update

config.py

@@ -7,6 +7,7 @@ miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路
 account_no:str = '99082560'
 console_log = True
 log_level = "INFO"
+use_simulated_qmt: bool = False
 
 def get_config_path() -> Path:
     """获取配置文件的正确路径（兼容开发环境和打包后的可执行文件）"""
@@ -21,12 +22,14 @@ def get_config_path() -> Path:
     
     return base_path / 'config.ini'
 
-def save_config(miniQmtPath:str, account_no:str):
+def save_config(miniQmtPath:str, account_no:str, use_simulated_qmt: bool = False):
     """创建默认配置文件"""
     config = configparser.ConfigParser()
     config['config'] = {
         'miniQMTPath': miniQmtPath,
-        'account_no': account_no
+        'account_no': account_no,
+        'use_simulated_qmt': str(use_simulated_qmt),
+        'log_level': 'INFO'
     }
     config_path = get_config_path()
     with open(config_path, 'w') as configfile:
@@ -39,7 +42,7 @@ def exist_config() -> bool:
     return config_path.exists()
 
 def initConfig() -> bool:
-    global miniQMTPath, account_no, log_level
+    global miniQMTPath, account_no, log_level, use_simulated_qmt
 
     # 获取配置文件路径
     config_path = get_config_path()
@@ -49,6 +52,10 @@ def initConfig() -> bool:
     miniQMTPath = config.get('config','miniQMTPath')
     account_no = config.get('config','account_no')
     log_level = config.get('config','log_level')
+    try:
+        use_simulated_qmt = config.get('config','use_simulated_qmt').lower() in ('true', '1', 'yes')
+    except (configparser.NoOptionError, configparser.NoSectionError):
+        use_simulated_qmt = False
 
     # 判断miniQMTPath是否为空，并且目录是否存在
     if not miniQMTPath or not Path(miniQMTPath).exists():

core/eventbus.py

@@ -4,6 +4,7 @@ EventMarketActiveSwitch = "market_active_switch" # 市场数据状态变更
 MarketDataUpdate = "market_data_update" # 市价更新
 MarketOrderCreated = "market_order_created" # 市价单创建
 MarketOrderTraded = "market_order_traded" # 市价单成交
+MarketOrderError = "market_order_error" # 市价单委托失败
 # Pring Log
 EventPrintLog = "print_log" # 打印日志
 

core/qmt.py

@@ -1,11 +1,17 @@
 """
 QMT 模块统一入口
-根据环境自动选择真实 QMT 或模拟器
+根据配置或环境自动选择真实 QMT 或模拟器
 """
 import sys
+import config as _config
+
 
 def _get_qmt():
-    """获取 QMT 模块"""
+    """获取 QMT 模块（配置优先于平台检测）"""
+    if _config.use_simulated_qmt:
+        from core.qmt_dummy import qmtv
+        return qmtv
+
     if sys.platform == 'win32':
         try:
             from core.qmt_real import qmtv as real_qmtv
@@ -17,5 +23,6 @@ def _get_qmt():
     from core.qmt_dummy import qmtv
     return qmtv
 
+
 # 导出单例
 qmtv = _get_qmt()

core/qmt_dummy.py

@@ -280,7 +280,8 @@ class DummyQmtV:
         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}")
+        print(f"\n模拟委托报错回调: order_id={order_error.order_id}, error_id={order_error.error_id}, error_msg={order_error.error_msg}, remark={order_error.order_remark}")
+        eBus.event_bus.publish(eBus.MarketOrderError, order_error)
 
     def on_account_status(self, status):
         print(datetime.datetime.now(), status)

core/qmt_real.py

@@ -163,9 +163,10 @@ class RealQmtV:
             return -1
 
         try:
+            full_code = self._to_full_code(stock_code)
             seq = self.xt_trader.order_stock_async(
                 account=self.account,
-                stock_code=stock_code,
+                stock_code=full_code,
                 order_volume=orderVolume,
                 order_type=orderType,
                 price=orderPrice,
@@ -306,6 +307,10 @@ class RealQmtV:
             seq = xtdata.subscribe_whole_quote(['SH', 'SZ'], self._on_market_data)
             PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-真实] seq={seq}')
 
+            # 订阅成功即标记市场活跃，避免策略初始化时因等待首条数据被误判为休市
+            self.isMarketActive = True
+            eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
+
             # 启动行情活跃监控线程
             self._market_data_thread = threading.Thread(
                 target=self._market_data_watchdog, daemon=True
@@ -359,7 +364,8 @@ class RealQmtV:
         eBus.event_bus.publish(eBus.MarketOrderCreated, response)
 
     def on_order_error(self, order_error):
-        print(f"\n真实委托报错回调 {order_error}")
+        print(f"\n真实委托报错回调: order_id={order_error.order_id}, error_id={order_error.error_id}, error_msg={order_error.error_msg}, remark={order_error.order_remark}")
+        eBus.event_bus.publish(eBus.MarketOrderError, order_error)
 
     def on_account_status(self, status):
         print(datetime.datetime.now(), status)

