5 Commits

Author SHA1 Message Date
kyugao 2e3202968d flet v2 2026-06-16 11:07:09 +08:00
kyugao 2d8a0c3bca new ui 2026-06-12 16:25:41 +08:00
kyugao ef4c1cca32 update 2026-06-05 06:08:27 +08:00
kyugao 1816d585bf update 2026-06-04 18:17:48 +08:00
kyugao db910e03d6 添加dummy gateway 2026-06-02 18:07:55 +08:00
41 changed files with 4799 additions and 1495 deletions
+233
View File
@@ -0,0 +1,233 @@
# SFGrid 网格交易策略流程图
## 1. 总览:策略生命周期
```mermaid
flowchart TD
A["SFGridStrategy.__init__()"] --> B["订阅事件总线<br/>onOrderCreateAsync / onOrderTrade / onOrderError"]
B --> C["获取涨跌停价<br/>todayUpStopPrice / todayDownStopPrice"]
C --> D["loadExistOrders()<br/>从券商侧恢复未成交订单到 orderGrid"]
D --> E["enabledTrading(enabled)"]
E --> F{"enabled ?"}
F -->|True| G["启用交易流程 → 见 §3"]
F -->|False| H["停用交易流程 → 见 §3"]
G --> I["saveProxy() 持久化"]
H --> I
I --> J["构造完成,进入事件循环<br/>等待 QMT 回调 / UI 操作"]
```
---
## 2. 核心:refreshGridOrder() 网格下单
```mermaid
flowchart TD
START["refreshGridOrder()"] --> CHECK1{"qmtv.isMarketActive<br/>AND<br/>tradeTarget.enabled ?"}
CHECK1 -->|No| SKIP["跳过不下单"]
CHECK1 -->|Yes| QUERY["查询未成交订单<br/>queryPendingOrder()"]
QUERY --> STATUS{"tradeTarget.status ?"}
STATUS -->|"= 0 未建仓"| CHECK_INIT{"已存在建仓单?<br/>remark = 'INIT,1,{code}'"}
CHECK_INIT -->|"No 没有"| PLACE_INIT["下建仓单 (STOCK_BUY)<br/>价格 = getPriceGrid()[0]<br/>remark = 'INIT,1,{code}'"]
CHECK_INIT -->|"Yes 已有"| DONE_INIT["建仓单已在途,跳过"]
STATUS -->|"= 1 已建仓"| GET_IDX["currentIdx = grid_index"]
GET_IDX --> SELL_CHECK{"currentIdx > 0 ?<br/>(grid_index 不是最低点)"}
SELL_CHECK -->|"Yes 可挂卖单"| SELL_EXIST{"已存在同 remark 卖单?<br/>remark='SELL,{idx-1},{code}'"}
SELL_EXIST -->|"No 没有"| SELL_PLACE["下卖出单 (STOCK_SELL)<br/>价格 = grid[sellIdx]<br/>sellIdx = currentIdx - 1"]
SELL_EXIST -->|"Yes 已有"| SELL_SKIP["跳过,避免重复"]
SELL_CHECK -->|"No 价格已最低"| SELL_SKIP2["无卖出空间"]
SELL_PLACE --> BUY_CHECK
SELL_SKIP --> BUY_CHECK
SELL_SKIP2 --> BUY_CHECK
BUY_CHECK{"currentIdx < len(grid)-1 ?<br/>(grid_index 不是最高点)"}
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"}
BUY_EXIST -->|"No 没有"| BUY_PLACE["下买入单 (STOCK_BUY)<br/>价格 = grid[buyIdx]<br/>buyIdx = currentIdx + 1"]
BUY_EXIST -->|"Yes 已有"| BUY_SKIP["跳过,避免重复"]
BUY_CHECK -->|"No 价格已最高"| BUY_SKIP2["无买入空间"]
```
---
## 3. 交易启停:enabledTrading()
```mermaid
flowchart TD
START["enabledTrading(enabled)"] --> SET["self.tradeTarget.enabled = enabled"]
SET --> BRANCH{"enabled ?"}
BRANCH -->|"True 启用"| STATUS{"tradeTarget.status ?"}
STATUS -->|"= 0 未建仓"| INIT_IDX{"grid_index == 0 ?"}
INIT_IDX -->|"Yes"| SET1["grid_index = 1<br/>(默认建仓位置)"]
INIT_IDX -->|"No"| KEEP["保留现有 grid_index"]
SET1 --> REFRESH1["refreshGridOrder()"]
KEEP --> REFRESH1
STATUS -->|"= 1 已建仓"| CALC["计算最小需求仓位<br/>min = grid_volume × grid_index"]
CALC --> CHECK{"current_position >= min ?"}
CHECK -->|"Yes 充足"| REFRESH2["refreshGridOrder()"]
CHECK -->|"No 不足"| DENY["拒绝启用<br/>enabled = False<br/>(风控保护)"]
BRANCH -->|"False 停用"| CANCEL["取消所有未成交订单<br/>cancel_order_stock_async()"]
CANCEL --> LOG["记录取消数量"]
REFRESH1 --> SAVE["saveProxy() 持久化"]
REFRESH2 --> SAVE
DENY --> SAVE
LOG --> SAVE
```
---
## 4. 事件回调链
```mermaid
flowchart TD
subgraph QMT["QMT / xtquant 层"]
OA["orderAsync()<br/>返回 seq"]
PUSH_ERR["C扩展推送<br/>XtOrderError"]
PUSH_RESP["C扩展推送<br/>XtOrderResponse"]
PUSH_TRADE["C扩展推送<br/>XtTrade"]
end
subgraph BUS["事件总线 event_bus"]
EVT_ERR["MarketOrderError"]
EVT_RESP["MarketOrderCreated"]
EVT_TRADE["MarketOrderTraded"]
end
subgraph STG["SFGridStrategy 回调"]
OE["onOrderError()"]
OC["onOrderCreateAsync()"]
OT["onOrderTrade()"]
end
OA --> PUSH_RESP
OA --> PUSH_ERR
PUSH_ERR --> EVT_ERR --> OE
PUSH_RESP --> EVT_RESP --> OC
PUSH_TRADE --> EVT_TRADE --> OT
```
---
## 5. onOrderError() 委托失败处理
```mermaid
flowchart TD
START["onOrderError(order_error)"] --> CHK1{"order_remark 非空 ?"}
CHK1 -->|"No 空"| EXIT1["无法解析,忽略"]
CHK1 -->|"Yes"| PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
PARSE --> CHK2{"len(parts) >= 3 ?"}
CHK2 -->|"No"| EXIT1
CHK2 -->|"Yes"| CHK3{"strategy_name == 'SFGRID'<br/>AND<br/>stockCode 匹配本标的 ?"}
CHK3 -->|"No 不匹配"| EXIT1
CHK3 -->|"Yes"| LOCK["获取 dataUpdateLock"]
LOCK --> DEL{"gridIdx in orderGrid ?"}
DEL -->|"Yes"| REMOVE["del orderGrid[gridIdx]<br/>清理孤立条目"]
DEL -->|"No"| LOG_ERR["记录错误日志<br/>error_id / error_msg"]
REMOVE --> LOG_ERR
LOG_ERR --> UNLOCK["释放 dataUpdateLock"]
```
---
## 6. onOrderCreateAsync() 订单确认
```mermaid
flowchart TD
