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):

sfgrid_trade_controller.py

@@ -3,7 +3,7 @@ import strategy_db
 from util import getInstrumentName, getStockPosition
 
 from xtquant import xttrader, xtdata, xtconstant
-from xtquant.xttype import StockAccount
+from xtquant.xttype import StockAccount, XtOrder
 import sfgrid_constants
 
 
@@ -21,19 +21,25 @@ class StockTradeController:
         self.tradeTarget.enabled = enabled
         self.tradeTarget.save()
 
-        # 建仓状态检查
+        if enabled:
-        if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
+            print(f"|- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}\n")
-            self.tradeTarget.grid_index = 1
+            # 建仓状态检查
-            self.tradeTarget.save()
+            if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0:
-            self.initBuyOrderId = self.xt_trader.order_stock(
+                print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...\n")
-                self.account, 
+                self.tradeTarget.grid_index = 1
-                self.tradeTarget.stock_code, 
+                self.tradeTarget.save()
-                xtconstant.STOCK_BUY, 
+                self.initBuyOrderId = self.xt_trader.order_stock(
-                sfgrid_constants.grid_volume,
+                    self.account, 
-                xtconstant.FIX_PRICE,
+                    self.tradeTarget.stock_code, 
-                sfgrid_constants.grid_price[self.tradeTarget.grid_index], 
+                    xtconstant.STOCK_BUY, 
-                'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
+                    sfgrid_constants.grid_volume,
-            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")
+                    xtconstant.FIX_PRICE,
+                    sfgrid_constants.grid_price[self.tradeTarget.grid_index], 
+                    'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
+                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")
+            else:
+                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")
+
 
     def isEnabled(self) -> bool:
         return self.tradeTarget.enabled
@@ -42,6 +48,8 @@ class StockTradeController:
         if self.isEnabled():
             print(f"标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 行情数据更新 {data[self.tradeTarget.stock_code]}\n")
 
+    def onOrderUpdate(self, order:XtOrder):
+        pass
 
     # Description: 程序启动后
     def check_stock_position(self):