feat

py-client/strategy/trend/positions.py

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+"""趋势策略持仓管理逻辑，对应 Go 版本的 ``logic/positions.go``。"""
+
+from __future__ import annotations
+
+import logging 
+from math import floor
+
+from libs.calc import calc_buy_volume,calculate_min_profit_rate
+from libs.grid_take_profit import GridState, GridTrailingTracker
+from sdk import OP_BUY, OP_SELL
+import config
+from .order import PlaceOrderRequest
+from .state import STATUS_ING, STATUS_NONE, STATUS_OK
+from .runtime import Runtime
+
+LEG_BASE = "base"
+LEG_ADDED = "add"
+
+# 止盈网格跟踪器延迟初始化，避免导入模块时账户配置尚未加载。
+profit_tracker = None
+
+# 分级补仓档位(百分比)
+LOSS_TIERS = [-30, -50]
+# 补仓反弹确认阈值（百分比）
+LOSS_REBOUND_THRESHOLD = 0.5
+
+def manage_positions(run:Runtime, ticks, positions, market_ok: bool,available:float) -> None:
+    """执行持仓计算。"""
+    logging.info(f"持仓：{len(positions)} 支股票，开始处理")
+    global profit_tracker
+    profit_tracker =  GridTrailingTracker(step=run.account_cfg.grid_step_pct)
+    for idx,pos in positions:
+        code = pos['stock_code']
+        avg_price = pos.get('avg_price', 0)
+        volume = pos.get('volume', 0)
+        can_use_volume = pos.get('can_use_volume', 0)
+        current_price = ticks.get(code, {}).get('lastPrice', 0)
+        strategy_name = pos.get('strategy_name', '')
+        market_value = pos.get('market_value',0)
+        profit = pos.get('profit_rate', 0)
+
+        # 排除指定股票
+        if code in config.account_config.excluded_codes:
+            continue
+
+        # 过滤无效仓位
+        if avg_price == 0 or can_use_volume == 0 or current_price == 0 or volume == 0:
+            continue
+
+        # 计算盈亏率（百分比）
+        pnl_ratio = (current_price - avg_price) / avg_price * 100 if avg_price != 0 else 0
+        pnl_ratio = round(pnl_ratio, 2)
+
+        # 计算最小利润率：1倍
+        min_profit_rate_val = calculate_min_profit_rate(avg_price, 1)
+
+        # 盈利处理
+        is_closed, message = handle_profit(run,code,avg_price, pnl_ratio, min_profit_rate_val, can_use_volume, strategy_name)
+        if is_closed:
+            logging.info("profit", code, f"止盈执行 | {message}")
+        if message != "":
+            logging.info("profit", code, message)
+
+        # 补仓处理
+        if config.account_config.enable_loss_add_position and market_ok:
+            is_replenished, message = handle_loss(run,code,current_price,pnl_ratio,market_value,market_ok,available)
+            if is_replenished:
+                logging.info("loss", code, f"补仓执行 | {message}")
+            if message != "":
+                logging.info("loss", code, message)
+
+# 盈利处理
+def handle_profit(run:Runtime, code: str,  pnl_rate: float, 
+                 min_profit_rate: float, vol: int) -> tuple[bool, str]:
+    """
+    盈利处理 - 基于网格的止盈策略
+    
+    Args:
+        code: 股票代码
+        open_price: 开仓价格
+        pnl_rate: 当前盈亏率（百分比）
+        min_profit_rate: 最小利润率阈值
+        vol: 可用股数
+        strategy_name: str
+        
+    Returns:
+        tuple[bool, str]: (是否执行平仓, 操作说明)
+    """
+    # 预检查：未达到最小利润率
+    if pnl_rate < min_profit_rate:
+        return False, ""
+
+    position_key = f"{run.account_cfg.account_id}:{code}"
+    observation = profit_tracker.observe(position_key, pnl_rate)
+
+    if observation.state == GridState.ARMED:
+        msg = f"首次达到{pnl_rate}%，设置峰值网格{observation.current_grid}"
+        return False, msg
+
+    if observation.state == GridState.RAISED:
+        return False, f"上涨至{pnl_rate}%，更新峰值网格{observation.current_grid}"
+    
+    # 执行平仓
+    if observation.state == GridState.RETREAT:
+        order_id = run.orders.new_order_id(LEG_BASE)
+        request = PlaceOrderRequest(run.client, OP_SELL, code, vol, order_id)
+        result = run.orders.place(request)
+        if result :
+            success_msg = f"✓ 委托成功 | {vol}股 订单号:{result} 等待成交"
+            logging.info("profit", code, success_msg)
+            return True, success_msg
+        else:
+            fail_msg = f"止盈委托失败: {code}"
+            logging.error("profit", code, "✗ 止盈委托失败")
+            return False, fail_msg
+
+
+def handle_loss(run:Runtime,  code: str,  current_price,pnl_rate,market_value: float,market_ok: bool, available: float) -> tuple[bool, str]:
+    """满足条件时提交补仓委托，并返回扣减后的剩余预算。"""
+    state = run.state.get(code)
+    added_num = state.get('added_num',0)
+    # 预检查：未达到最低补仓阈值
+    if pnl_rate > LOSS_TIERS[added_num]:
+        return False, ""
+
+    # 强制条件
+    if current_price>200 or market_value>=60000:
+        return False, f"成本价{current_price}>200,仓位价值{market_value}>=60000, 不补仓"
+    
+    # 1. 大盘必须允许开仓，且价格已从观察低点达到反弹阈值。
+    if not market_ok or not run.add_watch.triggered("补仓", code, current_price):
+        return False
+
+    # 2. 计算补仓数量和预计占用金额。
+    volume = calc_buy_volume(current_price, run.account_cfg.buy_value)
+    amount = current_price * volume
+
+    # 3. 检查预算。
+    if amount > available:
+        return False, f"f{code} f{amount} 仓位资金不够补仓"
+
+    # 是否已有未完成的买入委托
+    if run.orders.busy(run, code, "BUY"):
+        return False, f"{code}订单锁定中"
+
+    # 4. 生成补仓订单号并提交买入委托。
+    order_id = run.orders.new_order_id(LEG_ADDED)
+    request = PlaceOrderRequest(run.client, OP_BUY, code, volume, order_id)
+    result = run.orders.place(request)
+    if result :
+        state.added_num = +1
+        state.added_status = run.state.STATUS_ING
+        state.added_order_id = order_id
+        run.state.set(state)
+        run.state.save()
+        run.add_watch.forget(code)
+        return True,f"补仓委托成功: {code} {volume}手, 等待成交确认"
+    else:
+        return False,f"补仓失败: {code}"
+
+
+def forget(run, code: str) -> None:
+    """持仓退出后清理开仓、补仓观察记录和止盈峰值。"""
+    
+    
+    
+    run.peak_grids.pop(f"{code}|{LEG_ADDED}", None)