提取策略仓位管理器

This commit is contained in:
zhiyong 2025-04-30 16:01:55 +08:00
parent f26d9b7a33
commit edc072230e
2 changed files with 374 additions and 270 deletions

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@ -0,0 +1,330 @@
import time
import os
import json
import logging
from simulation_trader import SimulationTrader
from xtquant import xtconstant
# 策略仓位管理
strategy_positions = {
'real': {}, # 存储实盘策略持仓
'simulation': {} # 存储模拟交易策略持仓
}
strategy_trades = {
'real': {}, # 存储实盘策略交易记录
'simulation': {} # 存储模拟交易策略交易记录
}
pending_orders = {
'real': {}, # 存储实盘未完成委托
'simulation': {} # 存储模拟交易未完成委托
}
# 获取日志记录器
logger = logging.getLogger('trade_server')
class StrategyPositionManager:
"""策略持仓管理器,负责管理不同策略的持仓情况"""
@staticmethod
def get_trader_type(trader):
"""根据交易实例确定交易类型
Args:
trader: 交易实例
Returns:
str: 'simulation''real'
"""
return 'simulation' if isinstance(trader, SimulationTrader) else 'real'
@staticmethod
def update_strategy_position(trader, strategy_name, code, direction, amount):
"""更新策略持仓
Args:
trader: 交易实例
strategy_name: 策略名称
code: 股票代码
direction: 'buy''sell'
amount: 交易数量
"""
if not strategy_name:
return
# 判断交易类型
trader_type = StrategyPositionManager.get_trader_type(trader)
# 确保策略在字典中
if strategy_name not in strategy_positions[trader_type]:
strategy_positions[trader_type][strategy_name] = {}
try:
# 获取交易实例持仓情况
actual_positions = trader.get_positions()
code_position = next((pos for pos in actual_positions if pos.get('stock_code') == code), None)
# 记录实际持仓总量
actual_total = code_position.get('volume', 0) if code_position else 0
actual_can_use = code_position.get('can_use_volume', 0) if code_position else 0
logger.info(f"实际持仓 - 代码: {code}, 总量: {actual_total}, 可用: {actual_can_use}")
# 如果股票代码在持仓字典中不存在,初始化它
if code not in strategy_positions[trader_type][strategy_name]:
strategy_positions[trader_type][strategy_name][code] = {
'total_amount': 0,
'closeable_amount': 0
}
# 直接使用实际持仓数据更新策略持仓
strategy_positions[trader_type][strategy_name][code]['total_amount'] = actual_total
strategy_positions[trader_type][strategy_name][code]['closeable_amount'] = actual_can_use
logger.info(f"更新策略持仓 - 交易类型: {trader_type}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}, 数量: {amount}, 总量: {strategy_positions[trader_type][strategy_name][code]['total_amount']}, 可用: {strategy_positions[trader_type][strategy_name][code]['closeable_amount']}")
except Exception as e:
logger.error(f"获取实际持仓失败: {str(e)}")
# 异常情况下只记录错误,不尝试更新持仓
# 移除total_amount为0的持仓
if code in strategy_positions[trader_type][strategy_name] and strategy_positions[trader_type][strategy_name][code]['total_amount'] <= 0:
del strategy_positions[trader_type][strategy_name][code]
@staticmethod
def update_pending_orders(trader):
"""更新未完成委托状态
Args:
trader: 交易实例
"""
try:
# 判断当前交易类型
trader_type = StrategyPositionManager.get_trader_type(trader)
# 获取今日委托
today_entrusts = trader.get_today_entrust()
# 更新委托状态
for order_id, order_info in list(pending_orders[trader_type].items()):
entrust = next((e for e in today_entrusts if e.get('order_id') == order_id), None)
if entrust:
if entrust.get('order_status') in [xtconstant.ORDER_SUCCEEDED, xtconstant.ORDER_PART_SUCC]:
# 成交量计算
traded_amount = int(entrust.get('traded_volume', 0))
# 更新策略持仓
StrategyPositionManager.update_strategy_position(
trader,
order_info['strategy_name'],
order_info['code'],
