update
This commit is contained in:
@@ -181,9 +181,6 @@ class MainWindow:
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# 更新Tab按钮样式（可选，用于视觉反馈）
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self.update_tab_button_styles()
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def update_tab_button_styles(self):
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"""更新Tab按钮的样式以显示选中状态"""
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# 注意：ttk.Button的样式需要通过ttk.Style来设置
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+11
-1
@@ -8,6 +8,7 @@ from core.logger import LogLevel, PrintLog
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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from xtquant.xttype import StockAccount
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from xtquant import xtconstant, xtdata
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import core.eventbus as eBus
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class QmtV(XtQuantTraderCallback):
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def __init__(self) -> None:
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@@ -41,6 +42,7 @@ class QmtV(XtQuantTraderCallback):
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if subscribe_result != 0:
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self.inited = False
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return
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self.startMarketDataSubscription()
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def getStockPosition(self, stock_code: str):
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@@ -126,11 +128,19 @@ class QmtV(XtQuantTraderCallback):
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# ========================================#
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def startMarketDataSubscription(self):
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self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
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def stopMarketDataSubscription(self):
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
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if self.subscriptionId is not None and self.subscriptionId > 0:
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xtdata.unsubscribe_quote(self.subscriptionId)
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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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# 收集所有市场数据用于市场监控
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print(f'market data update {len(data)}')
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eBus.event_bus.publish(eBus.MarketDataUpdate, data)
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# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
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@@ -1,151 +0,0 @@
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# coding:utf-8
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from typing import Any
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from core.sfgrid.model import SFGridTradeTarget as TradeTarget
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from .bus_events import ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetAdded, ResultEventTradeTargetDeleted, ActionEventGridFix
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from core.eventbus import event_bus, MarketDataEnabled, MarketDataDisabled, MarketDataUpdate
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from xtquant import xttrader
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from xtquant.xttrader import XtQuantTrader
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import time
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from peewee import ModelSelect
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import core.sfgrid.model as model
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import config
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from core.sfgrid.sfgrid_strategy import SFGridStrategy
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from core.util import getStockPosition, queryPendingOrder
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtPosition, 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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import core.sfgrid.sfgrid_ui as sfgrid_ui
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from core.logger import PrintLog, LogLevel
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from core.qmt import qmtv
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from core.sfgrid.objects import GridFixData
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# 量化核心控制对象
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class SFGridController:
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def __init__(self):
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super().__init__()
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self.registerEventHandler()
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self.seq = None
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PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成')
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def registerEventHandler(self):
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event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget)
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event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
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event_bus.subscribe(ActionEventGridFix, self.onGridFix)
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def onDeleteTradeTarget(self, target: TradeTarget):
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"""处理删除交易标的事件"""
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id = target.get_id()
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try:
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# 从数据库中删除
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target.delete_instance()
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PrintLog(LogLevel.INFO, f"已删除交易标的: id{id} {target.stock_code} - {target.stock_name}")
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# 发布删除完成事件
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event_bus.publish(ResultEventTradeTargetDeleted, target)
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}")
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def onAddTradeTarget(self, stock_code: str):
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"""处理添加交易标的事件"""
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try:
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stock_name = qmtv.getInstrumentName(stock_code)
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if not stock_name:
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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')
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return
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# 检查是否已存在该标的
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existing_target = TradeTarget.get_or_none(TradeTarget.stock_code == stock_code)
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if existing_target:
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PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
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return
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# 刷新标的持仓
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pos = qmtv.getStockPosition(stock_code) # type: ignore
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new_target = TradeTarget.create(
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stock_name=stock_name,
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stock_code=stock_code,
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market_price=0.0,
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current_position=pos,
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grid_index=0,
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last_trade_price=0.0,
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plan_buy_price=0.0,
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plan_sell_price=0.0,
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current_order_price=0.0,
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current_order_no='',
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current_order_type=''
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)
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new_target.save()
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# 更新标的池
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event_bus.publish(ResultEventTradeTargetAdded, new_target)
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except Exception as e:
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PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
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def onGridFix(self, data: GridFixData):
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"""处理网格修正事件"""
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self.update_trade_target_grid(data)
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def update_trade_target_grid(self, data: GridFixData):
