"""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 libs.grid_take_profit import GridTrailingTracker 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, ) orders = client.trade_detail_data("order") deals = client.deals() storeState.reconcile(positions, orders, deals) # 获取本策略的信号开仓数据 signals = init_signals( config.global_config, config.account_config.signal_allow, ) run = Runtime( client=client, global_cfg=config.global_config, account_cfg=config.account_config, state=storeState, orders=OrderBook(), open_watch=DipWatch(), add_watch=DipWatch(), profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct), ) 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 allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio if not allow_open_by_cash: logging.info("资金总闸:可用金额太少,禁止开新仓") # 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 active_codes = set(position_codes) removed_codes = set(run.state.codes) - active_codes for code in removed_codes: run.state.delete(code) run.open_watch.forget(code) run.add_watch.forget(code) if removed_codes: run.state.save() # 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 = [] seen_codes = set(position_code_set) for signal in signals: if signal.code not in seen_codes: allow_open.append(signal) seen_codes.add(signal.code) # 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 and allow_open_by_cash: 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)