调整项目结构，添加UI模块
This commit is contained in:
@@ -1,267 +0,0 @@
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# coding:utf-8
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from os import popen
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import time, sys
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from peewee import ModelSelect
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sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8
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import strategy_db
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import sfgrid_constants
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from sfgrid_trade_controller import StockTradeController
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from util import getInstrumentName, getStockPosition
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtOrder, XtTrade
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from xtquant import xtdata
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from xtquant.xttrader import XtQuantTraderCallback
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import datetime
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# 量化核心控制对象
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class SFGridController(XtQuantTraderCallback):
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def __init__(self, account_no: str, miniQmtPath: str):
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super().__init__()
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xtdata.enable_hello = False
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strategy_db.db.connect()
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strategy_db.db.create_tables([strategy_db.TradeTarget])
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print('- 数据库模块初始化完成')
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self.init_trader(miniQmtPath)
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self.init_trade_account(account_no, 'STOCK')
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self.stock_trade_ctrl = {}
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self.init_instrument_pool()
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self.seq = None
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print('- 三疯交易系统初始化完成')
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def startMarketData(self):
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print('- 启动市场数据订阅')
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self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
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if self.seq == -1:
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print('- 市场数据订阅失败')
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else:
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print(f'- 市场数据订阅成功, 订阅号={self.seq}')
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def stopMarketData(self):
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print('- 停止市场数据订阅')
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if self.seq is not None and self.seq > 0:
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xtdata.unsubscribe_quote(self.seq)
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def add_trade_target(self, stock_code: str):
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try:
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stock_name = getInstrumentName(stock_code)
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new_target = strategy_db.TradeTarget.create(
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stock_name=stock_name,
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stock_code=stock_code,
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current_position=0,
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grid_index=0,
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last_trade_price=0.0,
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current_buy_price=0.0,
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current_buy_order_no='',
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current_sell_price=0.0,
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current_sell_order_no=''
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)
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new_target.save()
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print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
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# 刷新标的持仓
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pos = getStockPosition(stock_code, self.xt_trader, self.account)
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strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute()
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# 更新标的池
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self.refresh_targets()
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# 添加交易控制器
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stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled)
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self.stock_trade_ctrl[stock_code] = stockTradeController
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except Exception as e:
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print(f'新增交易标的失败 {stock_code} {e}')
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def del_trade_target(self, index:int):
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target: strategy_db.TradeTarget = self.instrument_pool[index]
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# self.stock_trade_ctrl.
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del self.stock_trade_ctrl[target.stock_code]
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target.delete_instance()
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self.refresh_targets()
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def init_trader(self, path):
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session_id = int(time.time())
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self.xt_trader = XtQuantTrader(path, session_id)
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self.xt_trader.register_callback(self)
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self.xt_trader.start()
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self.xt_trader.connect()
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print(f'- 交易对象初始化完成, {self.xt_trader.connected}')
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def init_trade_account(self, account_id, account_type):
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self.account= StockAccount(account_id, account_type)
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print(f'- 交易账号对象初始化完成, 账号: {self.account.account_id}')
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def init_instrument_pool(self):
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self.refresh_targets()
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for tradeTarget in self.instrument_pool:
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stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
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self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
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print(f'- 初始化标的池初始化完成 , 共 {len(self.instrument_pool)} 个标的')
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def refresh_targets(self):
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# 更新标的池
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self.instrument_pool:ModelSelect = strategy_db.TradeTarget.select()
