refactor trader

src/base_trader.py

@@ -0,0 +1,190 @@
+import datetime as dt
+from chinese_calendar import is_workday
+from abc import ABC, abstractmethod
+from logger_config import get_logger
+
+# 获取日志记录器
+logger = get_logger('base_trader')
+
+class BaseTrader(ABC):
+    """交易基类，定义交易接口的通用方法"""
+    
+    def __init__(self):
+        """初始化交易基类"""
+        pass
+
+    @abstractmethod
+    def is_logged_in(self):
+        """检查交易系统是否已经登录
+        
+        Returns:
+            bool: True表示已登录，False表示未登录
+        """
+        pass
+    
+    @abstractmethod
+    def login(self):
+        """登录交易系统
+        
+        Returns:
+            bool: 登录是否成功
+        """
+        pass
+
+    @abstractmethod
+    def logout(self):
+        """登出交易系统"""
+        pass
+
+    @abstractmethod
+    def get_balance(self):
+        """获取账户资金情况
+        
+        Returns:
+            dict: 账户资金信息，若失败返回None
+        """
+        pass
+
+    @abstractmethod
+    def get_positions(self):
+        """获取所有持仓
+        
+        Returns:
+            list: 持仓列表，若无持仓返回空列表
+        """
+        pass
+        
+    @abstractmethod
+    def get_position(self, stock_code):
+        """查询指定股票代码的持仓信息
+        
+        Args:
+            stock_code: 股票代码，例如 "600000.SH"
+            
+        Returns:
+            dict: 持仓详情，如果未持有则返回None
+        """
+        pass
+
+    @abstractmethod
+    def get_today_trades(self):
+        """获取当日成交
+        
+        Returns:
+            list: 成交列表，若无成交返回空列表
+        """
+        pass
+
+    @abstractmethod
+    def get_today_orders(self):
+        """获取当日委托
+        
+        Returns:
+            list: 委托列表，若无委托返回空列表
+        """
+        pass
+        
+    @abstractmethod
+    def get_order(self, order_id):
+        """查询指定订单ID的详细信息
+        
+        Args:
+            order_id: 订单ID
+            
+        Returns:
+            dict: 订单详情，如果未找到则返回None
+        """
+        pass
+
+    @abstractmethod
+    def buy(self, code, price, amount, order_type='limit'):
+        """买入股票
+        
+        Args:
+            code: 股票代码
+            price: 买入价格（市价单时可为0）
+            amount: 买入数量
+            order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
+            
+        Returns:
+            dict: 包含订单ID的字典
+        """
+        pass
+
+    @abstractmethod
+    def sell(self, code, price, amount, order_type='limit'):
+        """卖出股票
+        
+        Args:
+            code: 股票代码
+            price: 卖出价格（市价单时可为0）
+            amount: 卖出数量
+            order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
+            
+        Returns:
+            dict: 包含订单ID的字典
+        """
+        pass
+
+    @abstractmethod
+    def cancel(self, order_id):
+        """撤销订单
+        
+        Args:
+            order_id: 订单ID
+            
+        Returns:
+            dict: 撤单结果
+        """
+        pass
+
+    def is_trading_time(self):
+        """判断当前是否为交易时间
+            
+        Returns:
+            bool: True 表示当前为交易时间，False 表示当前休市
+        """
+        try:
+            now = dt.datetime.now()
+            
+            # 先判断是否为交易日
+            if not self.is_trading_date():
+                return False
+                
+            # 判断是否在交易时间段内
+            current_time = now.time()
+            morning_start = dt.time(9, 30)  # 上午开市时间 9:30
+            morning_end = dt.time(11, 30)   # 上午休市时间 11:30
+            afternoon_start = dt.time(13, 0) # 下午开市时间 13:00
+            afternoon_end = dt.time(15, 0)   # 下午休市时间 15:00
+            
+            # 判断是否在上午或下午的交易时段
+            is_morning_session = morning_start <= current_time <= morning_end
+            is_afternoon_session = afternoon_start <= current_time <= afternoon_end
+            
+            return is_morning_session or is_afternoon_session
+            
+        except Exception as e:
+            logger.error(f"判断交易时间发生错误: {str(e)}")
+            return False
+            
+    def is_trading_date(self, date=None):
+        """判断指定日期是否为交易日
+        
+        Args:
+            date: 日期，默认为当前日期
+            
+        Returns:
+            bool: True 表示是交易日，False 表示非交易日
+        """
+        try:
+            # 如果未指定日期，使用当前日期
+            if date is None:
+                date = dt.datetime.now()
+                
+            # 使用 chinese_calendar 判断是否为工作日（考虑节假日和调休）
+            return is_workday(date)
+            
+        except Exception as e:
+            logger.error(f"判断交易日期发生错误: {str(e)}")
+            return False

