update

core/market_data/qmt.py

@@ -9,7 +9,7 @@ from core.logger import LogLevel, PrintLog
 from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant, xtdata
-import core.eventbus as eBus
+from eventbus import marketDataEventBus, EventMarketActiveSwitch, MarketDataUpdate, MarketOrderCreated, MarketOrderTraded
 
 class QmtV(XtQuantTraderCallback):
     def __init__(self) -> None:
@@ -118,7 +118,7 @@ class QmtV(XtQuantTraderCallback):
     # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
     def onDataUpdate(self, data):
         # 收集所有市场数据用于市场监控
-        eBus.event_bus.publish(eBus.MarketDataUpdate, data)
+        marketDataEventBus.publish(marketDataEventBus.MarketDataUpdate, data)
         now = time.time()
         if now - self.lastMarketDataUpdateTimestamp < 5:
             self.isMarketActive = True
@@ -133,7 +133,7 @@ class QmtV(XtQuantTraderCallback):
             if tmpMarketStatus != self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp < 5:
                 tmpMarketStatus = self.isMarketActive
                 PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
-                eBus.event_bus.publish(eBus.EventMarketActiveSwitch, self.isMarketActive)
+                marketDataEventBus.publish(EventMarketActiveSwitch, self.isMarketActive)
             if tmpMarketStatus and self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒
                 self.isMarketActive = False
                 PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
@@ -171,7 +171,7 @@ class QmtV(XtQuantTraderCallback):
         :param trade: XtTrade对象
         :return:
         """
-        eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
+        marketDataEventBus.publish(MarketOrderTraded, trade)
         # stockCode = trade.stock_code
         # ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
         # # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
@@ -182,7 +182,7 @@ class QmtV(XtQuantTraderCallback):
     
     def on_order_stock_async_response(self, response:XtOrderResponse):
         # print(f"委托回调 on_order_stock_async_response 投资备注 {response.order_id} {response.seq} {response.error_msg}{response.strategy_name} {response.order_remark}")
-        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
+        marketDataEventBus.publish(MarketOrderCreated, response)
         
     #     stockCode = response.order_remark
     #     ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
@@ -208,5 +208,3 @@ class QmtV(XtQuantTraderCallback):
         """
         print(datetime.datetime.now(), status)
 
-
-qmtv = QmtV()