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self.print_pool()
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def print_pool(self):
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print("- 标的池信息")
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for i in range(len(self.instrument_pool)):
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target: strategy_db.TradeTarget = self.instrument_pool[i]
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status = "新建" if target.status == 0 else "已建初始仓"
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print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {target.current_position} 网格索引: {target.grid_index+1} Price {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}')
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def print_position_info(self):
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positions = self.xt_trader.query_stock_positions(self.account)
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if positions:
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print("\n- 持仓信息")
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for pos in positions:
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if pos.m_nVolume <=0:
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continue
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print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
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print(f"总持仓: {pos.m_nVolume}")
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print(f"可用持仓: {pos.m_nCanUseVolume}")
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print(f"持仓成本: {pos.avg_price}")
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print("---")
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else:
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print("\n当前无持仓")
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def print_account_info(self):
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account_info = self.xt_trader.query_stock_asset(self.account)
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print(f"\n=== 账户信息 {self.account.account_id} ===")
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print(f"可用资金: {account_info.m_dCash}")
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print(f"总资产: {account_info.m_dTotalAsset}")
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print(f"证券市值: {account_info.m_dMarketValue}")
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def print_stock_orders(self):
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orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
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if orders:
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print("\n=== 委托信息 ===")
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for order in orders:
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print(f"委托编号: {order.order_id}")
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print(f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
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print(f"委托方向: {order.offset_flag} ")
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print(f"委托价格: {order.price}")
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print(f"委托数量: {order.order_volume}")
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print(f"已成交数量: {order.traded_volume}")
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print(f"委托状态: {order.order_status} ")
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print("---")
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else:
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print("\n当前无委托记录")
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# 初始化指定标的交易控制器
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def start_stock_trade(self, index: int):
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tradeTarget = self.instrument_pool[index]
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# check existing thread
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if tradeTarget.stock_code in self.stock_trade_ctrl:
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tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
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if tradeController.isEnabled():
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print(f"标的交易控制器已存在且正在运行 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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else:
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print(f"标的交易控制器已存在但未运行，重新启动 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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tradeController.enabledTrading(True)
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else:
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stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
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self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
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print(f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}")
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def pause_stock_trade(self, index: int):
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tradeTarget = self.instrument_pool[index]
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if tradeTarget.stock_code in self.stock_trade_ctrl:
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tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code]
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if tradeController.isEnabled():
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print(f"暂停标的交易 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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tradeController.enabledTrading(False)
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else:
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print(f"标的交易已暂停 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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else:
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print(f"标的交易控制器不存在 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
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# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
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def onDataUpdate(self, data):
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if sfgrid_constants.max_enabled_targets <= 0: # 全推
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for stock_code, tickData in data.items():
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lastPrice = tickData['lastPrice']
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if lastPrice == 10.0 and stock_code not in self.stock_trade_ctrl:
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print(f'New trade target = {stock_code} - {getInstrumentName(stock_code)} {tickData['lastPrice']}')
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self.add_trade_target(stock_code)
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self.stock_trade_ctrl[stock_code].enabledTrading(True)
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else: # 指定目标 当前主要使用这种模式
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for target in self.instrument_pool:
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stock_code = target.stock_code
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# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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if stock_code not in self.stock_trade_ctrl or stock_code not in data:
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# print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
