调整一些日志,基本上OK了
This commit is contained in:
+14
-5
@@ -14,6 +14,7 @@ class QmtV(XtQuantTraderCallback):
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def __init__(self) -> None:
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self.xttrader: XtQuantTrader
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self.inited: bool = False
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self.details = {}
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def getTrader(self) -> XtQuantTrader:
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return self.xttrader
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@@ -78,13 +79,21 @@ class QmtV(XtQuantTraderCallback):
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strategy_name, # strategy_name
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orderRemark # remark # type: ignore
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)
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def cacheStockDetail(self, stock_code:str):
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if stock_code in self.details:
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return self.details[stock_code]
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else:
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self.details[stock_code] = xtdata.get_instrument_detail(stock_code, False)
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return self.details[stock_code]
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def getInstrumentName(self, stock_code:str):
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# print(f"getInstrumentName: 获取标的名称 {stock_code}")
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detail = xtdata.get_instrument_detail(stock_code, False)
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if detail is None:
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return None
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return detail['InstrumentName']
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return self.cacheStockDetail(stock_code)['InstrumentName']
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def dailyUpStop(self, stock_code:str):
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return self.cacheStockDetail(stock_code)['UpStopPrice']
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def dailyDownStop(self, stock_code:str):
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return self.cacheStockDetail(stock_code)['DownStopPrice']
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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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@@ -20,20 +20,23 @@ class SFGridStrategy:
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self.enabledTrading(tradeTarget.enabled) # type: ignore
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event_bus.subscribe(eBus.MarketOrderCreated, self.onOrderCreateAsync)
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event_bus.subscribe(eBus.MarketOrderTraded, self.onOrderTrade)
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self.todayUpStopPrice=qmtv.dailyUpStop(tradeTarget.stock_code) # type: ignore
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self.todayDownStopPrice=qmtv.dailyDownStop(tradeTarget.stock_code) # type: ignore
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self.refreshPlanPrice()
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self.dataUpdateLock = threading.Lock()
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def updateTradeTarget(self, inTradeTarget:model.SFGridTradeTarget):
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PrintLog(LogLevel.INFO, f'|- 标的{self.tradeTarget.targetName()}信息更新: START')
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self.dataUpdateLock.acquire()
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PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: LOCKED')
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try:
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self.tradeTarget = inTradeTarget
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finally:
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PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: UNLOCKED')
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self.dataUpdateLock.release()
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self.refreshPlanPrice()
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PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: END')
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# PrintLog(LogLevel.INFO, f'|- 标的{self.tradeTarget.targetName()}信息更新: START')
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# self.dataUpdateLock.acquire()
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# PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: LOCKED')
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# try:
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self.tradeTarget = inTradeTarget
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self.refreshPlanPrice()
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# finally:
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# PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: UNLOCKED')
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# self.dataUpdateLock.release()
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# self.refreshPlanPrice()
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# PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: END')
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def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
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self.tradeTarget.enabled = enabled # type: ignore
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@@ -77,7 +80,6 @@ class SFGridStrategy:
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
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self.dataUpdateLock.acquire()
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
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try:
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lastPrice = inTradeTarget.market_price
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@@ -85,11 +87,11 @@ class SFGridStrategy:
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orderType = -1
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index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
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orderRemark= ""
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 策略运行状态{self.tradeTarget.enabled}, 初始化状态{self.tradeTarget.status}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前价{lastPrice}')
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status = "新建" if self.tradeTarget.status == 0 else "已建初始仓"
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前持仓: {self.tradeTarget.current_position} 当前价{lastPrice} 基准价格 {self.tradeTarget.getPriceGrid()[1]} 状态: {status} 启用交易线程: {'自动交易中' if self.tradeTarget.enabled else '交易已停止'}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划卖出价{self.tradeTarget.plan_sell_price}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 网格索引{index}, 网格价格{self.tradeTarget.getPriceGrid()[index]}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划买入价{self.tradeTarget.plan_buy_price}, 计划卖出价{self.tradeTarget.plan_sell_price}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划买入价{self.tradeTarget.plan_buy_price}')
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if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= inTradeTarget.getPriceGrid()[1]: # 已启用,未建仓,准备建仓单信息
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 准备建仓单信息')
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orderPrice = inTradeTarget.getPriceGrid()[1]
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@@ -108,7 +110,6 @@ class SFGridStrategy:
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orderType = xtconstant.STOCK_SELL
