"""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, item.signal_key, ) 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