测试与逻辑修正

core/main_controller.py

@@ -1,5 +1,4 @@
 # coding:utf-8
-from os import popen
 import time, sys
 
 from peewee import ModelSelect
@@ -11,7 +10,7 @@ import sfgrid_constants
 from core.sfgrid_trade_controller import StockTradeController
 from core.util import getInstrumentName, getStockPosition
 from xtquant.xttrader import XtQuantTrader
-from xtquant.xttype import StockAccount, XtOrder, XtTrade
+from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, XtTrade
 from xtquant import xtdata
 from xtquant.xttrader import XtQuantTraderCallback
 import datetime
@@ -38,7 +37,7 @@ class SFGridController(XtQuantTraderCallback):
         subscribe_result = self.xt_trader.subscribe(self.account)
         print(f'- 交易状态订阅{'成功' if subscribe_result == 0 else '失败'}')
         self.stock_trade_ctrl = {}
-        self.init_instrument_pool()
+        self.init_instrument_pool(self.xt_trader, self.account)
         self.seq = None
         print('- 三疯交易系统初始化完成')
 
@@ -95,10 +94,14 @@ class SFGridController(XtQuantTraderCallback):
         self.refresh_targets()
 
 
-    def init_instrument_pool(self):
+    def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount):
         self.refresh_targets()
 
-        for tradeTarget in self.instrument_pool:
+        for temp in self.instrument_pool:
+            tradeTarget:strategy_db.TradeTarget = temp
+            tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account)
+            result = tradeTarget.save()
+            print(f'  |- 同步当前持仓信息 {tradeTarget.stock_code}, {tradeTarget.current_position}, result = {result}')
             stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
             self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
 
@@ -121,24 +124,26 @@ class SFGridController(XtQuantTraderCallback):
         positions = self.xt_trader.query_stock_positions(self.account)
         if positions:
             print("\n- 持仓信息")
-            for pos in positions:
+            for temp in positions:
+                pos : XtPosition = temp
                 if pos.m_nVolume <=0:
                     continue
                 print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
-                print(f"总持仓: {pos.m_nVolume}")
+                print(f"总持仓: {pos.volume}")
-                print(f"可用持仓: {pos.m_nCanUseVolume}")
+                print(f"可用持仓: {pos.can_use_volume}")
                 print(f"持仓成本: {pos.avg_price}")
                 print("---")
         else:
             print("\n当前无持仓")
 
     def print_account_info(self):
-        account_info = self.xt_trader.query_stock_asset(self.account)
+        temp = self.xt_trader.query_stock_asset(self.account)
+        asset: XtAsset =temp 
         
-        print(f"\n=== 账户信息 {self.account.account_id} ===")
+        print(f"=== 账户信息 {self.account.account_id} ===")
-        print(f"可用资金: {account_info.m_dCash}")
+        print(f"可用资金: {asset.cash}")
-        print(f"总资产: {account_info.m_dTotalAsset}")
+        print(f"总资产: {asset.total_asset}")
-        print(f"证券市值: {account_info.m_dMarketValue}")
+        print(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)

core/sfgrid_trade_controller.py

@@ -1,9 +1,10 @@
 from core.strategy_db import TradeTarget
-from core.util import getStockPosition, queryPendingOrder
+from core.util import getStockPosition, is_trading_time, queryPendingOrder
 
 from xtquant import xttrader, xtconstant
 from xtquant.xttype import StockAccount, XtOrder, XtTrade
 import sfgrid_constants
+import datetime
 
 
 class StockTradeController:
@@ -29,7 +30,7 @@ class StockTradeController:
                 self.xt_trader.cancel_order_stock(self.account, order.order_id)
 
         if enabled:
-            print(f"  |- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}")
+            print(f"  |- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}, position {self.tradeTarget.current_position}")
             # 建仓状态检查
             if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
                 print(f"  |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...")
@@ -39,17 +40,15 @@ class StockTradeController:
                 print(f"  |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}")
             else:
                 # 交易阶段，检查仓位，检查现有订单
-                print(f"  |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 已有仓位或非初始状态 无需建初始仓 当前仓位: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)} 状态: {self.tradeTarget.status}")
+                print(f"  |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 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}")
-                currentPosition = getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)
+                if sfgrid_constants.grid_volume * self.tradeTarget.grid_index <= self.tradeTarget.current_position:
-                if sfgrid_constants.grid_volume * TradeTarget.current_position >= currentPosition:
+                    print(f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.grid_index}, 当前持仓：{self.tradeTarget.current_position}')
-                    print(f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.current_position}, 当前持仓：{currentPosition}')
                 else:
-                    print(f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.current_position}, 当前持仓：{currentPosition}')
+                    print(f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.grid_index}, 当前持仓：{self.tradeTarget.current_position}')
-                    
+                if is_trading_time():
                     self.two_way_order(True, True)
 
