback):
|
||||
"""运行程序"""
|
||||
self.root.mainloop()
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
|
||||
def onDataUpdate(self, data):
|
||||
# 收集所有市场数据用于市场监控
|
||||
print(f'market data update {len(data)}')
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||
def on_connected(self):
|
||||
"""
|
||||
连接成功推送
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接成功回调')
|
||||
|
||||
def on_disconnected(self):
|
||||
"""
|
||||
连接断开
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接断开回调')
|
||||
|
||||
def on_stock_order(self, order:XtOrder):
|
||||
"""
|
||||
委托回报推送
|
||||
:param order: XtOrder对象
|
||||
:return:
|
||||
"""
|
||||
print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
|
||||
# stockCode = order.stock_code
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and order.strategy_name == ctrl.getName():
|
||||
# print(f'controller info {ctrl.getName()}')
|
||||
# ctrl.onAsyncOrderResponse(order) # type: ignore
|
||||
# else:
|
||||
# print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
|
||||
|
||||
|
||||
def on_stock_trade(self, trade:XtTrade):
|
||||
"""
|
||||
成交变动推送
|
||||
:param trade: XtTrade对象
|
||||
:return:
|
||||
"""
|
||||
print(f"委托回调 投资备注 {trade.stock_code}-{trade.instrument_name} {trade.strategy_name} 不匹配 {trade.order_remark}")
|
||||
# stockCode = trade.stock_code
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and trade.strategy_name == ctrl.getName():
|
||||
# ctrl.onOrderTrade(trade)
|
||||
# else:
|
||||
# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
|
||||
|
||||
def on_order_stock_async_response(self, response:XtOrderResponse):
|
||||
print(f"委托回调 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
|
||||
|
||||
# stockCode = response.order_remark
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and response.strategy_name == ctrl.getName():
|
||||
# ctrl.onAsyncOrderResponse(response)
|
||||
# else:
|
||||
# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
|
||||
|
||||
def on_order_error(self, order_error):
|
||||
"""
|
||||
委托失败推送
|
||||
:param order_error:XtOrderError 对象
|
||||
:return:
|
||||
"""
|
||||
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||
|
||||
|
||||
def on_account_status(self, status):
|
||||
"""
|
||||
:param response: XtAccountStatus 对象
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), status)
|
||||
+203
@@ -0,0 +1,203 @@
|
||||
import datetime
|
||||
import time
|
||||
import config
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
|
||||
from xtquant.xttrader import XtQuantTrader
|
||||
from xtquant.xttype import StockAccount
|
||||
from core.logger import LogLevel, PrintLog
|
||||
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
|
||||
from xtquant.xttype import StockAccount
|
||||
from xtquant import xtconstant, xtdata
|
||||
|
||||
class QmtV(XtQuantTraderCallback):
|
||||
def __init__(self) -> None:
|
||||
self.xttrader: XtQuantTrader
|
||||
self.inited: bool = False
|
||||
|
||||
def getTrader(self) -> XtQuantTrader:
|
||||
return self.xttrader
|
||||
|
||||
def init_qmtv(self):
|
||||
sessionId= int(time.time())
|
||||
self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
|
||||
xtdata.enable_hello = False
|
||||
|
||||
def connect(self):
|
||||
self.xttrader.register_callback(self)
|
||||
self.xttrader.start()
|
||||
self.xttrader.connect()
|
||||
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
|
||||
if self.xttrader.connected == False:
|
||||
self.inited = False
|
||||
return
|
||||
else:
|
||||
self.inited = True
|
||||
|
||||
self.account = StockAccount(config.account_no, 'STOCK') # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.account_no}') # pyright: ignore[reportOptionalMemberAccess]
|
||||
subscribe_result = self.xttrader.subscribe(self.account)
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||
if subscribe_result != 0:
|
||||
self.inited = False
|
||||
return
|
||||
|
||||
|
||||
def getStockPosition(self, stock_code: str):
|
||||
volume = 0
|
||||
print(f'获取股票持仓: {stock_code}, {self.xttrader.connected}, {self.account.account_id if self.account else None}') # pyright: ignore[reportAttributeAccessIssue]
|
||||
positions = self.xttrader.query_stock_positions(self.account)
|
||||
if positions:
|
||||
for temp in positions:
|
||||
pos:XtPosition = temp
|
||||
if pos.stock_code == stock_code:
|
||||
volume = pos.volume
|
||||
break
|
||||
|
||||
return volume
|
||||
|
||||
|
||||
def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:
|
||||
if stock_code == None or tag == None:
|
||||
return []
|
||||
orders = self.xttrader.query_stock_orders(self.account)
|
||||
result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
|
||||
return result
|
||||
|
||||
def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
|
||||
return self.xttrader.order_stock_async(
|
||||
self.account,
|
||||
str(stock_code),
|
||||
orderType,
|
||||
orderVolume,
|
||||
priceType,
|
||||
orderPrice,
|
||||
strategy_name, # strategy_name
|
||||
orderRemark # remark # type: ignore
|
||||
)
|
||||
|
||||
# def print_position_info(self):
|
||||
# positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
|
||||
# if positions:
|
||||
# PrintLog(LogLevel.INFO, "\n- 持仓信息")
|
||||
# for temp in positions:
|
||||
# pos : XtPosition = temp
|
||||
# if pos.volume <=0:
|
||||
# continue
|
||||
# PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||
# PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
|
||||
# PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
|
