添加dummy gateway
This commit is contained in:
+12
-1
@@ -3,7 +3,18 @@ from tkinter import ttk
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from core.logger import LogLevel, LogData, PrintLog
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from core.sfgrid.sfgrid_ui import TradeTargetUI
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from tkinter import ttk
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# 检测运行环境，决定使用真实或模拟 QMT
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def get_qmt_module():
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try:
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# 尝试导入真实 QMT，如果失败则使用模拟
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from core.qmt import qmtv
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return qmtv
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except ImportError:
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from core.qmt_dummy import qmtv
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return qmtv
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qmtv = get_qmt_module()
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from core.eventbus import EventPrintLog
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from core.eventbus import event_bus as eBus
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+17
-208
@@ -1,212 +1,21 @@
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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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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount
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from core.logger import LogLevel, PrintLog
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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from xtquant.xttype import StockAccount
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from xtquant import xtconstant, xtdata
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import core.eventbus as eBus
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"""
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QMT 模块统一入口
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根据环境自动选择真实 QMT 或模拟器
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"""
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import sys
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class QmtV(XtQuantTraderCallback):
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def __init__(self) -> None:
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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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def init_qmtv(self):
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sessionId= int(time.time())
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self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
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xtdata.enable_hello = False
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def connect(self) -> bool:
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self.xttrader.register_callback(self)
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self.xttrader.start()
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self.xttrader.connect()
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PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
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if self.xttrader.connected == False:
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self.inited = False
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return self.inited
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else:
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self.inited = True
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self.account = StockAccount(config.account_no, 'STOCK') # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
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PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.account_no}') # pyright: ignore[reportOptionalMemberAccess]
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subscribe_result = self.xttrader.subscribe(self.account)
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PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
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if subscribe_result != 0:
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self.inited = False
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return self.inited
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self.startMarketDataSubscription()
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return self.inited
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def getStockPosition(self, stock_code: str):
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positions = self.xttrader.query_stock_positions(self.account)
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if positions:
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for temp in positions:
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pos:XtPosition = temp
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if pos.stock_code == stock_code:
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return pos
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return None
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def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:
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if stock_code == None or tag == None:
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return []
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orders = self.xttrader.query_stock_orders(self.account)
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result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
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return result
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def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
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return self.xttrader.order_stock_async(
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self.account,
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str(stock_code),
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orderType,
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orderVolume,
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priceType,
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orderPrice,
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strategy_name, # strategy_name
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orderRemark # remark # type: ignore
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)
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def cacheStockDetail(self, stock_code:str):
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if stock_code in self.details:
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return self.details[stock_code]
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else:
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self.details[stock_code] = xtdata.get_instrument_detail(stock_code, False)
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return self.details[stock_code]
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def getInstrumentName(self, stock_code:str):
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return self.cacheStockDetail(stock_code)['InstrumentName']
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def dailyUpStop(self, stock_code:str):
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cacheStock = self.cacheStockDetail(stock_code)
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PrintLog(LogLevel.INFO, f'- [成功]获取股票详情: {stock_code} {cacheStock["InstrumentName"]} {cacheStock["UpStopPrice"]}')