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"""更新交易标的网格信息"""
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try:
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target = data.tradeTarget
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grid_index = data.grid_index
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# 更新数据库中的网格索引
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target.grid_index = grid_index
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target.save()
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PrintLog(LogLevel.INFO, f"网格修正已应用: {target.stock_code} - {target.stock_name}, 网格索引: {grid_index}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
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def stopMarketData(self):
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PrintLog(LogLevel.INFO, '- 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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event_bus.publish(MarketDataDisabled, False)
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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, tradeTarget: TradeTarget):
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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: SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
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# tradeTarget = tradeController.enabledTrading(True)
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# self.instrument_pool[id] = tradeTarget
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# event_bus.publish(ResultEventTradeEnabled, tradeTarget)
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# else:
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# PrintLog(LogLevel.INFO, f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}")
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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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# # 收集所有市场数据用于市场监控
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# for stock_code, tickData in data.items():
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# if stock_code in self.stock_trade_ctrl:
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# stock_controller: SFGridStrategy = self.stock_trade_ctrl[stock_code]
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# stock_controller.onDataUpdate(data)
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# else:
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# # 非目标交易，发布市场数据更新事件用于市场监控
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# lastPrice = tickData['lastPrice']
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# if lastPrice == 10 or stock_code in self.listening_stock:
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# # 发布市场数据更新事件用于市场监控
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# market_target = TradeTarget()
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# market_target.stock_code = stock_code
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# market_target.stock_name = getInstrumentName(stock_code) # type: ignore
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# market_target.market_price = lastPrice # type: ignore
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# event_bus.publish(MarketDataUpdate, market_target)
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# if stock_code not in self.listening_stock:
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# self.listening_stock.append(stock_code)
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+82
-54
@@ -13,19 +13,16 @@ import configparser
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import config
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from core.sfgrid.objects import GridFixData
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from core.qmt import qmtv
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from core.sfgrid.sfgrid_controller import SFGridController
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from core.sfgrid.sfgrid_strategy import SFGridStrategy
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class TradeTargetUI(ttk.Frame):
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def __init__(self, parent):
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super().__init__(parent)
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self.controller = SFGridController()
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self.tradeTargetData:dict[int, SFGridTradeTarget] = {} # id->trade_target
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self.strategy_ctrl:dict[int, SFGridStrategy] = {} # stock_code->trade_target
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self.init_trade_target_pool()
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self.registerEventHandler()
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eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
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# 创建刷新线程标志
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self.refresh_thread_running = False # 默认不启动刷新线程
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@@ -38,6 +35,21 @@ class TradeTargetUI(ttk.Frame):
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self.start_ui_refresh()
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def onMarketDataUpdated(self, data):
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# 更新市场监控数据
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for item in data:
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if item['stock_code'] in self.tradeTargetData:
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# 更新交易标准池信息
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continue
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else:
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# 监控10元的票
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current_time = datetime.now().strftime("%H:%M:%S")
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self.marketData[str(item['stock_code'])] = {
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'stock_name': item['stock_name'],
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'last_price': item['market_price'] if item['market_price'] is not None else 0.0,
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'time': current_time
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}
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def refresh_targets(self):
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# 更新标的池
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results = SFGridTradeTarget.select()
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@@ -59,20 +71,10 @@ class TradeTargetUI(ttk.Frame):
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stockTradeController = SFGridStrategy(tradeTarget) # type: ignore
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self.strategy_ctrl[id] = stockTradeController # pyright: ignore[reportArgumentType]
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# eBus.event_bus.publish(eBus.EventTradeTargetUpdate, tradeTarget)
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self.updateTradeTarget(tradeTarget)
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PrintLog(LogLevel.INFO, f'- [成功]交易标的信息初始化, 共 {len(self.tradeTargetData)} 个标的')
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def registerEventHandler(self):
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eBus.event_bus.subscribe(EventTradeTargetUpdate, self.onTradeTargetUpdated)
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# eBus.event_bus.subscribe(eBus.MarketDataUpdate, self.onMarketDataUpdated)
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# eBus.event_bus.subscribe(eBus.ResultEventTradeEnabled, self.onTradeEnabled)
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# eBus.event_bus.subscribe(eBus.ResultEventTradeDisabled, self.onTradeDisabled)
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# eBus.event_bus.subscribe(eBus.MarketDataEnabled, self.onMarketDataToggled)
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# eBus.event_bus.subscribe(eBus.MarketDataDisabled, self.onMarketDataToggled)
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eBus.event_bus.subscribe(ResultEventTradeTargetDeleted, self.onTradeTargetDeleted)
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eBus.event_bus.subscribe(ResultEventTradeTargetAdded, self.onTradeTargetUpdated)
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def start_refresh_thread(self):
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"""启动刷新线程"""
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if not hasattr(self, 'refresh_thread') or not self.refresh_thread.is_alive():
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@@ -90,17 +92,6 @@ class TradeTargetUI(ttk.Frame):
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"""停止刷新线程"""
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self.refresh_thread_running = False
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def onTradeTargetDeleted(self, target: SFGridTradeTarget):
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"""处理交易标的删除完成事件"""
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# 从本地数据中删除