||||
# PrintLog(LogLevel.INFO, "---")
|
||||
# else:
|
||||
# PrintLog(LogLevel.INFO, "\n当前无持仓")
|
||||
|
||||
# def print_account_info(self):
|
||||
# temp = self.xt_trader.query_stock_asset(self.account)
|
||||
# asset: XtAsset = temp # type: ignore
|
||||
|
||||
# PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
|
||||
# PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
|
||||
# PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
|
||||
# PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
|
||||
|
||||
# def print_stock_orders(self):
|
||||
# orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||
# if orders:
|
||||
# PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
|
||||
# for order in orders:
|
||||
# PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
|
||||
# PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||
# PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
|
||||
# PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
|
||||
# PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
|
||||
# PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
|
||||
# PrintLog(LogLevel.INFO, "---")
|
||||
# else:
|
||||
# PrintLog(LogLevel.INFO, "\n当前无委托记录")
|
||||
|
||||
|
||||
# ========================================#
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
|
||||
def onDataUpdate(self, data):
|
||||
# 收集所有市场数据用于市场监控
|
||||
print(f'market data update {len(data)}')
|
||||
|
||||
|
||||
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||
def on_connected(self):
|
||||
"""
|
||||
连接成功推送
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接成功回调')
|
||||
|
||||
def on_disconnected(self):
|
||||
"""
|
||||
连接断开
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), '连接断开回调')
|
||||
|
||||
def on_stock_order(self, order:XtOrder):
|
||||
"""
|
||||
委托回报推送
|
||||
:param order: XtOrder对象
|
||||
:return:
|
||||
"""
|
||||
print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
|
||||
# stockCode = order.stock_code
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and order.strategy_name == ctrl.getName():
|
||||
# print(f'controller info {ctrl.getName()}')
|
||||
# ctrl.onAsyncOrderResponse(order) # type: ignore
|
||||
# else:
|
||||
# print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
|
||||
|
||||
|
||||
def on_stock_trade(self, trade:XtTrade):
|
||||
"""
|
||||
成交变动推送
|
||||
:param trade: XtTrade对象
|
||||
:return:
|
||||
"""
|
||||
print(f"委托回调 投资备注 {trade.stock_code}-{trade.instrument_name} {trade.strategy_name} 不匹配 {trade.order_remark}")
|
||||
# stockCode = trade.stock_code
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and trade.strategy_name == ctrl.getName():
|
||||
# ctrl.onOrderTrade(trade)
|
||||
# else:
|
||||
# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
|
||||
|
||||
def on_order_stock_async_response(self, response:XtOrderResponse):
|
||||
print(f"委托回调 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
|
||||
|
||||
# stockCode = response.order_remark
|
||||
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||
# if ctrl is not None and response.strategy_name == ctrl.getName():
|
||||
# ctrl.onAsyncOrderResponse(response)
|
||||
# else:
|
||||
# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
|
||||
|
||||
def on_order_error(self, order_error):
|
||||
"""
|
||||
委托失败推送
|
||||
:param order_error:XtOrderError 对象
|
||||
:return:
|
||||
"""
|
||||
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||
|
||||
|
||||
def on_account_status(self, status):
|
||||
"""
|
||||
:param response: XtAccountStatus 对象
|
||||
:return:
|
||||
"""
|
||||
print(datetime.datetime.now(), status)
|
||||
|
||||
|
||||
qmtv = QmtV()
|
||||
@@ -4,7 +4,7 @@ from core.database import BaseModel, db
|
||||
|
||||
|
||||
# 定义Target类,对应targets表
|
||||
class TradeTarget(BaseModel):
|
||||
class SFGridTradeTarget(BaseModel):
|
||||
stock_code = CharField(unique=True)
|
||||
stock_name = CharField()
|
||||
market_price = FloatField()
|
||||
@@ -23,4 +23,4 @@ class TradeTarget(BaseModel):
|
||||
return f'{self.stock_name}[{self.stock_code}]'
|
||||
|
||||
|
||||
db.create_tables([TradeTarget])
|
||||
db.create_tables([SFGridTradeTarget])
|
||||
@@ -1,4 +1,4 @@
|
||||
from core.sfgrid.model import TradeTarget
|
||||
from core.sfgrid.model import SFGridTradeTarget as TradeTarget
|
||||
|
||||
|
||||
class GridFixData:
|
||||
|
||||
@@ -1,12 +1,13 @@
|
||||
# coding:utf-8
|
||||
from core.sfgrid.model import TradeTarget
|
||||
from core.sfgrid.model import SFGridTradeTarget as TradeTarget
|
||||
from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
|
||||
from xtquant import xttrader
|
||||
from xtquant.xttrader import XtQuantTrader
|
||||
import time
|
||||
from peewee import ModelSelect
|
||||
|
||||
import core.sfgrid.model as model
|
||||
import sfgrid_config
|
||||
import config
|
||||
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
||||
from core.util import getInstrumentName, getStockPosition, queryPendingOrder
|
||||
from xtquant.xttrader import XtQuantTrader
|
||||
@@ -14,45 +15,21 @@ from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, XtTrade
|
||||
from xtquant import xtdata
|
||||
from xtquant.xttrader import XtQuantTraderCallback
|
||||
import datetime
|
||||
import core.sfgrid.ui as ui
|
||||
import core.sfgrid.sfgrid_ui as sfgrid_ui
|
||||
from core.logger import PrintLog, LogLevel
|
||||
from core.qmt import qmtv
|
||||
from core.sfgrid.objects import GridFixData
|
||||
|
||||
# 量化核心控制对象
|
