From db08437418365801a888ccc521ee56899565da68 Mon Sep 17 00:00:00 2001 From: "GDP\\solonot" Date: Thu, 30 Oct 2025 16:50:54 +0800 Subject: [PATCH] =?UTF-8?q?OK,=20=E5=B7=AE=E4=B8=8D=E5=A4=9A=E4=BA=86?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .gitignore | 1 + core/main_controller.py | 287 ++++++++++++++++++++++++++++++++ core/sfgrid_trade_controller.py | 158 ++++++++++++++++++ core/strategy_db.py | 23 +++ core/util.py | 30 ++++ sfgrid_constants.py | 2 +- starter.py | 14 +- util.py | 19 --- 8 files changed, 508 insertions(+), 26 deletions(-) create mode 100644 .gitignore create mode 100644 core/main_controller.py create mode 100644 core/sfgrid_trade_controller.py create mode 100644 core/strategy_db.py create mode 100644 core/util.py delete mode 100644 util.py diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..c18dd8d --- /dev/null +++ b/.gitignore @@ -0,0 +1 @@ +__pycache__/ diff --git a/core/main_controller.py b/core/main_controller.py new file mode 100644 index 0000000..5c62e67 --- /dev/null +++ b/core/main_controller.py @@ -0,0 +1,287 @@ +# coding:utf-8 +from os import popen +import time, sys + +from peewee import ModelSelect + +import xtquant.xtconstant as xtconstant +sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 +import core.strategy_db as strategy_db +import sfgrid_constants +from core.sfgrid_trade_controller import StockTradeController +from core.util import getInstrumentName, getStockPosition +from xtquant.xttrader import XtQuantTrader +from xtquant.xttype import StockAccount, XtOrder, XtTrade +from xtquant import xtdata +from xtquant.xttrader import XtQuantTraderCallback +import datetime + +# 量化核心控制对象 +class SFGridController(XtQuantTraderCallback): + def __init__(self, account_no: str, miniQmtPath: str): + super().__init__() + xtdata.enable_hello = False + strategy_db.db.connect() + strategy_db.db.create_tables([strategy_db.TradeTarget]) + print('- 数据库模块初始化完成') + + session_id = int(time.time()) + + self.xt_trader = XtQuantTrader(miniQmtPath, session_id) + self.xt_trader.register_callback(self) + self.xt_trader.start() + connect_result = self.xt_trader.connect() + print(f'- 市场交易连接{connect_result}: {'成功' if self.xt_trader.connected else '失败'}') + + self.account= StockAccount(account_no, 'STOCK') + print(f'- 交易账号对象初始化完成, 账号: {self.account.account_id}') + subscribe_result = self.xt_trader.subscribe(self.account) + print(f'- 交易状态订阅{'成功' if subscribe_result == 0 else '失败'}') + self.stock_trade_ctrl = {} + self.init_instrument_pool() + self.seq = None + print('- 三疯交易系统初始化完成') + + + def startMarketData(self): + print('- 启动市场数据订阅') + self.seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=self.onDataUpdate) + if self.seq == -1: + print('- 市场数据订阅失败') + else: + print(f'- 市场数据订阅成功, 订阅号={self.seq}') + + + def stopMarketData(self): + print('- 停止市场数据订阅') + if self.seq is not None and self.seq > 0: + xtdata.unsubscribe_quote(self.seq) + + + def add_trade_target(self, stock_code: str): + try: + stock_name = getInstrumentName(stock_code) + new_target = strategy_db.TradeTarget.create( + stock_name=stock_name, + stock_code=stock_code, + current_position=0, + grid_index=0, + last_trade_price=0.0, + current_buy_price=0.0, + current_buy_order_no='', + current_sell_price=0.0, + current_sell_order_no='' + ) + new_target.save() + print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}') + # 刷新标的持仓 + pos = getStockPosition(stock_code, self.xt_trader, self.account) + strategy_db.TradeTarget.update(current_position=pos).where(strategy_db.TradeTarget.stock_code == stock_code).execute() + # 更新标的池 + self.refresh_targets() + # 添加交易控制器 + stockTradeController = StockTradeController(new_target, self.xt_trader, self.account, new_target.enabled) + self.stock_trade_ctrl[stock_code] = stockTradeController + + except Exception as e: + print(f'新增交易标的失败 {stock_code} {e}') + + + def del_trade_target(self, index:int): + target: strategy_db.TradeTarget = self.instrument_pool[index] + # self.stock_trade_ctrl. + del self.stock_trade_ctrl[target.stock_code] + target.delete_instance() + self.refresh_targets() + + + def init_instrument_pool(self): + self.refresh_targets() + + for