 
-
     def isEnabled(self) -> bool:
         return self.tradeTarget.enabled
 
@@ -64,7 +63,7 @@ class StockTradeController:
         indicator = False
         if self.tradeTarget.status == 0 and trade.order_id == self.initBuyOrderId :
             # 此时为建仓成交
-            self.tradeTarget.current_position += sfgrid_constants.grid_volume # 当前持仓数，账户原有持仓不在策略范围内
+            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
             self.tradeTarget.last_trade_price = trade.traded_price
             self.tradeTarget.grid_index = 1
             self.tradeTarget.status = 1
@@ -76,7 +75,7 @@ class StockTradeController:
             indicator = True # 双向下单
         elif trade.order_id == self.tradeTarget.current_sell_order_no and self.tradeTarget.status == 1:
             # 上涨一格：此时空单成交
-            self.tradeTarget.current_position = -sfgrid_constants.grid_volume
+            self.tradeTarget.current_position -= trade.traded_volume
             self.tradeTarget.last_trade_price = trade.traded_price
             self.tradeTarget.grid_index -= 1
             self.tradeTarget.save()
@@ -89,11 +88,11 @@ class StockTradeController:
             indicator = True # 双向下单
         elif trade.order_id == self.tradeTarget.current_buy_order_no and self.tradeTarget.status == 1:
             # 下跌一格：此时多单成交
-            self.tradeTarget.current_position = +sfgrid_constants.grid_volume
+            self.tradeTarget.current_position += trade.traded_volume
             self.tradeTarget.last_trade_price = trade.traded_price
             self.tradeTarget.grid_index += 1
             self.tradeTarget.save()
-            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_buy_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.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_buy_order_no} Price: {trade.traded_price} Volume: {sfgrid_constants.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: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)}')
             print(f'   网格坐标: {self.tradeTarget.grid_index}')
@@ -104,7 +103,8 @@ class StockTradeController:
             # 打印订单信息和订单状态
             print(f'|- 非策略内部订单，或订单状态不满足监控条件 {trade.order_id} {trade.stock_code}-{trade.instrument_name} {trade.commission}')
 
-        if indicator and self.isEnabled():
+        if indicator and self.isEnabled() and is_trading_time():
+            print(f'goto two way order')
             self.two_way_order(True, True) # 双向下单
 
 
@@ -123,7 +123,6 @@ class StockTradeController:
 
     # Description: 网格跳格，双向下单
     def two_way_order(self, buy, sell):
-        # print(f'current grid index = {self.tradeTarget.grid_index}, grid count = {len(sfgrid_constants.grid_price)}')
 
         if buy and self.tradeTarget.grid_index+1 < len(sfgrid_constants.grid_price): # 价格没有超过网格下边界，可以下多单
             currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index]
@@ -135,7 +134,9 @@ class StockTradeController:
                         sfgrid_constants.grid_volume,
                         xtconstant.FIX_PRICE,
                         buyPrice,
-                        self.getName(), f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}')
+                        self.getName(), # strategy_name
+                        f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}' # remark
+                        )
             self.tradeTarget.current_buy_price = buyPrice
             print(f'  |- 下网格多单 OrderId {self.tradeTarget.current_buy_order_no}, 网格基准价 {currentPrice}, 下单价 {buyPrice}, 下单量 {sfgrid_constants.grid_volume}')
         
@@ -151,5 +152,5 @@ class StockTradeController:
                         sellPrice, 
                         self.getName(), f'{self.tradeTarget.stock_code}_grid_up_{self.tradeTarget.grid_index}_{currentPrice}_{sellPrice}')
             self.tradeTarget.current_sell_price = sellPrice
-            print(f'  |- 下网格多单 OrderId {self.tradeTarget.current_sell_order_no}, 网格基准价 {currentPrice}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}')
+            print(f'  |- 下网格空单 OrderId {self.tradeTarget.current_sell_order_no}, 网格基准价 {currentPrice}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}')
         self.tradeTarget.save()

core/util.py

@@ -1,7 +1,41 @@
 import sfgrid_constants
 import xtquant.xtconstant as xtconstant
 from xtquant import xtdata, xttrader
-from xtquant.xttype import StockAccount, XtOrder
+from xtquant.xttype import StockAccount, XtPosition
+
+import datetime
+def is_trading_time():
+    """
+    判断当前时间是否在周一至周五的9:30~11:30或13:00~15:00时间段内
+    返回: True(在交易时间内) 或 False(不在交易时间内)
+    """
+    # 获取当前时间
+    now = datetime.datetime.now()
+    
+    # 获取星期几 (0=周一, 1=周二, ..., 4=周五)
+    weekday = now.weekday()
+    
+    # 判断是否为周一到周五 (0-4)
+    if weekday < 5:
+        current_time = now.time()
+        
+        # 第一个时间段: 9:30~11:30
+        morning_start = datetime.time(9, 30)
+        morning_end = datetime.time(11, 30)
+        
+        # 第二个时间段: 13:00~15:00
+        afternoon_start = datetime.time(13, 0)
+        afternoon_end = datetime.time(15, 0)
+        
+        # 判断是否在第一个时间段内
+        if morning_start <= current_time <= morning_end:
+            return True
+        
+        # 判断是否在第二个时间段内
+        if afternoon_start <= current_time <= afternoon_end:
+            return True
+    
+    return False
 
 def getInstrumentName(stock_code):
     # print(f"getInstrumentName: 获取标的名称 {stock_code}")
@@ -13,10 +47,12 @@ def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account
     volume = 0
     positions = xt_trader.query_stock_positions(account)
     if positions:
-        for pos in positions:
+        for temp in positions:
+            pos:XtPosition = temp
             if pos.stock_code == stock_code:
-                volume = pos.m_nVolume
+                volume = pos.volume
                 break
+    
     return volume
 
 def minPosition(gridIndex:int):

sfgrid_constants.py

@@ -1,8 +1,20 @@
-miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
+# miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
-# D:\Programs\DTQMT_MN\userdata_mini
+miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini'
 # grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1] # 网格价格设置，从高到低
-grid_price = [10.05, 10.00, 9.95, 9.90, 9.85, 9.80, 9.75, 9.70, 9.65, 9.60, 9.55] # 网格价格设置，从高到低
+grid_price = [
-grid_volume = 100 # 每个网格的交易手数
+    1.665, 
-# account_no = '99082560'
+    1.660,
-account_no = '89009170' # 交易账号
+    1.655,
+    1.650,
+    1.645,
+    1.640,
+    1.635,
+    1.630,
+    1.625,
+    1.620,
+    1.615
+    ] # 网格价格设置，从高到低
+grid_volume = 200 # 每个网格的交易手数
+account_no = '99082560'
+# account_no = '89009170' # 交易账号
 max_enabled_targets = 10

starter.py

@@ -1,11 +1,10 @@
 # coding:utf-8
 import sys
-import chardet
-
-# from ui.ui import InitUI, Loop
 sys.stdout.reconfigure(encoding='utf-8')  # 设置标准输出编码为UTF-8
 from core.main_controller import ctrl
 import core.util as util
+import sfgrid_constants as sdConstants
+from xtquant import xtdata
 
 def interact():
     """执行后进入repl模式"""
@@ -42,14 +41,6 @@ def pauseTrade(index:int):
 def stockTradeCtrl(index: int):
     return ctrl.stock_trade_ctrl[ctrl.instrument_pool[index].stock_code]
 
-def importCsv(path:str):
-    with open(path, 'r', encoding='utf-8', errors='replace') as infile:
-        result = chardet.detect(infile)
-        print(result['encoding'])
-        # reader = csv.reader(infile)
-        # data = [row for row in reader]
-        # print(data)
-
 
 def help():
     print("基础指令:")
@@ -63,7 +54,6 @@ def help():
     print("  positionInfo()              - 打印持仓信息\n")
     print("  startTrade(index)           - 启动标的交易")
     print("  pauseTrade(index)           - 暂停标的交易")
-    print("  importCsv(path)             - 导入CSV文件")
     print("  ===================================================")
     print("内部指令:")
     print("  stockTradeCtrl(index)       - 获取标的交易控制器")