||||
class SFGridController(XtQuantTraderCallback):
|
||||
def __init__(self, account_no: str, miniQmtPath: str):
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
|
||||
self.registerEventHandler()
|
||||
self.appUi = ui.TradeTargetUI()
|
||||
|
||||
xtdata.enable_hello = False
|
||||
|
||||
session_id = int(time.time())
|
||||
|
||||
self.xt_trader: XtQuantTrader = XtQuantTrader(miniQmtPath, session_id)
|
||||
self.xt_trader.register_callback(self)
|
||||
self.xt_trader.start()
|
||||
self.xt_trader.connect()
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {miniQmtPath}')
|
||||
if self.xt_trader.connected == False:
|
||||
self.inited: bool = False
|
||||
return
|
||||
else:
|
||||
self.inited = True
|
||||
|
||||
self.account= StockAccount(account_no, 'STOCK')
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
|
||||
subscribe_result = self.xt_trader.subscribe(self.account)
|
||||
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||
if subscribe_result == 0:
|
||||
self.inited = True
|
||||
else:
|
||||
self.inited = False
|
||||
return
|
||||
self.listening_stock = []
|
||||
self.stock_trade_ctrl = {}
|
||||
self.init_instrument_pool(self.xt_trader, self.account) # type: ignore
|
||||
self.init_instrument_pool(qmtv.xttrader, qmtv.account) # type: ignore
|
||||
|
||||
self.seq = None
|
||||
PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成')
|
||||
@@ -118,9 +95,6 @@ class SFGridController(XtQuantTraderCallback):
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
|
||||
|
||||
def hold(self):
|
||||
self.appUi.run()
|
||||
|
||||
def startMarketData(self):
|
||||
PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
|
||||
|
||||
@@ -149,12 +123,12 @@ class SFGridController(XtQuantTraderCallback):
|
||||
return
|
||||
|
||||
# 检查是否已存在该标的
|
||||
existing_target = model.TradeTarget.get_or_none(model.TradeTarget.stock_code == stock_code)
|
||||
existing_target = TradeTarget.get_or_none(TradeTarget.stock_code == stock_code)
|
||||
if existing_target:
|
||||
PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
|
||||
return
|
||||
|
||||
new_target = model.TradeTarget.create(
|
||||
new_target = TradeTarget.create(
|
||||
stock_name=stock_name,
|
||||
stock_code=stock_code,
|
||||
market_price=0.0,
|
||||
@@ -171,7 +145,7 @@ class SFGridController(XtQuantTraderCallback):
|
||||
PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
|
||||
# 刷新标的持仓
|
||||
pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
|
||||
model.TradeTarget.update(current_position=pos).where(model.TradeTarget.stock_code == stock_code).execute()
|
||||
TradeTarget.update(current_position=pos).where(TradeTarget.stock_code == stock_code).execute()
|
||||
# 更新标的池
|
||||
self.refresh_targets()
|
||||
# 添加交易控制器
|
||||
@@ -189,7 +163,7 @@ class SFGridController(XtQuantTraderCallback):
|
||||
PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
|
||||
return
|
||||
|
||||
target: model.TradeTarget = self.instrument_pool[id]
|
||||
target: TradeTarget = self.instrument_pool[id]
|
||||
|
||||
# 如果存在交易控制器,先停止交易
|
||||
if target.stock_code in self.stock_trade_ctrl:
|
||||
@@ -215,9 +189,9 @@ class SFGridController(XtQuantTraderCallback):
|
||||
for id in self.instrument_pool:
|
||||
target:TradeTarget = self.instrument_pool[id]
|
||||
status = "新建" if target.status == 0 else "已建初始仓"
|
||||
PrintLog(LogLevel.INFO, f' [序号-{id}] 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} 基准价格 {sfgrid_config.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore
|
||||
PrintLog(LogLevel.INFO, f' [序号-{id}] 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} 基准价格 {config.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore
|
||||
|
||||
tradeTarget:model.TradeTarget = self.instrument_pool[id]
|
||||
tradeTarget:TradeTarget = self.instrument_pool[id]
|
||||
tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
|
||||
result = tradeTarget.save()
|
||||
PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
|
||||
@@ -230,53 +204,12 @@ class SFGridController(XtQuantTraderCallback):
|
||||
|
||||
def refresh_targets(self):
|
||||
# 更新标的池
|
||||
results:ModelSelect = model.TradeTarget.select()
|
||||
self.instrument_pool: dict[int, model.TradeTarget] = {}
|
||||
results:ModelSelect = TradeTarget.select()
|
||||
self.instrument_pool: dict[int, TradeTarget] = {}
|
||||
for temp in results:
|
||||
result :model.TradeTarget = temp
|
||||
result :TradeTarget = temp
|
||||
self.instrument_pool[result.get_id()] = result
|
||||
|
||||
def print_position_info(self):
|
||||
positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
|
||||
if positions:
|
||||
PrintLog(LogLevel.INFO, "\n- 持仓信息")
|
||||
for temp in positions:
|
||||
pos : XtPosition = temp
|
||||
if pos.volume <=0:
|
||||
continue
|
||||
PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||
PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
|
||||
PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
|
||||
PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
|
||||
PrintLog(LogLevel.INFO, "---")
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, "\n当前无持仓")
|
||||
|
||||
def print_account_info(self):
|
||||
temp = self.xt_trader.query_stock_asset(self.account)
|
||||
asset: XtAsset = temp # type: ignore
|
||||
|
||||
PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
|
||||
PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
|
||||
PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
|
||||
PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
