275 lines
9.7 KiB
Python
275 lines
9.7 KiB
Python
"""
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Dummy QMT 模拟器 - 用于在非 Windows 环境下模拟 QMT 交易功能
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"""
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import datetime
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import threading
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import time
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import random
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import config
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import core.eventbus as eBus
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from core.logger import LogLevel, PrintLog
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class DummyPosition:
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"""模拟持仓"""
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def __init__(self, stock_code, stock_name, volume, yesterday_vol=0):
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self.stock_code = stock_code
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self.stock_name = stock_name
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self.volume = volume
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self.can_use_volume = volume
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self.yesterday_volume = yesterday_vol
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class DummyOrder:
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"""模拟订单"""
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def __init__(self, stock_code, order_id, status, price, volume):
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self.stock_code = stock_code
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self.order_id = order_id
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self.order_status = status
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self.order_price = price
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self.volume = volume
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class DummyTrade:
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"""模拟成交"""
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def __init__(self, stock_code, trade_id, price, volume, strategy_name):
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self.stock_code = stock_code
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self.trade_id = trade_id
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self.trade_price = price
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self.trade_volume = volume
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self.strategy_name = strategy_name
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class DummyOrderResponse:
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"""模拟下单响应"""
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def __init__(self, order_id, stock_code, seq, error_msg, strategy_name):
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self.order_id = order_id
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self.stock_code = stock_code
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self.seq = seq
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self.error_msg = error_msg
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self.strategy_name = strategy_name
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class DummyQmtV:
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"""
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Dummy QMT 模拟器
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模拟 QmtV 类的接口，用于在没有 miniQMT 的环境下运行和测试
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"""
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def __init__(self) -> None:
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self.inited = False
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self.details = {}
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self.lastMarketDataUpdateTimestamp = time.time()
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self.isMarketActive = True
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self.connected = False
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self.account = None
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self._positions = {}
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self._pending_orders = []
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self._market_data_thread = None
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self._counter = 0
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def getTrader(self):
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return self
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def init_qmtv(self):
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"""初始化交易器"""
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PrintLog(LogLevel.INFO, f'- [模拟] QMT 交易器初始化')
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self.connected = True
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self.inited = True
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def connect(self) -> bool:
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"""连接 QMT (模拟总是成功)"""
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PrintLog(LogLevel.INFO, f'- [成功] 市场交易连接 (模拟模式)')
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# 创建模拟账号
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try:
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from xtquant.xttype import StockAccount
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self.account = StockAccount(config.account_no, 'STOCK')
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except ImportError:
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self.account = type('StockAccount', (), {'account_id': config.account_no})()
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PrintLog(LogLevel.INFO, f'- [成功] 交易账号: {config.account_no}')
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self._init_dummy_positions()
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self.startMarketDataSubscription()
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return self.inited
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def _init_dummy_positions(self):
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"""初始化模拟持仓数据"""
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dummy_stocks = [
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('600519', '贵州茅台', 100, 2800.0),
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('000858', '五粮液', 200, 180.0),
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('600036', '招商银行', 500, 42.0),
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('000001', '平安银行', 300, 13.5),
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]
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for code, name, volume, price in dummy_stocks:
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self._positions[code] = {
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'stock_code': code,
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'stock_name': name,
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'volume': volume,
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'can_use_volume': volume,
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'open_cost': price,
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'market_value': volume * price
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}
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PrintLog(LogLevel.INFO, f'- [模拟] 已加载 {len(self._positions)} 个持仓')
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def getStockPosition(self, stock_code: str):
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"""获取持仓 (模拟)"""
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if stock_code in self._positions:
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pos = self._positions[stock_code]
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return type('DummyPos', (), pos)()
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return None
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def queryPendingOrder(self, stock_code: str, tag: str) -> list:
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"""查询挂单"""
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return [o for o in self._pending_orders
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if o.stock_code == stock_code and
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(tag is None or getattr(o, 'strategy_name', None) == tag)]
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def orderAsync(self, stock_code, orderVolume, orderType, orderPrice, priceType, orderRemark, strategy_name):
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"""异步下单 (模拟)"""
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self._counter += 1
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order_id = f"DUMMY{self._counter:06d}"
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seq = self._counter
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order = DummyOrder(
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stock_code=stock_code,
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order_id=order_id,
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status='reported',
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price=orderPrice,
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volume=orderVolume
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)
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order.strategy_name = strategy_name
