update for restructure
This commit is contained in:
@@ -1 +1,3 @@
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__pycache__/
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__pycache__/
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dist/
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example.db
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@@ -0,0 +1,6 @@
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import xtquant.xtconstant as xtconstant
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OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
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OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
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OrderTypeInit = "0" # 建仓
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OrderTypeNone = "None"
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@@ -0,0 +1,14 @@
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from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
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from core.logger import LogLevel, PrintLog
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from xtquant import xtconstant
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# 连接到SQLite数据库
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db = SqliteDatabase('example.db')
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db.connect()
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PrintLog(LogLevel.INFO, '- [成功]数据库连接')
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# 定义基础模型类
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class BaseModel(Model):
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class Meta:
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database = db
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@@ -1,6 +1,7 @@
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from enum import Enum
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from enum import Enum
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from core.eventbus import EventPrintLog, event_bus
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from core.eventbus import EventPrintLog, event_bus
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import sfgrid_config
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class LogLevel(Enum):
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class LogLevel(Enum):
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DEBUG = "DEBUG"
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DEBUG = "DEBUG"
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@@ -17,3 +18,5 @@ class LogData:
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def PrintLog(level:LogLevel, message:str):
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def PrintLog(level:LogLevel, message:str):
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data = LogData(level, message)
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data = LogData(level, message)
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event_bus.publish(EventPrintLog, data)
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event_bus.publish(EventPrintLog, data)
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if sfgrid_config.console_log:
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print(f'{level.value} {message}')
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+20
-116
@@ -1,30 +1,30 @@
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# coding:utf-8
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# coding:utf-8
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from core.strategy_db import TradeTarget
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from core.sfgrid.model import TradeTarget
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
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from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttrader import XtQuantTrader
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import time
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import time
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from peewee import ModelSelect
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from peewee import ModelSelect
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import core.strategy_db as strategy_db
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import core.sfgrid.model as model
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import sfgrid_constants
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import sfgrid_config
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from core.sfgrid_strategy import SFGridStrategy
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from core.sfgrid.sfgrid_strategy import SFGridStrategy
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from core.util import getInstrumentName, getStockPosition, queryPendingOrder
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from core.util import getInstrumentName, getStockPosition, queryPendingOrder
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade
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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 import xtdata
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from xtquant.xttrader import XtQuantTraderCallback
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from xtquant.xttrader import XtQuantTraderCallback
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import datetime
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import datetime
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import core.ui as ui
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import core.sfgrid.ui as ui
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from core.logger import PrintLog, LogLevel
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from core.logger import PrintLog, LogLevel
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from core.objects import GridFixData
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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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# 量化核心控制对象
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class SFGridController(XtQuantTraderCallback):
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class MainController(XtQuantTraderCallback):
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def __init__(self, account_no: str, miniQmtPath: str):
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def __init__(self, account_no: str, miniQmtPath: str):
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super().__init__()
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super().__init__()
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self.registerEventHandler()
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self.registerEventHandler()
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self.appUi = ui.TradeTargetUI()
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# self.appUi = ui.TradeTargetUI()
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xtdata.enable_hello = False
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xtdata.enable_hello = False
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@@ -118,13 +118,10 @@ class SFGridController(XtQuantTraderCallback):
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except Exception as e:
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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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PrintLog(LogLevel.ERROR, f"网格修正更新失败: {str(e)}")
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def hold(self):
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self.appUi.run()
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def startMarketData(self):
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def startMarketData(self):
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PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
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PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
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self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
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# self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
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if self.seq == -1:
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if self.seq == -1:
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PrintLog(LogLevel.ERROR, '- 市场数据订阅失败')
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PrintLog(LogLevel.ERROR, '- 市场数据订阅失败')
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else:
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else:
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@@ -149,12 +146,12 @@ class SFGridController(XtQuantTraderCallback):
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return
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return
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# 检查是否已存在该标的
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# 检查是否已存在该标的
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existing_target = strategy_db.TradeTarget.get_or_none(strategy_db.TradeTarget.stock_code == stock_code)
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existing_target = model.TradeTarget.get_or_none(model.TradeTarget.stock_code == stock_code)
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if existing_target:
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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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PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
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return
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return
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new_target = strategy_db.TradeTarget.create(
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new_target = model.TradeTarget.create(
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stock_name=stock_name,
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stock_name=stock_name,
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stock_code=stock_code,
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stock_code=stock_code,
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market_price=0.0,
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market_price=0.0,
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@@ -171,7 +168,7 @@ class SFGridController(XtQuantTraderCallback):
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PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
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PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
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# 刷新标的持仓
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# 刷新标的持仓
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pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
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pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
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strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute()
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model.TradeTarget.update(current_position=pos).where(model.TradeTarget.stock_code == stock_code).execute()
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# 更新标的池
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# 更新标的池
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self.refresh_targets()
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self.refresh_targets()
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# 添加交易控制器
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# 添加交易控制器
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@@ -189,7 +186,7 @@ class SFGridController(XtQuantTraderCallback):
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PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
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PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
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return
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return
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target: strategy_db.TradeTarget = self.instrument_pool[id]
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target: model.TradeTarget = self.instrument_pool[id]
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# 如果存在交易控制器,先停止交易
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# 如果存在交易控制器,先停止交易
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if target.stock_code in self.stock_trade_ctrl:
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if target.stock_code in self.stock_trade_ctrl:
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@@ -215,9 +212,9 @@ class SFGridController(XtQuantTraderCallback):
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for id in self.instrument_pool:
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for id in self.instrument_pool:
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target:TradeTarget = self.instrument_pool[id]
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target:TradeTarget = self.instrument_pool[id]
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status = "新建" if target.status == 0 else "已建初始仓"
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status = "新建" if target.status == 0 else "已建初始仓"
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PrintLog(LogLevel.INFO, f' [序号-{id}] 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'}') # type: ignore
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PrintLog(LogLevel.INFO, f' [序号-{id}] 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_config.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'}') # type: ignore
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tradeTarget:strategy_db.TradeTarget = self.instrument_pool[id]
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tradeTarget:model.TradeTarget = self.instrument_pool[id]
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tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
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tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
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result = tradeTarget.save()
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result = tradeTarget.save()
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PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
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PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
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@@ -230,10 +227,10 @@ class SFGridController(XtQuantTraderCallback):
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def refresh_targets(self):
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def refresh_targets(self):
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# 更新标的池
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# 更新标的池
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results:ModelSelect = strategy_db.TradeTarget.select()
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results:ModelSelect = model.TradeTarget.select()
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self.instrument_pool: dict[int, strategy_db.TradeTarget] = {}
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self.instrument_pool: dict[int, model.TradeTarget] = {}
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for temp in results:
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for temp in results:
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result :strategy_db.TradeTarget = temp
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result :model.TradeTarget = temp
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self.instrument_pool[result.get_id()] = result
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self.instrument_pool[result.get_id()] = result
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def print_position_info(self):
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def print_position_info(self):
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@@ -293,7 +290,7 @@ class SFGridController(XtQuantTraderCallback):
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def pause_stock_trade(self, id: int):
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def pause_stock_trade(self, id: int):
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localTarget: strategy_db.TradeTarget = self.instrument_pool[id]
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localTarget: model.TradeTarget = self.instrument_pool[id]
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print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
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print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
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if localTarget.stock_code in self.stock_trade_ctrl:
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if localTarget.stock_code in self.stock_trade_ctrl:
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tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
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tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
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@@ -307,96 +304,3 @@ class SFGridController(XtQuantTraderCallback):
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else:
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else:
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print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")
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print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")
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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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# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
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def on_connected(self):
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"""
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连接成功推送
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"""
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print(datetime.datetime.now(), '连接成功回调')
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def on_disconnected(self):
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"""
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连接断开
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:return:
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"""
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print(datetime.datetime.now(), '连接断开回调')
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def on_stock_order(self, order:XtOrder):
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"""
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委托回报推送
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:param order: XtOrder对象
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:return:
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"""
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print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
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stockCode = order.stock_code
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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if ctrl is not None and order.strategy_name == ctrl.getName():
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print(f'controller info {ctrl.getName()}')
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ctrl.onAsyncOrderResponse(order) # type: ignore
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else:
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print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
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def on_stock_trade(self, trade:XtTrade):
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"""
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成交变动推送
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:param trade: XtTrade对象
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:return:
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"""
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stockCode = trade.stock_code
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ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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if ctrl is not None and trade.strategy_name == ctrl.getName():
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ctrl.onOrderTrade(trade)
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else:
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print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
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# def on_order_stock_async_response(self, response:XtOrderResponse):
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# stockCode = response.order_remark
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
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# if ctrl is not None and response.strategy_name == ctrl.getName():
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# ctrl.onAsyncOrderResponse(response)
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# else:
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# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_error(self, order_error):
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"""
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|
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委托失败推送
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:param order_error:XtOrderError 对象
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:return:
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"""
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# print("on order_error callback")
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# print(order_error.order_id, order_error.error_id, order_error.error_msg)
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print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
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def on_account_status(self, status):
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"""
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:param response: XtAccountStatus 对象
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:return:
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"""
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print(datetime.datetime.now(), status)
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+327
@@ -0,0 +1,327 @@
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import time
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import tkinter as tk
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from tkinter import ttk
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||||||
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from core.logger import LogLevel, PrintLog
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||||||
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from core.sfgrid.ui import TradeTargetUI
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import sfgrid_config
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||||||
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from xtquant import xtdata
|
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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|
import datetime
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from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPosition, XtTrade
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class MainWindow(XtQuantTraderCallback):
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||||||
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def __init__(self):
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||||||
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self.root = tk.Tk()
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self.root.title("三疯交易系统")
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self.root.geometry("1400x700")
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||||||
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# 当前选中的策略Tab索引
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||||||
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self.current_strategy_index = 0
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||||||
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# 存储各个Frame的引用
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||||||
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self.strategy_frames = {}
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# 日志面板可见性标志
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||||||
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self.log_visible = False
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||||||
|
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||||||
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self.initQmt()
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||||||
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# 创建界面
|
||||||
|
self.create_ui()
|
||||||
|
|
||||||
|
def initQmt(self):
|
||||||
|
xtdata.enable_hello = False
|
||||||
|
|
||||||
|
session_id = int(time.time())
|
||||||
|
|
||||||
|
self.xt_trader: XtQuantTrader = XtQuantTrader(sfgrid_config.miniQMTPath, session_id)
|
||||||
|
self.xt_trader.register_callback(self)
|
||||||
|
self.xt_trader.start()
|
||||||
|
self.xt_trader.connect()
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {sfgrid_config.miniQMTPath}')
|
||||||
|
if self.xt_trader.connected == False:
|
||||||
|
self.inited: bool = False
|
||||||
|
return
|
||||||
|
else:
|
||||||
|
self.inited = True
|
||||||
|
|
||||||
|
self.account= StockAccount(sfgrid_config.account_no, 'STOCK')
|
||||||
|
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
|
||||||
|
subscribe_result = self.xt_trader.subscribe(self.account)
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||||
|
if subscribe_result == 0:
|
||||||
|
self.inited = True
|
||||||
|
else:
|
||||||
|
self.inited = False
|
||||||
|
return
|
||||||
|
|
||||||
|
def create_ui(self):
|
||||||
|
"""创建UI界面"""
|
||||||
|
# 主容器
|
||||||
|
main_container = ttk.Frame(self.root)
|
||||||
|
main_container.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
||||||
|
|
||||||
|
# 中间主体区域(左右布局)
|
||||||
|
content_area = ttk.Frame(main_container)
|
||||||
|
content_area.pack(fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 左侧Tab按钮栏(垂直排列)
|
||||||
|
tab_bar_frame = ttk.Frame(content_area)
|
||||||
|
tab_bar_frame.pack(side=tk.LEFT, fill=tk.Y, padx=(0, 10))
|
||||||
|
|
||||||
|
# 创建Tab按钮(垂直排列,文字垂直显示)
|
||||||
|
self.tab_buttons = []
|
||||||
|
strategy_names = ["三疯\n网格", "通用\n网格", "涨停\n分析"]
|
||||||
|
|
||||||
|
for idx, name in enumerate(strategy_names):
|
||||||
|
btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text=name,
|
||||||
|
command=lambda i=idx: self.switch_strategy_tab(i),
|
||||||
|
width=4
|
||||||
|
)
|
||||||
|
btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
self.tab_buttons.append(btn)
|
||||||
|
|
||||||
|
# 在Tab按钮下方添加退出按钮和日志按钮(底部对齐)
|
||||||
|
# 使用一个填充Frame将按钮推到底部
|
||||||
|
spacer = ttk.Frame(tab_bar_frame)
|
||||||
|
spacer.pack(side=tk.TOP, fill=tk.X, ipady=10)
|
||||||
|
|
||||||
|
# 清空日志按钮(底部第三个)
|
||||||
|
clear_log_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="🗑", # 垃圾桶图标
|
||||||
|
command=self.clear_logs,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
clear_log_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 日志显示按钮(退出按钮上方)
|
||||||
|
self.log_toggle_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="📋", # 日志图标
|
||||||
|
command=self.toggle_log_panel,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
self.log_toggle_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 退出按钮(最底部)
|
||||||
|
exit_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="⏻", # 电源图标
|
||||||
|
command=self.on_exit,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
exit_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 添加垂直分隔线
|
||||||
|
separator = ttk.Separator(content_area, orient='vertical')
|
||||||
|
separator.pack(side=tk.LEFT, fill=tk.Y, padx=1)
|
||||||
|
|
||||||
|
# 右侧内容区域容器(用于放置不同策略的Frame)
|
||||||
|
self.content_container = ttk.Frame(content_area)
|
||||||
|
self.content_container.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 创建各个策略的Frame
|
||||||
|
self.create_strategy_frames(strategy_names)
|
||||||
|
|
||||||
|
# 创建全局日志面板(默认隐藏)
|
||||||
|
self.create_global_log_panel(main_container)
|
||||||
|
|
||||||
|
# 默认显示第一个策略
|
||||||
|
self.switch_strategy_tab(0)
|
||||||
|
|
||||||
|
def create_global_log_panel(self, parent):
|
||||||
|
"""创建全局日志面板"""
|
||||||
|
# 日志区域(默认隐藏)
|
||||||
|
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
||||||
|
# 默认不显示,通过工具栏按钮控制
|
||||||
|
|
||||||
|
# 创建日志表格
|
||||||
|
columns = ("timestamp", "level", "message")
|
||||||
|
|
||||||
|
self.log_table = ttk.Treeview(self.log_frame, columns=columns, show='headings', height=8)
|
||||||
|
|
||||||
|
log_column_configs = {
|
||||||
|
"timestamp": ("时间", 100),
|
||||||
|
"level": ("级别", 50),
|
||||||
|
"message": ("消息", 1150) # 调整宽度适应全局布局
|
||||||
|
}
|
||||||
|
|
||||||
|
for col in columns:
|
||||||
|
title, width = log_column_configs[col]
|
||||||
|
self.log_table.heading(col, text=title)
|
||||||
|
self.log_table.column(col, width=width, anchor=tk.W)
|
||||||
|
|
||||||
|
# 添加初始日志
|
||||||
|
from datetime import datetime
|
||||||
|
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
|
self.log_table.insert('', tk.END, values=(timestamp, "INFO", "系统启动成功"))
|
||||||
|
|
||||||
|
# 滚动条
|
||||||
|
scrollbar = ttk.Scrollbar(self.log_frame, orient=tk.VERTICAL, command=self.log_table.yview)
|
||||||
|
self.log_table.configure(yscrollcommand=scrollbar.set)
|
||||||
|
|
||||||
|
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||||
|
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
||||||
|
|
||||||
|
def add_log(self, level:LogLevel, message):
|
||||||
|
"""添加日志记录 - 全局方法"""
|
||||||
|
from datetime import datetime
|
||||||
|
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
|
self.log_table.insert('', 0, values=(timestamp, level.value, message))
|
||||||
|
|
||||||
|
def clear_logs(self):
|
||||||
|
"""清空日志记录"""
|
||||||
|
# 删除所有日志项
|
||||||
|
for item in self.log_table.get_children():
|
||||||
|
self.log_table.delete(item)
|
||||||
|
self.add_log(LogLevel.DEBUG, "日志已清空")
|
||||||
|
|
||||||
|
def create_strategy_frames(self, strategy_names):
|
||||||
|
"""创建各个策略的Frame"""
|
||||||
|
for idx, name in enumerate(strategy_names):
|
||||||
|
if idx == 0:
|
||||||
|
# 第一个Tab使用TradeTargetUI,传入main_window引用
|
||||||
|
frame = TradeTargetUI(self.content_container, self)
|
||||||
|
self.strategy_frames[idx] = frame
|
||||||
|
else:
|
||||||
|
# 其他策略使用占位Frame
|
||||||
|
frame = ttk.Frame(self.content_container)
|
||||||
|
self.strategy_frames[idx] = frame
|
||||||
|
|
||||||
|
# 添加占位内容
|
||||||
|
placeholder = ttk.Label(
|
||||||
|
frame,
|
||||||
|
text=f"{name} - 策略界面将在此实现",
|
||||||
|
font=('Arial', 14),
|
||||||
|
foreground='gray'
|
||||||
|
)
|
||||||
|
placeholder.pack(expand=True)
|
||||||
|
|
||||||
|
def switch_strategy_tab(self, index):
|
||||||
|
"""切换策略Tab"""
|
||||||
|
# 隐藏当前Frame
|
||||||
|
if self.current_strategy_index in self.strategy_frames:
|
||||||
|
self.strategy_frames[self.current_strategy_index].pack_forget()
|
||||||
|
|
||||||
|
# 更新当前索引
|
||||||
|
self.current_strategy_index = index
|
||||||
|
|
||||||
|
# 显示选中的Frame
|
||||||
|
if index in self.strategy_frames:
|
||||||
|
self.strategy_frames[index].pack(fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 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"""
|
||||||
|
# 注意:ttk.Button的样式需要通过ttk.Style来设置
|
||||||
|
# 这里简化处理,仅作为接口预留
|
||||||
|
pass
|
||||||
|
|
||||||
|
def toggle_log_panel(self):
|
||||||
|
"""切换日志面板的显示/隐藏"""
|
||||||
|
if self.log_visible:
|
||||||
|
# 隐藏日志面板
|
||||||
|
self.log_frame.pack_forget()
|
||||||
|
self.log_visible = False
|
||||||
|
self.log_toggle_btn.config(text="📋") # 日志图标
|
||||||
|
else:
|
||||||
|
# 显示日志面板
|
||||||
|
self.log_frame.pack(side=tk.BOTTOM, fill=tk.X, pady=(5, 0))
|
||||||
|
self.log_visible = True
|
||||||
|
self.log_toggle_btn.config(text="🔽") # 使用不同图标表示隐藏
|
||||||
|
|
||||||
|
def on_exit(self):
|
||||||
|
"""退出程序"""
|
||||||
|
from tkinter import messagebox
|
||||||
|
result = messagebox.askyesno("确认退出", "确定要退出系统吗?")
|
||||||
|
if result:
|
||||||
|
self.root.destroy()
|
||||||
|
|
||||||
|
def run(self):
|
||||||
|
"""运行程序"""
|
||||||
|
self.root.mainloop()
|
||||||
|
|
||||||
|
|
||||||
|
# ====== 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)}')
|
||||||
|
|
||||||
|
|
||||||
|
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||||
|
def on_connected(self):
|
||||||
|
"""
|
||||||
|
连接成功推送
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), '连接成功回调')
|
||||||
|
|
||||||
|
def on_disconnected(self):
|
||||||
|
"""
|
||||||
|
连接断开
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), '连接断开回调')
|
||||||
|
|
||||||
|
def on_stock_order(self, order:XtOrder):
|
||||||
|
"""
|
||||||
|
委托回报推送
|
||||||
|
:param order: XtOrder对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
|
||||||
|
# stockCode = order.stock_code
|
||||||
|
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
# if ctrl is not None and order.strategy_name == ctrl.getName():
|
||||||
|
# print(f'controller info {ctrl.getName()}')
|
||||||
|
# ctrl.onAsyncOrderResponse(order) # type: ignore
|
||||||
|
# else:
|
||||||
|
# print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
|
||||||
|
|
||||||
|
|
||||||
|
def on_stock_trade(self, trade:XtTrade):
|
||||||
|
"""
|
||||||
|
成交变动推送
|
||||||
|
:param trade: XtTrade对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(f"委托回调 投资备注 {trade.stock_code}-{trade.instrument_name} {trade.strategy_name} 不匹配 {trade.order_remark}")
|
||||||
|
# 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
|
||||||
|
# if ctrl is not None and trade.strategy_name == ctrl.getName():
|
||||||
|
# ctrl.onOrderTrade(trade)
|
||||||
|
# else:
|
||||||
|
# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
def on_order_stock_async_response(self, response:XtOrderResponse):
|
||||||
|
print(f"委托回调 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
|
||||||
|
|
||||||
|
# stockCode = response.order_remark
|
||||||
|
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
# if ctrl is not None and response.strategy_name == ctrl.getName():
|
||||||
|
# ctrl.onAsyncOrderResponse(response)
|
||||||
|
# else:
|
||||||
|
# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
def on_order_error(self, order_error):
|
||||||
|
"""
|
||||||
|
委托失败推送
|
||||||
|
:param order_error:XtOrderError 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||||
|
|
||||||
|
|
||||||
|
def on_account_status(self, status):
|
||||||
|
"""
|
||||||
|
:param response: XtAccountStatus 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), status)
|
||||||
@@ -0,0 +1,402 @@
|
|||||||
|
# coding:utf-8
|
||||||
|
from core.sfgrid.model import TradeTarget
|
||||||
|
from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventAddTradeTarget, ActionEventDeleteTradeTarget, ActionEventDisableTrade, ActionEventEnableTrade, EventTradeTargetUpdate, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, ResultEventTradeTargetDeleted, ActionEventGridFix, event_bus
|
||||||
|
from xtquant.xttrader import XtQuantTrader
|
||||||
|
import time
|
||||||
|
from peewee import ModelSelect
|
||||||
|
|
||||||
|
import core.sfgrid.model as model
|
||||||
|
import sfgrid_config
|
||||||
|
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
||||||
|
from core.util import getInstrumentName, 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.ui as ui
|
||||||
|
from core.logger import PrintLog, LogLevel
|
||||||
|
from core.sfgrid.objects import GridFixData
|
||||||
|
|
||||||
|
# 量化核心控制对象
|
||||||
|
class SFGridController(XtQuantTraderCallback):
|
||||||
|
def __init__(self, account_no: str, miniQmtPath: str):
|
||||||
|
super().__init__()
|
||||||
|
|
||||||
|
self.registerEventHandler()
|
||||||
|
self.appUi = ui.TradeTargetUI()
|
||||||
|
|
||||||
|
xtdata.enable_hello = False
|
||||||
|
|
||||||
|
session_id = int(time.time())
|
||||||
|
|
||||||
|
self.xt_trader: XtQuantTrader = XtQuantTrader(miniQmtPath, session_id)
|
||||||
|
self.xt_trader.register_callback(self)
|
||||||
|
self.xt_trader.start()
|
||||||
|
self.xt_trader.connect()
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xt_trader.connected else '失败'}]市场交易连接: {miniQmtPath}')
|
||||||
|
if self.xt_trader.connected == False:
|
||||||
|
self.inited: bool = False
|
||||||
|
return
|
||||||
|
else:
|
||||||
|
self.inited = True
|
||||||
|
|
||||||
|
self.account= StockAccount(account_no, 'STOCK')
|
||||||
|
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {self.account.account_id}') # pyright: ignore[reportAttributeAccessIssue]
|
||||||
|
subscribe_result = self.xt_trader.subscribe(self.account)
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||||
|
if subscribe_result == 0:
|
||||||
|
self.inited = True
|
||||||
|
else:
|
||||||
|
self.inited = False
|
||||||
|
return
|
||||||
|
self.listening_stock = []
|
||||||
|
self.stock_trade_ctrl = {}
|
||||||
|
self.init_instrument_pool(self.xt_trader, self.account) # type: ignore
|
||||||
|
|
||||||
|
self.seq = None
|
||||||
|
PrintLog(LogLevel.INFO, '- [成功]三疯交易系统初始化完成')
|
||||||
|
self.startMarketData()
|
||||||
|
|
||||||
|
def registerEventHandler(self):
|
||||||
|
event_bus.subscribe(ActionEventEnableTrade, self.onEnableTrade)
|
||||||
|
event_bus.subscribe(ActionEventDisableTrade, self.onDisableTrade)
|
||||||
|
event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled)
|
||||||
|
event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
|
||||||
|
event_bus.subscribe(ActionEventAddTradeTarget, self.onAddTradeTarget)
|
||||||
|
event_bus.subscribe(ActionEventDeleteTradeTarget, self.onDeleteTradeTarget)
|
||||||
|
event_bus.subscribe(ActionEventGridFix, self.onGridFix)
|
||||||
|
|
||||||
|
def onDeleteTradeTarget(self, id: int):
|
||||||
|
"""处理删除交易标的事件"""
|
||||||
|
self.del_trade_target(id)
|
||||||
|
# 发布删除完成事件
|
||||||
|
event_bus.publish(ResultEventTradeTargetDeleted, id)
|
||||||
|
|
||||||
|
def onAddTradeTarget(self, stock_code: str):
|
||||||
|
"""处理添加交易标的事件"""
|
||||||
|
self.add_trade_target(stock_code)
|
||||||
|
|
||||||
|
def onMarketDataEnabled(self, data):
|
||||||
|
"""处理市场数据监听启用事件"""
|
||||||
|
self.startMarketData()
|
||||||
|
|
||||||
|
def onMarketDataDisabled(self, data):
|
||||||
|
"""处理市场数据监听禁用事件"""
|
||||||
|
self.stopMarketData()
|
||||||
|
|
||||||
|
def onEnableTrade(self, id: int):
|
||||||
|
self.start_stock_trade(id)
|
||||||
|
|
||||||
|
def onDisableTrade(self, id: int):
|
||||||
|
self.pause_stock_trade(id)
|
||||||
|
|
||||||
|
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()
|
||||||
|
|
||||||
|
# 更新内存中的交易标的
|
||||||
|
if target.get_id() in self.instrument_pool:
|
||||||
|
self.instrument_pool[target.get_id()] = target
|
||||||
|
|
||||||
|
# 更新交易控制器中的网格信息
|
||||||
|
if target.stock_code in self.stock_trade_ctrl:
|
||||||
|
trade_controller: SFGridStrategy = self.stock_trade_ctrl[target.stock_code]
|
||||||
|
trade_controller.updateGridIndex(grid_index) # type: ignore
|
||||||
|
|
||||||
|
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 hold(self):
|
||||||
|
self.appUi.run()
|
||||||
|
|
||||||
|
def startMarketData(self):
|
||||||
|
PrintLog(LogLevel.INFO, '- 启动市场数据订阅')
|
||||||
|
|
||||||
|
self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate)
|
||||||
|
if self.seq == -1:
|
||||||
|
PrintLog(LogLevel.ERROR, '- 市场数据订阅失败')
|
||||||
|
else:
|
||||||
|
event_bus.publish(MarketDataEnabled, True)
|
||||||
|
PrintLog(LogLevel.INFO, f'- 市场数据订阅成功, 订阅号={self.seq}')
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
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)
|
||||||
|
|
||||||
|
|
||||||
|
def add_trade_target(self, stock_code: str):
|
||||||
|
try:
|
||||||
|
stock_name = 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 = model.TradeTarget.get_or_none(model.TradeTarget.stock_code == stock_code)
|
||||||
|
if existing_target:
|
||||||
|
PrintLog(LogLevel.INFO, f'交易标的 {stock_code} {stock_name} 已存在')
|
||||||
|
return
|
||||||
|
|
||||||
|
new_target = model.TradeTarget.create(
|
||||||
|
stock_name=stock_name,
|
||||||
|
stock_code=stock_code,
|
||||||
|
market_price=0.0,
|
||||||
|
current_position=0,
|
||||||
|
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()
|
||||||
|
PrintLog(LogLevel.INFO, f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
|
||||||
|
# 刷新标的持仓
|
||||||
|
