添加dummy gateway

2026-06-02 18:07:55 +08:00
parent 6b3b1a1f76
commit db910e03d6
5 changed files with 373 additions and 229 deletions
@@ -0,0 +1,275 @@
+"""
+Dummy QMT 模拟器 - 用于在非 Windows 环境下模拟 QMT 交易功能
+"""
+import datetime
+import threading
+import time
+import random
+import config
+import core.eventbus as eBus
+from core.logger import LogLevel, PrintLog
+
+class DummyPosition:
+    """模拟持仓"""
+    def __init__(self, stock_code, stock_name, volume, yesterday_vol=0):
+        self.stock_code = stock_code
+        self.stock_name = stock_name
+        self.volume = volume
+        self.can_use_volume = volume
+        self.yesterday_volume = yesterday_vol
+
+class DummyOrder:
+    """模拟订单"""
+    def __init__(self, stock_code, order_id, status, price, volume):
+        self.stock_code = stock_code
+        self.order_id = order_id
+        self.order_status = status
+        self.order_price = price
+        self.volume = volume
+
+class DummyTrade:
+    """模拟成交"""
+    def __init__(self, stock_code, trade_id, price, volume, strategy_name):
+        self.stock_code = stock_code
+        self.trade_id = trade_id
+        self.trade_price = price
+        self.trade_volume = volume
+        self.strategy_name = strategy_name
+
+class DummyOrderResponse:
+    """模拟下单响应"""
+    def __init__(self, order_id, stock_code, seq, error_msg, strategy_name):
+        self.order_id = order_id
+        self.stock_code = stock_code
+        self.seq = seq
+        self.error_msg = error_msg
+        self.strategy_name = strategy_name
+
+class DummyQmtV:
+    """
+    Dummy QMT 模拟器
+    模拟 QmtV 类的接口，用于在没有 miniQMT 的环境下运行和测试
+    """
+    def __init__(self) -> None:
+        self.inited = False
+        self.details = {}
+        self.lastMarketDataUpdateTimestamp = time.time()
+        self.isMarketActive = True
+        self.connected = False
+        self.account = None
+        self._positions = {}
+        self._pending_orders = []
+        self._market_data_thread = None
+        self._counter = 0
+
+    def getTrader(self):
+        return self
+
+    def init_qmtv(self):
+        """初始化交易器"""
+        PrintLog(LogLevel.INFO, f'- [模拟] QMT 交易器初始化')
+        self.connected = True
+        self.inited = True
+
+    def connect(self) -> bool:
+        """连接 QMT (模拟总是成功)"""
+        PrintLog(LogLevel.INFO, f'- [成功] 市场交易连接 (模拟模式)')
+
+        # 创建模拟账号
+        try:
+            from xtquant.xttype import StockAccount
+            self.account = StockAccount(config.account_no, 'STOCK')
+        except ImportError:
+            self.account = type('StockAccount', (), {'account_id': config.account_no})()
+        PrintLog(LogLevel.INFO, f'- [成功] 交易账号: {config.account_no}')
+
+        self._init_dummy_positions()
+        self.startMarketDataSubscription()
+
+        return self.inited
+
+    def _init_dummy_positions(self):
+        """初始化模拟持仓数据"""
+        dummy_stocks = [
+            ('600519', '贵州茅台', 100, 2800.0),
+            ('000858', '五粮液', 200, 180.0),
+            ('600036', '招商银行', 500, 42.0),
+            ('000001', '平安银行', 300, 13.5),
+        ]
+        for code, name, volume, price in dummy_stocks:
+            self._positions[code] = {
+                'stock_code': code,
+                'stock_name': name,
+                'volume': volume,
+                'can_use_volume': volume,
+                'open_cost': price,
+                'market_value': volume * price
+            }
+        PrintLog(LogLevel.INFO, f'- [模拟] 已加载 {len(self._positions)} 个持仓')
+
+    def getStockPosition(self, stock_code: str):
+        """获取持仓 (模拟)"""
+        if stock_code in self._positions:
+            pos = self._positions[stock_code]
+            return type('DummyPos', (), pos)()
+        return None
+
+    def queryPendingOrder(self, stock_code: str, tag: str) -> list:
+        """查询挂单"""
+        return [o for o in self._pending_orders
+                if o.stock_code == stock_code and
+                (tag is None or getattr(o, 'strategy_name', None) == tag)]
+
+    def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
+        """异步下单 (模拟)"""
+        self._counter += 1
+        order_id = f"DUMMY{self._counter:06d}"
+        seq = self._counter
+
+        order = DummyOrder(
+            stock_code=stock_code,
+            order_id=order_id,
+            status='reported',
+            price=orderPrice,
+            volume=orderVolume
+        )
+        order.strategy_name = strategy_name
+        order.order_remark = orderRemark
+        self._pending_orders.append(order)
+
+        response = DummyOrderResponse(
+            order_id=order_id,
+            stock_code=stock_code,
+            seq=seq,
+            error_msg='成功',
+            strategy_name=strategy_name
+        )
+        response.order_remark = orderRemark
+
+        eBus.event_bus.publish(eBus.MarketOrderCreated, response)
+        PrintLog(LogLevel.INFO, f'- [模拟下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 订单号:{order_id}')
+
+        # 模拟成交 (80% 概率)
+        if random.random() > 0.2:
+            threading.Timer(random.uniform(0.5, 3.0), self._simulate_trade,
+                          args=(stock_code, order_id, orderPrice, orderVolume, strategy_name)).start()
+
+        return 0
+
+    def _simulate_trade(self, stock_code, order_id, price, volume, strategy_name):
+        """模拟成交"""
+        trade = DummyTrade(
+            stock_code=stock_code,
+            trade_id=f"TRADE{self._counter:06d}",
+            price=price,
+            volume=volume,
+            strategy_name=strategy_name
+        )
+        trade.trade_time = int(time.strftime('%H%M%S'))
+        trade.order_remark = stock_code
+
+        if stock_code in self._positions:
+            self._positions[stock_code]['volume'] += volume
+            self._positions[stock_code]['can_use_volume'] += volume
+
+        eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
+        PrintLog(LogLevel.INFO, f'- [模拟成交] {stock_code} 数量:{volume} 价格:{price}')
+
+    def cacheStockDetail(self, stock_code: str):
+        """获取股票详情 (模拟)"""
+        if stock_code not in self.details:
+            self.details[stock_code] = {
+                'InstrumentName': self._get_dummy_name(stock_code),
+                'UpStopPrice': 0,
+                'DownStopPrice': 0
+            }
+        return self.details[stock_code]
+
+    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()