diff --git a/src/base_trader.py b/src/base_trader.py new file mode 100644 index 0000000..193a6b0 --- /dev/null +++ b/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 \ No newline at end of file diff --git a/src/example_trade.py b/src/example_trade.py index 557bca9..8bcd928 100644 --- a/src/example_trade.py +++ b/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 diff --git a/src/real_trader_manager.py b/src/real_trader_manager.py index 8f45ca9..2c7acde 100644 --- a/src/real_trader_manager.py +++ b/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 diff --git a/src/simulation_trader.py b/src/simulation_trader.py index 3b5cb3b..4c7c3ce 100644 --- a/src/simulation_trader.py +++ b/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 [] diff --git a/src/strategy_position_manager.py b/src/strategy_position_manager.py index 6b69319..f605f07 100644 --- a/src/strategy_position_manager.py +++ b/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()): diff --git a/src/trade_server.py b/src/trade_server.py index 245da6e..59e0aa0 100644 --- a/src/trade_server.py +++ b/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)}") diff --git a/src/xt_trader.py b/src/xt_trader.py index c035feb..5e18f0d 100644 --- a/src/xt_trader.py +++ b/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()}")