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id = target.get_id()
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if id in self.tradeTargetData:
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PrintLog(LogLevel.DEBUG, f"删除交易标的，ID: {id}")
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del self.tradeTargetData[id]
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del self.strategy_ctrl[id]
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# 添加日志
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PrintLog(LogLevel.INFO, f"交易标的已删除，ID: {id}")
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def onTradeEnabled(self, target:SFGridTradeTarget):
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PrintLog(LogLevel.INFO, f"交易启用: {target.stock_code} - {target.stock_name}")
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@@ -109,20 +100,10 @@ class TradeTargetUI(ttk.Frame):
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PrintLog(LogLevel.INFO, f"交易禁用: {target.stock_code} - {target.stock_name}")
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def onTradeTargetUpdated(self, target: SFGridTradeTarget):
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def updateTradeTarget(self, target: SFGridTradeTarget):
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# 更新或添加数据到本地缓存
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self.tradeTargetData[target.get_id()] = target
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def onMarketDataUpdated(self, target: SFGridTradeTarget):
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# 更新市场监控数据
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current_time = datetime.now().strftime("%H:%M:%S")
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self.marketData[str(target.stock_code)] = {
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'stock_name': target.stock_name,
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'last_price': target.market_price if target.market_price is not None else 0.0,
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'time': current_time
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}
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def create_ui(self):
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"""创建UI界面"""
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# 主框架（使用self作为父容器）
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@@ -193,7 +174,7 @@ class TradeTargetUI(ttk.Frame):
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columns = ("ID",
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"股票代码", "股票名称", "市场价", "持仓数量", "网格索引",
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"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",
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"启用状态", "交易状态"
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"交易状态"
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)
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self.trade_table = ttk.Treeview(parent, columns=columns, show='headings', height=15)
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@@ -212,7 +193,6 @@ class TradeTargetUI(ttk.Frame):
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"当前订单价": (90, tk.CENTER),
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"当前订单号": (90, tk.CENTER),
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"当前订单类型": (90, tk.CENTER),
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"启用状态": (80, tk.CENTER),
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"交易状态": (80, tk.CENTER)
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}
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@@ -310,19 +290,7 @@ class TradeTargetUI(ttk.Frame):
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if result:
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# 发布事件通知主控制器添加标的
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eBus.event_bus.publish(ActionEventAddTradeTarget, stock_code)
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PrintLog(LogLevel.INFO, f"已发送添加请求: {stock_code} - {stock_name}")
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def get_status_indicator(self, target: SFGridTradeTarget) -> str:
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"""获取状态指示器（带颜色色块的文本）"""
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if target.status == 1:
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# 绿色圆点表示交易中
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return "🟢 已建仓"
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elif target.status == 0:
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# 黄色圆点表示暂停
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return "🟡 未建仓"
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else:
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return "🔴 错误状态"
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self.onAddTradeTarget(stock_code)
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def get_trade_enabled_indicator(self, enabled: bool) -> str:
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"""获取交易状态指示器"""
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@@ -347,7 +315,6 @@ class TradeTargetUI(ttk.Frame):
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'-' if target.current_order_price is None else f"{target.current_order_price:.3f}",
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target.current_order_no,
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target.current_order_type,
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self.get_status_indicator(target),
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self.get_trade_enabled_indicator(target.enabled) # type: ignore
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]
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@@ -466,9 +433,19 @@ class TradeTargetUI(ttk.Frame):
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icon='warning'
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)
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id = target.get_id()
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if result:
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# 通过事件总线发出删除动作
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eBus.event_bus.publish(ActionEventDeleteTradeTarget, target)
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try:
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# 从数据库中删除
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target.delete_instance()
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del self.tradeTargetData[id]
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del self.strategy_ctrl[id]
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# 添加日志
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PrintLog(LogLevel.INFO, f"交易标的已删除，ID: {id} {target.targetName()}")
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except Exception as e:
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PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}")
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PrintLog(LogLevel.INFO, f"已发送删除请求: {target.stock_code} - {target.stock_name}")
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def add_trade_target(self):
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@@ -1061,3 +1038,54 @@ class TradeTargetUI(ttk.Frame):
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# 更新持仓量状态
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current_position = getattr(target, 'current_position')
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self.update_position_status(current_position, required_position, position_status_label)
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def onAddTradeTarget(self, stock_code: str):
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"""处理添加交易标的事件"""
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try:
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stock_name = qmtv.getInstrumentName(stock_code)
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if not stock_name:
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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')
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return
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# 检查是否已存在该标的
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existing_target = SFGridTradeTarget.get_or_none(SFGridTradeTarget.stock_code == stock_code)
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if existing_target:
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PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
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return
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# 刷新标的持仓
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pos = qmtv.getStockPosition(stock_code) # type: ignore
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new_target = SFGridTradeTarget.create(
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stock_name=stock_name,
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stock_code=stock_code,
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market_price=0.0,
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current_position=pos,
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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)}")
|
||||
Reference in New Issue
Block a user