添加编译文件、打包瘦身、UI逻辑调整
This commit is contained in:
+94
-78
@@ -1,5 +1,4 @@
|
||||
from re import L
|
||||
from core import util
|
||||
from core.eventbus import MarketDataUpdate, event_bus
|
||||
from core.strategy_db import TradeTarget
|
||||
from core.util import queryPendingOrder
|
||||
|
||||
@@ -11,42 +10,49 @@ import threading
|
||||
|
||||
class SFGridStrategy:
|
||||
|
||||
def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount, enabled: bool = False):
|
||||
def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
|
||||
self.tradeTarget:TradeTarget = tradeTarget
|
||||
self.xt_trader: xttrader.XtQuantTrader = xt_trader
|
||||
self.account:StockAccount = account
|
||||
self.enabledTrading(enabled)
|
||||
self.enabledTrading(bool(tradeTarget.enabled)) # 修复类型兼容性问题
|
||||
self.dataUpdateLock = threading.Lock()
|
||||
print(f'标的{self.tradeTarget.targetName()}交易启动状态 {self.tradeTarget.enabled}')
|
||||
|
||||
def getName(self):
|
||||
return "SFGRID"
|
||||
|
||||
def saveProxy(self):
|
||||
rc = self.tradeTarget.save()
|
||||
event_bus.publish(MarketDataUpdate, self.tradeTarget)
|
||||
return rc
|
||||
|
||||
|
||||
def enabledTrading(self, enabled: bool):
|
||||
def enabledTrading(self, enabled: bool) -> TradeTarget:
|
||||
self.tradeTarget.enabled = enabled # type: ignore
|
||||
self.tradeTarget.save()
|
||||
pendingOrders = queryPendingOrder(str(self.tradeTarget.stock_code),self.getName(), self.xt_trader,self.account)
|
||||
|
||||
if len(pendingOrders) > 0:
|
||||
print(f' |- 已存在{len(pendingOrders)}订单，全部取消，按需要重下。')
|
||||
for order in pendingOrders:
|
||||
self.xt_trader.cancel_order_stock(self.account, order.order_id)
|
||||
self.saveProxy()
|
||||
|
||||
if enabled:
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}交易启动, position {self.tradeTarget.current_position}")
|
||||
# 建仓状态检查
|
||||
if int(self.tradeTarget.current_position) == 0 and int(self.tradeTarget.status) == 0: # type: ignore
|
||||
self.tradeTarget.grid_index = 1 # type: ignore
|
||||
self.tradeTarget.save()
|
||||
self.initBuyOrderId = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_BUY,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)], # type: ignore
|
||||
'sf_grid', f'{self.tradeTarget.stock_code}_init_buy')
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderSeq: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n") # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code),self.getName(), self.xt_trader,self.account)
|
||||
if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == sfgrid_constants.grid_price[1]]) > 0:
|
||||
# 已存在未交易的多单
|
||||
order = [order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == sfgrid_constants.grid_price[1]][0]
|
||||
print(f' |- 已存在未交易的建仓单，不重复下单:{order.order_id}')
|
||||
else:
|
||||
self.initBuyOrderId = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_BUY,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)], # type: ignore
|
||||
self.getName(), f'{self.tradeTarget.stock_code}_init_buy')
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓 买单已发出 InitBuyOrderSeq: {self.initBuyOrderId} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume}\n") # type: ignore
|
||||
else:
|
||||
# 交易阶段，检查仓位，检查现有订单
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 无需建初始仓 当前仓位: {self.tradeTarget.current_position} 状态: {self.tradeTarget.status}")
|
||||
@@ -55,68 +61,78 @@ class SFGridStrategy:
|
||||
print(f' |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
|
||||
else:
|
||||
print(f' |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
|
||||
|
||||
else:
|
||||
print(f" |- 标的{self.tradeTarget.targetName()}交易监控暂停")
|
||||
return self.tradeTarget
|
||||
|
||||
def isEnabled(self) -> bool:
|
||||
return bool(self.tradeTarget.enabled)
|
||||
print(f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}')
|
||||
