调整下单逻辑,避免超过涨跌停价位无法下单的情况。

This commit is contained in:
2025-11-04 11:52:14 +08:00
parent 9429898077
commit c6d253b293
7 changed files with 109 additions and 54 deletions
+5 -2
View File
@@ -1,7 +1,10 @@
from typing import Any
import sfgrid_constants
import xtquant.xtconstant as xtconstant
from xtquant import xtdata, xttrader
from xtquant.xttype import StockAccount, XtPosition
from xtquant.xttype import StockAccount, XtOrder, XtPosition
import datetime
def is_trading_time():
@@ -58,7 +61,7 @@ def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account
def minPosition(gridIndex:int):
return sfgrid_constants.grid_volume * gridIndex
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount) -> list[XtOrder]:
if stock_code == None or tag == None:
return []
orders = xt_trader.query_stock_orders(account)