src/example_trade.py

@@ -92,7 +92,7 @@ def get_today_trades() -> dict:
     response = requests.get(f"{URL}/todaytrades")
     return response.json()
 
-def get_today_entrust() -> dict:
+def get_today_orders() -> dict:
     """获取今日委托记录（仅实盘模式）
     
     Returns:
@@ -183,7 +183,7 @@ if __name__ == "__main__":
     print("今日成交:", trades)
     
     # 示例：获取今日委托记录
-    entrusts = get_today_entrust()
+    entrusts = get_today_orders()
     print("今日委托:", entrusts)
 
     # 示例：再次查询持仓变化

src/real_trader_manager.py

@@ -153,7 +153,7 @@ class RealTraderManager:
             
             # 获取最新的委托列表
             try:
-                entrusts = self.trader.get_today_entrust()
+                entrusts = self.trader.get_today_orders()
                 if entrusts is None:
                     logger.error("获取今日委托失败，跳过本次检查")
                     return
@@ -224,7 +224,7 @@ class RealTraderManager:
         try:
             # 如果没有提供委托字典，则获取当前委托
             if entrust_map is None:
-                entrusts = self.trader.get_today_entrust()
+                entrusts = self.trader.get_today_orders()
                 entrust_map = {str(e['order_id']): e for e in entrusts}
             
             # 查找对应的委托记录

src/simulation_trader.py

@@ -119,7 +119,7 @@ class SimulationTrader:
         self.logger.info(message)
         return []
 
-    def get_today_entrust(self):
+    def get_today_orders(self):
         message = "模拟交易：查询今日委托"
         self.logger.info(message)
         return []

src/strategy_position_manager.py

@@ -102,7 +102,7 @@ class StrategyPositionManager:
             trader_type = StrategyPositionManager.get_trader_type(trader)
             
             # 获取今日委托
-            today_entrusts = trader.get_today_entrust()
+            today_entrusts = trader.get_today_orders()
             
             # 更新委托状态
             for order_id, order_info in list(pending_orders[trader_type].items()):

src/trade_server.py

@@ -498,13 +498,13 @@ def get_today_trades():
 
 
 @app.route("/yu/todayentrust", methods=["GET"])
-def get_today_entrust():
+def get_today_orders():
     """Get the today's entrust of the account."""
     logger.info("Received today entrust request")
     try:
         # 直接使用实盘交易实例，不考虑模拟盘
         trader = get_real_trader()
-        entrust = trader.get_today_entrust()
+        entrust = trader.get_today_orders()
         logger.info(f"今日委托: {entrust}")
 
         return jsonify({"success": True, "data": entrust, "simulation": False}), 200
@@ -620,7 +620,7 @@ def get_order_status():
                 
                 trader = get_real_trader()
                 try:
-                    entrusts = execute_with_timeout(trader.get_today_entrust, Config.TRADE_TIMEOUT)
+                    entrusts = execute_with_timeout(trader.get_today_orders, Config.TRADE_TIMEOUT)
                     if entrusts is None:
                         logger.error("获取今日委托超时")
                         return jsonify({"success": False, "error": "获取今日委托超时", "simulation": False}), 500
@@ -632,7 +632,7 @@ def get_order_status():
             # 模拟交易模式
             trader = get_sim_trader()
             try:
-                entrusts = trader.get_today_entrust()
+                entrusts = trader.get_today_orders()
                 return jsonify({"success": True, "data": entrusts, "simulation": True}), 200
             except Exception as e:
                 logger.error(f"获取今日委托时出错: {str(e)}")

src/xt_trader.py

@@ -1,12 +1,11 @@
 import os
 import random
 from config import Config
+from base_trader import BaseTrader
 from xtquant.xttrader import XtQuantTrader
 from xtquant.xttype import StockAccount
 from xtquant import xtconstant
-from xtquant.xtdata import get_instrument_detail, get_trading_time
-import datetime as dt
-from chinese_calendar import is_workday
+from xtquant.xtdata import get_instrument_detail
 from logger_config import get_logger
 
