fix: 限价单后撤单下市价单没有工作
This commit is contained in:
zhiyong
parent
e79d622b2c
commit
9736919a49
@ -4,6 +4,8 @@ from abc import ABC, abstractmethod
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from logger_config import get_logger
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from position_manager import PositionManager
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from typing import Dict
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from config import Config
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import os
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# 获取日志记录器
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@ -14,6 +16,7 @@ class BaseTrader(ABC):
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"""初始化交易基类"""
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self.position_managers: Dict[str, PositionManager] = {}
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self.logger = logger
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self._load_all_position_managers_from_data_dir() # 新增：自动加载所有持仓管理器
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pass
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@abstractmethod
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@ -230,3 +233,18 @@ class BaseTrader(ABC):
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self.position_managers[strategy_name].clear()
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return True
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return False
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def _load_all_position_managers_from_data_dir(self):
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"""从Config.DATA_DIR目录下的持仓文件自动加载所有PositionManager"""
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data_dir = Config.DATA_DIR
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if not os.path.exists(data_dir):
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self.logger.info(f"持仓数据目录不存在: {data_dir}")
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return
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for fname in os.listdir(data_dir):
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if fname.endswith('_positions.json'):
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strategy_name = fname[:-len('_positions.json')]
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try:
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self.position_managers[strategy_name] = PositionManager(strategy_name)
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self.logger.info(f"已自动加载策略持仓: {strategy_name}")
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except Exception as e:
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self.logger.error(f"加载策略持仓失败: {strategy_name}, 错误: {e}")
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@ -1,7 +1,6 @@
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import time
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import threading
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import schedule
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import weakref
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from xtquant import xtconstant
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from logger_config import get_logger
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from config import Config
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@ -43,7 +42,7 @@ class RealTraderManager:
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position_manager: StrategyPositionManager实例
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"""
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# 使用传入的trader实例，使用弱引用避免循环引用
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self.trader = weakref.proxy(trader)
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self.trader = trader
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# 启动调度器
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self._start_scheduler()
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@ -159,12 +158,7 @@ class RealTraderManager:
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f"已提交订单: ID={order_id}, 策略={strategy_name}, 代码={code}, 方向={direction}, 数量={amount}, 价格={price}, 类型={order_type}"
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)
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# 设置60秒后检查订单状态
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threading.Timer(
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60,
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self.check_and_retry,
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args=(order_id, strategy_name)
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).start()
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threading.Timer(60, self.check_and_retry, args=(order_id, strategy_name)).start()
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return {"success": True, "order_id": order_id}
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@ -205,56 +199,62 @@ class RealTraderManager:
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order_id: 订单ID
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strategy_name: 策略名称
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"""
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position_manager = self.trader.get_position_manager(strategy_name)
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order_info = position_manager.get_pending_order(order_id)
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if not order_info:
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logger.warning(f"订单信息不存在, 可能全部完成或者撤单: ID={order_id}")
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return
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order_type = order_info.order_type
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# 使用trader的handle_order_update方法更新订单状态
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status = self.trader.handle_order_update(order_id, strategy_name)
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# 如果状态为None，说明处理失败，则直接返回
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if status is None:
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logger.warning(f"订单状态更新失败: ID={order_id}")
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return
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# 重新获取订单信息，因为可能已经被更新
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order_info = position_manager.get_pending_order(order_id)
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if not order_info:
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logger.info(f"订单已完成: ID={order_id}")
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return
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if order_type == ORDER_TYPE_MARKET:
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# 市价单，如果未完成则继续检查
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if status in [ORDER_STATUS_PENDING, ORDER_STATUS_PARTIAL]:
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logger.info(f"市价单未完成，60秒后继续检查: ID={order_id}, 状态={status}")
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threading.Timer(60, self.check_and_retry, args=(order_id, strategy_name)).start()
