feat

py-client/strategy/trend/boot.py

@@ -0,0 +1,176 @@
+"""趋势策略启动器。
+
+该模块负责组合 SDK、配置、状态存储和趋势策略组件，供 main.py 调用。
+"""
+
+from __future__ import annotations
+
+import logging
+import time
+from datetime import datetime
+
+import config
+from libs import init_signals, market_allow_open, trading_time
+from sdk import Client
+from .state import State
+from .order import OrderBook
+from .watch import DipWatch
+from .runtime import Runtime
+from .open import open_signal
+from .positions import manage_positions
+
+
+def Overview(assets, positions, account_cfg=None) -> None:
+    """打印策略启动时的账户、资金和持仓概览。
+
+    该函数对应 Go 客户端 ``logic.Overview``。为便于单独测试，可以
+    显式传入账户配置；未传入时使用 ``config.account_config``。
+    """
+    account_cfg = account_cfg or config.account_config
+
+    print("\n" + "=" * 80)
+    print(f"【时间】{datetime.now():%Y-%m-%d %H:%M:%S}")
+    if account_cfg is not None:
+        print(
+            "【配置】"
+            f"account_id: {account_cfg.account_id} "
+            f"host_key: {account_cfg.host_key} "
+            f"buy_value: {account_cfg.buy_value:.0f}"
+        )
+
+    if assets is not None:
+        print(
+            f"【资金】总资产：{assets.total:.2f}元，"
+            f"可用资金：{assets.available:.2f}元"
+        )
+    else:
+        print("【资金】查询失败")
+
+    print(f"【持仓】{len(positions)}只")
+    print("=" * 80)
+    for position in positions:
+        if position.volume <= 0:
+            continue
+        print(
+            f"【持仓】{position.stock_code} {position.stock_name} "
+            f"持仓={position.volume} 可用={position.can_use_volume} "
+            f"冻结={position.frozen_volume} 在途={position.on_road_volume} "
+            f"昨仓={position.yesterday_volume} 成本={position.open_price:.3f} "
+            f"现价={position.last_price:.3f} 市值={position.market_value:.2f} "
+            f"浮盈={position.float_profit:.2f} "
+            f"盈亏比例={position.profit_rate * 100:.2f}%"
+        )
+
+
+
+def StartTrend() -> None:
+    """初始化趋势策略，并以 30 秒间隔持续执行。"""
+    client = Client(
+        config.global_config.qmt_base_url,
+        config.global_config.qmt_token,
+        config.HTTP_TIMEOUT,
+    )
+    assets = client.assets()
+    _, positions = client.positions()
+
+    storeState = State.for_strategy(
+        config.global_config.qmt_data_dir,
+        config.account_config.strategy,
+        config.account_config.account_id,
+    )
+    storeState.sync_positions(positions)
+
+    # 获取本策略的信号开仓数据
+    signals = init_signals(config.global_config,["morning","tail","arbitrage"])
+    run = Runtime(
+        client=client,
+        global_cfg=config.global_config,
+        account_cfg=config.account_config,
+        state=storeState,
+        orders=OrderBook(),
+        open_watch=DipWatch(),
+        add_watch=DipWatch(),
+    )
+
+    logging.info(
+        "趋势策略启动：总资产=%.2f，持仓=%d，信号=%d",
+        assets.total,
+        len(positions),
+        len(signals),
+    )
+    Overview(assets, positions, config.account_config)
+
+    while True:
+        started_at = time.monotonic()
+        try:
+            RunOnce(run, signals)
+        except Exception:
+            # 单轮错误只记录日志，下一轮仍继续运行。
+            logging.exception("趋势策略本轮执行失败")
+
+        elapsed = time.monotonic() - started_at
+        time.sleep(max(0.0, 30.0 - elapsed))
+
+
+def RunOnce(run: Runtime, signals) -> None:
+    """按固定步骤执行一轮趋势策略， ``RunOnce``。"""
+    if not trading_time(datetime.now()):
+        return
+
+    # 1. 取消超过有效期仍未完成的委托订单。
+    try:
+        run.orders.cancel_expired(run.client)
+    except Exception:
+        logging.exception("取消过期订单失败")
+
+    # 2. 验证可用资金；低于资金安全线时禁止开新仓。
+    try:
+        assets = run.client.assets()
+    except Exception:
+        logging.exception("获取资产失败")
+        return
+    if assets.available < assets.total * run.account_cfg.min_cash_ratio:
+        logging.info("资金总闸：可用金额太少，禁止开新仓")
+        return
+
+    # 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(run.global_cfg.api_host)
+
+    # 4. 获取当前持仓及持仓证券代码。
+    try:
+        position_codes, positions = run.client.positions()
+    except Exception:
+        logging.exception("获取持仓失败")
+        return
+
+    # 5. 验证有效开仓信号：排除已有持仓，并按 signal_allow 过滤。
+    position_code_set = set(position_codes)
+    allow_open = [
+        signal for signal in signals if signal.code not in position_code_set
+    ]
+
+    # 6. 获取持仓和待开仓证券的实时行情 tick。
+    all_codes = list(position_codes)
+    all_codes.extend(
+        signal.code for signal in allow_open if signal.code not in position_code_set
+    )
+    try:
+        ticks = run.client.full_tick(list(dict.fromkeys(all_codes)))
+    except Exception:
+        logging.exception("获取行情失败")
+        return
+
+    # 7. 执行开仓：必须同时存在有效信号且大盘允许开仓。
+    if allow_open and market_ok:
+        open_signal(run, ticks, allow_open)
+
+    # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。
+    manage_positions(run, ticks, positions, market_ok,assets.available)
+
+
+def SignalFilter(signals, allowed_names):
+    """只保留账户配置明确允许使用的信号。"""
+    if not allowed_names:
+        return []
+    allowed = set(allowed_names)
+    return [signal for signal in signals if signal.signal_key in allowed]