dev 6

api/QMT_API.py

@@ -23,9 +23,14 @@ locale.setlocale(locale.LC_CTYPE, 'chinese')
 def safe_call(func, *args, **kwargs):
     try:
         return func(*args, **kwargs)
+    except HTTPError:
+        raise
     except Exception as e:
-        logger.error(f"{func.__name__} call failed: {e}")
-        return None
+        logger.exception("%s call failed", func.__name__)
+        raise HTTPError(
+            502,
+            reason="QMT upstream call failed: %s" % func.__name__,
+        ) from e
 
 
 # ============= BaseHandler =============
@@ -662,23 +667,31 @@ class PassorderHandler(BaseHandler):
             quickTrade = int(data.get('quickTrade', 2))
             strategy_name = str(data.get('strategyName', '')).strip()
             order_id = str(data.get('orderId', '')).strip()
-            # QMT stores strategyName in the order remark; preserve the signal key and local order ID.
-            # Put the local ID first so restart reconciliation still works if QMT truncates the remark.
-            remark = '|'.join(part for part in (order_id, strategy_name) if part)[:24]
+        except (json.JSONDecodeError, KeyError, TypeError, ValueError) as e:
+            raise HTTPError(400, reason="Invalid order parameters: %s" % e) from e
+
+        # QMT stores strategyName in the order remark; preserve the signal key and local order ID.
+        # Put the local ID first so restart reconciliation still works if QMT truncates the remark.
+        remark = '|'.join(part for part in (order_id, strategy_name) if part)[:24]
+        try:
             order_ref = passorder(opType, orderType, self.acc(), stock, pr_type, price, volume, remark, quickTrade, self.ctx())
-            if not order_ref:
-                raise HTTPError(502, "QMT did not return a valid order reference")
-            self.write(json.dumps({
-                "status": "success",
-                "opType": opType,
-                "stock": stock,
-                "strategy_name": strategy_name,
-                "local_order_id": order_id,
-                "order_ref": str(order_ref)
-            }, ensure_ascii=False))
+        except HTTPError:
+            raise
         except Exception as e:
             logger.exception("passorder failed")
-            raise HTTPError(400, f"Order submission failed: {str(e)}")
+            raise HTTPError(502, reason="QMT order submission failed") from e
+
+        if not order_ref:
+            raise HTTPError(502, reason="QMT did not return a valid order reference")
+
+        self.write(json.dumps({
+            "status": "success",
+            "opType": opType,
+            "stock": stock,
+            "strategy_name": strategy_name,
+            "local_order_id": order_id,
+            "order_ref": str(order_ref)
+        }, ensure_ascii=False))
 
 # algo_passorder() - Submit an algorithmic order
 class AlgoPassorderHandler(BaseHandler):
@@ -1428,7 +1441,7 @@ def make_app():
         (r"/api/trade/debt_contract", DebtContractHandler),
         (r"/api/trade/assure_contract", AssureContractHandler),
         (r"/api/trade/enable_short_contract", EnableShortContractHandler),
-        (r"/api/trade/ipo_data", IpoDataHandler),
+        (r"/api/trade/ipo_data", IpoDataHandler), 
         (r"/api/trade/new_purchase_limit", NewPurchaseLimitHandler),
 
         # Reference functions

py-client/main.py

@@ -18,7 +18,7 @@ if PROJECT_ROOT not in sys.path:
 
 from sdk import APIError, Client
 from strategy.trend.boot import StartTrend
-
+from strategy.ipo import AutoBuyIpo
 
 @dataclass(frozen=True, slots=True)
 class StrategyDefinition:
@@ -124,6 +124,9 @@ def main() -> int:
         configure_logging(config.global_config.qmt_data_dir)
         wait_for_qmt_api()
 
+        # 自动打新
+        AutoBuyIpo()
+
         STRATEGIES[config.account_config.strategy].start_strategy()
         return 0
     except (OSError, yaml.YAMLError, ValueError, RuntimeError, KeyError) as exc:

py-client/sdk/trade.py

@@ -7,7 +7,7 @@ ORDER_TYPE_VOLUME, PR_TYPE_LATEST, QUICK_TRADE_NOW = 1101, 5, 2
 class TradeMixin:
     account_type: str
 
-    def passorder(self, op_type, stock, volume, order_type=0, pr_type=0, price=0, quick_trade=0, strategy_name=""):
+    def passorder(self, op_type, stock, volume, order_type=0, pr_type=0, price=0.0, quick_trade=0, strategy_name=""):
         body = {"opType": op_type, "stock": stock, "price": price, "volume": volume}
         for key, value in (("orderType", order_type), ("prType", pr_type), ("quickTrade", quick_trade), ("strategyName", strategy_name)):
             if value: body[key] = value

py-client/strategy/ipo/boot.py

@@ -0,0 +1,22 @@
+from sdk import Client
+import config
+
+def AutoBuyIpo() -> None:
+    client = Client(
+        config.global_config.qmt_base_url,
+        config.global_config.qmt_token,
+        config.HTTP_TIMEOUT,
+    )
+
+    result = client.ipo_data("STOCK")
+    for stock in result:
+        ipo_price = result[stock]['issuePrice'] # 发行价
+        maxPurchaseNum = result[stock]['maxPurchaseNum'] # 可申购额度
+        client.passorder(
+            op_type=23,
+            stock=stock,
+            volume=maxPurchaseNum,
+            pr_type=11,
+            price=ipo_price,
+            strategy_name="新股申购",
+        )

py-client/strategy/trend/boot.py

@@ -84,7 +84,10 @@ def StartTrend() -> None:
     storeState.reconcile(positions, orders, deals)
 
     # 获取本策略的信号开仓数据
-    signals = init_signals(config.global_config,["morning","tail","arbitrage"])
+    signals = init_signals(
+        config.global_config,
+        config.account_config.signal_allow,
+    )
     run = Runtime(
         client=client,
         global_cfg=config.global_config,
@@ -182,11 +185,3 @@ def RunOnce(run: Runtime, signals) -> None:
 
     # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。
     manage_positions(run, ticks, positions, market_ok,assets.available)
-
-
-def SignalFilter(signals, allowed_names):
-    """只保留账户配置明确允许使用的信号。"""
-    if not allowed_names:
-        return []
-    allowed = set(allowed_names)
-    return [signal for signal in signals if signal.signal_key in allowed]