update
This commit is contained in:
+31
-53
@@ -1,4 +1,5 @@
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import datetime
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import threading
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import time
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import config
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from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
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@@ -15,6 +16,11 @@ class QmtV(XtQuantTraderCallback):
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self.xttrader: XtQuantTrader
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self.inited: bool = False
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self.details = {}
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self.lastMarketDataUpdateTimestamp = time.time()
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self.isMarketActive = False
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self.refresh_thread = threading.Thread(target=self.marketStatusNotifier, daemon=True)
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self.refresh_thread.start()
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# time.sleep(3.1)
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def getTrader(self) -> XtQuantTrader:
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return self.xttrader
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@@ -94,48 +100,6 @@ class QmtV(XtQuantTraderCallback):
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return self.cacheStockDetail(stock_code)['UpStopPrice']
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def dailyDownStop(self, stock_code:str):
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return self.cacheStockDetail(stock_code)['DownStopPrice']
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# def print_position_info(self):
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# positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
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# if positions:
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# PrintLog(LogLevel.INFO, "\n- 持仓信息")
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# for temp in positions:
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# pos : XtPosition = temp
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# if pos.volume <=0:
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# continue
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# PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
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# PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
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# PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
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# PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
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# PrintLog(LogLevel.INFO, "---")
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# else:
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# PrintLog(LogLevel.INFO, "\n当前无持仓")
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# def print_account_info(self):
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# temp = self.xt_trader.query_stock_asset(self.account)
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# asset: XtAsset = temp # type: ignore
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# PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
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# PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
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# PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
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# PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
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# def print_stock_orders(self):
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# orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
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# if orders:
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# PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
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# for order in orders:
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# PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
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# PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
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# PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
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# PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
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# PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
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# PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
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# PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
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# PrintLog(LogLevel.INFO, "---")
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# else:
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# PrintLog(LogLevel.INFO, "\n当前无委托记录")
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# ========================================#
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def startMarketDataSubscription(self):
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@@ -155,7 +119,29 @@ class QmtV(XtQuantTraderCallback):
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# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
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def onDataUpdate(self, data):
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# 收集所有市场数据用于市场监控
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PrintLog(LogLevel.INFO, f'- [市场数据更新] {len(data)}')
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eBus.event_bus.publish(eBus.MarketDataUpdate, data)
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now = time.time()
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if now - self.lastMarketDataUpdateTimestamp < 5:
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self.isMarketActive = True
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PrintLog(LogLevel.INFO, f'- [市场状态变更] 市场已 Active') # 市场已 inactive
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self.lastMarketDataUpdateTimestamp = now
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def marketStatusNotifier(self):
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# 市场状态通知器
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tmpMarketStatus = False
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while True:
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PrintLog(LogLevel.INFO, f'- [市场状态检查器] {self.isMarketActive}')
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tmpTime = time.time()
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time.sleep(10)
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if tmpMarketStatus != self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp < 5:
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tmpMarketStatus = self.isMarketActive
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PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
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eBus.event_bus.publish(eBus.EventMarketActiveSwitch, self.isMarketActive)
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if tmpMarketStatus and self.isMarketActive:
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if tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒
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self.isMarketActive = False
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PrintLog(LogLevel.INFO, f'- [市场状态变更] 市场已 inactive') # 市场已 inactive
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# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
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@@ -178,16 +164,8 @@ class QmtV(XtQuantTraderCallback):
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:param order: XtOrder对象
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:return:
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"""
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print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}")
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# print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
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# stockCode = order.stock_code
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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# if ctrl is not None and order.strategy_name == ctrl.getName():
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# print(f'controller info {ctrl.getName()}')
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# ctrl.onAsyncOrderResponse(order) # type: ignore
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# else:
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# 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()}'")
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pass
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# print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}")
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def on_stock_trade(self, trade:XtTrade):
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@@ -206,7 +184,7 @@ class QmtV(XtQuantTraderCallback):
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# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_stock_async_response(self, response:XtOrderResponse):
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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}")
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# 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}")
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eBus.event_bus.publish(eBus.MarketOrderCreated, response)
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# stockCode = response.order_remark
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