开始写策略了,建仓逻辑
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+23
-15
@@ -3,7 +3,7 @@ import strategy_db
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from util import getInstrumentName, getStockPosition
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from xtquant import xttrader, xtdata, xtconstant
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from xtquant.xttype import StockAccount
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from xtquant.xttype import StockAccount, XtOrder
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import sfgrid_constants
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@@ -21,20 +21,26 @@ class StockTradeController:
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self.tradeTarget.enabled = enabled
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self.tradeTarget.save()
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# 建仓状态检查
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if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
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self.tradeTarget.grid_index = 1
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self.tradeTarget.save()
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self.initBuyOrderId = self.xt_trader.order_stock(
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self.account,
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self.tradeTarget.stock_code,
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xtconstant.STOCK_BUY,
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sfgrid_constants.grid_volume,
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xtconstant.FIX_PRICE,
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sfgrid_constants.grid_price[self.tradeTarget.grid_index],
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'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
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print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}\n")
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if enabled:
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print(f"|- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}\n")
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# 建仓状态检查
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if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
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print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...\n")
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self.tradeTarget.grid_index = 1
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self.tradeTarget.save()
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self.initBuyOrderId = self.xt_trader.order_stock(
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self.account,
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self.tradeTarget.stock_code,
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xtconstant.STOCK_BUY,
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sfgrid_constants.grid_volume,
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xtconstant.FIX_PRICE,
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sfgrid_constants.grid_price[self.tradeTarget.grid_index],
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'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
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print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}\n")
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else:
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print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 已有仓位或非初始状态 无需建初始仓 当前仓位: {self.tradeTarget.current_position} 状态: {self.tradeTarget.status}\n")
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def isEnabled(self) -> bool:
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return self.tradeTarget.enabled
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@@ -42,6 +48,8 @@ class StockTradeController:
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if self.isEnabled():
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print(f"标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 行情数据更新 {data[self.tradeTarget.stock_code]}\n")
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def onOrderUpdate(self, order:XtOrder):
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pass
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# Description: 程序启动后
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def check_stock_position(self):
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