224 lines
9.6 KiB
Python
224 lines
9.6 KiB
Python
import datetime
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import time
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import config
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from xtquant.xttype import StockAccount, XtOrder, XtOrderResponse, XtPosition, XtTrade
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from xtquant.xttrader import XtQuantTrader
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from xtquant.xttype import StockAccount
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from core.logger import LogLevel, PrintLog
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from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
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from xtquant.xttype import StockAccount
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from xtquant import xtconstant, xtdata
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import core.eventbus as eBus
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class QmtV(XtQuantTraderCallback):
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def __init__(self) -> None:
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self.xttrader: XtQuantTrader
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self.inited: bool = False
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def getTrader(self) -> XtQuantTrader:
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return self.xttrader
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def init_qmtv(self):
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sessionId= int(time.time())
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self.xttrader = XtQuantTrader(config.miniQMTPath, sessionId)
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xtdata.enable_hello = False
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def connect(self):
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self.xttrader.register_callback(self)
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self.xttrader.start()
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self.xttrader.connect()
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PrintLog(LogLevel.INFO, f'- [{'成功' if self.xttrader.connected else '失败'}]市场交易连接: {config.miniQMTPath}')
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if self.xttrader.connected == False:
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self.inited = False
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return
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else:
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self.inited = True
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self.account = StockAccount(config.account_no, 'STOCK') # pyright: ignore[reportAssignmentType, reportAttributeAccessIssue]
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PrintLog(LogLevel.INFO, f'- [成功]交易账号对象初始化完成, 账号: {config.account_no}') # pyright: ignore[reportOptionalMemberAccess]
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subscribe_result = self.xttrader.subscribe(self.account)
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PrintLog(LogLevel.INFO, f'- [{'成功' if subscribe_result == 0 else '失败'}:{subscribe_result}]交易状态订阅')
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if subscribe_result != 0:
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self.inited = False
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return
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self.startMarketDataSubscription()
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def getStockPosition(self, stock_code: str):
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volume = 0
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print(f'获取股票持仓: {stock_code}, {self.xttrader.connected}, {self.account.account_id if self.account else None}') # pyright: ignore[reportAttributeAccessIssue]
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positions = self.xttrader.query_stock_positions(self.account)
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if positions:
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for temp in positions:
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pos:XtPosition = temp
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if pos.stock_code == stock_code:
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volume = pos.volume
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break
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return volume
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def queryPendingOrder(self, stock_code:str, tag: str) -> list[XtOrder]:
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if stock_code == None or tag == None:
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return []
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orders = self.xttrader.query_stock_orders(self.account)
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result = [order for order in orders if order.order_status == xtconstant.ORDER_REPORTED and order.stock_code == stock_code and order.strategy_name == tag]
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return result
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def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
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return self.xttrader.order_stock_async(
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self.account,
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str(stock_code),
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orderType,
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orderVolume,
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priceType,
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orderPrice,
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strategy_name, # strategy_name
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orderRemark # remark # type: ignore
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)
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def getInstrumentName(self, stock_code:str):
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# print(f"getInstrumentName: 获取标的名称 {stock_code}")
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detail = xtdata.get_instrument_detail(stock_code, False)
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if detail is None:
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return None
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return detail['InstrumentName']
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# def print_position_info(self):
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# positions:list[XtPosition] = self.xt_trader.query_stock_positions(self.account)
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# if positions:
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# PrintLog(LogLevel.INFO, "\n- 持仓信息")
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# for temp in positions:
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# pos : XtPosition = temp
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# if pos.volume <=0:
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# continue
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# PrintLog(LogLevel.INFO, f"股票代码: {pos.stock_code}-{getInstrumentName(pos.stock_code)}")
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# PrintLog(LogLevel.INFO, f"总持仓: {pos.volume}")
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# PrintLog(LogLevel.INFO, f"可用持仓: {pos.can_use_volume}")
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# PrintLog(LogLevel.INFO, f"持仓成本: {pos.avg_price}")
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# PrintLog(LogLevel.INFO, "---")
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# else:
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# PrintLog(LogLevel.INFO, "\n当前无持仓")
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# def print_account_info(self):
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# temp = self.xt_trader.query_stock_asset(self.account)
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# asset: XtAsset = temp # type: ignore
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# PrintLog(LogLevel.INFO, f"=== 账户信息 {self.account.account_id} ===") # type: ignore
