代码测试与整理

This commit is contained in:
2025-11-14 11:45:42 +08:00
parent f5d37eaa7e
commit a18c7be7eb
5 changed files with 108 additions and 153 deletions
+1 -27
View File
@@ -1,9 +1,5 @@
import config
import xtquant.xtconstant as xtconstant
from xtquant import xtdata, xttrader
from xtquant.xttype import StockAccount, XtOrder, 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
@@ -37,25 +33,3 @@ def is_trading_time():
return False
def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
volume = 0
positions = xt_trader.query_stock_positions(account)
if positions:
for temp in positions:
pos:XtPosition = temp
if pos.stock_code == stock_code:
volume = pos.volume
break
return volume
def minPosition(gridIndex:int):
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:
return []
orders = xt_trader.query_stock_orders(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