update

config.ini

@@ -1,7 +1,7 @@
 [config]
 miniQMTPath=D:\\Programs\\DTQMT\\userdata_mini
 ; miniQMTPath=D:\\Programs\\DTQMT_MN\\userdata_mini ; 测试账号
-grid_price=1.665,1.660,1.655,1.650,1.645,1.640,1.635,1.630,1.625,1.620,1.615
+grid_price=1.665,1.660,1.655,1.650,1.645,1.640,1.635,1.630,1.625,1.620,1.615,1.610
 ; grid_price=11.0,10.0,9.0,8.0,7.0,6.0,5.0,4.0,3.0,2.0,1.0
 grid_volume = 200
 account_no = '99082560'

core/sfgrid_strategy.py

@@ -61,16 +61,16 @@ class SFGridStrategy:
         return bool(self.tradeTarget.enabled)
 
     def onDataUpdate(self, data):
-        if not self.isEnabled():
+        print(f'|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 市价更新-START')
-            return
         self.dataUpdateLock.acquire()
+        try:
             index =  self.tradeTarget.grid_index
             price = sfgrid_constants.grid_price[int(index)]  # pyright: ignore[reportArgumentType]
-        lowPrice = sfgrid_constants.grid_price[int(index) + 1]  # pyright: ignore[reportArgumentType]
+            lowPrice = sfgrid_constants.grid_price[int(index) + 1] if len(sfgrid_constants.grid_price)>int(index) + 1 else -1.0  # pyright: ignore[reportArgumentType]
             highPrice = sfgrid_constants.grid_price[int(index) - 1]  # pyright: ignore[reportArgumentType]
 
             lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))     
-        print(f"标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 市价: {lastPrice}, 网格序号: {index}, 网格价格: {price}, 计划多单价: {lowPrice}, 计划空单价: {highPrice}")
+            print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 市价信息-价格: {lastPrice}, 网格序号: {index}, 网格价格: {price}, 计划多单价: {lowPrice}, 计划空单价: {highPrice}")
 
             if lastPrice <= lowPrice: # 下下方多单
                 orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
@@ -89,7 +89,6 @@ class SFGridStrategy:
                             self.getName(), # strategy_name
                             self.tradeTarget.stock_code # remark  # type: ignore
                             )
-                self.tradeTarget.grid_index = int(index) + 1  # type: ignore
                     self.tradeTarget.current_buy_price = float(lowPrice)  # type: ignore
                     print(f'  |- 下网格多单号 {self.tradeTarget.current_buy_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
             elif lastPrice == highPrice: # 下上方空单
@@ -108,15 +107,19 @@ class SFGridStrategy:
                                 highPrice, 
                                 self.getName(), 
                                 self.tradeTarget.stock_code)  # type: ignore
-                self.tradeTarget.grid_index = int(index) - 1  # type: ignore
                     self.tradeTarget.current_sell_price = float(highPrice)  # type: ignore
                     print(f'  |- 下网格空单号 {self.tradeTarget.current_sell_order_no}, 网格基准价 {price}, 下单价 {highPrice}, 下单量 {sfgrid_constants.grid_volume}')
             self.tradeTarget.save()
+        finally:
+            print('onDataUpdate release lock')
             self.dataUpdateLock.release()
+        print(f'|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 市价更新-END')
         
     
     def onAsyncOrderResponse(self, order:XtOrderResponse):
+        print(f'  |- 委托下单回调')
         self.dataUpdateLock.acquire()
+        try:
             stockCode = order.order_remark
             orderSeq = order.seq
             if (self.tradeTarget.status == 1): # 正常交易阶段订单下单成功
@@ -126,13 +129,16 @@ class SFGridStrategy:
                     self.tradeTarget.current_sell_order_no = order.order_id
                 else:
                     print(f'  |- 委托回调: 委托单 {order.order_id} {stockCode} {orderSeq} 不在策略监控范围内')
-                return
             rc = self.tradeTarget.save()
-        print(f'  |- 委托下单成功[{rc}]: 委托单 {order.order_id} {stockCode} {orderSeq} ')
+        finally:
+            print('onAsyncOrderResponse release lock')
             self.dataUpdateLock.release()
+        print(f'  |- 委托下单成功[{rc}]: 委托单 {order.order_id} {stockCode} {orderSeq} ')
 
     def onOrderTrade(self, trade:XtTrade):
+        print(f'  |- 委托成交通知')
         self.dataUpdateLock.acquire()
+        try:
             if int(self.tradeTarget.status) == 0 and trade.order_id == self.initBuyOrderId :  # type: ignore
                 # 此时为建仓成交
                 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
@@ -167,5 +173,7 @@ class SFGridStrategy:
             else:
                 # 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}')
-        
+        finally:
+            print('onOrderTrade release lock')
             self.dataUpdateLock.release()
+        print(f'  |- 委托成交处理完成 {trade.stock_code}')