添加参数配置文件
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@@ -0,0 +1,6 @@
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[config]
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miniQMTPath=D:\Programs\DTQMT\userdata_mini
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grid_price=1.665,1.660,1.655,1.650,1.645,1.640,1.635,1.630,1.625,1.620,1.615
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grid_volume = 100
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account_no = '99082560'
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max_enabled_targets = 10 ; not enabled this limitation
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+10
-8
@@ -19,10 +19,12 @@ import datetime
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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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sfgrid_constants.initConfig()
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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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print('- [成功]数据库模块初始化')
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session_id = int(time.time())
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@@ -30,16 +32,16 @@ class SFGridController(XtQuantTraderCallback):
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self.xt_trader.register_callback(self)
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self.xt_trader.start()
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connect_result = self.xt_trader.connect()
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print(f'- 市场交易连接{connect_result}: {'成功' if self.xt_trader.connected else '失败'}')
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print(f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接{connect_result}:')
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self.account= StockAccount(account_no, 'STOCK')
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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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print(f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}')
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subscribe_result = self.xt_trader.subscribe(self.account)
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print(f'- 交易状态订阅{'成功' if subscribe_result == 0 else '失败'}')
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print(f'- [{'成功' if subscribe_result == 0 else '失败'}]交易状态订阅')
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self.stock_trade_ctrl = {}
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self.init_instrument_pool(self.xt_trader, self.account)
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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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print('- [成功]三疯交易系统初始化完成')
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def startMarketData(self):
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@@ -105,7 +107,7 @@ class SFGridController(XtQuantTraderCallback):
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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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print(f'- [成功]交易标的信息初始化, 共 {len(self.instrument_pool)} 个标的')
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def refresh_targets(self):
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@@ -114,11 +116,11 @@ class SFGridController(XtQuantTraderCallback):
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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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print("- [信息]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: {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}')
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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'}')
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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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@@ -30,21 +30,21 @@ class StockTradeController:
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self.xt_trader.cancel_order_stock(self.account, order.order_id)
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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}, position {self.tradeTarget.current_position}")
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print(f" |- 标的{self.tradeTarget.targetName()}交易启动, position {self.tradeTarget.current_position}")
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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...")
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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}")
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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}")
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else:
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# 交易阶段,检查仓位,检查现有订单
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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}")
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if sfgrid_constants.grid_volume * self.tradeTarget.grid_index <= self.tradeTarget.current_position:
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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}')
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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}")
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minRequirePosition:int = sfgrid_constants.grid_volume * self.tradeTarget.grid_index
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if minRequirePosition <= self.tradeTarget.current_position:
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print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓:{self.tradeTarget.current_position}')
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else:
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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}')
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print(f' |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓:{self.tradeTarget.current_position}')
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if is_trading_time():
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self.two_way_order(True, True)
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@@ -21,3 +21,6 @@ class TradeTarget(BaseModel):
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current_sell_order_no = CharField(default='')
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status = IntegerField(default=0) # 0表示新标的,1表示已建初始仓,正常交易中
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enabled = BooleanField(default=False) # 是否启动交易线程
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def targetName(self):
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return f'{self.stock_name}[{self.stock_code}]'
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BIN
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+19
-17
@@ -1,20 +1,22 @@
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import configparser
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# miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
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miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini'
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miniQMTPath = 'D:\\Programs\\DTQMT\\userdata_mini'
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# grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1] # 网格价格设置,从高到低
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grid_price = [
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1.665,
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1.660,
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1.655,
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1.650,
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1.645,
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1.640,
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1.635,
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1.630,
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1.625,
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1.620,
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1.615
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] # 网格价格设置,从高到低
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grid_volume = 200 # 每个网格的交易手数
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account_no = '99082560'
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grid_price = [] # 网格价格设置,从高到低
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grid_volume:int = 100 # 每个网格的交易手数
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account_no:str = ''
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# account_no = '89009170' # 交易账号
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max_enabled_targets = 10
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max_enabled_targets:int = 10
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def initConfig():
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global miniQMTPath, grid_price, grid_volume, account_no, max_enabled_targets
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config = configparser.ConfigParser()
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config.read('config.ini')
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miniQMTPath = config.get('config','miniQMTPath')
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str_list = config.get('config','grid_price').split(',')
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grid_price = [float(item) for item in str_list]
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print(f'网格设置:{grid_price}')
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grid_volume = config.getint('config','grid_volume')
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account_no = config.get('config','account_no')
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max_enabled_targets = config.getint('config','max_enabled_targets')
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