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@@ -1,233 +0,0 @@
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# SFGrid 网格交易策略流程图
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## 1. 总览:策略生命周期
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```mermaid
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flowchart TD
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A["SFGridStrategy.__init__()"] --> B["订阅事件总线<br/>onOrderCreateAsync / onOrderTrade / onOrderError"]
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B --> C["获取涨跌停价<br/>todayUpStopPrice / todayDownStopPrice"]
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C --> D["loadExistOrders()<br/>从券商侧恢复未成交订单到 orderGrid"]
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D --> E["enabledTrading(enabled)"]
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E --> F{"enabled ?"}
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F -->|True| G["启用交易流程 → 见 §3"]
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F -->|False| H["停用交易流程 → 见 §3"]
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G --> I["saveProxy() 持久化"]
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H --> I
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I --> J["构造完成,进入事件循环<br/>等待 QMT 回调 / UI 操作"]
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```
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---
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## 2. 核心:refreshGridOrder() 网格下单
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```mermaid
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flowchart TD
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START["refreshGridOrder()"] --> CHECK1{"qmtv.isMarketActive<br/>AND<br/>tradeTarget.enabled ?"}
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CHECK1 -->|No| SKIP["跳过不下单"]
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CHECK1 -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
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QUERY --> STATUS{"tradeTarget.status ?"}
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STATUS -->|"= 0 未建仓"| CHECK_INIT{"已存在建仓单?<br/>remark = 'INIT,1,{code}'"}
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CHECK_INIT -->|"No 没有"| PLACE_INIT["下建仓单 (STOCK_BUY)<br/>价格 = getPriceGrid()[0]<br/>remark = 'INIT,1,{code}'"]
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CHECK_INIT -->|"Yes 已有"| DONE_INIT["建仓单已在途,跳过"]
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STATUS -->|"= 1 已建仓"| GET_IDX["currentIdx = grid_index"]
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GET_IDX --> SELL_CHECK{"currentIdx > 0 ?<br/>(grid_index 不是最低点)"}
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SELL_CHECK -->|"Yes 可挂卖单"| SELL_EXIST{"已存在同 remark 卖单?<br/>remark='SELL,{idx-1},{code}'"}
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SELL_EXIST -->|"No 没有"| SELL_PLACE["下卖出单 (STOCK_SELL)<br/>价格 = grid[sellIdx]<br/>sellIdx = currentIdx - 1"]
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SELL_EXIST -->|"Yes 已有"| SELL_SKIP["跳过,避免重复"]
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SELL_CHECK -->|"No 价格已最低"| SELL_SKIP2["无卖出空间"]
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SELL_PLACE --> BUY_CHECK
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SELL_SKIP --> BUY_CHECK
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SELL_SKIP2 --> BUY_CHECK
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BUY_CHECK{"currentIdx < len(grid)-1 ?<br/>(grid_index 不是最高点)"}
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BUY_CHECK -->|"Yes 可挂买单"| BUY_EXIST{"已存在同价同类型买单?<br/>order_type=BUY AND price=buyPrice"}
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BUY_EXIST -->|"No 没有"| BUY_PLACE["下买入单 (STOCK_BUY)<br/>价格 = grid[buyIdx]<br/>buyIdx = currentIdx + 1"]
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BUY_EXIST -->|"Yes 已有"| BUY_SKIP["跳过,避免重复"]
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BUY_CHECK -->|"No 价格已最高"| BUY_SKIP2["无买入空间"]
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```
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---
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## 3. 交易启停:enabledTrading()
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```mermaid
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flowchart TD
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START["enabledTrading(enabled)"] --> SET["self.tradeTarget.enabled = enabled"]
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SET --> BRANCH{"enabled ?"}
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BRANCH -->|"True 启用"| STATUS{"tradeTarget.status ?"}
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STATUS -->|"= 0 未建仓"| INIT_IDX{"grid_index == 0 ?"}
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INIT_IDX -->|"Yes"| SET1["grid_index = 1<br/>(默认建仓位置)"]
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INIT_IDX -->|"No"| KEEP["保留现有 grid_index"]
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SET1 --> REFRESH1["refreshGridOrder()"]
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KEEP --> REFRESH1
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STATUS -->|"= 1 已建仓"| CALC["计算最小需求仓位<br/>min = grid_volume × grid_index"]
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CALC --> CHECK{"current_position >= min ?"}
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CHECK -->|"Yes 充足"| REFRESH2["refreshGridOrder()"]
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CHECK -->|"No 不足"| DENY["拒绝启用<br/>enabled = False<br/>(风控保护)"]
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BRANCH -->|"False 停用"| CANCEL["取消所有未成交订单<br/>cancel_order_stock_async()"]
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CANCEL --> LOG["记录取消数量"]
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REFRESH1 --> SAVE["saveProxy() 持久化"]
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REFRESH2 --> SAVE
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DENY --> SAVE
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LOG --> SAVE
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```
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---
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## 4. 事件回调链
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```mermaid
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flowchart TD
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subgraph QMT["QMT / xtquant 层"]
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OA["orderAsync()<br/>返回 seq"]
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PUSH_ERR["C扩展推送<br/>XtOrderError"]
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PUSH_RESP["C扩展推送<br/>XtOrderResponse"]
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PUSH_TRADE["C扩展推送<br/>XtTrade"]
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end
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subgraph BUS["事件总线 event_bus"]
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EVT_ERR["MarketOrderError"]
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EVT_RESP["MarketOrderCreated"]
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EVT_TRADE["MarketOrderTraded"]
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end
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subgraph STG["SFGridStrategy 回调"]
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OE["onOrderError()"]
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OC["onOrderCreateAsync()"]
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OT["onOrderTrade()"]
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end
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OA --> PUSH_RESP
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OA --> PUSH_ERR
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PUSH_ERR --> EVT_ERR --> OE
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PUSH_RESP --> EVT_RESP --> OC
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PUSH_TRADE --> EVT_TRADE --> OT
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```
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---
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## 5. onOrderError() 委托失败处理
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```mermaid
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flowchart TD
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START["onOrderError(order_error)"] --> CHK1{"order_remark 非空 ?"}
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CHK1 -->|"No 空"| EXIT1["无法解析,忽略"]
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CHK1 -->|"Yes"| PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
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PARSE --> CHK2{"len(parts) >= 3 ?"}
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CHK2 -->|"No"| EXIT1
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CHK2 -->|"Yes"| CHK3{"strategy_name == 'SFGRID'<br/>AND<br/>stockCode 匹配本标的 ?"}
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CHK3 -->|"No 不匹配"| EXIT1
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CHK3 -->|"Yes"| LOCK["获取 dataUpdateLock"]
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LOCK --> DEL{"gridIdx in orderGrid ?"}
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DEL -->|"Yes"| REMOVE["del orderGrid[gridIdx]<br/>清理孤立条目"]
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DEL -->|"No"| LOG_ERR["记录错误日志<br/>error_id / error_msg"]
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REMOVE --> LOG_ERR
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LOG_ERR --> UNLOCK["释放 dataUpdateLock"]
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```
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---
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## 6. onOrderCreateAsync() 订单确认
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```mermaid
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flowchart TD
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START["onOrderCreateAsync(response)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
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PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
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FILTER -->|"No"| EXIT["忽略"]
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FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
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LOCK --> UPDATE["orderGrid[gridIdx] = response.order_id<br/>seq → order_id 替换"]
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UPDATE --> UNLOCK["释放 dataUpdateLock"]
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```
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---
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## 7. onOrderTrade() 成交处理
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```mermaid
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flowchart TD
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START["onOrderTrade(trade)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
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PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
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FILTER -->|"No"| EXIT["忽略"]
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FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
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LOCK --> TYPE{"orderType ?"}
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TYPE -->|"INIT 建仓单"| INIT["status = 1<br/>init_price = traded_price<br/>grid_index = 1"]
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TYPE -->|"BUY / SELL 网格单"| CMP{"gridIdx vs grid_index ?"}
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CMP -->|"gridIdx > grid_index<br/>(买入成交)"| DOWN["grid_index += 1<br/>下移一格"]
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CMP -->|"gridIdx < grid_index<br/>(卖出成交)"| UP["grid_index -= 1<br/>上移一格<br/>match_count += 1<br/>total_profit += grid_size × volume"]
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CMP -->|"gridIdx == grid_index<br/>(异常)"| SAME["日志: 理论上不应该输出"]
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INIT --> POST
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DOWN --> POST
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UP --> POST
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SAME --> POST
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POST["成交后处理"] --> SAVE["saveProxy() 持久化状态"]
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SAVE --> DEL["del orderGrid[gridIdx]<br/>移除已成交订单"]
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DEL --> REPORT["打印成交报告<br/>成交价/量/手续费"]
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REPORT --> REFRESH["refreshGridOrder()<br/>在新位置挂新的网格单"]
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REFRESH --> UNLOCK["释放 dataUpdateLock"]
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```
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---
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## 8. 网格交易完整状态机
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```mermaid
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stateDiagram-v2
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[*] --> 未建仓: 创建 SFGridStrategy
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未建仓 --> 建仓中: enabledTrading(True)<br/>下建仓单 INIT
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建仓中 --> 已建仓: onOrderTrade(INIT)<br/>建仓单成交
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建仓中 --> 建仓失败: onOrderError(INIT)<br/>委托被拒
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建仓失败 --> 建仓中: refreshGridOrder()<br/>重新下建仓单
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已建仓 --> 网格运行: refreshGridOrder()<br/>上下各挂一单
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网格运行 --> 网格运行: onOrderTrade(SELL)<br/>卖出成交 → 上移<br/>重新挂单
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网格运行 --> 网格运行: onOrderTrade(BUY)<br/>买入成交 → 下移<br/>重新挂单
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网格运行 --> 单边挂单: onOrderError<br/>某方向委托失败
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单边挂单 --> 网格运行: refreshGridOrder()<br/>重新补挂失败方向的单
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已建仓 --> 已停用: enabledTrading(False)<br/>取消所有挂单
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网格运行 --> 已停用: enabledTrading(False)
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单边挂单 --> 已停用: enabledTrading(False)
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已停用 --> 已建仓: enabledTrading(True)<br/>仓位检查通过
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已停用 --> 已停用: enabledTrading(True)<br/>仓位不足,回退
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```
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---
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## 9. 网格价格示意
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```
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价格
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↑
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│ grid[5] = 12.00 ← 最贵(顶部)
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│ grid[4] = 11.50
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│ grid[3] = 11.00 ← 当前位置 grid_index=3
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│ grid[2] = 10.50 上方挂卖单 @10.50 (sellIdx=2, grid_index-1)
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│ grid[1] = 10.00 下方挂买单 @10.00 (buyIdx=1, 已成交位置)
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│ grid[0] = 9.50 ← 最便宜(底部/建仓价)
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│
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└──────────────────────→
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grid_index=3 时:
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卖单挂在 grid[2] @10.50 → 价格跌到 10.50 卖出(上移一格,赚差价)
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买单挂在 grid[4] @11.50 → 价格涨到 11.50 买入(下移一格,补仓)
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grid_size = grid[i] - grid[i-1] = 0.50(每格利润空间)
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```
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@@ -0,0 +1,5 @@
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[config]
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miniqmtpath = D:/Programs/DTQMT/userdata_mini
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account_no = 99082560
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log_level = INFO
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@@ -1,25 +1,64 @@
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"""
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import configparser
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运行时配置 — 端口、路径、账号由自动探测设置,无需配置文件。
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"""
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import os
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import sys
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from pathlib import Path
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from pathlib import Path
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import sys
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from typing import Any
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# ---- 自动探测的配置项(默认值仅占位,启动时自动修正) ----
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miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路径
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miniQMTPath: str = ''
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# miniQMTPath = ''
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account_no: str = ''
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account_no:str = '99082560'
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log_level: str = 'INFO'
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console_log = True
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console_log: bool = True
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log_level = "INFO"
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use_simulated_qmt: bool = False
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config : Any
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def app_dir() -> Path:
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def get_config_path() -> Path:
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"""应用根目录(兼容开发环境与打包后的 exe)"""
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"""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)"""
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if getattr(sys, 'frozen', False):
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if getattr(sys, 'frozen', False):
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return Path(sys.executable).parent
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# 打包后的可执行文件环境
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return Path(__file__).resolve().parent
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# sys._MEIPASS是PyInstaller解压临时文件的目录
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# 配置文件应该放在可执行文件同目录下
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base_path = Path(sys.executable).parent
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else:
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# 开发环境
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base_path = Path(__file__).resolve().parent
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return base_path / 'config.ini'
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def log_file_path() -> Path:
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def get_config(section:str, key:str):
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"""日志文件路径"""
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pass
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return app_dir() / 'sfgrid.log'
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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': 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 exist_config() -> bool:
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||||||
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"""检查配置文件是否存在"""
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||||||
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config_path = get_config_path()
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return config_path.exists()
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||||||
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def initConfig() -> bool:
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global miniQMTPath, account_no, log_level
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||||||
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# 获取配置文件路径
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||||||
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config_path = get_config_path()
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||||||
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|
||||||
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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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||||||
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account_no = config.get('config','account_no')
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||||||
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log_level = config.get('config','log_level')
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||||||
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|
||||||
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# 判断miniQMTPath是否为空,并且目录是否存在
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||||||
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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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||||||
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else:
|
||||||
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return True
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||||||
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|||||||
@@ -0,0 +1,94 @@
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|||||||
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# Global configuration variables
|
||||||
|
# Define these BEFORE imports to avoid circular dependency issues with logger
|
||||||
|
console_log = True
|
||||||
|
miniQMTPath = None
|
||||||
|
miniQMTAccount = None
|
||||||
|
log_level = "1"
|
||||||
|
|
||||||
|
from pathlib import Path
|
||||||
|
from core.config.config_model import ConfigModel, CfgKeyLogLevel, CfgKeyMiniQmtPath, CfgKeyMiniQmtAccount, CfgKeyConsoleLog
|
||||||
|
from core.database import db
|
||||||
|
|
||||||
|
def initConfig() -> bool:
|
||||||
|
"""Initialize configuration from database"""
|
||||||
|
global miniQMTPath, miniQMTAccount, log_level, console_log
|
||||||
|
|
||||||
|
# Ensure connection and tables
|
||||||
|
db.connect(reuse_if_open=True)
|
||||||
|
if not db.table_exists(ConfigModel._meta.table_name):
|
||||||
|
db.create_tables([ConfigModel])
|
||||||
|
|
||||||
|
# Check and initialize keys
|
||||||
|
_init_key(CfgKeyLogLevel, "1")
|
||||||
|
_init_key(CfgKeyConsoleLog, "True")
|
||||||
|
_init_key(CfgKeyMiniQmtPath, None)
|
||||||
