update

config.ini

@@ -1,5 +1,6 @@
 [config]
 miniqmtpath = D:/Programs/DTQMT/userdata_mini
 account_no = 99082560
+log_level = INFO
 ; account_no = 89009170
 

config.py

@@ -7,6 +7,7 @@ miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路
 # miniQMTPath = ''
 account_no:str = '99082560'
 console_log = True
+log_level = "INFO"
 
 def get_config_path() -> Path:
     """获取配置文件的正确路径（兼容开发环境和打包后的可执行文件）"""
@@ -26,7 +27,8 @@ def create_default_config():
     config = configparser.ConfigParser()
     config['config'] = {
         'miniQMTPath': r'D:/Programs/QMT/userdata_mini',
-        'account_no': '00000000'
+        'account_no': '00000000',
+        'log_level' : 'INFO'
     }
     config_path = get_config_path()
     with open(config_path, 'w') as configfile:

core/qmt.py

@@ -165,7 +165,7 @@ class QmtV(XtQuantTraderCallback):
         :param order: XtOrder对象
         :return:
         """
-        print(f"委托回调 on_stock_order 投资备注 {order.strategy_name} {order.order_remark}")
+        print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}")
         # print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
         # stockCode = order.stock_code
         # ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
@@ -193,7 +193,8 @@ class QmtV(XtQuantTraderCallback):
         #     print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
     
     def on_order_stock_async_response(self, response:XtOrderResponse):
-        print(f"委托回调 on_order_stock_async_response 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
+        print(f"委托回调 on_order_stock_async_response 投资备注 {response.order_id} {response.seq} {response.error_msg}{response.strategy_name} {response.order_remark}")
+        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
         
     #     stockCode = response.order_remark
     #     ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]

core/sfgrid/sfgrid_strategy.py

@@ -8,7 +8,7 @@ from core.constants import OrderTypeBuy, OrderTypeInit, OrderTypeSell
 from core.util import is_trading_time
 
 from xtquant import xtconstant
-from xtquant.xttype import XtOrder, XtOrderResponse, XtTrade
+from xtquant.xttype import XtOrderResponse, XtTrade
 import threading
 import core.eventbus as eBus
 
@@ -18,6 +18,7 @@ class SFGridStrategy:
     def __init__(self, tradeTarget: model.SFGridTradeTarget):
         self.tradeTarget:model.SFGridTradeTarget = tradeTarget
         self.enabledTrading(tradeTarget.enabled)  # type: ignore
+        event_bus.subscribe(eBus.MarketOrderCreated, self.onOrderCreateAsync)
         event_bus.subscribe(eBus.MarketOrderTraded, self.onOrderTrade)
         self.refreshPlanPrice()
         self.dataUpdateLock = threading.Lock()
@@ -91,7 +92,7 @@ class SFGridStrategy:
             PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划买入价{self.tradeTarget.plan_buy_price}, 计划卖出价{self.tradeTarget.plan_sell_price}')
             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
                 PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 准备建仓单信息')
-                orderPrice =  inTradeTarget.getPriceGrid()[index]
+                orderPrice =  inTradeTarget.getPriceGrid()[1]
                 orderType = xtconstant.STOCK_BUY
                 orderRemark = OrderTypeInit
             elif self.tradeTarget.enabled and self.tradeTarget.status == 1 and self.tradeTarget.plan_buy_price > 0 and lastPrice <= self.tradeTarget.plan_buy_price: 
@@ -139,17 +140,15 @@ class SFGridStrategy:
             self.dataUpdateLock.release()
             print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
 
-    def onOrderCreate(self, order:XtOrder):
-        if order.strategy_name == self.getName():
-            print(f"委托创建通知 onOrderCreate[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {order.order_id}")
-            self.tradeTarget.current_order_no = order.order_id
-            self.saveProxy()
-
     def onOrderCreateAsync(self, response:XtOrderResponse):
-        if response.strategy_name == self.getName():
+        self.dataUpdateLock.acquire()
-            print(f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id}")
+        try:
-            self.tradeTarget.current_order_no = response.order_id
+            if response.strategy_name == self.getName() and response.seq == self.tradeTarget.current_order_no:
-            self.saveProxy()
+                print(f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id}")
+                self.tradeTarget.current_order_no = response.order_id
+                self.saveProxy()
+        finally:
+            self.dataUpdateLock.release() 
 
     def onOrderTrade(self, trade:XtTrade):
         if trade.strategy_name != self.getName():

core/sfgrid/sfgrid_ui.py

@@ -54,7 +54,7 @@ class TradeTargetUI(ttk.Frame):
                 tradeTarget = self.tradeTargetData[id]
                 lastPrice = float("{:.3f}".format(tickData['lastPrice']))    
                 tradeTarget.market_price = lastPrice  # type: ignore
-                self.updateTradeTarget(tradeTarget, False)
+                self.updateTradeTarget(tradeTarget, False, True)
             else:
                 # 非目标交易，发布市场数据更新事件用于市场监控
                 lastPrice = tickData['lastPrice']
@@ -82,7 +82,7 @@ class TradeTargetUI(ttk.Frame):
         self.tradeTargetData[id] = target
 
 
-    def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True):
+    def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True, priceChange:bool = False):
         if save:
             target.save()
 
@@ -98,6 +98,8 @@ class TradeTargetUI(ttk.Frame):
             self.strategy_ctrl[id] = SFGridStrategy(target)  # pyright: ignore[reportArgumentType]
         else:
             self.strategy_ctrl[id].updateTradeTarget(target)
+            if priceChange:
+                self.strategy_ctrl[id].onDataUpdate(target)
 
     # UI CREATE
     def create_ui(self):

starter.spec

@@ -5,7 +5,7 @@ a = Analysis(
     pathex=[],
     binaries=[],
     datas=[('config.ini', '.')],  # 明确包含配置文件
-    hiddenimports=[],
+    hiddenimports=['brotli', 'brotli.encoding'],
     hookspath=[],
     hooksconfig={},
     runtime_hooks=[],