添加编译文件、打包瘦身、UI逻辑调整

2025-11-05 18:04:52 +08:00
parent c77ff1c0ae
commit df0e9ecb22
9 changed files with 434 additions and 199 deletions
@@ -1,10 +1,12 @@
 # coding:utf-8
+from core.strategy_db import TradeTarget
+from typing import Any
+from core.eventbus import ActionDisableMarketData, ActionEnableMarketData, ActionEventDisableTrade, ActionEventEnableTrade, MarketDataUpdate, MarketDataEnabled, MarketDataDisabled, ResultEventTradeDisabled, ResultEventTradeEnabled, event_bus
 from xtquant.xttrader import XtQuantTrader
-import time, sys
+import time
 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 # type: ignore
 import core.strategy_db as strategy_db
 import sfgrid_constants
 from core.sfgrid_strategy import SFGridStrategy
@@ -14,11 +16,15 @@ from xtquant.xttype import StockAccount, XtAsset, XtOrder, XtOrderResponse, XtPo
 from xtquant import xtdata
 from xtquant.xttrader import XtQuantTraderCallback
 import datetime
+import core.ui as ui

 # 量化核心控制对象
 class SFGridController(XtQuantTraderCallback):
    def __init__(self, account_no: str, miniQmtPath: str):
        super().__init__()
+
+        self.registerEventHandler()
+        self.appUi = ui.TradeTargetUI()
        
        xtdata.enable_hello = False
        
@@ -49,8 +55,35 @@ class SFGridController(XtQuantTraderCallback):

        self.seq = None
        print('- [成功]三疯交易系统初始化完成')
+        # self.startMarketData()
+    
+    def registerEventHandler(self):
+        event_bus.subscribe(ActionEventEnableTrade, self.onEnableTrade)
+        event_bus.subscribe(ActionEventDisableTrade, self.onDisableTrade)
+        event_bus.subscribe(ActionEnableMarketData, self.onMarketDataEnabled)
+        event_bus.subscribe(ActionDisableMarketData, self.onMarketDataDisabled)
+        event_bus.subscribe("add_trade_target", self.onAddTradeTarget)
+    
+    def onAddTradeTarget(self, stock_code: str):
+        """处理添加交易标的事件"""
+        self.add_trade_target(stock_code)
+    
+    def onMarketDataEnabled(self, data):
+        """处理市场数据监听启用事件"""
        self.startMarketData()
+    
+    def onMarketDataDisabled(self, data):
+        """处理市场数据监听禁用事件"""
+        self.stopMarketData()
+    
+    def onEnableTrade(self, id: int):
+        self.start_stock_trade(id)

+    def onDisableTrade(self, id: int):
+        self.pause_stock_trade(id)
+
+    def hold(self):
+        self.appUi.run()

    def startMarketData(self):
        print('- 启动市场数据订阅')
@@ -58,6 +91,7 @@ class SFGridController(XtQuantTraderCallback):
        if self.seq == -1:
            print('- 市场数据订阅失败')
        else:
+            event_bus.publish(MarketDataEnabled, True)
            print(f'- 市场数据订阅成功, 订阅号={self.seq}')


@@ -65,11 +99,22 @@ class SFGridController(XtQuantTraderCallback):
        print('- 停止市场数据订阅')
        if self.seq is not None and self.seq > 0:
            xtdata.unsubscribe_quote(self.seq)
+            event_bus.publish(MarketDataDisabled, False)

    
    def add_trade_target(self, stock_code: str):
        try:
            stock_name = getInstrumentName(stock_code)
+            if not stock_name:
+                print(f'无法获取股票代码 {stock_code} 的名称，请检查代码是否正确')
+                return
+            
+            # 检查是否已存在该标的
+            existing_target = strategy_db.TradeTarget.get_or_none(strategy_db.TradeTarget.stock_code == stock_code)
+            if existing_target:
+                print(f'交易标的 {stock_code} {stock_name} 已存在')
+                return
+            
            new_target = strategy_db.TradeTarget.create(
                stock_name=stock_name,
                stock_code=stock_code,
@@ -96,8 +141,8 @@ class SFGridController(XtQuantTraderCallback):
            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]
+    def del_trade_target(self, id:int):
+        target: strategy_db.TradeTarget = self.instrument_pool[id]
        # self.stock_trade_ctrl.
        del self.stock_trade_ctrl[target.stock_code]
        target.delete_instance()
@@ -107,28 +152,33 @@ class SFGridController(XtQuantTraderCallback):
    def init_instrument_pool(self, xtTrader:XtQuantTrader, account:StockAccount):
        self.refresh_targets()