|
_init_key(CfgKeyMiniQmtAccount, None)
|
||||||
|
|
||||||
|
# Load values
|
||||||
|
try:
|
||||||
|
miniQMTPath = _get_value(CfgKeyMiniQmtPath)
|
||||||
|
miniQMTAccount = _get_value(CfgKeyMiniQmtAccount)
|
||||||
|
log_level = _get_value(CfgKeyLogLevel) or "1"
|
||||||
|
console_log = _get_value(CfgKeyConsoleLog) or "True"
|
||||||
|
console_log = console_log.lower() == "true"
|
||||||
|
|
||||||
|
# console_log is not in DB currently, keeping default True or could add to DB
|
||||||
|
except Exception as e:
|
||||||
|
print(f"Error loading config: {e}")
|
||||||
|
return False
|
||||||
|
|
||||||
|
# Validate path
|
||||||
|
if not miniQMTPath or not Path(miniQMTPath).exists():
|
||||||
|
print('请先配置miniQMTPath')
|
||||||
|
return False
|
||||||
|
|
||||||
|
return True
|
||||||
|
|
||||||
|
def _init_key(key: str, default_value: str | None):
|
||||||
|
"""Helper to initialize a key if it doesn't exist"""
|
||||||
|
try:
|
||||||
|
ConfigModel.get(ConfigModel.key == key)
|
||||||
|
except ConfigModel.DoesNotExist:
|
||||||
|
ConfigModel.create(key=key, value=default_value)
|
||||||
|
|
||||||
|
def _get_value(key: str) -> str | None:
|
||||||
|
"""Helper to get value safely"""
|
||||||
|
try:
|
||||||
|
return ConfigModel.get(ConfigModel.key == key).value
|
||||||
|
except ConfigModel.DoesNotExist:
|
||||||
|
return None
|
||||||
|
|
||||||
|
def save_config(key: str, value: str):
|
||||||
|
"""Save configuration to database"""
|
||||||
|
_update_key(key, value)
|
||||||
|
print(f'配置已更新: {key}={value}')
|
||||||
|
|
||||||
|
def _update_key(key: str, value: str):
|
||||||
|
try:
|
||||||
|
record = ConfigModel.get(ConfigModel.key == key)
|
||||||
|
record.value = value
|
||||||
|
record.save()
|
||||||
|
except ConfigModel.DoesNotExist:
|
||||||
|
ConfigModel.create(key=key, value=value)
|
||||||
|
|
||||||
|
def exist_config() -> bool:
|
||||||
|
"""Check if essential config exists"""
|
||||||
|
path = _get_value(CfgKeyMiniQmtPath)
|
||||||
|
account = _get_value(CfgKeyMiniQmtAccount)
|
||||||
|
return bool(path and account)
|
||||||
|
|
||||||
|
def getLogLevel() -> str:
|
||||||
|
"""获取配置中的日志级别"""
|
||||||
|
return log_level
|
||||||
|
|
||||||
|
def getConsoleLog() -> bool:
|
||||||
|
"""获取配置中的控制台日志设置"""
|
||||||
|
return console_log
|
||||||
|
|
||||||
|
def getMiniQMTPath() -> str | None:
|
||||||
|
"""获取配置中的miniQMT路径"""
|
||||||
|
return miniQMTPath
|
||||||
|
|
||||||
|
def getMiniQMTAccount() -> str | None:
|
||||||
|
"""获取配置的miniQMT账号"""
|
||||||
|
return miniQMTAccount
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
from peewee import CharField
|
||||||
|
from core.database import BaseModel, db
|
||||||
|
|
||||||
|
CfgKeyLogLevel = "log_level"
|
||||||
|
CfgKeyConsoleLog = "console_log"
|
||||||
|
CfgKeyMiniQmtPath = "miniQMTPath"
|
||||||
|
CfgKeyMiniQmtAccount = "miniQMTAccount"
|
||||||
|
|
||||||
|
class ConfigModel(BaseModel):
|
||||||
|
key = CharField(unique=True)
|
||||||
|
value = CharField(null=True)
|
||||||
@@ -2,4 +2,5 @@ import xtquant.xtconstant as xtconstant
|
|||||||
|
|
||||||
OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
|
OrderTypeBuy = f'{xtconstant.STOCK_BUY}' # 买
|
||||||
OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
|
OrderTypeSell = f'{xtconstant.STOCK_SELL}' # 卖
|
||||||
|
OrderTypeInit = "0" # 建仓
|
||||||
OrderTypeNone = "None"
|
OrderTypeNone = "None"
|
||||||
+1
-2
@@ -1,10 +1,9 @@
|
|||||||
from peewee import SqliteDatabase, Model
|
from peewee import SqliteDatabase, Model
|
||||||
from core.logger import LogLevel, PrintLog
|
|
||||||
|
|
||||||
# 连接到SQLite数据库
|
# 连接到SQLite数据库
|
||||||
db: SqliteDatabase = SqliteDatabase('example.db')
|
db: SqliteDatabase = SqliteDatabase('example.db')
|
||||||
db.connect()
|
db.connect()
|
||||||
PrintLog(LogLevel.INFO, '- [成功]数据库连接')
|
print("Database connected")
|
||||||
|
|
||||||
# 定义基础模型类
|
# 定义基础模型类
|
||||||
class BaseModel(Model):
|
class BaseModel(Model):
|
||||||
|
|||||||
@@ -0,0 +1,17 @@
|
|||||||
|
class EventBus:
|
||||||
|
def __init__(self):
|
||||||
|
self.listeners = {} # 管理各种event的订阅情况
|
||||||
|
|
||||||
|
def subscribe(self, event_type, listener):
|
||||||
|
if event_type not in self.listeners:
|
||||||
|
self.listeners[event_type] = []
|
||||||
|
self.listeners[event_type].append(listener)
|
||||||
|
|
||||||
|
def publish(self, event_type, data):
|
||||||
|
if event_type in self.listeners:
|
||||||
|
for listener in self.listeners[event_type]:
|
||||||
|
listener(data)
|
||||||
|
|
||||||
|
# 订阅与发布事件示例
|
||||||
|
# event_bus.subscribe('my_event', handle_event)
|
||||||
|
# event_bus.publish('my_event', {'key': 'value'})
|
||||||
@@ -0,0 +1,7 @@
|
|||||||
|
from .eventbus import EventBus
|
||||||
|
|
||||||
|
# Pring Log
|
||||||
|
EventPrintLog = "print_log" # 打印日志
|
||||||
|
|
||||||
|
# 创建事件总线实例
|
||||||
|
loggerEBus = EventBus()
|
||||||
@@ -0,0 +1,10 @@
|
|||||||
|
from eventbus import EventBus
|
||||||
|
|
||||||
|
# 市场数据监听控制事件
|
||||||
|
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
|
||||||
|
|
||||||
|
# 创建事件总线实例
|
||||||
|
marketDataEventBus = EventBus()
|
||||||
@@ -1,33 +0,0 @@
|
|||||||
|
|
||||||
# 市场数据监听控制事件
|
|
||||||
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
|
|
||||||
|
|
||||||
class EventBus:
|
|
||||||
def __init__(self):
|
|
||||||
self.listeners = {} # 管理各种event的订阅情况
|
|
||||||
|
|
||||||
def subscribe(self, event_type, listener):
|
|
||||||
if event_type not in self.listeners:
|
|
||||||
self.listeners[event_type] = []
|
|
||||||
self.listeners[event_type].append(listener)
|
|
||||||
|
|
||||||
def publish(self, event_type, data):
|
|
||||||
if event_type in self.listeners:
|
|
||||||
for listener in self.listeners[event_type]:
|
|
||||||
listener(data)
|
|
||||||
|
|
||||||
|
|
||||||
# # 订阅事件
|
|
||||||
# event_bus.subscribe('my_event', handle_event)
|
|
||||||
|
|
||||||
# # 发布事件
|
|
||||||
# event_bus.publish('my_event', {'key': 'value'})
|
|
||||||
|
|
||||||
# 创建事件总线实例
|
|
||||||
event_bus = EventBus()
|
|
||||||
+7
-30
@@ -1,9 +1,7 @@
|
|||||||
from datetime import datetime
|
|
||||||
from enum import Enum
|
from enum import Enum
|
||||||
import threading
|
|
||||||
|
|
||||||
from core.eventbus import EventPrintLog, event_bus
|
from core.ebus.logger_ebus import EventPrintLog, loggerEBus
|
||||||
import config
|
from core.config import config as config
|
||||||
|
|
||||||
|
|
||||||
class LogLevel(Enum):
|
class LogLevel(Enum):
|
||||||
@@ -16,34 +14,13 @@ class LogLevel(Enum):
|
|||||||
def __le__(self, other):
|
def __le__(self, other):
|
||||||
return self.value <= other.value
|
return self.value <= other.value
|
||||||
|
|
||||||
|
|
||||||
class LogData:
|
class LogData:
|
||||||
def __init__(self, level: LogLevel, message: str):
|
def __init__(self, level:LogLevel, message:str):
|
||||||
self.level = level
|
self.level = level
|
||||||
self.message = message
|
self.message = message
|
||||||
|
|
||||||
|
def PrintLog(level:LogLevel, message:str):
|
||||||
_log_lock = threading.Lock()
|
|
||||||
|
|
||||||
|
|
||||||
def _log_file_path():
|
|
||||||
"""日志文件路径"""
|
|
||||||
return str(config.log_file_path())
|
|
||||||
|
|
||||||
|
|
||||||
def PrintLog(level: LogLevel, message: str):
|
|
||||||
data = LogData(level, message)
|
data = LogData(level, message)
|
||||||
event_bus.publish(EventPrintLog, data)
|
loggerEBus.publish(EventPrintLog, data)
|
||||||
|
if config.getConsoleLog():
|
||||||
line = f'{datetime.now().strftime("%Y-%m-%d %H:%M:%S")} [{level.name}] {message}'
|
print(f'{level.name} {message}')
|
||||||
|
|
||||||
if config.console_log:
|
|
||||||
print(line)
|
|
||||||
|
|
||||||
# 写入日志文件
|
|
||||||
try:
|
|
||||||
with _log_lock:
|
|
||||||
with open(_log_file_path(), 'a', encoding='utf-8') as f:
|
|
||||||
f.write(line + '\n')
|
|
||||||
except Exception:
|
|
||||||
pass # 写文件失败不阻塞主流程
|
|
||||||
|
|||||||
@@ -0,0 +1,179 @@
|
|||||||
|
# coding:utf-8
|
||||||
|
# MainEntry 负责应用主窗口与菜单的统一构建:
|
||||||
|
# - 通过 build_menu_model 定义跨平台统一的菜单数据结构
|
||||||
|
# - 在 macOS 上使用 Tk 菜单栏;在非 macOS 上使用 pystray 系统托盘
|
||||||
|
# - 所有菜单项均绑定到同名处理函数,切换平台无需改动业务逻辑
|
||||||
|
import tkinter as tk
|
||||||
|
from core.logger import LogLevel, PrintLog
|
||||||
|
import threading
|
||||||
|
import sys
|
||||||
|
|
||||||
|
class MainEntry:
|
||||||
|
def __init__(self, master):
|
||||||
|
# 初始化 Tk 窗口属性与基础状态
|
||||||
|
self.master = master
|
||||||
|
self.master.title("Main Board")
|
||||||
|
self.master.geometry("800x600")
|
||||||
|
self.master.configure(bg="#f0f0f0")
|
||||||
|
self.master.resizable(False, False)
|
||||||
|
self.master.protocol("WM_DELETE_WINDOW", self.hide_window)
|
||||||
|
# QMT 开关状态用于动态更新菜单文案
|
||||||
|
self.qmt_enabled = False
|
||||||
|
self.icon = None
|
||||||
|
# 非 macOS 使用系统托盘(pystray);macOS 使用原生菜单栏
|
||||||
|
self.systray_supported = sys.platform != "darwin"
|
||||||
|
|
||||||
|
# 主内容容器
|
||||||
|
self.main_frame = tk.Frame(self.master, bg="#f0f0f0")
|
||||||
|
self.main_frame.pack(fill=tk.BOTH, expand=True, padx=20, pady=20)
|
||||||
|
|
||||||
|
# 首次进入根据平台构建菜单
|
||||||
|
self.create_menu()
|
||||||
|
self.create_dashboard()
|
||||||
|
|
||||||
|
def build_menu_model(self):
|
||||||
|
# 菜单模型统一描述所有菜单:
|
||||||
|
# - 每个分组包含 label 与 items
|
||||||
|
# - item 支持:label 文案、action 处理函数名、enabled 启用状态、default 默认项、separator 分隔符
|
||||||
|
# - 文案可根据状态动态生成(如 QMT 开关)
|
||||||
|
qmt_label = "QMT (已开启)" if self.qmt_enabled else "QMT (已关闭)"
|
||||||
|
return [
|
||||||
|
{
|
||||||
|
"label": "-- 交易大师 --",
|
||||||
|
"items": [
|
||||||
|
{"label": "交易复盘", "action": "handler", "enabled": True},
|
||||||
|
{"label": "市场数据", "action": "handler", "enabled": True},
|
||||||
|
{"label": "快速下单", "action": "handler", "enabled": True},
|
||||||
|
],
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"label": "-- 策略交易 --",
|
||||||
|
"items": [
|
||||||
|
{"label": "交易看板", "action": "handler", "enabled": True},
|
||||||
|
{"label": "策略中心", "action": None, "enabled": False},
|
||||||
|
{"label": "策略定制", "action": None, "enabled": False},
|
||||||
|
],
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"label": "-- 实时数据 --",
|
||||||
|
"items": [
|
||||||
|
{"label": qmt_label, "action": "marketDataSwitch", "enabled": True},
|
||||||
|
],
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"label": "-- 系统 --",
|
||||||
|
"items": [
|
||||||
|
{"label": "控制台", "action": "show_window", "enabled": True, "default": True},
|
||||||
|
{"label": "设置", "action": "marketDataSwitch", "enabled": True},
|
||||||
|
{"separator": True},
|
||||||
|
{"label": "退出", "action": "quit_window", "enabled": True},
|
||||||
|
],
|
||||||
|
},
|
||||||
|
]
|
||||||
|
|
||||||
|
def create_dashboard(self):
|
||||||
|
# 根据菜单模型构建主窗口按钮面板
|
||||||
|
for widget in self.main_frame.winfo_children():
|
||||||
|
widget.destroy()
|
||||||
|
|
||||||
|
model = self.build_menu_model()
|
||||||
|
|
||||||
|
for group in model:
|
||||||
|
# 为每个分组创建 LabelFrame
|
||||||
|
group_frame = tk.LabelFrame(self.main_frame, text=group["label"], bg="#f0f0f0", padx=10, pady=10)
|
||||||
|
group_frame.pack(fill=tk.X, pady=10, padx=10)
|
||||||
|
|
||||||
|
for it in group["items"]:
|
||||||
|
if it.get("separator"):
|
||||||
|
continue
|
||||||
|
|
||||||
|
fn = getattr(self, it["action"]) if it.get("action") else None
|
||||||
|
state = tk.NORMAL if it.get("enabled", True) else tk.DISABLED
|
||||||
|
|
||||||
|
# 创建按钮
|
||||||
|
btn = tk.Button(group_frame, text=it["label"], command=fn, state=state)
|
||||||
|
btn.pack(side=tk.LEFT, padx=5)
|
||||||
|
|
||||||
|
def create_menu(self):
|
||||||
|
# 根据统一菜单模型与平台类型,渲染到系统托盘或 Tk 菜单栏
|
||||||
|
model = self.build_menu_model()
|
||||||
|
if self.systray_supported:
|
||||||
|
# 非 macOS:延迟导入 pystray 与 PIL,避免在 macOS 上引入不兼容依赖
|
||||||
|
from PIL import Image
|
||||||
|
import pystray
|
||||||
|
image = Image.open("logo.png")
|
||||||
|
items = []
|
||||||
|
for group in model:
|
||||||
|
# 分组标题作为禁用的头部项
|
||||||
|
items.append(pystray.MenuItem(group["label"], None, enabled=False))
|
||||||
|
for it in group["items"]:
|
||||||
|
if it.get("separator"):
|
||||||
|
items.append(pystray.Menu.SEPARATOR)
|
||||||
|
else:
|
||||||
|
fn = getattr(self, it["action"]) if it.get("action") else None
|
||||||
|
items.append(pystray.MenuItem(it["label"], fn, default=it.get("default", False), enabled=it.get("enabled", True)))
|
||||||
|
menu = tuple(items)
|
||||||
|
if self.icon:
|
||||||
|
# 已存在托盘图标:更新菜单
|
||||||
|
self.icon.menu = menu
|
||||||
|
self.icon.update_menu()
|
||||||
|
else:
|
||||||
|
# 首次创建托盘图标并在后台线程运行
|
||||||
|
self.icon = pystray.Icon("name", image, "标题", menu)
|
||||||
|
self.trayThread = threading.Thread(target=self.icon.run, daemon=True)
|
||||||
|
self.trayThread.start()
|
||||||
|
else:
|
||||||
|
# macOS:使用 Tk 菜单栏
|
||||||
|
menu_bar = tk.Menu(self.master)
|
||||||
|
for group in model:
|
||||||
|
m = tk.Menu(menu_bar, tearoff=0)
|
||||||
|
for it in group["items"]:
|
||||||
|
if it.get("separator"):
|
||||||
|
m.add_separator()
|
||||||
|
else:
|
||||||
|
fn = getattr(self, it["action"]) if it.get("action") else None
|
||||||
|
if it.get("enabled", True) and fn:
|
||||||
|
m.add_command(label=it["label"], command=fn)
|
||||||
|
else:
|
||||||
|
m.add_command(label=it["label"], state="disabled")
|
||||||
|
menu_bar.add_cascade(label=group["label"], menu=m)
|
||||||
|
self.master.config(menu=menu_bar)
|
||||||
|
|
||||||
|
def marketDataSwitch(self):
|
||||||
|
# 切换 QMT 开关,并触发菜单重建以更新文案
|
||||||
|
if self.qmt_enabled:
|
||||||
|
self.qmt_enabled = False
|
||||||
|
PrintLog(LogLevel.INFO, "QMT 市场数据已关闭")
|
||||||
|
else:
|
||||||
|
self.qmt_enabled = True
|
||||||
|
PrintLog(LogLevel.INFO, "QMT 市场数据已开启")
|
||||||
|
self.create_menu()
|
||||||
|
self.create_dashboard()
|
||||||
|
|
||||||
|
def handler(self):
|
||||||
|
# 通用占位处理:当前仅记录点击行为,后续可替换为具体业务逻辑
|
||||||
|
PrintLog(LogLevel.INFO, f"点击了")
|
||||||
|
|
||||||
|
def hide_window(self):
|
||||||
|
# 关闭窗口事件:隐藏但不退出应用
|
||||||
|
PrintLog(LogLevel.INFO, "隐藏主窗口")
|
||||||
|
self.master.withdraw() # 隐藏主窗口
|
||||||
|
|
||||||
|
def show_window(self):
|
||||||
|
# 显示主窗口;在非 macOS 平台同步让托盘图标可见
|
||||||
|
if self.icon:
|
||||||
|
self.icon.visible = True
|
||||||
|
PrintLog(LogLevel.INFO, "显示主窗口")
|
||||||
|
self.master.deiconify() # 显示主窗口
|
||||||
|
|
||||||
|
def quit_window(self, icon=None):
|
||||||
|
# 退出应用;在非 macOS 平台时关闭托盘图标
|
||||||
|
if icon:
|
||||||
|
icon.stop()
|
||||||
|
PrintLog(LogLevel.INFO, "退出应用")
|
||||||
|
self.master.quit()
|
||||||
|
self.master.destroy()
|
||||||
|
|
||||||
|
def run(self):
|
||||||
|
# 主事件循环入口
|
||||||
|
self.master.mainloop()
|
||||||
+262
@@ -0,0 +1,262 @@
|
|||||||
|
import tkinter as tk
|
||||||
|
from tkinter import ttk
|
||||||
|
from core.logger import LogLevel, LogData, PrintLog
|
||||||
|
from core.sfgrid.sfgrid_ui import TradeTargetUI
|
||||||
|
|
||||||
|
from tkinter import ttk
|
||||||
|
from core.eventbus import EventPrintLog
|
||||||
|
from core.eventbus import event_bus as eBus
|
||||||
|
|
||||||
|
|
||||||
|
class MainWindow:
|
||||||
|
def __init__(self, configLogLevel:str):
|
||||||
|
self.root = tk.Tk()
|
||||||
|
self.root.title("神之一手 - 交易系统")
|
||||||
|
self.root.geometry("1400x700")
|
||||||
|
|
||||||
|
self.logLevel = LogLevel[configLogLevel]
|
||||||
|
PrintLog(LogLevel.DEBUG, f"系统启动成功 {self.logLevel.name}")
|
||||||
|
# 当前选中的策略Tab索引
|
||||||
|
self.current_strategy_index = 0
|
||||||
|
# 存储各个Frame的引用
|
||||||
|
self.strategy_frames = {}
|
||||||
|
# 日志面板可见性标志
|
||||||
|
self.log_visible = False
|
||||||
|
self.create_ui()
|
||||||
|
|
||||||
|
eBus.subscribe(EventPrintLog, self.on_log_event)
|
||||||
|
|
||||||
|
|
||||||
|
def create_ui(self):
|
||||||
|
"""创建UI界面"""
|
||||||
|
# 主容器
|
||||||
|
main_container = ttk.Frame(self.root)
|
||||||
|
main_container.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
||||||
|
|
||||||
|
# 中间主体区域(左右布局)
|
||||||
|
content_area = ttk.Frame(main_container)
|
||||||
|
content_area.pack(fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 左侧Tab按钮栏(垂直排列)
|
||||||
|
tab_bar_frame = ttk.Frame(content_area)
|
||||||
|
tab_bar_frame.pack(side=tk.LEFT, fill=tk.Y, padx=(0, 10))
|
||||||
|
|
||||||
|
# 创建自定义样式
|
||||||
|
self.create_custom_styles()
|
||||||
|
|
||||||
|
# 创建Tab按钮(垂直排列,文字垂直显示)
|
||||||
|
self.tab_buttons = []
|
||||||
|
strategy_names = ["网格", "复盘"]
|
||||||
|
|
||||||
|
for idx, name in enumerate(strategy_names):
|
||||||
|
btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text=name,
|
||||||
|
command=lambda i=idx: self.switch_strategy_tab(i),
|
||||||
|
width=4,
|
||||||
|
style='Bookmark.TButton' # 使用自定义书签样式
|
||||||
|
)
|
||||||
|
btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
self.tab_buttons.append(btn)
|
||||||
|
|
||||||
|
# 在Tab按钮下方添加退出按钮和日志按钮(底部对齐)
|
||||||
|
# 使用一个填充Frame将按钮推到底部
|
||||||
|
spacer = ttk.Frame(tab_bar_frame)
|
||||||
|
spacer.pack(side=tk.TOP, fill=tk.X, ipady=10)
|
||||||
|
|
||||||
|
# 清空日志按钮(底部第三个)
|
||||||
|
clear_log_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="🗑", # 垃圾桶图标
|
||||||
|
command=self.clear_logs,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
clear_log_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 日志显示按钮(退出按钮上方)
|
||||||
|
self.log_toggle_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="📋", # 日志图标
|
||||||
|
command=self.toggle_log_panel,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
self.log_toggle_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 退出按钮(最底部)
|
||||||
|
exit_btn = ttk.Button(
|
||||||
|
tab_bar_frame,
|
||||||
|
text="⏻", # 电源图标
|
||||||
|
command=self.on_exit,
|
||||||
|
width=3
|
||||||
|
)
|
||||||
|
exit_btn.pack(side=tk.TOP, pady=2, fill=tk.X)
|
||||||
|
|
||||||
|
# 添加垂直分隔线
|
||||||
|
separator = ttk.Separator(content_area, orient='vertical')
|
||||||
|
separator.pack(side=tk.LEFT, fill=tk.Y, padx=1)
|
||||||
|
|
||||||
|
# 右侧内容区域容器(用于放置不同策略的Frame)
|
||||||
|
self.content_container = ttk.Frame(content_area)
|
||||||
|
self.content_container.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 创建各个策略的Frame
|
||||||
|
self.create_strategy_frames(strategy_names)
|
||||||
|
|
||||||
|
# 创建全局日志面板(默认隐藏)
|
||||||
|
self.create_global_log_panel(main_container)
|
||||||
|
|
||||||
|
# 默认显示第一个策略
|
||||||
|
self.switch_strategy_tab(0)
|
||||||
|
|
||||||
|
def create_custom_styles(self):
|
||||||
|
"""创建自定义样式"""
|
||||||
|
style = ttk.Style()
|
||||||
|
|
||||||
|
# 创建书签样式
|
||||||
|
style.configure(
|
||||||
|
'Bookmark.TButton',
|
||||||
|
relief='flat',
|
||||||
|
borderwidth=1,
|
||||||
|
padding=(5, 10),
|
||||||
|
foreground='black',
|
||||||
|
background='#FFE599', # 浅黄色背景,类似便签纸
|
||||||
|
font=('Arial', 10, 'bold')
|
||||||
|
)
|
||||||
|
|
||||||
|
# 设置焦点样式(选中状态)
|
||||||
|
style.map(
|
||||||
|
'Bookmark.TButton',
|
||||||
|
background=[('active', '#F1C232'), ('pressed', '#F1C232')],
|
||||||
|
relief=[('pressed', 'sunken')]
|
||||||
|
)
|
||||||
|
|
||||||
|
# 创建选中状态的书签样式
|
||||||
|
style.configure(
|
||||||
|
'SelectedBookmark.TButton',
|
||||||
|
relief='flat',
|
||||||
|
borderwidth=1,
|
||||||
|
padding=(5, 10),
|
||||||
|
background='#3D85C6', # 蓝色背景表示选中状态
|
||||||
|
font=('Arial', 10, 'bold')
|
||||||
|
)
|
||||||
|
|
||||||
|
def create_global_log_panel(self, parent):
|
||||||
|
"""创建全局日志面板"""
|
||||||
|
# 日志区域(默认隐藏)
|
||||||
|
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
||||||
|
# 默认不显示,通过工具栏按钮控制
|
||||||
|
|
||||||
|
# 创建日志表格
|
||||||
|
columns = ("timestamp", "level", "message")
|
||||||
|
|
||||||
|
self.log_table = ttk.Treeview(self.log_frame, columns=columns, show='headings', height=8)
|
||||||
|
|
||||||
|
log_column_configs = {
|
||||||
|
"timestamp": ("时间", 100),
|
||||||
|
"level": ("级别", 50),
|
||||||
|
"message": ("消息", 1150) # 调整宽度适应全局布局
|
||||||
|
}
|
||||||
|
|
||||||
|
for col in columns:
|
||||||
|
title, width = log_column_configs[col]
|
||||||
|
self.log_table.heading(col, text=title)
|
||||||
|
self.log_table.column(col, width=width, anchor=tk.W)
|
||||||
|
|
||||||
|
# 添加初始日志
|
||||||
|
from datetime import datetime
|
||||||
|
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
|
self.log_table.insert('', tk.END, values=(timestamp, "INFO", "系统启动成功"))
|
||||||
|
|
||||||
|
# 滚动条
|
||||||
|
scrollbar = ttk.Scrollbar(self.log_frame, orient=tk.VERTICAL, command=self.log_table.yview)
|
||||||
|
self.log_table.configure(yscrollcommand=scrollbar.set)
|
||||||
|
|
||||||
|
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
||||||
|
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
||||||
|
|
||||||
|
def on_log_event(self, event:LogData):
|
||||||
|
if self.logLevel.value <= event.level.value:
|
||||||
|
self.add_log(event.level, event.message)
|
||||||
|
|
||||||
|
|
||||||
|
def add_log(self, level:LogLevel, message):
|
||||||
|
"""添加日志记录 - 全局方法"""
|
||||||
|
from datetime import datetime
|
||||||
|
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||||
|
self.log_table.insert('', 0, values=(timestamp, level.name, message))
|
||||||
|
|
||||||
|
def clear_logs(self):
|
||||||
|
"""清空日志记录"""
|
||||||
|
# 删除所有日志项
|
||||||
|
for item in self.log_table.get_children():
|
||||||
|
self.log_table.delete(item)
|
||||||
|
|
||||||
|
def create_strategy_frames(self, strategy_names):
|
||||||
|
"""创建各个策略的Frame"""
|
||||||
|
for idx, name in enumerate(strategy_names):
|
||||||
|
if idx == 0:
|
||||||
|
# 第一个Tab使用TradeTargetUI,传入main_window引用
|
||||||
|
frame = TradeTargetUI(self.content_container)
|
||||||
|
self.strategy_frames[idx] = frame
|
||||||
|
else:
|
||||||
|
# 其他策略使用占位Frame
|
||||||
|
frame = ttk.Frame(self.content_container)
|
||||||
|
self.strategy_frames[idx] = frame
|
||||||
|
|
||||||
|
# 添加占位内容
|
||||||
|
placeholder = ttk.Label(
|
||||||
|
frame,
|
||||||
|
text=f"{name} - 策略界面将在此实现",
|
||||||
|
font=('Arial', 14),
|
||||||
|
foreground='gray'
|
||||||
|
)
|
||||||
|
placeholder.pack(expand=True)
|
||||||
|
|
||||||
|
def switch_strategy_tab(self, index):
|
||||||
|
"""切换策略Tab"""
|
||||||
|
# 隐藏当前Frame
|
||||||
|
if self.current_strategy_index in self.strategy_frames:
|
||||||
|
self.strategy_frames[self.current_strategy_index].pack_forget()
|
||||||
|
|
||||||
|
# 更新当前索引
|
||||||
|
self.current_strategy_index = index
|
||||||
|
|
||||||
|
# 显示选中的Frame
|
||||||
|
if index in self.strategy_frames:
|
||||||
|
self.strategy_frames[index].pack(fill=tk.BOTH, expand=True)
|
||||||
|
|
||||||
|
# 更新Tab按钮样式(可选,用于视觉反馈)
|
||||||
|
self.update_tab_button_styles()
|
||||||
|
|
||||||
|
def update_tab_button_styles(self):
|
||||||
|
"""更新Tab按钮的样式以显示选中状态"""
|
||||||
|
# 重置所有按钮为普通书签样式
|
||||||
|
for i, btn in enumerate(self.tab_buttons):
|
||||||
|
if i == self.current_strategy_index:
|
||||||
|
btn.configure(style='SelectedBookmark.TButton') # 选中状态
|
||||||
|
else:
|
||||||
|
btn.configure(style='Bookmark.TButton') # 普通状态
|
||||||
|
|
||||||
|
def toggle_log_panel(self):
|
||||||
|
"""切换日志面板的显示/隐藏"""
|
||||||
|
if self.log_visible:
|
||||||
|
# 隐藏日志面板
|
||||||
|
self.log_frame.pack_forget()
|
||||||
|
self.log_visible = False
|
||||||
|
self.log_toggle_btn.config(text="📋") # 日志图标
|
||||||
|
else:
|
||||||
|
# 显示日志面板
|
||||||
|
self.log_frame.pack(side=tk.BOTTOM, fill=tk.X, pady=(5, 0))
|
||||||
|
self.log_visible = True
|
||||||
|
self.log_toggle_btn.config(text="🔽") # 使用不同图标表示隐藏
|
||||||
|
|
||||||
|
def on_exit(self):
|
||||||
|
"""退出程序"""
|
||||||
|
from tkinter import messagebox
|
||||||
|
result = messagebox.askyesno("确认退出", "确定要退出系统吗?")