return bool(self.tradeTarget.enabled) # 修复返回类型问题
|
||||
|
||||
def onDataUpdate(self, data):
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - START')
|
||||
self.dataUpdateLock.acquire()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
|
||||
try:
|
||||
index = self.tradeTarget.grid_index
|
||||
price = -1 if index>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
lowPrice = -1 if index+1>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||
highPrice = sfgrid_constants.grid_price[int(index) - 1] # pyright: ignore[reportArgumentType]
|
||||
|
||||
if self.tradeTarget.enabled and self.tradeTarget.status == 1: # 交易中
|
||||
self.dataUpdateLock.acquire()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - LOCKED')
|
||||
try:
|
||||
index = self.tradeTarget.grid_index
|
||||
price = -1 if index>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index)] # pyright: ignore[reportArgumentType]
|
||||
lowPrice = -1 if index+1>=len(sfgrid_constants.grid_price) else sfgrid_constants.grid_price[int(index) + 1] # pyright: ignore[reportArgumentType]
|
||||
highPrice = sfgrid_constants.grid_price[int(index) - 1] # pyright: ignore[reportArgumentType]
|
||||
|
||||
lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))
|
||||
print(f"|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 价格: {lastPrice}, 网格序号: {index}, 网格价格: {price}, 计划多单价: {lowPrice}, 计划空单价: {highPrice}")
|
||||
|
||||
if lastPrice <= lowPrice: # 下下方多单
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == lowPrice]) > 0:
|
||||
# 已存在未交易的多单
|
||||
print(f' |- 已存在未交易的多单，不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格多单')
|
||||
self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_BUY,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
lowPrice,
|
||||
self.getName(), # strategy_name
|
||||
self.tradeTarget.stock_code # remark # type: ignore
|
||||
)
|
||||
self.tradeTarget.current_buy_price = float(lowPrice) # type: ignore
|
||||
print(f' |- 下网格多单号 {self.tradeTarget.current_buy_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
elif lastPrice == highPrice: # 下上方空单
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == highPrice]) > 0:
|
||||
# 已存在未交易的空单
|
||||
print(f' |- 已存在未交易的空单，不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格空单')
|
||||
self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock_async(
|
||||
lastPrice = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice']))
|
||||
self.tradeTarget.market_price = lastPrice # type: ignore
|
||||
print(f"|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - 价格: {lastPrice}, 网格序号: {index}, 网格价格: {price}, 计划多单价: {lowPrice}, 计划空单价: {highPrice}")
|
||||
|
||||
if lastPrice <= lowPrice: # 下下方多单
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == lowPrice]) > 0:
|
||||
# 已存在未交易的多单
|
||||
print(f' |- 已存在未交易的多单，不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格多单')
|
||||
self.tradeTarget.current_buy_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_SELL,
|
||||
xtconstant.STOCK_BUY,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
highPrice,
|
||||
self.getName(),
|
||||
self.tradeTarget.stock_code) # type: ignore
|
||||
self.tradeTarget.current_sell_price = float(highPrice) # type: ignore
|
||||
print(f' |- 下网格空单号 {self.tradeTarget.current_sell_order_no}, 网格基准价 {price}, 下单价 {highPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
self.tradeTarget.save()
|
||||
finally:
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
||||
self.dataUpdateLock.release()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
|
||||
|
||||
|
||||
lowPrice,
|
||||
self.getName(), # strategy_name
|
||||
self.tradeTarget.stock_code # remark # type: ignore
|
||||
)
|
||||
self.tradeTarget.plan_buy_price = float(lowPrice) # type: ignore
|
||||
print(f' |- 下网格多单号 {self.tradeTarget.current_buy_order_no}, 网格基准价 {price}, 下单价 {lowPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