-        for temp in self.instrument_pool:
-            tradeTarget:strategy_db.TradeTarget = temp
+        for id in self.instrument_pool:
+            tradeTarget:strategy_db.TradeTarget = self.instrument_pool[id]
            tradeTarget.current_position = getStockPosition(tradeTarget.stock_code, xtTrader, account) # type: ignore
            result = tradeTarget.save()
            print(f'  |- 同步当前持仓信息 {tradeTarget.stock_code}, {tradeTarget.current_position}, result = {result}')
-            stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
+            stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account) # type: ignore
            self.stock_trade_ctrl[tradeTarget.stock_code] = stockTradeController
+            event_bus.publish(MarketDataUpdate, tradeTarget)

        print(f'- [成功]交易标的信息初始化, 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()
+        results:ModelSelect = strategy_db.TradeTarget.select()
+        self.instrument_pool: dict[int, strategy_db.TradeTarget] = {}
+        for temp in results:
+            result :strategy_db.TradeTarget = temp
+            self.instrument_pool[result.get_id()] = result
        self.print_pool()

    def print_pool(self):
        print("- [信息]标的池信息")
-        for i in range(len(self.instrument_pool)):
-            target: strategy_db.TradeTarget = self.instrument_pool[i]
+        for id in self.instrument_pool:
+            target: strategy_db.TradeTarget = self.instrument_pool[id]
            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: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore
+            print(f'  [序号-{id}] 股票代码: {target.stock_code}-{target.stock_name} 当前持仓: {getStockPosition(target.stock_code, self.xt_trader, self.account)} 网格索引: {target.grid_index} 基准价格 {sfgrid_constants.grid_price[target.grid_index]} 状态: {status} 启用交易线程: {'自动交易中' if target.enabled else '交易已停止'}') # type: ignore

    def print_position_info(self):
        positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
@@ -173,34 +223,29 @@ class SFGridController(XtQuantTraderCallback):
    

    # 初始化指定标的交易控制器
-    def start_stock_trade(self, index: int):
-        tradeTarget = self.instrument_pool[index]
+    def start_stock_trade(self, id: int):
+        tradeTarget: TradeTarget = self.instrument_pool[id]
        # check existing thread
        if tradeTarget.stock_code in self.stock_trade_ctrl:
            tradeController: SFGridStrategy = 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)
+            
+            tradeTarget = tradeController.enabledTrading(True)
+            self.instrument_pool[id] = tradeTarget
+            event_bus.publish(ResultEventTradeEnabled, tradeTarget)
        else:
-            stockTradeController = SFGridStrategy(tradeTarget, self.xt_trader, self.account, tradeTarget.enabled) # type: ignore
-            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: SFGridStrategy = 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")
+    def pause_stock_trade(self, id: int):
+        localTarget: strategy_db.TradeTarget = self.instrument_pool[id]
+        print(f'暂停标的交易 {localTarget.stock_code} - enabled {localTarget.enabled}')
+        if localTarget.stock_code in self.stock_trade_ctrl:
+            tradeController: SFGridStrategy = self.stock_trade_ctrl[localTarget.stock_code]
+            tradeTarget = tradeController.enabledTrading(False)
+            self.instrument_pool[id] = tradeTarget
+            event_bus.publish(ResultEventTradeDisabled, tradeTarget)
        else:
-            print(f"标的交易控制器不存在 {tradeTarget.stock_code} {getInstrumentName(tradeTarget.stock_code)}\n")
-
+            print(f"标的交易控制器不存在 {localTarget.stock_code} {localTarget.stock_name}\n")


    # ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
@@ -213,8 +258,8 @@ class SFGridController(XtQuantTraderCallback):
                    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
+            for id in self.instrument_pool:
+                stock_code = self.instrument_pool[id].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")
@@ -251,8 +296,8 @@ class SFGridController(XtQuantTraderCallback):
        else:
            print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
        
-    def test_sim_trade(self, index: int, orderType: int):
-        tradeTarget:strategy_db.TradeTarget = self.instrument_pool[index]
+    def test_sim_trade(self, id: int, orderType: int):
+        tradeTarget:strategy_db.TradeTarget = self.instrument_pool[id]
        ctrl:SFGridStrategy = self.stock_trade_ctrl[tradeTarget.stock_code]
        trade: XtTrade = None # type: ignore
        if orderType == xtconstant.STOCK_BUY:
@@ -260,7 +305,7 @@ class SFGridController(XtQuantTraderCallback):
                sfgrid_constants.account_no, 
                '300083.SZ', 
                xtconstant.STOCK_BUY, 
-                1, 1, tradeTarget.current_buy_price, sfgrid_constants.grid_volume, 1000,
+                1, 1, tradeTarget.plan_buy_price, sfgrid_constants.grid_volume, 1000,
                tradeTarget.current_buy_order_no, 
                None, ctrl.getName(), None, None, None, None, None, tradeTarget.stock_name)
        else:
@@ -306,5 +351,4 @@ class SFGridController(XtQuantTraderCallback):
        :param response: XtAccountStatus 对象
        :return:
        """
-        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
-
+        print(datetime.datetime.now(), status)