order_info['direction'],
traded_amount
)
# 如果完全成交,从待处理列表中移除
if entrust.get('order_status') == xtconstant.ORDER_SUCCEEDED:
del pending_orders[trader_type][order_id]
# 如果已撤单、废单等终态,也从待处理列表中移除
elif entrust.get('order_status') in [xtconstant.ORDER_CANCELED, xtconstant.ORDER_JUNK]:
del pending_orders[trader_type][order_id]
except Exception as e:
logger.error(f"更新未完成委托状态失败: {str(e)}")
@staticmethod
def add_pending_order(trader, order_id, strategy_name, code, price, amount, direction):
"""添加未完成委托
Args:
trader: 交易实例
order_id: 委托编号
strategy_name: 策略名称
code: 股票代码
price: 委托价格
amount: 委托数量
direction: 交易方向'buy''sell'
"""
if not order_id or order_id == 'simulation':
return
# 判断当前交易类型
trader_type = StrategyPositionManager.get_trader_type(trader)
# 添加到未完成委托列表
pending_orders[trader_type][order_id] = {
'strategy_name': strategy_name,
'code': code,
'price': price,
'amount': amount,
'direction': direction,
'created_time': time.time()
}
# 同时记录到交易历史
if strategy_name:
if strategy_name not in strategy_trades[trader_type]:
strategy_trades[trader_type][strategy_name] = []
strategy_trades[trader_type][strategy_name].append({
'time': time.strftime('%Y-%m-%d %H:%M:%S'),
'type': direction,
'code': code,
'price': price,
'amount': amount,
'order_id': order_id,
'status': 'pending'
})
logger.info(f"添加未完成委托: {order_id}, 交易类型: {trader_type}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}")
@staticmethod
def clean_timeout_orders():
"""清理超时委托"""
current_time = time.time()
# 遍历实盘和模拟两种类型的委托
for trader_type in ['real', 'simulation']:
for order_id, order_info in list(pending_orders[trader_type].items()):
# 超过24小时的委托视为超时
if current_time - order_info['created_time'] > 24 * 60 * 60:
del pending_orders[trader_type][order_id]
@staticmethod
def load_strategy_data():
"""加载策略数据"""
global strategy_positions, strategy_trades, pending_orders
try:
if os.path.exists('strategy_data.json'):
with open('strategy_data.json', 'r') as f:
data = json.load(f)
# 兼容旧版数据格式
if 'positions' in data and not isinstance(data['positions'].get('real', None), dict):
# 旧版数据,将其迁移到新结构
strategy_positions = {
'real': data.get('positions', {}),
'simulation': {}
}
strategy_trades = {
'real': data.get('trades', {}),
'simulation': {}
}
pending_orders = {
'real': data.get('pending_orders', {}),
'simulation': {}
}
else:
# 新版数据结构
strategy_positions = data.get('positions', {'real': {}, 'simulation': {}})
strategy_trades = data.get('trades', {'real': {}, 'simulation': {}})
pending_orders = data.get('pending_orders', {'real': {}, 'simulation': {}})
except Exception as e:
logger.error(f"加载策略数据失败: {str(e)}")
@staticmethod
def save_strategy_data():
"""保存策略数据"""
try:
with open('strategy_data.json', 'w') as f:
json.dump({
'positions': strategy_positions,
'trades': strategy_trades,
'pending_orders': pending_orders
}, f)
except Exception as e:
logger.error(f"保存策略数据失败: {str(e)}")
@staticmethod
def get_strategy_positions(trader, strategy_name=None):
"""获取策略持仓
Args:
trader: 交易实例
strategy_name: 策略名称如果为None返回所有持仓
Returns:
如果strategy_name为None返回交易实例的所有持仓
否则返回指定策略的持仓
"""
# 判断当前交易类型
trader_type = StrategyPositionManager.get_trader_type(trader)
# 如果指定了策略名称,返回该策略的持仓
if strategy_name:
# 获取真实账户持仓,用于计算可交易量
real_positions = trader.get_positions()
real_positions_map = {}
for pos in real_positions:
# 使用xt_trader返回的字段名
if 'stock_code' in pos and 'can_use_volume' in pos:
