"""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)