release
This commit is contained in:
@@ -22,30 +22,37 @@ def get_config_path() -> Path:
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return base_path / 'config.ini'
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def create_default_config():
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def save_config(miniQmtPath:str, account_no:str):
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"""创建默认配置文件"""
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config = configparser.ConfigParser()
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config['config'] = {
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'miniQMTPath': r'D:/Programs/QMT/userdata_mini',
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'account_no': '00000000',
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'log_level' : 'INFO'
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'miniQMTPath': miniQmtPath,
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'account_no': account_no
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}
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config_path = get_config_path()
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with open(config_path, 'w') as configfile:
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config.write(configfile)
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print(f'已创建默认配置文件: {config_path}')
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def initConfig():
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global miniQMTPath, grid_price, grid_volume, account_no
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def exist_config() -> bool:
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"""检查配置文件是否存在"""
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config_path = get_config_path()
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return config_path.exists()
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def initConfig() -> bool:
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global miniQMTPath, account_no
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# 获取配置文件路径
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config_path = get_config_path()
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# 检查配置文件是否存在，不存在则创建
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if not config_path.exists():
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create_default_config()
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config = configparser.ConfigParser()
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config.read(config_path, encoding='utf-8')
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miniQMTPath = config.get('config','miniQMTPath')
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account_no = config.get('config','account_no')
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# 判断miniQMTPath是否为空，并且目录是否存在
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if not miniQMTPath or not Path(miniQMTPath).exists():
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print('请先配置miniQMTPath')
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return False
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else:
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return True
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@@ -18,15 +18,6 @@ class MainWindow:
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self.strategy_frames = {}
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# 日志面板可见性标志
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self.log_visible = False
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result:bool = qmtv.connect()
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if not result:
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messagebox.showinfo("提示", "QMT连接失败，请修改配置文件。")
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self.root.destroy()
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return
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# 创建界面
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print(f'创建界面')
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self.create_ui()
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+259
@@ -0,0 +1,259 @@
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from kuanke.wizard import *
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from jqdata import *
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import pandas as pd
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import numpy as np
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# ==================== 初始化 ====================
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def initialize(context):
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set_params(context)
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# 开启防未来函数
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set_option('avoid_future_data', True)
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# 用真实价格交易
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set_option('use_real_price', True)
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# 过滤order中低于error级别的日志
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log.set_level('order', 'error')
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log.set_level('system', 'error')
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log.set_level('strategy', 'debug')
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set_benchmark('000001.XSHG')
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set_order_cost(OrderCost(open_tax=0, close_tax=0.001, open_commission=0.0002, close_commission=0.0002, min_commission=5), type='stock')
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set_slippage(FixedSlippage(0.01))
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run_daily(before_trading, '9:30')
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# -------------------- 参数设置 --------------------
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def set_params(context):
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context.max_price = 6
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context.min_price = 5.01
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context.grid_base_min = 1 # 最小价格
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context.grid_base_max = 5 # 建仓价格
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context.grid_interval = 0.5 # 下跌n元加仓
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context.profit_target = 0.5 # 上涨n元清仓
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context.min_stocks = 10
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context.max_stocks = 25
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context.base_max_stocks = 25
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context.max_layers = 7
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context.base_position_pct = 0.15
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context.max_position_pct = 0.15
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context.target_usage = 0.98
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context.reserve_ratio = 0.02
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context.first_round_max = 10
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context.add_batch_size = 3
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context.add_cash_threshold = 0.4
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g.stock_pool = []
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g.grid_info = {}
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g.monitoring_stocks = set()
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g.first_round_done = False
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# ==================== 盘前 ====================
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def before_trading(context):
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january_clear(context)
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if context.current_dt.month == 1:
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return
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stock_pool = get_stock_pool(context)
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g.stock_pool = stock_pool
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g.monitoring_stocks.update([s for s in stock_pool if s not in g.grid_info])
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g.first_round_done = len(g.grid_info) >= context.first_round_max
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# -------------------- 股票池 --------------------
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def get_stock_pool(context):
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# 1. 全部 A 股（不含退市）
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df_sec = get_all_securities(types=['stock'], date=context.previous_date)
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codes = list(df_sec.index)
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# 2. 过滤 ST、科创板、北交所
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def is_valid(code):
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name = df_sec.loc[code, 'display_name']
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if 'ST' in name or '退' in name or 'st' in name:
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return False
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if code.startswith('688'): # 科创板
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return False
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if code.startswith('83') or code.startswith('87') or code.startswith('9'): # 北交所
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return False
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return True
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codes = [c for c in codes if is_valid(c)]
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if not codes:
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return []
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# 3. 过滤停牌 & 价格区间
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try:
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price_df = get_price(codes,
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end_date=context.current_dt,
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count=1,
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fields=['pre_close'],
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panel=False)
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if price_df is None or price_df.empty:
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return []
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# 过滤价格区间
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price_df = price_df[
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(price_df['pre_close'].notna()) &
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(price_df['pre_close'] >= context.min_price) &
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(price_df['pre_close'] <= context.max_price)
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]
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valid_codes = price_df['code'].tolist()
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except Exception as e:
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log.error(f"获取价格数据失败: {e}")
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return []
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if not valid_codes:
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return []
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# 4. 过滤停牌（开盘价缺失）
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try:
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open_df = get_price(valid_codes,
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end_date=context.current_dt,
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count=1,
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fields=['open'],
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panel=False)
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if open_df is None or open_df.empty:
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return []
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# 过滤掉开盘价为空的股票
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open_df = open_df[open_df['open'].notna()]
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final_codes = open_df['code'].tolist()
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except Exception as e:
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log.error(f"获取开盘价数据失败: {e}")
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return []
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return final_codes
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# -------------------- 一月清仓 --------------------
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def january_clear(context):
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if context.current_dt.month == 1:
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log.info("进入1月，执行年度清仓...")
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for stock in list(context.portfolio.positions.keys()):
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order_target(stock, 0)
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if stock in g.grid_info:
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del g.grid_info[stock]
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g.monitoring_stocks.add(stock)
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# ==================== 盘中 ====================
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def handle_data(context, data):
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if context.current_dt.month == 1:
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return
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manage_positions(context, data)
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usage = (context.portfolio.total_value - context.portfolio.available_cash) / context.portfolio.total_value
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dynamic_max = get_dynamic_max_stocks(context)
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if len(g.grid_info) < dynamic_max and usage < context.target_usage:
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try_build_new(context, data)
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# -------------------- 动态上限 --------------------
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def get_dynamic_max_stocks(context):
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return context.max_stocks if g.first_round_done else context.first_round_max
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# -------------------- 建仓 --------------------
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def try_build_new(context, data):
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position_pct = context.max_position_pct
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dynamic_max = get_dynamic_max_stocks(context)
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count = 0
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for stock in list(g.monitoring_stocks):
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if len(g.grid_info) >= dynamic_max or count >= 3:
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break
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price = data[stock].close
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if context.grid_base_min <= price <= context.grid_base_max:
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total_value = context.portfolio.total_value
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stock_amount = total_value * position_pct
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grid = GridInfo(price, stock_amount, context.max_layers, context.grid_interval, context.profit_target)
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layer_amount = grid.get_layer_amount(0)
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buy_amount = int(layer_amount / price / 100) * 100
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if buy_amount > 0:
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order(stock, buy_amount)
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grid.add_position(price, buy_amount, 0)
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g.grid_info[stock] = grid
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g.monitoring_stocks.discard(stock)
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count += 1
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log.info(f"[建仓] {stock} 价格{price:.2f} 数量{buy_amount}")
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# -------------------- 管理持仓 --------------------
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def manage_positions(context, data):
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for stock, grid in list(g.grid_info.items()):
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price = data[stock].close
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# 止盈
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sellable = grid.get_sellable_positions(price)
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if sellable:
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for idx, pos in reversed(sellable):
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order(stock, -pos['amount'])
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grid.remove_position(idx)
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profit = (price - pos['price']) * pos['amount']
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log.info(f"[止盈] {stock} 盈利{profit:.2f}")
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# 加仓
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layer = grid.should_add_layer(price)
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if layer is not None:
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layer_amount = grid.get_layer_amount(layer)
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buy_amount = int(layer_amount / price / 100) * 100
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if buy_amount > 0:
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order(stock, buy_amount)
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grid.add_position(price, buy_amount, layer)
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log.info(f"[加仓] {stock} 层级{layer} 数量{buy_amount}")
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else:
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log.info(f"[加仓失败] {stock} 层级{layer} 金额不足")
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# 清仓
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if len(grid.positions) == 0:
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del g.grid_info[stock]
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g.monitoring_stocks.add(stock)
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log.info(f"[清仓] {stock}")
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# ==================== 盘后 ====================
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def after_trading_end(context):
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log.info(f"持仓数：{len(g.grid_info)}，监控数：{len(g.monitoring_stocks)}")
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# ==================== 网格类 ====================
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class GridInfo:
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def __init__(self, base_price, total_amount, max_layers, interval, profit_target):
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self.base_price = float(base_price)
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self.total_amount = float(total_amount)
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self.max_layers = int(max_layers)
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self.interval = float(interval)
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self.profit_target = float(profit_target)
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self.layer_prices = {i: base_price - i * interval for i in range(self.max_layers)}
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self.layer_weights = self._calc_weights()
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self.positions = []
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def _calc_weights(self):
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weights = {i: 1.0 + 0.05 * i for i in range(self.max_layers)}
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total = sum(list(weights.values()))
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return {k: v / total for k, v in weights.items()}
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def get_layer_amount(self, layer):
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return self.total_amount * self.layer_weights[layer]
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def add_position(self, price, amount, layer):
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self.positions.append({'price': price, 'amount': amount, 'layer': layer})
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def get_sellable_positions(self, current_price):
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return [(i, p) for i, p in enumerate(self.positions) if current_price >= p['price'] + self.profit_target]
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def remove_position(self, index):
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return self.positions.pop(index)
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def should_add_layer(self, current_price):
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for layer in range(self.max_layers):
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target = self.layer_prices[layer]
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diff = abs(current_price - target)
