feat

py-client/strategy/trend/open.py

@@ -0,0 +1,105 @@
+"""趋势策略开仓逻辑，对应 Go 版本的 ``logic/open.go``。"""
+
+from __future__ import annotations
+
+import logging
+from datetime import datetime
+
+from libs import calc_buy_volume
+from sdk import OP_BUY
+
+from .order import PlaceOrderRequest
+from .state import STATUS_ING, StateItem
+
+
+def open_signal(run, ticks, open_signals) -> None:
+    """逐个验证开仓信号并提交买入委托。"""
+    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):
+            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"):
+            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:
+            continue
+
+        # 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
+        if not run.open_watch.triggered("开仓", item.code, price):
+            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:
+            continue
+
+        # 6. 生成本地订单号并按最新价提交开仓委托。
+        order_id = run.orders.new_order_id("base")
+        request = PlaceOrderRequest(run.client, OP_BUY, item.code, volume, order_id)
+        if not run.orders.place(request):
+            continue
+
+        # 7. 保存底仓订单、数量、成本和处理中状态。
+        run.state.set(
+            StateItem(
+                code=item.code,
+                base_order_id=order_id,
+                base_qty=volume,
+                base_cost=price,
+                base_status=STATUS_ING,
+            )
+        )
+        try:
+            run.state.save()
+        except OSError:
+            logging.exception("[状态] %s 开仓状态保存失败", item.code)
+        run.open_watch.forget(item.code)
+        logging.info("[ZT][开仓] %s 买入 %d 股", item.code, volume)
+
+
+def check_timezone(timezone: str, now: datetime | None = None) -> bool:
+    """验证当前时间是否处于配置区间。
+
+    ``*`` 表示全天允许；多个区间用逗号分隔，例如
+    ``9:30-10:30,13:30-14:30``。同时支持跨午夜区间。
+    """
+    timezone = str(timezone or "").strip()
+    if timezone == "*":
+        return True
+
+    current = now or datetime.now()
+    current_minutes = current.hour * 60 + current.minute
+
+    for section in timezone.split(","):
+        bounds = section.strip().split("-")
+        if len(bounds) != 2:
+            continue
+        start = _parse_minutes(bounds[0])
+        end = _parse_minutes(bounds[1])
+        if start is None or end is None:
+            continue
+
+        if start <= end and start <= current_minutes <= end:
+            return True
+        if start > end and (current_minutes >= start or current_minutes <= end):
+            return True
+
+    return False
+
+
+def _parse_minutes(value: str) -> int | None:
+    """把 ``时:分`` 转换为当天分钟数，无效值返回 None。"""
+    try:
+        hour_text, minute_text = value.strip().split(":")
+        hour, minute = int(hour_text), int(minute_text)
+    except (TypeError, ValueError):
+        return None
+    if not 0 <= hour <= 23 or not 0 <= minute <= 59:
+        return None
+    return hour * 60 + minute