|
||||
|
||||
def print_stock_orders(self):
|
||||
orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||
if orders:
|
||||
PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
|
||||
for order in orders:
|
||||
PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
|
||||
PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||
PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
|
||||
PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
|
||||
PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
|
||||
PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
|
||||
PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
|
||||
PrintLog(LogLevel.INFO, "---")
|
||||
else:
|
||||
PrintLog(LogLevel.INFO, "\n当前无委托记录")
|
||||
|
||||
|
||||
# 初始化指定标的交易控制器
|
||||
def start_stock_trade(self, id: int):
|
||||
@@ -293,14 +226,14 @@ class SFGridController(XtQuantTraderCallback):
|
||||
|
||||
|
||||
def pause_stock_trade(self, id: int):
|
||||
localTarget: model.TradeTarget = self.instrument_pool[id]
|
||||
localTarget: TradeTarget = self.instrument_pool[id]
|
||||
print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
|
||||
if localTarget.stock_code in self.stock_trade_ctrl:
|
||||
tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
|
||||
tradeTarget = tradeController.enabledTrading(False)
|
||||
orders = queryPendingOrder(localTarget.stock_code, tradeController.getName(), self.xt_trader, self.account) # type: ignore
|
||||
for order in orders:
|
||||
self.xt_trader.cancel_order_stock_async(self.account, order.order_id)
|
||||
qmtv.xttrader.cancel_order_stock_async(qmtv.account, order.order_id)
|
||||
print(f'取消未成交订单 {len(orders)}')
|
||||
self.instrument_pool[id] = tradeTarget
|
||||
event_bus.publish(ResultEventTradeDisabled, tradeTarget)
|
||||
@@ -1,3 +1,4 @@
|
||||
from core.qmt import qmtv
|
||||
import core.sfgrid.model as model
|
||||
from core import constants
|
||||
from core.eventbus import EventTradeTargetUpdate, event_bus
|
||||
@@ -6,16 +7,14 @@ from core.util import queryPendingOrder, is_trading_time
|
||||
|
||||
from xtquant import xttrader, xtconstant
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtTrade
|
||||
import sfgrid_config
|
||||
import config
|
||||
import threading
|
||||
|
||||
|
||||
class SFGridStrategy:
|
||||
|
||||
def __init__(self, tradeTarget: model.TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
||||
self.tradeTarget:model.TradeTarget = tradeTarget
|
||||
self.xt_trader: xttrader.XtQuantTrader = xt_trader
|
||||
self.account:StockAccount = account
|
||||
def __init__(self, tradeTarget: model.SFGridTradeTarget):
|
||||
self.tradeTarget:model.SFGridTradeTarget = tradeTarget
|
||||
self.enabledTrading(bool(tradeTarget.enabled)) # 修复类型兼容性问题
|
||||
|
||||
event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
|
||||
@@ -27,7 +26,7 @@ class SFGridStrategy:
|
||||
self.refreshPlanPrice()
|
||||
self.saveProxy()
|
||||
|
||||
def enabledTrading(self, enabled: bool) -> model.TradeTarget:
|
||||
def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
|
||||
self.tradeTarget.enabled = enabled # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
@@ -40,7 +39,7 @@ class SFGridStrategy:
|
||||
else: # 已建仓
|
||||
# 交易阶段,检查仓位,检查现有订单
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 无需建初始仓 当前仓位: {self.tradeTarget.current_position} 状态: {self.tradeTarget.status}")
|
||||
minRequirePosition:int = sfgrid_config.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
|
||||
minRequirePosition:int = config.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
|
||||
if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore
|
||||
print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓:{self.tradeTarget.current_position}')
|
||||
else:
|
||||
@@ -79,16 +78,16 @@ class SFGridStrategy:
|
||||
index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
|
||||
orderRemark= ""
|
||||
|
||||
gridBasePrice = -1 if index>=len(sfgrid_config.grid_price) or index < 0 else sfgrid_config.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
gridBasePrice = -1 if index>=len(config.grid_price) or index < 0 else config.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= sfgrid_config.grid_price[1]: # 已启用,未建仓,建仓
|
||||
orderPrice = sfgrid_config.grid_price[index]
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= config.grid_price[1]: # 已启用,未建仓,建仓
|
||||
orderPrice = config.grid_price[index]
|
||||
orderType = xtconstant.STOCK_BUY
|
||||
orderRemark = OrderTypeInit
|
||||
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 已启用,已建仓,网格单
|
||||
lowPrice = -1 if index+1>=len(sfgrid_config.grid_price) else sfgrid_config.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||
highPrice = sfgrid_config.grid_price[index - 1]
|
||||
lowPrice = -1 if index+1>=len(config.grid_price) else config.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||
highPrice = config.grid_price[index - 1]
|
||||
|
||||
if lastPrice <= lowPrice: # 下下方多单
|
||||
orderPrice = lowPrice
|
||||
@@ -101,21 +100,20 @@ class SFGridStrategy:
|
||||
orderRemark = OrderTypeSell
|
||||
|
||||
if orderType != -1:
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
orders = qmtv.queryPendingOrder(str(self.tradeTarget.stock_code), self.getName())
|
||||
if len([order for order in orders if order.order_type == orderType and order.price == orderPrice]) > 0:
|
||||
# 已存在未交易的多单
|
||||