elif lastPrice == highPrice: # 下上方空单
|
||||
orders = queryPendingOrder(str(self.tradeTarget.stock_code), self.getName(), self.xt_trader, self.account)
|
||||
if len([order for order in orders if order.order_type == xtconstant.STOCK_SELL and order.price == highPrice]) > 0:
|
||||
# 已存在未交易的空单
|
||||
print(f' |- 已存在未交易的空单，不重复下单')
|
||||
else:
|
||||
print(f' |- 下网格空单')
|
||||
self.tradeTarget.current_sell_order_no = self.xt_trader.order_stock_async(
|
||||
self.account,
|
||||
str(self.tradeTarget.stock_code),
|
||||
xtconstant.STOCK_SELL,
|
||||
sfgrid_constants.grid_volume,
|
||||
xtconstant.FIX_PRICE,
|
||||
highPrice,
|
||||
self.getName(),
|
||||
self.tradeTarget.stock_code) # type: ignore
|
||||
self.tradeTarget.plan_sell_price = float(highPrice) # type: ignore
|
||||
print(f' |- 下网格空单号 {self.tradeTarget.current_sell_order_no}, 网格基准价 {price}, 下单价 {highPrice}, 下单量 {sfgrid_constants.grid_volume}')
|
||||
finally:
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - release lock')
|
||||
event_bus.publish('market_data', self.tradeTarget)
|
||||
self.saveProxy()
|
||||
self.dataUpdateLock.release()
|
||||
print(f'|- 市价更新[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - END')
|
||||
elif self.tradeTarget.enabled and self.tradeTarget.status == 0: # 交易中
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 交易中但未建初始仓，仅更新市场价")
|
||||
self.tradeTarget.market_price = float("{:.3f}".format(data[self.tradeTarget.stock_code]['lastPrice'])) # type: ignore
|
||||
self.saveProxy()
|
||||
|
||||
def onAsyncOrderResponse(self, order:XtOrderResponse):
|
||||
print(f' |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:START')
|
||||
self.dataUpdateLock.acquire()
|
||||
@@ -131,7 +147,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_sell_order_no = order.order_id
|
||||
else:
|
||||
print(f' |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]: 不在策略监控范围内')
|
||||
rc = self.tradeTarget.save()
|
||||
rc = self.saveProxy()
|
||||
finally:
|
||||
print(f' |- 委托回调[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{order.order_id}]:release lock')
|
||||
self.dataUpdateLock.release()
|
||||
@@ -148,7 +164,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = 1 # type: ignore
|
||||
self.tradeTarget.status = 1 # type: ignore
|
||||
self.tradeTarget.save()
|
||||
self.saveProxy()
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 建初始仓订单ID: {self.initBuyOrderId}已成交 ")
|
||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||
@@ -158,7 +174,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) - trade.traded_volume # type: ignore
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) - 1 # type: ignore
|
||||
self.tradeTarget.save()
|
||||
self.saveProxy()
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 上涨 卖单已成交 订单ID: {self.tradeTarget.current_sell_order_no} Price: {sfgrid_constants.grid_price[int(self.tradeTarget.grid_index)]} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}\n") # type: ignore
|
||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||
@@ -168,7 +184,7 @@ class SFGridStrategy:
|
||||
self.tradeTarget.current_position = int(self.tradeTarget.current_position) + trade.traded_volume # type: ignore
|
||||
self.tradeTarget.last_trade_price = float(trade.traded_price) # type: ignore
|
||||
self.tradeTarget.grid_index = int(self.tradeTarget.grid_index) + 1 # type: ignore
|
||||
self.tradeTarget.save()
|
||||
self.saveProxy()
|
||||
print(f"|- 标的{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} 下跌 买单已成交 订单ID: {self.tradeTarget.current_buy_order_no} Price: {trade.traded_price} Volume: {sfgrid_constants.grid_volume} 手续费: {trade.commission}")
|
||||
print(f' 成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
|
||||
print(f' 当前持仓: {self.tradeTarget.current_position}')
|
||||
|
||||
Reference in New Issue
Block a user