diff --git a/config.py b/config.py index 04aaebb..25291b9 100644 --- a/config.py +++ b/config.py @@ -22,30 +22,37 @@ def get_config_path() -> Path: return base_path / 'config.ini' -def create_default_config(): +def save_config(miniQmtPath:str, account_no:str): """创建默认配置文件""" config = configparser.ConfigParser() config['config'] = { - 'miniQMTPath': r'D:/Programs/QMT/userdata_mini', - 'account_no': '00000000', - 'log_level' : 'INFO' + 'miniQMTPath': miniQmtPath, + 'account_no': account_no } config_path = get_config_path() with open(config_path, 'w') as configfile: config.write(configfile) print(f'已创建默认配置文件: {config_path}') -def initConfig(): - global miniQMTPath, grid_price, grid_volume, account_no +def exist_config() -> bool: + """检查配置文件是否存在""" + config_path = get_config_path() + return config_path.exists() + +def initConfig() -> bool: + global miniQMTPath, account_no # 获取配置文件路径 config_path = get_config_path() - # 检查配置文件是否存在，不存在则创建 - if not config_path.exists(): - create_default_config() - config = configparser.ConfigParser() config.read(config_path, encoding='utf-8') miniQMTPath = config.get('config','miniQMTPath') account_no = config.get('config','account_no') + + # 判断miniQMTPath是否为空，并且目录是否存在 + if not miniQMTPath or not Path(miniQMTPath).exists(): + print('请先配置miniQMTPath') + return False + else: + return True diff --git a/core/main_ui.py b/core/main_ui.py index 08cbee7..07c8bae 100644 --- a/core/main_ui.py +++ b/core/main_ui.py @@ -18,15 +18,6 @@ class MainWindow: self.strategy_frames = {} # 日志面板可见性标志 self.log_visible = False - result:bool = qmtv.connect() - - if not result: - messagebox.showinfo("提示", "QMT连接失败，请修改配置文件。") - self.root.destroy() - return - - # 创建界面 - print(f'创建界面') self.create_ui() diff --git a/grid_strage.py b/grid_strage.py new file mode 100644 index 0000000..24a7572 --- /dev/null +++ b/grid_strage.py @@ -0,0 +1,259 @@ +from kuanke.wizard import * +from jqdata import * +import pandas as pd +import numpy as np + +# ==================== 初始化 ==================== +def initialize(context): + set_params(context) + # 开启防未来函数 + set_option('avoid_future_data', True) + # 用真实价格交易 + set_option('use_real_price', True) + # 过滤order中低于error级别的日志 + log.set_level('order', 'error') + log.set_level('system', 'error') + log.set_level('strategy', 'debug') + + set_benchmark('000001.XSHG') + set_order_cost(OrderCost(open_tax=0, close_tax=0.001, open_commission=0.0002, close_commission=0.0002, min_commission=5), type='stock') + set_slippage(FixedSlippage(0.01)) + + run_daily(before_trading, '9:30') + +# -------------------- 参数设置 -------------------- +def set_params(context): + context.max_price = 6 + context.min_price = 5.01 + context.grid_base_min = 1 # 最小价格 + context.grid_base_max = 5 # 建仓价格 + context.grid_interval = 0.5 # 下跌n元加仓 + context.profit_target = 0.5 # 上涨n元清仓 + + context.min_stocks = 10 + context.max_stocks = 25 + context.base_max_stocks = 25 + context.max_layers = 7 + + context.base_position_pct = 0.15 + context.max_position_pct = 0.15 + context.target_usage = 0.98 + context.reserve_ratio = 0.02 + + context.first_round_max = 10 + context.add_batch_size = 3 + context.add_cash_threshold = 0.4 + + g.stock_pool = [] + g.grid_info = {} + g.monitoring_stocks = set() + g.first_round_done = False + + + +# ==================== 盘前 ==================== +def before_trading(context): + january_clear(context) + if context.current_dt.month == 1: + return + stock_pool = get_stock_pool(context) + g.stock_pool = stock_pool + g.monitoring_stocks.update([s for s in stock_pool if s not in g.grid_info]) + g.first_round_done = len(g.grid_info) >= context.first_round_max + +# -------------------- 股票池 -------------------- +def get_stock_pool(context): + # 1. 