print(f' |- [{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]已存在未交易的{"多单" if orderType == xtconstant.STOCK_BUY else "空单"},不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}')
|
||||
self.tradeTarget.current_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
self.tradeTarget.current_order_no = qmtv.orderAsync(
|
||||
str(self.tradeTarget.stock_code),
|
||||
config.grid_volume,
|
||||
orderType,
|
||||
sfgrid_config.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
orderPrice,
|
||||
xtconstant.FIX_PRICE,
|
||||
orderRemark, # remark # type: ignore
|
||||
self.getName(), # strategy_name
|
||||
orderRemark # remark # type: ignore
|
||||
)
|
||||
orderTypeName = ""
|
||||
if orderRemark == OrderTypeBuy:
|
||||
@@ -124,7 +122,7 @@ class SFGridStrategy:
|
||||
orderTypeName = "空单"
|
||||
elif orderRemark == OrderTypeInit:
|
||||
orderTypeName = "建仓单"
|
||||
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {sfgrid_config.grid_volume}')
|
||||
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {config.grid_volume}')
|
||||
finally:
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
||||
self.saveProxy()
|
||||
@@ -162,8 +160,8 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # 当前持仓数,账户原有持仓不在策略范围内 # type: ignore
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = 1 # type: ignore
|
||||
self.tradeTarget.plan_buy_price = float(sfgrid_config.grid_price[2]) # type: ignore
|
||||
self.tradeTarget.plan_sell_price = float(sfgrid_config.grid_price[0]) # type: ignore
|
||||
self.tradeTarget.plan_buy_price = float(config.grid_price[2]) # type: ignore
|
||||
self.tradeTarget.plan_sell_price = float(config.grid_price[0]) # type: ignore
|
||||
self.tradeTarget.status = 1 # type: ignore
|
||||
self.saveProxy()
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.tradeTarget.current_order_no}已成交 ")
|
||||
@@ -175,7 +173,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore
|
||||
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_order_no} Price: {sfgrid_config.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_config.grid_volume} 手续费: {trade.commission}\n") # type: ignore
|
||||
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_order_no} Price: {config.grid_price[int(self.tradeTarget.grid_index)]} Volume: {config.grid_volume} 手续费: {trade.commission}\n") # type: ignore
|
||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
||||
@@ -184,7 +182,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore
|
||||
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_order_no} Price: {trade.traded_price} Volume: {sfgrid_config.grid_volume} 手续费: {trade.commission}")
|
||||
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_order_no} Price: {trade.traded_price} Volume: {config.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: {self.tradeTarget.current_position}')
|
||||
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
||||
@@ -202,11 +200,11 @@ class SFGridStrategy:
|
||||
buyIdx: int = self.tradeTarget.grid_index + 1 # pyright: ignore[reportAssignmentType]
|
||||
sellIdx: int = self.tradeTarget.grid_index - 1
|
||||
if self.tradeTarget.grid_index > 0: # 可以下空单
|
||||
self.tradeTarget.plan_sell_price = float(sfgrid_config.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
self.tradeTarget.plan_sell_price = float(config.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
self.tradeTarget.plan_sell_price = -1.0 # type: ignore
|
||||
if self.tradeTarget.grid_index < len(sfgrid_config.grid_price) - 1:
|
||||
self.tradeTarget.plan_buy_price = float(sfgrid_config.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
if self.tradeTarget.grid_index < len(config.grid_price) - 1:
|
||||
self.tradeTarget.plan_buy_price = float(config.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
self.tradeTarget.plan_buy_price = -1.0 # pyright: ignore[reportAttributeAccessIssue]
|
||||
else:
|
||||
|
||||
@@ -1,52 +1,71 @@
|
||||
from typing import Any
|
||||
|
||||
|
||||
import tkinter as tk
|
||||
from tkinter import ttk, messagebox, filedialog
|
||||
from datetime import datetime
|
||||
import threading
|
||||
import time
|
||||
import core.eventbus as eBus
|
||||
from core.logger import LogData, LogLevel
|
||||
from core.sfgrid.model import TradeTarget, db
|
||||
from core.logger import LogLevel, PrintLog
|
||||
from core.sfgrid.model import SFGridTradeTarget
|
||||
import configparser
|
||||
import sfgrid_config
|
||||
import config
|
||||
from core.sfgrid.objects import GridFixData
|
||||
from core.util import getInstrumentName
|
||||
from core.qmt import qmtv
|
||||
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
||||
|
||||
|
||||
class TradeTargetUI(ttk.Frame):
|
||||
def __init__(self, parent, main_window):
|
||||
def __init__(self, parent):
|
||||
super().__init__(parent)
|
||||
|
||||
# 保存主窗口的引用,用于访问全局日志
|
||||
self.main_window = main_window
|
||||
|
||||
self.tradeTargetData:dict[int, TradeTarget] = {}
|
||||
self.market_data_enabled = False # 添加市场数据监听状态变量
|
||||
self.ui_refresh_enabled = False # 添加UI刷新线程状态变量
|
||||
self.tradeTargetData:dict[int, SFGridTradeTarget] = {} # id->trade_target
|
||||
self.strategy_ctrl:dict[str, SFGridStrategy] = {} # stock_code->trade_target
|
||||
self.init_trade_target_pool()
|
||||
self.registerEventHandler()
|
||||
|
||||
# 创建刷新线程标志
|
||||
self.refresh_thread_running = False # 默认不启动刷新线程
|
||||
self.refresh_thread_running = True # 默认不启动刷新线程
|
||||
|
||||
# 市场监控数据
|
||||
self.marketData: dict[str, Any] = {} # 存储市场数据 {stock_code: {stock_name, last_price, time}}
|
||||
|
||||
# 创建界面
|
||||
self.create_ui()
|
||||
|