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orderRemark = OrderTypeSell
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 下单信息: {orderType}, {orderPrice}, {orderRemark}')
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if orderType != -1:
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orders = qmtv.queryPendingOrder(str(self.tradeTarget.stock_code), self.getName())
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if len([order for order in orders if order.order_type == orderType and order.price == orderPrice]) > 0:
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@@ -135,10 +136,9 @@ class SFGridStrategy:
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gridBasePrice = -1 if index>=len(inTradeTarget.getPriceGrid()) or index < 0 else inTradeTarget.getPriceGrid()[int(index)] # pyright: ignore[reportArgumentType]
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PrintLog(LogLevel.INFO, f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {self.tradeTarget.grid_volume}')
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finally:
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print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
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self.saveProxy()
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self.dataUpdateLock.release()
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print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: END')
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def onOrderCreateAsync(self, response:XtOrderResponse):
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self.dataUpdateLock.acquire()
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+10
-11
@@ -22,8 +22,8 @@ class TradeTargetUI(ttk.Frame):
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self.stockCodeIdMap:dict[str, int] = {}
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self.strategy_ctrl:dict[int, SFGridStrategy] = {} # stock_code->trade_target
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self.listening_stock = []
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if qmtv.inited:
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self.init_trade_target_pool()
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self.init_trade_target_pool()
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# 市场监控数据
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self.marketData: dict[str, Any] = {} # 存储市场数据 {stock_code: {stock_name, last_price, time}}
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@@ -43,7 +43,7 @@ class TradeTargetUI(ttk.Frame):
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for temp in results:
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tradeTarget:SFGridTradeTarget = temp
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tradeTarget.current_position = qmtv.getStockPosition(tradeTarget.stock_code) # type: ignore
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self.updateTradeTarget(tradeTarget, True)
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self.updateTradeTarget(tradeTarget, True) # 初始化的时候
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PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的')
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@@ -53,11 +53,11 @@ class TradeTargetUI(ttk.Frame):
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for stock_code, tickData in data.items():
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if stock_code in self.stockCodeIdMap:
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id:int = self.stockCodeIdMap[stock_code]
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PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {stock_code} in trade pool, 市场数据更新 {tickData["lastPrice"]}')
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PrintLog(LogLevel.INFO, f'======[序号-{id}-{stock_code}-{qmtv.getInstrumentName(stock_code)}] 市场数据更新====')
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tradeTarget = self.tradeTargetData[id]
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lastPrice = float("{:.3f}".format(tickData['lastPrice']))
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tradeTarget.market_price = lastPrice # type: ignore
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self.updateTradeTarget(tradeTarget, False, True)
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self.updateTradeTarget(tradeTarget, False, True) # 市价更新
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else:
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# 非目标交易,发布市场数据更新事件用于市场监控
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lastPrice = tickData['lastPrice']
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@@ -85,14 +85,13 @@ class TradeTargetUI(ttk.Frame):
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self.tradeTargetData[id] = target
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# priceChange 用于控制是否对更新价格数据,进行交易判断
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def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True, priceChange:bool = False):
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if save:
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target.save()
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id = target.get_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: {target.current_position} 网格索引: {target.grid_index} 基准价格 {target.getPriceGrid()[1]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}')
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PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {target.stock_code}-{target.stock_name}: {target.plan_buy_price} {target.plan_sell_price}') # type: ignore
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# PrintLog(LogLevel.INFO, f' [序号-{id}] 股票代码: {target.stock_code}-{target.stock_name}: {target.plan_buy_price} {target.plan_sell_price}') # type: ignore
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# 更新或添加数据到本地缓存
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self.tradeTargetData[id] = target
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@@ -129,7 +128,7 @@ class TradeTargetUI(ttk.Frame):
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# ttk.Button(toolbar_frame, text="🛠 网格修正(停用)",
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# command=self.btnHandlerGridCorrect,
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# width=12).pack(side=tk.LEFT, padx=2)
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ttk.Button(toolbar_frame, text="▣ 实时监控",
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ttk.Button(toolbar_frame, text="▣ 边栏",
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command=self.btnHandlerToggleMarketMonitor, width=12).pack(side=tk.RIGHT, padx=2)
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# 表格区域
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@@ -696,7 +695,7 @@ class TradeTargetUI(ttk.Frame):
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setattr(target, 'status', 0)
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# 更新策略控制器
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self.updateTradeTarget(target, True)
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self.updateTradeTarget(target, True) # 网格配置变更
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# 关闭窗口
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config_window.destroy()
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@@ -937,7 +936,7 @@ class TradeTargetUI(ttk.Frame):
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status=-1
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)
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# 更新标的池
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self.updateTradeTarget(new_target, True)
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self.updateTradeTarget(new_target, True) # 新增标的,相当于也是初始化
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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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