core/sfgrid/sfgrid_strategy.py

@@ -1,3 +1,24 @@
+"""
+网格交易策略控制器
+
+核心逻辑：在预设的价格网格上低买高卖，每个网格节点同时挂一对买卖单，
+成交后自动切换到相邻网格并刷新订单。
+
+网格结构示意（以 grid_index 为中心）:
+    价格从高到低排列在 getPriceGrid() 列表中
+    grid_index=0 是最低价（底部），越大价格越高（顶部）
+
+    卖出方向（上移）: grid_index - 1  （价格更低，空单）
+    买入方向（下移）: grid_index + 1  （价格更高，多单）
+
+    成交 → 上移一格（卖出成交）: grid_index -= 1，赚取一格差价
+    成交 → 下移一格（买入成交）: grid_index += 1，持仓成本降低
+
+状态机:
+    status=0: 未建仓，需先下建仓单买入初始仓位
+    status=1: 已建仓，运行网格交易（上下各挂一单）
+"""
+
 from core.logger import LogLevel, PrintLog
 from core.qmt import qmtv
 from core.sfgrid import bus_events
@@ -7,113 +28,234 @@ from core.eventbus import event_bus
 from core.constants import OrderTypeBuy, OrderTypeSell, OrderTypeInit
 
 from xtquant import xtconstant
-from xtquant.xttype import XtOrderResponse, XtTrade
+from xtquant.xttype import XtOrderError, XtOrderResponse, XtTrade
 import threading
 import core.eventbus as eBus
 
 
 class SFGridStrategy:
+    """
+    单标的网格交易策略控制器
+
+    每个 SFGridTradeTarget 数据库记录对应一个 SFGridStrategy 实例。
+    负责：建仓 → 挂网格单 → 监听成交/错误事件 → 调整网格 → 刷新订单。
+
+    订单 remark 格式: "{订单类型},{网格索引},{股票代码}"
+      例: "BUY,3,000001"  表示在网格索引 3 处挂买入单，标的 000001
+      例: "INIT,1,000001" 表示建仓单，建仓在网格索引 1
+    """
 
     def __init__(self, tradeTarget: model.SFGridTradeTarget):
-        self.tradeTarget:model.SFGridTradeTarget = tradeTarget
+        """
+        初始化网格策略控制器
+
+        参数:
+            tradeTarget: 数据库中的交易标记录，包含网格参数、当前状态等
+        """
+        self.tradeTarget: model.SFGridTradeTarget = tradeTarget
+
+        # 订阅事件总线：监听订单创建、成交、失败三种事件
         event_bus.subscribe(eBus.MarketOrderCreated, self.onOrderCreateAsync)
         event_bus.subscribe(eBus.MarketOrderTraded, self.onOrderTrade)
-        self.todayUpStopPrice=qmtv.dailyUpStop(tradeTarget.stock_code) # type: ignore
-        self.todayDownStopPrice=qmtv.dailyDownStop(tradeTarget.stock_code) # type: ignore
-        PrintLog(LogLevel.INFO, f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造开始: grid_index={tradeTarget.grid_index}, status={tradeTarget.status}, enabled={tradeTarget.enabled}')
-        self.orderGrid = {} # grid index, order_seq | order_id
+        event_bus.subscribe(eBus.MarketOrderError, self.onOrderError)
+
+        # 获取当日涨跌停价格（用于价格边界校验）
+        self.todayUpStopPrice = qmtv.dailyUpStop(tradeTarget.stock_code)  # type: ignore
+        self.todayDownStopPrice = qmtv.dailyDownStop(tradeTarget.stock_code)  # type: ignore
+
+        PrintLog(LogLevel.INFO,
+                 f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造开始: '
+                 f'grid_index={tradeTarget.grid_index}, status={tradeTarget.status}, '
+                 f'enabled={tradeTarget.enabled}')
+
+        # orderGrid: 网格索引 → 订单编号（seq 或 order_id）的映射
+        # seq 是 xtquant 返回的下单序号（下单瞬间），order_id 是交易所返回的正式订单号（异步回调后更新）
+        self.orderGrid = {}  # {grid_index: order_seq | order_id}
+
+        # 加载券商侧已存在的未成交订单，恢复到 orderGrid 中
         self.loadExistOrders()
-        self.enabledTrading(tradeTarget.enabled)  # type: ignore
+
+        # 数据更新锁：保护 orderGrid 和 tradeTarget 的并发访问
+        # QMT 回调在独立线程中触发，必须在可能触发回调的操作之前创建
         self.dataUpdateLock = threading.Lock()
-        PrintLog(LogLevel.INFO, f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造结束: grid_index={self.tradeTarget.grid_index}')
+
+        # 根据数据库中的 enabled 字段决定是否启动交易
+        self.enabledTrading(tradeTarget.enabled)  # type: ignore
+
+        PrintLog(LogLevel.INFO,
+                 f'|- [DEBUG] 标的{tradeTarget.targetName()} 构造结束: '
+                 f'grid_index={self.tradeTarget.grid_index}')
+
+    # ── 订单加载 ──────────────────────────────────────────────
 
     def loadExistOrders(self):
-        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+        """
+        从券商侧加载该策略的未成交订单，恢复到 orderGrid
+
+        用于程序重启后恢复状态：数据库中可能没有记录所有挂单，
+        通过 queryPendingOrder 从 QMT 获取实际存在的订单。
+        """
+        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
         for order in orders:
+            # 只处理本策略的订单（通过 strategy_name 过滤）
             if order.strategy_name != self.getName():
                 continue
-            gridIdx = int(order.order_remark.split(',')[1])
+            parsed = self._parse_remark(order.order_remark)
+            if parsed is None:
+                continue
+            _, gridIdx, _ = parsed
             self.orderGrid[gridIdx] = order.order_id
-            PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 加载现有订单, grid-{gridIdx} order_id:{self.orderGrid[gridIdx]}')
+            PrintLog(LogLevel.INFO,
+                     f'|- 标的[{self.tradeTarget.targetName()}] 初始化: '
+                     f'加载现有订单, grid-{gridIdx} order_id:{self.orderGrid[gridIdx]}')
 
     def printPendingOrder(self):
+        """调试用：打印当前所有挂单"""
         for idx, order_id in self.orderGrid.items():
             PrintLog(LogLevel.DEBUG, f" {idx} : {order_id}")
 
+    # ── 市场状态切换 ──────────────────────────────────────────
+
     def onMarketActiveSwitch(self, isActive: bool):
+        """
+        市场数据状态切换回调（由 UI 层调用）
+
+        当市场数据从不可用变为可用时，如果策略已启用则刷新网格订单。
+        """
         if isActive and self.tradeTarget.enabled:
             self.refreshGridOrder()
 
-    def refreshGridOrder(self): # 下网格单
+    # ── 核心：网格下单逻辑 ────────────────────────────────────
+
+    def refreshGridOrder(self):
+        """
+        刷新网格挂单 —— 策略的核心下单方法
+
+        逻辑分支:
+          1. 前置检查: 市场未激活 或 策略未启用 → 跳过不下单
+          2. status=0 (未建仓): 下一个建仓单（买入初始仓位）
+          3. status=1 (已建仓): 在 grid_index 上下各挂一单
+             - 上方 (sellIdx = grid_index - 1): 挂卖出单（价格更低时卖出获利）
+             - 下方 (buyIdx  = grid_index + 1): 挂买入单（价格更低时补仓）
+             每个方向都先检查是否已存在同价位订单，避免重复下单
+        """
+        # ── 前置检查：市场和策略状态 ──
         if not qmtv.isMarketActive or not self.tradeTarget.enabled:
-            PrintLog(LogLevel.INFO, f'|- 市场 {qmtv.isMarketActive}, 策略 {self.getName()} {self.tradeTarget.enabled}, 不下单')
+            PrintLog(LogLevel.INFO,
+                     f'|- 市场 {qmtv.isMarketActive}, 策略 {self.getName()} '
+                     f'{self.tradeTarget.enabled}, 不下单')
             return
 
-        currentIdx:int = 0
+        # 获取当前该标的所有未成交订单
+        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
 
-        orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
-
-        if self.tradeTarget.status == 0 and len([order for order in orders if order.order_remark == f'{OrderTypeInit},1,{self.tradeTarget.stock_code}']) == 0: # status == 0 表示已配置好交易参数，且不存在执行中的建仓单
+        # ── 分支1: status=0 未建仓 → 下建仓单 ──
+        # 条件: 标的尚未建仓 且 不存在正在执行中的建仓单（防止重复建仓）
+        init_remark = self._make_remark(OrderTypeInit, 1)
+        if self.tradeTarget.status == 0 and not any(
+            o.order_remark == init_remark for o in orders
+        ):
+            # 建仓价取价格网格中最高价（grid_index=0 即列表第一个元素）
             price = self.tradeTarget.getPriceGrid()[0]
-            remark = f'{OrderTypeInit},1,{self.tradeTarget.stock_code}'
             tmpOrderSeq = qmtv.orderAsync(
                 str(self.tradeTarget.stock_code),
                 self.tradeTarget.grid_volume,
-                xtconstant.STOCK_BUY, 
+                xtconstant.STOCK_BUY,       # 建仓 = 买入
                 price,
-                xtconstant.FIX_PRICE,
-                remark, # remark  # type: ignore
-                self.getName(), # strategy_name
+                xtconstant.FIX_PRICE,        # 限价单
+                init_remark,
+                self.getName(),
             )
-            self.orderGrid[1] = tmpOrderSeq # seq
-            PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 初始化: 建仓单，建仓价: {price:.3f}')
-        elif self.tradeTarget.status == 1: # 下网格单
-            currentIdx = self.tradeTarget.grid_index # type: ignore
-            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+            self.orderGrid[1] = tmpOrderSeq  # 建仓单固定在网格索引 1
+            PrintLog(LogLevel.INFO,
+                     f'|- 标的[{self.tradeTarget.targetName()}] 初始化: '
+                     f'建仓单，建仓价: {price:.3f}')
 
-            # 向上下一单，向下下一单
-            if currentIdx > 0: # 可以下空单
-                sellIdx = currentIdx - 1
+        # ── 分支2: status=1 已建仓 → 下网格买卖单 ──
+        elif self.tradeTarget.status == 1:
+            currentIdx = self.tradeTarget.grid_index  # type: ignore
+
+            # --- 上方挂卖出单（空单）---
+            # 条件: grid_index > 0，即当前位置不是价格最低点，还有向下（卖出）空间
+            if currentIdx > 0:
+                sellIdx = currentIdx - 1  # 向上一个网格
                 sellPrice = self.tradeTarget.getPriceGrid()[sellIdx]
-                remark = f'{OrderTypeSell},{sellIdx},{self.tradeTarget.stock_code}'
-                if len([order for order in orders if order.order_remark == remark]) == 0: # 网格节点没有卖单，下单
-                    # 不存在策略内同价位订单，下单
-                    tmpOrderSeq = qmtv.orderAsync(
-                                str(self.tradeTarget.stock_code), 
-                                self.tradeTarget.grid_volume,
-                                xtconstant.STOCK_SELL, 
-                                sellPrice,
-                                xtconstant.FIX_PRICE,
-                                remark, # remark  # type: ignore
-                                self.getName(), # strategy_name
-                                )
-                    self.orderGrid[sellIdx] = tmpOrderSeq # seq
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下空单，价格: {sellPrice:.3f}')
-                else:
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位空单，跳过下单')
-            if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1: # 可以下多单
-                print(f'length: {len(self.tradeTarget.getPriceGrid())}, currentIdx = {currentIdx}')
-                buyIdx = currentIdx + 1
-                buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
-                remark = f'{OrderTypeBuy},{buyIdx},{self.tradeTarget.stock_code}'
-                if len([order for order in orders if order.order_type == xtconstant.STOCK_BUY and order.price == buyPrice]) == 0:
-                    tmpOrderSeq = qmtv.orderAsync(
+                sell_remark = self._make_remark(OrderTypeSell, sellIdx)
+
+                # 检查是否已存在同 remark 的卖单（避免重复挂单）
+                if not any(o.order_remark == sell_remark for o in orders):
+                    # 卖单价格超过涨停价 → 今日无法成交，跳过下单
+                    if sellPrice > self.todayUpStopPrice:
+                        PrintLog(LogLevel.INFO,
+                                 f'|- 标的[{self.tradeTarget.targetName()}] '
+                                 f'上方网格[{sellIdx}]卖价 {sellPrice:.3f} > 涨停价 {self.todayUpStopPrice:.3f}，'
+                                 f'今日无法下卖单 (当前网格基准 grid-{currentIdx})')
+                    else:
+                        tmpOrderSeq = qmtv.orderAsync(
                             str(self.tradeTarget.stock_code),
                             self.tradeTarget.grid_volume,
-                            xtconstant.STOCK_BUY, 
+                            xtconstant.STOCK_SELL,     # 卖出
+                            sellPrice,
+                            xtconstant.FIX_PRICE,
+                            sell_remark,
+                            self.getName(),
+                        )
+                        self.orderGrid[sellIdx] = tmpOrderSeq
+                        PrintLog(LogLevel.INFO,
+                                 f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
+                                 f'下空单，价格: {sellPrice:.3f}')
+                else:
+                    PrintLog(LogLevel.INFO,
+                             f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
+                             f'已存在同价位空单，跳过下单')
+
+            # --- 下方挂买入单（多单）---
+            # 条件: grid_index < 价格网格长度-1，即当前位置不是价格最高点，还有向上（买入）空间
+            if currentIdx < len(self.tradeTarget.getPriceGrid()) - 1:
+                buyIdx = currentIdx + 1  # 向下一个网格
+                buyPrice = self.tradeTarget.getPriceGrid()[buyIdx]
+                buy_remark = self._make_remark(OrderTypeBuy, buyIdx)
+
+                # 检查是否已存在同 remark 的买单（避免重复挂单）
+                if not any(o.order_remark == buy_remark for o in orders):
+                    # 买单价格低于跌停价 → 今日无法成交，跳过下单
+                    if buyPrice < self.todayDownStopPrice:
+                        PrintLog(LogLevel.INFO,
+                                 f'|- 标的[{self.tradeTarget.targetName()}] '
+                                 f'下方网格[{buyIdx}]买价 {buyPrice:.3f} < 跌停价 {self.todayDownStopPrice:.3f}，'
+                                 f'今日无法下买单 (当前网格基准 grid-{currentIdx})')
+                    else:
+                        tmpOrderSeq = qmtv.orderAsync(
+                            str(self.tradeTarget.stock_code),
+                            self.tradeTarget.grid_volume,
+                            xtconstant.STOCK_BUY,      # 买入
                             buyPrice,
                             xtconstant.FIX_PRICE,
-                            remark, # remark  # type: ignore
-                            self.getName(), # strategy_name
-                            )
-                    self.orderGrid[buyIdx] = tmpOrderSeq # seq
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 下多单，价格: {buyPrice:.3f}')
+                            buy_remark,
+                            self.getName(),
+                        )
+                        self.orderGrid[buyIdx] = tmpOrderSeq
+                        PrintLog(LogLevel.INFO,
+                                 f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
+                                 f'下多单，价格: {buyPrice:.3f}')
                 else:
-                    PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已存在同价位多单，跳过下单')
+                    PrintLog(LogLevel.INFO,
+                             f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
+                             f'已存在同价位多单，跳过下单')
             else:
-                PrintLog(LogLevel.INFO, f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: 已过下边界，停止多单交易')
+                # grid_index 已到达价格网格上边界，无法再挂买入单（价格已经到顶）
+                PrintLog(LogLevel.INFO,
+                         f'|- 标的[{self.tradeTarget.targetName()}] 网格策略: '
+                         f'已过下边界，停止多单交易')
 
-    def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget):
+    # ── 标的管理 ──────────────────────────────────────────────
+
+    def deleteTradeTarget(self, tradeTarget: model.SFGridTradeTarget):
+        """
+        从数据库中删除该交易标的
+
+        同时发布 EventTradeTargetDeleted 事件通知 UI 刷新。
+        """
         PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
         self.dataUpdateLock.acquire()
         try:
@@ -123,108 +265,313 @@ class SFGridStrategy:
         finally:
             self.dataUpdateLock.release()
 