||||
# 不再自动启动刷新线程,由市场数据开关控制
|
||||
|
||||
def refresh_targets(self):
|
||||
# 更新标的池
|
||||
results = SFGridTradeTarget.select()
|
||||
for temp in results:
|
||||
result :SFGridTradeTarget = temp
|
||||
self.tradeTargetData[result.get_id()] = result
|
||||
|
||||
|
||||
def init_trade_target_pool(self):
|
||||
self.refresh_targets()
|
||||
|
||||
for id, tradeTarget in self.tradeTargetData.items():
|
||||
status = "新建" if tradeTarget.status == 0 else "已建初始仓"
|
||||
PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {tradeTarget.stock_code}-{tradeTarget.stock_name} 当前持仓: {qmtv.getStockPosition(tradeTarget.stock_code)} 网格索引: {tradeTarget.grid_index} 基准价格 {config.grid_price[tradeTarget.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if tradeTarget.enabled else '交易已停止'}') # type: ignore
|
||||
|
||||
tradeTarget.current_position = qmtv.getStockPosition(tradeTarget.stock_code) # type: ignore
|
||||
result = tradeTarget.save()
|
||||
PrintLog(LogLevel.INFO, f' |- 同步[{tradeTarget.stock_code}-{tradeTarget.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
|
||||
stockTradeController = SFGridStrategy(tradeTarget) # type: ignore
|
||||
self.strategy_ctrl[tradeTarget.stock_code] = stockTradeController # pyright: ignore[reportArgumentType]
|
||||
# eBus.event_bus.publish(eBus.EventTradeTargetUpdate, tradeTarget)
|
||||
|
||||
PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的')
|
||||
|
||||
|
||||
def registerEventHandler(self):
|
||||
eBus.event_bus.subscribe(eBus.EventTradeTargetUpdate, self.onTradeTargetUpdated)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeEnabled, self.onTradeEnabled)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeDisabled, self.onTradeDisabled)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataEnabled, self.onMarketDataToggled)
|
||||
eBus.event_bus.subscribe(eBus.MarketDataDisabled, self.onMarketDataToggled)
|
||||
# eBus.event_bus.subscribe(eBus.EventTradeTargetUpdate, self.onTradeTargetUpdated)
|
||||
# eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
|
||||
# eBus.event_bus.subscribe(eBus.ResultEventTradeEnabled, self.onTradeEnabled)
|
||||
# eBus.event_bus.subscribe(eBus.ResultEventTradeDisabled, self.onTradeDisabled)
|
||||
# eBus.event_bus.subscribe(eBus.MarketDataEnabled, self.onMarketDataToggled)
|
||||
# eBus.event_bus.subscribe(eBus.MarketDataDisabled, self.onMarketDataToggled)
|
||||
eBus.event_bus.subscribe(eBus.ResultEventTradeTargetDeleted, self.onTradeTargetDeleted)
|
||||
eBus.event_bus.subscribe(eBus.EventPrintLog, self.onLog)
|
||||
|
||||
def start_refresh_thread(self):
|
||||
"""启动刷新线程"""
|
||||
@@ -71,30 +90,30 @@ class TradeTargetUI(ttk.Frame):
|
||||
if id in self.tradeTargetData:
|
||||
del self.tradeTargetData[id]
|
||||
# 添加日志
|
||||
self.add_log(LogLevel.INFO, f"交易标的已删除,ID: {id}")
|
||||
PrintLog(LogLevel.INFO, f"交易标的已删除,ID: {id}")
|
||||
|
||||
def onMarketDataToggled(self, data:bool):
|
||||
self.market_data_enabled = self.market_data_switch_var.get()
|
||||
self.add_log(LogLevel.INFO, "市场数据监听已" + ("启用" if data else "禁用"))
|
||||
PrintLog(LogLevel.INFO, "市场数据监听已" + ("启用" if data else "禁用"))
|
||||
# 同步UI刷新线程状态
|
||||
if data:
|
||||
self.start_ui_refresh()
|
||||
else:
|
||||
self.stop_ui_refresh()
|
||||
|
||||
def onTradeEnabled(self, target:TradeTarget):
|
||||
self.add_log(LogLevel.INFO, f"交易启用: {target.stock_code} - {target.stock_name}")
|
||||
def onTradeEnabled(self, target:SFGridTradeTarget):
|
||||
PrintLog(LogLevel.INFO, f"交易启用: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
def onTradeDisabled(self, target:TradeTarget):
|
||||
self.add_log(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}")
|
||||
def onTradeDisabled(self, target:SFGridTradeTarget):
|
||||
PrintLog(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
|
||||
def onTradeTargetUpdated(self, target: TradeTarget):
|
||||
def onTradeTargetUpdated(self, target: SFGridTradeTarget):
|
||||
# 更新或添加数据到本地缓存
|
||||
self.tradeTargetData[target.get_id()] = target
|
||||
|
||||
|
||||
def onMarketDataUpdated(self, target: TradeTarget):
|
||||
def onMarketDataUpdated(self, target: SFGridTradeTarget):
|
||||
# 更新市场监控数据
|
||||
current_time = datetime.now().strftime("%H:%M:%S")
|
||||
self.marketData[str(target.stock_code)] = {
|
||||
@@ -160,14 +179,14 @@ class TradeTargetUI(ttk.Frame):
|
||||
if not self.refresh_thread_running:
|
||||
self.refresh_thread_running = True
|
||||
self.start_refresh_thread()
|
||||
self.add_log(LogLevel.INFO, "UI刷新线程已启动")
|
||||
PrintLog(LogLevel.INFO, "UI刷新线程已启动")
|
||||
|
||||
def stop_ui_refresh(self):
|
||||
"""停止UI刷新线程"""
|
||||
if self.refresh_thread_running:
|
||||
self.stop_refresh_thread()
|
||||
self.refresh_thread_running = False
|
||||
self.add_log(LogLevel.INFO, "UI刷新线程已停止")
|
||||
PrintLog(LogLevel.INFO, "UI刷新线程已停止")
|
||||
|
||||
|
||||
|
||||
@@ -315,9 +334,9 @@ class TradeTargetUI(ttk.Frame):
|
||||
if result:
|
||||
# 发布事件通知主控制器添加标的
|
||||
eBus.event_bus.publish(eBus.ActionEventAddTradeTarget, stock_code)
|
||||
self.add_log(LogLevel.INFO, f"已发送添加请求: {stock_code} - {stock_name}")
|
||||
PrintLog(LogLevel.INFO, f"已发送添加请求: {stock_code} - {stock_name}")
|
||||
|
||||
def get_status_indicator(self, target: TradeTarget) -> str:
|
||||
def get_status_indicator(self, target: SFGridTradeTarget) -> str:
|
||||
"""获取状态指示器(带颜色色块的文本)"""
|
||||
if target.status == 1:
|
||||
# 绿色圆点表示交易中
|
||||
@@ -337,8 +356,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
|
||||
def populate_trade_table(self):
|
||||
"""填充交易标的表格数据"""
|
||||
for temp in self.tradeTargetData:
|
||||
target: TradeTarget = self.tradeTargetData[temp]
|
||||
for temp, target in self.tradeTargetData.items():
|
||||
values = [
|
||||
target.id, # type: ignore
|
||||
target.stock_code,
|
||||
@@ -374,7 +392,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
if selected:
|
||||
item = selected[0]
|
||||
values = self.trade_table.item(item)['values']
|
||||
self.add_log(LogLevel.DEBUG, f"双击查看详情: {values[0]} - {values[1]}")
|
||||
PrintLog(LogLevel.DEBUG, f"双击查看详情: {values[0]} - {values[1]}")
|
||||
|
||||
def get_selected_target(self):
|
||||
"""获取选中的交易标的"""
|
||||
@@ -418,7 +436,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
# self.add_log("INFO", f"已启动交易: {target.stock_code} - {target.stock_name}")
|
||||
# messagebox.showinfo("启动成功", f"已启动 {target.stock_code} ({target.stock_name}) 的交易")
|
||||
|
||||
def on_trade_enabled(self, target: TradeTarget):
|
||||
def on_trade_enabled(self, target: SFGridTradeTarget):
|
||||
eBus.event_bus.publish(eBus.ActionEventEnableTrade, target)
|
||||
|
||||
def pause_selected_trade(self):
|
||||
@@ -462,7 +480,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
if result:
|
||||
# 通过事件总线发出删除动作
|
||||
eBus.event_bus.publish(eBus.ActionEventDeleteTradeTarget, target.get_id())
|
||||
self.add_log(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}")
|
||||
PrintLog(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}")
|
||||
|
||||
def add_trade_target(self):
|
||||
"""添加新的交易标的"""
|
||||
@@ -519,7 +537,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 绑定回车键确认
|
||||
stock_code_entry.bind('<Return>', lambda event: confirm_add())
|
||||
|
||||
self.add_log(LogLevel.INFO, "点击添加交易标的按钮")
|
||||
PrintLog(LogLevel.INFO, "点击添加交易标的按钮")
|
||||
|
||||
|
||||
|
||||
@@ -550,14 +568,6 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 刷新市场监控表格
|
||||
self.populate_market_table()
|
||||
|
||||
def onLog(self, data:LogData):
|
||||
# 使用全局日志
|
||||
self.main_window.add_log(data.level, data.message)
|
||||
|
||||
def add_log(self, level:LogLevel, message):
|
||||
"""添加日志记录 - 转发到全局日志"""
|
||||
self.main_window.add_log(level, message)
|
||||
|
||||
def system_settings(self):
|
||||
"""系统设置"""
|
||||
# 获取顶层窗口
|
||||
@@ -612,7 +622,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
|
||||
# 读取当前配置
|
||||
config = configparser.ConfigParser()
|
||||
config_path = sfgrid_config.get_config_path()
|
||||
config_path = config.get('config', 'config_path')
|
||||
config.read(config_path, encoding='utf-8')
|
||||
|
||||
# 创建输入框字典用于保存引用
|
||||
@@ -823,40 +833,42 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 定义保存和取消按钮的功能(button_frame已在上方创建)
|
||||
def save_settings():
|
||||
"""保存配置"""
|
||||
try:
|
||||
# 计算网格价格序列
|
||||
grid_prices = calculate_grid_prices()
|
||||
if not grid_prices:
|
||||
messagebox.showerror("错误", "网格价格参数有误,请检查输入!")
|
||||
return
|
||||
# try:
|
||||
# # 计算网格价格序列
|
||||
# grid_prices = calculate_grid_prices()
|
||||
# if not grid_prices:
|
||||
# messagebox.showerror("错误", "网格价格参数有误,请检查输入!")
|
||||
# return
|
||||
|
||||
grid_price_str = ",".join([str(p) for p in grid_prices])
|
||||
# grid_price_str = ",".join([str(p) for p in grid_prices])
|
||||
|
||||
# 更新配置对象
|
||||
config.set('config', 'miniQMTPath', entries['miniQMTPath'].get())
|
||||
config.set('config', 'grid_price', grid_price_str)
|
||||
config.set('config', 'grid_volume', entries['grid_volume'].get())
|
||||
config.set('config', 'account_no', entries['account_no'].get())
|
||||
# # 更新配置对象
|
||||
# config.set('config', 'miniQMTPath', entries['miniQMTPath'].get())
|
||||
# config.set('config', 'grid_price', grid_price_str)
|
||||
# config.set('config', 'grid_volume', entries['grid_volume'].get())
|
||||
# config.set('config', 'account_no', entries['account_no'].get())
|
||||
|
||||
# 写入配置文件
|
||||
config_path = sfgrid_config.get_config_path()
|
||||
with open(config_path, 'w', encoding='utf-8') as configfile:
|
||||
config.write(configfile)
|
||||
# # 写入配置文件
|
||||
# config_path = config.get_config_path()
|
||||
# with open(config_path, 'w', encoding='utf-8') as configfile:
|
||||
# config.write(configfile)
|
||||
|
||||
# 重新加载配置到内存中
|
||||
sfgrid_config.initConfig()
|
||||
# # 重新加载配置到内存中
|
||||
# config.initConfig()
|
||||
|
||||
messagebox.showinfo("成功", f"配置已保存!\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
||||
self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
||||
settings_window.destroy()
|
||||
# messagebox.showinfo("成功", f"配置已保存!\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
||||
# self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
||||
# settings_window.destroy()
|
||||
|
||||
except Exception as e:
|
||||
messagebox.showerror("错误", f"保存配置失败:{str(e)}")
|
||||
self.add_log(LogLevel.ERROR, f"保存配置失败: {str(e)}")
|
||||
# except Exception as e:
|
||||
# messagebox.showerror("错误", f"保存配置失败:{str(e)}")
|
||||
# self.add_log(LogLevel.ERROR, f"保存配置失败: {str(e)}")
|
||||
pass
|
||||
|
||||
def cancel_settings():
|
||||
"""取消设置"""
|
||||
settings_window.destroy()
|
||||
# settings_window.destroy()
|
||||
pass
|
||||
|
||||
# 在button_frame中添加按钮
|
||||
ttk.Button(button_frame, text="💾 保存配置", command=save_settings, width=15).pack(side=tk.LEFT, padx=5)
|
||||
@@ -871,7 +883,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 创建网格修正窗口
|
||||
self.create_grid_correction_window(target)
|
||||
|
||||
def create_grid_correction_window(self, target: TradeTarget):
|
||||
def create_grid_correction_window(self, target: SFGridTradeTarget):
|
||||
"""创建网格修正窗口"""
|
||||
# 获取顶层窗口
|
||||
root = self.winfo_toplevel()
|
||||
@@ -929,7 +941,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
required_position_frame.pack(fill=tk.X, pady=5)
|
||||
|
||||
grid_index_value = getattr(target, 'grid_index')
|
||||
required_position = grid_index_value * sfgrid_config.grid_volume
|
||||
required_position = grid_index_value * config.grid_volume
|
||||
ttk.Label(required_position_frame, text="需求持仓量:", width=12).pack(side=tk.LEFT)
|
||||
required_position_label = ttk.Label(required_position_frame, text=str(required_position), width=10, anchor=tk.CENTER)
|
||||
required_position_label.pack(side=tk.LEFT, padx=5)
|
||||
@@ -954,7 +966,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
|
||||
# 增加按钮
|
||||
ttk.Button(grid_index_frame, text="+", width=3,
|
||||
command=lambda: self.increase_grid_index(grid_index_var, len(sfgrid_config.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
||||
command=lambda: self.increase_grid_index(grid_index_var, len(config.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
||||
|
||||
# 当前价格(实时更新)
|
||||
price_frame = ttk.Frame(options_frame)
|
||||
@@ -978,7 +990,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
command=correction_window.destroy).pack(side=tk.RIGHT, padx=5)
|
||||
|
||||
# 监听市场数据更新
|
||||
def on_market_data_update(updated_target: TradeTarget):
|
||||
def on_market_data_update(updated_target: SFGridTradeTarget):
|
||||
if updated_target.get_id() == target.get_id():
|
||||
current_price_var.set(f"{updated_target.market_price:.3f}" if updated_target.market_price else "-")
|
||||
|
||||
@@ -1005,13 +1017,13 @@ class TradeTargetUI(ttk.Frame):
|
||||
shortage = required_position - current_position
|
||||
status_label.config(text=f"还需补充 {shortage} 手仓位", foreground="red")
|
||||
|
||||
def save_grid_correction(self, window, target: TradeTarget, new_grid_index: int):
|
||||
def save_grid_correction(self, window, target: SFGridTradeTarget, new_grid_index: int):
|
||||
"""保存网格修正"""
|
||||
# 更新网格序号
|
||||
setattr(target, 'grid_index', new_grid_index)
|
||||
|
||||
# 重新计算需求持仓量
|
||||
required_position = new_grid_index * sfgrid_config.grid_volume
|
||||
required_position = new_grid_index * config.grid_volume
|
||||
|
||||
# 检查持仓量是否满足要求
|
||||
current_position = getattr(target, 'current_position')
|
||||
@@ -1033,11 +1045,11 @@ class TradeTargetUI(ttk.Frame):
|
||||
window.destroy()
|
||||
|
||||
# 添加日志
|
||||
self.add_log(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
||||
PrintLog(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
||||
|
||||
|
||||
|
||||
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""减少网格序号"""
|
||||
current_value = grid_index_var.get()
|
||||
if current_value > 0:
|
||||
@@ -1045,7 +1057,7 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 同步更新需求持仓量和持仓状态
|
||||
self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
|
||||
|
||||
def increase_grid_index(self, grid_index_var: tk.IntVar, max_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
def increase_grid_index(self, grid_index_var: tk.IntVar, max_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""增加网格序号"""
|
||||
current_value = grid_index_var.get()
|
||||
if current_value < max_index:
|
||||
@@ -1053,10 +1065,10 @@ class TradeTargetUI(ttk.Frame):
|
||||
# 同步更新需求持仓量和持仓状态
|
||||
self.update_required_position_and_status(grid_index_var.get(), target, required_position_label, position_status_label)
|
||||
|
||||
def update_required_position_and_status(self, grid_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
def update_required_position_and_status(self, grid_index: int, target: SFGridTradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||
"""更新需求持仓量和持仓状态"""
|
||||
# 计算需求持仓量
|
||||
required_position = grid_index * sfgrid_config.grid_volume
|
||||
required_position = grid_index * config.grid_volume
|
||||
required_position_label.config(text=str(required_position))
|
||||
|
||||
# 更新持仓量状态
|
||||
+2
-2
@@ -1,4 +1,4 @@
|
||||
import sfgrid_config
|
||||
import config
|
||||
import xtquant.xtconstant as xtconstant
|
||||
from xtquant import xtdata, xttrader
|
||||
from xtquant.xttype import StockAccount, XtOrder, XtPosition
|
||||
@@ -58,7 +58,7 @@ def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account
|
||||
return volume
|
||||
|
||||
def minPosition(gridIndex:int):
|
||||
return sfgrid_config.grid_volume * gridIndex
|
||||
return config.grid_volume * gridIndex
|
||||
|
||||
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
|
||||
if stock_code == None or tag == None:
|
||||
|
||||
+4
-13
@@ -1,21 +1,12 @@
|
||||
# coding:utf-8
|
||||
from core.database import db
|
||||
from core.main_ui import MainWindow
|
||||
from core.sfgrid.main_controller import SFGridController
|
||||
from core.logger import LogLevel, PrintLog
|
||||
import sfgrid_config as sdConstants
|
||||
|
||||
# def startTrade(index: int):
|
||||
# ctrl.start_stock_trade(index)
|
||||
|
||||
# def pauseTrade(index: int):
|
||||
# ctrl.pause_stock_trade(index)
|
||||
import config as sdConstants
|
||||
from core.qmt import qmtv
|
||||
|
||||
if __name__ == '__main__':
|
||||
sdConstants.initConfig()
|
||||
# ctrl: SFGridController = SFGridController(sdConstants.account_no, sdConstants.miniQMTPath)
|
||||
|
||||
# ctrl.hold()
|
||||
|
||||
qmtv.init_qmtv()
|
||||
qmtv.connect()
|
||||
window = MainWindow()
|
||||
window.run()
|
||||
|
||||
Reference in New Issue
Block a user