添加参数配置文件

config.ini

@@ -0,0 +1,6 @@
+[config]
+miniQMTPath=D:\Programs\DTQMT\userdata_mini
+grid_price=1.665,1.660,1.655,1.650,1.645,1.640,1.635,1.630,1.625,1.620,1.615
+grid_volume = 100
+account_no = '99082560'
+max_enabled_targets = 10 ; not enabled this limitation

core/main_controller.py

@@ -19,10 +19,12 @@ import datetime
 class SFGridController(XtQuantTraderCallback):
     def __init__(self, account_no: str, miniQmtPath: str):
         super().__init__()
+        
+        sfgrid_constants.initConfig()
         xtdata.enable_hello = False
         strategy_db.db.connect()
         strategy_db.db.create_tables([strategy_db.TradeTarget])
-        print('- 数据库模块初始化完成')
+        print('- [成功]数据库模块初始化')
         
         session_id = int(time.time())
 
@@ -30,16 +32,16 @@ class SFGridController(XtQuantTraderCallback):
         self.xt_trader.register_callback(self)
         self.xt_trader.start()
         connect_result = self.xt_trader.connect()
-        print(f'- 市场交易连接{connect_result}: {'成功' if self.xt_trader.connected else '失败'}')
+        print(f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接{connect_result}:')
         
         self.account= StockAccount(account_no, 'STOCK')
-        print(f'- 交易账号对象初始化完成, 账号: {self.account.account_id}')
+        print(f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}')
         subscribe_result = self.xt_trader.subscribe(self.account)
-        print(f'- 交易状态订阅{'成功' if subscribe_result == 0 else '失败'}')
+        print(f'- [{'成功' if subscribe_result == 0 else '失败'}]交易状态订阅')
         self.stock_trade_ctrl = {}
         self.init_instrument_pool(self.xt_trader, self.account)
         self.seq = None
-        print('- 三疯交易系统初始化完成')
+        print('- [成功]三疯交易系统初始化完成')
 
 
     def startMarketData(self):
@@ -105,20 +107,20 @@ class SFGridController(XtQuantTraderCallback):
             stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled)
             self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
 
-        print(f'- 初始化标的池初始化完成 , 共 {len(self.instrument_pool)} 个标的')
+        print(f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的')
 
 
     def refresh_targets(self):
-            # 更新标的池
+        # 更新标的池
         self.instrument_pool:ModelSelect = strategy_db.TradeTarget.select()
         self.print_pool()
 
     def print_pool(self):
-        print("- 标的池信息")
+        print("- [信息]标的池信息")
         for i in range(len(self.instrument_pool)):
             target: strategy_db.TradeTarget = self.instrument_pool[i]
             status = "新建" if target.status == 0 else "已建初始仓"
-            print(f'  [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} Price {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}')
+            print(f'  [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}')
 
     def print_position_info(self):
         positions = self.xt_trader.query_stock_positions(self.account)

core/sfgrid_trade_controller.py

@@ -30,21 +30,21 @@ class StockTradeController:
                 self.xt_trader.cancel_order_stock(self.account, order.order_id)
 
         if enabled:
-            print(f"  |- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}, position {self.tradeTarget.current_position}")
+            print(f"  |- 标的{self.tradeTarget.targetName()}交易启动, position {self.tradeTarget.current_position}")
             # 建仓状态检查
             if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
-                print(f"  |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...")
                 self.tradeTarget.grid_index = 1
                 self.tradeTarget.save()
                 self.init_stock_position()
-                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}")
+                print(f"  |- 标的{self.tradeTarget.targetName()}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}")
             else:
                 # 交易阶段，检查仓位，检查现有订单
-                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}")
+                print(f"  |- 标的{self.tradeTarget.targetName()}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}")
-                if sfgrid_constants.grid_volume * self.tradeTarget.grid_index <= self.tradeTarget.current_position:
+                minRequirePosition:int = sfgrid_constants.grid_volume * self.tradeTarget.grid_index
-                    print(f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.grid_index}, 当前持仓：{self.tradeTarget.current_position}')
+                if minRequirePosition <= self.tradeTarget.current_position:
+                    print(f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
                 else:
-                    print(f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.grid_index}, 当前持仓：{self.tradeTarget.current_position}')
+                    print(f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
                 if is_trading_time():
                     self.two_way_order(True, True)
 

core/strategy_db.py

@@ -21,3 +21,6 @@ class TradeTarget(BaseModel):
     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
+
+    def targetName(self):
+        return f'{self.stock_name}[{self.stock_code}]'

sfgrid_constants.py

@@ -1,20 +1,22 @@
+import configparser
+
 # miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
-miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini'
+miniQMTPath = 'D:\\Programs\\DTQMT\\userdata_mini'
 # grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1] # 网格价格设置，从高到低
-grid_price = [
+grid_price = [] # 网格价格设置，从高到低
-    1.665, 
+grid_volume:int = 100 # 每个网格的交易手数
-    1.660,
+account_no:str = ''
-    1.655,
-    1.650,
-    1.645,
-    1.640,
-    1.635,
-    1.630,
-    1.625,
-    1.620,
-    1.615
-    ] # 网格价格设置，从高到低
-grid_volume = 200 # 每个网格的交易手数
-account_no = '99082560'
 # account_no = '89009170' # 交易账号
-max_enabled_targets = 10
+max_enabled_targets:int = 10
+
+def initConfig():
+    global miniQMTPath, grid_price, grid_volume, account_no, max_enabled_targets
+    config = configparser.ConfigParser()
+    config.read('config.ini')
+    miniQMTPath = config.get('config','miniQMTPath')
+    str_list = config.get('config','grid_price').split(',')
+    grid_price = [float(item) for item in str_list]
+    print(f'网格设置：{grid_price}')
+    grid_volume = config.getint('config','grid_volume')
+    account_no = config.get('config','account_no')
+    max_enabled_targets = config.getint('config','max_enabled_targets')