【done】小问题：strategy_name 和 order_remark 无法传入

*******6564 · 发表于 2024-3-19 18:27:37

不清楚是哪里出问题了

def on_stock_order(self, order):
"""
委托回报推送 :param order: XtOrder对象 :return:
"""
data = {
      "委托备注": order.order_remark,
      "股票代码": order.stock_code,
      "委托类型": order.order_type,
      '成交均价':order.traded_price,
      '成交数量':order.traded_volume,
      '委托状态':order.order_status,
      '策略名称': order.strategy_name,
}  # POST请求所需要传递的数据
print(datetime.datetime.now(), '委托回调1', data)

rzp · 发表于 2024-3-19 20:39:54

发一下完整代码看看

*******6564 · 发表于 2024-3-20 09:01:34

# order_stock_async - 下单
# 本示例用于展示如何订阅上海及深圳市场全推，对于沪深A股品种策略进行判断当前涨幅超过 9 个点的买入 200 股

#coding:utf-8
import time, datetime, traceback, sys
from xtquant import xtdata
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtconstant
from 发送post请求 import post_to_django

#定义一个类创建类的实例作为状态的容器
class _a():
pass
A = _a()
A.bought_list = []
A.hsa = xtdata.get_stock_list_in_sector('沪深A股')

def interact():
"""执行后进入repl模式"""
import code
code.InteractiveConsole(locals=globals()).interact()
xtdata.download_sector_data()

# def f(data):
#    now = datetime.datetime.now()
#    for stock in data:
#       if stock not in A.hsa:
#          continue
#       cuurent_price = data[stock]['lastPrice']
#       pre_price = data[stock]['lastClose']
#       ratio = cuurent_price / pre_price - 1 if pre_price > 0 else 0
#       if ratio > 0.05 and stock not in A.bought_list:
#
#          async_seq = xt_trader.order_stock_async(acc, stock, xtconstant.STOCK_BUY, 200, xtconstant.LATEST_PRICE, -1, '111', stock)
#          if async_seq==-1:
#                print(f'下单失败{async_seq=}')
#          else:
#                (f"{async_seq=}{now} 最新价买入 {stock} 200股")
#          A.bought_list.append(stock)

class MyXtQuantTraderCallback(XtQuantTraderCallback):
def on_disconnected(self):
      """
      连接断开
      :return:
      """

      print(datetime.datetime.now(),'连接断开回调')
      return

def on_stock_order(self, order):
      """
      委托回报推送
      :param order: XtOrder对象
      :return:
      """
      data = {
         "委托备注": order.order_remark,
         "股票代码": order.stock_code,
         "委托类型": order.order_type,
         '成交均价':order.traded_price,
         '成交数量':order.traded_volume,
         '委托状态':order.order_status,
         '策略名称': order.strategy_name,
      }  # POST请求所需要传递的数据

      print(datetime.datetime.now(), '委托回调1', data)

def on_stock_trade(self, trade):
      """
      成交变动推送
      :param trade: XtTrade对象
      :return:
      """
      data = {
         "data":{
            "委托备注": trade.order_remark,
            "股票代码": trade.stock_code,
            "委托类型": trade.order_type,
            '成交均价': trade.traded_price,
            '成交数量': trade.traded_volume,
            '成交金额': trade.traded_amount,
            '策略名称': trade.strategy_name,
         }

      }  # POST请求所需要传递的数据
      response = post_to_django(data)
      print(response)
      print(datetime.datetime.now(), '成交回调1',data)

def on_order_error(self, order_error):
      """
      委托失败推送
      :param order_error:XtOrderError 对象
      :return:
      """
      # print("on order_error callback")
      # print(order_error.order_id, order_error.error_id, order_error.error_msg)
      print(f"委托报错回调 {order_error.order_remark} {order_error.error_msg}")

def on_cancel_error(self, cancel_error):
      """
      撤单失败推送
      :param cancel_error: XtCancelError 对象
      :return:
      """
      print(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:
      """
      print(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:
      """
      print(datetime.datetime.now(), sys._getframe().f_code.co_name)

def on_account_status(self, status):
      """
      :param response: XtAccountStatus 对象
      :return:
      """
      print(datetime.datetime.now(), sys._getframe().f_code.co_name)

if __name__ == '__main__':
print("start")
#指定客户端所在路径
path = r'D:\国盛证券QMT 交易端模拟\userdata_mini'
# 生成session id 整数类型同时运行的策略不能重复
session_id = int(time.time())
xt_trader = XtQuantTrader(path, session_id)
# 开启主动请求接口的专用线程开启后在on_stock_xxx回调函数里调用XtQuantTrader.query_xxx函数不会卡住回调线程，但是查询和推送的数据在时序上会变得不确定
# 详见: http://docs.thinktrader.net/vip/pages/ee0e9b/#开启主动请求接口的专用线程
# xt_trader.set_relaxed_response_order_enabled(True)

# 创建资金账号为 800068 的证券账号对象
acc = StockAccount('161000003', 'STOCK')
# 创建交易回调类对象，并声明接收回调
callback = MyXtQuantTraderCallback()
xt_trader.register_callback(callback)
# 启动交易线程
xt_trader.start()
# 建立交易连接，返回0表示连接成功
connect_result = xt_trader.connect()
print('建立交易连接，返回0表示连接成功', connect_result)
# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功
subscribe_result = xt_trader.subscribe(acc)
print('对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功', subscribe_result)

stock = '000858.SZ'
# async_seq = xt_trader.order_stock_async(acc, stock, xtconstant.STOCK_BUY, 1000, xtconstant.LATEST_PRICE, -1,
#                                        'strategy_name', stock)
async_seq = xt_trader.order_stock_async(acc, stock, xtconstant.STOCK_BUY, 1000, xtconstant.FIX_PRICE, 50,
                                          '111', stock)
seq = xt_trader.order_stock(acc, stock, xtconstant.STOCK_BUY, 1000, xtconstant.FIX_PRICE, 50,
                                          strategy_name='一锤定音', order_remark='test')
#这一行是注册全推回调函数包括下单判断安全起见处于注释状态确认理解效果后再放开
# xtdata.subscribe_whole_quote(["SH", "SZ"], callback=f)
# 阻塞主线程退出
# xt_trader.run_forever()
# 如果使用vscode pycharm等本地编辑器可以进入交互模式方便调试（把上一行的run_forever注释掉否则不会执行到这里）
# interact()

# stock = '159605.SZ'

#

#
# async_seq = xt_trader.order_stock(acc, stock, xtconstant.STOCK_BUY, 1000, xtconstant.FIX_PRICE, 0.500,
#                                        'strategy_name', stock)
#
# async_seq = xt_trader.order_stock(acc, stock, xtconstant.STOCK_SELL, 100, xtconstant.FIX_PRICE, 1000,
#                                        'strategy_name', stock)