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feat dev6

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This commit is contained in:
yanweidong
2026-09-01 14:28:49 +08:00
parent dedbf63a92
commit 556e21d624
27 changed files with 334 additions and 144 deletions
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23
py-client/strategy/trend/open.py
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@@ -2,7 +2,6 @@
from __future__ import annotations
import logging
from datetime import datetime
from libs import calc_buy_volume
@@ -10,38 +9,46 @@ from sdk import OP_BUY
from .runtime import Runtime
from .order import PlaceOrderRequest
from .state import STATUS_ING, StateItem
import logging as log
def open_signal(run:Runtime, ticks, open_signals) -> None:
"""逐个验证开仓信号并提交买入委托。"""
log.info("[开仓] 信号总数：%d", len(open_signals))
for item in open_signals:
# 1. 验证信号配置允许开仓的时间区间。
signal_config = run.global_cfg.signals.get(item.signal_key)
if signal_config is None or not check_timezone(signal_config.timezone):
log.info("[开仓] %s 信号=%s，跳过：不在信号时间段(%s)", item.code, item.signal_key,signal_config.timezone)
continue
# 2. 检查该证券是否已有买入委托锁，防止重复下单。
if run.orders.busy(item.code,"BUY"):
log.info("[开仓] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key)
continue
# 3. 验证行情和最新价格是否有效。
tick = ticks.get(item.code)
price = tick.last_price if tick is not None else 0
if price <= 0:
log.info("[开仓] %s 信号=%s，跳过：价格无效", item.code, item.signal_key)
continue
# 5. 根据单笔买入金额计算整手开仓数量。
volume = calc_buy_volume(price, run.account_cfg.buy_value)
if volume <= 0:
log.info("[开仓] %s 信号=%s，跳过：数量无效", item.code, item.signal_key)
continue
# 当前价高于昨收价可开仓
if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close:
try:
do_open(run,item.code,volume,item.signal_key)
logging.info("[开仓] %s 买入 %d 股", item.code, volume)
except Exception as e:
logging.exception("[开仓] %s 失败: %s", item.code,e)
log.info("[开仓] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume)
except RuntimeError as exc:
log.info("[开仓] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
except Exception:
log.exception("[开仓] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
continue
# 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
@@ -50,9 +57,11 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
try:
do_open(run,item.code,volume,item.signal_key)
logging.info("[开仓] %s 买入 %d 股", item.code, volume)
except Exception as e:
logging.exception("[开仓] %s 失败: %s", item.code,e)
log.info("[开仓] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume)
except RuntimeError as exc:
log.warning("[开仓] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
except Exception:
log.exception("[开仓] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None: