OK, 差不多了

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