tradeTarget in self.instrument_pool: + stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) + self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController + + print(f'- 初始化标的池初始化完成 , 共 {len(self.instrument_pool)} 个标的') + + + def refresh_targets(self): + # 更新标的池 + self.instrument_pool:ModelSelect = strategy_db.TradeTarget.select() + self.print_pool() + + def print_pool(self): + print("- 标的池信息") + for i in range(len(self.instrument_pool)): + target: strategy_db.TradeTarget = self.instrument_pool[i] + status = "新建" if target.status == 0 else "已建初始仓" + print(f' [序号-{i}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {target.current_position} 网格索引: {target.grid_index} Price {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {target.enabled}') + + def print_position_info(self): + positions = self.xt_trader.query_stock_positions(self.account) + if positions: + print("\n- 持仓信息") + for pos in positions: + if pos.m_nVolume <=0: + continue + print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}") + print(f"总持仓: {pos.m_nVolume}") + print(f"可用持仓: {pos.m_nCanUseVolume}") + print(f"持仓成本: {pos.avg_price}") + print("---") + else: + print("\n当前无持仓") + + def print_account_info(self): + account_info = self.xt_trader.query_stock_asset(self.account) + + print(f"\n=== 账户信息 {self.account.account_id} ===") + print(f"可用资金: {account_info.m_dCash}") + print(f"总资产: {account_info.m_dTotalAsset}") + print(f"证券市值: {account_info.m_dMarketValue}") + + def print_stock_orders(self): + orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True) + if orders: + print("\n=== 委托信息 ===") + for order in orders: + print(f"委托编号: {order.order_id}") + print(f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}") + print(f"委托方向: {order.offset_flag} ") + print(f"委托价格: {order.price}") + print(f"委托数量: {order.order_volume}") + print(f"已成交数量: {order.traded_volume}") + print(f"委托状态: {order.order_status} ") + print("---") + else: + print("\n当前无委托记录") + + + # 初始化指定标的交易控制器 + def start_stock_trade(self, index: int): + tradeTarget = self.instrument_pool[index] + # check existing thread + if tradeTarget.stock_code in self.stock_trade_ctrl: + tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code] + if tradeController.isEnabled(): + print(f"标的交易控制器已存在且正在运行 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") + else: + print(f"标的交易控制器已存在但未运行，重新启动 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") + tradeController.enabledTrading(True) + else: + stockTradeController = StockTradeController(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) + self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController + print(f"\t创建标的交易控制器 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}") + + + def pause_stock_trade(self, index: int): + tradeTarget = self.instrument_pool[index] + if tradeTarget.stock_code in self.stock_trade_ctrl: + tradeController: StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code] + if tradeController.isEnabled(): + print(f"暂停标的交易 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") + tradeController.enabledTrading(False) + else: + print(f"标的交易已暂停 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") + else: + print(f"标的交易控制器不存在 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n") + + + + # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ====== + def onDataUpdate(self, 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 + if stock_code not in self.stock_trade_ctrl or stock_code not in data: + # print(f"股票代码 {stock_code} 未在交易控制器中找到，跳过处理。\n") + continue + stock_controller: StockTradeController = self.stock_trade_ctrl[stock_code] + stock_controller.onDataUpdate(data) + + + # ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ====== + def on_connected(self): + """ + 连接成功推送 + """ + print(datetime.datetime.now(), '连接成功回调') + + def on_disconnected(self): + """ + 连接断开 + :return: + """ + print(datetime.datetime.now(), '连接断开回调') + + def on_stock_order(self, order:XtOrder): + """ + 委托回报推送 + :param order: XtOrder对象 + :return: + """ + stockCode = order.