 # 获取日志记录器
@@ -38,8 +37,12 @@ class MyXtQuantTraderCallback:
     def on_smt_appointment_async_response(self, response):
         logger.info(f"约券异步反馈: {response.seq}")
 
-class XtTrader:
+class XtTrader(BaseTrader):
     def __init__(self):
+        super().__init__()
+        self.started = False
+        self.connected = False
+        self.subscribed = False
         self._ACCOUNT = Config.XT_ACCOUNT
         self._PATH = Config.XT_PATH
         self._SESSION_ID = random.randint(100000, 99999999)
@@ -50,9 +53,6 @@ class XtTrader:
         self.xt_trader = XtQuantTrader(self._PATH, self._SESSION_ID)
         self.account = StockAccount(self._ACCOUNT, self._account_type)
         self.xt_trader.register_callback(self._callback)
-        self.started = False
-        self.connected = False
-        self.subscribed = False
 
     def is_logged_in(self):
         """检查交易系统是否已经登录
@@ -61,7 +61,7 @@ class XtTrader:
             bool: True表示已登录，False表示未登录
         """
         return self.started and self.connected and self.subscribed
-        
+
     def login(self):
         if not self.started:
             self.xt_trader.start()
@@ -112,6 +112,23 @@ class XtTrader:
             ]
         return []
 
+    def get_position(self, stock_code):
+        position = self.xt_trader.query_stock_position(self.account, stock_code)
+        if position:
+            return {
+                "account_id": position.account_id,
+                "stock_code": position.stock_code,
+                "volume": position.volume,
+                "can_use_volume": position.can_use_volume,
+                "open_price": position.open_price, 
+                "market_value": position.market_value,
+                "frozen_volume": position.frozen_volume,
+                "on_road_volume": position.on_road_volume,
+                "yesterday_volume": position.yesterday_volume,
+                "avg_price": position.avg_price
+            }
+        return None
+
     def get_today_trades(self):
         trades = self.xt_trader.query_stock_trades(self.account)
         if trades:
@@ -119,7 +136,7 @@ class XtTrader:
                 {
                     "account_id": t.account_id,
                     "stock_code": t.stock_code,
-                    "stock_name": get_instrument_detail(t.stock_code)["InstrumentName"] if get_instrument_detail(t.stock_code) else "",
+                    "stock_name": self.get_stock_name(t.stock_code),
                     "order_id": t.order_id,
                     "traded_id": t.traded_id,
                     "traded_time": t.traded_time,
@@ -131,7 +148,7 @@ class XtTrader:
             ]
         return []
 
-    def get_today_entrust(self):
+    def get_today_orders(self):
         orders = self.xt_trader.query_stock_orders(self.account)
         if orders:
             return [
@@ -152,6 +169,25 @@ class XtTrader:
             ]
         return []
 
+    def get_order(self, order_id):
+        order = self.xt_trader.query_stock_order(self.account, int(order_id))
+        if order:
+            return {
+                "account_id": order.account_id,
+                "stock_code": order.stock_code,
+                "order_id": order.order_id,
+                "order_time": order.order_time,
+                "order_type": "buy" if order.order_type == xtconstant.STOCK_BUY else "sell",
+                "order_volume": order.order_volume,
+                "price_type": self._convert_price_type(order.price_type),
+                "price": order.price,
+                "traded_volume": order.traded_volume,
+                "traded_price": order.traded_price,
+                "order_status": order.order_status,
+                "status_msg": order.status_msg
+            }
+        return None
+
     def _convert_price_type(self, price_type):
         """Convert numeric price type to readable string"""
         price_type_map = {
@@ -165,29 +201,28 @@ class XtTrader:
         }
         return price_type_map.get(price_type, f"unknown_{price_type}")
 
-    def buy(self, code, price, amount, order_type='limit'):
-        """买入股票
+    def get_stock_name(self, stock_code):
+        """获取股票名称
         
         Args:
-            code: 股票代码
-            price: 买入价格（市价单时可为0）
-            amount: 买入数量
-            order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
+            stock_code: 股票代码，例如 "600000.SH"
             
