From ba9cd9a700adb8154795509eff312bf68f406f77 Mon Sep 17 00:00:00 2001 From: "GDP\\solonot" Date: Wed, 12 Nov 2025 10:15:14 +0800 Subject: [PATCH] update --- core/main_ui.py | 3 - core/qmt.py | 12 ++- core/sfgrid/sfgrid_controller.py | 151 ------------------------------- core/sfgrid/sfgrid_ui.py | 138 +++++++++++++++++----------- core/sfgrid/ui.py | 0 5 files changed, 94 insertions(+), 210 deletions(-) delete mode 100644 core/sfgrid/sfgrid_controller.py create mode 100644 core/sfgrid/ui.py diff --git a/core/main_ui.py b/core/main_ui.py index df9eed5..7a9a828 100644 --- a/core/main_ui.py +++ b/core/main_ui.py @@ -180,9 +180,6 @@ class MainWindow: # 更新Tab按钮样式（可选，用于视觉反馈） self.update_tab_button_styles() - - - def update_tab_button_styles(self): """更新Tab按钮的样式以显示选中状态""" diff --git a/core/qmt.py b/core/qmt.py index cdff455..eb90423 100644 --- a/core/qmt.py +++ b/core/qmt.py @@ -8,6 +8,7 @@ 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 class QmtV(XtQuantTraderCallback): def __init__(self) -> None: @@ -41,6 +42,7 @@ class QmtV(XtQuantTraderCallback): if subscribe_result != 0: self.inited = False return + self.startMarketDataSubscription() def getStockPosition(self, stock_code: str): @@ -126,11 +128,19 @@ class QmtV(XtQuantTraderCallback): # ========================================# + def startMarketDataSubscription(self): + self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate) + + def stopMarketDataSubscription(self): + PrintLog(LogLevel.INFO, '- 停止市场数据订阅') + + if self.subscriptionId is not None and self.subscriptionId > 0: + xtdata.unsubscribe_quote(self.subscriptionId) # ====== 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 - print(f'market data update {len(data)}') + eBus.event_bus.publish(eBus.MarketDataUpdate, data) # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ====== diff --git a/core/sfgrid/sfgrid_controller.py b/core/sfgrid/sfgrid_controller.py deleted file mode 100644 index e011675..0000000 --- a/core/sfgrid/sfgrid_controller.py +++ /dev/null @@ -1,151 +0,0 @@ -# coding:utf-8 -from typing import Any - - -from core.sfgrid.model import SFGridTradeTarget as TradeTarget -from .bus_events import ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetAdded, ResultEventTradeTargetDeleted, ActionEventGridFix -from core.eventbus import event_bus, MarketDataEnabled, MarketDataDisabled, MarketDataUpdate -from xtquant import xttrader -from xtquant.xttrader import XtQuantTrader -import time -from peewee import ModelSelect - -import core.sfgrid.model as model -import config -from core.sfgrid.sfgrid_strategy import SFGridStrategy -from core.util import getStockPosition, queryPendingOrder -from xtquant.xttrader import XtQuantTrader -from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, XtTrade -from xtquant import xtdata -from xtquant.xttrader import XtQuantTraderCallback -import datetime -import core.sfgrid.sfgrid_ui as sfgrid_ui -from core.logger import PrintLog, LogLevel -from core.qmt import qmtv -from core.sfgrid.objects import GridFixData - -# 量化核心控制对象 -class SFGridController: - def __init__(self): - super().