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 order.strategy_name == 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 test_sim_trade(self, index: int, price:float, orderType: int): + tradeTarget:strategy_db.TradeTarget = self.instrument_pool[index] + ctrl:StockTradeController = self.stock_trade_ctrl[tradeTarget.stock_code] + trade: XtTrade = None + if orderType == xtconstant.STOCK_BUY: + trade = XtTrade( + sfgrid_constants.account_no, + '300083.SZ', + xtconstant.STOCK_BUY, + 1, 1, price, sfgrid_constants.grid_volume, 1000, + tradeTarget.current_buy_order_no, + None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) + else: + trade = XtTrade(sfgrid_constants.account_no, '300083.SZ', xtconstant.STOCK_SELL, 1, 1, price, sfgrid_constants.grid_volume, 1000, tradeTarget.current_sell_order_no, None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name) + self.on_stock_trade(trade) + + def on_stock_trade(self, trade:XtTrade): + """ + 成交变动推送 + :param trade: XtTrade对象 + :return: + """ + 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.strategy_name == ctrl.getName(): + ctrl.onOrderTrade(trade) + else: + print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}") + + def on_order_error(self, order_error): + """ + 委托失败推送 + :param order_error:XtOrderError 对象 + :return: + """ + # print("on order_error callback") + # 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_account_status(self, status): + """ + :param response: XtAccountStatus 对象 + :return: + """ + print(datetime.datetime.now(), sys._getframe().f_code.co_name) + +ctrl = SFGridController(sfgrid_constants.account_no, sfgrid_constants.miniQMTPath) \ No newline at end of file diff --git a/core/sfgrid_trade_controller.py b/core/sfgrid_trade_controller.py new file mode 100644 index 0000000..9b9302d --- /dev/null +++ b/core/sfgrid_trade_controller.py @@ -0,0 +1,158 @@ +from core.strategy_db import TradeTarget +from core.util import getStockPosition, queryPendingOrder + +from xtquant import xttrader, xtconstant +from xtquant.xttype import StockAccount, XtOrder, XtTrade +import sfgrid_constants + + +class StockTradeController: + + def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount, enabled: bool = False): + self.tradeTarget = tradeTarget + self.xt_trader: xttrader.XtQuantTrader = xt_trader + self.account:StockAccount = account + self.enabledTrading(self.tradeTarget.enabled) + + def getName(self): + return "SFGRID" + + + def enabledTrading(self, enabled: bool): + self.tradeTarget.enabled = enabled + self.tradeTarget.save() + pendingOrders = queryPendingOrder(self.tradeTarget.stock_code,self.getName(), self.xt_trader,self.account) + + if len(pendingOrders) > 0: + print(f' |- 已存在{len(pendingOrders)}订单，全部取消，按需要重下。') + for order in pendingOrders: + self.xt_trader.cancel_order_stock(self.account, order.order_id) + + if enabled: + print(f" |- 标的交易启动 {self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}") + # 建仓状态检查 + if self.tradeTarget.current_position == 0 and self.tradeTarget.status == 0: + print(f" |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单准备中...") + self.tradeTarget.grid_index = 1 + self.tradeTarget.save() + self.init_stock_position() + print(f" |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}") + else: + # 交易阶段，检查仓位，检查现有订单 + print(f" |- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 已有仓位或非初始状态 无需建初始仓 当前仓位: {getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account)} 状态: {self.tradeTarget.status}") + currentPosition = getStockPosition(self.tradeTarget.stock_code, self.xt_trader, self.account) + if sfgrid_constants.grid_volume * TradeTarget.current_position >= currentPosition: + print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.current_position}, 当前持仓：{currentPosition}') + else: + print(f' |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={sfgrid_constants.grid_volume * self.tradeTarget.current_position}, 当前持仓：{currentPosition}') + + self.two_way_order(True, True) + + + + def isEnabled(self) -> bool: + return self.tradeTarget.enabled + + def onDataUpdate(self, data): + 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 self.tradeTarget.status == 0 and trade.order_id == self.initBuyOrderId : + print(f'{trade.order_id} == {self.initBuyOrderId} {self.tradeTarget.status}') + # 