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# 获取该层级的所有持仓
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layer_positions = [p for p in self.positions if p['layer'] == layer]
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has_position = len(layer_positions) > 0
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if diff <= 0.1 and not has_position:
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return layer
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return None
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+147
-5
@@ -1,11 +1,153 @@
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# coding:utf-8
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from core.database import db
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import os
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import tkinter as tk
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from tkinter import ttk, filedialog, messagebox
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import configparser
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from core.main_ui import MainWindow
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import config as sdConstants
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from core.qmt import qmtv
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class ConfigWindow:
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def __init__(self, root):
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self.root = root
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self.root.title("系统配置")
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self.root.geometry("500x250")
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self.root.resizable(False, False)
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# 居中显示
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self.root.withdraw() # 先隐藏窗口
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self.root.update_idletasks()
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x = (self.root.winfo_screenwidth() // 2) - (500 // 2)
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y = (self.root.winfo_screenheight() // 2) - (250 // 2)
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self.root.geometry(f"500x250+{x}+{y}")
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self.root.deiconify() # 再显示窗口
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self.miniQMTPath = tk.StringVar()
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self.account_no = tk.StringVar()
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self.create_widgets()
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def create_widgets(self):
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# 创建主框架
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main_frame = ttk.Frame(self.root, padding="20")
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main_frame.pack(fill=tk.BOTH, expand=True)
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# miniQMT路径配置
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path_frame = ttk.Frame(main_frame)
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path_frame.pack(fill=tk.X, pady=5)
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path_label = ttk.Label(path_frame, text="miniQMT路径:")
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path_label.pack(side=tk.LEFT)
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path_entry = ttk.Entry(path_frame, textvariable=self.miniQMTPath, width=40)
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path_entry.pack(side=tk.LEFT, padx=(10, 5), fill=tk.X, expand=True)
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browse_btn = ttk.Button(path_frame, text="浏览", command=self.browse_folder)
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browse_btn.pack(side=tk.LEFT)
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# 资金账号配置
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account_frame = ttk.Frame(main_frame)
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account_frame.pack(fill=tk.X, pady=5)
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account_label = ttk.Label(account_frame, text="资金账号:")
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account_label.pack(side=tk.LEFT)
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account_entry = ttk.Entry(account_frame, textvariable=self.account_no, width=40)
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account_entry.pack(side=tk.LEFT, padx=(10, 0))
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# 说明文本
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info_label = ttk.Label(
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main_frame,
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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",
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foreground="gray"
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)
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info_label.pack(pady=10)
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# 按钮框架
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button_frame = ttk.Frame(main_frame)
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button_frame.pack(fill=tk.X, pady=10)
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save_btn = ttk.Button(button_frame, text="保存配置", command=self.save_config)
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save_btn.pack(side=tk.RIGHT)
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cancel_btn = ttk.Button(button_frame, text="取消", command=self.root.destroy)
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cancel_btn.pack(side=tk.RIGHT, padx=(0, 10))
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def browse_folder(self):
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folder_selected = filedialog.askdirectory()
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if folder_selected:
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self.miniQMTPath.set(folder_selected)
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def save_config(self):
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mini_qmt_path = self.miniQMTPath.get().strip()
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account_number = self.account_no.get().strip()
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# 检查miniQMT路径
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if not mini_qmt_path:
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messagebox.showerror("错误", "请选择miniQMT路径")
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return
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if not os.path.exists(mini_qmt_path):
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messagebox.showerror("错误", "miniQMT路径不存在")
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return
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# 检查账号
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if not account_number:
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messagebox.showerror("错误", "请输入资金账号")
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return
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# 保存配置
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config = configparser.ConfigParser()
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config['config'] = {
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'miniQMTPath': mini_qmt_path.replace('\\', '/'),
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'account_no': account_number,
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'log_level': 'INFO'
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}
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config_path = sdConstants.get_config_path()
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try:
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with open(config_path, 'w') as configfile:
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config.write(configfile)
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messagebox.showinfo("成功", "配置已保存")
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self.root.destroy()
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except Exception as e:
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messagebox.showerror("错误", f"保存配置失败: {str(e)}")
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def check_and_create_config():
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"""检查配置文件，如果不存在则打开配置窗口"""
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root = tk.Tk()
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config_window = ConfigWindow(root)
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root.mainloop()
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|
||||
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()
|
||||
+2
-1
@@ -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
|
||||
)
|
||||
Reference in New Issue
Block a user