# coding:utf-8 import datetime import sys from xtquant.xttrader import XtQuantTraderCallback from strategy import update_position_in_memory, remove_pending_order from database_manager import DatabaseManager class MyXtQuantTraderCallback(XtQuantTraderCallback): def __init__(self, logger): self.logger = logger self.db_manager = DatabaseManager(logger) def on_disconnected(self): """ 连接断开 :return: """ self.logger.warning(f"{datetime.datetime.now()} 连接断开回调") def on_stock_order(self, order): """ 委托回报推送 :param order: XtOrder对象 :return: """ self.logger.info(f"{datetime.datetime.now()} 委托回调 {order.order_remark}") # 更新在途订单状态和数据库 try: # 从订单备注中提取股票代码 order_remark = order.order_remark if '_' in order_remark: stock_code = order_remark.split('_')[1] # 修正:取第二段作为股票代码 # 检查Redis中是否存在该在途订单 from strategy import initialize_redis_manager r = initialize_redis_manager(self.logger) order_info = r.get_pending(stock_code) if order_info: # 确保 order_id 是字符串类型 qmt_order_id_str = str(order.order_id) our_order_id = order_info.get('order_id') # 先更新QMT订单ID映射 if our_order_id: self.db_manager.update_qmt_order_id(our_order_id, qmt_order_id_str) # 更新数据库订单状态 self.db_manager.update_order_status(qmt_order_id_str, 'submitted') # 记录交易日志 log_data = { 'order_id': our_order_id or qmt_order_id_str, 'stock_code': stock_code, 'log_type': 'order_submitted', 'log_level': 'INFO', 'message': f'订单已提交: {order.order_remark}', 'create_time': datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') } self.db_manager.insert_trading_log(log_data) self.logger.info(f"订单状态更新为已提交: {stock_code}") else: self.logger.warning(f"未找到在途订单: {stock_code}") except Exception as e: self.logger.error(f"更新订单状态失败: {str(e)}") def on_stock_trade(self, trade): """ 成交变动推送 :param trade: XtTrade对象 :return: """ self.logger.info(f"{datetime.datetime.now()} 成交回调 {trade.order_remark} 成交价格 {trade.traded_price} 成交数量 {trade.traded_volume}") # 更新内存中的持仓状态和数据库 try: # 根据订单备注判断是买入还是卖出 is_buy = True # 默认买入 if trade.order_remark.startswith('SELL_'): is_buy = False elif trade.order_remark.startswith('BUY_'): is_buy = True # 记录交易方向 trade_direction = "买入" if is_buy else "卖出" self.logger.info(f"识别交易方向: {trade_direction}") # 更新内存和数据库持仓状态 update_position_in_memory(trade.stock_code, trade.traded_volume, is_buy, trade.traded_price, self.logger) # 确保 order_id 是字符串类型 order_id_str = str(trade.order_id) # 更新数据库订单状态 self.db_manager.update_order_status( order_id_str, 'filled', trade.traded_volume, datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') ) # 记录交易日志 log_data = { 'order_id': order_id_str, 'stock_code': trade.stock_code, 'log_type': 'trade_filled', 'log_level': 'INFO', 'message': f'{trade_direction}成交: {trade.stock_code} {trade.traded_volume}股 @ {trade.traded_price}元', 'create_time': datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') } self.db_manager.insert_trading_log(log_data) # 从在途订单中移除 remove_pending_order(trade.stock_code, self.logger) except Exception as e: self.logger.error(f"更新持仓状态失败: {str(e)}") def on_order_error(self, order_error): """ 委托失败推送 :param order_error:XtOrderError 对象 :return: """ self.logger.error(f"委托报错回调 {order_error.order_remark} {order_error.error_msg}") # 从在途订单中移除失败的订单,并更新数据库 try: order_remark = order_error.order_remark if '_' in order_remark: stock_code = order_remark.split('_')[1] # 修正:取第二段作为股票代码 # 确保 order_id 是字符串类型 order_id_str = str(order_error.order_id) # 更新数据库订单状态 self.db_manager.update_order_status(order_id_str, 'failed') # 记录错误日志 log_data = { 'order_id': order_id_str, 'stock_code': stock_code, 'log_type': 'order_failed', 'log_level': 'ERROR', 'message': f'订单失败: {order_error.error_msg}', 'create_time': datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') } self.db_manager.insert_trading_log(log_data) remove_pending_order(stock_code, self.logger) except Exception as e: self.logger.error(f"处理失败订单失败: {str(e)}") def on_cancel_error(self, cancel_error): """ 撤单失败推送 :param cancel_error: XtCancelError 对象 :return: """ self.logger.error(f"{datetime.datetime.now()} {sys._getframe().f_code.co_name}") def on_order_stock_async_response(self, response): """ 异步下单回报推送 :param response: XtOrderResponse 对象 :return: """ self.logger.info(f"异步委托回调 {response.order_remark}") def on_cancel_order_stock_async_response(self, response): """ :param response: XtCancelOrderResponse 对象 :return: """ self.logger.info(f"{datetime.datetime.now()} {sys._getframe().f_code.co_name}") def on_account_status(self, status): """ :param response: XtAccountStatus 对象 :return: """ self.logger.info(f"{datetime.datetime.now()} {sys._getframe().f_code.co_name}")