real_positions_map[pos['stock_code']] = pos
# 如果该策略没有记录,返回空列表
if strategy_name not in strategy_positions[trader_type]:
logger.info(f"Strategy {strategy_name} has no positions in {trader_type} mode")
return []
# 合并策略持仓和真实持仓的可交易量
result = []
for code, pos_info in strategy_positions[trader_type][strategy_name].items():
# 忽略total_amount为0的持仓
if pos_info['total_amount'] <= 0:
continue
# 使用真实账户的可交易量作为策略的可交易量上限
real_pos = real_positions_map.get(code, {})
closeable = min(pos_info['total_amount'], real_pos.get('can_use_volume', 0))
result.append({
code: {
'total_amount': pos_info['total_amount'],
'closeable_amount': closeable
}
})
logger.info(f"Strategy {strategy_name} positions in {trader_type} mode: {result}")
return result
# 否则返回原始持仓
positions = trader.get_positions()
logger.info(f"Positions in {trader_type} mode: {positions}")
return positions
@staticmethod
def clear_strategy(trader, strategy_name):
"""清除指定策略的持仓管理数据
Args:
trader: 交易实例
strategy_name: 策略名称
Returns:
tuple: (success, message)
success: 是否成功清除
message: 提示信息
"""
if not strategy_name:
return False, "缺少策略名称参数"
# 判断当前交易类型
trader_type = StrategyPositionManager.get_trader_type(trader)
# 检查策略是否存在于当前交易类型中
if strategy_name in strategy_positions[trader_type]:
# 从策略持仓字典中删除该策略
del strategy_positions[trader_type][strategy_name]
# 清除该策略的交易记录
if strategy_name in strategy_trades[trader_type]:
del strategy_trades[trader_type][strategy_name]
# 清除与该策略相关的未完成委托
for order_id, order_info in list(pending_orders[trader_type].items()):
if order_info.get('strategy_name') == strategy_name:
del pending_orders[trader_type][order_id]
# 保存更新后的策略数据
StrategyPositionManager.save_strategy_data()
logger.info(f"成功清除策略持仓数据: {strategy_name} (交易类型: {trader_type})")
return True, f"成功清除策略 '{strategy_name}' 的持仓数据 (交易类型: {trader_type})"
else:
logger.info(f"策略不存在或没有持仓数据: {strategy_name} (交易类型: {trader_type})")
return True, f"策略 '{strategy_name}' 不存在或没有持仓数据 (交易类型: {trader_type})"

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@ -16,11 +16,8 @@ import atexit
from simulation_trader import SimulationTrader from simulation_trader import SimulationTrader
import datetime import datetime
from xtquant import xtconstant from xtquant import xtconstant
from strategy_position_manager import StrategyPositionManager
# 策略仓位管理
strategy_positions = {} # 存储各策略持仓
strategy_trades = {} # 存储各策略交易记录
pending_orders = {} # 存储未完成委托
# 全局交易实例(采用单例模式) # 全局交易实例(采用单例模式)
_sim_trader_instance = None # 模拟交易实例(单例) _sim_trader_instance = None # 模拟交易实例(单例)
@ -141,165 +138,6 @@ def run_daily(time_str, job_func):
schedule.every().day.at(time_str).do(job_func) schedule.every().day.at(time_str).do(job_func)
# 策略持仓管理辅助函数
def update_strategy_position(strategy_name, code, direction, amount):
"""更新策略持仓
Args:
strategy_name: 策略名称
code: 股票代码
direction: 'buy''sell'
amount: 交易数量
"""
if not strategy_name:
return
# 确保策略在字典中
if strategy_name not in strategy_positions:
strategy_positions[strategy_name] = {}
try:
# 获取交易实例持仓情况(不论真实还是模拟)
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
actual_positions = current_trader.get_positions()
code_position = next((pos for pos in actual_positions if pos.get('stock_code') == code), None)
# 记录实际持仓总量
actual_total = code_position.get('volume', 0) if code_position else 0
actual_can_use = code_position.get('can_use_volume', 0) if code_position else 0