START["onOrderCreateAsync(response)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
FILTER -->|"No"| EXIT["忽略"]
FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
LOCK --> UPDATE["orderGrid[gridIdx] = response.order_id<br/>seq → order_id 替换"]
UPDATE --> UNLOCK["释放 dataUpdateLock"]
```
---
## 7. onOrderTrade() 成交处理
```mermaid
flowchart TD
START["onOrderTrade(trade)"] --> PARSE["解析 remark<br/>'{type},{gridIdx},{stockCode}'"]
PARSE --> FILTER{"strategy_name == 'SFGRID'<br/>AND len(parts) >= 3<br/>AND stockCode 匹配 ?"}
FILTER -->|"No"| EXIT["忽略"]
FILTER -->|"Yes"| LOCK["获取 dataUpdateLock"]
LOCK --> TYPE{"orderType ?"}
TYPE -->|"INIT 建仓单"| INIT["status = 1<br/>init_price = traded_price<br/>grid_index = 1"]
TYPE -->|"BUY / SELL 网格单"| CMP{"gridIdx vs grid_index ?"}
CMP -->|"gridIdx > grid_index<br/>(买入成交)"| DOWN["grid_index += 1<br/>下移一格"]
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"]
CMP -->|"gridIdx == grid_index<br/>(异常)"| SAME["日志: 理论上不应该输出"]
INIT --> POST
DOWN --> POST
UP --> POST
SAME --> POST
POST["成交后处理"] --> SAVE["saveProxy() 持久化状态"]
SAVE --> DEL["del orderGrid[gridIdx]<br/>移除已成交订单"]
DEL --> REPORT["打印成交报告<br/>成交价/量/手续费"]
REPORT --> REFRESH["refreshGridOrder()<br/>在新位置挂新的网格单"]
REFRESH --> UNLOCK["释放 dataUpdateLock"]
```
---
## 8. 网格交易完整状态机
```mermaid
stateDiagram-v2
[*] --> 未建仓: 创建 SFGridStrategy
未建仓 --> 建仓中: enabledTrading(True)<br/>下建仓单 INIT
建仓中 --> 已建仓: onOrderTrade(INIT)<br/>建仓单成交
建仓中 --> 建仓失败: onOrderError(INIT)<br/>委托被拒
建仓失败 --> 建仓中: refreshGridOrder()<br/>重新下建仓单
已建仓 --> 网格运行: refreshGridOrder()<br/>上下各挂一单
网格运行 --> 网格运行: onOrderTrade(SELL)<br/>卖出成交 → 上移<br/>重新挂单
网格运行 --> 网格运行: onOrderTrade(BUY)<br/>买入成交 → 下移<br/>重新挂单
网格运行 --> 单边挂单: onOrderError<br/>某方向委托失败
单边挂单 --> 网格运行: refreshGridOrder()<br/>重新补挂失败方向的单
已建仓 --> 已停用: enabledTrading(False)<br/>取消所有挂单
网格运行 --> 已停用: enabledTrading(False)
单边挂单 --> 已停用: enabledTrading(False)
已停用 --> 已建仓: enabledTrading(True)<br/>仓位检查通过
已停用 --> 已停用: enabledTrading(True)<br/>仓位不足,回退
```
---
## 9. 网格价格示意
```
价格
│ grid[5] = 12.00 ← 最贵(顶部)
│ grid[4] = 11.50
│ grid[3] = 11.00 ← 当前位置 grid_index=3
│ grid[2] = 10.50 上方挂卖单 @10.50 (sellIdx=2, grid_index-1)
│ grid[1] = 10.00 下方挂买单 @10.00 (buyIdx=1, 已成交位置)
│ grid[0] = 9.50 ← 最便宜(底部/建仓价)
└──────────────────────→
grid_index=3 时:
卖单挂在 grid[2] @10.50 → 价格跌到 10.50 卖出(上移一格,赚差价)
买单挂在 grid[4] @11.50 → 价格涨到 11.50 买入(下移一格,补仓)
grid_size = grid[i] - grid[i-1] = 0.50(每格利润空间)
```
-5
View File
@@ -1,5 +0,0 @@
[config]
miniqmtpath = D:/Programs/DTQMT/userdata_mini
account_no = 99082560
log_level = INFO
+18 -57
View File
@@ -1,64 +1,25 @@
import configparser """
from pathlib import Path 运行时配置 — 端口、路径、账号由自动探测设置,无需配置文件。
"""
import os
import sys import sys
from typing import Any from pathlib import Path
miniQMTPath = r'D:\\Programs\\DTQMT\\userdata_mini' # miniQMT软件的安装路径 # ---- 自动探测的配置项(默认值仅占位,启动时自动修正) ----
# miniQMTPath = '' miniQMTPath: str = ''
account_no:str = '99082560' account_no: str = ''
console_log = True log_level: str = 'INFO'
log_level = "INFO" console_log: bool = True
use_simulated_qmt: bool = False
config : Any
def get_config_path() -> Path: def app_dir() -> Path:
"""获取配置文件的正确路径(兼容开发环境打包后的可执行文件""" """应用根目录(兼容开发环境打包后的 exe"""
if getattr(sys, 'frozen', False): if getattr(sys, 'frozen', False):
# 打包后的可执行文件环境 return Path(sys.executable).parent
# sys._MEIPASS是PyInstaller解压临时文件的目录 return Path(__file__).resolve().parent
# 配置文件应该放在可执行文件同目录下
base_path = Path(sys.executable).parent
else:
# 开发环境
base_path = Path(__file__).resolve().parent
return base_path / 'config.ini'
def get_config(section:str, key:str): def log_file_path() -> Path:
pass """日志文件路径"""
return app_dir() / 'sfgrid.log'
def save_config(miniQmtPath:str, account_no:str):
"""创建默认配置文件"""
config = configparser.ConfigParser()
config['config'] = {
'miniQMTPath': miniQmtPath,
'account_no': account_no
}
config_path = get_config_path()
with open(config_path, 'w') as configfile:
config.write(configfile)
print(f'已创建默认配置文件: {config_path}')
def exist_config() -> bool:
"""检查配置文件是否存在"""
config_path = get_config_path()
return config_path.exists()
def initConfig() -> bool:
global miniQMTPath, account_no, log_level
# 获取配置文件路径
config_path = get_config_path()
config = configparser.ConfigParser()
config.read(config_path, encoding='utf-8')
miniQMTPath = config.get('config','miniQMTPath')
account_no = config.get('config','account_no')
log_level = config.get('config','log_level')
