init

callbacks.py

@@ -0,0 +1,68 @@
+
+from xttrader import XtQuantTraderCallback
+import datetime
+
+class MyXtQuantTraderCallback(XtQuantTraderCallback):
+
+    def on_disconnected(self):
+        """
+        连接断开
+        :return:
+        """
+        print(datetime.datetime.now(), '连接断开回调')
+
+    def on_stock_order(self, order):
+        """
+        委托回报推送
+        :param order: XtOrder对象
+        :return:
+        """
+        print(datetime.datetime.now(), '委托回调 投资备注', order.order_remark)
+
+    def on_stock_trade(self, trade):
+        """
+        成交变动推送
+        :param trade: XtTrade对象
+        :return:
+        """
+        print(datetime.datetime.now(), '成交回调', trade.order_remark, f"委托方向(48买 49卖) {trade.offset_flag} 成交价格 {trade.traded_price} 成交数量 {trade.traded_volume}")
+
+    def on_order_error(self, order_error):
+        """
+        委托失败推送
+        :param order_error:XtOrderError 对象
+        :return:
+        """
+        # print("on order_error callback")
+        # print(order_error.order_id, order_error.error_id, order_error.error_msg)
+        print(f"委托报错回调 {order_error.order_remark} {order_error.error_msg}")
+
+    def on_cancel_error(self, cancel_error):
+        """
+        撤单失败推送
+        :param cancel_error: XtCancelError 对象
+        :return:
+        """
+        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
+
+    def on_order_stock_async_response(self, response):
+        """
+        异步下单回报推送
+        :param response: XtOrderResponse 对象
+        :return:
+        """
+        print(f"异步委托回调 投资备注: {response.order_remark}")
+
+    def on_cancel_order_stock_async_response(self, response):
+        """
+        :param response: XtCancelOrderResponse 对象
+        :return:
+        """
+        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
+
+    def on_account_status(self, status):
+        """
+        :param response: XtAccountStatus 对象
+        :return:
+        """
+        print(datetime.datetime.now(), sys._getframe().f_code.co_name)

sfgrid.py

@@ -0,0 +1,122 @@
+# coding:utf-8
+import threading
+import time, sys
+sys.stdout.reconfigure(encoding='utf-8')  # 设置标准输出编码为UTF-8
+import strategy_db
+from trade_thread import StockTradeThread
+from util import getInstrumentName
+from xtquant.xttrader import XtQuantTrader
+from xtquant.xttype import StockAccount
+
+
+class SFGridController:
+    def __init__(self, account_no: str = '99082560'):
+        print('\n=== 数据库模块初始化 ===\n')
+        strategy_db.db.connect()
+        strategy_db.db.create_tables([strategy_db.TradeTarget])
+
+
+        print('\n=== 三疯网络策略控制器初始化 ===\n')
+        self.init_instrument_pool()
+        self.init_trader(r'D:\\Programs\\DTQMT\\userdata_mini')
+        self.init_trade_account(account_no, 'STOCK')
+        self.grid_price = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1]
+        print('\n=== 三疯网络策略控制器初始化完成 ===\n')
+    
+    def add_trade_target(self, stock_code):
+        try:
+            stock_name = getInstrumentName(stock_code)
+            new_target = strategy_db.TradeTarget.create(
+                stock_name=stock_name,
+                stock_code=stock_code,
+                current_position=0,
+                grid_index=0,
+                last_trade_price=0.0,
+                current_buy_price=0.0,
+                current_sell_price=0.0
+            )
+            new_target.save()
+            print(f'新增交易标的 {stock_code} {stock_name}, {new_target.id}')
+        except Exception as e:
+            print(f'新增交易标的失败 {stock_code} {e}')
+
+    def init_instrument_pool(self):
+        self.instrument_pool = strategy_db.TradeTarget.select()
+        print(f'初始化标的池初始化完成, {self.instrument_pool}')
+    
+    def init_trader(self, path):
+        session_id = int(time.time())
+        self.xt_trader = XtQuantTrader(path, session_id)
+        self.xt_trader.start()
+        self.xt_trader.connect()
+        print(f'交易对象初始化完成, {self.xt_trader.connected}',)
+
+    def init_trade_account(self, account_id, account_type):
+        self.account= StockAccount(account_id, account_type)
+        print(f'交易账号对象初始化完成, {self.account}')
+
+    def print_account_info(self):
+        account_info = self.xt_trader.query_stock_asset(self.account)
+        
+        print(f"\n=== 账户信息 {self.account.account_id} ===")
+        print(f"可用资金: {account_info.m_dCash}")
+        print(f"总资产: {account_info.m_dTotalAsset}")
+        print(f"证券市值: {account_info.m_dMarketValue}")
+
+        positions = self.xt_trader.query_stock_positions(self.account)
+        if positions:
+            print("\n=== 持仓信息 ===")
+            for pos in positions:
+                if pos.m_nVolume <=0:
+                    continue
+                print(f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
+                print(f"总持仓: {pos.m_nVolume}")
+                print(f"可用持仓: {pos.m_nCanUseVolume}")
+                print(f"持仓成本: {pos.avg_price}")
+                print("---")
+        else:
+            print("\n当前无持仓")
+    
+    def print_stock_orders(self):
+        orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
+        if orders:
+            print("\n=== 委托信息 ===")
+            for order in orders:
+                print(f"委托编号: {order.order_id}")
+                print(f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
+                print(f"委托方向: {order.offset_flag} ")
+                print(f"委托价格: {order.price}")
+                print(f"委托数量: {order.order_volume}")
+                print(f"已成交数量: {order.traded_volume}")
+                print(f"委托状态: {order.order_status} ")
+                print("---")
+        else:
+            print("\n当前无委托记录")
+
+    def interact(self):
+        """执行后进入repl模式"""
+        import code
+        code.InteractiveConsole(locals=globals()).interact()
+
+    def init_stock_trade_threads(self):
+        for stock_code in self.instrument_pool:
+            new_job = StockTradeThread(stock_code)
+            new_job.name = f"StockTradeThread-{stock_code}"
+            new_job.start()
+
+    def stock_trade_thread(self, stock_code):
+        print(f"启动标的交易线程 {stock_code} {getInstrumentName(stock_code)}\n")
+        threading.Event().wait(2)  # 模拟交易操作的等待时间
+
+
+if __name__ == '__main__':
+    ctrl = SFGridController('99082560')
+    ctrl.print_account_info()
+    ctrl.print_stock_orders()
+
+    ctrl.init_stock_trade_threads()
+
+    # 交互阻塞
+    ctrl.interact()
+
+

