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GDP\solonot
2025-11-14 15:52:03 +08:00
parent a18c7be7eb
commit cd67c9ad60
6 changed files with 23 additions and 18 deletions
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config.ini
+1
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@@ -1,5 +1,6 @@
[config]
miniqmtpath = D:/Programs/DTQMT/userdata_mini
account_no = 99082560
log_level = INFO
; account_no = 89009170
config.py
+3 -1
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@@ -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
+3 -2
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@@ -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
+11 -12
View File
@@ -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():
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()
self.dataUpdateLock.acquire()
try:
if response.strategy_name == self.getName() and response.seq == self.tradeTarget.current_order_no:
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
+4 -2
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@@ -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
+1 -1
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@@ -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=[],