|
||||||
|
if result:
|
||||||
|
self.root.destroy()
|
||||||
|
|
||||||
|
def run(self):
|
||||||
|
"""运行程序"""
|
||||||
|
self.root.mainloop()
|
||||||
@@ -0,0 +1,8 @@
|
|||||||
|
from qmt import QmtV
|
||||||
|
from eventbus import marketDataEventBus
|
||||||
|
|
||||||
|
qmtv:QmtV = None
|
||||||
|
|
||||||
|
def init_qmtv():
|
||||||
|
global qmtv
|
||||||
|
qmtv = QmtV()
|
||||||
@@ -0,0 +1,209 @@
|
|||||||
|
import datetime
|
||||||
|
import threading
|
||||||
|
import time
|
||||||
|
import config
|
||||||
|
from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
|
||||||
|
from xtquant.xttrader import XtQuantTrader
|
||||||
|
from xtquant.xttype import StockAccount
|
||||||
|
from core.logger import LogLevel, PrintLog
|
||||||
|
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
|
||||||
|
from xtquant.xttype import StockAccount
|
||||||
|
from xtquant import xtconstant, xtdata
|
||||||
|
from eventbus import marketDataEventBus, EventMarketActiveSwitch, MarketDataUpdate, MarketOrderCreated, MarketOrderTraded
|
||||||
|
|
||||||
|
class QmtV(XtQuantTraderCallback):
|
||||||
|
def __init__(self) -> None:
|
||||||
|
self.xttrader: XtQuantTrader
|
||||||
|
self.inited: bool = False
|
||||||
|
self.details = {}
|
||||||
|
self.lastMarketDataUpdateTimestamp = time.time()
|
||||||
|
self.isMarketActive = False
|
||||||
|
self.refresh_thread = threading.Thread(target=self.marketStatusNotifier, daemon=True)
|
||||||
|
self.refresh_thread.start()
|
||||||
|
|
||||||
|
def getTrader(self) -> XtQuantTrader:
|
||||||
|
return self.xttrader
|
||||||
|
|
||||||
|
def init_qmtv(self):
|
||||||
|
sessionId= int(time.time())
|
||||||
|
self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
|
||||||
|
xtdata.enable_hello = False
|
||||||
|
|
||||||
|
def connect(self) -> bool:
|
||||||
|
self.xttrader.register_callback(self)
|
||||||
|
self.xttrader.start()
|
||||||
|
self.xttrader.connect()
|
||||||
|
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
|
||||||
|
if self.xttrader.connected == False:
|
||||||
|
self.inited = False
|
||||||
|
return self.inited
|
||||||
|
else:
|
||||||
|
self.inited = True
|
||||||
|
|
||||||
|
self.account = StockAccount(config.miniQMTAccount, 'STOCK') # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
|
||||||
|
PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.miniQMTAccount}') # pyright: ignore[reportOptionalMemberAccess]
|
||||||
|
subscribe_result = self.xttrader.subscribe(self.account)
|
||||||
|
PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
|
||||||
|
if subscribe_result != 0:
|
||||||
|
self.inited = False
|
||||||
|
return self.inited
|
||||||
|
self.startMarketDataSubscription()
|
||||||
|
return self.inited
|
||||||
|
|
||||||
|
|
||||||
|
def getStockPosition(self, stock_code: str):
|
||||||
|
positions = self.xttrader.query_stock_positions(self.account)
|
||||||
|
if positions:
|
||||||
|
for temp in positions:
|
||||||
|
pos:XtPosition = temp
|
||||||
|
if pos.stock_code == stock_code:
|
||||||
|
return pos
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:
|
||||||
|
if stock_code == None or tag == None:
|
||||||
|
return []
|
||||||
|
orders = self.xttrader.query_stock_orders(self.account)
|
||||||
|
result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
|
||||||
|
return result
|
||||||
|
|
||||||
|
def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
|
||||||
|
return self.xttrader.order_stock_async(
|
||||||
|
self.account,
|
||||||
|
str(stock_code),
|
||||||
|
orderType,
|
||||||
|
orderVolume,
|
||||||
|
priceType,
|
||||||
|
orderPrice,
|
||||||
|
strategy_name, # strategy_name
|
||||||
|
orderRemark # remark # type: ignore
|
||||||
|
)
|
||||||
|
|
||||||
|
def cacheStockDetail(self, stock_code:str):
|
||||||
|
if stock_code in self.details:
|
||||||
|
return self.details[stock_code]
|
||||||
|
else:
|
||||||
|
self.details[stock_code] = xtdata.get_instrument_detail(stock_code, False)
|
||||||
|
return self.details[stock_code]
|
||||||
|
|
||||||
|
def getInstrumentName(self, stock_code:str):
|
||||||
|
return self.cacheStockDetail(stock_code)['InstrumentName']
|
||||||
|
|
||||||
|
def dailyUpStop(self, stock_code:str):
|
||||||
|
cacheStock = self.cacheStockDetail(stock_code)
|
||||||
|
PrintLog(LogLevel.INFO, f'- [成功]获取股票详情: {stock_code} {cacheStock["InstrumentName"]} {cacheStock["UpStopPrice"]}')
|
||||||
|
return cacheStock['UpStopPrice']
|
||||||
|
|
||||||
|
def dailyDownStop(self, stock_code:str):
|
||||||
|
return self.cacheStockDetail(stock_code)['DownStopPrice']
|
||||||
|
|
||||||
|
# ========================================#
|
||||||
|
def startMarketDataSubscription(self):
|
||||||
|
try:
|
||||||
|
self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
|
||||||
|
|
||||||
|
PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-{self.subscriptionId}]')
|
||||||
|
except Exception as e:
|
||||||
|
PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
|
||||||
|
|
||||||
|
def stopMarketDataSubscription(self):
|
||||||
|
PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
|
||||||
|
|
||||||
|
if self.subscriptionId is not None and self.subscriptionId > 0:
|
||||||
|
xtdata.unsubscribe_quote(self.subscriptionId)
|
||||||
|
|
||||||
|
# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
|
||||||
|
def onDataUpdate(self, data):
|
||||||
|
# 收集所有市场数据用于市场监控
|
||||||
|
marketDataEventBus.publish(marketDataEventBus.MarketDataUpdate, data)
|
||||||
|
now = time.time()
|
||||||
|
if now - self.lastMarketDataUpdateTimestamp < 5:
|
||||||
|
self.isMarketActive = True
|
||||||
|
self.lastMarketDataUpdateTimestamp = now
|
||||||
|
|
||||||
|
def marketStatusNotifier(self):
|
||||||
|
# 市场状态通知器
|
||||||
|
tmpMarketStatus = False
|
||||||
|
while True:
|
||||||
|
tmpTime = time.time()
|
||||||
|
time.sleep(10)
|
||||||
|
if tmpMarketStatus != self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp < 5:
|
||||||
|
tmpMarketStatus = self.isMarketActive
|
||||||
|
PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
|
||||||
|
marketDataEventBus.publish(EventMarketActiveSwitch, self.isMarketActive)
|
||||||
|
if tmpMarketStatus and self.isMarketActive and tmpTime - self.lastMarketDataUpdateTimestamp > 10: # 上次更新市场状态已经超过10秒
|
||||||
|
self.isMarketActive = False
|
||||||
|
PrintLog(LogLevel.INFO, f'- [市场状态变更] {self.isMarketActive}')
|
||||||
|
|
||||||
|
PrintLog(LogLevel.DEBUG, f'- [市场状态] {self.isMarketActive}') # 市场已 inactive
|
||||||
|
|
||||||
|
|
||||||
|
# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
|
||||||
|
def on_connected(self):
|
||||||
|
"""
|
||||||
|
连接成功推送
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), '连接成功回调')
|
||||||
|
|
||||||
|
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:XtOrder):
|
||||||
|
"""
|
||||||
|
委托回报推送
|
||||||
|
:param order: XtOrder对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
pass
|
||||||
|
# print(f"委托回调 on_stock_order 投资备注 {order.order_id} {order.strategy_name} {order.order_remark}")
|
||||||
|
|
||||||
|
|
||||||
|
def on_stock_trade(self, trade:XtTrade):
|
||||||
|
"""
|
||||||
|
成交变动推送
|
||||||
|
:param trade: XtTrade对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
marketDataEventBus.publish(MarketOrderTraded, trade)
|
||||||
|
# stockCode = trade.stock_code
|
||||||
|
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
# if ctrl is not None and trade.strategy_name == ctrl.getName():
|
||||||
|
# ctrl.onOrderTrade(trade)
|
||||||
|
# else:
|
||||||
|
# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
def on_order_stock_async_response(self, response:XtOrderResponse):
|
||||||
|
# print(f"委托回调 on_order_stock_async_response 投资备注 {response.order_id} {response.seq} {response.error_msg}{response.strategy_name} {response.order_remark}")
|
||||||
|
marketDataEventBus.publish(MarketOrderCreated, response)
|
||||||
|
|
||||||
|
# stockCode = response.order_remark
|
||||||
|
# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
|
||||||
|
# # 如果存在对应的StockTradeController,则调用其onDataUpdate方法
|
||||||
|
# if ctrl is not None and response.strategy_name == ctrl.getName():
|
||||||
|
# ctrl.onAsyncOrderResponse(response)
|
||||||
|
# else:
|
||||||
|
# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
|
||||||
|
|
||||||
|
def on_order_error(self, order_error):
|
||||||
|
"""
|
||||||
|
委托失败推送
|
||||||
|
:param order_error:XtOrderError 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
|
||||||
|
|
||||||
|
|
||||||
|
def on_account_status(self, status):
|
||||||
|
"""
|
||||||
|
:param response: XtAccountStatus 对象
|
||||||
|
:return:
|
||||||
|
"""
|
||||||
|
print(datetime.datetime.now(), status)
|
||||||
|
|
||||||
@@ -0,0 +1,7 @@
|
|||||||
|
from peewee import CharField, DateField
|
||||||
|
|
||||||
|
from core.database import BaseModel, db
|
||||||
|
|
||||||
|
class StockInfo(BaseModel):
|
||||||
|
stock_code = CharField(unique=True, primary_key=True)
|
||||||
|
stock_name = CharField()
|
||||||
-32
@@ -1,32 +0,0 @@
|
|||||||
"""
|
|
||||||
QMT 模块统一入口
|
|
||||||
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(配置优先于平台检测)"""
|
|
||||||
if _config.use_simulated_qmt:
|
|
||||||
print('[qmt] 配置指定模拟模式 → qmt_dummy')
|
|
||||||
from core.qmt_dummy import qmtv
|
|
||||||
return qmtv
|
|
||||||
|
|
||||||
if sys.platform == 'win32':
|
|
||||||
try:
|
|
||||||
print('[qmt] Windows 平台,尝试加载 qmt_real...')
|
|
||||||
from core.qmt_real import qmtv as real_qmtv
|
|
||||||
print('[qmt] qmt_real 加载成功')
|
|
||||||
return real_qmtv
|
|
||||||
except ImportError as e:
|
|
||||||
print(f'[qmt] qmt_real 加载失败: {e},回退 qmt_dummy')
|
|
||||||
|
|
||||||
# 非 Windows 或导入失败,使用模拟器
|
|
||||||
print('[qmt] 使用模拟模式 qmt_dummy')
|
|
||||||
from core.qmt_dummy import qmtv
|
|
||||||
return qmtv
|
|
||||||
|
|
||||||
|
|
||||||
# 导出单例
|
|
||||||
qmtv = _get_qmt()
|
|
||||||
@@ -1,298 +0,0 @@
|
|||||||
"""
|
|
||||||
Dummy QMT 模拟器 - 用于在非 Windows 环境下模拟 QMT 交易功能
|
|
||||||
"""
|
|
||||||
import datetime
|
|
||||||
import threading
|
|
||||||
import time
|
|
||||||
import random
|
|
||||||
import config
|
|
||||||
import core.eventbus as eBus
|
|
||||||
from core.logger import LogLevel, PrintLog
|
|
||||||
|
|
||||||
class DummyPosition:
|
|
||||||
"""模拟持仓"""
|
|
||||||
def __init__(self, stock_code, stock_name, volume, yesterday_vol=0):
|
|
||||||
self.stock_code = stock_code
|
|
||||||
self.stock_name = stock_name
|
|
||||||
self.volume = volume
|
|
||||||
self.can_use_volume = volume
|
|
||||||
self.yesterday_volume = yesterday_vol
|
|
||||||
|
|
||||||
class DummyOrder:
|
|
||||||
"""模拟订单"""
|
|
||||||
def __init__(self, stock_code, order_id, status, price, volume):
|
|
||||||
self.stock_code = stock_code
|
|
||||||
self.order_id = order_id
|
|
||||||
self.order_status = status
|
|
||||||
self.order_price = price
|
|
||||||
self.volume = volume
|
|
||||||
|
|
||||||
class DummyTrade:
|
|
||||||
"""模拟成交"""
|
|
||||||
def __init__(self, stock_code, trade_id, price, volume, strategy_name):
|
|
||||||
self.stock_code = stock_code
|
|
||||||
self.trade_id = trade_id
|
|
||||||
self.trade_price = price
|
|
||||||
self.trade_volume = volume
|
|
||||||
self.strategy_name = strategy_name
|
|
||||||
|
|
||||||
class DummyOrderResponse:
|
|
||||||
"""模拟下单响应"""
|
|
||||||
def __init__(self, order_id, stock_code, seq, error_msg, strategy_name):
|
|
||||||
self.order_id = order_id
|
|
||||||
self.stock_code = stock_code
|
|
||||||
self.seq = seq
|
|
||||||
self.error_msg = error_msg
|
|
||||||
self.strategy_name = strategy_name
|
|
||||||
|
|
||||||
class DummyQmtV:
|
|
||||||
"""
|
|
||||||
Dummy QMT 模拟器
|
|
||||||
模拟 QmtV 类的接口,用于在没有 miniQMT 的环境下运行和测试
|
|
||||||
"""
|
|
||||||
def __init__(self) -> None:
|
|
||||||
self.inited = False
|
|
||||||
self.details = {}
|
|
||||||
self.lastMarketDataUpdateTimestamp = time.time()
|
|
||||||
self.isMarketActive = True
|
|
||||||
self.connected = False
|
|
||||||
self.account = None
|
|
||||||
self._positions = {}
|
|
||||||
self._pending_orders = []
|
|
||||||
self._market_data_thread = None
|
|
||||||
self._counter = 0
|
|
||||||
|
|
||||||
def getTrader(self):
|
|
||||||
return self
|
|
||||||
|
|
||||||
def init_qmtv(self):
|
|
||||||
"""初始化交易器"""
|
|
||||||
PrintLog(LogLevel.INFO, f'- [模拟] QMT 交易器初始化')
|
|
||||||
self.connected = True
|
|
||||||
self.inited = True
|
|
||||||
|
|
||||||
def connect(self) -> bool:
|
|
||||||
"""连接 QMT (模拟总是成功)"""
|
|
||||||
PrintLog(LogLevel.INFO, f'- [成功] 市场交易连接 (模拟模式)')
|
|
||||||
|
|
||||||
# 创建模拟账号
|
|
||||||
try:
|
|
||||||
from xtquant.xttype import StockAccount
|
|
||||||
self.account = StockAccount(config.account_no, 'STOCK')
|
|
||||||
except ImportError:
|
|
||||||
self.account = type('StockAccount', (), {'account_id': config.account_no})()
|
|
||||||
PrintLog(LogLevel.INFO, f'- [成功] 交易账号: {config.account_no}')
|
|
||||||
|
|
||||||
self._init_dummy_positions()
|
|
||||||
self.startMarketDataSubscription()
|
|
||||||
|
|
||||||
return self.inited
|
|
||||||
|
|
||||||
def _init_dummy_positions(self):
|
|
||||||
"""初始化模拟持仓数据"""
|
|
||||||
dummy_stocks = [
|
|
||||||
('600519', '贵州茅台', 100, 2800.0),
|
|
||||||
('000858', '五粮液', 200, 180.0),
|
|
||||||
('600036', '招商银行', 500, 42.0),
|
|
||||||
('000001', '平安银行', 300, 13.5),
|
|
||||||
]
|
|
||||||
for code, name, volume, price in dummy_stocks:
|
|
||||||
self._positions[code] = {
|
|
||||||
'stock_code': code,
|
|
||||||
'stock_name': name,
|
|
||||||
'volume': volume,
|
|
||||||
'can_use_volume': volume,
|
|
||||||
'open_cost': price,
|
|
||||||
'market_value': volume * price
|
|
||||||
}
|
|
||||||
PrintLog(LogLevel.INFO, f'- [模拟] 已加载 {len(self._positions)} 个持仓')
|
|
||||||
|
|
||||||
def getAllPositions(self) -> dict:
|
|
||||||
"""获取全部持仓,返回 {stock_code: position_object}"""
|
|
||||||
result = {}
|
|
||||||
for code, pos_data in self._positions.items():
|
|
||||||
result[code] = type('DummyPos', (), pos_data)()
|
|
||||||
return result
|
|
||||||
|
|
||||||
def getStockPosition(self, stock_code: str):
|
|
||||||
"""获取持仓 (模拟)"""
|
|
||||||
if stock_code in self._positions:
|
|
||||||
pos = self._positions[stock_code]
|
|
||||||
return type('DummyPos', (), pos)()
|
|
||||||
return None
|
|
||||||
|
|
||||||
def queryTodayOrders(self) -> list:
|
|
||||||
"""查询当日所有委托 (模拟)"""
|
|
||||||
return list(self._pending_orders)
|
|
||||||
|
|
||||||
def queryTodayTrades(self) -> list:
|
|
||||||
"""查询当日所有成交 (模拟)"""
|
|
||||||
return [] # 模拟模式无实际成交记录
|
|
||||||
|
|
||||||
def queryPendingOrder(self, stock_code: str, tag: str) -> list:
|
|
||||||
"""查询挂单"""
|
|
||||||
return [o for o in self._pending_orders
|
|
||||||
if o.stock_code == stock_code and
|
|
||||||
(tag is None or getattr(o, 'strategy_name', None) == tag)]
|
|
||||||
|
|
||||||
def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
|
|
||||||
"""异步下单 (模拟)"""
|
|
||||||
self._counter += 1
|
|
||||||
order_id = f"DUMMY{self._counter:06d}"
|
|
||||||
seq = self._counter
|
|
||||||
|
|
||||||
order = DummyOrder(
|
|
||||||
stock_code=stock_code,
|
|
||||||
order_id=order_id,
|
|
||||||
status='reported',
|
|
||||||
price=orderPrice,
|
|
||||||
volume=orderVolume
|
|
||||||
)
|
|
||||||
order.strategy_name = strategy_name
|
|
||||||
order.order_remark = orderRemark
|
|
||||||
self._pending_orders.append(order)
|
|
||||||
|
|
||||||
response = DummyOrderResponse(
|
|
||||||
order_id=order_id,
|
|
||||||
stock_code=stock_code,
|
|
||||||
seq=seq,
|
|
||||||
error_msg='成功',
|
|
||||||
strategy_name=strategy_name
|
|
||||||
)
|
|
||||||
response.order_remark = orderRemark
|
|
||||||
|
|
||||||
eBus.event_bus.publish(eBus.MarketOrderCreated, response)
|
|
||||||
PrintLog(LogLevel.INFO, f'- [模拟下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 订单号:{order_id}')
|
|
||||||
|
|
||||||
# 模拟成交 (80% 概率)
|
|
||||||
if random.random() > 0.2:
|
|
||||||
threading.Timer(random.uniform(0.5, 3.0), self._simulate_trade,
|
|
||||||
args=(stock_code, order_id, orderPrice, orderVolume, strategy_name)).start()
|
|
||||||
|
|
||||||
return 0
|
|
||||||
|
|
||||||
def _simulate_trade(self, stock_code, order_id, price, volume, strategy_name):
|
|
||||||
"""模拟成交"""
|
|
||||||
trade = DummyTrade(
|
|
||||||
stock_code=stock_code,
|
|
||||||
trade_id=f"TRADE{self._counter:06d}",
|
|
||||||
price=price,
|
|
||||||
volume=volume,
|
|
||||||
strategy_name=strategy_name
|
|
||||||
)
|
|
||||||
trade.trade_time = int(time.strftime('%H%M%S'))
|
|
||||||
trade.order_remark = stock_code
|
|
||||||
|
|
||||||
if stock_code in self._positions:
|
|
||||||
self._positions[stock_code]['volume'] += volume
|
|
||||||
self._positions[stock_code]['can_use_volume'] += volume
|
|
||||||
|
|
||||||
eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
|
|
||||||
PrintLog(LogLevel.INFO, f'- [模拟成交] {stock_code} 数量:{volume} 价格:{price}')
|
|
||||||
|
|
||||||
def cacheStockDetail(self, stock_code: str):
|
|
||||||
"""获取股票详情 (模拟)"""
|
|
||||||
if stock_code not in self.details:
|
|
||||||
self.details[stock_code] = {
|
|
||||||
'InstrumentName': self._get_dummy_name(stock_code),
|
|
||||||
'UpStopPrice': 0,
|
|
||||||
'DownStopPrice': 0
|
|
||||||
}
|
|
||||||
return self.details[stock_code]
|
|
||||||
|
|
||||||
def _get_dummy_name(self, stock_code: str) -> str:
|
|
||||||
"""获取模拟股票名称"""
|
|
||||||
names = {
|
|
||||||
'600519': '贵州茅台', '000858': '五粮液', '600036': '招商银行',
|
|
||||||
'000001': '平安银行', '000002': '万科A', '600000': '浦发银行'
|
|
||||||
}
|
|
||||||
return names.get(stock_code, f'股票{stock_code}')
|
|
||||||
|
|
||||||
def getInstrumentName(self, stock_code: str) -> str:
|
|
||||||
"""获取股票名称"""
|
|
||||||
return self.cacheStockDetail(stock_code)['InstrumentName']
|
|
||||||
|
|
||||||
def dailyUpStop(self, stock_code: str):
|
|
||||||
"""获取涨停价 (模拟)"""
|
|
||||||
cacheStock = self.cacheStockDetail(stock_code)
|
|
||||||
PrintLog(LogLevel.INFO, f'- [模拟] 获取股票详情: {stock_code} {cacheStock["InstrumentName"]} 涨停价: 0')
|
|
||||||
return 0.0
|
|
||||||
|
|
||||||
def dailyDownStop(self, stock_code: str):
|
|
||||||
"""获取跌停价 (模拟)"""
|
|
||||||
return 0.0
|
|
||||||
|
|
||||||
def getLastPrice(self, stock_code: str) -> float:
|
|
||||||
"""主动获取最新市价(模拟)"""
|
|
||||||
if stock_code in self._positions:
|
|
||||||
return float(self._positions[stock_code].get('open_cost', 10.0))
|
|
||||||
# 给一个合理模拟价
|
|
||||||
return 10.0 + hash(stock_code) % 100
|
|
||||||
|
|
||||||
def startMarketDataSubscription(self):
|
|
||||||
"""启动市场数据订阅 (模拟)"""
|
|
||||||
try:
|
|
||||||
self._market_data_thread = threading.Thread(target=self._generate_market_data, daemon=True)
|
|
||||||
self._market_data_thread.start()
|
|
||||||
PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-模拟]')
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
|
|
||||||
|
|
||||||
def stopMarketDataSubscription(self):
|
|
||||||
"""停止市场数据订阅"""
|
|
||||||
PrintLog(LogLevel.INFO, '- 停止市场数据订阅 (模拟)')
|
|
||||||
|
|
||||||
def _generate_market_data(self):
|
|
||||||
"""生成模拟市场数据"""
|
|
||||||
stocks = ['600519', '000858', '600036', '000001', '000002', '600000']
|
|
||||||
base_prices = [2800.0, 180.0, 42.0, 13.5, 10.0, 10.0]
|
|
||||||
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
for i, stock in enumerate(stocks):
|
|
||||||
data = {
|
|
||||||
'stock_code': stock,
|
|
||||||
'last_price': base_prices[i] + random.uniform(-1, 1),
|
|
||||||
'open_price': base_prices[i],
|
|
||||||
'high_price': base_prices[i] + random.uniform(0, 2),
|
|
||||||
'low_price': base_prices[i] - random.uniform(0, 2),
|
|
||||||
'volume': random.randint(1000, 10000),
|
|
||||||
'timestamp': time.time()
|
|
||||||
}
|
|
||||||
eBus.event_bus.publish(eBus.MarketDataUpdate, data)
|
|
||||||
base_prices[i] = data['last_price']
|
|
||||||
|
|
||||||
self.lastMarketDataUpdateTimestamp = time.time()
|
|
||||||
self.isMarketActive = True
|
|
||||||
eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
|
|
||||||
|
|
||||||
time.sleep(3)
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [市场数据模拟异常-{e}]')
|
|
||||||
time.sleep(1)
|
|
||||||
|
|
||||||
def on_connected(self):
|
|
||||||
print(datetime.datetime.now(), '模拟连接成功')
|
|
||||||
|
|
||||||
def on_disconnected(self):
|
|
||||||
print(datetime.datetime.now(), '模拟连接断开')
|
|
||||||
|
|
||||||
def on_stock_order(self, order):
|
|
||||||
pass
|
|
||||||
|
|
||||||
def on_stock_trade(self, trade):
|
|
||||||
eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
|
|
||||||
|
|
||||||
def on_order_stock_async_response(self, response):
|
|
||||||
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_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)
|
|
||||||
|
|
||||||
|
|
||||||
qmtv = DummyQmtV()
|
|
||||||
@@ -1,598 +0,0 @@
|
|||||||
"""
|
|
||||||
QMT 真实交易实现 - 封装 xtquant SDK
|
|
||||||
"""
|
|
||||||
import datetime
|
|
||||||
import os
|
|
||||||
import subprocess
|
|
||||||
import threading
|
|
||||||
import time
|
|
||||||
import config
|
|
||||||
import core.eventbus as eBus
|
|
||||||
from core.logger import LogLevel, PrintLog
|
|
||||||
|
|
||||||
|
|
||||||
class RealQmtV:
|
|
||||||
"""
|
|
||||||
真实 QMT 交易器
|
|
||||||
封装 xtquant 的 XtQuantTrader,提供与模拟器一致的接口
|
|
||||||
"""
|
|
||||||
|
|
||||||
# miniQMT 进程名关键字(GUI 壳: XtMiniQmt.exe,交易引擎: miniquote.exe)
|
|
||||||
_QMT_PROCESS_KEYWORDS = ['Qmt', 'qmt', 'QMT', 'miniquote', 'MiniQuote']
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _discover_qmt_port() -> int:
|
|
||||||
"""
|
|
||||||
自动探测 miniQMT 监听端口。
|
|
||||||
方法1: SDK 内部扫描 (读取配置)
|
|
||||||
方法2: netstat 找 LISTENING 端口 → 反查所属进程名 → 匹配 QMT 关键字
|
|
||||||
返回端口号,未找到返回 0。
|
|
||||||
"""
|
|
||||||
# ---- 方法1: SDK 内部扫描 ----
|
|
||||||
try:
|
|
||||||
from xtquant import xtconn
|
|
||||||
addrs = xtconn.scan_available_server_addr()
|
|
||||||
for addr in addrs:
|
|
||||||
try:
|
|
||||||
port = int(addr.split(':')[1])
|
|
||||||
if port:
|
|
||||||
PrintLog(LogLevel.INFO, f'[端口探测] SDK 扫描发现端口: {port}')
|
|
||||||
return port
|
|
||||||
except (ValueError, IndexError):
|
|
||||||
continue
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[端口探测] SDK 扫描异常: {e}')
|
|
||||||
|
|
||||||
# ---- 方法2: netstat → 反向查进程名 ----
|
|
||||||
try:
|
|
||||||
# 2a. netstat 找出所有 LISTENING 端口的 PID
|
|
||||||
pid_ports = {} # pid -> [port, ...]