+    # ── 交易启停控制 ──────────────────────────────────────────
+
     def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
-        PrintLog(LogLevel.INFO, f"  |- [DEBUG] enabledTrading({enabled}) 调用前: grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}")
+        """
+        启用或停用该标的的网格交易
+
+        启用时 (enabled=True):
+          - status=0: 初始化网格索引后调用 refreshGridOrder 下建仓单
+          - status=1: 检查持仓是否满足当前网格位置要求，满足则刷新网格订单
+                      不满足则回退 enabled=False（风控保护）
+
+        停用时 (enabled=False):
+          - 取消该标的所有未成交订单，停止交易监控
+
+        返回:
+            更新后的 tradeTarget 对象
+        """
+        PrintLog(LogLevel.INFO,
+                 f"  |- [DEBUG] enabledTrading({enabled}) 调用前: "
+                 f"grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}")
+
         self.tradeTarget.enabled = enabled  # type: ignore
 
         if enabled:
-            PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}交易启动, 持仓量：{self.tradeTarget.current_position}")
-            if self.tradeTarget.status == 0: # 未建仓
+            # ── 启用交易 ──
+            PrintLog(LogLevel.INFO,
+                     f"  |- 标的{self.tradeTarget.targetName()}交易启动, "
+                     f"持仓量：{self.tradeTarget.current_position}")
+
+            if self.tradeTarget.status == 0:
+                # 未建仓状态: 初始化网格索引
                 if self.tradeTarget.grid_index == 0:
+                    # grid_index=0 表示从未初始化过，设为 1（价格网格最高点建仓）
                     self.tradeTarget.grid_index = 1  # pyright: ignore[reportAttributeAccessIssue]
-                    PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}初始状态, 设置网格序号 1,")
+                    PrintLog(LogLevel.INFO,
+                             f"  |- 标的{self.tradeTarget.targetName()}初始状态, "
+                             f"设置网格序号 1,")
                 else:
-                    PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}初始状态, 保留网格序号 {self.tradeTarget.grid_index},")
-            else: # 已建仓
-                # 交易阶段，检查仓位，检查现有订单
-                PrintLog(LogLevel.INFO, 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}")
-                minRequirePosition:int = self.tradeTarget.grid_volume * int(self.tradeTarget.grid_index)  # type: ignore
+                    # grid_index 非零，保留之前设置的值（可能是手动修改的）
+                    PrintLog(LogLevel.INFO,
+                             f"  |- 标的{self.tradeTarget.targetName()}初始状态, "
+                             f"保留网格序号 {self.tradeTarget.grid_index},")
+            else:
+                # 已建仓状态: 检查现有持仓是否满足当前网格位置的仓位需求
+                # 最小需求仓位 = 每格股数 × 当前网格索引
+                # 例: grid_volume=100, grid_index=3 → 需持股 300 股
+                PrintLog(LogLevel.INFO,
+                         f"  |- 标的{self.tradeTarget.targetName()}已有仓位或非初始状态 "
+                         f"无需建初始仓 当前仓位: {self.tradeTarget.current_position} "
+                         f"状态: {self.tradeTarget.status}")
+
+                minRequirePosition: int = self.tradeTarget.grid_volume * int(self.tradeTarget.grid_index)  # type: ignore
+
                 if minRequirePosition <= int(self.tradeTarget.current_position):  # type: ignore
-                    PrintLog(LogLevel.INFO, f'  |- 仓位检查: 持仓需求充足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}')
+                    # 持仓充足，可以继续网格交易
+                    PrintLog(LogLevel.INFO,
+                             f'  |- 仓位检查: 持仓需求充足, '
+                             f'(gridVolume*gridIndex)={minRequirePosition}, '
+                             f'当前持仓：{self.tradeTarget.current_position}')
                 else:
-                    PrintLog(LogLevel.INFO, f'  |- 仓位检查: 持仓需求不足, (gridVolume*gridIndex)={minRequirePosition}, 当前持仓：{self.tradeTarget.current_position}, 交易启动失败')
+                    # 持仓不足（可能是之前部分成交或手动减仓），风控：拒绝启用
+                    PrintLog(LogLevel.INFO,
+                             f'  |- 仓位检查: 持仓需求不足, '
+                             f'(gridVolume*gridIndex)={minRequirePosition}, '
+                             f'当前持仓：{self.tradeTarget.current_position}, '
+                             f'交易启动失败')
                     self.tradeTarget.enabled = False  # type: ignore
+
+            # 无论 status=0 还是 status=1，最终都调用 refreshGridOrder 下对应的单
             self.refreshGridOrder()
+
         else:
-            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
+            # ── 停用交易: 取消所有未成交订单 ──
+            orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName())  # type: ignore
             for order in orders:
-                qmtv.xttrader.cancel_order_stock_async(qmtv.account, order.order_id)
+                try:
+                    qmtv.xt_trader.cancel_order_stock_async(qmtv.account, order.order_id)
+                except AttributeError:
+                    pass  # 模拟模式无 xt_trader，跳过撤单
+
             if len(orders) > 0:
                 PrintLog(LogLevel.INFO, f'  |- 取消未成交订单 {len(orders)}')
             PrintLog(LogLevel.INFO, f"  |- 标的{self.tradeTarget.targetName()}交易监控暂停")
 
+        # 持久化状态到数据库
         self.saveProxy()
         return self.tradeTarget
 
     def isEnabled(self) -> bool:
-        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
+        """查询交易是否已启用"""
+        PrintLog(LogLevel.DEBUG, f'|- 检查交易状态[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}] - {self.tradeTarget.enabled}')
+        return bool(self.tradeTarget.enabled)
 
-    def onOrderCreateAsync(self, response:XtOrderResponse): # 下单成功回调，更新orderID到 self.orderGrid
-        remark = response.order_remark.split(',')
-        stockCode = remark[2] # 从remark中获取stockCode
-        if response.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != stockCode:
+    # ── 事件回调: 订单创建 ────────────────────────────────────
+
+    def onOrderCreateAsync(self, response: XtOrderResponse):
+        """
+        QMT 异步下单成功回调
+
+        xtquant 下单是异步的：orderAsync() 返回 seq（序号），
+        交易所确认后通过此回调返回正式的 order_id。
+
+        此处将 orderGrid 中的临时 seq 替换为正式 order_id。
+        """
+        parsed = self._filter_event(response.order_remark, response.strategy_name)
+        if parsed is None:
             return
+        _, gridIdx, _ = parsed
+
         self.dataUpdateLock.acquire()
         try:
-            gridIdx = remark[1] # 从remark中获取gridIdx
-            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: {response.order_id}")
+            PrintLog(LogLevel.INFO,
+                     f"委托创建通知 onOrderCreateAsync[{self.tradeTarget.targetName()}]: "
+                     f"{response.order_id}")
+            # 将 orderGrid 中的临时 seq 替换为正式 order_id
             self.orderGrid[gridIdx] = response.order_id
-            PrintLog(LogLevel.INFO, f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} seq:{response.seq} -> order_id:{response.order_id}")
+            PrintLog(LogLevel.INFO,
+                     f"委托创建通知 onOrderCreateAsync 更新 grid-{gridIdx} "
+                     f"seq:{response.seq} -> order_id:{response.order_id}")
         except Exception as e:
-            PrintLog(LogLevel.ERROR, f"|- 委托创建通知 onOrderCreateAsync[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: {response.order_id} - {str(e)}")
+            PrintLog(LogLevel.ERROR,
+                     f"|- 委托创建通知 onOrderCreateAsync"
+                     f"[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}]: "
+                     f"{response.order_id} - {str(e)}")
         finally:
             self.dataUpdateLock.release()
 
-    def onOrderTrade(self, trade:XtTrade): # TODO 委托成交通知,处理成交后网格切换
-        remark = trade.order_remark.split(',')
-        if trade.strategy_name != self.getName() or len(remark) < 3 or self.tradeTarget.stock_code != trade.stock_code:
+    # ── 事件回调: 订单失败 ────────────────────────────────────
+
+    def onOrderError(self, order_error: XtOrderError):
+        """
+        QMT 委托失败回调
+
+        当 xtquant 拒绝订单时触发（如资金不足、代码格式错误、涨跌停限制等）。
+        清理 orderGrid 中对应网格索引的孤立条目，防止后续 refreshGridOrder
+        误判"已有同价位订单"而跳过重新下单。
+        """
+        parsed = self._filter_event(order_error.order_remark, order_error.strategy_name)
+        if parsed is None:
             return
-        PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : {trade.order_id}')
+        _, gridIdx, _ = parsed
 
         self.dataUpdateLock.acquire()
         try:
-            orderType = trade.order_remark.split(',')[0]
-            gridIdx = trade.order_remark.split(',')[1] # 从remark中获取gridIdx
-            type:str = ""
-            if orderType == OrderTypeInit:
-                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 建仓单成交')
-                self.tradeTarget.status = 1  # type: ignore
-                self.tradeTarget.init_price = trade.traded_price  # type: ignore
-                PrintLog(LogLevel.INFO, f'|- [DEBUG] 建仓单成交: grid_index {self.tradeTarget.grid_index} → 1')
-                self.tradeTarget.grid_index = 1  # type: ignore
-                type = "建仓单"
-            else:
-                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] - 网格单成交')
-                oriIdx = self.tradeTarget.grid_index
-                if gridIdx > self.tradeTarget.grid_index:
-                    type = "下移一格"
-                    self.tradeTarget.grid_index +=1
-                elif gridIdx < self.tradeTarget.grid_index:
-                    type = "上移一格"
-                    self.tradeTarget.grid_match_count += 1
-                    self.tradeTarget.grid_total_profit += self.tradeTarget.grid_size * trade.traded_volume
-                    self.tradeTarget.grid_index -= 1
-                else:
-                    type = "保持格, 理论上不应该输出"
-                PrintLog(LogLevel.INFO, f'|- 委托成交通知[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - 原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}')
+            # 从 orderGrid 中移除失败的订单条目，后续 refreshGridOrder 会重新挂单
+            if gridIdx in self.orderGrid:
+                del self.orderGrid[gridIdx]
 
-            self.saveProxy()
-            del self.orderGrid[gridIdx]
-            PrintLog(LogLevel.INFO, f"|- 成交报告[{self.tradeTarget.targetName()}] : ====================================")
-            PrintLog(LogLevel.INFO, f"|- 标的[{self.tradeTarget.targetName()}] {type}-单号{trade.order_id}已成交 ")
-            PrintLog(LogLevel.INFO, f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
-            PrintLog(LogLevel.INFO, f'   手续费  : {trade.commission:.3f}')
-            self.refreshGridOrder() # 更新网格订单
+            PrintLog(LogLevel.ERROR,
+                     f'委托失败[{self.tradeTarget.targetName()}] grid-{gridIdx}: '
+                     f'order_id={order_error.order_id}, error_id={order_error.error_id}, '
+                     f'error_msg={order_error.error_msg}')
+        except Exception as e:
+            PrintLog(LogLevel.ERROR,
+                     f'委托失败处理异常[{self.tradeTarget.stock_code}]: {str(e)}')
         finally:
             self.dataUpdateLock.release()
 
