feat ipo

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)
+