|
|
||||||
netstat = subprocess.run(
|
|
||||||
['netstat', '-ano'],
|
|
||||||
capture_output=True, text=True, timeout=10
|
|
||||||
)
|
|
||||||
for line in netstat.stdout.splitlines():
|
|
||||||
if 'LISTENING' not in line and 'LISTEN' not in line:
|
|
||||||
continue
|
|
||||||
parts = line.split()
|
|
||||||
if len(parts) < 5:
|
|
||||||
continue
|
|
||||||
try:
|
|
||||||
local_addr = parts[1]
|
|
||||||
port = int(local_addr.rsplit(':', 1)[-1])
|
|
||||||
pid = int(parts[-1])
|
|
||||||
if port > 0:
|
|
||||||
pid_ports.setdefault(pid, []).append(port)
|
|
||||||
except (ValueError, IndexError):
|
|
||||||
continue
|
|
||||||
|
|
||||||
if not pid_ports:
|
|
||||||
PrintLog(LogLevel.DEBUG, '[端口探测] netstat 未找到任何 LISTENING 端口')
|
|
||||||
return 0
|
|
||||||
|
|
||||||
# 2b. 对每个有监听端口的 PID,查进程名是否匹配 QMT
|
|
||||||
for pid, ports in pid_ports.items():
|
|
||||||
name = RealQmtV._get_process_name(pid)
|
|
||||||
if name and any(kw in name for kw in RealQmtV._QMT_PROCESS_KEYWORDS):
|
|
||||||
port = ports[0]
|
|
||||||
PrintLog(LogLevel.INFO, f'[端口探测] 发现 QMT 进程: {name} (PID={pid}), 端口: {port}')
|
|
||||||
|
|
||||||
# 同时探测 userdata_mini 路径
|
|
||||||
exe_path = RealQmtV._get_process_exe_path(pid)
|
|
||||||
if exe_path:
|
|
||||||
PrintLog(LogLevel.INFO, f'[路径探测] 进程路径: {exe_path}')
|
|
||||||
found_path = RealQmtV._find_userdata_mini(exe_path)
|
|
||||||
if found_path:
|
|
||||||
PrintLog(LogLevel.INFO, f'[路径探测] 发现 userdata_mini: {found_path}')
|
|
||||||
if found_path != config.miniQMTPath:
|
|
||||||
PrintLog(LogLevel.INFO, f'[路径探测] 自动修正 miniQMTPath: {config.miniQMTPath} -> {found_path}')
|
|
||||||
config.miniQMTPath = found_path
|
|
||||||
|
|
||||||
# 同时从窗口标题提取资金账号
|
|
||||||
account = RealQmtV._discover_account()
|
|
||||||
if account:
|
|
||||||
if account != config.account_no:
|
|
||||||
PrintLog(LogLevel.INFO, f'[账号探测] 自动修正 account_no: {config.account_no[-4:]}**** -> {account[-4:]}****')
|
|
||||||
config.account_no = account
|
|
||||||
else:
|
|
||||||
PrintLog(LogLevel.INFO, f'[账号探测] 确认账号: {account[-4:]}****')
|
|
||||||
|
|
||||||
return port
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.INFO, f'[端口探测] 进程扫描异常: {e}')
|
|
||||||
|
|
||||||
PrintLog(LogLevel.WARNING, '[端口探测] 未能自动发现 miniQMT 端口')
|
|
||||||
return 0
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _get_process_name(pid: int) -> str:
|
|
||||||
"""通过 PID 获取进程名(单个查询,不用扫全量 tasklist)"""
|
|
||||||
try:
|
|
||||||
result = subprocess.run(
|
|
||||||
['tasklist', '/fi', f'PID eq {pid}', '/fo', 'csv', '/nh'],
|
|
||||||
capture_output=True, text=True, timeout=5
|
|
||||||
)
|
|
||||||
for line in result.stdout.splitlines():
|
|
||||||
line = line.strip()
|
|
||||||
if not line or line.startswith('INFO:'):
|
|
||||||
continue
|
|
||||||
parts = [p.strip('"').strip() for p in line.split('","')]
|
|
||||||
if len(parts) >= 2:
|
|
||||||
return parts[0]
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
return ''
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _get_process_exe_path(pid: int) -> str:
|
|
||||||
"""通过 PID 获取进程的可执行文件完整路径"""
|
|
||||||
try:
|
|
||||||
result = subprocess.run(
|
|
||||||
['powershell', '-NoProfile', '-Command',
|
|
||||||
f'(Get-Process -Id {pid}).Path'],
|
|
||||||
capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
|
|
||||||
)
|
|
||||||
path = result.stdout.strip()
|
|
||||||
if path and os.path.isfile(path):
|
|
||||||
return path
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
return ''
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _find_userdata_mini(exe_path: str) -> str:
|
|
||||||
"""从 QMT 可执行文件路径向上查找 userdata_mini 目录"""
|
|
||||||
exe_dir = os.path.dirname(exe_path)
|
|
||||||
# 从 exe 所在目录开始,向上最多 3 层
|
|
||||||
for _ in range(4):
|
|
||||||
candidate = os.path.join(exe_dir, 'userdata_mini')
|
|
||||||
if os.path.isdir(candidate):
|
|
||||||
return candidate
|
|
||||||
parent = os.path.dirname(exe_dir)
|
|
||||||
if parent == exe_dir:
|
|
||||||
break
|
|
||||||
exe_dir = parent
|
|
||||||
return ''
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _discover_account() -> str:
|
|
||||||
"""
|
|
||||||
从 XtMiniQmt.exe 的窗口标题中提取资金账号。
|
|
||||||
标题格式: "8882874667 - 国金证券QMT交易端 2.0.8.300"
|
|
||||||
返回账号字符串,失败返回空字符串。
|
|
||||||
"""
|
|
||||||
try:
|
|
||||||
# 找到 XtMiniQmt.exe 的 PID
|
|
||||||
tasklist = subprocess.run(
|
|
||||||
['tasklist', '/fo', 'csv', '/nh'],
|
|
||||||
capture_output=True, text=True, timeout=10
|
|
||||||
)
|
|
||||||
gui_pid = 0
|
|
||||||
for line in tasklist.stdout.splitlines():
|
|
||||||
line = line.strip()
|
|
||||||
if not line:
|
|
||||||
continue
|
|
||||||
parts = [p.strip('"').strip() for p in line.split('","')]
|
|
||||||
if len(parts) >= 2 and 'XtMiniQmt' in parts[0]:
|
|
||||||
gui_pid = int(parts[1])
|
|
||||||
break
|
|
||||||
|
|
||||||
if not gui_pid:
|
|
||||||
return ''
|
|
||||||
|
|
||||||
# 获取窗口标题(PowerShell 输出可能含中文,用 utf-8)
|
|
||||||
result = subprocess.run(
|
|
||||||
['powershell', '-NoProfile', '-Command',
|
|
||||||
f'(Get-Process -Id {gui_pid}).MainWindowTitle'],
|
|
||||||
capture_output=True, text=True, encoding='utf-8', errors='replace', timeout=5
|
|
||||||
)
|
|
||||||
title = result.stdout.strip()
|
|
||||||
if title and ' - ' in title:
|
|
||||||
account = title.split(' - ')[0].strip()
|
|
||||||
if account.isdigit():
|
|
||||||
return account
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
return ''
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _to_plain_code(stock_code: str) -> str:
|
|
||||||
"""将 xtquant 格式 '600519.SH' 转换为数据库格式 '600519'"""
|
|
||||||
return stock_code.split('.')[0] if '.' in stock_code else stock_code
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def _to_full_code(stock_code: str) -> str:
|
|
||||||
"""将数据库格式 '600519' 转换为 xtquant 格式 '600519.SH'"""
|
|
||||||
if '.' in stock_code:
|
|
||||||
return stock_code # already has suffix
|
|
||||||
code = stock_code
|
|
||||||
if code.startswith(('6', '5', '9')):
|
|
||||||
return f'{code}.SH'
|
|
||||||
elif code.startswith(('0', '3', '2')):
|
|
||||||
return f'{code}.SZ'
|
|
||||||
# fallback: try both, prefer SH
|
|
||||||
return f'{code}.SH'
|
|
||||||
|
|
||||||
def __init__(self) -> None:
|
|
||||||
self.inited = False
|
|
||||||
self.connected = False
|
|
||||||
self.account = None
|
|
||||||
self.xt_trader = None
|
|
||||||
self.mini_qmt_path = ""
|
|
||||||
self._positions = {}
|
|
||||||
self._pending_orders = []
|
|
||||||
self._market_data_thread = None
|
|
||||||
self.isMarketActive = False
|
|
||||||
self.lastMarketDataUpdateTimestamp = time.time()
|
|
||||||
self.details = {}
|
|
||||||
|
|
||||||
def getTrader(self):
|
|
||||||
return self
|
|
||||||
|
|
||||||
def init_qmtv(self):
|
|
||||||
"""初始化 QMT 交易器"""
|
|
||||||
try:
|
|
||||||
from xtquant.xttrader import XtQuantTrader
|
|
||||||
from xtquant.xttype import StockAccount
|
|
||||||
|
|
||||||
self.mini_qmt_path = config.miniQMTPath
|
|
||||||
self.account = StockAccount(config.account_no, 'STOCK')
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] 初始化: path={self.mini_qmt_path}, account={config.account_no[-4:]}****')
|
|
||||||
|
|
||||||
# 创建 XtQuantTrader 实例
|
|
||||||
session_id = int(time.time()) % 10000
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] 创建 XtQuantTrader, session={session_id}')
|
|
||||||
self.xt_trader = XtQuantTrader(self.mini_qmt_path, session_id)
|
|
||||||
|
|
||||||
# 注册回调 — xtquant 只接受一个回调对象,会在上面调用 on_xxx 方法
|
|
||||||
self.xt_trader.register_callback(self)
|
|
||||||
|
|
||||||
self.inited = True
|
|
||||||
PrintLog(LogLevel.INFO, f'- [真实] QMT 交易器初始化成功')
|
|
||||||
except Exception as e:
|
|
||||||
self.inited = False
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [失败] QMT 初始化: {e}')
|
|
||||||
|
|
||||||
def connect(self) -> bool:
|
|
||||||
"""连接 MiniQMT,失败自动探测端口并重试"""
|
|
||||||
if not self.inited:
|
|
||||||
PrintLog(LogLevel.ERROR, '[QMT] 连接失败: 未初始化')
|
|
||||||
return False
|
|
||||||
|
|
||||||
_connect_errors = {
|
|
||||||
0: '成功',
|
|
||||||
-1: '一般错误(miniQMT 可能未启动)',
|
|
||||||
-2: 'miniQMT 未运行(请先启动极简QMT)',
|
|
||||||
-3: '连接超时',
|
|
||||||
}
|
|
||||||
|
|
||||||
def _do_connect() -> int:
|
|
||||||
self.xt_trader.start()
|
|
||||||
PrintLog(LogLevel.INFO, '[QMT] xt_trader.start() 完成')
|
|
||||||
PrintLog(LogLevel.INFO, '[QMT] 正在连接 miniQMT...')
|
|
||||||
return self.xt_trader.connect()
|
|
||||||
|
|
||||||
try:
|
|
||||||
# 尝试默认连接
|
|
||||||
PrintLog(LogLevel.INFO, '[QMT] 尝试默认方式连接...')
|
|
||||||
connect_result = _do_connect()
|
|
||||||
|
|
||||||
# 失败则自动探测端口并重试
|
|
||||||
if connect_result != 0:
|
|
||||||
PrintLog(LogLevel.INFO, '[QMT] 默认连接失败,启动端口自动探测...')
|
|
||||||
discovered_port = self._discover_qmt_port()
|
|
||||||
if discovered_port > 0:
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] 探测到端口 {discovered_port},尝试连接...')
|
|
||||||
try:
|
|
||||||
from xtquant import xtdata
|
|
||||||
xtdata.connect(ip='127.0.0.1', port=discovered_port)
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] xtdata 连接成功 (端口: {discovered_port})')
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'[QMT] xtdata 连接失败 (端口: {discovered_port}): {e}')
|
|
||||||
return False
|
|
||||||
connect_result = _do_connect()
|
|
||||||
else:
|
|
||||||
PrintLog(LogLevel.WARNING, '[QMT] 端口自动探测未找到 miniQMT 进程')
|
|
||||||
|
|
||||||
result_desc = _connect_errors.get(connect_result, f'未知({connect_result})')
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] connect() 返回: {connect_result} ({result_desc})')
|
|
||||||
|
|
||||||
if connect_result == 0:
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] 订阅账户...')