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return cacheStock['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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# ========================================#
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def startMarketDataSubscription(self):
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def _get_qmt():
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"""获取 QMT 模块"""
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if sys.platform == 'win32':
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try:
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self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
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PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-{self.subscriptionId}]')
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except Exception as e:
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PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
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def stopMarketDataSubscription(self):
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
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if self.subscriptionId is not None and self.subscriptionId > 0:
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xtdata.unsubscribe_quote(self.subscriptionId)
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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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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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self.lastMarketDataUpdateTimestamp = now
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from core.qmt_real import qmtv as real_qmtv
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return real_qmtv
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except ImportError:
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pass
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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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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 and 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] {self.isMarketActive}')
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# 非 Windows 或导入失败，使用模拟器
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from core.qmt_dummy import qmtv
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return qmtv
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PrintLog(LogLevel.DEBUG, f'- [市场状态] {self.isMarketActive}') # 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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def on_connected(self):
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"""
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连接成功推送
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"""
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print(datetime.datetime.now(), '连接成功回调')
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def on_disconnected(self):
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"""
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连接断开
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:return:
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"""
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print(datetime.datetime.now(), '连接断开回调')
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def on_stock_order(self, order:XtOrder):
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"""
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委托回报推送
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:param order: XtOrder对象
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:return:
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"""
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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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"""
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成交变动推送
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:param trade: XtTrade对象
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:return:
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"""
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eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
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# stockCode = trade.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 trade.strategy_name == ctrl.getName():
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# ctrl.onOrderTrade(trade)
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# else:
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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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eBus.event_bus.publish(eBus.MarketOrderCreated, response)
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# stockCode = response.order_remark
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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 response.strategy_name == ctrl.getName():
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# ctrl.onAsyncOrderResponse(response)
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# else:
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# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_error(self, order_error):
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"""
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委托失败推送
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:param order_error:XtOrderError 对象
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:return:
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"""
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print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
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def on_account_status(self, status):
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"""
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:param response: XtAccountStatus 对象
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:return:
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"""
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print(datetime.datetime.now(), status)
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qmtv = QmtV()
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# 导出单例
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qmtv = _get_qmt()
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@@ -0,0 +1,275 @@
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"""
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Dummy QMT 模拟器 - 用于在非 Windows 环境下模拟 QMT 交易功能
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"""
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import datetime
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import threading
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import time
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import random
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import config
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import core.eventbus as eBus
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from core.logger import LogLevel, PrintLog
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class DummyPosition:
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"""模拟持仓"""
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def __init__(self, stock_code, stock_name, volume, yesterday_vol=0):
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self.stock_code = stock_code
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self.stock_name = stock_name
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self.volume = volume
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self.can_use_volume = volume
