dev 6

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]