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fix bug

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This commit is contained in:
yanweidong
2026-09-01 15:49:09 +08:00
parent 556e21d624
commit 66ccd42d4e
10 changed files with 31 additions and 32 deletions
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py-client/strategy/trend/__pycache__/boot.cpython-311.pyc
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8
py-client/strategy/trend/boot.py
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@@ -111,7 +111,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
log.info("[运行] 非交易时间，跳过本轮")
return
print("=" * 40 + f" RunOnce {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40)
print("=" * 40 + f" Ticker {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40)
started_at = time.monotonic()
@@ -119,7 +119,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
try:
run.orders.refresh(run.client)
except Exception:
log.exception("[订单] 刷新订单失败")
log.exception("[Order] 刷新订单失败")
return
@@ -131,7 +131,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
return
allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio
if not allow_open_by_cash:
log.info("[开仓] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total)
log.info("[Status] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total)
# 3. 获取大盘状态，只有大盘信号允许时才执行开仓。
market_ok = market_allow_open()
@@ -140,7 +140,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
try:
position_codes, positions = run.client.positions()
except Exception:
log.exception("[持仓] 获取持仓失败")
log.exception("[Position] 获取持仓失败")
return
# 5. 验证有效开仓信号：排除已有持仓和未决订单。

22
py-client/strategy/trend/open.py
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@@ -14,41 +14,41 @@ 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))
log.info("[Open] 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)
log.info("[Open] %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)
log.info("[Open] %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)
log.info("[Open] %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)
log.info("[Open] %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)
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)
log.info("[Open] %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)
log.info("[Open] %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)
log.exception("[Open] %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”。
@@ -57,11 +57,11 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
try:
do_open(run,item.code,volume,item.signal_key)
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)
log.info("[Open] %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)
log.warning("[Open] %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)
log.exception("[Open] %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:

12
py-client/strategy/trend/order.py
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@@ -72,7 +72,7 @@ class OrderBook:
):
client.cancel_by_id(item.id)
canceled += 1
log.info("[订单] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id)
log.info("[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id)
continue
# 缓存本次有效订单
@@ -90,7 +90,7 @@ class OrderBook:
with self.mutex:
self.data = data
self.lock = lock
log.info("[订单] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled)
log.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled)
def place(self, request: PlaceOrderRequest) -> bool:
"""按最新价提交委托，并立即写入本地方向锁。"""
@@ -103,14 +103,14 @@ class OrderBook:
request.order_id,
)
except APIError as exc:
log.exception("[订单] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
log.exception("[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
return False
if not isinstance(result, dict):
log.warning("[订单] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id)
log.warning("[Order] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id)
return False
order_ref = str(result.get("order_ref") or "").strip().lower()
if result.get("status") != "success" or order_ref in {"", "unknown", "none"}:
log.warning("[订单] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref)
log.warning("[Order] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref)
return False
side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
@@ -128,5 +128,5 @@ class OrderBook:
key = f"{side}-{request.code}"
self.data.append(pending)
self.lock[key] = pending.created_at.timestamp()
log.info("[订单] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref)
log.info("[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref)
return True

6
py-client/strategy/trend/positions.py
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@@ -47,7 +47,7 @@ def manage_positions(
code = position.stock_code
tick = ticks.get(code)
if code in runtime.account_cfg.excluded_codes:
log.info("[持仓] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
log.info("[Position] %s %s 止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
continue
if (
not code
@@ -56,7 +56,7 @@ def manage_positions(
or tick is None
or tick.last_price <= 0
):
log.warning("[持仓] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
log.warning("[Position] %s %s 止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
continue
pnl_rate = round(
@@ -87,7 +87,7 @@ def manage_positions(
loss_add_action = "大盘信号不允许"
log.info(
"[持仓] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
"[Position] %s %s 盈亏=%.2f%%，止盈=%s，补仓=%s",
code, position.stock_name, pnl_rate, profit_action, loss_add_action,
)

15
py-client/strategy/trend/watch.py
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@@ -32,7 +32,7 @@ class DipWatch:
) -> bool:
"""更新观察价格；达到反弹阈值时返回 ``True``。"""
if price <= 0:
log.warning("[%s观察] %s 价格无效：%.2f", tag, code, price)
log.warning("[%s Watch] %s 价格无效：%.2f", tag, code, price)
return False
current = now or datetime.now()
@@ -42,24 +42,23 @@ class DipWatch:
if watch is None:
self._start(code, price, current)
log.info(
"[%s观察] %s 开始观察，收盘价=%.2f，反弹阈值=%.2f%%",
"[%s Watch] %s 开始观察，收盘价=%.2f",
tag,
code,
price,
self.rebound_threshold,
)
return False
if current >= watch.expires_at:
self._start(code, price, current)
log.info("[%s观察] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price)
log.info("[%sWatch] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price)
return False
if price < watch.last_close:
old_price = watch.last_close
self._start(code, price, current)
log.info(
"[%s观察] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f",
"[%s Watch] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f",
tag,
code,
old_price,
@@ -70,7 +69,7 @@ class DipWatch:
rebound = (price - watch.last_close) / watch.last_close * 100
if rebound < self.rebound_threshold:
log.debug(
"[%s观察] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%",
"[%s Watch] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%",
tag,
code,
watch.last_close,
@@ -82,7 +81,7 @@ class DipWatch:
del self.data[code]
log.info(
"[%s观察] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%",
"[%s Watch] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%",
tag,
code,
watch.last_close,
@@ -96,7 +95,7 @@ class DipWatch:
with self.lock:
removed = self.data.pop(code, None)
if removed is not None:
log.info("[价格观察] %s 已清除观察状态", code)
log.info("[Watch] %s 已清除观察状态", code)
def _start(self, code: str, price: float, now: datetime) -> None:
self.data[code] = _Entry(