Merge pull request #13 from zsrl/develop

Develop
zsrl · Dec 7, 2024 · df342ad · df342ad
2 parents 36fa945 + 55e88f7
commit df342ad
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Showing 2 changed files with 32 additions and 25 deletions.
diff --git a/tdxtrader/order.py b/tdxtrader/order.py
@@ -6,6 +6,7 @@
 from tdxtrader.utils import add_stock_suffix, timestamp_to_datetime_string, convert_to_current_date
 from tdxtrader.anis import RED, GREEN, YELLOW, BLUE, RESET
 from tdxtrader.logger import logger
+from tdxtrader.trader import error_orders
 
 def get_volume(paload, row):
     if paload.get('size') is not None:
@@ -36,28 +37,30 @@ def create_order(xt_trader, account, file_path, previous_df, buy_sign, sell_sign
 
                     if row['sign'] == buy_sign:
                         buy_paload = buy_event(row, xt_trader)
-                        xt_trader.order_stock_async(
-                            account=account, 
-                            stock_code=stock_code, 
-                            order_type=xtconstant.STOCK_BUY, 
-                            order_volume=get_volume(buy_paload, row), 
-                            price_type=price_type_map.get(buy_paload.get('type')) or xtconstant.LATEST_PRICE,
-                            price=buy_paload.get('price') or -1,
-                            order_remark=row.get('name')
-                        )
-                    elif row['sign'] == sell_sign:
-                        position = xt_trader.query_stock_position(account, stock_code)
-                        if position is not None:
-                            sell_paload = sell_event(row, position, xt_trader)
+                        if buy_paload is not None:
                             xt_trader.order_stock_async(
                                 account=account, 
                                 stock_code=stock_code, 
-                                order_type=xtconstant.STOCK_SELL, 
-                                order_volume=get_volume(sell_paload, row),
-                                price_type=price_type_map.get(sell_paload.get('type')) or xtconstant.LATEST_PRICE,
-                                price=sell_paload.get('price') or -1,
+                                order_type=xtconstant.STOCK_BUY, 
+                                order_volume=get_volume(buy_paload, row), 
+                                price_type=price_type_map.get(buy_paload.get('type')) or xtconstant.LATEST_PRICE,
+                                price=buy_paload.get('price') or -1,
                                 order_remark=row.get('name')
                             )
+                    elif row['sign'] == sell_sign:
+                        position = xt_trader.query_stock_position(account, stock_code)
+                        if position is not None:
+                            sell_paload = sell_event(row, position, xt_trader)
+                            if sell_paload is not None:
+                                xt_trader.order_stock_async(
+                                    account=account, 
+                                    stock_code=stock_code, 
+                                    order_type=xtconstant.STOCK_SELL, 
+                                    order_volume=get_volume(sell_paload, row),
+                                    price_type=price_type_map.get(sell_paload.get('type')) or xtconstant.LATEST_PRICE,
+                                    price=sell_paload.get('price') or -1,
+                                    order_remark=row.get('name')
+                                )
                         else:
                             logger.warning(f"{YELLOW}【无持仓】{RESET}没有查询到持仓信息，不执行卖出操作。股票代码：{stock_code}, 名称：{row['name']}")
 
@@ -69,12 +72,8 @@ def cancel_order(xt_trader, account, cancel_after):
     if cancel_after is not None:
         orders = xt_trader.query_stock_orders(account, cancelable_only=True)
         for order in orders:
+            if order.order_id in error_orders:
+                return
             order_time = convert_to_current_date(order.order_time)
-            # print(order_time, time.time())
-            # print(timestamp_to_datetime_string(order_time), timestamp_to_datetime_string(time.time()))
             if time.time() - order_time >= cancel_after:
-                xt_trader.cancel_order_stock_async(account, order.order_id)
-                # if seq > 0:
-                #     logger.warning(f"{YELLOW}【已撤单】{RESET}代码: {order.stock_code} 订单编号：{order.order_id} 下单时间: {timestamp_to_datetime_string(order.order_time)} 撤单时间：{timestamp_to_datetime_string(time.time())}")
-                # else:
-                #     logger.error(f"【撤单失败】代码: {order.stock_code} 订单号：{order.order_id} 下单时间: {timestamp_to_datetime_string(order.order_time)} 撤单时间：{timestamp_to_datetime_string(time.time())}")
+                xt_trader.cancel_order_stock_async(account, order.order_id)
diff --git a/tdxtrader/trader.py b/tdxtrader/trader.py
@@ -6,6 +6,8 @@
 from tdxtrader.anis import RED, GREEN, YELLOW, BLUE, RESET
 from tdxtrader.logger import logger
 
+error_orders = []
+
 class MyXtQuantTraderCallback(XtQuantTraderCallback):
     def on_disconnected(self):
         """
@@ -34,9 +36,15 @@ def on_stock_trade(self, trade):
         logger.info(f"{GREEN}【已成交】{RESET} {parse_order_type(trade.order_type)} 代码:{trade.stock_code} 名称:{trade.order_remark} 成交价格:{trade.traded_price:.2f} 成交数量:{trade.traded_volume} 成交编号:{trade.order_id} 成交时间:{timestamp_to_datetime_string(convert_to_current_date(trade.traded_time))}")
 
     def on_order_error(self, data):
-        logger.error(f"{RED}【委托失败】{RESET}错误信息:{data.error_msgstrip()}")
+        if data.order_id in error_orders:
+            return
+        error_orders.append(data.order_id)
+        logger.error(f"{RED}【委托失败】{RESET}错误信息:{data.error_msg.strip()}")
 
     def on_cancel_error(self, data):
+        if data.order_id in error_orders:
+            return
+        error_orders.append(data.order_id)
         logger.error(f"{RED}【撤单失败】{RESET}错误信息:{data.error_msg.strip()}")