fix bug
This commit is contained in:
31
py-client/strategy/zt/profit.py
Normal file
31
py-client/strategy/zt/profit.py
Normal file
@@ -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)
|
||||
Reference in New Issue
Block a user