fix bug

py-client/strategy/zt/rules.py

@@ -0,0 +1,90 @@
+"""ZT 正T/反T 的触发与数量规则：纯函数，不碰网络、存储和线程。
+
+设计要点：
+
+* 以建仓价 ``base_cost`` 为中枢，中性带 ``zt_t_band_pct`` 内不做任何动作。
+  现价低于下沿只考虑正T，高于上沿只考虑反T —— 同一时刻只可能命中一种方向，
+  天然满足"一只股票每天只做一轮"，不需要额外的冲突仲裁。
+* 数量一律再受券商现实约束封顶：卖出封顶 ``can_use_volume``（T+1 只在这里
+  体现），买入封顶可用资金。正T 当天买入的份额当天不可卖，因此它的平仓腿
+  能卖多少完全由 ``can_use_volume`` 决定，卖不动就自然留成隔夜持仓。
+"""
+
+from .rounds import KIND_LONG_T, KIND_SHORT_T
+
+LOT = 100
+
+
+def choose_kind(price: float, base_cost: float, band_pct: float) -> str | None:
+    """按现价相对建仓价的位置决定本轮方向；中性带内返回 None。"""
+    if price <= 0 or base_cost <= 0 or band_pct < 0:
+        return None
+    if price <= base_cost * (1 - band_pct / 100):
+        return KIND_LONG_T
+    if price >= base_cost * (1 + band_pct / 100):
+        return KIND_SHORT_T
+    return None
+
+
+def price_allowed(price: float, max_price: float) -> bool:
+    """高价股不参与做 T。"""
+    return 0 < price <= max_price
+
+
+def entry_volume(kind: str, *, price: float, open_hands: int, sell_ratio: float,
+                 base_qty: int, can_use_volume: int, available: float) -> int:
+    """开仓腿计划数量；0 表示不提交。"""
+    if price <= 0:
+        return 0
+    if kind == KIND_LONG_T:
+        # 正T 买入：按手数取量，再受可用资金封顶。
+        affordable = int(max(0.0, available) // (price * LOT)) * LOT
+        return max(0, min(open_hands * LOT, affordable))
+    if kind == KIND_SHORT_T:
+        # 反T 卖出：按建仓数量比例取整手，再受可卖库存封顶。
+        planned = int(base_qty * sell_ratio) // LOT * LOT
+        return max(0, min(planned, _whole_lots(can_use_volume)))
+    return 0
+
+
+def exit_volume(kind: str, *, residual_qty: int, price: float,
+                can_use_volume: int, available: float) -> int:
+    """平仓腿可提交数量；0 表示当前无法平仓（T+1 冻结或资金不足）。"""
+    if residual_qty <= 0 or price <= 0:
+        return 0
+    if kind == KIND_LONG_T:
+        return max(0, min(residual_qty, _whole_lots(can_use_volume)))
+    if kind == KIND_SHORT_T:
+        affordable = int(max(0.0, available) // (price * LOT)) * LOT
+        return max(0, min(residual_qty, affordable))
+    return 0
+
+
+def entry_triggered(kind: str, price: float, base_cost: float, *, band_pct: float,
+                    rebound_confirmed: bool, retrace_confirmed: bool) -> bool:
+    """开仓腿是否满足触发条件。"""
+    if choose_kind(price, base_cost, band_pct) != kind:
+        return False
+    if kind == KIND_LONG_T:
+        return rebound_confirmed      # 低吸要等反弹确认，不接下跌中的飞刀
+    return retrace_confirmed          # 高抛要等盈利网格回撤，不追最高点
+
+
+def exit_triggered(kind: str, price: float, entry_avg_price: float, *,
+                   buy_fall_pct: float, profit_step_pct: float,
+                   rebound_confirmed: bool) -> bool:
+    """平仓腿是否满足触发条件。"""
+    if entry_avg_price <= 0:
+        return False
+    if kind == KIND_SHORT_T:
+        # 反T 买回：较卖出均价回落 buy_fall_pct 且已见反弹。
+        target = entry_avg_price * (1 - buy_fall_pct / 100)
+        return price <= target and rebound_confirmed
+    if kind == KIND_LONG_T:
+        # 正T 卖出：较买入均价上涨一个网格步长。
+        return price >= entry_avg_price * (1 + profit_step_pct / 100)
+    return False
+
+
+def _whole_lots(volume: int) -> int:
+    return max(0, int(volume)) // LOT * LOT