全部 A 股（不含退市） + df_sec = get_all_securities(types=['stock'], date=context.previous_date) + codes = list(df_sec.index) + + # 2. 过滤 ST、科创板、北交所 + def is_valid(code): + name = df_sec.loc[code, 'display_name'] + if 'ST' in name or '退' in name or 'st' in name: + return False + if code.startswith('688'): # 科创板 + return False + if code.startswith('83') or code.startswith('87') or code.startswith('9'): # 北交所 + return False + return True + + codes = [c for c in codes if is_valid(c)] + + if not codes: + return [] + + # 3. 过滤停牌 & 价格区间 + try: + price_df = get_price(codes, + end_date=context.current_dt, + count=1, + fields=['pre_close'], + panel=False) + + if price_df is None or price_df.empty: + return [] + + # 过滤价格区间 + price_df = price_df[ + (price_df['pre_close'].notna()) & + (price_df['pre_close'] >= context.min_price) & + (price_df['pre_close'] <= context.max_price) + ] + + valid_codes = price_df['code'].tolist() + + except Exception as e: + log.error(f"获取价格数据失败: {e}") + return [] + + if not valid_codes: + return [] + + # 4. 过滤停牌（开盘价缺失） + try: + open_df = get_price(valid_codes, + end_date=context.current_dt, + count=1, + fields=['open'], + panel=False) + + if open_df is None or open_df.empty: + return [] + + # 过滤掉开盘价为空的股票 + open_df = open_df[open_df['open'].notna()] + final_codes = open_df['code'].tolist() + + except Exception as e: + log.error(f"获取开盘价数据失败: {e}") + return [] + + return final_codes + +# -------------------- 一月清仓 -------------------- +def january_clear(context): + if context.current_dt.month == 1: + log.info("进入1月，执行年度清仓...") + for stock in list(context.portfolio.positions.keys()): + order_target(stock, 0) + if stock in g.grid_info: + del g.grid_info[stock] + g.monitoring_stocks.add(stock) + +# ==================== 盘中 ==================== +def handle_data(context, data): + if context.current_dt.month == 1: + return + manage_positions(context, data) + usage = (context.portfolio.total_value - context.portfolio.available_cash) / context.portfolio.total_value + dynamic_max = get_dynamic_max_stocks(context) + if len(g.grid_info) < dynamic_max and usage < context.target_usage: + try_build_new(context, data) + +# -------------------- 动态上限 -------------------- +def get_dynamic_max_stocks(context): + return context.max_stocks if g.first_round_done else context.first_round_max + +# -------------------- 建仓 -------------------- +def try_build_new(context, data): + position_pct = context.max_position_pct + dynamic_max = get_dynamic_max_stocks(context) + count = 0 + for stock in list(g.monitoring_stocks): + if len(g.grid_info) >= dynamic_max or count >= 3: + break + + price = data[stock].close + if context.grid_base_min <= price <= context.grid_base_max: + total_value = context.portfolio.total_value + stock_amount = total_value * position_pct + grid = GridInfo(price, stock_amount, context.max_layers, context.grid_interval, context.profit_target) + layer_amount = grid.get_layer_amount(0) + buy_amount = int(layer_amount / price / 100) * 100 + if buy_amount > 0: + order(stock, buy_amount) + grid.add_position(price, buy_amount, 0) + g.grid_info[stock] = grid + g.monitoring_stocks.discard(stock) + count += 1 + log.info(f"[建仓] {stock} 价格{price:.2f} 数量{buy_amount}") + +# -------------------- 管理持仓 -------------------- +def manage_positions(context, data): + for stock, grid in list(g.grid_info.items()): + + price = data[stock].close + + # 止盈 + sellable = grid.get_sellable_positions(price) + if sellable: + for idx, pos in reversed(sellable): + order(stock, -pos['amount']) + grid.remove_position(idx) + profit = (price - pos['price']) * pos['amount'] + log.info(f"[止盈] {stock} 盈利{profit:.2f}") + + # 加仓 + layer = grid.should_add_layer(price) + if layer is not None: + layer_amount = grid.get_layer_amount(layer) + buy_amount = int(layer_amount / price / 100) * 100 + if buy_amount > 0: + order(stock, buy_amount) + grid.add_position(price, buy_amount, layer) + log.info(f"[加仓] {stock} 层级{layer} 数量{buy_amount}") + else: + log.info(f"[加仓失败] {stock} 层级{layer} 金额不足") + + # 清仓 + if len(grid.positions) == 0: + del g.grid_info[stock] + g.monitoring_stocks.add(stock) + log.info(f"[清仓] {stock}") + +# ==================== 盘后 ==================== +def after_trading_end(context): + log.info(f"持仓数：{len(g.grid_info)}，监控数：{len(g.monitoring_stocks)}") + +# ==================== 网格类 ==================== +class GridInfo: + def __init__(self, base_price, total_amount, max_layers, interval, profit_target): + self.base_price = float(base_price) + self.total_amount = float(total_amount) + self.max_layers = int(max_layers) + self.interval = float(interval) + self.profit_target = float(profit_target) + self.layer_prices = {i: base_price - i * interval for i in range(self.max_layers)} + self.layer_weights = self._calc_weights() + self.positions = [] + + def _calc_weights(self): + weights = {i: 1.0 + 0.05 * i for i in range(self.max_layers)} + total = sum(list(weights.values())) + return {k: v / total for k, v in weights.items()} + + def get_layer_amount(self, layer): + return self.total_amount * self.layer_weights[layer] + + def add_position(self, price, amount, layer): + self.positions.append({'price': price, 'amount': amount, 'layer': layer}) + + def get_sellable_positions(self, current_price): + return [(i, p) for i, p in enumerate(self.positions) if current_price >= p['price'] + self.profit_target] + + def remove_position(self, index): + return self.positions.pop(index) + + def should_add_layer(self, current_price): + for layer in range(self.max_layers): + target = self.layer_prices[layer] + diff = abs(current_price - target) + + # 获取该层级的所有持仓 + layer_positions = [p for p in self.positions if p['layer'] == layer] + has_position = len(layer_positions) > 0 + + if diff <= 0.1 and not has_position: + return layer + return None \ No newline at end of file diff --git a/logo.png b/logo.png new file mode 100644 index 0000000..287922f Binary files /dev/null and b/logo.png differ diff --git a/starter.py b/starter.py index 379284a..0249097 100644 --- a/starter.py +++ b/starter.py @@ -1,11 +1,153 @@ # coding:utf-8 -from core.database import db +import os +import tkinter as tk +from tkinter import ttk, filedialog, messagebox +import configparser from core.main_ui import MainWindow import config as sdConstants from core.qmt import qmtv +class ConfigWindow: + def __init__(self, root): + self.root = root + self.root.title("系统配置") + self.root.geometry("500x250") + 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}") + self.root.deiconify() # 再显示窗口 + + self.miniQMTPath = tk.StringVar() + self.account_no = tk.StringVar() + + self.create_widgets() + + def create_widgets(self): + # 创建主框架 + main_frame = ttk.Frame(self.root, padding="20") + main_frame.pack(fill=tk.BOTH, expand=True) + + # miniQMT路径配置 + path_frame = ttk.Frame(main_frame) + path_frame.pack(fill=tk.X, pady=5) + + path_label = ttk.Label(path_frame, text="miniQMT路径:") + path_label.pack(side=tk.LEFT) + + path_entry = ttk.Entry(path_frame, textvariable=self.miniQMTPath, width=40) + path_entry.pack(side=tk.LEFT, padx=(10, 5), fill=tk.X, expand=True) + + browse_btn = ttk.Button(path_frame, text="浏览", command=self.browse_folder) + browse_btn.pack(side=tk.LEFT) + + # 资金账号配置 + account_frame = ttk.Frame(main_frame) + account_frame.pack(fill=tk.X, pady=5) + + account_label = ttk.Label(account_frame, text="资金账号:") + account_label.pack(side=tk.LEFT) + + account_entry = ttk.Entry(account_frame, textvariable=self.account_no, width=40) + account_entry.pack(side=tk.LEFT, padx=(10, 0)) + + # 说明文本 + info_label = ttk.Label( + main_frame, + text="请配置miniQMT的userdata_mini路径和资金账号\n路径示例: D:/Programs/DTQMT/userdata_mini", + foreground="gray" + ) + info_label.pack(pady=10) + + # 按钮框架 + button_frame = ttk.Frame(main_frame) + button_frame.pack(fill=tk.X, pady=10) + + save_btn = ttk.Button(button_frame, text="保存配置", command=self.save_config) + save_btn.pack(side=tk.RIGHT) + + cancel_btn = ttk.Button(button_frame, text="取消", command=self.root.destroy) + cancel_btn.pack(side=tk.RIGHT, padx=(0, 10)) + + def browse_folder(self): + folder_selected = filedialog.askdirectory() + if folder_selected: + self.miniQMTPath.set(folder_selected) + + def save_config(self): + mini_qmt_path = self.miniQMTPath.get().strip() + account_number = self.account_no.get().strip() + + # 检查miniQMT路径 + if not mini_qmt_path: + messagebox.showerror("错误", "请选择miniQMT路径") + return + + if not os.path.exists(mini_qmt_path): + messagebox.showerror("错误", "miniQMT路径不存在") + return + + # 检查账号 + if not account_number: + messagebox.showerror("错误", "请输入资金账号") + return + + # 保存配置 + config = configparser.ConfigParser() + config['config'] = { + 'miniQMTPath': mini_qmt_path.replace('\\', '/'), + 'account_no': account_number, + 'log_level': 'INFO' + } + + config_path = sdConstants.get_config_path() + try: + with open(config_path, 'w') as configfile: + config.write(configfile) + messagebox.showinfo("成功", "配置已保存") + self.root.destroy() + except Exception as e: + messagebox.showerror("错误", f"保存配置失败: {str(e)}") + +def check_and_create_config(): + """检查配置文件，如果不存在则打开配置窗口""" + root = tk.Tk() + config_window = ConfigWindow(root) + root.mainloop() + +def initialize_system(): + """初始化系统""" + + try: + while True: + # 初始化配置 + if sdConstants.exist_config() and sdConstants.initConfig(): + # 初始化qmtv + qmtv.init_qmtv() + connected = qmtv.connect() + if connected: + # 连接成功，启动主窗口 + window = MainWindow() + window.run() + break + else: + option = messagebox.askokcancel("连接失败", "QMT连接失败，请检查") + if option: + check_and_create_config() + else: + break + else: + option = messagebox.askokcancel("错误", "请检查配置") + if option: + check_and_create_config() + else: + break + except Exception as e: + messagebox.showerror("错误", f"系统初始化失败: {str(e)}") + if __name__ == '__main__': - sdConstants.initConfig() - qmtv.init_qmtv() - window = MainWindow() - window.run() + initialize_system() \ No newline at end of file diff --git a/starter.spec b/starter.spec index 16d04d6..f717274 100644 --- a/starter.spec +++ b/starter.spec @@ -21,7 +21,7 @@ exe = EXE( a.binaries, a.datas, [], - name='starter', + name='神之一手', debug=False, bootloader_ignore_signals=False, strip=True, # 去除调试符号 @@ -34,4 +34,5 @@ exe = EXE( target_arch=None, codesign_identity=None, entitlements_file=None, + icon='logo.png' # 添加图标文件 ) \ No newline at end of file