|
|
||||||
self.xt_trader.subscribe(self.account)
|
|
||||||
PrintLog(LogLevel.INFO, '[QMT] 订阅完成')
|
|
||||||
self.connected = True
|
|
||||||
self.startMarketDataSubscription()
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] 连接成功 (账号: {config.account_no[-4:]}****)')
|
|
||||||
return True
|
|
||||||
else:
|
|
||||||
PrintLog(LogLevel.ERROR, f'[QMT] 连接失败: {result_desc}')
|
|
||||||
return False
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'[QMT] 连接异常: {e}')
|
|
||||||
return False
|
|
||||||
|
|
||||||
def getAllPositions(self) -> dict:
|
|
||||||
"""获取全部持仓,返回 {plain_code: position_object}"""
|
|
||||||
if not self.connected:
|
|
||||||
return {}
|
|
||||||
try:
|
|
||||||
positions = self.xt_trader.query_stock_positions(self.account)
|
|
||||||
result = {}
|
|
||||||
for pos in positions:
|
|
||||||
code = self._to_plain_code(getattr(pos, 'stock_code', ''))
|
|
||||||
result[code] = pos
|
|
||||||
# 缓存以供 getStockPosition 使用
|
|
||||||
self._position_cache = result
|
|
||||||
return result
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [获取全部持仓失败]: {e}')
|
|
||||||
return {}
|
|
||||||
|
|
||||||
def getStockPosition(self, stock_code: str):
|
|
||||||
"""获取单只股票持仓(优先使用缓存)"""
|
|
||||||
if not self.connected:
|
|
||||||
return None
|
|
||||||
try:
|
|
||||||
# 优先查缓存
|
|
||||||
if hasattr(self, '_position_cache') and stock_code in self._position_cache:
|
|
||||||
return self._position_cache[stock_code]
|
|
||||||
# 回退查询
|
|
||||||
positions = self.xt_trader.query_stock_positions(self.account)
|
|
||||||
for pos in positions:
|
|
||||||
pos_code = self._to_plain_code(getattr(pos, 'stock_code', ''))
|
|
||||||
if pos_code == stock_code:
|
|
||||||
return pos
|
|
||||||
return None
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [持仓查询失败] {stock_code}: {e}')
|
|
||||||
return None
|
|
||||||
|
|
||||||
def queryPendingOrder(self, stock_code: str, tag: str) -> list:
|
|
||||||
"""查询挂单(过滤已撤/废单)"""
|
|
||||||
if not self.connected:
|
|
||||||
return []
|
|
||||||
try:
|
|
||||||
orders = self.xt_trader.query_stock_orders(self.account)
|
|
||||||
# 过滤已撤(54)和废单(57),避免策略误判"已有挂单"跳过下单
|
|
||||||
_CANCELED = {54, 57}
|
|
||||||
return [o for o in orders
|
|
||||||
if self._to_plain_code(getattr(o, 'stock_code', '')) == stock_code and
|
|
||||||
(tag is None or getattr(o, 'strategy_name', None) == tag) and
|
|
||||||
getattr(o, 'order_status', 0) not in _CANCELED]
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [查询挂单失败] {e}')
|
|
||||||
return []
|
|
||||||
|
|
||||||
def queryTodayOrders(self) -> list:
|
|
||||||
"""查询当日所有委托"""
|
|
||||||
if not self.connected:
|
|
||||||
return []
|
|
||||||
try:
|
|
||||||
return list(self.xt_trader.query_stock_orders(self.account))
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [查询委托失败] {e}')
|
|
||||||
return []
|
|
||||||
|
|
||||||
def queryTodayTrades(self) -> list:
|
|
||||||
"""查询当日所有成交"""
|
|
||||||
if not self.connected:
|
|
||||||
return []
|
|
||||||
try:
|
|
||||||
return list(self.xt_trader.query_stock_trades(self.account))
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [查询成交失败] {e}')
|
|
||||||
return []
|
|
||||||
|
|
||||||
def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
|
|
||||||
"""异步下单"""
|
|
||||||
if not self.connected:
|
|
||||||
PrintLog(LogLevel.ERROR, '- [下单失败] 未连接')
|
|
||||||
return -1
|
|
||||||
|
|
||||||
try:
|
|
||||||
full_code = self._to_full_code(stock_code)
|
|
||||||
seq = self.xt_trader.order_stock_async(
|
|
||||||
account=self.account,
|
|
||||||
stock_code=full_code,
|
|
||||||
order_volume=orderVolume,
|
|
||||||
order_type=orderType,
|
|
||||||
price=orderPrice,
|
|
||||||
price_type=priceType,
|
|
||||||
order_remark=orderRemark,
|
|
||||||
strategy_name=strategy_name
|
|
||||||
)
|
|
||||||
PrintLog(LogLevel.INFO,
|
|
||||||
f'- [下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 类型:{orderType} seq:{seq}')
|
|
||||||
return 0
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [下单失败] {stock_code}: {e}')
|
|
||||||
return -1
|
|
||||||
|
|
||||||
def cacheStockDetail(self, stock_code: str):
|
|
||||||
"""获取股票详情"""
|
|
||||||
if stock_code not in self.details:
|
|
||||||
try:
|
|
||||||
from xtquant import xtdata
|
|
||||||
# xtquant 需要带后缀的完整代码
|
|
||||||
full_code = self._to_full_code(stock_code)
|
|
||||||
detail = xtdata.get_instrument_detail(full_code)
|
|
||||||
if detail:
|
|
||||||
# xtquant 返回 dict,使用 .get() 读取
|
|
||||||
self.details[stock_code] = {
|
|
||||||
'InstrumentName': detail.get('InstrumentName', stock_code) if isinstance(detail, dict) else getattr(detail, 'InstrumentName', stock_code),
|
|
||||||
'UpStopPrice': detail.get('UpStopPrice', 0) if isinstance(detail, dict) else getattr(detail, 'UpStopPrice', 0),
|
|
||||||
'DownStopPrice': detail.get('DownStopPrice', 0) if isinstance(detail, dict) else getattr(detail, 'DownStopPrice', 0)
|
|
||||||
}
|
|
||||||
else:
|
|
||||||
self.details[stock_code] = {
|
|
||||||
'InstrumentName': stock_code,
|
|
||||||
'UpStopPrice': 0,
|
|
||||||
'DownStopPrice': 0
|
|
||||||
}
|
|
||||||
except Exception:
|
|
||||||
self.details[stock_code] = {
|
|
||||||
'InstrumentName': stock_code,
|
|
||||||
'UpStopPrice': 0,
|
|
||||||
'DownStopPrice': 0
|
|
||||||
}
|
|
||||||
return self.details[stock_code]
|
|
||||||
|
|
||||||
def getInstrumentName(self, stock_code: str) -> str:
|
|
||||||
"""获取股票名称"""
|
|
||||||
return self.cacheStockDetail(stock_code)['InstrumentName']
|
|
||||||
|
|
||||||
def dailyUpStop(self, stock_code: str):
|
|
||||||
"""获取涨停价"""
|
|
||||||
detail = self.cacheStockDetail(stock_code)
|
|
||||||
up_stop = detail.get('UpStopPrice', 0)
|
|
||||||
PrintLog(LogLevel.DEBUG, f'- [详情] {stock_code} {detail["InstrumentName"]} 涨停价: {up_stop}')
|
|
||||||
return up_stop or 0.0
|
|
||||||
|
|
||||||
def dailyDownStop(self, stock_code: str):
|
|
||||||
"""获取跌停价"""
|
|
||||||
detail = self.cacheStockDetail(stock_code)
|
|
||||||
down_stop = detail.get('DownStopPrice', 0)
|
|
||||||
return down_stop or 0.0
|
|
||||||
|
|
||||||
def getLastPrice(self, stock_code: str) -> float:
|
|
||||||
"""主动获取最新市价(拉取模式,作为推送的兜底)"""
|
|
||||||
try:
|
|
||||||
from xtquant import xtdata
|
|
||||||
import json
|
|
||||||
full_code = self._to_full_code(stock_code)
|
|
||||||
|
|
||||||
# 方式1: 尝试 get_full_tick(参数是 list[str],返回 dict {code: {...}})
|
|
||||||
raw = xtdata.get_full_tick([full_code])
|
|
||||||
if raw:
|
|
||||||
tick = json.loads(raw) if isinstance(raw, str) else raw
|
|
||||||
if isinstance(tick, dict):
|
|
||||||
# 格式: {'600519.SH': {'lastPrice': 8.97, ...}}
|
|
||||||
for code, info in tick.items():
|
|
||||||
if isinstance(info, dict) and info.get('lastPrice', 0) > 0:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → tick: {info["lastPrice"]:.3f}')
|
|
||||||
return float(info['lastPrice'])
|
|
||||||
|
|
||||||
# 方式2: get_market_data 取最新1分钟K线收盘价
|
|
||||||
data = xtdata.get_market_data(
|
|
||||||
field_list=['close'],
|
|
||||||
stock_list=[full_code],
|
|
||||||
period='1m',
|
|
||||||
count=1
|
|
||||||
)
|
|
||||||
if data:
|
|
||||||
vals = None
|
|
||||||
if full_code in data:
|
|
||||||
row = data[full_code]
|
|
||||||
if hasattr(row, '__iter__') and not isinstance(row, str):
|
|
||||||
row = list(row)
|
|
||||||
if row:
|
|
||||||
vals = row
|
|
||||||
if not vals and 'close' in data:
|
|
||||||
field_data = data['close']
|
|
||||||
if full_code in field_data:
|
|
||||||
vals = list(field_data[full_code])
|
|
||||||
if vals and len(vals) > 0 and float(vals[0]) > 0:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → kline: {float(vals[0]):.3f}')
|
|
||||||
return float(vals[0])
|
|
||||||
|
|
||||||
# 方式3: 下载历史数据后再试
|
|
||||||
xtdata.download_history_data(full_code, '1m', '')
|
|
||||||
data = xtdata.get_market_data(
|
|
||||||
field_list=['close'],
|
|
||||||
stock_list=[full_code],
|
|
||||||
period='1m',
|
|
||||||
count=1
|
|
||||||
)
|
|
||||||
if data:
|
|
||||||
vals = None
|
|
||||||
if full_code in data:
|
|
||||||
row = data[full_code]
|
|
||||||
if hasattr(row, '__iter__') and not isinstance(row, str):
|
|
||||||
row = list(row)
|
|
||||||
if row:
|
|
||||||
vals = row
|
|
||||||
if not vals and 'close' in data:
|
|
||||||
field_data = data['close']
|
|
||||||
if full_code in field_data:
|
|
||||||
vals = list(field_data[full_code])
|
|
||||||
if vals and len(vals) > 0 and float(vals[0]) > 0:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → download+kline: {float(vals[0]):.3f}')
|
|
||||||
return float(vals[0])
|
|
||||||
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → 失败: 所有方式均无数据, raw={raw}')
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[getLastPrice] {stock_code} → 异常: {e}')
|
|
||||||
return 0.0
|
|
||||||
|
|
||||||
def startMarketDataSubscription(self):
|
|
||||||
"""启动市场数据订阅"""
|
|
||||||
try:
|
|
||||||
from xtquant import xtdata
|
|
||||||
|
|
||||||
# 订阅沪深全市场实时行情
|
|
||||||
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}')
|
|
||||||
|
|
||||||
# 启动行情活跃监控线程(默认不活跃,收到行情后激活)
|
|
||||||
self._market_data_thread = threading.Thread(
|
|
||||||
target=self._market_data_watchdog, daemon=True
|
|
||||||
)
|
|
||||||
self._market_data_thread.start()
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
|
|
||||||
|
|
||||||
def _on_market_data(self, datas: dict):
|
|
||||||
"""xtquant 行情回调 — 收到行情即标记市场活跃"""
|
|
||||||
self.lastMarketDataUpdateTimestamp = time.time()
|
|
||||||
if not self.isMarketActive:
|
|
||||||
self.isMarketActive = True
|
|
||||||
eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
|
|
||||||
eBus.event_bus.publish(eBus.MarketDataUpdate, datas)
|
|
||||||
|
|
||||||
def _market_data_watchdog(self):
|
|
||||||
"""行情活跃监控 — 超过 120 秒无行情则标记市场不活跃"""
|
|
||||||
while True:
|
|
||||||
time.sleep(15)
|
|
||||||
if self.isMarketActive:
|
|
||||||
elapsed = time.time() - self.lastMarketDataUpdateTimestamp
|
|
||||||
if elapsed > 120:
|
|
||||||
self.isMarketActive = False
|
|
||||||
eBus.event_bus.publish(eBus.EventMarketActiveSwitch, False)
|
|
||||||
PrintLog(LogLevel.WARNING, f'- [行情] 超过 {elapsed:.0f} 秒无更新,市场标记为不活跃')
|
|
||||||
|
|
||||||
def stopMarketDataSubscription(self):
|
|
||||||
"""停止市场数据订阅"""
|
|
||||||
self.isMarketActive = False
|
|
||||||
PrintLog(LogLevel.INFO, '- [市场数据订阅已停止]')
|
|
||||||
|
|
||||||
# ---- xtquant 回调处理 (xtquant 通过回调对象调用 on_xxx 方法) ----
|
|
||||||
|
|
||||||
def on_connected(self):
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] on_connected: 真实 QMT 连接成功 {datetime.datetime.now()}')
|
|
||||||
|
|
||||||
def on_disconnected(self):
|
|
||||||
PrintLog(LogLevel.WARNING, f'[QMT] on_disconnected: 真实 QMT 连接断开 {datetime.datetime.now()}')
|
|
||||||
|
|
||||||
def on_stock_order(self, order):
|
|
||||||
self._pending_orders.append(order)
|
|
||||||
|
|
||||||
def on_stock_trade(self, trade):
|
|
||||||
eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
|
|
||||||
|
|
||||||
def on_order_stock_async_response(self, response):
|
|
||||||
eBus.event_bus.publish(eBus.MarketOrderCreated, response)
|
|
||||||
|
|
||||||
def on_order_error(self, order_error):
|
|
||||||
PrintLog(LogLevel.ERROR,
|
|
||||||
f'[QMT] 委托报错: order_id={order_error.order_id}, error_id={order_error.error_id}, '
|
|
||||||
f'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):
|
|
||||||
PrintLog(LogLevel.INFO, f'[QMT] on_account_status: {datetime.datetime.now()} {status}')
|
|
||||||
|
|
||||||
|
|
||||||
qmtv = RealQmtV()
|
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
# 软件介绍
|
||||||
|
软件名称:神之一手交易系统
|
||||||
|
软件介绍:面向个人的交易管理系统,提供交易记录、复盘工具、持仓管理、资产监控、策略交易等功能。
|
||||||
|
|
||||||
|
# 模块介绍
|
||||||
|
1. /core/daily_review: 每日复盘模块目录
|
||||||
|
2. /core/market_data: 市场数据模块目录
|
||||||
|
3. /core/quick_trade: 快速交易模块目录
|
||||||
|
4. /core/strategy/builder: 策略构建模块目录
|
||||||
|
5. /core/strategy/trade: 策略交易模块目录
|
||||||
|
6. /core: 应用核心程序目录
|
||||||
@@ -1,518 +0,0 @@
|
|||||||
"""
|
|
||||||
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
|
|
||||||
from core.sfgrid.bus_events import EventTradeTargetUpdate
|
|
||||||
import core.sfgrid.model as model
|
|
||||||
from core.eventbus import event_bus
|
|
||||||
from core.constants import OrderTypeBuy, OrderTypeSell
|
|
||||||
|
|
||||||
from xtquant import xtconstant
|
|
||||||
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):
|
|
||||||
"""
|
|
||||||
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)
|
|
||||||
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'网格={tradeTarget.grid_index}, 启用={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()
|
|
||||||
|
|
||||||
# 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()
|
|
||||||
|
|
||||||
# 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):
|
|
||||||
"""
|
|
||||||
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
|
|
||||||
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: '
|
|
||||||
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()
|
|
||||||
|
|
||||||
# ── 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()} '
|
|
||||||
f'{self.tradeTarget.enabled}, 不下单')
|
|
||||||
return
|
|
||||||
|
|
||||||
# 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
|
|
||||||
|
|
||||||
# ── 统一网格逻辑 ──
|
|
||||||
# grid_index=0 空仓: 只挂买单 @ grid[1],无持仓可卖
|
|
||||||
# grid_index>0 有仓: 上方挂卖单 @ grid[idx-1],下方挂买单 @ grid[idx+1]
|
|
||||||
if self.tradeTarget.grid_index >= 0:
|
|
||||||
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]
|
|
||||||
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_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,
|
|
||||||
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: '
|
|
||||||
f'已存在同价位多单,跳过下单')
|
|
||||||
else:
|
|
||||||
# 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')
|
|
||||||
|
|
||||||
# ── 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:
|
|
||||||
tradeTarget.delete_instance()
|
|
||||||
event_bus.publish(bus_events.EventTradeTargetDeleted, tradeTarget)
|
|
||||||
PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: END')
|
|
||||||
finally:
|
|
||||||
self.dataUpdateLock.release()
|
|
||||||
|
|
||||||
# ── 交易启停控制 ──────────────────────────────────────────
|
|
||||||
|
|
||||||
def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
|
|
||||||
"""
|
|
||||||
启用或停用该标的的网格交易
|
|
||||||
|
|
||||||
启用时 (enabled=True):
|
|
||||||
- grid_index=0 空仓: 直接调用 refreshGridOrder(只挂买单)
|
|
||||||
- grid_index>0 有仓: 检查持仓是否满足 grid_volume × grid_index
|
|
||||||
满足则刷新网格单,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
|
|
||||||
"""
|
|
||||||
PrintLog(LogLevel.INFO,
|
|
||||||
f" |- [DEBUG] enabledTrading({enabled}) 调用前: "
|
|
||||||
f"grid_index={self.tradeTarget.grid_index}")
|
|
||||||
|
|
||||||
self.tradeTarget.enabled = enabled # type: ignore
|
|
||||||
|
|
||||||
if enabled:
|
|
||||||
# ── 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.grid_index == 0:
|
|
||||||
# 空仓: refreshGridOrder 会在 grid[1] 挂第一笔买单
|
|
||||||
PrintLog(LogLevel.INFO,
|
|
||||||
f" |- 标的{self.tradeTarget.targetName()}空仓, "
|
|
||||||
f"等待首次买入建仓")
|
|
||||||
else:
|
|
||||||
# 有仓: 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
|
|
||||||
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, '
|
|
||||||
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, '
|
|
||||||
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
|
|
||||||
|
|
||||||
# 刷新网格订单(空仓只挂买单,有仓买卖对冲)
|
|
||||||
self.refreshGridOrder()
|
|
||||||
|
|
||||||
else:
|
|
||||||
# ── 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:
|
|
||||||
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:
|
|
||||||
"""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)
|
|
||||||
|
|
||||||
# ── 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:
|
|
||||||
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} "
|
|
||||||
f"seq:{response.seq} -> order_id:{response.order_id}")
|
|
||||||
except Exception as 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()
|
|
||||||
|
|
||||||
# ── 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
|
|
||||||
_, gridIdx, _ = parsed
|
|
||||||
|
|
||||||
self.dataUpdateLock.acquire()
|
|
||||||
try:
|
|
||||||
# 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]
|
|
||||||
|
|
||||||
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
|
|
||||||
|
|
||||||
收到成交后:
|
|
||||||
1. 判断成交方向(买入下移 / 卖出上移)→ 更新 grid_index
|
|
||||||
2. 首次建仓(grid_index==0 时成交)→ 记录 init_price
|
|
||||||
3. 卖出成交 → 累计 grid_match_count 和 grid_total_profit
|
|
||||||
4. 清理 orderGrid → 持久化 → 刷新网格挂单
|
|
||||||
"""
|
|
||||||
# ── 过滤:只处理本策略本标的的成交 ──
|
|
||||||
parsed = self._filter_event(trade.order_remark, trade.strategy_name)
|
|
||||||
if parsed is None:
|
|
||||||
return
|
|
||||||
_, gridIdx, _ = parsed # gridIdx: 成交订单对应的网格索引(int)
|
|
||||||
|
|
||||||
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:
|
|
||||||
# ── 首次建仓:记录建仓价 ──
|
|
||||||
# grid_index==0 表示成交前处于空仓状态,这笔成交就是首次建仓
|
|
||||||
if self.tradeTarget.grid_index == 0:
|
|
||||||
self.tradeTarget.init_price = trade.traded_price # type: ignore
|
|
||||||
|
|
||||||
# ── 网格方向判断 ──
|
|
||||||
# 比较成交单的网格索引 vs 当前网格索引,判断价格移动方向
|
|
||||||
oriIdx = self.tradeTarget.grid_index # 成交前的网格位置
|
|
||||||
|
|
||||||
if gridIdx > self.tradeTarget.grid_index:
|
|
||||||
# 成交单在下方(更大索引 = 更低价格)→ 买入成交,持仓下移
|
|
||||||
self.tradeTarget.grid_index += 1 # type: ignore
|
|
||||||
# 首次建仓时 oriIdx==0,加上"建仓单"前缀便于识别
|
|
||||||
desc = "建仓单(下移)" if oriIdx == 0 else "下移一格"
|
|
||||||
|
|
||||||
elif gridIdx < self.tradeTarget.grid_index:
|
|
||||||
# 成交单在上方(更小索引 = 更高价格)→ 卖出成交,持仓上移
|
|
||||||
self.tradeTarget.grid_index -= 1 # type: ignore
|
|
||||||
# 卖出获利:累计匹配次数和利润
|
|
||||||
self.tradeTarget.grid_match_count += 1 # type: ignore
|
|
||||||
# 单格利润 = grid_size × 成交量
|
|
||||||
self.tradeTarget.grid_total_profit += ( # type: ignore
|
|
||||||
self.tradeTarget.grid_size * trade.traded_volume)
|
|
||||||
desc = "上移一格"
|
|
||||||
|
|
||||||
else:
|
|
||||||
# gridIdx == grid_index: 同格成交,正常情况下不会出现
|
|
||||||
desc = "同格(异常)"
|
|
||||||
|
|
||||||
PrintLog(LogLevel.INFO,
|
|
||||||
f'|- [{self.tradeTarget.targetName()}] '
|
|
||||||
f'原网格 {oriIdx} → 现网格 {self.tradeTarget.grid_index}'
|
|
||||||
f'({desc})')
|
|
||||||
|
|
||||||
# ── 成交后统一处理 ──
|
|
||||||
# 1. 持久化状态到数据库(grid_index、持仓量等已变更)
|
|
||||||
self.saveProxy()
|
|
||||||
# 2. 从 orderGrid 清理已成交订单(pop 防 xtquant 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 位置重新挂买卖单
|
|
||||||
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):
|
|
||||||
"""
|
|
||||||
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'网格={self.tradeTarget.grid_index}')
|
|
||||||
rc = self.tradeTarget.save()
|
|
||||||
event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
|
|
||||||
return rc
|
|
||||||
@@ -2,10 +2,6 @@ from peewee import CharField, IntegerField, FloatField, BooleanField
|
|||||||
|
|
||||||
from core.database import BaseModel, db
