This commit is contained in:
2026-09-12 16:25:34 +08:00
parent 7a7049ce44
commit 554dd0f4cb
13 changed files with 646 additions and 93 deletions

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@@ -7,7 +7,7 @@ from pathlib import Path
from concurrent.futures import Future, ThreadPoolExecutor
import config
from libs.calc import trading_time
from libs.grid_take_profit import GridTrailingTracker
from .profit import ZTProfitTracker
from libs.market import market_allow_open
from libs.order import OrderBook
from libs.overview import Overview
@@ -33,8 +33,8 @@ def StartZT() -> None:
executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="zt")
run = Runtime(
client=client, global_cfg=config.global_config, account_cfg=config.account_config,
orders=OrderBook('zt'), open_watch=DipWatch(), add_watch=DipWatch(),
profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
orders=OrderBook(), open_watch=DipWatch(), add_watch=DipWatch(),
profit_tracker=ZTProfitTracker(config.account_config.grid_step_pct),
executor=executor
)
@@ -56,7 +56,8 @@ def StartZT() -> None:
config.account_config.account_id, len(signals), len(positions))
cache_portfolio(config.account_config.account_id, assets, positions, deals)
state.sync_account(positions, deals, initialize=initialize)
run.orders.refresh(client, portfolio.orders)
run.profit_tracker.sync_positions(positions, state)
run.orders.refresh(client, portfolio.orders, cancel_prefix='zt-')
Overview(assets, positions, config.account_config)
DEFAULT_TICK_INTERVAL = 30
@@ -111,9 +112,11 @@ def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
assets = portfolio.assets
positions = list(portfolio.positions.values())
position_codes = list(portfolio.positions)
cache_portfolio(run.account_cfg.account_id, assets, positions, deals)
state.sync_account(positions, deals)
run.orders.refresh(run.client, portfolio.orders)
run.profit_tracker.sync_positions(positions, state)
run.orders.refresh(run.client, portfolio.orders, cancel_prefix='zt-')
except Exception:
log.exception("[Portfolio] 刷新账户快照失败")
return

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@@ -213,7 +213,8 @@ def handle_loss(
def _position_key(runtime: Runtime, code: str) -> str:
return f"{runtime.account_cfg.account_id}:{code}"
# tracker 为该账户的 ZT Runtime 独享,与 sync_positions 使用同一个键。
return code
def get_add_num(hands: int, market_value: float) -> int:

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@@ -0,0 +1,31 @@
"""ZT 按已同步的仓位及实际成本管理止盈峰值。"""
from libs.grid_take_profit import GridTrailingTracker
class ZTProfitTracker(GridTrailingTracker):
def __init__(self, step: float = 1.0):
super().__init__(step)
self._bases: dict[str, tuple] = {}
def sync_positions(self, positions, state) -> None:
# 与交易线程串行执行;提交委托本身不会改变这里的基准。
current = {}
for position in positions:
code = position.stock_code
row = state.get_by_code(code)
if position.volume <= 0 or not row:
continue
bucket = 'added' if row.get('added_qty', 0) > 0 else 'base'
cost = row.get('added_price', 0) if bucket == 'added' else position.open_price
current[code] = (bucket, cost, row.get(f'{bucket}_order_local_id', ''),
row.get(f'{bucket}_created_at', ''))
for code in self._bases.keys() | current.keys():
if code in state.blocked_codes:
continue
if self._bases.get(code) != current.get(code):
self.clear(code)
if code in current:
self._bases[code] = current[code]
else:
self._bases.pop(code, None)