pos = getStockPosition(stock_code, self.xt_trader, self.account) # type: ignore
|
||||||
|
model.TradeTarget.update(current_position=pos).where(model.TradeTarget.stock_code == stock_code).execute()
|
||||||
|
# 更新标的池
|
||||||
|
self.refresh_targets()
|
||||||
|
# 添加交易控制器
|
||||||
|
stockTradeController = SFGridStrategy(new_target, self.xt_trader, self.account) # type: ignore
|
||||||
|
self.stock_trade_ctrl[stock_code] = stockTradeController
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
PrintLog(LogLevel.ERROR, f'新增交易标的失败 {stock_code} {e}')
|
||||||
|
|
||||||
|
|
||||||
|
def del_trade_target(self, id:int):
|
||||||
|
try:
|
||||||
|
# 检查标的是否存在
|
||||||
|
if id not in self.instrument_pool:
|
||||||
|
PrintLog(LogLevel.ERROR, f"交易标的 ID {id} 不存在")
|
||||||
|
return
|
||||||
|
|
||||||
|
target: model.TradeTarget = self.instrument_pool[id]
|
||||||
|
|
||||||
|
# 如果存在交易控制器,先停止交易
|
||||||
|
if target.stock_code in self.stock_trade_ctrl:
|
||||||
|
# 停止交易控制器
|
||||||
|
del self.stock_trade_ctrl[target.stock_code]
|
||||||
|
|
||||||
|
# 从数据库中删除
|
||||||
|
target.delete_instance()
|
||||||
|
|
||||||
|
# 从内存中删除
|
||||||
|
del self.instrument_pool[id]
|
||||||
|
|
||||||
|
# 刷新标的池
|
||||||
|
self.refresh_targets()
|
||||||
|
|
||||||
|
PrintLog(LogLevel.INFO, f"已删除交易标的: {target.stock_code} - {target.stock_name}")
|
||||||
|
except Exception as e:
|
||||||
|
PrintLog(LogLevel.ERROR, f"删除交易标的失败 ID {id}: {str(e)}")
|
||||||
|
|
||||||
|
def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount):
|
||||||
|
self.refresh_targets()
|
||||||
|
|
||||||
|
for id in self.instrument_pool:
|
||||||
|
target:TradeTarget = self.instrument_pool[id]
|
||||||
|
status = "新建" if target.status == 0 else "已建初始仓"
|
||||||
|
PrintLog(LogLevel.INFO, f' [序号-{id}] 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_config.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'}') # type: ignore
|
||||||
|
|
||||||
|
tradeTarget:model.TradeTarget = self.instrument_pool[id]
|
||||||
|
tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
|
||||||
|
result = tradeTarget.save()
|
||||||
|
PrintLog(LogLevel.INFO, f' |- 同步[{target.stock_code}-{target.stock_name}]持仓信息[{'成功' if result == 1 else '失败'}]')
|
||||||
|
stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account) # type: ignore
|
||||||
|
self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
|
||||||
|
event_bus.publish(EventTradeTargetUpdate, tradeTarget)
|
||||||
|
|
||||||
|
PrintLog(LogLevel.INFO, 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
|
||||||
|
results:ModelSelect = model.TradeTarget.select()
|
||||||
|
self.instrument_pool: dict[int, model.TradeTarget] = {}
|
||||||
|
for temp in results:
|
||||||
|
result :model.TradeTarget = temp
|
||||||
|
self.instrument_pool[result.get_id()] = result
|
||||||
|
|
||||||
|
def print_position_info(self):
|
||||||
|
positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
|
||||||
|
if positions:
|
||||||
|
PrintLog(LogLevel.INFO, "\n- 持仓信息")
|
||||||
|
for temp in positions:
|
||||||
|
pos : XtPosition = temp
|
||||||
|
if pos.volume <=0:
|
||||||
|
continue
|
||||||
|
PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
|
||||||
|
PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
|
||||||
|
PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
|
||||||
|
PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
|
||||||
|
PrintLog(LogLevel.INFO, "---")
|
||||||
|
else:
|
||||||
|
PrintLog(LogLevel.INFO, "\n当前无持仓")
|
||||||
|
|
||||||
|
def print_account_info(self):
|
||||||
|
temp = self.xt_trader.query_stock_asset(self.account)
|
||||||
|
asset: XtAsset = temp # type: ignore
|
||||||
|
|
||||||
|
PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
|
||||||
|
PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
|
||||||
|
PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
|
||||||
|
PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
|
||||||
|
|
||||||
|
def print_stock_orders(self):
|
||||||
|
orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
|
||||||
|
if orders:
|
||||||
|
PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
|
||||||
|
for order in orders:
|
||||||
|
PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
|
||||||
|
PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
|
||||||
|
PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
|
||||||
|
PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
|
||||||
|
PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
|
||||||
|
PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
|
||||||
|
PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
|
||||||
|
PrintLog(LogLevel.INFO, "---")
|
||||||
|
else:
|
||||||
|
PrintLog(LogLevel.INFO, "\n当前无委托记录")
|
||||||
|
|
||||||
|
|
||||||
|
# 初始化指定标的交易控制器
|
||||||
|
def start_stock_trade(self, id: int):
|
||||||
|
tradeTarget: TradeTarget = self.instrument_pool[id]
|
||||||
|
# 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)}")
|
||||||
|
|
||||||
|
|
||||||
|
def pause_stock_trade(self, id: int):
|
||||||
|
localTarget: model.TradeTarget = self.instrument_pool[id]
|
||||||
|
print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
|
||||||
|
if localTarget.stock_code in self.stock_trade_ctrl:
|
||||||
|
tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
|
||||||
|
tradeTarget = tradeController.enabledTrading(False)
|
||||||
|
orders = queryPendingOrder(localTarget.stock_code, tradeController.getName(), self.xt_trader, self.account) # type: ignore
|
||||||
|
for order in orders:
|
||||||
|
self.xt_trader.cancel_order_stock_async(self.account, order.order_id)
|
||||||
|
print(f'取消未成交订单 {len(orders)}')
|
||||||
|
self.instrument_pool[id] = tradeTarget
|
||||||
|
event_bus.publish(ResultEventTradeDisabled, tradeTarget)
|
||||||
|
else:
|
||||||
|
print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")
|
||||||
|
|
||||||
|
|
||||||
|
# ====== 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)
|
||||||
|
|
||||||
|
|
||||||
|
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||||
|
def on_connected(self):
|
||||||
|
"""
|
||||||
|
连接成功推送
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), '连接成功回调')
|
||||||
|
|
||||||
|
def on_disconnected(self):
|
||||||
|
"""
|
||||||
|
连接断开
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), '连接断开回调')
|
||||||
|
|
||||||
|
def on_stock_order(self, order:XtOrder):
|
||||||
|
"""
|
||||||
|
委托回报推送
|
||||||
|
:param order: XtOrder对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
|
||||||
|
stockCode = order.stock_code
|
||||||
|
ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
if ctrl is not None and order.strategy_name == ctrl.getName():
|
||||||
|
print(f'controller info {ctrl.getName()}')
|
||||||
|
ctrl.onAsyncOrderResponse(order) # type: ignore
|
||||||
|
else:
|
||||||
|
print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
|
||||||
|
|
||||||
|
|
||||||
|
def on_stock_trade(self, trade:XtTrade):
|
||||||
|
"""
|
||||||
|
成交变动推送
|
||||||
|
:param trade: XtTrade对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
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
|
||||||
|
if ctrl is not None and trade.strategy_name == ctrl.getName():
|
||||||
|
ctrl.onOrderTrade(trade)
|
||||||
|
else:
|
||||||
|
print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
# def on_order_stock_async_response(self, response:XtOrderResponse):
|
||||||
|
# stockCode = response.order_remark
|
||||||
|
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
# if ctrl is not None and response.strategy_name == ctrl.getName():
|
||||||
|
# ctrl.onAsyncOrderResponse(response)
|
||||||
|
# else:
|
||||||
|
# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
def on_order_error(self, order_error):
|
||||||
|
"""
|
||||||
|
委托失败推送
|
||||||
|
:param order_error:XtOrderError 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
# print("on order_error callback")
|
||||||
|
# print(order_error.order_id, order_error.error_id, order_error.error_msg)
|
||||||
|
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||||
|
|
||||||
|
|
||||||
|
def on_account_status(self, status):
|
||||||
|
"""
|
||||||
|
:param response: XtAccountStatus 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), status)
|
||||||
@@ -1,19 +1,7 @@
|
|||||||
from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField
|
from peewee import CharField, IntegerField, FloatField, BooleanField
|
||||||
|
|
||||||
from xtquant import xtconstant
|
from core.database import BaseModel, db
|
||||||
|
|
||||||
# 连接到SQLite数据库
|
|
||||||
db = SqliteDatabase('example.db')
|
|
||||||
|
|
||||||
# 定义基础模型类
|
|
||||||
class BaseModel(Model):
|
|
||||||
class Meta:
|
|
||||||
database = db
|
|
||||||
|
|
||||||
OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
|
|
||||||
OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
|
|
||||||
OrderTypeInit = "0" # 建仓
|
|
||||||
OrderTypeNone = "None"
|
|
||||||
|
|
||||||
# 定义Target类,对应targets表
|
# 定义Target类,对应targets表
|
||||||
class TradeTarget(BaseModel):
|
class TradeTarget(BaseModel):
|
||||||
@@ -33,3 +21,6 @@ class TradeTarget(BaseModel):
|
|||||||
|
|
||||||
def targetName(self):
|
def targetName(self):
|
||||||
return f'{self.stock_name}[{self.stock_code}]'
|
return f'{self.stock_name}[{self.stock_code}]'
|
||||||
|
|
||||||
|
|
||||||
|
db.create_tables([TradeTarget])
|
||||||
@@ -1,4 +1,4 @@
|
|||||||
from core.strategy_db import TradeTarget
|
from core.sfgrid.model import TradeTarget
|
||||||
|
|
||||||
|
|
||||||
class GridFixData:
|
class GridFixData:
|
||||||
@@ -1,18 +1,19 @@
|
|||||||
from core import strategy_db
|
import core.sfgrid.model as model
|
||||||
|
from core import constants
|
||||||
from core.eventbus import EventTradeTargetUpdate, event_bus
|
from core.eventbus import EventTradeTargetUpdate, event_bus
|
||||||
from core.strategy_db import OrderTypeBuy, OrderTypeInit, OrderTypeSell, TradeTarget
|
from core.constants import OrderTypeBuy, OrderTypeInit, OrderTypeSell
|
||||||
from core.util import queryPendingOrder, is_trading_time
|
from core.util import queryPendingOrder, is_trading_time
|
||||||
|
|
||||||
from xtquant import xttrader, xtconstant
|
from xtquant import xttrader, xtconstant
|
||||||
from xtquant.xttype import StockAccount, XtOrder, XtTrade
|
from xtquant.xttype import StockAccount, XtOrder, XtTrade
|
||||||
import sfgrid_constants
|
import sfgrid_config
|
||||||
import threading
|
import threading
|
||||||
|
|
||||||
|
|
||||||
class SFGridStrategy:
|
class SFGridStrategy:
|
||||||
|
|
||||||
def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
def __init__(self, tradeTarget: model.TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
||||||
self.tradeTarget:TradeTarget = tradeTarget
|
self.tradeTarget:model.TradeTarget = tradeTarget
|
||||||
self.xt_trader: xttrader.XtQuantTrader = xt_trader
|
self.xt_trader: xttrader.XtQuantTrader = xt_trader
|
||||||
self.account:StockAccount = account
|
self.account:StockAccount = account
|
||||||
self.enabledTrading(bool(tradeTarget.enabled)) # 修复类型兼容性问题
|
self.enabledTrading(bool(tradeTarget.enabled)) # 修复类型兼容性问题
|
||||||
@@ -26,7 +27,7 @@ class SFGridStrategy:
|
|||||||
self.refreshPlanPrice()
|
self.refreshPlanPrice()
|
||||||
self.saveProxy()
|
self.saveProxy()
|
||||||
|
|
||||||
def enabledTrading(self, enabled: bool) -> TradeTarget:
|
def enabledTrading(self, enabled: bool) -> model.TradeTarget:
|
||||||
self.tradeTarget.enabled = enabled # type: ignore
|
self.tradeTarget.enabled = enabled # type: ignore
|
||||||
self.saveProxy()
|
self.saveProxy()
|
||||||
|
|
||||||
@@ -39,7 +40,7 @@ class SFGridStrategy:
|
|||||||
else: # 已建仓
|
else: # 已建仓
|
||||||
# 交易阶段,检查仓位,检查现有订单
|
# 交易阶段,检查仓位,检查现有订单
|
||||||
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}")
|
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}")
|
||||||
minRequirePosition:int = sfgrid_constants.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
|
minRequirePosition:int = sfgrid_config.grid_volume * int(self.tradeTarget.grid_index) # type: ignore
|
||||||
if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore
|
if minRequirePosition <= int(self.tradeTarget.current_position): # type: ignore
|
||||||
print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓:{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:
|
else:
|
||||||
@@ -78,16 +79,16 @@ class SFGridStrategy:
|
|||||||
index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
|
index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
|
||||||
orderRemark= ""
|
orderRemark= ""
|
||||||
|
|
||||||
gridBasePrice = -1 if index>=len(sfgrid_constants.grid_price) or index < 0 else sfgrid_constants.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
gridBasePrice = -1 if index>=len(sfgrid_config.grid_price) or index < 0 else sfgrid_config.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||||
|
|
||||||
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= sfgrid_constants.grid_price[1]: # 已启用,未建仓,建仓
|
if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= sfgrid_config.grid_price[1]: # 已启用,未建仓,建仓
|
||||||
orderPrice = sfgrid_constants.grid_price[index]
|
orderPrice = sfgrid_config.grid_price[index]
|
||||||
orderType = xtconstant.STOCK_BUY
|
orderType = xtconstant.STOCK_BUY
|
||||||
orderRemark = OrderTypeInit
|
orderRemark = OrderTypeInit
|
||||||
|
|
||||||
if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 已启用,已建仓,网格单
|
if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 已启用,已建仓,网格单
|
||||||
lowPrice = -1 if index+1>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
lowPrice = -1 if index+1>=len(sfgrid_config.grid_price) else sfgrid_config.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||||
highPrice = sfgrid_constants.grid_price[index - 1]
|
highPrice = sfgrid_config.grid_price[index - 1]
|
||||||
|
|
||||||
if lastPrice <= lowPrice: # 下下方多单
|
if lastPrice <= lowPrice: # 下下方多单
|
||||||
orderPrice = lowPrice
|
orderPrice = lowPrice
|
||||||
@@ -110,7 +111,7 @@ class SFGridStrategy:
|
|||||||
self.account,
|
self.account,
|
||||||
str(self.tradeTarget.stock_code),
|
str(self.tradeTarget.stock_code),
|
||||||
orderType,
|
orderType,
|
||||||
sfgrid_constants.grid_volume,
|
sfgrid_config.grid_volume,
|
||||||
xtconstant.FIX_PRICE,
|
xtconstant.FIX_PRICE,
|
||||||
orderPrice,
|
orderPrice,
|
||||||
self.getName(), # strategy_name
|
self.getName(), # strategy_name
|
||||||
@@ -123,7 +124,7 @@ class SFGridStrategy:
|
|||||||
orderTypeName = "空单"
|
orderTypeName = "空单"
|
||||||
elif orderRemark == OrderTypeInit:
|
elif orderRemark == OrderTypeInit:
|
||||||
orderTypeName = "建仓单"
|
orderTypeName = "建仓单"
|
||||||
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
print(f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {sfgrid_config.grid_volume}')
|
||||||
finally:
|
finally:
|
||||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
||||||
self.saveProxy()
|
self.saveProxy()
|
||||||
@@ -156,13 +157,13 @@ class SFGridStrategy:
|
|||||||
if not trade.strategy_name == self.getName():
|
if not trade.strategy_name == self.getName():
|
||||||
print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]: 不在策略监控范围内{trade.strategy_name}')
|
print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]: 不在策略监控范围内{trade.strategy_name}')
|
||||||
return
|
return
|
||||||
if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == strategy_db.OrderTypeInit:
|
if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == constants.OrderTypeInit:
|
||||||
# 此时为建仓成交
|
# 此时为建仓成交
|
||||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # 当前持仓数,账户原有持仓不在策略范围内 # type: ignore
|
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # 当前持仓数,账户原有持仓不在策略范围内 # type: ignore
|
||||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||||
self.tradeTarget.grid_index = 1 # type: ignore
|
self.tradeTarget.grid_index = 1 # type: ignore
|
||||||
self.tradeTarget.plan_buy_price = float(sfgrid_constants.grid_price[2]) # type: ignore
|
self.tradeTarget.plan_buy_price = float(sfgrid_config.grid_price[2]) # type: ignore
|
||||||
self.tradeTarget.plan_sell_price = float(sfgrid_constants.grid_price[0]) # type: ignore
|
self.tradeTarget.plan_sell_price = float(sfgrid_config.grid_price[0]) # type: ignore
|
||||||
self.tradeTarget.status = 1 # type: ignore
|
self.tradeTarget.status = 1 # type: ignore
|
||||||
self.saveProxy()
|
self.saveProxy()
|
||||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.tradeTarget.current_order_no}已成交 ")
|
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.tradeTarget.current_order_no}已成交 ")
|
||||||
@@ -174,7 +175,7 @@ class SFGridStrategy:
|
|||||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore
|
self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore
|
||||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore
|
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore
|
||||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_order_no} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") # type: ignore
|
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_order_no} Price: {sfgrid_config.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_config.grid_volume} 手续费: {trade.commission}\n") # type: ignore
|
||||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||||
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
||||||
@@ -183,7 +184,7 @@ class SFGridStrategy:
|
|||||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore
|
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore
|
||||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore
|
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore
|
||||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_order_no} Price: {trade.traded_price} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}")
|
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_order_no} Price: {trade.traded_price} Volume: {sfgrid_config.grid_volume} 手续费: {trade.commission}")
|
||||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||||
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
print(f' 网格坐标: {self.tradeTarget.grid_index}')
|
||||||
@@ -201,11 +202,11 @@ class SFGridStrategy:
|
|||||||
buyIdx: int = self.tradeTarget.grid_index + 1 # pyright: ignore[reportAssignmentType]
|
buyIdx: int = self.tradeTarget.grid_index + 1 # pyright: ignore[reportAssignmentType]
|
||||||
sellIdx: int = self.tradeTarget.grid_index - 1
|
sellIdx: int = self.tradeTarget.grid_index - 1
|
||||||
if self.tradeTarget.grid_index > 0: # 可以下空单
|
if self.tradeTarget.grid_index > 0: # 可以下空单
|
||||||
self.tradeTarget.plan_sell_price = float(sfgrid_constants.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
self.tradeTarget.plan_sell_price = float(sfgrid_config.grid_price[sellIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||||
else:
|
else:
|
||||||
self.tradeTarget.plan_sell_price = -1.0 # type: ignore
|
self.tradeTarget.plan_sell_price = -1.0 # type: ignore
|
||||||
if self.tradeTarget.grid_index < len(sfgrid_constants.grid_price) - 1:
|
if self.tradeTarget.grid_index < len(sfgrid_config.grid_price) - 1:
|
||||||
self.tradeTarget.plan_buy_price = float(sfgrid_constants.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
self.tradeTarget.plan_buy_price = float(sfgrid_config.grid_price[buyIdx]) # pyright: ignore[reportAttributeAccessIssue]
|
||||||
else:
|
else:
|
||||||
self.tradeTarget.plan_buy_price = -1.0 # pyright: ignore[reportAttributeAccessIssue]
|
self.tradeTarget.plan_buy_price = -1.0 # pyright: ignore[reportAttributeAccessIssue]
|
||||||
else:
|
else:
|
||||||
+54
-132
@@ -8,15 +8,20 @@ import threading
|
|||||||
import time
|
import time
|
||||||
import core.eventbus as eBus
|
import core.eventbus as eBus
|
||||||
from core.logger import LogData, LogLevel
|
from core.logger import LogData, LogLevel
|
||||||
from core.strategy_db import TradeTarget
|
from core.sfgrid.model import TradeTarget, db
|
||||||
import configparser
|
import configparser
|
||||||
import sfgrid_constants
|
import sfgrid_config
|
||||||
from core.objects import GridFixData
|
from core.sfgrid.objects import GridFixData
|
||||||
from core.util import getInstrumentName
|
from core.util import getInstrumentName
|
||||||
|
|
||||||
|
|
||||||
class TradeTargetUI:
|
class TradeTargetUI(ttk.Frame):
|
||||||
def __init__(self):
|
def __init__(self, parent, main_window):
|
||||||
|
super().__init__(parent)
|
||||||
|
|
||||||
|
# 保存主窗口的引用,用于访问全局日志
|
||||||
|
self.main_window = main_window
|
||||||
|
|
||||||
self.tradeTargetData:dict[int, TradeTarget] = {}
|
self.tradeTargetData:dict[int, TradeTarget] = {}
|
||||||
self.market_data_enabled = False # 添加市场数据监听状态变量
|
self.market_data_enabled = False # 添加市场数据监听状态变量
|
||||||
self.ui_refresh_enabled = False # 添加UI刷新线程状态变量
|
self.ui_refresh_enabled = False # 添加UI刷新线程状态变量
|
||||||
@@ -28,9 +33,6 @@ class TradeTargetUI:
|
|||||||
# 市场监控数据
|
# 市场监控数据
|
||||||
self.marketData: dict[str, Any] = {} # 存储市场数据 {stock_code: {stock_name, last_price, time}}
|
self.marketData: dict[str, Any] = {} # 存储市场数据 {stock_code: {stock_name, last_price, time}}
|
||||||
|
|
||||||
self.root = tk.Tk()
|
|
||||||
self.root.title("三疯交易系统")
|
|
||||||
self.root.geometry("1400x700")
|
|
||||||
# 创建界面
|
# 创建界面
|
||||||
self.create_ui()
|
self.create_ui()
|
||||||
|
|
||||||
@@ -56,8 +58,7 @@ class TradeTargetUI:
|
|||||||
"""刷新循环"""
|
"""刷新循环"""
|
||||||
while self.refresh_thread_running:
|
while self.refresh_thread_running:
|
||||||
# 在主线程中更新UI
|
# 在主线程中更新UI
|
||||||
if hasattr(self, 'root') and self.root:
|
self.after(0, self.refresh_table)
|
||||||
self.root.after(0, self.refresh_table)
|
|
||||||
time.sleep(0.5) # 每0.5秒刷新一次
|
time.sleep(0.5) # 每0.5秒刷新一次
|
||||||
|
|
||||||
def stop_refresh_thread(self):
|
def stop_refresh_thread(self):
|
||||||
@@ -104,11 +105,8 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
def create_ui(self):
|
def create_ui(self):
|
||||||
"""创建UI界面"""
|
"""创建UI界面"""
|
||||||
# 创建菜单栏
|
# 主框架(使用self作为父容器)
|
||||||
self.create_menu_bar()
|
main_frame = ttk.Frame(self)
|
||||||
|
|
||||||
# 主框架
|
|
||||||
main_frame = ttk.Frame(self.root)
|
|
||||||
main_frame.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
main_frame.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
||||||
|
|
||||||
# 创建工具栏
|
# 创建工具栏
|
||||||
@@ -141,15 +139,6 @@ class TradeTargetUI:
|
|||||||
# )
|
# )
|
||||||
# self.market_data_switch.pack(side=tk.LEFT, padx=2)
|
# self.market_data_switch.pack(side=tk.LEFT, padx=2)
|
||||||
|
|
||||||
# 日志显示/隐藏按钮
|
|
||||||
self.log_toggle_btn = ttk.Button(toolbar_frame, text="📋 显示日志",
|
|
||||||
command=self.toggle_log_panel, width=12)
|
|
||||||
self.log_toggle_btn.pack(side=tk.LEFT, padx=2)
|
|
||||||
|
|
||||||
# 添加清空日志按钮
|
|
||||||
ttk.Button(toolbar_frame, text="🗑 清空日志",
|
|
||||||
command=self.clear_logs, width=12).pack(side=tk.LEFT, padx=2)
|
|
||||||
|
|
||||||
# 表格区域
|
# 表格区域
|
||||||
self.create_tables_area(main_frame)
|
self.create_tables_area(main_frame)
|
||||||
|
|
||||||
@@ -180,24 +169,7 @@ class TradeTargetUI:
|
|||||||
self.refresh_thread_running = False
|
self.refresh_thread_running = False
|
||||||
self.add_log(LogLevel.INFO, "UI刷新线程已停止")
|
self.add_log(LogLevel.INFO, "UI刷新线程已停止")
|
||||||
|
|
||||||
def create_menu_bar(self):
|
|
||||||
"""创建菜单栏"""
|
|
||||||
menubar = tk.Menu(self.root)
|
|
||||||
self.root.config(menu=menubar)
|
|
||||||
|
|
||||||
# 系统菜单
|
|
||||||
system_menu = tk.Menu(menubar, tearoff=0)
|
|
||||||
menubar.add_cascade(label="系统", menu=system_menu)
|
|
||||||
system_menu.add_command(label="系统设置", command=self.system_settings)
|
|
||||||
system_menu.add_separator()
|
|
||||||
system_menu.add_command(label="退出", command=self.on_exit)
|
|
||||||
|
|
||||||
def on_exit(self):
|
|
||||||
"""退出程序"""
|
|
||||||
# 停止刷新线程
|
|
||||||
self.stop_refresh_thread()
|
|
||||||
# 关闭窗口
|
|
||||||
self.root.destroy()
|
|
||||||
|
|
||||||
def create_tables_area(self, parent):
|
def create_tables_area(self, parent):
|
||||||
"""创建表格区域"""
|
"""创建表格区域"""
|
||||||
@@ -218,15 +190,6 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
# 创建市场监控表格
|
# 创建市场监控表格
|
||||||
self.create_market_monitor_table(market_frame)
|
self.create_market_monitor_table(market_frame)
|
||||||
|
|
||||||
# 下方操作日志区域(默认隐藏)
|
|
||||||
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
|
||||||
# 默认不显示,通过工具栏按钮控制
|
|
||||||
# self.log_frame.pack(fill=tk.X, pady=(5, 0))
|
|
||||||
self.log_visible = False # 日志区域可见性标志
|
|
||||||
|
|
||||||
# 创建操作日志表格
|
|
||||||
self.create_log_table(self.log_frame)
|
|
||||||
|
|
||||||
def create_trade_target_table(self, parent):
|
def create_trade_target_table(self, parent):
|
||||||
"""创建交易标的表格"""
|
"""创建交易标的表格"""
|
||||||
@@ -395,37 +358,7 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
self.trade_table.insert('', tk.END, values=values)
|
self.trade_table.insert('', tk.END, values=values)
|
||||||
|
|
||||||
def create_log_table(self, parent):