# 判断miniQMTPath是否为空,并且目录是否存在
if not miniQMTPath or not Path(miniQMTPath).exists():
print('请先配置miniQMTPath')
return False
else:
return True
-94
View File
@@ -1,94 +0,0 @@
# 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
-11
View File
@@ -1,11 +0,0 @@
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)
-1
View File
@@ -2,5 +2,4 @@ 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"
+2 -1
View File
@@ -1,9 +1,10 @@
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()
print("Database connected") PrintLog(LogLevel.INFO, '- [成功]数据库连接')
# 定义基础模型类 # 定义基础模型类
class BaseModel(Model): class BaseModel(Model):
-17
View File
@@ -1,17 +0,0 @@
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'})
-7
View File
@@ -1,7 +0,0 @@
from .eventbus import EventBus
# Pring Log
EventPrintLog = "print_log" # 打印日志
# 创建事件总线实例
loggerEBus = EventBus()
-10
View File
@@ -1,10 +0,0 @@
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()
+33
View File
@@ -0,0 +1,33 @@
# 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()
+30 -7
View File
@@ -1,7 +1,9 @@
from datetime import datetime
from enum import Enum from enum import Enum
import threading
from core.ebus.logger_ebus import EventPrintLog, loggerEBus from core.eventbus import EventPrintLog, event_bus
from core.config import config as config import config
class LogLevel(Enum): class LogLevel(Enum):
@@ -14,13 +16,34 @@ 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)
loggerEBus.publish(EventPrintLog, data) event_bus.publish(EventPrintLog, data)
if config.getConsoleLog():
print(f'{level.name} {message}') line = f'{datetime.now().strftime("%Y-%m-%d %H:%M:%S")} [{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
-179
View File
@@ -1,179 +0,0 @@
# 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
View File
@@ -1,262 +0,0 @@
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()
-8
View File
@@ -1,8 +0,0 @@
from qmt import QmtV
from eventbus import marketDataEventBus
qmtv:QmtV = None
def init_qmtv():
global qmtv
qmtv = QmtV()
-209
View File
@@ -1,209 +0,0 @@
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)
-7
View File
@@ -1,7 +0,0 @@
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
View File
@@ -0,0 +1,32 @@
"""
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()
+298
View File
@@ -0,0 +1,298 @@
"""
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()
+598
View File
@@ -0,0 +1,598 @@
"""
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()
-11
View File
@@ -1,11 +0,0 @@
# 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
@@ -2,6 +2,10 @@ 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):
@@ -12,12 +16,13 @@ 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) # -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 status = IntegerField(default=0) # 已废弃,改用 strategy_type + grid_index
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=0.1) # 网格价位差 grid_size = FloatField(default=1.0) # 网格价位差
grid_volume = IntegerField(default=100) # 网格交易量 grid_volume = IntegerField(default=200) # 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
@@ -42,3 +47,14 @@ 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
+518
View File
@@ -0,0 +1,518 @@
"""
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
-223
View File
@@ -1,223 +0,0 @@
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
-149
View File
@@ -1,149 +0,0 @@
# 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()
View File
View File
+836
View File
@@ -0,0 +1,836 @@
"""
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 '' if ot == 23 else '' 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)}')
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:''(买单) / ''(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 '' not in tags:
tags.append('')
elif ot == 24 and '' not in tags:
tags.append('')
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 == '' 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}',
])
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
View File
+142
View File
@@ -0,0 +1,142 @@
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()
File diff suppressed because it is too large Load Diff
+112
View File
@@ -0,0 +1,112 @@
"""
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
+98
View File
@@ -0,0 +1,98 @@
# 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 |
BIN
View File
Binary file not shown.

After

Width:  |  Height:  |  Size: 214 KiB

BIN
View File
Binary file not shown.

Before

Width:  |  Height:  |  Size: 1.8 MiB

+21 -10
View File
@@ -1,12 +1,23 @@
# coding:utf-8 # coding:utf-8
import tkinter as tk """
from core.main_entry import MainEntry 启动入口 — 自动探测 QMT 环境。
默认使用 Tkinter UI,使用 --flet 参数切换到 Flet (Flutter) UI。
"""
import sys
# 这是应用的启动入口程序,负责初始化并启动主窗口。 if __name__ == '__main__':
# 它创建一个Tkinter根窗口,实例化主窗口类MainBoardWindow if '--flet2' in sys.argv:
# 并调用其run方法启动主事件循环。 from core.ui.flet.app_v2 import run
if __name__ == "__main__": run()
import tkinter as tk elif '--flet' in sys.argv:
root = tk.Tk() from core.ui.flet.app import run
app = MainEntry(root) run()
app.run() else:
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
View File
@@ -4,7 +4,7 @@ a = Analysis(
['starter.py'], ['starter.py'],
pathex=[], pathex=[],
binaries=[], binaries=[],
datas=[('config.ini', '.'), ('xtquant/xtdata.ini', 'xtquant')], # 明确包含配置文件和xtdata.ini datas=[('xtquant/xtdata.ini', 'xtquant')], # xtdata 依赖的配置文件
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=True, # 去除调试符号 strip=False,
upx=True, upx=False,
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.png' # 添加图标文件 icon='logo.ico',
) )