strategy_db.py

@@ -0,0 +1,20 @@
+from peewee import SqliteDatabase, Model, CharField, IntegerField, FloatField
+
+# 连接到SQLite数据库
+db = SqliteDatabase('example.db')
+
+# 定义基础模型类
+class BaseModel(Model):
+    class Meta:
+        database = db
+
+# 定义Target类，对应targets表
+class TradeTarget(BaseModel):
+    stock_code = CharField(unique=True)
+    stock_name = CharField()
+    current_position = IntegerField()
+    grid_index = IntegerField()
+    last_trade_price = FloatField()
+    current_buy_price = FloatField()
+    current_sell_price = FloatField()
+    status = IntegerField(default=1)  # 1表示启用，0表示停止

trade_thread.py

@@ -0,0 +1,33 @@
+import threading
+import time
+from strategy_db import TradeTarget
+from util import getInstrumentName, getStockPosition
+from xtquant import xttrader
+from xtquant.xttype import StockAccount
+
+class StockTradeThread(threading.Thread):
+    def __init__(self, tradeTarget: TradeTarget, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
+        super().__init__() #必须调用父类的初始化方法
+        self.tradeTarget = tradeTarget
+        self.xt_trader = xt_trader
+        self.account = account
+
+    def run(self) -> None:
+        print(f"启动标的交易线程 {self.tradeTarget.stock_code} {getInstrumentName(self.tradeTarget.stock_code)}\n")
+        while True:
+            print('{} is running >> {}'.format(threading.current_thread().name, self.tradeTarget.stock_code))
+            time.sleep(2)
+    
+    
+    # Description: 程序启动后
+    def check_stock_position(self):
+        volume = getStockPosition(self.stock_code, self.xt_trader, self.account)
+        pass
+
+    # Description: 新标的，建基础仓
+    def init_stock_position(self):
+        pass
+
+    # Description: 双向下单
+    def two_way_order(self):
+        pass

util.py

@@ -0,0 +1,18 @@
+from xtquant import xtdata, xttrader
+from xtquant.xttype import StockAccount
+
+def getInstrumentName(stock_code):
+    # print(f"getInstrumentName: 获取标的名称 {stock_code}")
+    detail = xtdata.get_instrument_detail(stock_code, False)
+    return detail['InstrumentName']
+
+
+def getStockPosition(stock_code: str, xt_trader: xttrader.XtQuantTrader, account: StockAccount):
+    volume = 0
+    positions = xt_trader.query_stock_positions(account)
+    if positions:
+        for pos in positions:
+            if pos.stock_code == stock_code:
+                volume = pos.m_nVolume
+                break
+    return volume