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else:
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logger.info(f"市价单已完成: ID={order_id}, 状态={status}")
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elif order_type == ORDER_TYPE_LIMIT:
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filled = order_info.filled
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target_amount = order_info.amount
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left_amount = target_amount - filled
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try:
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logger.info(f"开始检查订单状态: ID={order_id}, 策略={strategy_name}")
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position_manager = self.trader.get_position_manager(strategy_name)
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order_info = position_manager.get_pending_order(order_id)
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if not order_info:
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logger.warning(f"订单信息不存在, 可能全部完成或者撤单: ID={order_id}")
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return
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order_type = order_info.order_type
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# 使用trader的handle_order_update方法更新订单状态
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status = self.trader.handle_order_update(order_id, strategy_name)
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# 如果状态为None，说明处理失败，则直接返回
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if status is None:
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logger.warning(f"订单状态更新失败: ID={order_id}")
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return
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# 重新获取订单信息，因为可能已经被更新
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order_info = position_manager.get_pending_order(order_id)
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if not order_info:
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logger.info(f"订单已完成: ID={order_id}")
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return
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if order_type == ORDER_TYPE_MARKET:
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# 市价单，如果未完成则继续检查
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if status in [ORDER_STATUS_PENDING, ORDER_STATUS_PARTIAL]:
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logger.info(f"市价单未完成，60秒后继续检查: ID={order_id}, 状态={status}")
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schedule.every(60).seconds.do(
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run_threaded(self.check_and_retry), order_id, strategy_name
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).tag(f"order_{order_id}")
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else:
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logger.info(f"市价单已完成: ID={order_id}, 状态={status}")
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elif order_type == ORDER_TYPE_LIMIT:
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filled = order_info.filled
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target_amount = order_info.amount
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left_amount = target_amount - filled
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# 限价单，这是60秒后的检查，如果未完成则撤单补市价单
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if status in [ORDER_STATUS_PENDING, ORDER_STATUS_PARTIAL]:
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# 尝试撤单
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try:
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logger.info(f"限价单60秒后仍未完成，尝试撤单: ID={order_id}, 状态={status}")
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self.trader.cancel(order_id)
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position_manager.update_order_status(order_id, filled, ORDER_STATUS_CANCELLED)
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except Exception as e:
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logger.error(f"撤单失败: order_id={order_id}, error={str(e)}")
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# 计算剩余数量, 如果剩余数量大于0, 则补单
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self._place_market_order_for_remainder(strategy_name, order_info.code, order_info.direction, left_amount)
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# 限价单，这是60秒后的检查，如果未完成则撤单补市价单
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if status in [ORDER_STATUS_PENDING, ORDER_STATUS_PARTIAL]:
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# 尝试撤单
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try:
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logger.info(f"限价单60秒后仍未完成，尝试撤单: ID={order_id}, 状态={status}")
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self.trader.cancel(order_id)
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position_manager.update_order_status(order_id, filled, ORDER_STATUS_CANCELLED)
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except Exception as e:
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logger.error(f"撤单失败: order_id={order_id}, error={str(e)}")
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# 计算剩余数量, 如果剩余数量大于0, 则补单
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self._place_market_order_for_remainder(strategy_name, order_info.code, order_info.direction, left_amount)
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else:
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logger.info(f"限价单已完成: ID={order_id}, 状态={status}")
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else:
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logger.info(f"限价单已完成: ID={order_id}, 状态={status}")
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else:
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logger.warning(f"未知订单类型: ID={order_id}, type={order_type}")
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logger.warning(f"未知订单类型: ID={order_id}, type={order_type}")
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except Exception as e:
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logger.error(f"检查订单状态时发生异常: ID={order_id}, error={str(e)}", exc_info=True)
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@ -72,6 +72,8 @@ class MyXtQuantTraderCallback:
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# 使用trader的方法来处理订单状态更新，避免直接调用real_trader_manager
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self.trader_instance.handle_order_update(order_id, strategy_name)
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logger.info(f"成交回报触发订单状态更新: ID={order_id}, 策略={strategy_name}")
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else:
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logger.warning(f"成交回报触发订单状态更新失败: 根据order id未找到策略名 ID={order_id}, 策略={strategy_name}")
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except Exception as e:
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logger.error(f"成交回报处理异常: {str(e)}", exc_info=True)
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def on_stock_position(self, position):
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