|
from core.database import BaseModel, db
|
||||||
|
|
||||||
# 策略类型常量
|
|
||||||
STRATEGY_TYPE_UNCLASSIFIED = 0 # 未分类持仓
|
|
||||||
STRATEGY_TYPE_GRID = 1 # 网格策略
|
|
||||||
|
|
||||||
|
|
||||||
# 定义Target类,对应targets表
|
# 定义Target类,对应targets表
|
||||||
class SFGridTradeTarget(BaseModel):
|
class SFGridTradeTarget(BaseModel):
|
||||||
@@ -16,13 +12,12 @@ class SFGridTradeTarget(BaseModel):
|
|||||||
init_price = FloatField(null=True) # 建仓成本
|
init_price = FloatField(null=True) # 建仓成本
|
||||||
grid_match_count = IntegerField(default=0)
|
grid_match_count = IntegerField(default=0)
|
||||||
grid_total_profit = FloatField(default=0.0)
|
grid_total_profit = FloatField(default=0.0)
|
||||||
status = IntegerField(default=0) # 已废弃,改用 strategy_type + grid_index
|
status = IntegerField(default=0) # -1表示新标的,未完成交易配置,0表示新标的,已完成交易配置,1表示已建初始仓,正常交易中
|
||||||
enabled = BooleanField(default=False) # 是否启动交易线程
|
enabled = BooleanField(default=False) # 是否启动交易线程
|
||||||
strategy_type = IntegerField(default=0) # 0=未分类, 1=网格策略
|
|
||||||
|
|
||||||
grid_start_price = FloatField(default=10.0) # 基线价格
|
grid_start_price = FloatField(default=10.0) # 基线价格
|
||||||
grid_size = FloatField(default=1.0) # 网格价位差
|
grid_size = FloatField(default=0.1) # 网格价位差
|
||||||
grid_volume = IntegerField(default=200) # 网格交易量
|
grid_volume = IntegerField(default=100) # 网格交易量
|
||||||
grid_upper_count = IntegerField(default=1) # 基线价格上方网格数
|
grid_upper_count = IntegerField(default=1) # 基线价格上方网格数
|
||||||
grid_lower_count = IntegerField(default=10) # 基线价格下方网格数
|
grid_lower_count = IntegerField(default=10) # 基线价格下方网格数
|
||||||
|
|
||||||
@@ -47,14 +42,3 @@ class SFGridTradeTarget(BaseModel):
|
|||||||
|
|
||||||
|
|
||||||
db.create_tables([SFGridTradeTarget])
|
db.create_tables([SFGridTradeTarget])
|
||||||
|
|
||||||
# 数据库迁移: 为已有表添加 strategy_type 字段(如果不存在)
|
|
||||||
try:
|
|
||||||
from playhouse.migrate import migrate, SqliteMigrator
|
|
||||||
migrator = SqliteMigrator(db)
|
|
||||||
migrate(
|
|
||||||
migrator.add_column('sfgridtradetarget', 'strategy_type', SFGridTradeTarget.strategy_type),
|
|
||||||
)
|
|
||||||
except Exception:
|
|
||||||
# 字段已存在或迁移失败 — 静默跳过
|
|
||||||
pass
|
|
||||||
@@ -0,0 +1,223 @@
|
|||||||
|
from core.logger import LogLevel, PrintLog
|
||||||
|
from core.qmt import qmtv
|
||||||
|
from core.sfgrid import bus_events
|
||||||
|
from core.sfgrid.bus_events import EventTradeTargetUpdate
|
||||||
|
import core.sfgrid.model as model
|
||||||
|
from core.eventbus import event_bus
|
||||||
|
from core.constants import OrderTypeBuy, OrderTypeSell, OrderTypeInit
|
||||||
|
|
||||||
|
from xtquant import xtconstant
|
||||||
|
from xtquant.xttype import XtOrderResponse, XtTrade
|
||||||
|
import threading
|
||||||
|
import core.eventbus as eBus
|
||||||
|
|
||||||
|
|
||||||
|
class SFGridStrategy:
|
||||||
|
|
||||||
|
def __init__(self, tradeTarget: model.SFGridTradeTarget):
|
||||||
|
self.tradeTarget:model.SFGridTradeTarget = tradeTarget
|
||||||
|
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'|- 标的{tradeTarget.targetName()}初始化: 停涨价 {self.todayUpStopPrice:.3f}, 停跌价 {self.todayDownStopPrice:.3f}')
|
||||||
|
self.orderGrid = {} # grid index, order_seq | order_id
|
||||||
|
self.loadExistOrders()
|
||||||
|
self.enabledTrading(tradeTarget.enabled) # type: ignore
|
||||||
|
self.dataUpdateLock = threading.Lock()
|
||||||
|
|
||||||
|
def loadExistOrders(self):
|
||||||
|
orders = qmtv.queryPendingOrder(self.tradeTarget.stock_code, self.getName()) # type: ignore
|
||||||
|
for order in orders:
|
||||||
|
if order.strategy_name != self.getName():
|
||||||
|
continue
|
||||||
|
gridIdx = int(order.order_remark.split(',')[1])
|
||||||
|
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]}')
|
||||||
|
|
||||||
|
def printPendingOrder(self):
|
||||||
|
for idx, order_id in self.orderGrid.items():
|
||||||
|
PrintLog(LogLevel.DEBUG, f" {idx} : {order_id}")
|
||||||
|
|
||||||
|
def onMarketActiveSwitch(self, isActive: bool):
|
||||||
|
if isActive and self.tradeTarget.enabled:
|
||||||
|
self.refreshGridOrder()
|
||||||
|
|
||||||
|
def refreshGridOrder(self): # 下网格单
|
||||||
|
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')
|
||||||
|
return
|
||||||
|
|
||||||
|
currentIdx:int = 0
|
||||||
|
|
||||||
|
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
|
||||||
|
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,
|
||||||
|
price,
|
||||||
|
xtconstant.FIX_PRICE,
|
||||||
|
remark, # remark # type: ignore
|
||||||
|
self.getName(), # strategy_name
|
||||||
|
)
|
||||||
|
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
|
||||||
|
|
||||||
|
# 向上下一单,向下下一单
|
||||||
|
if currentIdx > 0: # 可以下空单
|
||||||
|
sellIdx = currentIdx - 1
|
||||||
|
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(
|
||||||
|
str(self.tradeTarget.stock_code),
|
||||||
|
self.tradeTarget.grid_volume,
|
||||||
|
xtconstant.STOCK_BUY,
|
||||||
|
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}')
|
||||||
|
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')
|
||||||
|
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')
|
||||||
|
|
||||||
|
def deleteTradeTarget(self, tradeTarget:model.SFGridTradeTarget):
|
||||||
|
PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: START')
|
||||||
|
self.dataUpdateLock.acquire()
|
||||||
|
try:
|
||||||
|
tradeTarget.delete_instance()
|
||||||
|
event_bus.publish(bus_events.EventTradeTargetDeleted, tradeTarget)
|
||||||
|
PrintLog(LogLevel.INFO, f'|- 标的{tradeTarget.targetName()}信息删除: END')
|
||||||
|
finally:
|
||||||
|
self.dataUpdateLock.release()
|
||||||
|
|
||||||
|
def enabledTrading(self, enabled: bool) -> model.SFGridTradeTarget:
|
||||||
|
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
|
||||||
|
PrintLog(LogLevel.INFO, f" |- 标的{self.tradeTarget.targetName()}初始状态, 设置网格序号 1,")
|
||||||
|
self.tradeTarget.grid_index = 1 # pyright: ignore[reportAttributeAccessIssue]
|
||||||
|
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
|
||||||
|
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}')
|
||||||
|
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')
|
||||||
|
self.tradeTarget.enabled = False # type: ignore
|
||||||
|
self.refreshGridOrder()
|
||||||
|
else:
|
||||||
|
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)
|
||||||
|
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")
|
||||||
|
|
||||||
|
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
|
||||||
|
|
||||||
|
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:
|
||||||
|
return
|
||||||
|
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}")
|
||||||
|
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}")
|
||||||
|
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)}")
|
||||||
|
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:
|
||||||
|
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}')
|
||||||
|
|
||||||
|
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
|
||||||
|
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}')
|
||||||
|
|
||||||
|
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
|
||||||
|
finally:
|
||||||
|
self.dataUpdateLock.release()
|
||||||
|
|
||||||
|
|
||||||
|
def getName(self):
|
||||||
|
return "SFGRID"
|
||||||
|
|
||||||
|
def saveProxy(self):
|
||||||
|
rc = self.tradeTarget.save()
|
||||||
|
event_bus.publish(EventTradeTargetUpdate, self.tradeTarget)
|
||||||
|
return rc
|
||||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,149 @@
|
|||||||
|
# coding:utf-8
|
||||||
|
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
|
||||||
|
try:
|
||||||
|
sdConstants.save_config(mini_qmt_path.replace('\\', '/'), account_number)
|
||||||
|
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(sdConstants.log_level)
|
||||||
|
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__":
|
||||||
|
import tkinter as tk
|
||||||
|
root = tk.Tk()
|
||||||
|
app = MainBoardWindow(root)
|
||||||
|
app.run()
|
||||||
|
|
||||||
|
# initialize_system()
|
||||||
@@ -1,836 +0,0 @@
|
|||||||
"""
|
|
||||||
Flet UI — 完整对齐 Tkinter 版布局、数据流、刷新机制。
|
|
||||||
"""
|
|
||||||
import asyncio
|
|
||||||
import time
|
|
||||||
import threading
|
|
||||||
import flet as ft
|
|
||||||
|
|
||||||
from core.qmt_real import RealQmtV, qmtv
|
|
||||||
from core.logger import LogLevel, PrintLog
|
|
||||||
from core.sfgrid.model import SFGridTradeTarget, STRATEGY_TYPE_GRID, STRATEGY_TYPE_UNCLASSIFIED
|
|
||||||
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
|
||||||
from core.eventbus import event_bus, MarketDataUpdate, EventMarketActiveSwitch
|
|
||||||
from core.sfgrid.bus_events import EventTradeTargetUpdate
|
|
||||||
|
|
||||||
|
|
||||||
# ── 委托状态 / 方向映射 ──
|
|
||||||
_ORDER_STATUS = {48: '未报', 49: '待报', 50: '已报', 51: '已报待撤', 52: '部成待撤',
|
|
||||||
53: '部撤', 54: '已撤', 55: '部成', 56: '已成', 57: '废单'}
|
|
||||||
|
|
||||||
|
|
||||||
def _fmt_time(t) -> str:
|
|
||||||
"""格式化 QMT 时间为 HH:MM:SS(北京时间,Unix timestamp → 本地时间)"""
|
|
||||||
if not t:
|
|
||||||
return ''
|
|
||||||
import datetime
|
|
||||||
try:
|
|
||||||
ts = int(t)
|
|
||||||
if ts > 1e12: # 毫秒级
|
|
||||||
ts //= 1000
|
|
||||||
return datetime.datetime.fromtimestamp(ts).strftime('%H:%M:%S')
|
|
||||||
except (ValueError, OSError):
|
|
||||||
return str(t)
|
|
||||||
|
|
||||||
|
|
||||||
def _direction(ot: int) -> str:
|
|
||||||
return '买' if ot == 23 else '卖' if ot == 24 else str(ot)
|
|
||||||
|
|
||||||
|
|
||||||
def _plain(code: str) -> str:
|
|
||||||
return code.split('.')[0] if '.' in code else code
|
|
||||||
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
# QmtApp
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
class QmtApp:
|
|
||||||
"""Flet 版 QMT 交易界面,布局、数据流对齐 core/ui/tkinter/sfgrid_view.py"""
|
|
||||||
|
|
||||||
def __init__(self, page: ft.Page):
|
|
||||||
self.page = page
|
|
||||||
self.page.title = "神之一手"
|
|
||||||
self.page.window.width = 1400
|
|
||||||
self.page.window.height = 800
|
|
||||||
self.page.padding = 0
|
|
||||||
|
|
||||||
# ── 状态(对齐 Tkinter TradeTargetUI) ──
|
|
||||||
self.tradeTargetData: dict[int, SFGridTradeTarget] = {}
|
|
||||||
self.stockCodeIdMap: dict[str, int] = {}
|
|
||||||
self.strategy_ctrl: dict[int, SFGridStrategy] = {}
|
|
||||||
self.targetMarketPrice: dict[int, float] = {}
|
|
||||||
self.targetPreClose: dict[int, float] = {} # 昨收
|
|
||||||
self.targetAvgPrice: dict[int, float] = {}
|
|
||||||
self.marketData: dict[str, dict] = {} # stock_code → {stock_name, last_price, time}
|
|
||||||
self.listening_stock: list = []
|
|
||||||
self.monitor_price: float = 10.0
|
|
||||||
self._market_active: bool = qmtv.isMarketActive
|
|
||||||
self._refresh_cycle: int = 0
|
|
||||||
self._drawer_open: bool = False
|
|
||||||
self._selected_target = None
|
|
||||||
self._prices_loaded: bool = False
|
|
||||||
self._orders: list = []
|
|
||||||
self._trades: list = []
|
|
||||||
|
|
||||||
self._run_startup()
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 启动流程(对齐 tkinter/splash.py)
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _run_startup(self):
|
|
||||||
"""启动进度 — 先渲染 splash,再异步执行启动步骤"""
|
|
||||||
bar = ft.ProgressBar(width=340, value=0, color='#0078d4')
|
|
||||||
self._splash_status = ft.Text("正在初始化...", size=13)
|
|
||||||
self._splash_bar = bar
|
|
||||||
splash = ft.Container(
|
|
||||||
ft.Column([
|
|
||||||
ft.Text("神之一手", size=22, weight=ft.FontWeight.BOLD, color='#0078d4'),
|
|
||||||
ft.Text("交易系统", size=14, color='#666666'),
|
|
||||||
ft.Container(height=20),
|
|
||||||
self._splash_status,
|
|
||||||
ft.Container(height=8),
|
|
||||||
bar,
|
|
||||||
], alignment=ft.MainAxisAlignment.CENTER, horizontal_alignment=ft.CrossAxisAlignment.CENTER),
|
|
||||||
width=380, height=200,
|
|
||||||
bgcolor=ft.Colors.SURFACE,
|
|
||||||
border_radius=12,
|
|
||||||
shadow=ft.BoxShadow(blur_radius=20, color='#20000000'),
|
|
||||||
alignment=ft.Alignment.CENTER,
|
|
||||||
)
|
|
||||||
self.page.add(ft.Container(
|
|
||||||
content=splash,
|
|
||||||
alignment=ft.Alignment.CENTER, expand=True,
|
|
||||||
bgcolor='#F5F5F5',
|
|
||||||
))
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
# 异步执行启动,确保 splash 先渲染
|
|
||||||
asyncio.ensure_future(self._do_startup())
|
|
||||||
|
|
||||||
async def _do_startup(self):
|
|
||||||
"""异步启动流程 — splash 已渲染,逐步执行并更新进度"""
|
|
||||||
# 给渲染一帧的时间
|
|
||||||
await asyncio.sleep(0.05)
|
|
||||||
|
|
||||||
steps = [
|
|
||||||
("正在检查 QMT 环境...", 0.10, lambda: RealQmtV._discover_qmt_port() or True),
|
|
||||||
("正在初始化交易器...", 0.35, lambda: qmtv.init_qmtv()),
|
|
||||||
("正在连接 QMT...", 0.55, lambda: qmtv.connect() or True),
|
|
||||||
("正在加载持仓数据...", 0.75, lambda: self._init_data()),
|
|
||||||
("正在构建界面...", 0.85, lambda: None),
|
|
||||||
("正在初始化策略...", 0.92, lambda: self._init_strategies()),
|
|
||||||
]
|
|
||||||
for text, pct, action in steps:
|
|
||||||
self._splash_status.value = text
|
|
||||||
self._splash_bar.value = pct
|
|
||||||
self.page.update()
|
|
||||||
try:
|
|
||||||
result = action()
|
|
||||||
if result is False:
|
|
||||||
self._show_error(f"启动失败: {text}")
|
|
||||||
return
|
|
||||||
except Exception as e:
|
|
||||||
self._show_error(f"启动异常: {text}\n{e}")
|
|
||||||
return
|
|
||||||
|
|
||||||
self._splash_status.value = "启动完成"
|
|
||||||
self._splash_bar.value = 1.0
|
|
||||||
self.page.update()
|
|
||||||
await asyncio.sleep(0.3)
|
|
||||||
|
|
||||||
self.page.clean()
|
|
||||||
self._build_main_ui()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
# 主动拉取市价(不等行情推送)
|
|
||||||
self._pull_prices()
|
|
||||||
# 加载委托/成交数据
|
|
||||||
self._refresh_orders()
|
|
||||||
self._refresh_trades()
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
# 订阅事件 + 后台刷新
|
|
||||||
event_bus.subscribe(MarketDataUpdate, self._on_market_data)
|
|
||||||
event_bus.subscribe(EventMarketActiveSwitch, self._on_market_active_switch)
|
|
||||||
event_bus.subscribe(EventTradeTargetUpdate, self._on_strategy_update)
|
|
||||||
threading.Thread(target=self._refresh_loop, daemon=True).start()
|
|
||||||
|
|
||||||
def _show_error(self, msg: str):
|
|
||||||
self.page.clean()
|
|
||||||
self.page.add(ft.Container(
|
|
||||||
content=ft.Column([
|
|
||||||
ft.Icon(ft.Icons.ERROR_OUTLINE, size=48, color=ft.Colors.RED),
|
|
||||||
ft.Text(msg, size=16),
|
|
||||||
ft.ElevatedButton("重试", on_click=lambda e: self._retry()),
|
|
||||||
], alignment=ft.MainAxisAlignment.CENTER, horizontal_alignment=ft.CrossAxisAlignment.CENTER),
|
|
||||||
alignment=ft.Alignment.CENTER, expand=True,
|
|
||||||
))
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _retry(self):
|
|
||||||
self.page.clean()
|
|
||||||
self._run_startup()
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 数据初始化(对齐 Tkinter init_trade_target_pool)
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _init_data(self):
|
|
||||||
positions = qmtv.getAllPositions()
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet] 持仓: {len(positions)} 个')
|
|
||||||
|
|
||||||
for code, pos in positions.items():
|
|
||||||
existing = SFGridTradeTarget.get_or_none(SFGridTradeTarget.stock_code == code)
|
|
||||||
if existing is None:
|
|
||||||
name = getattr(pos, 'instrument_name', '') or qmtv.getInstrumentName(code)
|
|
||||||
SFGridTradeTarget.create(
|
|
||||||
stock_code=code, stock_name=name,
|
|
||||||
current_position=int(pos.volume),
|
|
||||||
init_price=float(getattr(pos, 'avg_price', 0) or 0),
|
|
||||||
grid_index=0, enabled=False,
|
|
||||||
grid_start_price=float(getattr(pos, 'avg_price', 0) or 0) or 10.0,
|
|
||||||
grid_size=1.0, grid_volume=200, grid_upper_count=1, grid_lower_count=10,
|
|
||||||
)
|
|
||||||
|
|
||||||
# 获取昨收价(需要带后缀的完整代码)
|
|
||||||
try:
|
|
||||||
from xtquant import xtdata
|
|
||||||
for stock_code, pos in positions.items():
|
|
||||||
full_code = stock_code
|
|
||||||
if '.' not in stock_code:
|
|
||||||
c = stock_code
|
|
||||||
full_code = f'{c}.SH' if c.startswith(('6', '5', '9')) else f'{c}.SZ'
|
|
||||||
detail = xtdata.get_instrument_detail(full_code)
|
|
||||||
if detail:
|
|
||||||
pre_close = detail.get('PreClose', 0) if isinstance(detail, dict) else getattr(detail, 'PreClose', 0)
|
|
||||||
if pre_close > 0:
|
|
||||||
self.targetPreClose[stock_code] = float(pre_close)
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet] 已获取 {len(self.targetPreClose)} 个标的昨收价')
|
|
||||||
except Exception as e:
|
|
||||||
PrintLog(LogLevel.DEBUG, f'[Flet] 昨收价获取异常: {e}')
|
|
||||||
|
|
||||||
results = list(SFGridTradeTarget.select())
|
|
||||||
for t in results:
|
|
||||||
pos = positions.get(t.stock_code)
|
|
||||||
t.current_position = 0 if pos is None else int(pos.volume)
|
|
||||||
tid = t.get_id()
|
|
||||||
self.tradeTargetData[tid] = t
|
|
||||||
self.stockCodeIdMap[t.stock_code] = tid
|
|
||||||
if pos is not None:
|
|
||||||
self.targetAvgPrice[tid] = float(getattr(pos, 'avg_price', 0) or 0)
|
|
||||||
|
|
||||||
def _init_strategies(self):
|
|
||||||
from core.sfgrid.model import STRATEGY_TYPE_GRID
|
|
||||||
for tid, t in self.tradeTargetData.items():
|
|
||||||
if t.strategy_type == STRATEGY_TYPE_GRID and t.enabled:
|
|
||||||
self.strategy_ctrl[tid] = SFGridStrategy(t)
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 主界面构建(对齐 Tkinter create_tables_area)
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _build_main_ui(self):
|
|
||||||
# ── 右侧面板内容 ──
|
|
||||||
self._tab_orders = ft.Tab(label="当前委托")
|
|
||||||
self._tab_trades = ft.Tab(label="当日成交")
|
|
||||||
right_bar = ft.TabBar(tabs=[
|
|
||||||
ft.Tab(label="实时价格监控"),
|
|
||||||
self._tab_orders,
|
|
||||||
self._tab_trades,
|
|
||||||
ft.Tab(label="未分类持仓"),
|
|
||||||
])
|
|
||||||
self._uncl_list = ft.ListView([self._build_unclassified_table()], expand=True)
|
|
||||||
self._right_view = ft.TabBarView(controls=[
|
|
||||||
self._build_market_view(),
|
|
||||||
self._build_order_view(),
|
|
||||||
self._build_trade_view(),
|
|
||||||
self._uncl_list,
|
|
||||||
], expand=True)
|
|
||||||
panel_content = ft.Container(
|
|
||||||
content=ft.Column([
|
|
||||||
ft.Container(ft.Text("监控面板", size=14, weight=ft.FontWeight.BOLD), padding=ft.Padding(10, 10, 10, 5)),
|
|
||||||
ft.Tabs(ft.Column([right_bar, self._right_view], expand=True), length=4, expand=True),
|
|
||||||
], expand=True),
|
|
||||||
width=700, bgcolor=ft.Colors.SURFACE,
|
|
||||||
)
|
|
||||||
|
|
||||||
# ── 遮罩层(点击关闭) ──
|
|
||||||
backdrop = ft.Container(
|
|
||||||
bgcolor='#44000000', expand=True,
|
|
||||||
on_click=lambda e: self._hide_overlay(),
|
|
||||||
)
|
|
||||||
|
|
||||||
# ── overlay 行:遮罩 + 面板 ──
|
|
||||||
self._overlay = ft.Container(
|
|
||||||
ft.Row([backdrop, panel_content], spacing=0),
|
|
||||||
visible=False, expand=True,
|
|
||||||
)
|
|
||||||
|
|
||||||
# ── 标题栏(始终可见,选中行后显示操作按钮) ──
|
|
||||||
self._sidebar_icon = _PanelIcon('sidebar', active=False, on_click=lambda e: self._toggle_overlay())
|
|
||||||
self._sel_actions = ft.Row([], spacing=4) # 动态操作按钮
|
|
||||||
self._sel_info = ft.Text("", size=12, color='#666666')
|
|
||||||
grid_title = ft.Container(
|
|
||||||
ft.Row([
|
|
||||||
ft.Row([
|
|
||||||
ft.Text("网格策略持仓", size=13, weight=ft.FontWeight.BOLD),
|
|
||||||
self._sel_info,
|
|
||||||
self._sel_actions,
|
|
||||||
]),
|
|
||||||
ft.Row([
|
|
||||||
ft.IconButton(ft.Icons.REFRESH, tooltip="刷新", icon_size=18,
|
|
||||||
on_click=lambda e: self._manual_refresh()),
|
|
||||||
self._sidebar_icon,
|
|
||||||
], spacing=0),
|
|
||||||
], alignment=ft.MainAxisAlignment.SPACE_BETWEEN),
|
|
||||||
padding=ft.Padding(10, 10, 10, 5),
|
|
||||||
)
|
|
||||||
|
|
||||||
# ── 表格(Stack 内,可被 overlay 覆盖) ──
|
|
||||||
self._grid_list = self._build_grid_table() # 回到 DataTable
|
|
||||||
grid_body = ft.Container(
|
|
||||||
content=self._grid_list, expand=True,
|
|
||||||
padding=ft.Padding(10, 0, 10, 10),
|
|
||||||
)
|
|
||||||
|
|
||||||
self.page.add(ft.Column([
|
|
||||||
grid_title,
|
|
||||||
ft.Stack([grid_body, self._overlay], expand=True),
|
|
||||||
], expand=True))
|
|
||||||
|
|
||||||
# ── 表格工具 ──
|
|
||||||
|
|
||||||
def _dt(self, cols: list[str], rows: list[list[str]], col_widths: list = None) -> ft.Control:
|
|
||||||
"""构建 DataTable"""
|
|
||||||
data_cols = [ft.DataColumn(ft.Text(h)) for h in cols]
|
|
||||||
data_rows = []
|
|
||||||
for r in rows:
|
|
||||||
cells = []
|
|
||||||
for i, c in enumerate(r):
|
|
||||||
w = col_widths[i] if col_widths and i < len(col_widths) else None
|
|
||||||
cells.append(ft.DataCell(ft.Text(str(c), overflow=ft.TextOverflow.ELLIPSIS,
|
|
||||||
max_lines=1, width=w)))
|
|
||||||
data_rows.append(ft.DataRow(cells=cells))
|
|
||||||
if not data_rows:
|
|
||||||
data_rows.append(ft.DataRow(cells=[ft.DataCell(ft.Text("")) for _ in cols]))
|
|
||||||
return ft.ListView([ft.DataTable(
|
|
||||||
columns=data_cols, rows=data_rows,
|
|
||||||
width=float('inf'),
|
|
||||||
heading_row_height=36, data_row_min_height=32,
|
|
||||||
)], expand=True)
|
|
||||||
|
|
||||||
# ── 各表格 ──
|
|
||||||
|
|
||||||
def _pending_tags(self, stock_code: str) -> list:
|
|
||||||
"""返回该标的下挂单的方向标签列表:'多'(买单) / '空'(卖单)"""
|
|
||||||
tags = []
|
|
||||||
_TERMINAL = {54, 56, 57}
|
|
||||||
for o in self._orders:
|
|
||||||
if _plain(getattr(o, 'stock_code', '')) != stock_code:
|
|
||||||
continue
|
|
||||||
if getattr(o, 'order_status', 0) in _TERMINAL:
|
|
||||||
continue
|
|
||||||
ot = getattr(o, 'order_type', 0)
|
|
||||||
if ot == 23 and '多' not in tags:
|
|
||||||
tags.append('多')
|
|
||||||
elif ot == 24 and '空' not in tags:
|
|
||||||
tags.append('空')
|
|
||||||
return tags
|
|
||||||
|
|
||||||
def _tag_badge(self, text: str, color: str) -> ft.Container:
|
|
||||||
return ft.Container(
|
|
||||||
ft.Text(text, size=10, color='white', weight=ft.FontWeight.BOLD),
|
|
||||||
bgcolor=color, border_radius=4, padding=ft.Padding(3, 1, 3, 1),
|
|
||||||
)
|
|
||||||
|
|
||||||
def _on_grid_row_select(self, target):
|
|
||||||
"""DataRow 选中回调 — 在标题栏显示操作按钮"""
|
|
||||||
self._selected_target = target
|
|
||||||
name = f'{target.stock_code} {target.stock_name}'
|
|
||||||
self._sel_info.value = f" | 已选: {name}"
|
|
||||||
actions = []
|
|
||||||
if target.enabled:
|
|
||||||
actions.append(ft.ElevatedButton("⏸ 暂停", on_click=lambda e, t=target: self._on_stop_trade(t), height=28))
|
|
||||||
else:
|
|
||||||
actions.append(ft.ElevatedButton("▶ 启动", on_click=lambda e, t=target: self._on_start_trade(t), height=28))
|
|
||||||
actions.append(ft.ElevatedButton("⚙ 设置", on_click=lambda e, t=target: self._open_grid_config(t), height=28))
|
|
||||||
self._sel_actions.controls = actions
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _build_grid_table(self) -> ft.Control:
|
|
||||||
"""网格表格 — DataTable + on_select_change"""
|
|
||||||
cols = ["ID", "股票", "市场价", "持仓", "成本", "网格基准", "状态"]
|
|
||||||
data_cols = [ft.DataColumn(ft.Text(h)) for h in cols]
|
|
||||||
data_rows = []
|
|
||||||
is_sel = self._selected_target is not None
|
|
||||||
sel_id = self._selected_target.get_id() if self._selected_target else -1
|
|
||||||
for tid, t in self.tradeTargetData.items():
|
|
||||||
if t.strategy_type != 1:
|
|
||||||
continue
|
|
||||||
pg = t.getPriceGrid()
|
|
||||||
idx = t.grid_index
|
|
||||||
grid_base = pg[idx] if 0 <= idx < len(pg) else 0
|
|
||||||
mp = self.targetMarketPrice.get(tid, 0) or 0
|
|
||||||
pre_close = self.targetPreClose.get(t.stock_code, 0) or 0
|
|
||||||
up = mp > pre_close and pre_close > 0
|
|
||||||
down = mp < pre_close and mp > 0 and pre_close > 0
|
|
||||||
pcolor = '#CC0000' if up else '#009900' if down else None
|
|
||||||
gtext = ft.Text(f'{grid_base:.2f}', weight=ft.FontWeight.BOLD)
|
|
||||||
gparts = [gtext]
|
|
||||||
if mp > grid_base > 0:
|
|
||||||
gparts.append(ft.Text(' ▲', color='#CC0000', weight=ft.FontWeight.BOLD))
|
|
||||||
elif 0 < mp < grid_base:
|
|
||||||
gparts.append(ft.Text(' ▼', color='#009900', weight=ft.FontWeight.BOLD))
|
|
||||||
for tag in self._pending_tags(t.stock_code):
|
|
||||||
gparts.append(self._tag_badge(tag, '#E67E22' if tag == '多' else '#3498DB'))
|
|
||||||
gcell = ft.Row(gparts, spacing=3) if len(gparts) > 1 else gtext
|
|
||||||
dr = ft.DataRow(cells=[
|
|
||||||
ft.DataCell(ft.Text(str(tid))),
|
|
||||||
ft.DataCell(ft.Text(f'{t.stock_code} {t.stock_name}')),
|
|
||||||
ft.DataCell(ft.Text(f'{mp:.3f}', color=pcolor, weight=ft.FontWeight.BOLD)),
|
|
||||||
ft.DataCell(ft.Text(str(t.current_position))),
|
|
||||||
ft.DataCell(ft.Text(f'{self.targetAvgPrice.get(tid, 0):.3f}')),
|
|
||||||
ft.DataCell(gcell),
|
|
||||||
ft.DataCell(ft.Text('▶运行中' if t.enabled else '⏸已暂停')),
|
|
||||||
], selected=(is_sel and tid == sel_id))
|
|
||||||
dr.on_select_change = lambda e, t=t: self._on_grid_row_select(t)
|
|
||||||
data_rows.append(dr)
|
|
||||||
if not data_rows:
|
|
||||||
data_rows.append(ft.DataRow(cells=[ft.DataCell(ft.Text("")) for _ in cols]))
|
|
||||||
return ft.ListView([ft.DataTable(columns=data_cols, rows=data_rows,
|
|
||||||
width=float('inf'),
|
|
||||||
heading_row_height=36, data_row_min_height=32)], expand=True)
|
|
||||||
|
|
||||||
def _build_unclassified_table(self) -> ft.Control:
|
|
||||||
cols = ["ID", "股票", "市场价", "当前持仓", "平均成本"]
|
|
||||||
rows = []
|
|
||||||
for tid, t in self.tradeTargetData.items():
|
|
||||||
if t.strategy_type == STRATEGY_TYPE_GRID:
|
|
||||||
continue
|
|
||||||
mp = self.targetMarketPrice.get(tid, 0) or 0
|
|
||||||
rows.append([
|
|
||||||
str(tid),
|
|
||||||
f'{t.stock_code} {t.stock_name}',
|
|
||||||
f'{mp:.3f}',
|
|
||||||
str(t.current_position),
|
|
||||||
f'{self.targetAvgPrice.get(tid, 0):.3f}元',
|
|
||||||
])
|
|
||||||
return self._dt(cols, rows)
|
|
||||||
|
|
||||||
def _build_market_view(self) -> ft.Control:
|
|
||||||
"""实时价格监控 — 监控配置 + 表格"""
|
|
||||||
price_input = ft.TextField(value=str(self.monitor_price), width=80, height=32,
|
|
||||||
text_size=13, content_padding=ft.Padding(4, 0, 4, 0))
|
|
||||||
confirm_btn = ft.ElevatedButton("确认", on_click=lambda e: self._set_monitor_price(price_input.value), height=32)
|
|
||||||
|
|
||||||
self._market_table = self._dt(["时间", "股票名称", "最新价格"], [])
|
|
||||||
return ft.Column([
|
|
||||||
ft.Row([
|
|
||||||
ft.Text("监控配置", size=13), ft.Text("价格", size=13),
|
|
||||||
price_input, confirm_btn,
|
|
||||||
]),
|
|
||||||
ft.Container(content=self._market_table, expand=True),
|
|
||||||
], expand=True)
|
|
||||||
|
|
||||||
def _build_order_view(self) -> ft.Control:
|
|
||||||
self._order_table = self._dt(
|
|
||||||
["时间", "代码", "名称", "方向", "委托价", "委托量", "已成交", "均价", "状态"], [],
|
|
||||||
col_widths=[65, 55, 70, 35, 60, 80, 55, 50])
|
|
||||||
return self._order_table
|
|
||||||
|
|
||||||
def _build_trade_view(self) -> ft.Control:
|
|
||||||
self._trade_table = self._dt(
|
|
||||||
["时间", "代码", "名称", "方向", "成交价", "成交量", "成交金额", "手续费"], [],
|
|
||||||
col_widths=[65, 55, 70, 35, 65, 60, 70, 55])
|
|
||||||
return self._trade_table
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 事件回调(对齐 Tkinter onMarketDataUpdated)
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _on_market_data(self, data: dict):
|
|
||||||
"""行情数据回调 — 来自 QMT 推送"""
|
|
||||||
need_rebuild = not self._prices_loaded
|
|
||||||
updated_count = 0
|
|
||||||
for stock_code, tick in data.items():
|
|
||||||
plain = _plain(stock_code)
|
|
||||||
tid = self.stockCodeIdMap.get(plain)
|
|
||||||
lp = tick.get('lastPrice', 0)
|
|
||||||
|
|
||||||
if tid is not None and tid in self.tradeTargetData:
|
|
||||||
self.targetMarketPrice[tid] = lp
|
|
||||||
self.tradeTargetData[tid].market_price = lp
|
|
||||||
updated_count += 1
|
|
||||||
else:
|
|
||||||
# 非目标标的:监控价格触发时记录
|
|
||||||
if lp == self.monitor_price or stock_code in self.listening_stock:
|
|
||||||
if stock_code not in self.listening_stock:
|
|
||||||
self.listening_stock.append(stock_code)
|
|
||||||
t_str = time.strftime("%H:%M:%S")
|
|
||||||
name = qmtv.getInstrumentName(stock_code)
|
|
||||||
self.marketData[stock_code] = {'stock_name': name, 'last_price': lp, 'time': t_str}
|
|
||||||
|
|
||||||
if need_rebuild and not self._prices_loaded and updated_count > 0:
|
|
||||||
self._prices_loaded = True
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _on_market_active_switch(self, is_active: bool):
|
|
||||||
self._market_active = is_active
|
|
||||||
|
|
||||||
def _on_strategy_update(self, target):
|
|
||||||
"""策略数据变更 — 成交后立即刷新表格"""
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 刷新循环(对齐 Tkinter refresh_loop)
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _pull_prices(self):
|
|
||||||
"""主动拉取缺失的市价(对齐 Tkinter refresh_loop)"""
|
|
||||||
for tid, t in self.tradeTargetData.items():
|
|
||||||
if tid not in self.targetMarketPrice or self.targetMarketPrice[tid] == 0:
|
|
||||||
price = qmtv.getLastPrice(t.stock_code)
|
|
||||||
if price > 0:
|
|
||||||
self.targetMarketPrice[tid] = price
|
|
||||||
t.market_price = price
|
|
||||||
|
|
||||||
def _manual_refresh(self):
|
|
||||||
self._pull_prices()
|
|
||||||
self._refresh_positions()
|
|
||||||
self._refresh_orders()
|
|
||||||
self._refresh_trades()
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _refresh_positions(self):
|
|
||||||
positions = qmtv.getAllPositions()
|
|
||||||
for t in self.tradeTargetData.values():
|
|
||||||
pos = positions.get(t.stock_code)
|
|
||||||
t.current_position = 0 if pos is None else int(pos.volume)
|
|
||||||
|
|
||||||
def _refresh_orders(self):
|
|
||||||
try:
|
|
||||||
self._orders = list(qmtv.queryTodayOrders())
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
|
|
||||||
def _refresh_trades(self):
|
|
||||||
try:
|
|
||||||
self._trades = list(qmtv.queryTodayTrades())
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
|
|
||||||
def _rebuild_tables(self):
|
|
||||||
"""重建所有表格数据"""
|
|
||||||
self._grid_list.controls = [self._build_grid_table()]
|
|
||||||
if not self._selected_target:
|
|
||||||
self._sel_info.value = ""
|
|
||||||
self._sel_actions.controls = []
|
|
||||||
self._uncl_list.controls = [self._build_unclassified_table()]
|
|
||||||
|
|
||||||
# 委托 — 过滤已终结订单(已撤/已成/废单),按 order_id 去重
|
|
||||||
_TERMINAL = {54, 56, 57}
|
|
||||||
o_map = {} # order_id → latest order
|
|
||||||
for o in self._orders:
|
|
||||||
oid = str(getattr(o, 'order_id', ''))
|
|
||||||
if not oid:
|
|
||||||
continue
|
|
||||||
o_map[oid] = o # 后面的覆盖前面的
|
|
||||||
o_rows = []
|
|
||||||
for o in o_map.values():
|
|
||||||
st = getattr(o, 'order_status', 0)
|
|
||||||
if st in _TERMINAL:
|
|
||||||
continue
|
|
||||||
tv = getattr(o, 'traded_volume', 0) or 0
|
|
||||||
ov = getattr(o, 'order_volume', 0) or 0
|
|
||||||
o_rows.append([
|
|
||||||
_fmt_time(getattr(o, 'order_time', 0)),
|
|
||||||
_plain(getattr(o, 'stock_code', '')),
|
|
||||||
getattr(o, 'instrument_name', '') or '',
|
|
||||||
_direction(getattr(o, 'order_type', 0)),
|
|
||||||
f"{getattr(o, 'price', 0):.3f}",
|
|
||||||
f"{tv}/{ov}",
|
|
||||||
f"{getattr(o, 'traded_price', 0):.3f}" if getattr(o, 'traded_price', 0) > 0 else '-',
|
|
||||||
_ORDER_STATUS.get(st, '未知'),
|
|
||||||
])
|
|
||||||
self._tab_orders.label = f"当前委托 ({len(o_rows)})" if o_rows else "当前委托"
|
|
||||||
self._order_table.controls = [self._dt(
|
|
||||||
["时间", "代码", "名称", "方向", "委托价", "已成交/委托量", "均价", "状态"], o_rows,
|
|
||||||
col_widths=[65, 55, 70, 35, 60, 80, 55, 50])]
|
|
||||||
|
|
||||||
# 成交 — 按 traded_id 去重(保留最后一条)
|
|
||||||
t_map = {}
|
|
||||||
for t in self._trades:
|
|
||||||
tid = str(getattr(t, 'traded_id', ''))
|
|
||||||
if not tid:
|
|
||||||
continue
|
|
||||||
t_map[tid] = t
|
|
||||||
t_rows = []
|
|
||||||
for t in t_map.values():
|
|
||||||
t_rows.append([
|
|
||||||
_fmt_time(getattr(t, 'traded_time', 0)),
|
|
||||||
_plain(getattr(t, 'stock_code', '')),
|
|
||||||
getattr(t, 'instrument_name', '') or '',
|
|
||||||
_direction(getattr(t, 'order_type', 0)),
|
|
||||||
f"{getattr(t, 'traded_price', 0):.3f}",
|
|
||||||
str(getattr(t, 'traded_volume', 0)),
|
|
||||||
f"{getattr(t, 'traded_amount', 0):.2f}",
|
|
||||||
f"{getattr(t, 'commission', 0):.2f}",
|
|
||||||
])
|
|
||||||
self._tab_trades.label = f"当日成交 ({len(t_rows)})" if t_rows else "当日成交"
|
|
||||||
self._trade_table.controls = [self._dt(
|
|
||||||
["时间", "代码", "名称", "方向", "成交价", "成交量", "成交金额", "手续费"], t_rows,
|
|
||||||
col_widths=[65, 55, 70, 35, 65, 60, 70, 55])]
|
|
||||||
|
|
||||||
# 市场监控
|
|
||||||
m_rows = []
|
|
||||||
for sc, d in self.marketData.items():
|
|
||||||
m_rows.append([d['time'], f"{d['stock_name']}-{sc}", f"{d['last_price']:.3f}"])
|
|
||||||
self._market_table.controls = [self._dt(["时间", "股票名称", "最新价格"], m_rows)]
|
|
||||||
|
|
||||||
def _refresh_loop(self):
|
|
||||||
"""后台定时刷新 — 对齐 Tkinter: 5s 拉价 + 30s 委托/成交"""
|
|
||||||
while True:
|
|
||||||
time.sleep(5)
|
|
||||||
self._refresh_cycle += 1
|
|
||||||
try:
|
|
||||||
self._pull_prices()
|
|
||||||
self._refresh_positions()
|
|
||||||
if self._refresh_cycle % 6 == 0:
|
|
||||||
self._refresh_orders()
|
|
||||||
self._refresh_trades()
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
except Exception:
|
|
||||||
pass
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
# 工具栏按钮
|
|
||||||
# ══════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def _on_start_trade(self, target):
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet-按钮] 启动按钮被点击: {target.stock_code}')
|
|
||||||
if target.enabled:
|
|
||||||
self._show_toast("该标的正运行中")
|
|
||||||
return
|
|
||||||
name = f'{target.stock_code} {target.stock_name}'
|
|
||||||
dlg = ft.AlertDialog(
|
|
||||||
title=ft.Text("确认启动"),
|
|
||||||
content=ft.Text(f"确定要启动交易吗?\n\n{name}"),
|
|
||||||
actions=[
|
|
||||||
ft.TextButton("取消", on_click=lambda e: self._close_dialog(dlg)),
|
|
||||||
ft.TextButton("确定", on_click=lambda e, t=target: self._do_start(t)),
|
|
||||||
],
|
|
||||||
)
|
|
||||||
self.page.show_dialog(dlg)
|
|
||||||
|
|
||||||
def _do_start(self, target):
|
|
||||||
self.page.pop_dialog()
|
|
||||||
target.enabled = True
|
|
||||||
target.save()
|
|
||||||
from core.sfgrid.sfgrid_strategy import SFGridStrategy
|
|
||||||
self.strategy_ctrl[target.get_id()] = SFGridStrategy(target)
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet] 启动交易: {target.targetName()}')
|
|
||||||
|
|
||||||
def _on_stop_trade(self, target):
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet-按钮] 暂停按钮被点击: {target.stock_code}')
|
|
||||||
if not target.enabled:
|
|
||||||
self._show_toast("该标的已暂停")
|
|
||||||
return
|
|
||||||
name = f'{target.stock_code} {target.stock_name}'
|
|
||||||
dlg = ft.AlertDialog(
|
|
||||||
title=ft.Text("确认暂停"),
|
|
||||||
content=ft.Text(f"确定要暂停交易吗?\n\n{name}"),
|
|
||||||
actions=[
|
|
||||||
ft.TextButton("取消", on_click=lambda e: self._close_dialog(dlg)),
|
|
||||||
ft.TextButton("确定", on_click=lambda e, t=target: self._do_stop(t)),
|
|
||||||
],
|
|
||||||
)
|
|
||||||
self.page.show_dialog(dlg)
|
|
||||||
|
|
||||||
def _do_stop(self, target):
|
|
||||||
self.page.pop_dialog()
|
|
||||||
target.enabled = False
|
|
||||||
target.save()
|
|
||||||
ctrl = self.strategy_ctrl.pop(target.get_id(), None)
|
|
||||||
if ctrl:
|
|
||||||
ctrl.enabledTrading(False)
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet] 暂停交易: {target.targetName()}')
|
|
||||||
|
|
||||||
def _open_grid_config(self, target):
|
|
||||||
"""网格配置对话框 — 对齐 Tkinter create_grid_config_window"""
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet-按钮] 设置按钮被点击: {target.stock_code}')
|
|
||||||
base = ft.TextField(label="基准价格", value=str(target.grid_start_price), width=120, text_size=13)
|
|
||||||
gsize = ft.TextField(label="网格大小", value=str(target.grid_size), width=120, text_size=13)
|
|
||||||
gvol = ft.TextField(label="网格交易量(手)", value=str(target.grid_volume), width=120, text_size=13)
|
|
||||||
gupper = ft.TextField(label="上方网格数", value=str(target.grid_upper_count), width=120, text_size=13)
|
|
||||||
glower = ft.TextField(label="下方网格数", value=str(target.grid_lower_count), width=120, text_size=13)
|
|
||||||
gidx = ft.TextField(label="当前网格层级", value=str(target.grid_index), width=120, text_size=13)
|
|
||||||
|
|
||||||
col1 = ft.Column([base, gsize, gvol], spacing=8)
|
|
||||||
col2 = ft.Column([gupper, glower, gidx], spacing=8)
|
|
||||||
grid_preview = ft.Text("", size=11, italic=True)
|
|
||||||
|
|
||||||
def _preview(e):
|
|
||||||
try:
|
|
||||||
bp = float(base.value)
|
|
||||||
gs = float(gsize.value)
|
|
||||||
up = int(gupper.value)
|
|
||||||
lo = int(glower.value)
|
|
||||||
prices = []
|
|
||||||
for i in range(up, 0, -1):
|
|
||||||
prices.append(f"{bp + gs * i:.2f}(卖{up - i + 1})")
|
|
||||||
prices.append(f"→{bp:.2f}←(基准)")
|
|
||||||
for i in range(1, lo + 1):
|
|
||||||
p = bp - gs * i
|
|
||||||
if p > 0:
|
|
||||||
prices.append(f"{p:.2f}(买{i})")
|
|
||||||
grid_preview.value = " ".join(prices)
|
|
||||||
grid_preview.update()
|
|
||||||
except ValueError:
|
|
||||||
grid_preview.value = "请输入有效数字"
|
|
||||||
grid_preview.update()
|
|
||||||
|
|
||||||
def _save(e):
|
|
||||||
try:
|
|
||||||
target.grid_start_price = float(base.value)
|
|
||||||
target.grid_size = float(gsize.value)
|
|
||||||
target.grid_volume = int(gvol.value)
|
|
||||||
target.grid_upper_count = int(gupper.value)
|
|
||||||
target.grid_lower_count = int(glower.value)
|
|
||||||
target.grid_index = int(gidx.value)
|
|
||||||
target.save()
|
|
||||||
self._close_dialog()
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
PrintLog(LogLevel.INFO, f'[Flet] 网格配置已保存: {target.targetName()}')
|
|
||||||
except ValueError:
|
|
||||||
self._show_toast("请输入有效的数值")
|
|
||||||
|
|
||||||
dlg = ft.AlertDialog(
|
|
||||||
title=ft.Text(f"网格配置 - {target.stock_code} {target.stock_name}"),
|
|
||||||
