feat client.

py-client/strategy/zt/boot.py

@@ -0,0 +1,75 @@
+"""日内做 T 策略启动器。"""
+
+from __future__ import annotations
+
+import logging
+import time
+from datetime import datetime, time as clock_time
+
+import config
+from libs.calc import trading_time
+from libs.grid_take_profit import GridTrailingTracker
+from libs.market import market_allow_open
+from libs.signal import init_signals
+from sdk import Client
+from strategy.trend.order import OrderBook
+from strategy.trend.watch import DipWatch
+
+from .open import open_base
+from .positions import manage_positions
+from .runtime import Runtime
+from .state import TState
+
+
+def StartZT() -> None:
+    client = Client(config.global_config.qmt_base_url, config.global_config.qmt_token, config.HTTP_TIMEOUT)
+    orders = OrderBook()
+    orders.refresh(client)
+    _, positions = client.positions()
+    state = TState.for_strategy(config.global_config.qmt_data_dir, config.account_config.strategy, config.account_config.account_id)
+    state.reconcile(positions, orders.data, datetime.now().date().isoformat())
+    run = Runtime(client, config.global_config, config.account_config, state, orders, DipWatch(), GridTrailingTracker(config.account_config.grid_step_pct))
+    while True:
+        started = time.monotonic()
+        try:
+            RunOnce(run)
+        except Exception:
+            logging.exception("ZT 策略本轮失败")
+        time.sleep(max(0.0, 30.0 - (time.monotonic() - started)))
+
+
+def RunOnce(run: Runtime) -> None:
+    if not trading_time(datetime.now()):
+        return
+    try:
+        run.orders.refresh(run.client)
+        assets = run.client.assets()
+        position_codes, positions = run.client.positions()
+    except Exception:
+        logging.exception("[ZT] 刷新账户或订单失败")
+        return
+    today = datetime.now().date().isoformat()
+    try:
+        run.state.reconcile(positions, run.orders.data, today)
+    except Exception:
+        logging.exception("[ZT] 状态对账失败")
+        return
+    signals = init_signals(run.global_cfg, run.account_cfg.signal_allow)
+    candidate_codes = [item.code for item in signals if item.code not in position_codes]
+    codes = list(dict.fromkeys(position_codes + candidate_codes))
+    try:
+        ticks = run.client.full_tick(codes)
+    except Exception:
+        logging.exception("[ZT] 获取行情失败")
+        return
+    market_ok = market_allow_open(run.global_cfg.api_host)
+    if market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio:
+        open_base(run, ticks, signals)
+    manage_positions(
+        run,
+        ticks,
+        positions,
+        assets.available,
+        today,
+        force_buy_back=datetime.now().time() >= clock_time(14, 50),
+    )