From 662a1ea7c10ccb9e9ea06239fa6b89cfbbf74ddd Mon Sep 17 00:00:00 2001 From: "GDP\\solonot" Date: Tue, 11 Nov 2025 16:47:55 +0800 Subject: [PATCH] update --- sfgrid_config.py => config.py | 0 core/database.py | 10 +- core/logger.py | 4 +- core/main_controller.py | 306 ------------------ core/main_ui.py | 114 +------ core/qmt.py | 203 ++++++++++++ core/sfgrid/model.py | 4 +- core/sfgrid/objects.py | 2 +- ...ain_controller.py => sfgrid_controller.py} | 103 ++---- core/sfgrid/sfgrid_strategy.py | 50 ++- core/sfgrid/{ui.py => sfgrid_ui.py} | 182 ++++++----- core/util.py | 4 +- starter.py | 17 +- 13 files changed, 361 insertions(+), 638 deletions(-) rename sfgrid_config.py => config.py (100%) delete mode 100644 core/main_controller.py create mode 100644 core/qmt.py rename core/sfgrid/{main_controller.py => sfgrid_controller.py} (75%) rename core/sfgrid/{ui.py => sfgrid_ui.py} (86%) diff --git a/sfgrid_config.py b/config.py similarity index 100% rename from sfgrid_config.py rename to config.py diff --git a/core/database.py b/core/database.py index 3629252..2631fa0 100644 --- a/core/database.py +++ b/core/database.py @@ -1,14 +1,12 @@ -from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField - +from peewee import SqliteDatabase, Model from core.logger import LogLevel, PrintLog -from xtquant import xtconstant # 连接到SQLite数据库 -db = SqliteDatabase('example.db') - +db: SqliteDatabase = SqliteDatabase('example.db') db.connect() PrintLog(LogLevel.INFO, '- [成功]数据库连接') + # 定义基础模型类 class BaseModel(Model): class Meta: - database = db \ No newline at end of file + database: SqliteDatabase = db \ No newline at end of file diff --git a/core/logger.py b/core/logger.py index a306836..896e46a 100644 --- a/core/logger.py +++ b/core/logger.py @@ -1,7 +1,7 @@ from enum import Enum from core.eventbus import EventPrintLog, event_bus -import sfgrid_config +import config class LogLevel(Enum): DEBUG = "DEBUG" @@ -18,5 +18,5 @@ class LogData: def PrintLog(level:LogLevel, message:str): data = LogData(level, message) event_bus.publish(EventPrintLog, data) - if sfgrid_config.console_log: + if config.console_log: print(f'{level.value} {message}') diff --git a/core/main_controller.py b/core/main_controller.py deleted file mode 100644 index 7ac52a4..0000000 --- a/core/main_controller.py +++ /dev/null @@ -1,306 +0,0 @@ -# coding:utf-8 -from core.sfgrid.model import TradeTarget -from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus -from xtquant.xttrader import XtQuantTrader -import time -from peewee import ModelSelect - -import core.sfgrid.model as model -import sfgrid_config -from core.sfgrid.sfgrid_strategy import SFGridStrategy -from core.util import getInstrumentName, getStockPosition, queryPendingOrder -from xtquant.xttrader import XtQuantTrader -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 -from core.logger import PrintLog, LogLevel -from core.sfgrid.objects import GridFixData - -# 量化核心控制对象 -class MainController(XtQuantTraderCallback): - def __init__(self, account_no: str, miniQmtPath: str): - 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.seq = None - PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成') - self.startMarketData() - - def registerEventHandler(self): - event_bus.subscribe(ActionEventEnableTrade, self.onEnableTrade) - event_bus.subscribe(ActionEventDisableTrade, self.onDisableTrade) - event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled) - event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled) - event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget) - event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget) - event_bus.subscribe(ActionEventGridFix, self.onGridFix) - - def onDeleteTradeTarget(self, id: int): - """处理删除交易标的事件""" - self.del_trade_target(id) - # 发布删除完成事件 - event_bus.publish(ResultEventTradeTargetDeleted, id) - - def onAddTradeTarget(self, stock_code: str): - """处理添加交易标的事件""" - self.add_trade_target(stock_code) - - def onMarketDataEnabled(self, data): - """处理市场数据监听启用事件""" - self.startMarketData() - - def onMarketDataDisabled(self, data): - """处理市场数据监听禁用事件""" - self.stopMarketData() - - def onEnableTrade(self, id: int): - self.start_stock_trade(id) - - def onDisableTrade(self, id: int): - self.pause_stock_trade(id) - - def onGridFix(self, data: GridFixData): - """处理网格修正事件""" - self.update_trade_target_grid(data) - - def update_trade_target_grid(self, data: GridFixData): - """更新交易标的网格信息""" - try: - target = data.tradeTarget - grid_index = data.grid_index - - # 更新数据库中的网格索引 - target.grid_index = grid_index - target.save() - - # 更新内存中的交易标的 - if target.get_id() in self.instrument_pool: - self.instrument_pool[target.get_id()] = target - - # 更新交易控制器中的网格信息 - if target.stock_code in self.stock_trade_ctrl: - trade_controller: SFGridStrategy = self.stock_trade_ctrl[target.stock_code] - trade_controller.updateGridIndex(grid_index) # type: ignore - - PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}") - except Exception as e: - PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}") - - def startMarketData(self): - PrintLog(LogLevel.INFO, '- 启动市场数据订阅') - - # self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate) - if self.seq == -1: - PrintLog(LogLevel.ERROR, '- 市场数据订阅失败') - else: - event_bus.publish(MarketDataEnabled, True) - PrintLog(LogLevel.INFO, f'- 市场数据订阅成功, 订阅号={self.seq}') - - - - def stopMarketData(self): - PrintLog(LogLevel.INFO, '- 停止市场数据订阅') - - if self.seq is not None and self.seq > 0: - xtdata.unsubscribe_quote(self.seq) - event_bus.publish(MarketDataDisabled, False) - - - def add_trade_target(self, stock_code: str): - try: - stock_name = getInstrumentName(stock_code) - if not stock_name: - 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') - return - - # 检查是否已存在该标的 - existing_target = model.TradeTarget.get_or_none(model.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( - stock_name=stock_name, - stock_code=stock_code, - market_price=0.0, - current_position=0, - grid_index=0, - last_trade_price=0.0, - plan_buy_price=0.0, - plan_sell_price=0.0, - current_order_price=0.0, - current_order_no='', - current_order_type='' - ) - new_target.save() - 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() - # 更新标的池 - self.refresh_targets() - # 添加交易控制器 - stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account) # type: ignore - self.stock_trade_ctrl[stock_code] = stockTradeController - - except Exception as e: - PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}') - - - def del_trade_target(self, id:int): - try: - # 检查标的是否存在 - if id not in self.instrument_pool: - PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在") - return - - target: model.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: - # 停止交易控制器 - del self.stock_trade_ctrl[target.stock_code] - - # 从数据库中删除 - target.delete_instance() - - # 从内存中删除 - del self.instrument_pool[id] - - # 刷新标的池 - self.refresh_targets() - - PrintLog(LogLevel.INFO, f"已删除交易标的: {target.stock_code} - {target.stock_name}") - except Exception as e: - PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}") - - def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount): - self.refresh_targets() - - 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 - - tradeTarget:model.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'}]') - stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account) # type: ignore - self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController - event_bus.publish(EventTradeTargetUpdate, tradeTarget) - - PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的') - - - def refresh_targets(self): - # 更新标的池 - results:ModelSelect = model.TradeTarget.select() - self.instrument_pool: dict[int, model.TradeTarget] = {} - for temp in results: - result :model.