feat client.

py-client/strategy/zt/open.py

@@ -0,0 +1,27 @@
+"""使用 dcm 信号建立做 T 底仓。"""
+
+from __future__ import annotations
+
+import logging
+
+from libs.calc import calc_buy_volume
+from sdk import OP_BUY
+from strategy.trend.order import PlaceOrderRequest
+
+
+def open_base(run, ticks, signals) -> None:
+    """仅处理 dcm 信号，使用趋势策略同款反弹确认建立底仓。"""
+    for signal in signals:
+        if signal.signal_key != "dcm" or run.orders.busy(signal.code, "BUY"):
+            continue
+        tick = ticks.get(signal.code)
+        price = tick.last_price if tick else 0.0
+        if price <= 0 or price > run.account_cfg.zt_max_price:
+            continue
+        volume = calc_buy_volume(price, run.account_cfg.buy_value)
+        if volume <= 0 or not run.buy_watch.triggered("ZT 建仓", signal.code, price):
+            continue
+        request = PlaceOrderRequest(run.client, OP_BUY, signal.code, volume, run.orders.new_order_id("base"), run.account_cfg.strategy)
+        if run.orders.place(request):
+            run.buy_watch.forget(signal.code)
+            logging.info("[ZT 建仓] %s 买入 %d 股", signal.code, volume)