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# PrintLog(LogLevel.INFO, f"可用资金: {asset.cash}")
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# PrintLog(LogLevel.INFO, f"总资产: {asset.total_asset}")
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# PrintLog(LogLevel.INFO, f"证券市值: {asset.market_value}")
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# def print_stock_orders(self):
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# orders = self.xt_trader.query_stock_orders(self.account, cancelable_only=True)
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# if orders:
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# PrintLog(LogLevel.INFO, "\n=== 委托信息 ===")
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# for order in orders:
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# PrintLog(LogLevel.INFO, f"委托编号: {order.order_id}")
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# PrintLog(LogLevel.INFO, f"股票代码: {order.stock_code} {getInstrumentName(order.stock_code)}")
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# PrintLog(LogLevel.INFO, f"委托方向: {order.offset_flag} ")
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# PrintLog(LogLevel.INFO, f"委托价格: {order.price}")
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# PrintLog(LogLevel.INFO, f"委托数量: {order.order_volume}")
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# PrintLog(LogLevel.INFO, f"已成交数量: {order.traded_volume}")
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# PrintLog(LogLevel.INFO, f"委托状态: {order.order_status} ")
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# PrintLog(LogLevel.INFO, "---")
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# else:
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# PrintLog(LogLevel.INFO, "\n当前无委托记录")
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# ========================================#
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def startMarketDataSubscription(self):
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self.subscriptionId = xtdata.subscribe_whole_quote(['SH', 'SZ'], self.onDataUpdate)
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PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-{self.subscriptionId}]')
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def stopMarketDataSubscription(self):
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅')
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if self.subscriptionId is not None and self.subscriptionId > 0:
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xtdata.unsubscribe_quote(self.subscriptionId)
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# ====== 市场回调方法 -- 以下方法由XtQuantData调用 ======
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def onDataUpdate(self, data):
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# 收集所有市场数据用于市场监控
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eBus.event_bus.publish(eBus.MarketDataUpdate, data)
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# ====== 市场回调方法 -- 以下方法由XtQuantTrader调用 ======
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def on_connected(self):
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"""
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连接成功推送
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"""
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print(datetime.datetime.now(), '连接成功回调')
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def on_disconnected(self):
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"""
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连接断开
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:return:
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"""
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print(datetime.datetime.now(), '连接断开回调')
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def on_stock_order(self, order:XtOrder):
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"""
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委托回报推送
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:param order: XtOrder对象
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:return:
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"""
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print(f"委托回调 on_stock_order 投资备注 {order.strategy_name} {order.order_remark}")
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# print(f'orderd {order.strategy_name}-{order.stock_code} {order.order_id} {order.order_volume}-{order.order_status}')
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# stockCode = order.stock_code
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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# if ctrl is not None and order.strategy_name == ctrl.getName():
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# print(f'controller info {ctrl.getName()}')
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# ctrl.onAsyncOrderResponse(order) # type: ignore
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# else:
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# print(f"委托下单回调 投资备注 orderId: {order.order_sysid} [{order.stock_code}-{order.instrument_name}] volume: {order.order_volume} 订单策略: '{order.strategy_name}'<-->'{ctrl.getName()}'")
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def on_stock_trade(self, trade:XtTrade):
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"""
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成交变动推送
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:param trade: XtTrade对象
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:return:
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"""
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eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
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# stockCode = trade.stock_code
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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# if ctrl is not None and trade.strategy_name == ctrl.getName():
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# ctrl.onOrderTrade(trade)
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# else:
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# print(f"委托回调 投资备注 {trade.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_stock_async_response(self, response:XtOrderResponse):
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print(f"委托回调 on_order_stock_async_response 投资备注 {response.error_msg}{response.strategy_name} {response.order_remark}")
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# stockCode = response.order_remark
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# ctrl:SFGridStrategy = self.stock_trade_ctrl[stockCode]
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# # 如果存在对应的StockTradeController，则调用其onDataUpdate方法
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# if ctrl is not None and response.strategy_name == ctrl.getName():
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# ctrl.onAsyncOrderResponse(response)
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# else:
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# print(f"委托回调 投资备注 {response.strategy_name} 不匹配 {ctrl.getName()}")
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def on_order_error(self, order_error):
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"""
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委托失败推送
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:param order_error:XtOrderError 对象
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:return:
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"""
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print(f"\n委托报错回调 {order_error.order_remark} {order_error.error_msg}")
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def on_account_status(self, status):
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"""
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:param response: XtAccountStatus 对象
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:return:
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"""
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print(datetime.datetime.now(), status)
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qmtv = QmtV()
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