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order.order_remark = orderRemark
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self._pending_orders.append(order)
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response = DummyOrderResponse(
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order_id=order_id,
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stock_code=stock_code,
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seq=seq,
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error_msg='成功',
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strategy_name=strategy_name
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)
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response.order_remark = orderRemark
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eBus.event_bus.publish(eBus.MarketOrderCreated, response)
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PrintLog(LogLevel.INFO, f'- [模拟下单] {stock_code} 数量:{orderVolume} 价格:{orderPrice} 订单号:{order_id}')
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# 模拟成交 (80% 概率)
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if random.random() > 0.2:
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threading.Timer(random.uniform(0.5, 3.0), self._simulate_trade,
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args=(stock_code, order_id, orderPrice, orderVolume, strategy_name)).start()
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return 0
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def _simulate_trade(self, stock_code, order_id, price, volume, strategy_name):
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"""模拟成交"""
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trade = DummyTrade(
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stock_code=stock_code,
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trade_id=f"TRADE{self._counter:06d}",
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price=price,
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volume=volume,
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strategy_name=strategy_name
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)
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trade.trade_time = int(time.strftime('%H%M%S'))
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trade.order_remark = stock_code
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if stock_code in self._positions:
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self._positions[stock_code]['volume'] += volume
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self._positions[stock_code]['can_use_volume'] += volume
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eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
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PrintLog(LogLevel.INFO, f'- [模拟成交] {stock_code} 数量:{volume} 价格:{price}')
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def cacheStockDetail(self, stock_code: str):
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"""获取股票详情 (模拟)"""
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if stock_code not in self.details:
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self.details[stock_code] = {
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'InstrumentName': self._get_dummy_name(stock_code),
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'UpStopPrice': 0,
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'DownStopPrice': 0
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}
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return self.details[stock_code]
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def _get_dummy_name(self, stock_code: str) -> str:
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"""获取模拟股票名称"""
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names = {
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'600519': '贵州茅台', '000858': '五粮液', '600036': '招商银行',
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'000001': '平安银行', '000002': '万科A', '600000': '浦发银行'
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}
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return names.get(stock_code, f'股票{stock_code}')
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def getInstrumentName(self, stock_code: str) -> str:
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"""获取股票名称"""
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return self.cacheStockDetail(stock_code)['InstrumentName']
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def dailyUpStop(self, stock_code: str):
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"""获取涨停价 (模拟)"""
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cacheStock = self.cacheStockDetail(stock_code)
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PrintLog(LogLevel.INFO, f'- [模拟] 获取股票详情: {stock_code} {cacheStock["InstrumentName"]} 涨停价: 0')
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return 0.0
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def dailyDownStop(self, stock_code: str):
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"""获取跌停价 (模拟)"""
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return 0.0
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def startMarketDataSubscription(self):
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"""启动市场数据订阅 (模拟)"""
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try:
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self._market_data_thread = threading.Thread(target=self._generate_market_data, daemon=True)
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self._market_data_thread.start()
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PrintLog(LogLevel.INFO, f'- [市场数据订阅成功-模拟]')
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except Exception as e:
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PrintLog(LogLevel.ERROR, f'- [市场数据订阅失败-{e}]')
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def stopMarketDataSubscription(self):
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"""停止市场数据订阅"""
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PrintLog(LogLevel.INFO, '- 停止市场数据订阅 (模拟)')
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def _generate_market_data(self):
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"""生成模拟市场数据"""
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stocks = ['600519', '000858', '600036', '000001', '000002', '600000']
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base_prices = [2800.0, 180.0, 42.0, 13.5, 10.0, 10.0]
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while True:
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try:
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for i, stock in enumerate(stocks):
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data = {
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'stock_code': stock,
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'last_price': base_prices[i] + random.uniform(-1, 1),
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'open_price': base_prices[i],
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'high_price': base_prices[i] + random.uniform(0, 2),
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'low_price': base_prices[i] - random.uniform(0, 2),
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'volume': random.randint(1000, 10000),
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'timestamp': time.time()
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}
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eBus.event_bus.publish(eBus.MarketDataUpdate, data)
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base_prices[i] = data['last_price']
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self.lastMarketDataUpdateTimestamp = time.time()
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self.isMarketActive = True
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eBus.event_bus.publish(eBus.EventMarketActiveSwitch, True)
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time.sleep(3)
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except Exception as e:
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PrintLog(LogLevel.ERROR, f'- [市场数据模拟异常-{e}]')
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time.sleep(1)
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def on_connected(self):
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print(datetime.datetime.now(), '模拟连接成功')
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def on_disconnected(self):
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print(datetime.datetime.now(), '模拟连接断开')
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def on_stock_order(self, order):
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pass
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def on_stock_trade(self, trade):
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eBus.event_bus.publish(eBus.MarketOrderTraded, trade)
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def on_order_stock_async_response(self, response):
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eBus.event_bus.publish(eBus.MarketOrderCreated, response)
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def on_order_error(self, order_error):
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print(f"\n模拟委托报错回调 {order_error}")
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def on_account_status(self, status):
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print(datetime.datetime.now(), status)
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qmtv = DummyQmtV() |