__init__() - - self.registerEventHandler() - - self.seq = None - PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成') - - - def registerEventHandler(self): - event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget) - event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget) - event_bus.subscribe(ActionEventGridFix, self.onGridFix) - - def onDeleteTradeTarget(self, target: TradeTarget): - """处理删除交易标的事件""" - id = target.get_id() - try: - # 从数据库中删除 - target.delete_instance() - - PrintLog(LogLevel.INFO, f"已删除交易标的: id{id} {target.stock_code} - {target.stock_name}") - # 发布删除完成事件 - event_bus.publish(ResultEventTradeTargetDeleted, target) - except Exception as e: - PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}") - - def onAddTradeTarget(self, stock_code: str): - """处理添加交易标的事件""" - try: - stock_name = qmtv.getInstrumentName(stock_code) - if not stock_name: - PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确') - return - - # 检查是否已存在该标的 - existing_target = TradeTarget.get_or_none(TradeTarget.stock_code == stock_code) - if existing_target: - PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在') - return - - # 刷新标的持仓 - pos = qmtv.getStockPosition(stock_code) # type: ignore - new_target = TradeTarget.create( - stock_name=stock_name, - stock_code=stock_code, - market_price=0.0, - current_position=pos, - grid_index=0, - last_trade_price=0.0, - plan_buy_price=0.0, - plan_sell_price=0.0, - current_order_price=0.0, - current_order_no='', - current_order_type='' - ) - new_target.save() - # 更新标的池 - event_bus.publish(ResultEventTradeTargetAdded, new_target) - - except Exception as e: - PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}') - - def onGridFix(self, data: GridFixData): - """处理网格修正事件""" - self.update_trade_target_grid(data) - - def update_trade_target_grid(self, data: GridFixData): - """更新交易标的网格信息""" - try: - target = data.tradeTarget - grid_index = data.grid_index - - # 更新数据库中的网格索引 - target.grid_index = grid_index - target.save() - - PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}") - except Exception as e: - PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}") - - - - def stopMarketData(self): - PrintLog(LogLevel.INFO, '- 停止市场数据订阅') - - if self.seq is not None and self.seq > 0: - xtdata.unsubscribe_quote(self.seq) - event_bus.publish(MarketDataDisabled, False) - - - # # 初始化指定标的交易控制器 - # def start_stock_trade(self, tradeTarget: TradeTarget): - # # check existing thread - # if tradeTarget.stock_code in self.stock_trade_ctrl: - # tradeController: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code] - - # tradeTarget = tradeController.enabledTrading(True) - # self.instrument_pool[id] = tradeTarget - # event_bus.publish(ResultEventTradeEnabled, tradeTarget) - # else: - # PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}") - - # ====== 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 - # for stock_code, tickData in data.items(): - # if stock_code in self.stock_trade_ctrl: - # stock_controller: SFGridStrategy = self.stock_trade_ctrl[stock_code] - # stock_controller.onDataUpdate(data) - # else: - # # 非目标交易，发布市场数据更新事件用于市场监控 - # lastPrice = tickData['lastPrice'] - # if lastPrice == 10 or stock_code in self.listening_stock: - # # 发布市场数据更新事件用于市场监控 - # market_target = TradeTarget() - # market_target.stock_code = stock_code - # market_target.stock_name = getInstrumentName(stock_code) # type: ignore - # market_target.market_price = lastPrice # type: ignore - # event_bus.publish(MarketDataUpdate, market_target) - # if stock_code not in self.listening_stock: - # self.listening_stock.append(stock_code) - diff --git a/core/sfgrid/sfgrid_ui.py b/core/sfgrid/sfgrid_ui.py index 558f652..5e9cfd7 100644 --- a/core/sfgrid/sfgrid_ui.py +++ b/core/sfgrid/sfgrid_ui.py @@ -13,19 +13,16 @@ import configparser import config from core.sfgrid.objects import GridFixData from core.qmt import qmtv -from core.sfgrid.sfgrid_controller import SFGridController from core.sfgrid.sfgrid_strategy import SFGridStrategy class TradeTargetUI(ttk.Frame): def __init__(self, parent): super().