调整 策略逻辑

main_controller.py

@@ -44,7 +44,7 @@ class SFGridController(XtQuantTraderCallback):
             xtdata.unsubscribe_quote(self.seq)
 
     
-    def add_trade_target(self, stock_code):
+    def add_trade_target(self, stock_code: str):
         try:
             stock_name = getInstrumentName(stock_code)
             new_target = strategy_db.TradeTarget.create(
@@ -188,17 +188,14 @@ class SFGridController(XtQuantTraderCallback):
 
     # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
     def onDataUpdate(self, data):
-        # 遍历股池
-        # for stock_code, data in data.items():
-        #     if data['lastPrice'] == 10.0:
-        #         print(f'target = {stock_code} - {getInstrumentName(stock_code)} {data['lastPrice']}')
-        #         self.add_trade_target(stock_code)
-        #         self.stock_trade_ctrl[stock_code].enabledTrading(True)
-
-
-            # if stock_code not in self.stock_trade_ctrl:
-            #     self.add_trade_target(stock_code)
-            # self.stock_trade_ctrl[stock_code].onDataUpdate(data)
+        if sfgrid_constants.max_enabled_targets <= 0: # 全推
+            for stock_code, tickData in data.items():
+                lastPrice = tickData['lastPrice']
+                if lastPrice == 10.0 and stock_code not in self.stock_trade_ctrl:
+                    print(f'New trade target = {stock_code} - {getInstrumentName(stock_code)} {tickData['lastPrice']}')
+                    self.add_trade_target(stock_code)
+                    self.stock_trade_ctrl[stock_code].enabledTrading(True)
+        else: # 指定目标 当前主要使用这种模式
             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
@@ -230,11 +227,12 @@ class SFGridController(XtQuantTraderCallback):
         :return:
         """
         stockCode = order.stock_code
-        # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
-        if stockCode in self.stock_trade_ctrl:
         ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
-            ctrl.onOrderUpdate(order)
-        print(datetime.datetime.now(), '委托回调 投资备注', order.order_remark)
+        # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+        if ctrl is not None and order.order_remark == ctrl.getName():
+            ctrl.onOrderTrade(order)
+        else:
+            print(f"委托下单回调 投资备注 {order.order_remark} 不匹配 {ctrl.getName()}")
 
     def on_stock_trade(self, trade:XtTrade):
         """
@@ -242,7 +240,13 @@ class SFGridController(XtQuantTraderCallback):
         :param trade: XtTrade对象
         :return:
         """
-        print(datetime.datetime.now(), '成交回调', trade.order_remark, f"委托方向(48买 49卖) {trade.offset_flag} 成交价格 {trade.traded_price} 成交数量 {trade.traded_volume}")
+        stockCode = trade.stock_code
+        ctrl:StockTradeController = self.stock_trade_ctrl[stockCode]
+        # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
+        if ctrl is not None and trade.order_remark == ctrl.getName():
+            ctrl.onOrderTrade(trade)
+        else:
+            print(f"委托回调 投资备注 {trade.order_remark} 不匹配 {ctrl.getName()}")
 
     def on_order_error(self, order_error):
         """
@@ -254,28 +258,6 @@ class SFGridController(XtQuantTraderCallback):
         # print(order_error.order_id, order_error.error_id, order_error.error_msg)
         print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
 
-    def on_cancel_error(self, cancel_error):
-        """
-        撤单失败推送
-        :param cancel_error: XtCancelError 对象
-        :return:
-        """
-        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
-
-    def on_order_stock_async_response(self, response):
-        """
-        异步下单回报推送
-        :param response: XtOrderResponse 对象
-        :return:
-        """
-        print(f"异步委托回调 投资备注: {response.order_remark}")
-
-    def on_cancel_order_stock_async_response(self, response):
-        """
-        :param response: XtCancelOrderResponse 对象
-        :return:
-        """
-        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
 
     def on_account_status(self, status):
         """

sfgrid_trade_controller.py

@@ -15,6 +15,9 @@ class StockTradeController:
         self.account = account
         self.currentPosition = getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)
     
+    def getName(self):
+        return "SFGRID"
+
 
     def enabledTrading(self, enabled: bool):
         self.tradeTarget.enabled = enabled
@@ -40,6 +43,9 @@ class StockTradeController:
         if self.isEnabled():
             print(f"\n标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 行情数据更新 {data[self.tradeTarget.stock_code]}")
     
+    def onOrderUpdate(self, order:XtOrder):
+        pass
+
     def onOrderTrade(self, trade:XtTrade):
         indicator = False
         if trade.order_id == self.initBuyOrderId and self.tradeTarget.status == 0: