Merge remote-tracking branch 'remotes/nanoric/pyqt5_512' into dev
This commit is contained in:
commit
585e4c9e8e
@ -91,8 +91,6 @@ def run_parent():
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):
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trading = True
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trading = True
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# Start child process in trading period
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if trading and child_process is None:
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print("启动子进程")
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@ -1,4 +1,4 @@
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PyQt5<5.12
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PyQt5
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pyqtgraph
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dataclasses; python_version<="3.6"
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qdarkstyle
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2
setup.py
2
setup.py
@ -117,7 +117,7 @@ def is_psycopg2_exists():
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install_requires = [
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"PyQt5<5.12",
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"PyQt5",
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"qdarkstyle",
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"requests",
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"websocket-client",
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@ -13,18 +13,15 @@ class GridAlgo(AlgoTemplate):
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default_setting = {
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"vt_symbol": "",
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"price": 0.0,
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"trade_count": 0.0,
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"step_price": 0.0,
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"step_volume": 0,
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"interval": 0,
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"interval": 10,
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}
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variables = [
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"last_pos",
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"pos",
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"timer_count",
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"vt_orderid",
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"traded",
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"count"
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"vt_orderid"
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]
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def __init__(
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@ -39,17 +36,14 @@ class GridAlgo(AlgoTemplate):
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# Parameters
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self.vt_symbol = setting["vt_symbol"]
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self.price = setting["price"]
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self.trade_count = setting["trade_count"]
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self.step_price = setting["step_price"]
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self.step_volume = setting["step_volume"]
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self.interval = setting["interval"]
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# Variables
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self.vt_orderid = ""
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self.count = 0
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self.traded = 0
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self.last_pos = 0
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self.timer_count = 0
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self.vt_orderid = ""
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self.pos = 0
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self.last_tick = None
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self.subscribe(self.vt_symbol)
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@ -74,12 +68,19 @@ class GridAlgo(AlgoTemplate):
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if self.vt_orderid:
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self.cancel_all()
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# Calculate target volume to buy
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# Calculate target volume to buy and sell
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target_buy_distance = (
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self.price - self.last_tick.ask_price_1) / self.step_price
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target_buy_position = math.floor(
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target_buy_distance) * self.step_volume
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target_buy_volume = target_buy_position - self.last_pos
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target_buy_volume = target_buy_position - self.pos
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# Calculate target volume to sell
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target_sell_distance = (
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self.price - self.last_tick.bid_price_1) / self.step_price
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target_sell_position = math.ceil(
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target_sell_distance) * self.step_volume
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target_sell_volume = self.pos - target_sell_position
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# Buy when price dropping
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if target_buy_volume > 0:
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@ -88,22 +89,17 @@ class GridAlgo(AlgoTemplate):
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self.last_tick.ask_price_1,
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min(target_buy_volume, self.last_tick.ask_volume_1)
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)
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# Calculate target volume to sell
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target_sell_distance = (
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self.price - self.last_tick.bid_price_1) / self.step_price
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target_sell_position = math.ceil(
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target_sell_distance) * self.step_volume
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target_sell_volume = self.last_pos - target_sell_position
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# Sell when price rising
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if target_sell_volume > 0:
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elif target_sell_volume > 0:
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self.vt_orderid = self.sell(
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self.vt_symbol,
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self.last_tick.bid_price_1,
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min(target_sell_volume, self.last_tick.bid_volume_1)
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)
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# Update UI
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self.put_variables_event()
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def on_order(self, order: OrderData):
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""""""
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if not order.is_active():
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@ -111,21 +107,10 @@ class GridAlgo(AlgoTemplate):
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self.put_variables_event()
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def on_trade(self, trade: TradeData):
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""""""
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self.last_pos = self.update_last_pos(self.last_pos, trade)
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self.traded += trade.volume
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self.count += 1
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if self.count >= self.trade_count:
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self.write_log(f"已交易数量:{self.traded},总成交次数:{self.count}")
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self.stop()
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else:
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self.put_variables_event()
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def update_last_pos(self, pos, trade: TradeData):
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""""""
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if trade.direction == Direction.LONG:
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pos += trade.volume
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self.pos += trade.volume
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else:
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pos -= trade.volume
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return pos
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self.pos -= trade.volume
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self.put_variables_event()
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@ -15,7 +15,6 @@ NAME_DISPLAY_MAP = {
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"display_volume": "挂出数量",
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"stop_price": "触发价格",
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"price_add": "委托超价",
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"trade_count": "交易次数限制",
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"step_price": "网格交易间距",
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"step_volume": "网格交易数量",
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"order_type": "类型",
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