feat client.

py-client/strategy/trend/open.py

@@ -7,18 +7,14 @@ from datetime import datetime
 
 from libs import calc_buy_volume
 from sdk import OP_BUY
-
+from .runtime import Runtime
 from .order import PlaceOrderRequest
 from .state import STATUS_ING, StateItem
 
 
-def open_signal(run, ticks, open_signals) -> None:
+def open_signal(run:Runtime, ticks, open_signals) -> None:
     """逐个验证开仓信号并提交买入委托。"""
     for item in open_signals:
-        # 候选生成后状态仍可能发生变化，提交前再次阻止未决订单重复开仓。
-        if run.state.has_unresolved_order(item.code):
-            continue
-
         # 1. 验证信号配置允许开仓的时间区间。
         signal_config = run.global_cfg.signals.get(item.signal_key)
         if signal_config is None or not check_timezone(signal_config.timezone):
@@ -34,44 +30,44 @@ def open_signal(run, ticks, open_signals) -> None:
         if price <= 0:
             continue
 
-        # 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
-        if not run.open_watch.triggered("开仓", item.code, price):
-            continue
-
         # 5. 根据单笔买入金额计算整手开仓数量。
         volume = calc_buy_volume(price, run.account_cfg.buy_value)
         if volume <= 0:
             continue
 
-        # 6. 生成本地订单号并按最新价提交开仓委托。
-        order_id = run.orders.new_order_id("base")
-        request = PlaceOrderRequest(
-            run.client,
-            OP_BUY,
-            item.code,
-            volume,
-            order_id,
-            item.signal_key,
-        )
-        if not run.orders.place(request):
+        # 当前价高于昨收价可开仓
+        if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close:
+            try:
+                do_open(run,item.code,volume,item.signal_key)
+                logging.info("[开仓] %s 买入 %d 股", item.code, volume)
+            except Exception as e:
+                logging.exception("[开仓] %s 失败: %s", item.code,e)
+            continue
+
+        # 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
+        if not run.open_watch.triggered("开仓", item.code, price):
             continue
 
-        # 7. 保存底仓订单、数量、成本和处理中状态。
-        run.state.set(
-            StateItem(
-                code=item.code,
-                base_order_id=order_id,
-                base_qty=volume,
-                base_cost=price,
-                base_status=STATUS_ING,
-            )
-        )
         try:
-            run.state.save()
-        except OSError:
-            logging.exception("[状态] %s 开仓状态保存失败", item.code)
-        run.open_watch.forget(item.code)
-        logging.info("[ZT][开仓] %s 买入 %d 股", item.code, volume)
+            do_open(run,item.code,volume,item.signal_key)
+            logging.info("[开仓] %s 买入 %d 股", item.code, volume)
+        except Exception as e:
+            logging.exception("[开仓] %s 失败: %s", item.code,e)
+        
+
+def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None:
+    """生成本地订单号并按最新价提交开仓委托。"""
+    order_id = run.orders.new_order_id("base")
+    request = PlaceOrderRequest(
+        run.client,
+        OP_BUY,
+        code,
+        volume,
+        order_id,
+        signal_key,
+    )
+    if not run.orders.place(request):
+        raise RuntimeError("订单提交失败")
 
 
 def check_timezone(timezone: str, now: datetime | None = None) -> bool: