From d5fef7c0c130c4a57136fecb395f71e5427fc399 Mon Sep 17 00:00:00 2001 From: "GDP\\solonot" Date: Tue, 18 Nov 2025 18:06:15 +0800 Subject: [PATCH] update --- core/eventbus.py | 5 +- core/qmt.py | 84 +++++-------- core/sfgrid/model.py | 4 +- core/sfgrid/sfgrid_strategy.py | 224 +++++++++++++-------------------- core/sfgrid/sfgrid_ui.py | 8 +- 5 files changed, 126 insertions(+), 199 deletions(-) diff --git a/core/eventbus.py b/core/eventbus.py index d2a28d8..42ee02e 100644 --- a/core/eventbus.py +++ b/core/eventbus.py @@ -1,10 +1,7 @@ # 市场数据监听控制事件 +EventMarketActiveSwitch = "market_active_switch" MarketDataUpdate = "market_data_update" -ActionEnableMarketData = "enable_market_data" -ActionDisableMarketData = "disable_market_data" -MarketDataEnabled = "market_data_enabled" -MarketDataDisabled = "market_data_disabled" MarketOrderCreated = "market_order_created" MarketOrderTraded = "market_order_traded" # Pring Log diff --git a/core/qmt.py b/core/qmt.py index 6095a9c..15e1a29 100644 --- a/core/qmt.py +++ b/core/qmt.py @@ -1,4 +1,5 @@ import datetime +import threading import time import config from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade @@ -15,6 +16,11 @@ class QmtV(XtQuantTraderCallback): self.xttrader: XtQuantTrader self.inited: bool = False self.details = {} + self.lastMarketDataUpdateTimestamp = time.time() + self.isMarketActive = False + self.refresh_thread = threading.Thread(target=self.marketStatusNotifier, daemon=True) + self.refresh_thread.start() + # time.sleep(3.1) def getTrader(self) -> XtQuantTrader: return self.xttrader @@ -94,48 +100,6 @@ class QmtV(XtQuantTraderCallback): return self.cacheStockDetail(stock_code)['UpStopPrice'] def dailyDownStop(self, stock_code:str): return self.cacheStockDetail(stock_code)['DownStopPrice'] - - # def print_position_info(self): - # positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account) - # if positions: - # PrintLog(LogLevel.INFO, "\n- 持仓信息") - # for temp in positions: - # pos : XtPosition = temp - # if pos.volume <=0: - # continue - # PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}") - # PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}") - # PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}") - # PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}") - # PrintLog(LogLevel.INFO, "---") - # else: - # PrintLog(LogLevel.INFO, "\n当前无持仓") - - # def print_account_info(self): - # temp = self.xt_trader.query_stock_asset(self.account) - # asset: XtAsset = temp # type: ignore - - # PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore - # PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}") - # PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}") - # PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}") - - # def print_stock_orders(self): - # orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True) - # if orders: - # PrintLog(LogLevel.INFO, "\n=== 委托信息 ===") - # for order in orders: - # PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}") - # PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}") - # PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ") - # PrintLog(LogLevel.INFO, f"委托价格: {order.price}") - # PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}") - # PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}") - # PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ") - # PrintLog(LogLevel.INFO, "---") - # else: - # PrintLog(LogLevel.INFO, "\n当前无委托记录") - # ========================================# def startMarketDataSubscription(self): @@ -155,7 +119,29 @@ class QmtV(XtQuantTraderCallback): # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ====== def onDataUpdate(self, data): # 收集所有市场数据用于市场监控 + PrintLog(LogLevel.INFO, f'- [市场数据更新] {len(data)}') eBus.event_bus.publish(eBus.MarketDataUpdate, data) + now = time.time() + if now - self.lastMarketDataUpdateTimestamp < 5: + self.isMarketActive = True + PrintLog(LogLevel.INFO, f'- [市场状态变更] 市场已 Active') # 市场已 inactive + self.lastMarketDataUpdateTimestamp = now + + def marketStatusNotifier(self): + # 市场状态通知器 + tmpMarketStatus = False + while True: + PrintLog(LogLevel.INFO, f'- [市场状态检查器] {self.isMarketActive}') + tmpTime = time.time() + time.sleep(10) + if tmpMarketStatus != self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp < 5: + tmpMarketStatus = self.isMarketActive + PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}') + eBus.event_bus.publish(eBus.EventMarketActiveSwitch, self.isMarketActive) + if tmpMarketStatus and self.isMarketActive: + if tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒 + self.isMarketActive = False + PrintLog(LogLevel.INFO, f'- [市场状态变更] 市场已 inactive') # 市场已 inactive # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ====== @@ -178,16 +164,8 @@ class QmtV(XtQuantTraderCallback): :param order: XtOrder对象 :return: """ - 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] - # # 如果存在对应的StockTradeController，则调用其onDataUpdate方法 - # if ctrl is not None and order.strategy_name == ctrl.getName(): - # print(f'controller info {ctrl.getName()}') - # ctrl.onAsyncOrderResponse(order) # type: ignore - # else: - # print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'") + pass + # print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}") def on_stock_trade(self, trade:XtTrade): @@ -206,7 +184,7 @@ 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.order_id} {response.seq} {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 diff --git a/core/sfgrid/model.py b/core/sfgrid/model.py index d8ad7fc..7a89ee6 100644 --- a/core/sfgrid/model.py +++ b/core/sfgrid/model.py @@ -34,13 +34,13 @@ class SFGridTradeTarget(BaseModel): if self.priceGrid is None or len(self.priceGrid) == 0: for i in range(self.grid_upper_count): # type: ignore upperPrice = self.grid_start_price + (self.grid_upper_count - i) * self.grid_size - self.priceGrid.append(upperPrice) + self.priceGrid.append(round(upperPrice, 3)) self.priceGrid.append(self.grid_start_price) for i in range(self.grid_lower_count): # type: ignore 5 lowerPrice = self.grid_start_price - (i + 1) * self.grid_size - self.priceGrid.append(lowerPrice) + self.priceGrid.append(round(lowerPrice, 3)) return self.priceGrid diff --git a/core/sfgrid/sfgrid_strategy.py b/core/sfgrid/sfgrid_strategy.py index c836975..bc92a6f 100644 --- a/core/sfgrid/sfgrid_strategy.py +++ b/core/sfgrid/sfgrid_strategy.py @@ -1,11 +1,11 @@ +from core import util from core.logger import LogLevel, PrintLog from core.qmt import qmtv from core.sfgrid import bus_events from core.sfgrid.bus_events import EventTradeTargetUpdate import core.sfgrid.model as model -from core import constants from core.eventbus import event_bus -from core.constants import OrderTypeBuy, OrderTypeInit, OrderTypeSell +from core.constants import OrderTypeBuy, OrderTypeSell, OrderTypeInit from core.util import is_trading_time from xtquant import xtconstant @@ -18,26 +18,69 @@ 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.todayUpStopPrice=qmtv.dailyUpStop(tradeTarget.stock_code) # type: ignore self.todayDownStopPrice=qmtv.dailyDownStop(tradeTarget.stock_code) # type: ignore - self.refreshPlanPrice() + PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}初始化: 停涨价 {self.todayUpStopPrice}, 停跌价 {self.todayDownStopPrice}') + self.orderGrid = {} # grid index, order_seq | order_id + self.enabledTrading(tradeTarget.enabled) # type: ignore self.dataUpdateLock = threading.Lock() + + def onMarketActiveSwitch(self, isActive: bool): + if isActive and self.tradeTarget.enabled: + self.refreshGridOrder() - def updateTradeTarget(self, inTradeTarget:model.SFGridTradeTarget): - # PrintLog(LogLevel.INFO, f'|- 标的{self.tradeTarget.targetName()}信息更新: START') - # self.dataUpdateLock.acquire() - # PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: LOCKED') - # try: - self.tradeTarget = inTradeTarget - self.refreshPlanPrice() - # finally: - # PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: UNLOCKED') - # self.dataUpdateLock.release() - # self.refreshPlanPrice() - # PrintLog(LogLevel.INFO ,f'|- 标的{self.tradeTarget.targetName()}信息更新: END') + def refreshGridOrder(self): # 下网格单 + if not qmtv.isMarketActive: + return + + currentIdx:int = 0 + + if self.tradeTarget.status == 0: + price = self.tradeTarget.getPriceGrid()[0] + tmpOrderSeq = qmtv.orderAsync( + str(self.tradeTarget.stock_code), + self.tradeTarget.grid_volume, + xtconstant.STOCK_BUY, + price, + xtconstant.FIX_PRICE, + OrderTypeInit, # remark # type: ignore + self.getName(), # strategy_name + ) + self.orderGrid[xtconstant.STOCK_BUY] = tmpOrderSeq # seq + PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 建仓单，建仓价: {price:.3f}') + else: + currentIdx = self.tradeTarget.grid_index # type: ignore + + # 向上下一单，向下下一单 + if currentIdx > 0: # 可以下空单 + sellPrice = self.tradeTarget.getPriceGrid()[currentIdx - 1] + tmpOrderSeq = qmtv.orderAsync( + str(self.tradeTarget.stock_code), + self.tradeTarget.grid_volume, + xtconstant.STOCK_SELL, + sellPrice, + xtconstant.FIX_PRICE, + OrderTypeSell, # remark # type: ignore + self.getName(), # strategy_name + ) + self.orderGrid[xtconstant.STOCK_SELL] = tmpOrderSeq # seq + PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 下空单，价格: {sellPrice:.3f}') + if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单 + buyPrice = self.tradeTarget.getPriceGrid()[currentIdx + 1] + tmpOrderSeq = qmtv.orderAsync( + str(self.tradeTarget.stock_code), + self.tradeTarget.grid_volume, + xtconstant.STOCK_BUY, + buyPrice, + xtconstant.FIX_PRICE, + OrderTypeBuy, # remark # type: ignore + self.getName(), # strategy_name + ) + self.orderGrid[xtconstant.STOCK_BUY] = tmpOrderSeq # seq + PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 下多单，价格: {buyPrice:.3f}') + def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget): PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START') @@ -57,7 +100,6 @@ class SFGridStrategy: if self.tradeTarget.status == 0: # 未建仓 print(f" |- 标的{self.tradeTarget.targetName()}初始状态, 设置网格序号 1,") self.tradeTarget.grid_index = 1 # pyright: ignore[reportAttributeAccessIssue] - self.refreshPlanPrice() else: # 已建仓 # 交易阶段，检查仓位，检查现有订单 print(f" |- 标的{self.tradeTarget.targetName()}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}") @@ -67,6 +109,7 @@ class SFGridStrategy: else: print(f' |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}, 交易启动失败') self.tradeTarget.enabled = False # type: ignore + self.refreshGridOrder() else: orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore for order in orders: @@ -81,116 +124,51 @@ class SFGridStrategy: print(f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}') return bool(self.tradeTarget.enabled) # 修复返回类型问题 - def onDataUpdate(self, inTradeTarget:model.SFGridTradeTarget): - - if not is_trading_time(): - return - - if not self.tradeTarget.enabled: # 策略中止，自动交易暂停 - return - - self.dataUpdateLock.acquire() - try: - lastPrice = inTradeTarget.market_price - orderPrice:float = -1 - orderType = -1 - index: int = self.tradeTarget.grid_index # pyright: ignore[reportAssignmentType] - orderRemark= "" - 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()[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: - # 已启用，已建仓，准备网格多单信息 - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 准备网格多单信息') - orderPrice = self.tradeTarget.plan_buy_price # type: ignore - orderType = xtconstant.STOCK_BUY - orderRemark = OrderTypeBuy - elif self.tradeTarget.enabled and self.tradeTarget.status == 1 and self.tradeTarget.plan_buy_price > 0 and lastPrice >= self.tradeTarget.plan_sell_price: - # 已启用，已建仓，准备网格空单信息 - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 准备网格空单信息') - orderPrice = self.tradeTarget.plan_sell_price # type: ignore - orderType = xtconstant.STOCK_SELL - orderRemark = OrderTypeSell - - # status = "未建初始仓" if self.tradeTarget.status == 0 else "已建初始仓" - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前持仓 : \t{self.tradeTarget.current_position}') - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 当前价格 : \t{lastPrice}') - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划卖出价 : \t{self.tradeTarget.plan_sell_price:.3f}') - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 网格价格({index}): \t{self.tradeTarget.getPriceGrid()[index]:.3f}') - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 计划买入价 : \t{self.tradeTarget.plan_buy_price:.3f}') - if orderType != -1: - orders = qmtv.queryPendingOrder(str(self.tradeTarget.stock_code), self.getName()) - if len([order for order in orders if order.order_type == orderType and order.price == orderPrice]) > 0: - # 已存在未交易的多单 - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 已存在未交易的{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}，不重复下单') - else: - PrintLog(LogLevel.INFO, f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 下网格{"多单" if orderType == xtconstant.STOCK_BUY else "空单"}') - self.tradeTarget.current_order_no = qmtv.orderAsync( - str(self.tradeTarget.stock_code), - self.tradeTarget.grid_volume, - orderType, - orderPrice, - xtconstant.FIX_PRICE, - orderRemark, # remark # type: ignore - self.getName(), # strategy_name - ) - orderTypeName = "" - if orderRemark == OrderTypeBuy: - orderTypeName = "多单" - elif orderRemark == OrderTypeSell: - orderTypeName = "空单" - elif orderRemark == OrderTypeInit: - orderTypeName = "建仓单" - gridBasePrice = -1 if index>=len(inTradeTarget.getPriceGrid()) or index < 0 else inTradeTarget.getPriceGrid()[int(index)] # pyright: ignore[reportArgumentType] - PrintLog(LogLevel.INFO, f'|- {orderTypeName}委托[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 单号 {self.tradeTarget.current_order_no}, 网格基准价 {gridBasePrice:.3f}, 下单价 {orderPrice:.3f}, 下单量 {self.tradeTarget.grid_volume}') - finally: - self.saveProxy() - self.dataUpdateLock.release() - - def onOrderCreateAsync(self, response:XtOrderResponse): + def onOrderCreateAsync(self, response:XtOrderResponse): # 下单成功回调，更新orderID到 self.orderGrid 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() + for gridIdx, orderNo in self.orderGrid.items(): + if orderNo == response.seq: + self.orderGrid[gridIdx] = response.order_id + break + except Exception as e: + PrintLog(LogLevel.ERROR, f"|- 委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id} - {str(e)}") finally: - self.dataUpdateLock.release() + self.dataUpdateLock.release() - def onOrderTrade(self, trade:XtTrade): + def onOrderTrade(self, trade:XtTrade): # TODO 委托成交通知,处理成交后网格切换 if trade.strategy_name != self.getName(): return - PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}]:START, {trade.order_id}') + PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : {trade.order_id}') self.dataUpdateLock.acquire() try: type:str = "" - if self.tradeTarget.status == 0 and trade.order_id == self.tradeTarget.current_order_no and trade.order_remark == constants.OrderTypeInit: - # 此时为建仓成交 - self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # 当前持仓数，账户原有持仓不在策略范围内 # type: ignore - self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore - self.tradeTarget.grid_index = 1 # type: ignore + if trade.order_remark == OrderTypeInit: + PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 建仓单成交') self.tradeTarget.status = 1 # type: ignore - type = "建初始仓" - elif trade.order_id == self.tradeTarget.current_order_no and self.tradeTarget.status == 1 and trade.order_type == xtconstant.STOCK_SELL: # type: ignore - # 上涨一格：此时空单成交 - self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore - self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore - self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore - type = "上涨一格" - elif trade.order_id == self.tradeTarget.current_order_no and self.tradeTarget.status == 1 and trade.order_type == xtconstant.STOCK_BUY: # type: ignore - # 下跌一格：此时多单成交 - self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore - self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore - self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore - type = "下跌一格" + self.tradeTarget.grid_index = 1 # type: ignore + self.saveProxy() + type = "建仓单" else: - type = "其他异常状态" - - self.refreshPlanPrice() + PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 网格单成交') + oriIdx = self.tradeTarget.grid_index + for idx, tmpOrderNo in self.orderGrid.items(): + if tmpOrderNo == trade.order_id: + if idx > self.tradeTarget.grid_index: + type = "下移一格" + elif idx < self.tradeTarget.grid_index: + type = "上移一格" + elif idx == self.tradeTarget.grid_index: + type = "保持格, 理论上不应该输出" + self.tradeTarget.grid_index = idx + break + PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - 原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}') + self.saveProxy() self.printTradeReport(trade, type) + self.refreshGridOrder() # 更新网格订单 finally: self.dataUpdateLock.release() @@ -201,28 +179,6 @@ class SFGridStrategy: PrintLog(LogLevel.INFO, f' 手续费 : {trade.commission:.3f}') - def refreshPlanPrice(self): - buyIdx = 0 - sellIdx= 0 - if self.tradeTarget.status == 0: # 未建仓 - self.tradeTarget.grid_index = 0 # type: ignore - buyIdx = 1 - sellIdx = 0 - else: - buyIdx: int = self.tradeTarget.grid_index + 1 # pyright: ignore[reportAssignmentType] - sellIdx: int = self.tradeTarget.grid_index - 1 - - if self.tradeTarget.grid_index > 0: # 可以下空单 - self.tradeTarget.plan_sell_price = float(self.tradeTarget.getPriceGrid()[sellIdx]) # pyright: ignore[reportAttributeAccessIssue] - else: - self.tradeTarget.plan_sell_price = -1.0 # type: ignore - - if self.tradeTarget.grid_index < len(self.tradeTarget.getPriceGrid()) - 1: - self.tradeTarget.plan_buy_price = float(self.tradeTarget.getPriceGrid()[buyIdx]) # pyright: ignore[reportAttributeAccessIssue] - else: - self.tradeTarget.plan_buy_price = -1.0 # pyright: ignore[reportAttributeAccessIssue] - event_bus.publish(EventTradeTargetUpdate, self.tradeTarget) - def getName(self): return "SFGRID" diff --git a/core/sfgrid/sfgrid_ui.py b/core/sfgrid/sfgrid_ui.py index 6699c2b..0e5fc97 100644 --- a/core/sfgrid/sfgrid_ui.py +++ b/core/sfgrid/sfgrid_ui.py @@ -61,7 +61,7 @@ class TradeTargetUI(ttk.Frame): PrintLog(LogLevel.INFO, f'|- 市价更新[{tradeTarget.targetName()}] - {timeStr.strftime("%H:%M:%S")} 市场数据更新======================={id}') lastPrice = float("{:.3f}".format(tickData['lastPrice'])) tradeTarget.market_price = lastPrice # type: ignore - self.updateTradeTarget(tradeTarget, False, True) # 市价更新 + self.updateTradeTarget(tradeTarget, False) # 市价更新 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'] @@ -90,7 +90,7 @@ class TradeTargetUI(ttk.Frame): # priceChange 用于控制是否对更新价格数据，进行交易判断 - def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True, priceChange:bool = False): + def updateTradeTarget(self, target: SFGridTradeTarget, save: bool = True): if save: target.save() @@ -102,10 +102,6 @@ class TradeTargetUI(ttk.Frame): if id not in self.strategy_ctrl: self.stockCodeIdMap[target.stock_code] = id # type: ignore 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):