|
|
||||||
"""创建操作日志表格"""
|
|
||||||
columns = ("timestamp", "level", "message")
|
|
||||||
|
|
||||||
self.log_table = ttk.Treeview(parent, columns=columns, show='headings', height=8)
|
|
||||||
|
|
||||||
log_column_configs = {
|
|
||||||
"timestamp": ("时间", 100),
|
|
||||||
"level": ("级别", 50),
|
|
||||||
"message": ("消息", 850)
|
|
||||||
}
|
|
||||||
|
|
||||||
for col in columns:
|
|
||||||
title, width = log_column_configs[col]
|
|
||||||
self.log_table.heading(col, text=title)
|
|
||||||
self.log_table.column(col, width=width, anchor=tk.W)
|
|
||||||
|
|
||||||
# 填充示例日志
|
|
||||||
sample_logs = [
|
|
||||||
("2024-01-15 10:30:15", "INFO", "系统启动成功"),
|
|
||||||
]
|
|
||||||
|
|
||||||
for log in sample_logs:
|
|
||||||
self.log_table.insert('', tk.END, values=log)
|
|
||||||
|
|
||||||
# 滚动条
|
|
||||||
scrollbar = ttk.Scrollbar(parent, orient=tk.VERTICAL, command=self.log_table.yview)
|
|
||||||
self.log_table.configure(yscrollcommand=scrollbar.set)
|
|
||||||
|
|
||||||
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
|
||||||
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
|
||||||
|
|
||||||
def get_status_text(self, status):
|
def get_status_text(self, status):
|
||||||
"""获取状态文本"""
|
"""获取状态文本"""
|
||||||
@@ -533,20 +466,23 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
def add_trade_target(self):
|
def add_trade_target(self):
|
||||||
"""添加新的交易标的"""
|
"""添加新的交易标的"""
|
||||||
|
# 获取顶层窗口
|
||||||
|
root = self.winfo_toplevel()
|
||||||
|
|
||||||
# 创建顶层窗口
|
# 创建顶层窗口
|
||||||
add_window = tk.Toplevel(self.root)
|
add_window = tk.Toplevel(root)
|
||||||
add_window.title("添加交易标的")
|
add_window.title("添加交易标的")
|
||||||
add_window.geometry("400x150")
|
add_window.geometry("400x150")
|
||||||
add_window.resizable(False, False)
|
add_window.resizable(False, False)
|
||||||
|
|
||||||
# 设置窗口模态
|
# 设置窗口模态
|
||||||
add_window.transient(self.root)
|
add_window.transient(root)
|
||||||
add_window.grab_set()
|
add_window.grab_set()
|
||||||
|
|
||||||
# 居中显示
|
# 居中显示
|
||||||
self.root.update_idletasks()
|
root.update_idletasks()
|
||||||
x = self.root.winfo_x() + (self.root.winfo_width() // 2) - 200
|
x = root.winfo_x() + (root.winfo_width() // 2) - 200
|
||||||
y = self.root.winfo_y() + (self.root.winfo_height() // 2) - 75
|
y = root.winfo_y() + (root.winfo_height() // 2) - 75
|
||||||
add_window.geometry(f"400x150+{x}+{y}")
|
add_window.geometry(f"400x150+{x}+{y}")
|
||||||
|
|
||||||
# 创建输入框架
|
# 创建输入框架
|
||||||
@@ -585,18 +521,7 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
self.add_log(LogLevel.INFO, "点击添加交易标的按钮")
|
self.add_log(LogLevel.INFO, "点击添加交易标的按钮")
|
||||||
|
|
||||||
def toggle_log_panel(self):
|
|
||||||
"""切换日志面板的显示/隐藏"""
|
|
||||||
if self.log_visible:
|
|
||||||
# 隐藏日志面板
|
|
||||||
self.log_frame.pack_forget()
|
|
||||||
self.log_visible = False
|
|
||||||
self.log_toggle_btn.config(text="📋 显示日志")
|
|
||||||
else:
|
|
||||||
# 显示日志面板
|
|
||||||
self.log_frame.pack(fill=tk.X, pady=(5, 0))
|
|
||||||
self.log_visible = True
|
|
||||||
self.log_toggle_btn.config(text="📋 隐藏日志")
|
|
||||||
|
|
||||||
def refresh_table(self):
|
def refresh_table(self):
|
||||||
"""刷新表格数据"""
|
"""刷新表格数据"""
|
||||||
@@ -626,23 +551,19 @@ class TradeTargetUI:
|
|||||||
self.populate_market_table()
|
self.populate_market_table()
|
||||||
|
|
||||||
def onLog(self, data:LogData):
|
def onLog(self, data:LogData):
|
||||||
self.add_log(data.level, data.message)
|
# 使用全局日志
|
||||||
|
self.main_window.add_log(data.level, data.message)
|
||||||
|
|
||||||
def add_log(self, level:LogLevel, message):
|
def add_log(self, level:LogLevel, message):
|
||||||
"""添加日志记录"""
|
"""添加日志记录 - 转发到全局日志"""
|
||||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
self.main_window.add_log(level, message)
|
||||||
self.log_table.insert('', 0, values=(timestamp, level.value, message))
|
|
||||||
|
|
||||||
def clear_logs(self):
|
|
||||||
"""清空日志记录"""
|
|
||||||
# 删除所有日志项
|
|
||||||
for item in self.log_table.get_children():
|
|
||||||
self.log_table.delete(item)
|
|
||||||
self.add_log(LogLevel.DEBUG, "日志已清空")
|
|
||||||
|
|
||||||
def system_settings(self):
|
def system_settings(self):
|
||||||
"""系统设置"""
|
"""系统设置"""
|
||||||
settings_window = tk.Toplevel(self.root)
|
# 获取顶层窗口
|
||||||
|
root = self.winfo_toplevel()
|
||||||
|
|
||||||
|
settings_window = tk.Toplevel(root)
|
||||||
settings_window.title("网格交易系统配置")
|
settings_window.title("网格交易系统配置")
|
||||||
|
|
||||||
# 设置窗口大小
|
# 设置窗口大小
|
||||||
@@ -650,17 +571,17 @@ class TradeTargetUI:
|
|||||||
window_height = 550
|
window_height = 550
|
||||||
|
|
||||||
# 先设置为模态窗口
|
# 先设置为模态窗口
|
||||||
settings_window.transient(self.root)
|
settings_window.transient(root)
|
||||||
|
|
||||||
# 确保主窗口完全初始化
|
# 确保主窗口完全初始化
|
||||||
self.root.update_idletasks()
|
root.update_idletasks()
|
||||||
|
|
||||||
# 获取主窗口的实际大小(包括边框)
|
# 获取主窗口的实际大小(包括边框)
|
||||||
# 使用winfo_rootx/rooty获取窗口在屏幕上的绝对位置
|
# 使用winfo_rootx/rooty获取窗口在屏幕上的绝对位置
|
||||||
main_x = self.root.winfo_rootx()
|
main_x = root.winfo_rootx()
|
||||||
main_y = self.root.winfo_rooty()
|
main_y = root.winfo_rooty()
|
||||||
main_width = self.root.winfo_width()
|
main_width = root.winfo_width()
|
||||||
main_height = self.root.winfo_height()
|
main_height = root.winfo_height()
|
||||||
|
|
||||||
# 计算设置窗口相对于主窗口的居中位置
|
# 计算设置窗口相对于主窗口的居中位置
|
||||||
x = main_x + (main_width - window_width) // 2
|
x = main_x + (main_width - window_width) // 2
|
||||||
@@ -691,7 +612,7 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
# 读取当前配置
|
# 读取当前配置
|
||||||
config = configparser.ConfigParser()
|
config = configparser.ConfigParser()
|
||||||
config_path = sfgrid_constants.get_config_path()
|
config_path = sfgrid_config.get_config_path()
|
||||||
config.read(config_path, encoding='utf-8')
|
config.read(config_path, encoding='utf-8')
|
||||||
|
|
||||||
# 创建输入框字典用于保存引用
|
# 创建输入框字典用于保存引用
|
||||||
@@ -918,12 +839,12 @@ class TradeTargetUI:
|
|||||||
config.set('config', 'account_no', entries['account_no'].get())
|
config.set('config', 'account_no', entries['account_no'].get())
|
||||||
|
|
||||||
# 写入配置文件
|
# 写入配置文件
|
||||||
config_path = sfgrid_constants.get_config_path()
|
config_path = sfgrid_config.get_config_path()
|
||||||
with open(config_path, 'w', encoding='utf-8') as configfile:
|
with open(config_path, 'w', encoding='utf-8') as configfile:
|
||||||
config.write(configfile)
|
config.write(configfile)
|
||||||
|
|
||||||
# 重新加载配置到内存中
|
# 重新加载配置到内存中
|
||||||
sfgrid_constants.initConfig()
|
sfgrid_config.initConfig()
|
||||||
|
|
||||||
messagebox.showinfo("成功", f"配置已保存!\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
messagebox.showinfo("成功", f"配置已保存!\n网格价格序列: {grid_price_str}\n部分配置可能需要重启程序后生效。")
|
||||||
self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
self.add_log(LogLevel.INFO, f"系统配置已更新 - 网格数量: {len(grid_prices)}")
|
||||||
@@ -952,20 +873,23 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
def create_grid_correction_window(self, target: TradeTarget):
|
def create_grid_correction_window(self, target: TradeTarget):
|
||||||
"""创建网格修正窗口"""
|
"""创建网格修正窗口"""
|
||||||
|
# 获取顶层窗口
|
||||||
|
root = self.winfo_toplevel()
|
||||||
|
|
||||||
# 创建顶层窗口
|
# 创建顶层窗口
|
||||||
correction_window = tk.Toplevel(self.root)
|
correction_window = tk.Toplevel(root)
|
||||||
correction_window.title(f"网格修正 - {target.stock_code} ({target.stock_name})")
|
correction_window.title(f"网格修正 - {target.stock_code} ({target.stock_name})")
|
||||||
correction_window.geometry("500x400")
|
correction_window.geometry("500x400")
|
||||||
correction_window.resizable(False, False)
|
correction_window.resizable(False, False)
|
||||||
|
|
||||||
# 设置窗口模态
|
# 设置窗口模态
|
||||||
correction_window.transient(self.root)
|
correction_window.transient(root)
|
||||||
correction_window.grab_set()
|
correction_window.grab_set()
|
||||||
|
|
||||||
# 居中显示
|
# 居中显示
|
||||||
self.root.update_idletasks()
|
root.update_idletasks()
|
||||||
x = self.root.winfo_x() + (self.root.winfo_width() // 2) - 250
|
x = root.winfo_x() + (root.winfo_width() // 2) - 250
|
||||||
y = self.root.winfo_y() + (self.root.winfo_height() // 2) - 200
|
y = root.winfo_y() + (root.winfo_height() // 2) - 200
|
||||||
correction_window.geometry(f"500x400+{x}+{y}")
|
correction_window.geometry(f"500x400+{x}+{y}")
|
||||||
|
|
