开始写策略了，建仓逻辑

main_controller.py

@@ -6,11 +6,12 @@ import sfgrid_constants
 from sfgrid_trade_controller import StockTradeController
 from util import getInstrumentName, getStockPosition
 from xtquant.xttrader import XtQuantTrader
-from xtquant.xttype import StockAccount
+from xtquant.xttype import StockAccount, XtOrder
 from xtquant import xtdata
 from xtquant.xttrader import XtQuantTraderCallback
 import datetime
 
+# 量化核心控制对象
 class SFGridController(XtQuantTraderCallback):
     def __init__(self, account_no: str, miniQmtPath: str):
         super().__init__()
@@ -40,20 +41,6 @@ class SFGridController(XtQuantTraderCallback):
             xtdata.unsubscribe_quote(self.seq)
 
     
-    def onDataUpdate(self, data):
-        # 遍历股池
-        for target in self.instrument_pool:
-            stock_code = target.stock_code
-            # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
-            if stock_code not in self.stock_trade_ctrl:
-                print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
-                continue
-            if stock_code not in data:
-                print(f"股票代码 {stock_code} 未在行情数据中找到，跳过处理。\n")
-                continue
-            stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code]
-            stock_controller.onDataUpdate(data)
-    
     def add_trade_target(self, stock_code):
         try:
             stock_name = getInstrumentName(stock_code)
@@ -179,9 +166,24 @@ class SFGridController(XtQuantTraderCallback):
             print(f"标的交易控制器不存在 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
 
 
-    # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
+
+    # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
+    def onDataUpdate(self, data):
+        # 遍历股池
+        for target in self.instrument_pool:
+            stock_code = target.stock_code
+            # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+            if stock_code not in self.stock_trade_ctrl:
+                print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n")
+                continue
+            if stock_code not in data:
+                print(f"股票代码 {stock_code} 未在行情数据中找到，跳过处理。\n")
+                continue
+            stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code]
+            stock_controller.onDataUpdate(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
@@ -195,12 +197,16 @@ class SFGridController(XtQuantTraderCallback):
         """
         print(datetime.datetime.now(), '连接断开回调')
 
-    def on_stock_order(self, order):
+    def on_stock_order(self, order:XtOrder):
         """
         委托回报推送
         :param order: XtOrder对象
         :return:
         """
+        stockCode = order.stock_code
+        # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+        if stockCode not in self.stock_trade_ctrl:
+            self.stock_trade_ctrl[stockCode].onOrderUpdate(order)
         print(datetime.datetime.now(), '委托回调 投资备注', order.order_remark)
 
     def on_stock_trade(self, trade):