__init__(parent) - self.controller = SFGridController() - self.tradeTargetData:dict[int, SFGridTradeTarget] = {} # id->trade_target self.strategy_ctrl:dict[int, SFGridStrategy] = {} # stock_code->trade_target self.init_trade_target_pool() - self.registerEventHandler() + eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated) # 创建刷新线程标志 self.refresh_thread_running = False # 默认不启动刷新线程 @@ -38,6 +35,21 @@ class TradeTargetUI(ttk.Frame): self.start_ui_refresh() + def onMarketDataUpdated(self, data): + # 更新市场监控数据 + for item in data: + if item['stock_code'] in self.tradeTargetData: + # 更新交易标准池信息 + continue + else: + # 监控10元的票 + current_time = datetime.now().strftime("%H:%M:%S") + self.marketData[str(item['stock_code'])] = { + 'stock_name': item['stock_name'], + 'last_price': item['market_price'] if item['market_price'] is not None else 0.0, + 'time': current_time + } + def refresh_targets(self): # 更新标的池 results = SFGridTradeTarget.select() @@ -59,19 +71,9 @@ class TradeTargetUI(ttk.Frame): stockTradeController = SFGridStrategy(tradeTarget) # type: ignore self.strategy_ctrl[id] = stockTradeController # pyright: ignore[reportArgumentType] # eBus.event_bus.publish(eBus.EventTradeTargetUpdate, tradeTarget) + self.updateTradeTarget(tradeTarget) PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的') - - - def registerEventHandler(self): - eBus.event_bus.subscribe(EventTradeTargetUpdate, self.onTradeTargetUpdated) - # eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated) - # eBus.event_bus.subscribe(eBus.ResultEventTradeEnabled, self.onTradeEnabled) - # eBus.event_bus.subscribe(eBus.ResultEventTradeDisabled, self.onTradeDisabled) - # eBus.event_bus.subscribe(eBus.MarketDataEnabled, self.onMarketDataToggled) - # eBus.event_bus.subscribe(eBus.MarketDataDisabled, self.onMarketDataToggled) - eBus.event_bus.subscribe(ResultEventTradeTargetDeleted, self.onTradeTargetDeleted) - eBus.event_bus.subscribe(ResultEventTradeTargetAdded, self.onTradeTargetUpdated) def start_refresh_thread(self): """启动刷新线程""" @@ -89,17 +91,6 @@ class TradeTargetUI(ttk.Frame): def stop_refresh_thread(self): """停止刷新线程""" self.refresh_thread_running = False - - def onTradeTargetDeleted(self, target: SFGridTradeTarget): - """处理交易标的删除完成事件""" - # 从本地数据中删除 - id = target.get_id() - if id in self.tradeTargetData: - PrintLog(LogLevel.DEBUG, f"删除交易标的，ID: {id}") - del self.tradeTargetData[id] - del self.strategy_ctrl[id] - # 添加日志 - PrintLog(LogLevel.INFO, f"交易标的已删除，ID: {id}") def onTradeEnabled(self, target:SFGridTradeTarget): @@ -109,19 +100,9 @@ class TradeTargetUI(ttk.Frame): PrintLog(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}") - def onTradeTargetUpdated(self, target: SFGridTradeTarget): + def updateTradeTarget(self, target: SFGridTradeTarget): # 更新或添加数据到本地缓存 self.tradeTargetData[target.get_id()] = target - - - def onMarketDataUpdated(self, target: SFGridTradeTarget): - # 更新市场监控数据 - current_time = datetime.now().strftime("%H:%M:%S") - self.marketData[str(target.stock_code)] = { - 'stock_name': target.stock_name, - 'last_price': target.market_price if target.market_price is not None else 0.0, - 'time': current_time - } def create_ui(self): """创建UI界面""" @@ -193,7 +174,7 @@ class TradeTargetUI(ttk.Frame): columns = ("ID", "股票代码", "股票名称", "市场价", "持仓数量", "网格索引", "最新成交价", "计划买入价", "计划卖出价", "当前订单价", "当前订单号", "当前订单类型", - "启用状态", "交易状态" + "交易状态" ) self.trade_table = ttk.Treeview(parent, columns=columns, show='headings', height=15) @@ -212,7 +193,6 @@ class TradeTargetUI(ttk.Frame): "当前订单价": (90, tk.CENTER), "当前订单号": (90, tk.CENTER), "当前订单类型": (90, tk.CENTER), - "启用状态": (80, tk.CENTER), "交易状态": (80, tk.CENTER) } @@ -310,19 +290,7 @@ class TradeTargetUI(ttk.Frame): if result: # 发布事件通知主控制器添加标的 - eBus.event_bus.publish(ActionEventAddTradeTarget, stock_code) - PrintLog(LogLevel.INFO, f"已发送添加请求: {stock_code} - {stock_name}") - - def get_status_indicator(self, target: SFGridTradeTarget) -> str: - """获取状态指示器（带颜色色块的文本）""" - if target.status == 1: - # 绿色圆点表示交易中 - return "🟢 已建仓" - elif target.status == 0: - # 黄色圆点表示暂停 - return "🟡 未建仓" - else: - return "🔴 错误状态" + self.onAddTradeTarget(stock_code) def get_trade_enabled_indicator(self, enabled: bool) -> str: """获取交易状态指示器""" @@ -347,7 +315,6 @@ class TradeTargetUI(ttk.Frame): '-' if target.current_order_price is None else f"{target.current_order_price:.3f}", target.current_order_no, target.current_order_type, - self.get_status_indicator(target), self.get_trade_enabled_indicator(target.enabled) # type: ignore ] @@ -466,9 +433,19 @@ class TradeTargetUI(ttk.Frame): icon='warning' ) + id = target.get_id() if result: # 通过事件总线发出删除动作 - eBus.event_bus.publish(ActionEventDeleteTradeTarget, target) + try: + # 从数据库中删除 + target.delete_instance() + + del self.tradeTargetData[id] + del self.strategy_ctrl[id] + # 添加日志 + PrintLog(LogLevel.INFO, f"交易标的已删除，ID: {id} {target.targetName()}") + except Exception as e: + PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}") PrintLog(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}") def add_trade_target(self): @@ -1060,4 +1037,55 @@ class TradeTargetUI(ttk.Frame): # 更新持仓量状态 current_position = getattr(target, 'current_position') - self.update_position_status(current_position, required_position, position_status_label) \ No newline at end of file + self.update_position_status(current_position, required_position, position_status_label) + + + def onAddTradeTarget(self, stock_code: str): + """处理添加交易标的事件""" + try: + stock_name = qmtv.getInstrumentName(stock_code) + if not stock_name: + PrintLog(LogLevel.ERROR, f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确') + return + + # 检查是否已存在该标的 + existing_target = SFGridTradeTarget.get_or_none(SFGridTradeTarget.stock_code == stock_code) + if existing_target: + PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在') + return + + # 刷新标的持仓 + pos = qmtv.getStockPosition(stock_code) # type: ignore + new_target = SFGridTradeTarget.create( + stock_name=stock_name, + stock_code=stock_code, + market_price=0.0, + current_position=pos, + grid_index=0, + last_trade_price=0.0, + plan_buy_price=0.0, + plan_sell_price=0.0, + current_order_price=0.0, + current_order_no='', + current_order_type='' + ) + new_target.save() + # 更新标的池 + self.updateTradeTarget(new_target) + + except Exception as e: + PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}') + + def update_trade_target_grid(self, data: GridFixData): + """更新交易标的网格信息""" + try: + target = data.tradeTarget + grid_index = data.grid_index + + # 更新数据库中的网格索引 + target.grid_index = grid_index + target.save() + + PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}") + except Exception as e: + PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}") \ No newline at end of file diff --git a/core/sfgrid/ui.py b/core/sfgrid/ui.py new file mode 100644 index 0000000..e69de29