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self.yesterday_volume = yesterday_vol
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class DummyOrder:
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"""模拟订单"""
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def __init__(self, stock_code, order_id, status, price, volume):
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self.stock_code = stock_code
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self.order_id = order_id
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self.order_status = status
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self.order_price = price
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self.volume = volume
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class DummyTrade:
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"""模拟成交"""
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def __init__(self, stock_code, trade_id, price, volume, strategy_name):
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self.stock_code = stock_code
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self.trade_id = trade_id
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self.trade_price = price
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self.trade_volume = volume
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self.strategy_name = strategy_name
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class DummyOrderResponse:
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"""模拟下单响应"""
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def __init__(self, order_id, stock_code, seq, error_msg, strategy_name):
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self.order_id = order_id
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self.stock_code = stock_code
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self.seq = seq
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self.error_msg = error_msg
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self.strategy_name = strategy_name
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class DummyQmtV:
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"""
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Dummy QMT 模拟器
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模拟 QmtV 类的接口，用于在没有 miniQMT 的环境下运行和测试
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"""
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def __init__(self) -> None:
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self.inited = False
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self.details = {}
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self.lastMarketDataUpdateTimestamp = time.time()
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self.isMarketActive = True
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self.connected = False
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self.account = None
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self._positions = {}
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self._pending_orders = []
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self._market_data_thread = None
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self._counter = 0
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def getTrader(self):
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return self
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def init_qmtv(self):
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"""初始化交易器"""
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PrintLog(LogLevel.INFO, f'- [模拟] QMT 交易器初始化')
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self.connected = True
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self.inited = True
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def connect(self) -> bool:
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"""连接 QMT (模拟总是成功)"""
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PrintLog(LogLevel.INFO, f'- [成功] 市场交易连接 (模拟模式)')
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# 创建模拟账号
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try:
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from xtquant.xttype import StockAccount
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self.account = StockAccount(config.account_no, 'STOCK')
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except ImportError:
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self.account = type('StockAccount', (), {'account_id': config.account_no})()
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PrintLog(LogLevel.INFO, f'- [成功] 交易账号: {config.account_no}')
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self._init_dummy_positions()
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self.startMarketDataSubscription()
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return self.inited
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def _init_dummy_positions(self):
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"""初始化模拟持仓数据"""
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dummy_stocks = [
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('600519', '贵州茅台', 100, 2800.0),
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('000858', '五粮液', 200, 180.0),
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('600036', '招商银行', 500, 42.0),
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('000001', '平安银行', 300, 13.5),
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]
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for code, name, volume, price in dummy_stocks:
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self._positions[code] = {
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'stock_code': code,
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'stock_name': name,
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'volume': volume,
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'can_use_volume': volume,
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'open_cost': price,
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'market_value': volume * price
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}
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PrintLog(LogLevel.INFO, f'- [模拟] 已加载 {len(self._positions)} 个持仓')
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def getStockPosition(self, stock_code: str):
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"""获取持仓 (模拟)"""
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if stock_code in self._positions:
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pos = self._positions[stock_code]
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return type('DummyPos', (), pos)()
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return None
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def queryPendingOrder(self, stock_code: str, tag: str) -> list:
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"""查询挂单"""
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return [o for o in self._pending_orders
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if o.stock_code == stock_code and
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(tag is None or getattr(o, 'strategy_name', None) == tag)]
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def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
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"""异步下单 (模拟)"""
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self._counter += 1
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order_id = f"DUMMY{self._counter:06d}"
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seq = self._counter
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order = DummyOrder(
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stock_code=stock_code,
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order_id=order_id,
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status='reported',
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price=orderPrice,
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volume=orderVolume
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)
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order.strategy_name = strategy_name
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order.order_remark = orderRemark
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self._pending_orders.append(order)
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response = DummyOrderResponse(
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order_id=order_id,
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stock_code=stock_code,
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seq=seq,
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error_msg='成功',
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strategy_name=strategy_name
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)
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response.order_remark = orderRemark
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eBus.event_bus.publish(eBus.MarketOrderCreated, response)
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PrintLog(LogLevel.INFO, f'- [模拟下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 订单号:{order_id}')
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# 模拟成交 (80% 概率)
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if random.random() > 0.2:
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threading.Timer(random.uniform(0.5, 3.0), self._simulate_trade,
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args=(stock_code, order_id, orderPrice, orderVolume, strategy_name)).start()
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return 0
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def _simulate_trade(self, stock_code, order_id, price, volume, strategy_name):
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"""模拟成交"""
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trade = DummyTrade(
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stock_code=stock_code,
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trade_id=f"TRADE{self._counter:06d}",
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price=price,
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volume=volume,
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strategy_name=strategy_name
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)
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trade.trade_time = int(time.strftime('%H%M%S'))
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trade.order_remark = stock_code
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if stock_code in self._positions:
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self._positions[stock_code]['volume'] += volume
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self._positions[stock_code]['can_use_volume'] += volume
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eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
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PrintLog(LogLevel.INFO, f'- [模拟成交] {stock_code} 数量:{volume} 价格:{price}')
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def cacheStockDetail(self, stock_code: str):
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"""获取股票详情 (模拟)"""
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if stock_code not in self.details:
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self.details[stock_code] = {
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'InstrumentName': self._get_dummy_name(stock_code),
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'UpStopPrice': 0,
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'DownStopPrice': 0
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}
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return self.details[stock_code]
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|
||||
def _get_dummy_name(self, stock_code: str) -> str:
|
||||
"""获取模拟股票名称"""
|
||||
names = {
|
||||
'600519': '贵州茅台', '000858': '五粮液', '600036': '招商银行',
|
||||
'000001': '平安银行', '000002': '万科A', '600000': '浦发银行'
|
||||
}
|
||||
return names.get(stock_code, f'股票{stock_code}')
|
||||
|
||||
def getInstrumentName(self, stock_code: str) -> str:
|
||||
"""获取股票名称"""
|
||||
return self.cacheStockDetail(stock_code)['InstrumentName']
|
||||
|
||||
def dailyUpStop(self, stock_code: str):
|
||||
"""获取涨停价 (模拟)"""
|
||||
cacheStock = self.cacheStockDetail(stock_code)
|
||||
PrintLog(LogLevel.INFO, f'- [模拟] 获取股票详情: {stock_code} {cacheStock["InstrumentName"]} 涨停价: 0')
|
||||
return 0.0
|
||||
|
||||
def dailyDownStop(self, stock_code: str):
|
||||
"""获取跌停价 (模拟)"""
|
||||
return 0.0
|
||||
|
||||
def startMarketDataSubscription(self):
|
||||
"""启动市场数据订阅 (模拟)"""
|
||||
try:
|
||||
self._market_data_thread = threading.Thread(target=self._generate_market_data, daemon=True)
|
||||
self._market_data_thread.start()
|
||||
PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-模拟]')
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
|
||||
|
||||
def stopMarketDataSubscription(self):
|
||||
"""停止市场数据订阅"""
|
||||
PrintLog(LogLevel.INFO, '- 停止市场数据订阅 (模拟)')
|
||||
|
||||
def _generate_market_data(self):
|
||||
"""生成模拟市场数据"""
|
||||
stocks = ['600519', '000858', '600036', '000001', '000002', '600000']
|
||||
base_prices = [2800.0, 180.0, 42.0, 13.5, 10.0, 10.0]
|
||||
|
||||
while True:
|
||||
try:
|
||||
for i, stock in enumerate(stocks):
|
||||
data = {
|
||||
'stock_code': stock,
|
||||
'last_price': base_prices[i] + random.uniform(-1, 1),
|
||||
'open_price': base_prices[i],
|
||||
'high_price': base_prices[i] + random.uniform(0, 2),
|
||||
'low_price': base_prices[i] - random.uniform(0, 2),
|
||||
'volume': random.randint(1000, 10000),
|
||||
'timestamp': time.time()
|
||||
}
|
||||
eBus.event_bus.publish(eBus.MarketDataUpdate, data)
|
||||
base_prices[i] = data['last_price']
|
||||
|
||||
self.lastMarketDataUpdateTimestamp = time.time()
|
||||
self.isMarketActive = True
|
||||
eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
|
||||
|
||||
time.sleep(3)
|
||||
|
||||
except Exception as e:
|
||||
PrintLog(LogLevel.ERROR, f'- [市场数据模拟异常-{e}]')
|
||||
time.sleep(1)
|
||||
|
||||
def on_connected(self):
|
||||
print(datetime.datetime.now(), '模拟连接成功')
|
||||
|
||||
def on_disconnected(self):
|
||||
print(datetime.datetime.now(), '模拟连接断开')
|
||||
|
||||
def on_stock_order(self, order):
|
||||
pass
|
||||
|
||||
def on_stock_trade(self, trade):
|
||||
eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
|
||||
|
||||
def on_order_stock_async_response(self, response):
|
||||
eBus.event_bus.publish(eBus.MarketOrderCreated, response)
|
||||
|
||||
def on_order_error(self, order_error):
|
||||
print(f"\n模拟委托报错回调 {order_error}")
|
||||
|
||||
def on_account_status(self, status):
|
||||
print(datetime.datetime.now(), status)
|
||||
|
||||
|
||||
qmtv = DummyQmtV()
|
||||
@@ -0,0 +1,25 @@
|
||||
"""
|
||||
QMT 模块统一入口
|
||||
根据环境自动选择真实 QMT 或模拟器
|
||||
"""
|
||||
import sys
|
||||
|
||||
def _get_qmt():
|
||||
"""获取 QMT 模块"""
|
||||
if sys.platform == 'win32':
|
||||
try:
|
||||
# Windows 环境尝试导入真实 QMT
|
||||
import core.qmt_real as qmt_module
|
||||
return qmt_module.qmtv
|
||||
except ImportError:
|
||||
pass
|
||||
|
||||
# 非 Windows 或导入失败，使用模拟器
|
||||
try:
|
||||
import core.qmt_dummy as qmt_module
|
||||
return qmt_module.qmtv
|
||||
except ImportError:
|
||||
raise ImportError("无法加载 QMT 模块")
|
||||
|
||||
# 导出单例
|
||||
qmtv = _get_qmt()
|
||||
Reference in New Issue
Block a user