         Returns:
-            dict: 包含订单ID的字典
+            str: 股票名称，如果获取失败则返回空字符串
         """
+        try:
+            instrument_info = get_instrument_detail(stock_code)
+            if instrument_info and "InstrumentName" in instrument_info:
+                return instrument_info["InstrumentName"]
+            return ""
+        except Exception as e:
+            logger.error(f"获取股票名称失败: {stock_code}, {str(e)}")
+            return ""
+
+    def buy(self, code, price, amount, order_type='limit'):
         # 确定价格类型
-        price_type = xtconstant.FIX_PRICE  # 默认为限价单
-        
-        if order_type == 'market':
-            # 市价单，根据不同市场选择合适的市价单类型
-            if code.startswith('1') or code.startswith('5'):
-                # 基金等可能需要不同的市价单类型
-                price_type = xtconstant.MARKET_BEST
-            else:
-                price_type = xtconstant.MARKET_BEST  # 市价最优价
-        
+        price_type = xtconstant.MARKET_BEST if order_type == 'market' else xtconstant.FIX_PRICE
+                
         # 如果是市价单，价格可以设为0
         if price_type != xtconstant.FIX_PRICE:
             price = 0
@@ -198,27 +233,8 @@ class XtTrader:
         return {"order_id": order_id}
 
     def sell(self, code, price, amount, order_type='limit'):
-        """卖出股票
-        
-        Args:
-            code: 股票代码
-            price: 卖出价格（市价单时可为0）
-            amount: 卖出数量
-            order_type: 订单类型，'limit'=限价单，'market'=市价单，默认为'limit'
-            
-        Returns:
-            dict: 包含订单ID的字典
-        """
         # 确定价格类型
-        price_type = xtconstant.FIX_PRICE  # 默认为限价单
-        
-        if order_type == 'market':
-            # 市价单，根据不同市场选择合适的市价单类型
-            if code.startswith('1') or code.startswith('5'):
-                # 基金等可能需要不同的市价单类型
-                price_type = xtconstant.MARKET_BEST
-            else:
-                price_type = xtconstant.MARKET_BEST  # 市价最优价
+        price_type = xtconstant.MARKET_BEST if order_type == 'market' else xtconstant.FIX_PRICE
                 
         # 如果是市价单，价格可以设为0
         if price_type != xtconstant.FIX_PRICE:
@@ -229,40 +245,12 @@ class XtTrader:
         )
         return {"order_id": order_id}
 
-    def cancel(self, entrust_no):
+    def cancel(self, order_id):
         # 撤单接口需要订单编号
-        result = self.xt_trader.cancel_order_stock(self.account, int(entrust_no))
+        result = self.xt_trader.cancel_order_stock(self.account, int(order_id))
         return {"cancel_result": result}
+        
 
-    def is_trading_time(self):
-        """判断当前是否为交易时间
-            
-        Returns:
-            bool: True 表示当前为交易时间，False 表示当前休市
-        """
-        try:
-            now = dt.datetime.now()
-            
-            # 判断是否为工作日（使用 chinese_calendar 判断，会考虑节假日和调休）
-            if not is_workday(now):
-                return False
-                
-            # 判断是否在交易时间段内
-            current_time = now.time()
-            morning_start = dt.time(9, 30)  # 上午开市时间 9:30
-            morning_end = dt.time(11, 30)   # 上午休市时间 11:30
-            afternoon_start = dt.time(13, 0) # 下午开市时间 13:00
-            afternoon_end = dt.time(15, 0)   # 下午休市时间 15:00
-            
-            # 判断是否在上午或下午的交易时段
-            is_morning_session = morning_start <= current_time <= morning_end
-            is_afternoon_session = afternoon_start <= current_time <= afternoon_end
-            
-            return is_morning_session or is_afternoon_session
-            
-        except Exception as e:
-            logger.error(f"判断交易时间发生错误: {str(e)}")
-            return False
 
 if __name__ == "__main__":
     trader = XtTrader()
@@ -270,4 +258,4 @@ if __name__ == "__main__":
     logger.info(f"账户余额: {trader.get_balance()}")
     logger.info(f"持仓: {trader.get_positions()}")
     logger.info(f"当日成交: {trader.get_today_trades()}")
-    logger.info(f"当日委托: {trader.get_today_entrust()}")
+    logger.info(f"当日委托: {trader.get_today_orders()}")