+    # ── 事件回调: 订单成交 ────────────────────────────────────
+
+    def onOrderTrade(self, trade: XtTrade):
+        """
+        QMT 委托成交通知回调
+
+        成交后:
+          1. 更新网格索引（卖出上移 / 买入下移）
+          2. 如果是建仓单成交: status 0→1, 记录建仓价
+          3. 如果是网格单成交: 累计网格匹配次数和总利润
+          4. 从 orderGrid 删除已成交订单
+          5. 持久化状态到数据库
+          6. 调用 refreshGridOrder 挂新的网格单
+
+        trade.order_remark 格式: "{type},{gridIdx},{stockCode}"
+        """
+        parsed = self._filter_event(trade.order_remark, trade.strategy_name)
+        if parsed is None:
+            return
+        orderType, gridIdx, _ = parsed
+
+        PrintLog(LogLevel.INFO,
+                 f'|- 委托成交通知'
+                 f'[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name}-{trade.order_id}] : '
+                 f'{trade.order_id}')
+
+        self.dataUpdateLock.acquire()
+        try:
+            desc: str = ""  # 用于日志展示的成交类型描述
+
+            # ── 分支1: 建仓单成交 ──
+            if orderType == OrderTypeInit:
+                PrintLog(LogLevel.INFO,
+                         f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] '
+                         f'- 建仓单成交')
+                # 状态切换: 未建仓(0) → 已建仓(1)
+                self.tradeTarget.status = 1  # type: ignore
+                # 记录建仓价格
+                self.tradeTarget.init_price = trade.traded_price  # type: ignore
+                PrintLog(LogLevel.INFO,
+                         f'|- [DEBUG] 建仓单成交: '
+                         f'grid_index {self.tradeTarget.grid_index} → 1')
+                # 建仓后网格索引固定为 1（价格网格最高点）
+                self.tradeTarget.grid_index = 1  # type: ignore
+                desc = "建仓单"
+
+            # ── 分支2: 网格单成交 ──
+            else:
+                PrintLog(LogLevel.INFO,
+                         f'|- 委托成交通知[{self.tradeTarget.targetName()}-{trade.order_id}] '
+                         f'- 网格单成交')
+                oriIdx = self.tradeTarget.grid_index  # 记录原网格位置（用于日志）
+
+                # 判断成交方向: gridIdx > currentIdx → 买入成交（下移）
+                if gridIdx > self.tradeTarget.grid_index:
+                    desc = "下移一格"
+                    self.tradeTarget.grid_index += 1
+
+                # 判断成交方向: gridIdx < currentIdx → 卖出成交（上移）
+                elif gridIdx < self.tradeTarget.grid_index:
+                    desc = "上移一格"
+                    # 累计统计
+                    self.tradeTarget.grid_match_count += 1     # 网格匹配次数+1
+                    self.tradeTarget.grid_total_profit += (
+                        self.tradeTarget.grid_size * trade.traded_volume
+                    )  # 累计利润 = 网格间距 × 成交量
+                    self.tradeTarget.grid_index -= 1
+
+                # gridIdx == currentIdx: 理论上不应出现（同一个位置不会挂单给自己）
+                else:
+                    desc = "保持格, 理论上不应该输出"
+
+                PrintLog(LogLevel.INFO,
+                         f'|- 委托成交通知'
+                         f'[{self.tradeTarget.stock_code}-{self.tradeTarget.stock_name} - '
+                         f'原网格位置 {oriIdx}, 现网格位置 {self.tradeTarget.grid_index}')
+
+            # ── 成交后处理 ──
+            # 1. 持久化状态到数据库
+            self.saveProxy()
+            # 2. 从 orderGrid 中删除已成交的订单（pop 防重复推送 KeyError）
+            self.orderGrid.pop(gridIdx, None)
+
+            # 3. 打印成交报告
+            PrintLog(LogLevel.INFO,
+                     f"|- 成交报告[{self.tradeTarget.targetName()}] : "
+                     f"====================================")
+            PrintLog(LogLevel.INFO,
+                     f"|- 标的[{self.tradeTarget.targetName()}] "
+                     f"{desc}-单号{trade.order_id}已成交 ")
+            PrintLog(LogLevel.INFO,
+                     f'   成交价: {trade.traded_price} 成交量: {trade.traded_volume}')
+            PrintLog(LogLevel.INFO,
+                     f'   手续费  : {trade.commission:.3f}')
+
+            # 4. 刷新网格订单：在新的 grid_index 上下重新挂买卖单
+            self.refreshGridOrder()
+
+        finally:
+            self.dataUpdateLock.release()
+
+    # ── 工具方法 ──────────────────────────────────────────────
+
+    def _make_remark(self, order_tag: str, grid_idx: int) -> str:
+        """构建订单 remark: '{type},{gridIdx},{stockCode}'"""
+        return f'{order_tag},{grid_idx},{self.tradeTarget.stock_code}'
+
+    @staticmethod
+    def _parse_remark(remark: str):
+        """
+        解析订单 remark → (orderType:str, gridIdx:int, stockCode:str)
+        格式不符返回 None
+        """
+        if not remark:
+            return None
+        parts = remark.split(',')
+        if len(parts) < 3:
+            return None
+        try:
+            return parts[0], int(parts[1]), parts[2]
+        except (ValueError, IndexError):
+            return None
+
+    def _filter_event(self, remark: str, strategy_name: str):
+        """
+        事件过滤器：解析 remark 并校验是否属于本策略本标的
+        通过返回 parsed tuple，不通过返回 None
+        """
+        parsed = self._parse_remark(remark)
+        if parsed is None:
+            return None
+        if strategy_name != self.getName() or self.tradeTarget.stock_code != parsed[2]:
+            return None
+        return parsed
 
