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@@ -1,5 +1,6 @@
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from core.logger import LogLevel, PrintLog
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from core.qmt import qmtv
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from core.sfgrid import bus_events
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from core.sfgrid.bus_events import EventTradeTargetUpdate
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import core.sfgrid.model as model
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from core import constants
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@@ -38,6 +39,16 @@ class SFGridStrategy:
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# self.refreshPlanPrice()
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# PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: END')
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def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget):
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PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
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self.dataUpdateLock.acquire()
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try:
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tradeTarget.delete_instance()
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event_bus.publish(bus_events.EventTradeTargetDeleted, tradeTarget)
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PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: END')
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finally:
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self.dataUpdateLock.release()
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def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
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self.tradeTarget.enabled = enabled # type: ignore
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@@ -78,20 +89,18 @@ class SFGridStrategy:
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if not self.tradeTarget.enabled: # 策略中止,自动交易暂停
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return
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
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self.dataUpdateLock.acquire()
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try:
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lastPrice = inTradeTarget.market_price
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orderPrice:float = -1
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orderType = -1
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index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType]
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orderRemark= ""
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status = "新建" if self.tradeTarget.status == 0 else "已建初始仓"
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前持仓: {self.tradeTarget.current_position} 当前价{lastPrice} 状态: {status} 启用交易线程: {'自动交易中' if self.tradeTarget.enabled else '交易已停止'}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前价 : \t{lastPrice}')
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status = "未建初始仓" if self.tradeTarget.status == 0 else "已建初始仓"
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前持仓 : \t{self.tradeTarget.current_position}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前价格 : \t{lastPrice}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划卖出价 : \t{self.tradeTarget.plan_sell_price:.3f}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 网格价格({index}): \t{self.tradeTarget.getPriceGrid()[index]}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 网格价格({index}): \t{self.tradeTarget.getPriceGrid()[index]:.3f}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划买入价 : \t{self.tradeTarget.plan_buy_price:.3f}')
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if self.tradeTarget.enabled and self.tradeTarget.status == 0 and lastPrice <= inTradeTarget.getPriceGrid()[1]: # 已启用,未建仓,准备建仓单信息
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 准备建仓单信息')
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@@ -115,9 +124,9 @@ class SFGridStrategy:
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orders = qmtv.queryPendingOrder(str(self.tradeTarget.stock_code), self.getName())
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if len([order for order in orders if order.order_type == orderType and order.price == orderPrice]) > 0:
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# 已存在未交易的多单
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print(f' |- [{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]已存在未交易的{"多单" if orderType == xtconstant.STOCK_BUY else "空单"},不重复下单')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 已存在未交易的{"多单" if orderType == xtconstant.STOCK_BUY else "空单"},不重复下单')
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else:
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print(f' |- 下网格{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}')
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 下网格{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}')
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self.tradeTarget.current_order_no = qmtv.orderAsync(
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str(self.tradeTarget.stock_code),
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self.tradeTarget.grid_volume,
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@@ -135,11 +144,10 @@ class SFGridStrategy:
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elif orderRemark == OrderTypeInit:
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orderTypeName = "建仓单"
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gridBasePrice = -1 if index>=len(inTradeTarget.getPriceGrid()) or index < 0 else inTradeTarget.getPriceGrid()[int(index)] # pyright: ignore[reportArgumentType]
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PrintLog(LogLevel.INFO, f' |- {orderTypeName}委托, 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice}, 下单价 {orderPrice}, 下单量 {self.tradeTarget.grid_volume}')
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PrintLog(LogLevel.INFO, f'|- {orderTypeName}委托[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice:.3f}, 下单价 {orderPrice:.3f}, 下单量 {self.tradeTarget.grid_volume}')
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finally:
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self.saveProxy()
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self.dataUpdateLock.release()
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PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: END')
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def onOrderCreateAsync(self, response:XtOrderResponse):
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self.dataUpdateLock.acquire()
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@@ -153,12 +161,11 @@ class SFGridStrategy:
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def onOrderTrade(self, trade:XtTrade):
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if trade.strategy_name != self.getName():
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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}")
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PrintLog(LogLevel.WARNING, f"|- 委托回调 投资备注 {trade.stock_code}-{trade.instrument_name} {trade.strategy_name} 不匹配 {trade.order_remark}")
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return
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print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:START, {trade.order_id}')
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PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:START, {trade.order_id}')
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self.dataUpdateLock.acquire()
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print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:LOCKED')
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try:
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type:str = ""
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if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == constants.OrderTypeInit:
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@@ -186,16 +193,13 @@ class SFGridStrategy:
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self.refreshPlanPrice()
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self.printTradeReport(trade, type)
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finally:
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print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:release lock')
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self.dataUpdateLock.release()
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print(f' |- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:END')
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def printTradeReport(self, trade:XtTrade, type:str):
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PrintLog(LogLevel.INFO, f"打印交易报告[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]:START")
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PrintLog(LogLevel.INFO, f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} {type}: {self.tradeTarget.current_order_no}已成交 ")
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PrintLog(LogLevel.INFO, f"|- 成交报告[{self.tradeTarget.targetName()}] : ====================================")
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PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{self.tradeTarget.current_order_no}已成交 ")
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PrintLog(LogLevel.INFO, f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
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PrintLog(LogLevel.INFO, f' 当前持仓: {self.tradeTarget.current_position}')
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PrintLog(LogLevel.INFO, f' 网格坐标: {self.tradeTarget.grid_index}')
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PrintLog(LogLevel.INFO, f' 手续费 : {trade.commission:.3f}')
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def refreshPlanPrice(self):
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