68 lines
3.2 KiB
Python
68 lines
3.2 KiB
Python
"""ETF 策略入口：每 30 秒运行，日线指标当天缓存，失败标的单独重试。"""
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from datetime import datetime, timedelta
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import hashlib
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import logging as log
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from pathlib import Path
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import time
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import httpx
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import config
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from libs.calc import trading_time
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from libs.snapshot import cache_portfolio
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from sdk import Client
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from .config import load
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from .data import daily_bars
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from .engine import Engine
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from .indicators import calculate
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from .state import Store
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def StartETF() -> None:
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cfg = load(config.account_config.etf_config_path or None)
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account = str(config.account_config.account_id).strip()
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if not account:
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raise ValueError('ETF 策略缺少账户编号')
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key = hashlib.sha256(account.encode('utf-8')).hexdigest()
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store = Store(Path(config.global_config.qmt_data_dir) / 'etf' / key / 'state.json', account)
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# 独立 HTTP 连接池读取外部日线，不向外部接口发送 QMT 认证信息。
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with Client(config.global_config.qmt_base_url, config.global_config.qmt_token, config.HTTP_TIMEOUT) as client, \
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httpx.Client(timeout=config.HTTP_TIMEOUT) as history_client:
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engine = Engine(client, cfg, store, config.account_config.min_cash_ratio,
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config.account_config.excluded_codes)
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log.info('[ETF启动] 标的=%s 每次=%d手 每只上限=%d手 状态=%s',
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cfg.codes, cfg.buy_hands, cfg.max_hands, store.path)
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log.info('[ETF启动] 管理配置白名单内已有持仓，卖出以券商可用份额为限')
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indicators, retry_at = {}, {}
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cached_day = None
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while True:
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now = datetime.now()
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if now.hour >= 15:
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log.info('[ETF结束] 已到 15:00')
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return
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if trading_time(now):
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try:
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if cached_day != now.date():
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indicators, retry_at, cached_day = {}, {}, now.date()
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for code in cfg.codes:
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if code in indicators or now < retry_at.get(code, datetime.min):
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continue
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try:
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rows = daily_bars(history_client, code, now.date())
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indicators[code] = calculate(rows, now.date(), cfg)
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log.info('[ETF指标] %s %s', code, indicators[code])
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except Exception:
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retry_at[code] = now + timedelta(minutes=5)
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log.exception('[ETF日线] %s 获取或计算失败，5分钟后重试', code)
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portfolio = client.portfolio()
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ticks = client.full_tick(list(cfg.codes))
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engine.run(portfolio, ticks, indicators, datetime.now())
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try:
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cache_portfolio(account, portfolio.assets, list(portfolio.positions.values()), client.deals())
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except Exception:
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log.exception('[ETF采集] 成交快照读取失败')
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except Exception:
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log.exception('[ETF异常] 本轮失败，下一轮继续')
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time.sleep(30 - datetime.now().second % 30)
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