logger.info(f"实际持仓 - 代码: {code}, 总量: {actual_total}, 可用: {actual_can_use}")
# 如果股票代码在持仓字典中不存在,初始化它
if code not in strategy_positions[strategy_name]:
strategy_positions[strategy_name][code] = {
'total_amount': 0,
'closeable_amount': 0
}
# 直接使用实际持仓数据更新策略持仓
strategy_positions[strategy_name][code]['total_amount'] = actual_total
strategy_positions[strategy_name][code]['closeable_amount'] = actual_can_use
logger.info(f"更新策略持仓 - 策略: {strategy_name}, 代码: {code}, 方向: {direction}, 数量: {amount}, 总量: {strategy_positions[strategy_name][code]['total_amount']}, 可用: {strategy_positions[strategy_name][code]['closeable_amount']}")
except Exception as e:
logger.error(f"获取实际持仓失败: {str(e)}")
# 异常情况下只记录错误,不尝试更新持仓
# 移除total_amount为0的持仓
if code in strategy_positions[strategy_name] and strategy_positions[strategy_name][code]['total_amount'] <= 0:
del strategy_positions[strategy_name][code]
def update_pending_orders():
"""更新未完成委托状态"""
try:
# 获取今日委托
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
today_entrusts = current_trader.get_today_entrust()
# 更新委托状态
for order_id, order_info in list(pending_orders.items()):
entrust = next((e for e in today_entrusts if e.get('order_id') == order_id), None)
if entrust:
if entrust.get('order_status') in [xtconstant.ORDER_SUCCEEDED, xtconstant.ORDER_PART_SUCC]:
# 成交量计算
traded_amount = int(entrust.get('traded_volume', 0))
# 更新策略持仓
update_strategy_position(
order_info['strategy_name'],
order_info['code'],
order_info['direction'],
traded_amount
)
# 如果完全成交,从待处理列表中移除
if entrust.get('order_status') == xtconstant.ORDER_SUCCEEDED:
del pending_orders[order_id]
# 如果已撤单、废单等终态,也从待处理列表中移除
elif entrust.get('order_status') in [xtconstant.ORDER_CANCELED, xtconstant.ORDER_JUNK]:
del pending_orders[order_id]
except Exception as e:
logger.error(f"更新未完成委托状态失败: {str(e)}")
def add_pending_order(order_id, strategy_name, code, price, amount, direction):
"""添加未完成委托
Args:
order_id: 委托编号
strategy_name: 策略名称
code: 股票代码
price: 委托价格
amount: 委托数量
direction: 交易方向'buy''sell'
"""
if not order_id or order_id == 'simulation':
return
# 添加到未完成委托列表
pending_orders[order_id] = {
'strategy_name': strategy_name,
'code': code,
'price': price,
'amount': amount,
'direction': direction,
'created_time': time.time()
}
# 同时记录到交易历史
if strategy_name:
if strategy_name not in strategy_trades:
strategy_trades[strategy_name] = []
strategy_trades[strategy_name].append({
'time': time.strftime('%Y-%m-%d %H:%M:%S'),
'type': direction,
'code': code,
'price': price,
'amount': amount,
'order_id': order_id,
'status': 'pending'
})
logger.info(f"添加未完成委托: {order_id}, 策略: {strategy_name}, 代码: {code}, 方向: {direction}")
def clean_timeout_orders():
"""清理超时委托"""
current_time = time.time()
for order_id, order_info in list(pending_orders.items()):
# 超过24小时的委托视为超时
if current_time - order_info['created_time'] > 24 * 60 * 60:
del pending_orders[order_id]
def load_strategy_data():
"""加载策略数据"""
global strategy_positions, strategy_trades, pending_orders
try:
if os.path.exists('strategy_data.json'):
with open('strategy_data.json', 'r') as f:
data = json.load(f)
strategy_positions = data.get('positions', {})
strategy_trades = data.get('trades', {})
pending_orders = data.get('pending_orders', {})
except Exception as e:
logger.error(f"加载策略数据失败: {str(e)}")
def save_strategy_data():
"""保存策略数据"""
try:
with open('strategy_data.json', 'w') as f:
json.dump({
'positions': strategy_positions,
'trades': strategy_trades,
'pending_orders': pending_orders
}, f)
except Exception as e:
logger.error(f"保存策略数据失败: {str(e)}")
def run_pending_tasks(): def run_pending_tasks():
while True: while True:
try: try:
@ -319,14 +157,14 @@ get_trader().login()
app = Flask(__name__) app = Flask(__name__)
# 添加策略数据相关的定期任务 # 添加策略数据相关的定期任务
schedule.every().day.at("00:01").do(clean_timeout_orders) # 每天清理超时委托 schedule.every().day.at("00:01").do(StrategyPositionManager.clean_timeout_orders) # 每天清理超时委托
schedule.every().day.at("15:30").do(save_strategy_data) # 每天收盘后保存策略数据 schedule.every().day.at("15:30").do(StrategyPositionManager.save_strategy_data) # 每天收盘后保存策略数据
# 程序启动时加载策略数据 # 程序启动时加载策略数据
load_strategy_data() StrategyPositionManager.load_strategy_data()
# 程序退出时保存策略数据 # 程序退出时保存策略数据
atexit.register(save_strategy_data) atexit.register(StrategyPositionManager.save_strategy_data)
# 使用配置文件中的时间 # 使用配置文件中的时间
run_daily(Config.MARKET_OPEN_TIME, lambda: get_trader().login()) run_daily(Config.MARKET_OPEN_TIME, lambda: get_trader().login())
@ -367,7 +205,8 @@ def buy():
"""Buy an item with given parameters.""" """Buy an item with given parameters."""
logger.info("Received buy request") logger.info("Received buy request")
# 每次操作前更新未完成委托状态 # 每次操作前更新未完成委托状态
update_pending_orders() current_trader = get_trader()
StrategyPositionManager.update_pending_orders(current_trader)
# Get data from request body # Get data from request body
data = request.get_json() data = request.get_json()
@ -400,15 +239,13 @@ def buy():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 模拟交易立即生效,更新策略持仓 # 模拟交易立即生效,更新策略持仓
update_strategy_position(strategy_name, code, 'buy', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'buy', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
# 尝试实盘交易 # 尝试实盘交易
logger.info(f"Executing buy order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}") logger.info(f"Executing buy order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}")
try: try:
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
result = execute_with_timeout(current_trader.buy, Config.TRADE_TIMEOUT, code, price, amount) result = execute_with_timeout(current_trader.buy, Config.TRADE_TIMEOUT, code, price, amount)
if result is None: if result is None:
# 超时时使用模拟交易 # 超时时使用模拟交易
@ -421,7 +258,7 @@ def buy():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 超时情况下,使用模拟交易,立即更新策略持仓 # 超时情况下,使用模拟交易,立即更新策略持仓
update_strategy_position(strategy_name, code, 'buy', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'buy', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
@ -430,7 +267,8 @@ def buy():
order_id = result['order_id'] order_id = result['order_id']
# 添加到未完成委托 # 添加到未完成委托
add_pending_order( StrategyPositionManager.add_pending_order(
current_trader,
order_id, order_id,
strategy_name, strategy_name,
code, code,
@ -456,7 +294,7 @@ def buy():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 错误情况下,使用模拟交易,立即更新策略持仓 # 错误情况下,使用模拟交易,立即更新策略持仓
update_strategy_position(strategy_name, code, 'buy', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'buy', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
except ValueError as e: except ValueError as e:
@ -472,7 +310,8 @@ def sell():
"""Sell an item with given parameters.""" """Sell an item with given parameters."""