此时为建仓成交 + self.tradeTarget.current_position += sfgrid_constants.grid_volume # 当前持仓数，账户原有持仓不在策略范围内 + self.tradeTarget.last_trade_price = trade.traded_price + self.tradeTarget.grid_index = 1 + self.tradeTarget.status = 1 + self.tradeTarget.save() + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 \n") + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') + print(f' 当前持仓: {self.tradeTarget.current_position}\n') + print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + indicator = True # 双向下单 + elif trade.order_id == self.tradeTarget.current_sell_order_no and self.tradeTarget.status == 1: + print(f'{trade.order_id} == {self.tradeTarget.current_sell_order_no} {self.tradeTarget.status}') + # 上涨一格：此时空单成交 + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") + self.tradeTarget.current_position = -sfgrid_constants.grid_volume + self.tradeTarget.last_trade_price = trade.traded_price + self.tradeTarget.grid_index += 1 + self.tradeTarget.save() + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') + print(f' 当前持仓: {self.tradeTarget.current_position}\n') + print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_sell_order_no) + print(f' 上涨一格，空单成交，对侧买单已撤单 cancelResult: {cancelResult == 0}') + indicator = True # 双向下单 + elif trade.order_id == self.tradeTarget.current_buy_order_no and self.tradeTarget.status == 1: + print(f'{trade.order_id} == {self.tradeTarget.current_buy_order_no} {self.tradeTarget.status}') + # 下跌一格：此时多单成交 + self.tradeTarget.current_position = +sfgrid_constants.grid_volume + self.tradeTarget.last_trade_price = trade.traded_price + self.tradeTarget.grid_index -= 1 + self.tradeTarget.save() + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_buy_order_no} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") + print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}\n') + print(f' 当前持仓: {self.tradeTarget.current_position}\n') + print(f' 网格坐标: {self.tradeTarget.grid_index}\n') + cancelResult = self.xt_trader.cancel_order_stock(self.account, self.tradeTarget.current_buy_order_no) + print(f' 下跌一格，多单成交，对侧卖单已撤单 cancelResult: {cancelResult == 0}') + indicator = True # 双向下单 + else: + # 打印订单信息和订单状态 + print(f'|- 非策略内部订单，或订单状态不满足监控条件 {trade.order_id} {trade.stock_code}-{trade.instrument_name} {trade.commission}') + + if indicator and self.isEnabled(): + self.two_way_order(True, True) # 双向下单 + + + # Description: 新标的，建基础仓 + def init_stock_position(self): + self.initBuyOrderId = self.xt_trader.order_stock( + self.account, + self.tradeTarget.stock_code, + xtconstant.STOCK_BUY, + sfgrid_constants.grid_volume, + xtconstant.FIX_PRICE, + sfgrid_constants.grid_price[self.tradeTarget.grid_index], + 'sf_grid', f'{self.tradeTarget.stock_code}_init_buy') + print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderId: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[self.tradeTarget.grid_index]} Volume: {sfgrid_constants.grid_volume}\n") + + + # Description: 网格跳格，双向下单 + def two_way_order(self, buy, sell): + if buy and self.tradeTarget.grid_index+1 < len(sfgrid_constants.grid_price): # 价格没有超过网格下边界，可以下多单 + currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] + buyPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index+1] + self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock( + self.account, + self.tradeTarget.stock_code, + xtconstant.STOCK_BUY, + sfgrid_constants.grid_volume, + xtconstant.FIX_PRICE, + buyPrice, + self.getName(), f'{self.tradeTarget.stock_code}_grid_down_{self.tradeTarget.grid_index}_{currentPrice}_{buyPrice}') + self.tradeTarget.current_buy_price = buyPrice + self.tradeTarget.save() + print(f' |- 下网格多单 OrderId {self.tradeTarget.current_buy_order_no}, 下单价 {buyPrice}, 下单量 {sfgrid_constants.grid_volume}') + + if sell and self.tradeTarget.grid_index-1 >=0: # 价格没有超过网格上边界，可以下空单 + currentPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index] + sellPrice = sfgrid_constants.grid_price[self.tradeTarget.grid_index-1] + self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock( + self.account, + self.tradeTarget.stock_code, + xtconstant.STOCK_SELL, + sfgrid_constants.grid_volume, + xtconstant.FIX_PRICE, + sellPrice, + self.getName(), f'{self.tradeTarget.stock_code}_grid_up_{self.tradeTarget.grid_index}_{currentPrice}_{sellPrice}') + self.tradeTarget.current_sell_price = sellPrice + print(f' |- 下网格多单 OrderId {self.tradeTarget.current_sell_order_no}, 下单价 {sellPrice}, 下单量 {sfgrid_constants.grid_volume}') + self.tradeTarget.save() \ No newline at end of file diff --git a/core/strategy_db.py b/core/strategy_db.py new file mode 100644 index 0000000..4986488 --- /dev/null +++ b/core/strategy_db.py @@ -0,0 +1,23 @@ +from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField, BooleanField + +# 连接到SQLite数据库 +db = SqliteDatabase('example.db') + +# 定义基础模型类 +class BaseModel(Model): + class Meta: + database = db + +# 定义Target类，对应targets表 +class TradeTarget(BaseModel): + stock_code = CharField(unique=True) + stock_name = CharField() + current_position = IntegerField() + grid_index = IntegerField() + last_trade_price = FloatField() + current_buy_price = FloatField() + current_buy_order_no = CharField(default='') + current_sell_price = FloatField() + current_sell_order_no = CharField(default='') + status = IntegerField(default=0) # 0表示新标的，1表示已建初始仓，正常交易中 + enabled = BooleanField(default=False) # 是否启动交易线程 diff --git a/core/util.py b/core/util.py new file mode 100644 index 0000000..f5c57a9 --- /dev/null +++ b/core/util.py @@ -0,0 +1,30 @@ +import sfgrid_constants +import xtquant.xtconstant as xtconstant +from xtquant import xtdata, xttrader +from xtquant.xttype import StockAccount, XtOrder + +def getInstrumentName(stock_code): + # print(f"getInstrumentName: 获取标的名称 {stock_code}") + detail = xtdata.get_instrument_detail(stock_code, False) + return detail['InstrumentName'] + + +def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount): + volume = 0 + positions = xt_trader.query_stock_positions(account) + if positions: + for pos in positions: + if pos.stock_code == stock_code: + volume = pos.m_nVolume + break + return volume + +def minPosition(gridIndex:int): + return sfgrid_constants.grid_volume * gridIndex + +def queryPendingOrder(stock_code:str, tag: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount): + if stock_code == None or tag == None: + return [] + orders = xt_trader.query_stock_orders(account) + result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag] + return result diff --git a/sfgrid_constants.py b/sfgrid_constants.py index a927196..42960ff 100644 --- a/sfgrid_constants.py +++ b/sfgrid_constants.py @@ -1,7 +1,7 @@ miniQMTPath = r'D:\\Programs\\DTQMT_MN\\userdata_mini' # miniQMT软件的安装路径 # D:\Programs\DTQMT_MN\userdata_mini # grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1] # 网格价格设置，从高到低 -grid_price = [10.1, 10.00, 9.9, 9.8, 9.7, 9.6, 9.5, 9.4, 9.3, 9.2, 9.1] # 网格价格设置，从高到低 +grid_price = [10.05, 10.00, 9.95, 9.90, 9.85, 9.80, 9.75, 9.70, 9.65, 9.60, 9.55] # 网格价格设置，从高到低 grid_volume = 100 # 每个网格的交易手数 # account_no = '99082560' account_no = '89009170' # 交易账号 diff --git a/starter.py b/starter.py index f51e574..4273292 100644 --- a/starter.py +++ b/starter.py @@ -2,13 +2,10 @@ import sys import chardet -from ui.ui import InitUI, Loop +# from ui.ui import InitUI, Loop sys.stdout.reconfigure(encoding='utf-8') # 设置标准输出编码为UTF-8 from core.main_controller import ctrl - -if __name__ == '__main__': - InitUI() - Loop() +import core.util as util def interact(): """执行后进入repl模式""" @@ -72,4 +69,9 @@ def help(): print(" stockTradeCtrl(index) - 获取标的交易控制器") print(" ctrl - 访问控制器实例") - \ No newline at end of file + + +if __name__ == '__main__': + interact() + # InitUI() + # Loop() diff --git a/util.py b/util.py deleted file mode 100644 index 41b374f..0000000 --- a/util.py +++ /dev/null @@ -1,19 +0,0 @@ -from xtquant import xtdata, xttrader -from xtquant.xttype import StockAccount - -def getInstrumentName(stock_code): - # print(f"getInstrumentName: 获取标的名称 {stock_code}") - detail = xtdata.get_instrument_detail(stock_code, False) - return detail['InstrumentName'] - - -def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount): - volume = 0 - positions = xt_trader.query_stock_positions(account) - if positions: - for pos in positions: - if pos.stock_code == stock_code: - volume = pos.m_nVolume - break - return volume -