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continue
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stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code]
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stock_controller.onDataUpdate(data)
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# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
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def on_connected(self):
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"""
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连接成功推送
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"""
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print(datetime.datetime.now(), '连接成功回调')
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def on_disconnected(self):
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"""
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连接断开
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:return:
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"""
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print(datetime.datetime.now(), '连接断开回调')
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def on_stock_order(self, order:XtOrder):
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"""
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委托回报推送
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:param order: XtOrder对象
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:return:
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"""
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stockCode = order.stock_code
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ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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if ctrl is not None and order.order_remark == ctrl.getName():
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ctrl.onOrderTrade(order)
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else:
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print(f"委托下单回调 投资备注 {order.order_remark} 不匹配 {ctrl.getName()}")
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def on_stock_trade(self, trade:XtTrade):
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"""
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成交变动推送
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:param trade: XtTrade对象
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:return:
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"""
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stockCode = trade.stock_code
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ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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if ctrl is not None and trade.order_remark == ctrl.getName():
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ctrl.onOrderTrade(trade)
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else:
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print(f"委托回调 投资备注 {trade.order_remark} 不匹配 {ctrl.getName()}")
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def on_order_error(self, order_error):
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"""
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委托失败推送
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:param order_error:XtOrderError 对象
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:return:
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"""
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# print("on order_error callback")
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# print(order_error.order_id, order_error.error_id, order_error.error_msg)
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print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
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def on_account_status(self, status):
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"""
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:param response: XtAccountStatus 对象
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:return:
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"""
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print(datetime.datetime.now(), sys._getframe().f_code.co_name)
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@@ -1,134 +0,0 @@
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from strategy_db import TradeTarget
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import strategy_db
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from util import getInstrumentName, getStockPosition
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from xtquant import xttrader, xtdata, xtconstant
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from xtquant.xttype import StockAccount, XtOrder, XtTrade
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import sfgrid_constants
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class StockTradeController:
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def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount, enabled: bool = False):
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self.tradeTarget = tradeTarget
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self.xt_trader = xt_trader
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self.account = account
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self.currentPosition = getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)
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def getName(self):
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return "SFGRID"
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def enabledTrading(self, enabled: bool):
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self.tradeTarget.enabled = enabled
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self.tradeTarget.save()
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if enabled:
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print(f"|- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}\n")
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# 建仓状态检查
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if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
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print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...\n")
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self.tradeTarget.grid_index = 1
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self.tradeTarget.save()
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self.init_stock_position()
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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}\n")
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else:
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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}\n")
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def isEnabled(self) -> bool:
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return self.tradeTarget.enabled
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def onDataUpdate(self, data):
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if self.isEnabled():
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print(f"\n标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 行情数据更新 {data[self.tradeTarget.stock_code]}")
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def onOrderUpdate(self, order:XtOrder):
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pass
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def onOrderTrade(self, trade:XtTrade):
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indicator = False
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if trade.order_id == self.initBuyOrderId and self.tradeTarget.status == 0:
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# 此时为建仓成交
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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
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self.tradeTarget.last_trade_price = trade.traded_price
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self.tradeTarget.grid_index = 1
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self.tradeTarget.status = 1
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self.tradeTarget.save()
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|
||||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 \n")
|
|
||||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n')
|
|
||||||
print(f' 当前持仓: {self.tradeTarget.current_position}\n')
|
|
||||||
print(f' 网格坐标: {self.tradeTarget.grid_index}\n')
|
|
||||||
indicator = True # 双向下单
|
|
||||||
elif trade.order_id == self.sellOrderId and self.tradeTarget.status == 1:
|
|
||||||
# 上涨一格：此时空单成交
|
|
||||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.sellOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n")
|
|
||||||
self.tradeTarget.current_position = -sfgrid_constants.grid_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} 上涨 卖单已成交 订单ID: {self.sellOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n")
|
|
||||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n')
|
|
||||||
print(f' 当前持仓: {self.tradeTarget.current_position}\n')
|
|
||||||
print(f' 网格坐标: {self.tradeTarget.grid_index}\n')
|
|
||||||
indicator = True # 双向下单
|
|
||||||
elif trade.order_id == self.buyOrderId 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.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.buyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n")
|
|
||||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n')
|
|
||||||
print(f' 当前持仓: {self.tradeTarget.current_position}\n')
|
|
||||||
print(f' 网格坐标: {self.tradeTarget.grid_index}\n')
|
|
||||||
indicator = True # 双向下单
|
|
||||||
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}')
|
|
||||||
|
|
||||||
if indicator and self.isEnabled():
|
|
||||||
self.two_way_order() # 双向下单
|
|
||||||
|
|
||||||
|
|
||||||
# Description: 新标的，建基础仓
|
|
||||||
def init_stock_position(self):
|
|
||||||
self.initBuyOrderId = self.xt_trader.order_stock(
|
|
||||||
self.account,
|
|
||||||
self.tradeTarget.stock_code,
|
|
||||||
xtconstant.STOCK_BUY,
|
|
||||||
sfgrid_constants.grid_volume,
|
|
||||||
xtconstant.FIX_PRICE,
|
|
||||||
sfgrid_constants.grid_price[self.tradeTarget.grid_index],
|
|
||||||
'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
|
|
||||||
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}\n")
|
|
||||||
|
|
||||||
|
|
||||||
# Description: 网格跳格，双向下单
|
|
||||||
def two_way_order(self):
|
|
||||||
if 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]
|
|
||||||
buyPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index+1]
|
|
||||||
self.buyOrderId = self.xt_trader.order_stock(
|
|
||||||
self.account,
|
|
||||||
self.tradeTarget.stock_code,
|
|
||||||
xtconstant.STOCK_BUY,
|
|
||||||
sfgrid_constants.grid_volume,
|
|
||||||
xtconstant.FIX_PRICE,
|
|
||||||
buyPrice,
|
|
||||||
'sf_grid', f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}')
|
|
||||||
self.tradeTarget.current_buy_price = buyPrice
|
|
||||||
|
|
||||||
if self.tradeTarget.grid_index-1 >=0: # 价格没有超过网格上边界，可以下空单
|
|
||||||
currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index]
|
|
||||||
sellPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index-1]
|
|
||||||
self.sellOrderId = self.xt_trader.order_stock(
|
|
||||||
self.account,
|
|
||||||
self.tradeTarget.stock_code,
|
|
||||||
xtconstant.STOCK_SELL,
|
|
||||||
sfgrid_constants.grid_volume,
|
|
||||||
xtconstant.FIX_PRICE,
|
|
||||||
sellPrice,
|
|
||||||
'sf_grid', f'{self.tradeTarget.stock_code}_grid_up_{self.tradeTarget.grid_index}_{currentPrice}_{sellPrice}')
|
|
||||||
self.tradeTarget.current_sell_price = sellPrice
|
|
||||||
self.tradeTarget.save()
|
|
||||||
+6
-8
@@ -1,13 +1,14 @@
|
|||||||
# coding:utf-8
|
# coding:utf-8
|
||||||
import sys
|
import sys
|
||||||
import csv
|
|
||||||
import chardet
|
import chardet
|
||||||
|
|
||||||
import sfgrid_constants
|
from ui.ui import InitUI, Loop
|
||||||
sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8
|
sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8
|
||||||
from main_controller import SFGridController
|
from core.main_controller import ctrl
|
||||||
|
|
||||||
ctrl:SFGridController
|
if __name__ == '__main__':
|
||||||
|
InitUI()
|
||||||
|
Loop()
|
||||||
|
|
||||||
def interact():
|
def interact():
|
||||||
"""执行后进入repl模式"""
|
"""执行后进入repl模式"""
|
||||||
@@ -71,7 +72,4 @@ def help():
|
|||||||
print(" stockTradeCtrl(index) - 获取标的交易控制器")
|
print(" stockTradeCtrl(index) - 获取标的交易控制器")
|
||||||
print(" ctrl - 访问控制器实例")
|
print(" ctrl - 访问控制器实例")
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
ctrl = SFGridController(sfgrid_constants.account_no, sfgrid_constants.miniQMTPath)
|
|
||||||
# 交互阻塞
|
|
||||||
interact()
|
|
||||||
@@ -1,23 +0,0 @@
|
|||||||
from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
|
|
||||||
|
|
||||||
# 连接到SQLite数据库
|
|
||||||
db = SqliteDatabase('example.db')
|
|
||||||
|
|
||||||
# 定义基础模型类
|
|
||||||
class BaseModel(Model):
|
|
||||||
class Meta:
|
|
||||||
database = db
|
|
||||||
|
|
||||||
# 定义Target类，对应targets表
|
|
||||||
class TradeTarget(BaseModel):
|
|
||||||
stock_code = CharField(unique=True)
|
|
||||||
stock_name = CharField()
|
|
||||||
current_position = IntegerField()
|
|
||||||
grid_index = IntegerField()
|
|
||||||
last_trade_price = FloatField()
|
|
||||||
current_buy_price = FloatField()
|
|
||||||
current_buy_order_no = CharField(default='')
|
|
||||||
current_sell_price = FloatField()
|
|
||||||
current_sell_order_no = CharField(default='')
|
|
||||||
status = IntegerField(default=0) # 0表示新标的，1表示已建初始仓，正常交易中
|
|
||||||
enabled = BooleanField(default=False) # 是否启动交易线程
|
|
||||||
Binary file not shown.
@@ -0,0 +1,39 @@
|
|||||||
|
import sys
|
||||||
|
|
||||||
|
from PySide6.QtWidgets import QApplication, QWidget
|
||||||
|
from PySide6.QtWidgets import QLabel
|
||||||
|
from PySide6.QtGui import QFont
|
||||||
|
from core.main_controller import ctrl
|
||||||
|
|
||||||
|
app:QApplication
|
||||||
|
window:QWidget
|
||||||
|
|
||||||
|
def InitUI():
|
||||||
|
global window, app
|
||||||
|
app = QApplication(sys.argv) # 创建一个QApplication类的实例
|
||||||
|
window = QWidget() # 创建一个窗口
|
||||||
|
|
||||||
|
window.resize(800, 600) # 设置窗口的尺寸
|
||||||
|
window.setWindowTitle("基于PySide6的桌面应用程序") # 设置窗口标题
|
||||||
|
|
||||||
|
label = QLabel(window) # 创建一个标签控件
|
||||||
|
label.setText("这是一个基于PySide6的桌面应用程序") # 设置标签的文本
|
||||||
|
|
||||||
|
font = QFont("华文行楷", 24, QFont.Weight.ExtraBold) # 创建一个字体对象
|
||||||
|
|
||||||
|
label.setFont(font) # 设置标签的字体
|
||||||
|
|
||||||
|
window_size = window.size() # 获取窗口的大小，返回值是QSize类对象
|
||||||
|
label_size = label.sizeHint() # 获取标签对象的合适大小，返回值是QSize类对象
|
||||||
|
label_x = window_size.width() // 2 - label_size.width() // 2
|
||||||
|
label_y = window_size.height() // 2 - label_size.height() // 2
|
||||||
|
label.setGeometry(label_x, label_y, label_size.width(), label_size.height())# 设置标签控件的位置和大小
|
||||||
|
|
||||||
|
label.setStyleSheet("background-color: #99CCFF; color: #FF99CC") # 设置标签的背景颜色和字体颜色
|
||||||
|
|
||||||
|
window.show() # 展示窗口
|
||||||
|
sys.exit(app.exec())
|
||||||
|
|
||||||
|
def Loop():
|
||||||
|
window.show() # 展示窗口
|
||||||
|
sys.exit(app.exec())
|
||||||
Reference in New Issue
Block a user