logger.info("Received sell request") logger.info("Received sell request")
# 每次操作前更新未完成委托状态 # 每次操作前更新未完成委托状态
update_pending_orders() current_trader = get_trader()
StrategyPositionManager.update_pending_orders(current_trader)
# Get data from request body # Get data from request body
data = request.get_json() data = request.get_json()
@ -505,15 +344,13 @@ def sell():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 模拟交易下,使用简单更新模式 # 模拟交易下,使用简单更新模式
update_strategy_position(strategy_name, code, 'sell', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'sell', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
# 尝试实盘交易 # 尝试实盘交易
logger.info(f"Executing sell order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}") logger.info(f"Executing sell order: code={code}, price={price}, amount={amount}, strategy_name={strategy_name}")
try: try:
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
result = execute_with_timeout(current_trader.sell, Config.TRADE_TIMEOUT, code, price, amount) result = execute_with_timeout(current_trader.sell, Config.TRADE_TIMEOUT, code, price, amount)
if result is None: if result is None:
# 超时时使用模拟交易 # 超时时使用模拟交易
@ -526,7 +363,7 @@ def sell():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 超时情况下,使用简单更新模式 # 超时情况下,使用简单更新模式
update_strategy_position(strategy_name, code, 'sell', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'sell', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
@ -535,7 +372,8 @@ def sell():
order_id = result['order_id'] order_id = result['order_id']
# 添加到未完成委托 # 添加到未完成委托
add_pending_order( StrategyPositionManager.add_pending_order(
current_trader,
order_id, order_id,
strategy_name, strategy_name,
code, code,
@ -557,7 +395,7 @@ def sell():
# 如果指定了策略名称,记录到策略持仓 # 如果指定了策略名称,记录到策略持仓
if strategy_name: if strategy_name:
# 错误情况下,使用简单更新模式 # 错误情况下,使用简单更新模式
update_strategy_position(strategy_name, code, 'sell', amount) StrategyPositionManager.update_strategy_position(sim_trader, strategy_name, code, 'sell', amount)
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
except ValueError as e: except ValueError as e:
@ -573,15 +411,11 @@ def cancel(entrust_no):
logger.info(f"Received cancel request for entrust_no={entrust_no}") logger.info(f"Received cancel request for entrust_no={entrust_no}")
try: try:
current_trader = get_trader() current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
result = current_trader.cancel(entrust_no) result = current_trader.cancel(entrust_no)
logger.info(f"Cancel result: {result}") logger.info(f"Cancel result: {result}")
# 如果取消成功从pending_orders中移除该订单 # 更新未完成委托状态
if entrust_no in pending_orders: StrategyPositionManager.update_pending_orders(current_trader)
order_info = pending_orders[entrust_no]
logger.info(f"从待处理委托中移除已取消订单: {entrust_no}, 代码: {order_info.get('code', 'unknown')}")
del pending_orders[entrust_no]
response = {"success": True, "data": result} response = {"success": True, "data": result}
return jsonify(response), 200 return jsonify(response), 200
@ -596,7 +430,6 @@ def get_balance():
logger.info("Received balance request") logger.info("Received balance request")
try: try:
current_trader = get_trader() current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
balance = current_trader.get_balance() balance = current_trader.get_balance()
logger.info(f"Balance: {balance}") logger.info(f"Balance: {balance}")
@ -613,58 +446,17 @@ def get_positions():
"""Get the positions of the account.""" """Get the positions of the account."""
logger.info("Received positions request") logger.info("Received positions request")
# 每次查询前更新未完成委托状态 # 每次查询前更新未完成委托状态
update_pending_orders() current_trader = get_trader()
StrategyPositionManager.update_pending_orders(current_trader)
try: try:
# 获取查询参数中的策略名称 # 获取查询参数中的策略名称
strategy_name = request.args.get("strategy_name", "") strategy_name = request.args.get("strategy_name", "")
# 如果指定了策略名称,返回该策略的持仓 # 使用StrategyPositionManager获取持仓信息
if strategy_name: result = StrategyPositionManager.get_strategy_positions(current_trader, strategy_name if strategy_name else None)
# 获取真实账户持仓,用于计算可交易量
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