||||||
# 创建主框架
|
# 创建主框架
|
||||||
@@ -1005,7 +929,7 @@ class TradeTargetUI:
|
|||||||
required_position_frame.pack(fill=tk.X, pady=5)
|
required_position_frame.pack(fill=tk.X, pady=5)
|
||||||
|
|
||||||
grid_index_value = getattr(target, 'grid_index')
|
grid_index_value = getattr(target, 'grid_index')
|
||||||
required_position = grid_index_value * sfgrid_constants.grid_volume
|
required_position = grid_index_value * sfgrid_config.grid_volume
|
||||||
ttk.Label(required_position_frame, text="需求持仓量:", width=12).pack(side=tk.LEFT)
|
ttk.Label(required_position_frame, text="需求持仓量:", width=12).pack(side=tk.LEFT)
|
||||||
required_position_label = ttk.Label(required_position_frame, text=str(required_position), width=10, anchor=tk.CENTER)
|
required_position_label = ttk.Label(required_position_frame, text=str(required_position), width=10, anchor=tk.CENTER)
|
||||||
required_position_label.pack(side=tk.LEFT, padx=5)
|
required_position_label.pack(side=tk.LEFT, padx=5)
|
||||||
@@ -1030,7 +954,7 @@ class TradeTargetUI:
|
|||||||
|
|
||||||
# 增加按钮
|
# 增加按钮
|
||||||
ttk.Button(grid_index_frame, text="+", width=3,
|
ttk.Button(grid_index_frame, text="+", width=3,
|
||||||
command=lambda: self.increase_grid_index(grid_index_var, len(sfgrid_constants.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
command=lambda: self.increase_grid_index(grid_index_var, len(sfgrid_config.grid_price)-1, target, required_position_label, position_status_label)).pack(side=tk.LEFT, padx=(5, 0))
|
||||||
|
|
||||||
# 当前价格(实时更新)
|
# 当前价格(实时更新)
|
||||||
price_frame = ttk.Frame(options_frame)
|
price_frame = ttk.Frame(options_frame)
|
||||||
@@ -1087,7 +1011,7 @@ class TradeTargetUI:
|
|||||||
setattr(target, 'grid_index', new_grid_index)
|
setattr(target, 'grid_index', new_grid_index)
|
||||||
|
|
||||||
# 重新计算需求持仓量
|
# 重新计算需求持仓量
|
||||||
required_position = new_grid_index * sfgrid_constants.grid_volume
|
required_position = new_grid_index * sfgrid_config.grid_volume
|
||||||
|
|
||||||
# 检查持仓量是否满足要求
|
# 检查持仓量是否满足要求
|
||||||
current_position = getattr(target, 'current_position')
|
current_position = getattr(target, 'current_position')
|
||||||
@@ -1111,9 +1035,7 @@ class TradeTargetUI:
|
|||||||
# 添加日志
|
# 添加日志
|
||||||
self.add_log(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
self.add_log(LogLevel.INFO, f"网格修正已保存: {target.stock_code} - {target.stock_name}, 网格序号: {new_grid_index}")
|
||||||
|
|
||||||
def run(self):
|
|
||||||
"""运行程序"""
|
|
||||||
self.root.mainloop()
|
|
||||||
|
|
||||||
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
def decrease_grid_index(self, grid_index_var: tk.IntVar, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||||
"""减少网格序号"""
|
"""减少网格序号"""
|
||||||
@@ -1134,7 +1056,7 @@ class TradeTargetUI:
|
|||||||
def update_required_position_and_status(self, grid_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
def update_required_position_and_status(self, grid_index: int, target: TradeTarget, required_position_label: ttk.Label, position_status_label: ttk.Label):
|
||||||
"""更新需求持仓量和持仓状态"""
|
"""更新需求持仓量和持仓状态"""
|
||||||
# 计算需求持仓量
|
# 计算需求持仓量
|
||||||
required_position = grid_index * sfgrid_constants.grid_volume
|
required_position = grid_index * sfgrid_config.grid_volume
|
||||||
required_position_label.config(text=str(required_position))
|
required_position_label.config(text=str(required_position))
|
||||||
|
|
||||||
# 更新持仓量状态
|
# 更新持仓量状态
|
||||||
+2
-2
@@ -1,4 +1,4 @@
|
|||||||
import sfgrid_constants
|
import sfgrid_config
|
||||||
import xtquant.xtconstant as xtconstant
|
import xtquant.xtconstant as xtconstant
|
||||||
from xtquant import xtdata, xttrader
|
from xtquant import xtdata, xttrader
|
||||||
from xtquant.xttype import StockAccount, XtOrder, XtPosition
|
from xtquant.xttype import StockAccount, XtOrder, XtPosition
|
||||||
@@ -58,7 +58,7 @@ def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account
|
|||||||
return volume
|
return volume
|
||||||
|
|
||||||
def minPosition(gridIndex:int):
|
def minPosition(gridIndex:int):
|
||||||
return sfgrid_constants.grid_volume * gridIndex
|
return sfgrid_config.grid_volume * gridIndex
|
||||||
|
|
||||||
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
|
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
|
||||||
if stock_code == None or tag == None:
|
if stock_code == None or tag == None:
|
||||||
|
|||||||
@@ -1,6 +1,6 @@
|
|||||||
from typing import List
|
from typing import List
|
||||||
import configparser
|
import configparser
|
||||||
import os
|
from pathlib import Path
|
||||||
import sys
|
import sys
|
||||||
|
|
||||||
# miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
|
# miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径
|
||||||
@@ -10,20 +10,21 @@ miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路
|
|||||||
grid_price:List[float] = [] # 网格价格设置,从高到低
|
grid_price:List[float] = [] # 网格价格设置,从高到低
|
||||||
grid_volume:int = 100 # 每个网格的交易手数
|
grid_volume:int = 100 # 每个网格的交易手数
|
||||||
account_no:str = '99082560'
|
account_no:str = '99082560'
|
||||||
|
console_log = True
|
||||||
# account_no:str = '89009170' # 交易账号
|
# account_no:str = '89009170' # 交易账号
|
||||||
|
|
||||||
def get_config_path():
|
def get_config_path() -> Path:
|
||||||
"""获取配置文件的正确路径(兼容开发环境和打包后的可执行文件)"""
|
"""获取配置文件的正确路径(兼容开发环境和打包后的可执行文件)"""
|
||||||
if getattr(sys, 'frozen', False):
|
if getattr(sys, 'frozen', False):
|
||||||
# 打包后的可执行文件环境
|
# 打包后的可执行文件环境
|
||||||
# sys._MEIPASS是PyInstaller解压临时文件的目录
|
# sys._MEIPASS是PyInstaller解压临时文件的目录
|
||||||
# 配置文件应该放在可执行文件同目录下
|
# 配置文件应该放在可执行文件同目录下
|
||||||
base_path = os.path.dirname(sys.executable)
|
base_path = Path(sys.executable).parent
|
||||||
else:
|
else:
|
||||||
# 开发环境
|
# 开发环境
|
||||||
base_path = os.path.dirname(os.path.abspath(__file__))
|
base_path = Path(__file__).resolve().parent
|
||||||
|
|
||||||
return os.path.join(base_path, 'config.ini')
|
return base_path / 'config.ini'
|
||||||
|
|
||||||
def create_default_config():
|
def create_default_config():
|
||||||
"""创建默认配置文件"""
|
"""创建默认配置文件"""
|
||||||
@@ -46,7 +47,7 @@ def initConfig():
|
|||||||
config_path = get_config_path()
|
config_path = get_config_path()
|
||||||
|
|
||||||
# 检查配置文件是否存在,不存在则创建
|
# 检查配置文件是否存在,不存在则创建
|
||||||
if not os.path.exists(config_path):
|
if not config_path.exists():
|
||||||
create_default_config()
|
create_default_config()
|
||||||
|
|
||||||
config = configparser.ConfigParser()
|
config = configparser.ConfigParser()
|
||||||
+13
-12
@@ -1,20 +1,21 @@
|
|||||||
# coding:utf-8
|
# coding:utf-8
|
||||||
from core import strategy_db
|
from core.database import db
|
||||||
from core.main_controller import SFGridController
|
from core.main_ui import MainWindow
|
||||||
|
from core.sfgrid.main_controller import SFGridController
|
||||||
from core.logger import LogLevel, PrintLog
|
from core.logger import LogLevel, PrintLog
|
||||||
import sfgrid_constants as sdConstants
|
import sfgrid_config as sdConstants
|
||||||
|
|
||||||
def startTrade(index: int):
|
# def startTrade(index: int):
|
||||||
ctrl.start_stock_trade(index)
|
# ctrl.start_stock_trade(index)
|
||||||
|
|
||||||
def pauseTrade(index: int):
|
# def pauseTrade(index: int):
|
||||||
ctrl.pause_stock_trade(index)
|
# ctrl.pause_stock_trade(index)
|
||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
sdConstants.initConfig()
|
sdConstants.initConfig()
|
||||||
strategy_db.db.connect()
|
# ctrl: SFGridController = SFGridController(sdConstants.account_no, sdConstants.miniQMTPath)
|
||||||
strategy_db.db.create_tables([strategy_db.TradeTarget])
|
|
||||||
PrintLog(LogLevel.INFO, '- [成功]数据库模块初始化')
|
|
||||||
ctrl: SFGridController = SFGridController(sdConstants.account_no, sdConstants.miniQMTPath)
|
|
||||||
|
|
||||||
ctrl.hold()
|
# ctrl.hold()
|
||||||
|
|
||||||
|
window = MainWindow()
|
||||||
|
window.run()
|
||||||
|
|||||||
+1
-1
@@ -28,7 +28,7 @@ exe = EXE(
|
|||||||
upx=True,
|
upx=True,
|
||||||
upx_exclude=[],
|
upx_exclude=[],
|
||||||
runtime_tmpdir=None,
|
runtime_tmpdir=None,
|
||||||
console=False,
|
console=True,
|
||||||
disable_windowed_traceback=False,
|
disable_windowed_traceback=False,
|
||||||
argv_emulation=False,
|
argv_emulation=False,
|
||||||
target_arch=None,
|
target_arch=None,
|
||||||
|
|||||||
Reference in New Issue
Block a user