     def getName(self):
+        """返回策略名称，用于在 QMT 中标识订单归属"""
         return "SFGRID"
 
     def saveProxy(self):
-        PrintLog(LogLevel.DEBUG, f'|- [DEBUG] saveProxy: {self.tradeTarget.targetName()} grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}')
+        """
+        持久化 tradeTarget 到数据库，并发布 UI 更新事件
+
+        每次状态变更后调用，确保数据库与内存一致，
+        同时通知 UI 刷新表格显示。
+        """
+        PrintLog(LogLevel.DEBUG,
+                 f'|- [DEBUG] saveProxy: {self.tradeTarget.targetName()} '
+                 f'grid_index={self.tradeTarget.grid_index}, status={self.tradeTarget.status}')
         rc = self.tradeTarget.save()
         event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
         return rc

starter.py

@@ -1,24 +1,24 @@
 # coding:utf-8
 import os
+import sys
 import tkinter as tk
 from tkinter import ttk, filedialog, messagebox
 import configparser
-from core.main_ui import MainWindow
 import config as sdConstants
 
 class ConfigWindow:
     def __init__(self, root):
         self.root = root
         self.root.title("系统配置")
-        self.root.geometry("500x250")
+        self.root.geometry("500x300")
         self.root.resizable(False, False)
         
         # 居中显示
         self.root.withdraw()  # 先隐藏窗口
         self.root.update_idletasks()
         x = (self.root.winfo_screenwidth() // 2) - (500 // 2)
-        y = (self.root.winfo_screenheight() // 2) - (250 // 2)
-        self.root.geometry(f"500x250+{x}+{y}")
+        y = (self.root.winfo_screenheight() // 2) - (300 // 2)
+        self.root.geometry(f"500x300+{x}+{y}")
         self.root.deiconify()  # 再显示窗口
         
         self.miniQMTPath = tk.StringVar()
@@ -54,6 +54,15 @@ class ConfigWindow:
         account_entry = ttk.Entry(account_frame, textvariable=self.account_no, width=40)
         account_entry.pack(side=tk.LEFT, padx=(10, 0))
 
+        # 模拟模式复选框
+        self.use_simulated = tk.BooleanVar(value=False)
+        simulated_check = ttk.Checkbutton(
+            main_frame,
+            text="使用模拟交易模式（无需真实 QMT 连接）",
+            variable=self.use_simulated
+        )
+        simulated_check.pack(fill=tk.X, pady=5)
+        
         # 说明文本
         info_label = ttk.Label(
             main_frame, 
@@ -100,6 +109,7 @@ class ConfigWindow:
         config['config'] = {
             'miniQMTPath': mini_qmt_path.replace('\\', '/'),
             'account_no': account_number,
+            'use_simulated_qmt': str(self.use_simulated.get()),
             'log_level': 'INFO'
         }
         
@@ -118,26 +128,29 @@ def check_and_create_config():
     config_window = ConfigWindow(root)
     root.mainloop()
 
-def ask_mode():
-    """询问用户选择模式"""
-    root = tk.Tk()
-    root.withdraw()  # 隐藏主窗口
-    result = messagebox.askyesno(
-        "选择交易模式",
-        "是否使用模拟交易模式？\n\n" +
-        "是 → 模拟交易（无需 miniQMT，可在 macOS/Linux 运行）\n" +
-        "否 → 真实交易（需要 Windows + miniQMT）"
-    )
-    root.destroy()
-    return result
+def resolve_simulated_mode() -> bool:
+    """确定是否使用模拟模式（CLI > 配置文件 > 默认 real）"""
+    if '--simulated' in sys.argv:
+        print('[配置] 命令行指定: 模拟交易模式')
+        return True
+
+    if sdConstants.exist_config():
+        sdConstants.initConfig()
+        if sdConstants.use_simulated_qmt:
+            print('[配置] 配置文件指定: 模拟交易模式')
+            return True
+
+    print('[配置] 默认: 真实交易模式')
+    return False
+
 
 def initialize_system():
     """初始化系统"""
+    simulated = resolve_simulated_mode()
+    sdConstants.use_simulated_qmt = simulated
 
     try:
-        # 询问用户选择模式
-        if ask_mode():
-            # 模拟模式
+        if simulated:
             from core.qmt_dummy import qmtv as selected_qmtv
             print("[模拟模式] 使用模拟交易器")
             sdConstants.miniQMTPath = '/dummy/path'
@@ -145,16 +158,17 @@ def initialize_system():
             sdConstants.log_level = 'INFO'
             selected_qmtv.init_qmtv()
             selected_qmtv.connect()
+            from core.main_ui import MainWindow
             window = MainWindow(sdConstants.log_level)
             window.run()
         else:
-            # 真实 QMT 模式
             from core.qmt_real import qmtv as selected_qmtv
             while True:
                 if sdConstants.exist_config() and sdConstants.initConfig():
                     selected_qmtv.init_qmtv()
                     connected = selected_qmtv.connect()
                     if connected:
+                        from core.main_ui import MainWindow
                         window = MainWindow(sdConstants.log_level)
                         window.run()
                         break