real_positions = current_trader.get_positions()
real_positions_map = {}
for pos in real_positions:
# 使用xt_trader返回的字段名
if 'stock_code' in pos and 'can_use_volume' in pos:
real_positions_map[pos['stock_code']] = pos
# 如果该策略没有记录,返回空列表
if strategy_name not in strategy_positions:
logger.info(f"Strategy {strategy_name} has no positions")
return jsonify({"success": True, "data": []}), 200
# 合并策略持仓和真实持仓的可交易量
result = []
for code, pos_info in strategy_positions[strategy_name].items():
# 忽略total_amount为0的持仓
if pos_info['total_amount'] <= 0:
continue
# 使用真实账户的可交易量作为策略的可交易量上限
real_pos = real_positions_map.get(code, {})
closeable = min(pos_info['total_amount'], real_pos.get('can_use_volume', 0))
result.append({
code: {
'total_amount': pos_info['total_amount'],
'closeable_amount': closeable
}
})
logger.info(f"Strategy {strategy_name} positions: {result}")
return jsonify({"success": True, "data": result}), 200 return jsonify({"success": True, "data": result}), 200
# 否则返回原始持仓
current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
positions = current_trader.get_positions()
logger.info(f"Positions: {positions}")
response = {"success": True, "data": positions}
return jsonify(response), 200
except Exception as e: except Exception as e:
logger.error(f"Error processing positions request: {str(e)}") logger.error(f"Error processing positions request: {str(e)}")
abort(500, description="Internal server error") abort(500, description="Internal server error")
@ -676,7 +468,6 @@ def get_today_trades():
logger.info("Received today trades request") logger.info("Received today trades request")
try: try:
current_trader = get_trader() current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
trades = current_trader.get_today_trades() trades = current_trader.get_today_trades()
logger.info(f"Today trades: {trades}") logger.info(f"Today trades: {trades}")
@ -693,7 +484,6 @@ def get_today_entrust():
logger.info("Received today entrust request") logger.info("Received today entrust request")
try: try:
current_trader = get_trader() current_trader = get_trader()
# get_trader 已经确保交易实例是登录状态的,无需再次检查
entrust = current_trader.get_today_entrust() entrust = current_trader.get_today_entrust()
logger.info(f"Today entrust: {entrust}") logger.info(f"Today entrust: {entrust}")
@ -709,41 +499,25 @@ def clear_strategy(strategy_name):
"""清除指定策略的持仓管理数据""" """清除指定策略的持仓管理数据"""
logger.info(f"接收到清除策略持仓请求: {strategy_name}") logger.info(f"接收到清除策略持仓请求: {strategy_name}")
try: try:
if not strategy_name: current_trader = get_trader()
raise ValueError("缺少策略名称参数")
# 重置模拟交易实例(通过重新创建实例的方式) # 如果是模拟交易实例,则重置模拟交易实例
if isinstance(current_trader, SimulationTrader):
global _sim_trader_instance global _sim_trader_instance
if _sim_trader_instance is not None: if _sim_trader_instance is not None:
logger.info("重置模拟交易实例") logger.info("重置模拟交易实例")
# 创建一个新的模拟交易实例,替换原有实例 # 创建一个新的模拟交易实例,替换原有实例
_sim_trader_instance = SimulationTrader() _sim_trader_instance = SimulationTrader()
current_trader = _sim_trader_instance
# 检查策略是否存在 # 使用StrategyPositionManager清除策略
if strategy_name in strategy_positions: success, message = StrategyPositionManager.clear_strategy(current_trader, strategy_name)
# 从策略持仓字典中删除该策略
del strategy_positions[strategy_name]
# 清除该策略的交易记录
if strategy_name in strategy_trades:
del strategy_trades[strategy_name]
# 清除与该策略相关的未完成委托 if success:
for order_id, order_info in list(pending_orders.items()): return jsonify({"success": True, "message": message}), 200
if order_info.get('strategy_name') == strategy_name:
del pending_orders[order_id]
# 保存更新后的策略数据
save_strategy_data()
logger.info(f"成功清除策略持仓数据: {strategy_name}")
return jsonify({"success": True, "message": f"成功清除策略 '{strategy_name}' 的持仓数据"}), 200
else: else:
logger.info(f"策略不存在或没有持仓数据: {strategy_name}") abort(400, description=message)
return jsonify({"success": True, "message": f"策略 '{strategy_name}' 不存在或没有持仓数据"}), 200
except ValueError as e:
logger.error(f"无效的请求参数: {str(e)}")
abort(400, description=str(e))
except Exception as e: except Exception as e:
logger.error(f"清除策略持仓时出错: {str(e)}") logger.error(f"清除策略持仓时出错: {str(e)}")
abort(500, description="服务器内部错误") abort(500, description="服务器内部错误")