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): - tradeTarget: TradeTarget = self.instrument_pool[id] - # check existing thread - if tradeTarget.stock_code in self.stock_trade_ctrl: - tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code] - - tradeTarget = tradeController.enabledTrading(True) - self.instrument_pool[id] = tradeTarget - event_bus.publish(ResultEventTradeEnabled, tradeTarget) - else: - PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}") - - - def pause_stock_trade(self, id: int): - localTarget: model.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) - print(f'取消未成交订单 {len(orders)}') - self.instrument_pool[id] = tradeTarget - event_bus.publish(ResultEventTradeDisabled, tradeTarget) - else: - print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n") - diff --git a/core/main_ui.py b/core/main_ui.py index a4d7d94..87c2607 100644 --- a/core/main_ui.py +++ b/core/main_ui.py @@ -2,14 +2,14 @@ import time import tkinter as tk from tkinter import ttk from core.logger import LogLevel, PrintLog -from core.sfgrid.ui import TradeTargetUI -import sfgrid_config +from core.sfgrid.sfgrid_ui import TradeTargetUI +import config from xtquant import xtdata from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback import datetime from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade -class MainWindow(XtQuantTraderCallback): +class MainWindow: def __init__(self): self.root = tk.Tk() self.root.title("三疯交易系统") @@ -21,36 +21,9 @@ class MainWindow(XtQuantTraderCallback): self.strategy_frames = {} # 日志面板可见性标志 self.log_visible = False - - self.initQmt() # 创建界面 self.create_ui() - def initQmt(self): - xtdata.enable_hello = False - - session_id = int(time.time()) - - self.xt_trader: XtQuantTrader = XtQuantTrader(sfgrid_config.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: {sfgrid_config.miniQMTPath}') - if self.xt_trader.connected == False: - self.inited: bool = False - return - else: - self.inited = True - - self.account= StockAccount(sfgrid_config.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 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) \ No newline at end of file diff --git a/core/qmt.py b/core/qmt.py new file mode 100644 index 0000000..0a64c15 --- /dev/null +++ b/core/qmt.py @@ -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() diff --git a/core/sfgrid/model.py b/core/sfgrid/model.py index d17de04..96824fc 100644 --- a/core/sfgrid/model.py +++ b/core/sfgrid/model.py @@ -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]) \ No newline at end of file +db.create_tables([SFGridTradeTarget]) \ No newline at end of file diff --git a/core/sfgrid/objects.py b/core/sfgrid/objects.py index f8a6f47..62917e4 100644 --- a/core/sfgrid/objects.py +++ b/core/sfgrid/objects.py @@ -1,4 +1,4 @@ -from core.sfgrid.model import TradeTarget +from core.sfgrid.model import SFGridTradeTarget as TradeTarget class GridFixData: diff --git a/core/sfgrid/main_controller.py b/core/sfgrid/sfgrid_controller.py similarity index 75% rename from core/sfgrid/main_controller.py rename to core/sfgrid/sfgrid_controller.py index 98efe18..41a14bf 100644 --- a/core/sfgrid/main_controller.py +++ b/core/sfgrid/sfgrid_controller.py @@ -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) diff --git a/core/sfgrid/sfgrid_strategy.py b/core/sfgrid/sfgrid_strategy.py index faafe4b..723bfe8 100644 --- a/core/sfgrid/sfgrid_strategy.py +++ b/core/sfgrid/sfgrid_strategy.py @@ -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: diff --git a/core/sfgrid/ui.py b/core/sfgrid/sfgrid_ui.py similarity index 86% rename from core/sfgrid/ui.py rename to core/sfgrid/sfgrid_ui.py index 0a11e71..9b4901b 100644 --- a/core/sfgrid/ui.py +++ b/core/sfgrid/sfgrid_ui.py @@ -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('', 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 diff --git a/core/util.py b/core/util.py index 1371717..5811fac 100644 --- a/core/util.py +++ b/core/util.py @@ -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: diff --git a/starter.py b/starter.py index 83c3b7c..8bca37e 100644 --- a/starter.py +++ b/starter.py @@ -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()