feat ipo

py-client/config/__init__.py

@@ -49,6 +49,7 @@ class AccountConfig:
     grid_step_pct: float = 1
     min_profit_pct: float = 0
     enable_loss_add_position: bool = False
+    enable_auto_ipo: bool = True
     signal_allow: list[str] = field(default_factory=list)
     excluded_codes: list[str] = field(default_factory=list)
 

py-client/etc/dev.yaml

@@ -7,5 +7,6 @@ grid_step_pct: 1
 min_profit_pct: 2
 strategy: trend
 enable_loss_add_position: True
+enable_auto_ipo: True
 excluded_codes:
   - "00000.SZ"

py-client/libs/__init__.py

@@ -1,5 +1,17 @@
 from .calc import calc_buy_volume, trading_time
+from .lockfile import is_lock, write_lockfile
 from .market import market_allow_open, status
 from .signal import SignalItem, SignalResult, fetch_signal, init_signals
 
-__all__ = ["calc_buy_volume", "trading_time", "market_allow_open", "status", "SignalItem", "SignalResult", "fetch_signal", "init_signals"]
+__all__ = [
+    "calc_buy_volume",
+    "trading_time",
+    "is_lock",
+    "write_lockfile",
+    "market_allow_open",
+    "status",
+    "SignalItem",
+    "SignalResult",
+    "fetch_signal",
+    "init_signals",
+]

py-client/libs/lockfile.py

@@ -0,0 +1,18 @@
+"""简单的文件锁标记工具。"""
+
+from __future__ import annotations
+
+from os import PathLike
+from pathlib import Path
+
+
+def is_lock(file_path: str | PathLike[str]) -> bool:
+    """判断指定的锁文件是否存在。"""
+    return Path(file_path).is_file()
+
+
+def write_lockfile(file_path: str | PathLike[str]) -> None:
+    """创建锁文件；父目录不存在时自动创建。"""
+    path = Path(file_path)
+    path.parent.mkdir(parents=True, exist_ok=True)
+    path.write_text("LOCK", encoding="utf-8")

py-client/main.py

@@ -124,7 +124,7 @@ def main() -> int:
         configure_logging(config.global_config.qmt_data_dir)
         wait_for_qmt_api()
 
-        # 自动打新
+        # 自动打新与主策略隔离；申购服务失败不能阻止趋势策略启动。
         AutoBuyIpo()
 
         STRATEGIES[config.account_config.strategy].start_strategy()

py-client/strategy/ipo/__init__.py

@@ -0,0 +1,3 @@
+from .boot import AutoBuyIpo
+
+__all__ = ["AutoBuyIpo"]

py-client/strategy/ipo/boot.py

@@ -1,7 +1,33 @@
-from sdk import Client
-import config
+"""新股自动申购，提供交易日校验、券商对账和本地幂等保护。"""
+
+from __future__ import annotations
+
+import json
+import logging
+from datetime import datetime, time
+from pathlib import Path
+from typing import Any
+
+import config
+from sdk import Client
+from libs.calc import trading_time
+from libs.lockfile import is_lock,write_lockfile
+
+IPO_STRATEGY_NAME = "IPO_SUBSCRIBE"
+IPO_REMARKS = {IPO_STRATEGY_NAME, "新股申购"}
+IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
+TRADING_CALENDAR_SYMBOL = "000001.SH"
+
+
+def AutoBuyIpo(now: datetime | None = None) -> int:
+    """安全执行一次新股申购，返回成功提交的证券数量。"""
+    if not config.account_config.enable_auto_ipo:
+        logging.info("[IPO] 自动申购未启用")
+        return 0
+    if not trading_time():
+        logging.info("[IPO] 非交易时间")
+        return 0
 
-def AutoBuyIpo() -> None:
     client = Client(
         config.global_config.qmt_base_url,
         config.global_config.qmt_token,
@@ -10,13 +36,17 @@ def AutoBuyIpo() -> None:
 
     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",
-        )
+        lp = Path(config.global_config.qmt_data_dir/f"{stock}.lock")
+        if is_lock(lp):
+            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",
+            )
+            write_lockfile(lp)
+

