添加dummy gateway
This commit is contained in:
+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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