content=ft.Column([
|
|
||||||
ft.Row([col1, col2], spacing=20),
|
|
||||||
ft.ElevatedButton("预览网格序列", on_click=_preview),
|
|
||||||
grid_preview,
|
|
||||||
], spacing=10, tight=True, height=320),
|
|
||||||
actions=[
|
|
||||||
ft.TextButton("取消", on_click=lambda e: self._close_dialog(dlg)),
|
|
||||||
ft.ElevatedButton("保存", on_click=_save),
|
|
||||||
],
|
|
||||||
)
|
|
||||||
self.page.show_dialog(dlg)
|
|
||||||
|
|
||||||
def _show_toast(self, msg: str):
|
|
||||||
dlg = ft.AlertDialog(title=ft.Text("提示"), content=ft.Text(msg),
|
|
||||||
actions=[ft.TextButton("确定", on_click=lambda e: self._close_dialog(dlg))])
|
|
||||||
self.page.show_dialog(dlg)
|
|
||||||
|
|
||||||
def _close_dialog(self, dlg=None):
|
|
||||||
self.page.pop_dialog()
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _toggle_overlay(self):
|
|
||||||
self._drawer_open = not self._drawer_open
|
|
||||||
self._overlay.visible = self._drawer_open
|
|
||||||
self._sidebar_icon.set_active(self._drawer_open)
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _hide_overlay(self):
|
|
||||||
self._drawer_open = False
|
|
||||||
self._overlay.visible = False
|
|
||||||
self._sidebar_icon.set_active(False)
|
|
||||||
self.page.update()
|
|
||||||
|
|
||||||
def _set_monitor_price(self, val: str):
|
|
||||||
try:
|
|
||||||
self.monitor_price = float(val)
|
|
||||||
self.marketData.clear()
|
|
||||||
self.listening_stock.clear()
|
|
||||||
self._rebuild_tables()
|
|
||||||
self.page.update()
|
|
||||||
except ValueError:
|
|
||||||
pass
|
|
||||||
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
# PanelIcon — 对齐 Tkinter 版 Canvas 手绘图标
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
class _PanelIcon(ft.Container):
|
|
||||||
"""VSCode 风格面板切换图标 — 两个色块拼成的分栏图标"""
|
|
||||||
|
|
||||||
_SIZE = 22
|
|
||||||
_M = 3
|
|
||||||
_COLORS = {
|
|
||||||
'light': {'bg': '#f0f0f0', 'hover': '#d4d4d4', 'off': '#b0b0b0', 'on': '#808080', 'active': '#0078d4'},
|
|
||||||
'dark': {'bg': '#3c3c3c', 'hover': '#505050', 'off': '#6a6a6a', 'on': '#a0a0a0', 'active': '#ffffff'},
|
|
||||||
}
|
|
||||||
|
|
||||||
def __init__(self, kind: str, active: bool = True, on_click=None):
|
|
||||||
self._kind = kind
|
|
||||||
self._active = active
|
|
||||||
c = self._COLORS['light'] # 默认亮色,后续可扩展暗色检测
|
|
||||||
self._bg = c['bg']
|
|
||||||
self._hover_bg = c['hover']
|
|
||||||
self._off = c['off']
|
|
||||||
self._on = c['on']
|
|
||||||
self._active_color = c['active']
|
|
||||||
|
|
||||||
rects = self._build_rects()
|
|
||||||
super().__init__(
|
|
||||||
content=rects,
|
|
||||||
width=self._SIZE, height=self._SIZE,
|
|
||||||
bgcolor=self._bg, border_radius=3,
|
|
||||||
ink=True, on_click=on_click,
|
|
||||||
padding=ft.Padding(self._M, self._M, self._M, self._M),
|
|
||||||
)
|
|
||||||
|
|
||||||
def _build_rects(self):
|
|
||||||
off, on, act = self._off, self._on, self._active_color
|
|
||||||
bar_w, bar_h = 6, self._SIZE - self._M * 2 - 2
|
|
||||||
|
|
||||||
if self._kind == 'sidebar':
|
|
||||||
c1 = on if self._active else off
|
|
||||||
c2 = act if self._active else off
|
|
||||||
return ft.Row([
|
|
||||||
ft.Container(width=bar_w, height=bar_h, bgcolor=c1, border_radius=1),
|
|
||||||
ft.Container(width=2), # gap
|
|
||||||
ft.Container(width=bar_w, height=bar_h, bgcolor=c2, border_radius=1),
|
|
||||||
], spacing=0)
|
|
||||||
else:
|
|
||||||
c1 = on if self._active else off
|
|
||||||
c2 = act if self._active else off
|
|
||||||
return ft.Column([
|
|
||||||
ft.Container(width=bar_h, height=bar_w, bgcolor=c1, border_radius=1),
|
|
||||||
ft.Container(height=2), # gap
|
|
||||||
ft.Container(width=bar_h, height=bar_w, bgcolor=c2, border_radius=1),
|
|
||||||
], spacing=0)
|
|
||||||
|
|
||||||
def set_active(self, active: bool):
|
|
||||||
self._active = active
|
|
||||||
self.content = self._build_rects()
|
|
||||||
|
|
||||||
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
# 入口
|
|
||||||
# ══════════════════════════════════════════════════════════════════════
|
|
||||||
|
|
||||||
def main(page: ft.Page):
|
|
||||||
QmtApp(page)
|
|
||||||
|
|
||||||
|
|
||||||
def run():
|
|
||||||
ft.app(target=main)
|
|
||||||
|
|
||||||
def run_web():
|
|
||||||
ft.app(target=main, view=ft.AppView.WEB_BROWSER, port=8550)
|
|
||||||
File diff suppressed because it is too large
Load Diff
@@ -1,142 +0,0 @@
|
|||||||
import tkinter as tk
|
|
||||||
from tkinter import ttk
|
|
||||||
from core.logger import LogLevel, LogData, PrintLog
|
|
||||||
from core.ui.tkinter.sfgrid_view import TradeTargetUI
|
|
||||||
|
|
||||||
# 检测运行环境,决定使用真实或模拟 QMT
|
|
||||||
def get_qmt_module():
|
|
||||||
try:
|
|
||||||
# 尝试导入真实 QMT,如果失败则使用模拟
|
|
||||||
from core.qmt import qmtv
|
|
||||||
return qmtv
|
|
||||||
except ImportError:
|
|
||||||
from core.qmt_dummy import qmtv
|
|
||||||
return qmtv
|
|
||||||
|
|
||||||
qmtv = get_qmt_module()
|
|
||||||
|
|
||||||
from core.eventbus import EventPrintLog
|
|
||||||
from core.eventbus import event_bus as eBus
|
|
||||||
|
|
||||||
|
|
||||||
class MainWindow:
|
|
||||||
def __init__(self, configLogLevel:str, progress=None):
|
|
||||||
self.root = tk.Tk()
|
|
||||||
self.root.title("神之一手 - 交易系统")
|
|
||||||
self.root.geometry("1400x700")
|
|
||||||
|
|
||||||
self.logLevel = LogLevel[configLogLevel]
|
|
||||||
PrintLog(LogLevel.DEBUG, f"系统启动成功 {self.logLevel.name}")
|
|
||||||
# 存储各个Frame的引用
|
|
||||||
self.strategy_frames = {}
|
|
||||||
# 日志面板可见性标志
|
|
||||||
self.log_visible = False
|
|
||||||
self.create_ui(progress)
|
|
||||||
|
|
||||||
eBus.subscribe(EventPrintLog, self.on_log_event)
|
|
||||||
|
|
||||||
|
|
||||||
def create_ui(self, progress=None):
|
|
||||||
"""创建UI界面"""
|
|
||||||
# 主容器
|
|
||||||
main_container = ttk.Frame(self.root)
|
|
||||||
main_container.pack(fill=tk.BOTH, expand=True, padx=10, pady=10)
|
|
||||||
|
|
||||||
# 中间主体区域
|
|
||||||
content_area = ttk.Frame(main_container)
|
|
||||||
content_area.pack(fill=tk.BOTH, expand=True)
|
|
||||||
|
|
||||||
# 右侧内容区域容器
|
|
||||||
self.content_container = ttk.Frame(content_area)
|
|
||||||
self.content_container.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
|
||||||
|
|
||||||
# 创建策略Frame
|
|
||||||
strategy_names = ["网格"]
|
|
||||||
self.create_strategy_frames(strategy_names, progress)
|
|
||||||
|
|
||||||
# 创建全局日志面板(默认隐藏)
|
|
||||||
self.create_global_log_panel(main_container)
|
|
||||||
|
|
||||||
# 默认显示第一个策略
|
|
||||||
self.show_strategy_frame(0)
|
|
||||||
|
|
||||||
def create_global_log_panel(self, parent):
|
|
||||||
"""创建全局日志面板"""
|
|
||||||
# 日志区域(默认隐藏)
|
|
||||||
self.log_frame = ttk.LabelFrame(parent, text="操作日志", padding=10)
|
|
||||||
# 默认不显示,通过工具栏按钮控制
|
|
||||||
|
|
||||||
# 创建日志表格
|
|
||||||
columns = ("timestamp", "level", "message")
|
|
||||||
|
|
||||||
self.log_table = ttk.Treeview(self.log_frame, columns=columns, show='headings', height=8)
|
|
||||||
|
|
||||||
log_column_configs = {
|
|
||||||
"timestamp": ("时间", 100),
|
|
||||||
"level": ("级别", 50),
|
|
||||||
"message": ("消息", 1150) # 调整宽度适应全局布局
|
|
||||||
}
|
|
||||||
|
|
||||||
for col in columns:
|
|
||||||
title, width = log_column_configs[col]
|
|
||||||
self.log_table.heading(col, text=title)
|
|
||||||
self.log_table.column(col, width=width, anchor=tk.W)
|
|
||||||
|
|
||||||
# 添加初始日志
|
|
||||||
from datetime import datetime
|
|
||||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
||||||
self.log_table.insert('', tk.END, values=(timestamp, "INFO", "系统启动成功"))
|
|
||||||
|
|
||||||
# 滚动条
|
|
||||||
scrollbar = ttk.Scrollbar(self.log_frame, orient=tk.VERTICAL, command=self.log_table.yview)
|
|
||||||
self.log_table.configure(yscrollcommand=scrollbar.set)
|
|
||||||
|
|
||||||
self.log_table.pack(side=tk.LEFT, fill=tk.BOTH, expand=True)
|
|
||||||
scrollbar.pack(side=tk.RIGHT, fill=tk.Y)
|
|
||||||
|
|
||||||
def on_log_event(self, event:LogData):
|
|
||||||
if self.logLevel.value <= event.level.value:
|
|
||||||
self.add_log(event.level, event.message)
|
|
||||||
|
|
||||||
|
|
||||||
def add_log(self, level:LogLevel, message):
|
|
||||||
"""添加日志记录 - 全局方法"""
|
|
||||||
from datetime import datetime
|
|
||||||
timestamp = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
|
||||||
self.log_table.insert('', 0, values=(timestamp, level.name, message))
|
|
||||||
|
|
||||||
def clear_logs(self):
|
|
||||||
"""清空日志记录"""
|
|
||||||
# 删除所有日志项
|
|
||||||
for item in self.log_table.get_children():
|
|
||||||
self.log_table.delete(item)
|
|
||||||
|
|
||||||
def create_strategy_frames(self, strategy_names, progress=None):
|
|
||||||
"""创建各个策略的Frame"""
|
|
||||||
frame = TradeTargetUI(self.content_container, progress=progress)
|
|
||||||
self.strategy_frames[0] = frame
|
|
||||||
|
|
||||||
def show_strategy_frame(self, index):
|
|
||||||
"""显示策略Frame"""
|
|
||||||
if index in self.strategy_frames:
|
|
||||||
self.strategy_frames[index].pack(fill=tk.BOTH, expand=True)
|
|
||||||
|
|
||||||
def toggle_log_panel(self):
|
|
||||||
"""切换日志面板的显示/隐藏"""
|
|
||||||
if self.log_visible:
|
|
||||||
self.log_frame.pack_forget()
|
|
||||||
self.log_visible = False
|
|
||||||
else:
|
|
||||||
self.log_frame.pack(side=tk.BOTTOM, fill=tk.X, pady=(5, 0))
|
|
||||||
self.log_visible = True
|
|
||||||
|
|
||||||
def on_exit(self):
|
|
||||||
"""退出程序"""
|
|
||||||
from tkinter import messagebox
|
|
||||||
result = messagebox.askyesno("确认退出", "确定要退出系统吗?")
|
|
||||||
if result:
|
|
||||||
self.root.destroy()
|
|
||||||
|
|
||||||
def run(self):
|
|
||||||
"""运行程序"""
|
|
||||||
self.root.mainloop()
|
|
||||||
@@ -1,112 +0,0 @@
|
|||||||
"""
|
|
||||||
启动进度窗口 — 无边框小窗口,负责整个初始化流程。
|
|
||||||
"""
|
|
||||||
import time
|
|
||||||
import tkinter as tk
|
|
||||||
from tkinter import ttk, messagebox
|
|
||||||
|
|
||||||
|
|
||||||
class SplashWindow:
|
|
||||||
"""初始化进度窗口,所有者启动逻辑"""
|
|
||||||
|
|
||||||
def __init__(self):
|
|
||||||
self.root = tk.Tk()
|
|
||||||
self.root.title("神之一手")
|
|
||||||
self.root.geometry("380x120")
|
|
||||||
self.root.resizable(False, False)
|
|
||||||
self.root.overrideredirect(True)
|
|
||||||
|
|
||||||
self.root.update_idletasks()
|
|
||||||
sw = self.root.winfo_screenwidth()
|
|
||||||
sh = self.root.winfo_screenheight()
|
|
||||||
w, h = 380, 120
|
|
||||||
self.root.geometry(f"{w}x{h}+{(sw - w) // 2}+{(sh - h) // 2}")
|
|
||||||
|
|
||||||
frame = ttk.Frame(self.root, padding=20)
|
|
||||||
frame.pack(fill=tk.BOTH, expand=True)
|
|
||||||
|
|
||||||
ttk.Label(frame, text="神之一手", font=('Microsoft YaHei', 14, 'bold')).pack(pady=(0, 5))
|
|
||||||
self._status = ttk.Label(frame, text="正在初始化...", font=('Microsoft YaHei', 9))
|
|
||||||
self._status.pack(pady=(0, 10))
|
|
||||||
|
|
||||||
self._bar = ttk.Progressbar(frame, mode='determinate', length=340)
|
|
||||||
self._bar.pack()
|
|
||||||
self.root.update()
|
|
||||||
|
|
||||||
def progress(self, text: str, pct: float):
|
|
||||||
self._status.configure(text=text)
|
|
||||||
self._bar.configure(value=pct)
|
|
||||||
self.root.update()
|
|
||||||
|
|
||||||
def _destroy(self):
|
|
||||||
self.root.destroy()
|
|
||||||
|
|
||||||
def run(self):
|
|
||||||
"""执行完整启动流程,成功返回主窗口,失败返回 None"""
|
|
||||||
from core.qmt_real import RealQmtV, qmtv as selected_qmtv
|
|
||||||
|
|
||||||
while True:
|
|
||||||
_t_total = time.time()
|
|
||||||
|
|
||||||
# 步骤1: 探测 QMT 环境
|
|
||||||
self.progress("正在检查 QMT 环境...", 10)
|
|
||||||
_t = time.time()
|
|
||||||
try:
|
|
||||||
discovered = RealQmtV._discover_qmt_port()
|
|
||||||
except Exception:
|
|
||||||
discovered = 0
|
|
||||||
print(f'[计时] 步骤1-探测QMT环境: {time.time() - _t:.2f}s')
|
|
||||||
|
|
||||||
if not discovered:
|
|
||||||
self._destroy()
|
|
||||||
messagebox.showerror(
|
|
||||||
"启动失败",
|
|
||||||
"未能自动探测到 QMT 环境。\n\n"
|
|
||||||
"请确认:\n"
|
|
||||||
"1. 极简QMT(GJQMT)已启动并登录\n"
|
|
||||||
"2. XtMiniQmt.exe 和 miniquote.exe 进程在运行"
|
|
||||||
)
|
|
||||||
return None
|
|
||||||
|
|
||||||
# 步骤2: 初始化交易器
|
|
||||||
self.progress("正在初始化交易器...", 35)
|
|
||||||
_t = time.time()
|
|
||||||
selected_qmtv.init_qmtv()
|
|
||||||
print(f'[计时] 步骤2-初始化交易器: {time.time() - _t:.2f}s')
|
|
||||||
|
|
||||||
# 步骤3: 连接 QMT
|
|
||||||
self.progress("正在连接 QMT...", 55)
|
|
||||||
_t = time.time()
|
|
||||||
connected = selected_qmtv.connect()
|
|
||||||
print(f'[计时] 步骤3-连接QMT: {time.time() - _t:.2f}s')
|
|
||||||
|
|
||||||
if not connected:
|
|
||||||
self._destroy()
|
|
||||||
option = messagebox.askokcancel(
|
|
||||||
"连接失败",
|
|
||||||
"QMT 连接失败。\n\n"
|
|
||||||
"请确认极简QMT 已启动并登录交易账号。\n"
|
|
||||||
"点击「确定」重试,或「取消」退出。"
|
|
||||||
)
|
|
||||||
if not option:
|
|
||||||
return None
|
|
||||||
# 重试:重新创建进度窗口
|
|
||||||
self.__init__()
|
|
||||||
continue
|
|
||||||
|
|
||||||
# 步骤4: 加载主界面
|
|
||||||
self.progress("正在加载持仓与策略...", 75)
|
|
||||||
_t = time.time()
|
|
||||||
from core.ui.tkinter.main_window import MainWindow
|
|
||||||
window = MainWindow('INFO', progress=lambda t, p: self.progress(t, 75 + p * 0.2))
|
|
||||||
print(f'[计时] 步骤4-主界面加载: {time.time() - _t:.2f}s')
|
|
||||||
|
|
||||||
window.root.update()
|
|
||||||
|
|
||||||
# 步骤5: 完成
|
|
||||||
self.progress("启动完成", 100)
|
|
||||||
self.root.update()
|
|
||||||
self.root.after(300, self._destroy)
|
|
||||||
print(f'[计时] 总启动耗时: {time.time() - _t_total:.2f}s')
|
|
||||||
|
|
||||||
return window
|
|
||||||
@@ -1,98 +0,0 @@
|
|||||||
# 统一网格逻辑
|
|
||||||
|
|
||||||
## 核心规则
|
|
||||||
|
|
||||||
对任意 `grid_index`,两个方向各挂一单:
|
|
||||||
|
|
||||||
| 方向 | 条件 | 价格 | 含义 |
|
|
||||||
|------|------|------|------|
|
|
||||||
| 卖出(上移) | `grid_index > 0` | `grid[grid_index - 1]` | 涨回到上一格时卖出获利 |
|
|
||||||
| 买入(下移) | `grid_index < len(grid)-1` | `grid[grid_index + 1]` | 跌到下一格时补仓 |
|
|
||||||
|
|
||||||
不需要"建仓"概念,`grid_index=0` 自然表示空仓。
|
|
||||||
|
|
||||||
## 流程图
|
|
||||||
|
|
||||||
```mermaid
|
|
||||||
flowchart TD
|
|
||||||
START["refreshGridOrder()"] --> GUARD{"isMarketActive AND enabled ?"}
|
|
||||||
GUARD -->|No| EXIT0["跳过不下单"]
|
|
||||||
GUARD -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
|
|
||||||
|
|
||||||
QUERY --> IDX["currentIdx = grid_index"]
|
|
||||||
|
|
||||||
IDX --> SELL{"currentIdx > 0 ?"}
|
|
||||||
|
|
||||||
SELL -->|"No<br/>(空仓,无持仓可卖)"| BUY
|
|
||||||
|
|
||||||
SELL -->|"Yes"| SELL_IDX["sellIdx = currentIdx - 1<br/>卖价 = grid[sellIdx]"]
|
|
||||||
SELL_IDX --> SELL_EXIST{"已有同 remark 卖单?"}
|
|
||||||
SELL_EXIST -->|No| SELL_CHECK{"卖价 > 涨停价 ?"}
|
|
||||||
SELL_CHECK -->|Yes| SELL_SKIP["跳过(超出涨停)"]
|
|
||||||
SELL_CHECK -->|No| SELL_PLACE["挂卖出单<br/>orderGrid[sellIdx] = seq"]
|
|
||||||
SELL_EXIST -->|Yes| SELL_DUP["跳过(已挂单)"]
|
|
||||||
|
|
||||||
SELL_SKIP --> BUY
|
|
||||||
SELL_PLACE --> BUY
|
|
||||||
SELL_DUP --> BUY
|
|
||||||
|
|
||||||
BUY{"currentIdx < len(grid)-1 ?"}
|
|
||||||
|
|
||||||
BUY -->|"No<br/>(已到最低价)"| EXIT["结束"]
|
|
||||||
|
|
||||||
BUY -->|"Yes"| BUY_IDX["buyIdx = currentIdx + 1<br/>买价 = grid[buyIdx]"]
|
|
||||||
BUY_IDX --> BUY_EXIST{"已有同 remark 买单?"}
|
|
||||||
BUY_EXIST -->|No| BUY_CHECK{"买价 < 跌停价 ?"}
|
|
||||||
BUY_CHECK -->|Yes| BUY_SKIP["跳过(低于跌停)"]
|
|
||||||
BUY_CHECK -->|No| BUY_PLACE["挂买入单<br/>orderGrid[buyIdx] = seq"]
|
|
||||||
BUY_EXIST -->|Yes| BUY_DUP["跳过(已挂单)"]
|
|
||||||
|
|
||||||
BUY_SKIP --> EXIT
|
|
||||||
BUY_PLACE --> EXIT
|
|
||||||
BUY_DUP --> EXIT
|
|
||||||
```
|
|
||||||
|
|
||||||
## 三种典型状态
|
|
||||||
|
|
||||||
```
|
|
||||||
grid = [11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1, 0]
|
|
||||||
↑ ↑ ↑ ↑
|
|
||||||
0 1 2 3 ...
|
|
||||||
|
|
||||||
|
|
||||||
grid_index=0(空仓):
|
|
||||||
┌────┬────┬────┬────┐
|
|
||||||
│ 11 │ 10 │ 9 │ 8 │ ...
|
|
||||||
└────┴────┴────┴────┘
|
|
||||||
sell=无 buy=10 ← 第一笔买单
|
|
||||||
|
|
||||||
|
|
||||||
grid_index=1(持1份@10元):
|
|
||||||
┌────┬────┬────┬────┐
|
|
||||||
│ 11 │ 10 │ 9 │ 8 │ ...
|
|
||||||
└────┴────┴────┴────┘
|
|
||||||
sell=11 → buy=9 →
|
|
||||||
|
|
||||||
|
|
||||||
grid_index=3(持3份@8,9,10元):
|
|
||||||
┌────┬────┬────┬────┐
|
|
||||||
│ 11 │ 10 │ 9 │ 8 │ ...
|
|
||||||
└────┴────┴────┴────┘
|
|
||||||
↑ sell=9 buy=7 →
|
|
||||||
当前位置=3
|
|
||||||
|
|
||||||
|
|
||||||
成交后处理(onOrderTrade):
|
|
||||||
卖单成交 gridIdx < currentIdx → grid_index -= 1(上移,赚差价)
|
|
||||||
买单成交 gridIdx > currentIdx → grid_index += 1(下移,补仓)
|
|
||||||
然后 refreshGridOrder → 在新位置重新挂单
|
|
||||||
```
|
|
||||||
|
|
||||||
## 和之前的区别
|
|
||||||
|
|
||||||
| | 之前 | 之后 |
|
|
||||||
|---|---|---|
|
|
||||||
| 分支数 | 2 个(status=0 / status=1) | 1 个(统一网格逻辑) |
|
|
||||||
| 空仓第一笔 | INIT 单 @ grid[0]=11 | 普通买单 @ grid[1]=10 |
|
|
||||||
| grid[0]=11 的用途 | 建仓买入 | 永远只卖不买 |
|
|
||||||
| 状态字段 | status + grid_index | 仅 grid_index |
|
|
||||||
+10
-21
@@ -1,23 +1,12 @@
|
|||||||
# coding:utf-8
|
# coding:utf-8
|
||||||
"""
|
import tkinter as tk
|
||||||
启动入口 — 自动探测 QMT 环境。
|
from core.main_entry import MainEntry
|
||||||
默认使用 Tkinter UI,使用 --flet 参数切换到 Flet (Flutter) UI。
|
|
||||||
"""
|
|
||||||
import sys
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
# 这是应用的启动入口程序,负责初始化并启动主窗口。
|
||||||
if '--flet2' in sys.argv:
|
# 它创建一个Tkinter根窗口,实例化主窗口类MainBoardWindow,
|
||||||
from core.ui.flet.app_v2 import run
|
# 并调用其run方法启动主事件循环。
|
||||||
run()
|
if __name__ == "__main__":
|
||||||
elif '--flet' in sys.argv:
|
import tkinter as tk
|
||||||
from core.ui.flet.app import run
|
root = tk.Tk()
|
||||||
run()
|
app = MainEntry(root)
|
||||||
else:
|
app.run()
|
||||||
from tkinter import messagebox
|
|
||||||
from core.ui.tkinter.splash import SplashWindow
|
|
||||||
try:
|
|
||||||
window = SplashWindow().run()
|
|
||||||
if window:
|
|
||||||
window.run()
|
|
||||||
except Exception as e:
|
|
||||||
messagebox.showerror("错误", f"系统初始化失败: {str(e)}")
|
|
||||||
+4
-4
@@ -4,7 +4,7 @@ a = Analysis(
|
|||||||
['starter.py'],
|
['starter.py'],
|
||||||
pathex=[],
|
pathex=[],
|
||||||
binaries=[],
|
binaries=[],
|
||||||
datas=[('xtquant/xtdata.ini', 'xtquant')], # xtdata 依赖的配置文件
|
datas=[('config.ini', '.'), ('xtquant/xtdata.ini', 'xtquant')], # 明确包含配置文件和xtdata.ini
|
||||||
hiddenimports=['brotli', 'brotli.encoding'],
|
hiddenimports=['brotli', 'brotli.encoding'],
|
||||||
hookspath=[],
|
hookspath=[],
|
||||||
hooksconfig={},
|
hooksconfig={},
|
||||||
@@ -24,8 +24,8 @@ exe = EXE(
|
|||||||
name='神之一手',
|
name='神之一手',
|
||||||
debug=False,
|
debug=False,
|
||||||
bootloader_ignore_signals=False,
|
bootloader_ignore_signals=False,
|
||||||
strip=False,
|
strip=True, # 去除调试符号
|
||||||
upx=False,
|
upx=True,
|
||||||
upx_exclude=[],
|
upx_exclude=[],
|
||||||
runtime_tmpdir=None,
|
runtime_tmpdir=None,
|
||||||
console=False,
|
console=False,
|
||||||
@@ -34,5 +34,5 @@ exe = EXE(
|
|||||||
target_arch=None,
|
target_arch=None,
|
||||||
codesign_identity=None,
|
codesign_identity=None,
|
||||||
entitlements_file=None,
|
entitlements_file=None,
|
||||||
icon='logo.ico',
|
icon='logo.png' # 添加图标文件
|
||||||
)
|
)
|
||||||
Reference in New Issue
Block a user