py-client/tests/test_ipo.py

@@ -0,0 +1,140 @@
+from __future__ import annotations
+
+import unittest
+from datetime import datetime
+from tempfile import TemporaryDirectory
+from types import SimpleNamespace
+from unittest.mock import patch
+
+from strategy.ipo.boot import AutoBuyIpo
+
+
+RUN_TIME = datetime(2026, 8, 28, 10, 0)
+
+
+class FakeClient:
+    def __init__(self, candidates=None, orders=None, deals=None, fail_codes=None):
+        self.candidates = candidates or {}
+        self.orders = orders or []
+        self.deal_rows = deals or []
+        self.fail_codes = set(fail_codes or [])
+        self.submissions = []
+        self.closed = False
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, *_args):
+        self.closed = True
+
+    def trading_dates(self, *_args):
+        return ["20260828"]
+
+    def trade_detail_data(self, datatype):
+        self.assert_order_type = datatype
+        return self.orders
+
+    def deals(self):
+        return self.deal_rows
+
+    def ipo_data(self, ipo_type):
+        self.assert_ipo_type = ipo_type
+        return self.candidates
+
+    def passorder(self, **kwargs):
+        code = kwargs["stock"]
+        self.submissions.append(kwargs)
+        if code in self.fail_codes:
+            raise RuntimeError("simulated rejection")
+        return {"status": "success", "order_ref": f"ref-{code}"}
+
+
+class AutoBuyIpoTests(unittest.TestCase):
+    def _configs(self, directory, enabled=True):
+        return (
+            SimpleNamespace(
+                qmt_base_url="http://qmt",
+                qmt_token="token",
+                qmt_data_dir=directory,
+            ),
+            SimpleNamespace(account_id="account-A", enable_auto_ipo=enabled),
+        )
+
+    def test_disabled_does_not_create_client(self):
+        with TemporaryDirectory() as directory:
+            global_cfg, account_cfg = self._configs(directory, enabled=False)
+            with (
+                patch("strategy.ipo.boot.config.global_config", global_cfg),
+                patch("strategy.ipo.boot.config.account_config", account_cfg),
+                patch("strategy.ipo.boot.Client") as client_factory,
+            ):
+                self.assertEqual(AutoBuyIpo(RUN_TIME), 0)
+            client_factory.assert_not_called()
+
+    def test_local_record_prevents_duplicate_after_restart(self):
+        candidates = {
+            "688001.SH": {"issuePrice": 10, "maxPurchaseNum": 1000},
+        }
+        first = FakeClient(candidates=candidates)
+        second = FakeClient(candidates=candidates)
+        with TemporaryDirectory() as directory:
+            global_cfg, account_cfg = self._configs(directory)
+            with (
+                patch("strategy.ipo.boot.config.global_config", global_cfg),
+                patch("strategy.ipo.boot.config.account_config", account_cfg),
+                patch("strategy.ipo.boot.Client", side_effect=[first, second]),
+            ):
+                self.assertEqual(AutoBuyIpo(RUN_TIME), 1)
+                self.assertEqual(AutoBuyIpo(RUN_TIME), 0)
+
+        self.assertEqual(len(first.submissions), 1)
+        self.assertEqual(second.submissions, [])
+        self.assertTrue(first.closed)
+        self.assertTrue(second.closed)
+
+    def test_broker_order_prevents_duplicate(self):
+        candidates = {
+            "688001.SH": {"issuePrice": 10, "maxPurchaseNum": 1000},
+        }
+        client = FakeClient(
+            candidates=candidates,
+            orders=[{
+                "m_strInstrumentID": "688001",
+                "m_strInsertDate": "20260828",
+                "m_strRemark": "IPO_SUBSCRIBE",
+            }],
+        )
+        with TemporaryDirectory() as directory:
+            global_cfg, account_cfg = self._configs(directory)
+            with (
+                patch("strategy.ipo.boot.config.global_config", global_cfg),
+                patch("strategy.ipo.boot.config.account_config", account_cfg),
+                patch("strategy.ipo.boot.Client", return_value=client),
+            ):
+                self.assertEqual(AutoBuyIpo(RUN_TIME), 0)
+        self.assertEqual(client.submissions, [])
+
+    def test_one_rejection_does_not_stop_other_candidates(self):
+        candidates = {
+            "688001.SH": {"issuePrice": 10, "maxPurchaseNum": 1000},
+            "688002.SH": {"issuePrice": 20, "maxPurchaseNum": 500},
+        }
+        client = FakeClient(candidates=candidates, fail_codes={"688001.SH"})
+        with TemporaryDirectory() as directory:
+            global_cfg, account_cfg = self._configs(directory)
+            with (
+                patch("strategy.ipo.boot.config.global_config", global_cfg),
+                patch("strategy.ipo.boot.config.account_config", account_cfg),
+                patch("strategy.ipo.boot.Client", return_value=client),
+            ):
+                self.assertEqual(AutoBuyIpo(RUN_TIME), 1)
+
+        self.assertEqual(
+            [item["stock"] for item in client.submissions],
+            ["688001.SH", "688002.SH"],
+        )
+        self.assertTrue(client.closed)
+
+
+if __name__ == "__main__":
+    unittest.main()